Location: Stamford, CT
CIK: 0001423442 · Show all filings
Period: Q1 2019 (← Previous) (Next →)
Filing Date: May 10, 2019
Total Value: $4.197B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| AMP | AMERIPRISE FINANCIAL INC COM | 1,185,623 | $152M | 3.6% | $97.92 | +11.7% | COMMON | 03076C106 |
| MET | METLIFE INC COM | 2,974,380 | $126M | 3.0% | $36.01 | -2.7% | COMMON | 59156R108 |
| C | CITIGROUP INC COM USD.01 | 1,955,534 | $121M | 2.9% | $54.59 | -10.6% | COMMON | 172967424 |
| AMGN | AMGEN INC COM NPV | 617,916 | $117M | 2.8% | $154.36 | +0.2% | COMMON | 031162100 |
| — | CITRIX SYSTEMS INC COM USD.001 | 1,174,634 | $117M | 2.8% | $104.10 | — | COMMON | 177376100 |
| YUM | YUM BRANDS INC COM NPV | 1,114,029 | $111M | 2.6% | $73.01 | +14.3% | COMMON | 988498101 |
| CSCO | CISCO SYSTEMS INC COM NPV | 2,017,453 | $109M | 2.6% | $36.04 | +9.6% | COMMON | 17275R102 |
| FITB | FIFTH THIRD BANCORP COM USD6.67 | 4,158,675 | $105M | 2.5% | $23.46 | -13.6% | COMMON | 316773100 |
| VOYA | VOYA FINANCIAL INC COM USD.01 | 1,691,161 | $84.28M | 2.0% | $46.26 | -7.8% | COMMON | 929089100 |
| — | SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | 827,188 | $75.56M | 1.8% | $75.84 | — | COMMON | 848574109 |
| MPC | MARATHON PETROLEUM CORP COM USD0.01 | 1,251,688 | $74.75M | 1.8% | $54.89 | -8.1% | COMMON | 56585A102 |
| — | SEAGATE TECHNOLOGY PLC COM USD.00001 | 1,553,636 | $74.27M | 1.8% | $50.89 | — | COMMON | G7945M107 |
| UNP | UNION PACIFIC CORP COM USD2.5 | 431,025 | $71.87M | 1.7% | $126.31 | +9.3% | COMMON | 907818108 |
| COP | CONOCOPHILLIPS COM USD1.25 | 1,075,754 | $71.6M | 1.7% | $51.74 | +2.4% | COMMON | 20825C104 |
| RF | REGIONS FINANCIAL CORP COM USD.625 | 4,973,464 | $70.24M | 1.7% | $12.35 | -6.6% | COMMON | 7591EP100 |
| KR | KROGER CO COM USD1 | 2,811,804 | $69.04M | 1.6% | $23.69 | -0.3% | COMMON | 501044101 |
| — | JUNIPER NETWORKS INC COM USD.00001 | 2,610,007 | $68.92M | 1.6% | $28.95 | — | COMMON | 48203R104 |
| ALLY | ALLY FINANCIAL INC COM USD.01 | 2,489,600 | $68.27M | 1.6% | $21.74 | -3.4% | COMMON | 02005N100 |
| BBY | BEST BUY CO INC COM USD.1 | 950,349 | $67.41M | 1.6% | $26.22 | +82.0% | COMMON | 086516101 |
| PSX | PHILLIPS 66 COM USD0.01 | 700,483 | $66.56M | 1.6% | $79.77 | -9.8% | COMMON | 718546104 |
| SEE | SEALED AIR CORP COM USD.01 | 1,276,865 | $58.67M | 1.4% | $38.48 | -4.9% | COMMON | 81211K100 |
| CAG | CONAGRA BRANDS INC COM USD5 | 2,112,951 | $58.48M | 1.4% | $26.46 | -34.3% | COMMON | 205887102 |
| GLW | CORNING INC COM USD5 | 1,741,534 | $57.51M | 1.4% | $21.46 | +26.0% | COMMON | 219350105 |
| DIS | DISNEY (WALT) CO COM NPV | 460,870 | $51.08M | 1.2% | $104.68 | +3.1% | COMMON | 254687106 |
| WU | WESTERN UNION CO COM USD.01 | 2,763,651 | $50.94M | 1.2% | $19.18 | — | COMMON | 959802109 |
| BEN | FRANKLIN RESOURCES INC COM USD.1 | 1,420,367 | $46.99M | 1.1% | $22.35 | +1.6% | COMMON | 354613101 |
| KSS | KOHL'S CORP COM USD.01 | 666,690 | $45.74M | 1.1% | $53.50 | +26.8% | COMMON | 500255104 |
| MAR | MARRIOTT INTL INC CL A COM NPV | 359,681 | $44.89M | 1.1% | $123.54 | -9.7% | COMMON | 571903202 |
| UAL | UNITED CONTINENTAL HLDGS INC COM NEW | 552,096 | $43.94M | 1.0% | $69.70 | +21.1% | COMMON | 910047109 |
| EBAY | EBAY INC COM USD.001 | 1,181,874 | $43.82M | 1.0% | $30.84 | +0.3% | COMMON | 278642103 |
| — | HD SUPPLY HOLDINGS INC COM USD.01 | 953,590 | $41.23M | 1.0% | $42.28 | — | COMMON | 40416M105 |
| VLO | VALERO ENERGY CORP COM USD1 | 479,609 | $40.59M | 1.0% | $41.52 | +50.3% | COMMON | 91913Y100 |
| CAH | CARDINAL HEALTH INC COM NPV | 842,710 | $40.5M | 1.0% | $41.34 | -0.7% | COMMON | 14149Y108 |
| — | CDK GLOBAL INC COM USD0.01 | 673,184 | $39.5M | 0.9% | $62.88 | — | COMMON | 12508E101 |
| SLF | SUN LIFE FINANCIAL INC COM NPV | 1,021,915 | $39.03M | 0.9% | $32.22 | +13.9% | COMMON | 866796105 |
| — | ANADARKO PETROLEUM CORP COM USD.1 | 831,290 | $37.76M | 0.9% | $64.09 | — | COMMON | 032511107 |
| TECK | TECK RESOURCES LTD CL B COM NPV SVTG | 1,605,861 | $36.94M | 0.9% | $22.09 | +2.1% | COMMON | 878742204 |
| — | WALGREENS BOOTS ALLIANCE INC COM USD1.25 | 582,073 | $36.74M | 0.9% | $69.88 | — | COMMON | 931427108 |
| DOV | DOVER CORP COM USD1 | 382,473 | $35.78M | 0.9% | $73.88 | +5.8% | COMMON | 260003108 |
| DAL | DELTA AIR LINES INC COM USD.0001 | 667,788 | $34.42M | 0.8% | $49.79 | -6.1% | COMMON | 247361702 |
| ROK | ROCKWELL AUTOMATION COM USD1 | 188,786 | $33.07M | 0.8% | $148.39 | +1.1% | COMMON | 773903109 |
| PHM | PULTEGROUP INC COM USD.01 | 1,181,045 | $32.95M | 0.8% | $27.18 | -6.9% | COMMON | 745867101 |
| MEOH | METHANEX CORP COM NPV | 572,614 | $32.34M | 0.8% | $54.70 | +3.1% | COMMON | 59151K108 |
| SYF | SYNCHRONY FINANCIAL COM USD.001 | 908,366 | $28.93M | 0.7% | $28.41 | -10.8% | COMMON | 87165B103 |
| MGA | MAGNA INTERNATIONAL INC COM NPV | 572,636 | $27.75M | 0.7% | $37.03 | +9.2% | COMMON | 559222401 |
| QCOM | QUALCOMM INC COM USD.0001 | 476,748 | $27.14M | 0.6% | $47.92 | -4.6% | COMMON | 747525103 |
| BAC | BANK OF AMERICA CORP COM USD2.5 | 956,140 | $26.36M | 0.6% | $23.48 | +1.8% | COMMON | 060505104 |
| — | KIRKLAND LAKE GOLD LTD COM | 851,619 | $25.75M | 0.6% | $22.47 | — | COMMON | 49741E100 |
| GIB | CGI INC CL A COM NPV SVTG | 376,067 | $25.71M | 0.6% | $65.67 | 0.0% | COMMON | 12532H104 |
| MO | ALTRIA GROUP INC COM USD1 | 439,764 | $25.21M | 0.6% | $30.35 | -2.1% | COMMON | 02209S103 |
| MFC | MANULIFE FINANCIAL CORP COM NPV | 1,448,599 | $24.36M | 0.6% | $17.52 | -7.2% | COMMON | 56501R106 |
| TXT | TEXTRON INC COM USD.125 | 437,406 | $22.16M | 0.5% | $53.04 | -3.6% | COMMON | 883203101 |
| — | VIACOM INC CL B COM USD | 757,279 | $21.24M | 0.5% | $29.06 | — | COMMON | 92553P201 |
| NXPI | NXP SEMICONDUCTORS NV COM EUR.01 | 239,672 | $21.16M | 0.5% | $77.29 | +1.7% | COMMON | N6596X109 |
| ABBV | ABBVIE INC COM USD.01 | 240,984 | $19.38M | 0.5% | $65.13 | -6.3% | COMMON | 00287Y109 |
| CSX | CSX CORP COM USD1 | 248,074 | $18.53M | 0.4% | $21.40 | -1.4% | COMMON | 126408103 |
| — | AON PLC CL A ORD | 108,177 | $18.45M | 0.4% | $156.86 | — | COMMON | G0408V102 |
| — | NORBORD INC COM NPV | 658,827 | $18.05M | 0.4% | $30.16 | — | COMMON | 65548P403 |
| CHTR | CHARTER COMMUNICATIONS INC CL A NEW | 51,262 | $17.73M | 0.4% | $313.22 | +5.2% | COMMON | 16119P108 |
| DECK | DECKERS OUTDOOR CORP COM USD.01 | 118,906 | $17.43M | 0.4% | $18.42 | +23.4% | COMMON | 243537107 |
| DXC | DXC TECHNOLOGY COMPANY COM USD1 | 259,843 | $16.69M | 0.4% | $71.03 | -13.4% | COMMON | 23355L106 |
| — | DISCOVER FINANCIAL SVCS COM USD.01 | 234,429 | $16.67M | 0.4% | $68.97 | — | COMMON | 254709108 |
| SBUX | STARBUCKS CORP COM NPV | 216,038 | $16.04M | 0.4% | $56.37 | +5.1% | COMMON | 855244109 |
| ORCL | ORACLE CORP COM USD.01 | 276,056 | $14.82M | 0.4% | $45.96 | +0.2% | COMMON | 68389X105 |
| LYB | LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 171,177 | $14.39M | 0.3% | $52.15 | +6.4% | COMMON | N53745100 |
| CAE | CAE INC COM NPV | 635,426 | $14M | 0.3% | $14.51 | +41.8% | COMMON | 124765108 |
| INTU | INTUIT INC COM NPV | 53,441 | $13.96M | 0.3% | $194.76 | +13.5% | COMMON | 461202103 |
| OMC | OMNICOM GROUP COM USD.5 | 189,853 | $13.86M | 0.3% | $57.04 | +2.6% | COMMON | 681919106 |
| CMA | COMERICA INC COM USD5 | 188,411 | $13.81M | 0.3% | $57.19 | +0.5% | COMMON | 200340107 |
| MRK | MERCK & CO COM NPV | 162,251 | $13.48M | 0.3% | $56.05 | +7.6% | COMMON | 58933Y105 |
| SU | SUNCOR ENERGY INC COM NPV | 366,818 | $11.82M | 0.3% | $29.20 | -15.1% | COMMON | 867224107 |
| DOO | BRP INC SUB VTG NPV | 416,842 | $11.5M | 0.3% | $46.39 | -41.5% | COMMON | 05577W200 |
| WFC | WELLS FARGO & CO COM USD1.67 | 234,740 | $11.34M | 0.3% | $40.88 | -0.3% | COMMON | 949746101 |
| CNMD | CONMED CORP COM USD.01 | 132,841 | $11.03M | 0.3% | $67.64 | +1.1% | COMMON | 207410101 |
| PFE | PFIZER INC COM USD.1 | 248,690 | $10.56M | 0.3% | $29.29 | -0.2% | COMMON | 717081103 |
| CIGI | COLLIERS INTL GROUP INC COM NPV SVTG | 157,453 | $10.46M | 0.2% | $49.73 | +26.8% | COMMON | 194693107 |
| MU | MICRON TECHNOLOGY INC COM USD.1 | 248,851 | $10.27M | 0.2% | $48.56 | -22.4% | COMMON | 595112103 |
| HBM | HUDBAY MINERALS INC COM NPV | 1,440,428 | $10.23M | 0.2% | $5.63 | +9.9% | COMMON | 443628102 |
| SAM | BOSTON BEER INC -CL A CL A COM USD.01 | 34,495 | $10.14M | 0.2% | $222.77 | +22.8% | COMMON | 100557107 |
| DVA | DAVITA INC CL A COM NPV VTG | 185,776 | $10.06M | 0.2% | $67.70 | -18.3% | COMMON | 23918K108 |
| CNQ | CANADIAN NATURAL RESOURCES COM NPV | 364,972 | $9.963M | 0.2% | $9.37 | -0.3% | COMMON | 136385101 |
| AAL | AMERICAN AIRLINES GROUP INC COM USD.01 | 309,447 | $9.827M | 0.2% | $50.57 | -34.5% | COMMON | 02376R102 |
| — | LAM RESEARCH CORP COM NPV | 54,655 | $9.775M | 0.2% | $176.81 | — | COMMON | 512807108 |
| HII | HUNTINGTON INGALLS IND INC COM USD1 | 46,889 | $9.697M | 0.2% | $176.42 | -0.0% | COMMON | 446413106 |
| IMO | IMPERIAL OIL LTD COM NPV | 353,653 | $9.599M | 0.2% | $23.27 | -3.3% | COMMON | 453038408 |
| — | K12 INC COM USD.0001 | 279,878 | $9.536M | 0.2% | $24.97 | — | COMMON | 48273U102 |
| — | FIRSTSERVICE CORP SUB VTG | 105,891 | $9.381M | 0.2% | $69.17 | — | COMMON | 33767E103 |
| — | RENEWABLE ENERGY GROUP INC COM USD.0001 | 405,613 | $8.885M | 0.2% | $25.93 | — | COMMON | 75972A301 |
| EAT | BRINKER INTL INC COM USD.1 | 197,730 | $8.765M | 0.2% | $43.70 | -1.4% | COMMON | 109641100 |
| RIO | RIO TINTO GROUP SPON ADR | 147,978 | $8.709M | 0.2% | $51.95 | — | COMMON | 767204100 |
| ICFI | ICF INTERNATIONAL INC COM USD.001 | 110,911 | $8.416M | 0.2% | $67.90 | +3.9% | COMMON | 44925C103 |
| RCI | ROGERS COMMUNICATIONS -CL B CL B COM NPV | 154,905 | $8.283M | 0.2% | $51.53 | +4.6% | COMMON | 775109200 |
| HCA | HCA HEALTHCARE INC COM USD0.01 | 63,416 | $8.264M | 0.2% | $112.96 | +12.0% | COMMON | 40412C101 |
| AFL | AFLAC INC COM USD.1 | 163,876 | $8.191M | 0.2% | $37.28 | +9.9% | COMMON | 001055102 |
| PG | PROCTER & GAMBLE CO COM NPV | 77,816 | $8.094M | 0.2% | $71.14 | +15.4% | COMMON | 742718109 |
| HAE | HAEMONETICS CORP COM USD.01 | 92,396 | $8.07M | 0.2% | $95.27 | -4.5% | COMMON | 405024100 |
| BJRI | BJ'S RESTAURANTS INC COM NPV | 159,204 | $7.502M | 0.2% | $57.52 | -14.1% | COMMON | 09180C106 |
| — | CHINA PETROLEUM & CHEM CORP SPON ADR | 93,431 | $7.428M | 0.2% | $80.73 | — | COMMON | 16941R108 |
| — | BB&T CORP COM USD5 | 156,575 | $7.285M | 0.2% | $48.17 | — | COMMON | 054937107 |
| BCE | BCE INC COM NPV | 157,555 | $6.956M | 0.2% | $27.51 | 0.0% | COMMON | 05534B760 |
| — | WELLCARE HEALTH PLANS INC COM USD.01 | 25,105 | $6.771M | 0.2% | $313.58 | — | COMMON | 94946T106 |
| BHC | BAUSCH HEALTH COMPANIES INC COM NPV | 266,700 | $6.542M | 0.2% | $22.90 | +4.3% | COMMON | 071734107 |
| ARCB | ARCBEST CORP COM USD.01 | 212,472 | $6.539M | 0.2% | $33.95 | +1.3% | COMMON | 03937C105 |
| — | HESS CORP COM USD1 | 105,155 | $6.327M | 0.2% | $60.17 | — | COMMON | 42809H107 |
| — | THOMSON-REUTERS CORP COM NPV | 98,599 | $5.803M | 0.1% | $50.99 | — | COMMON | 884903709 |
| WHR | WHIRLPOOL CORP COM USD1 | 41,070 | $5.452M | 0.1% | $132.08 | 0.0% | COMMON | 963320106 |
| CDW | CDW CORP COM USD.01 | 56,138 | $5.41M | 0.1% | $79.09 | +3.9% | COMMON | 12514G108 |
| NXST | NEXSTAR MEDIA GROUP CL A COM USD.01 | 49,430 | $5.353M | 0.1% | $74.65 | +0.8% | COMMON | 65336K103 |
| TMO | THERMO FISHER SCIENTIFIC INC COM USD1 | 19,211 | $5.258M | 0.1% | $232.96 | +4.9% | COMMON | 883556102 |
| FF | FUTUREFUEL CORP COM USD.0001 | 386,449 | $5.169M | 0.1% | $5.82 | +2.7% | COMMON | 36116M106 |
| — | INGERSOLL-RAND PLC COM USD2 | 46,349 | $5.003M | 0.1% | $98.25 | — | COMMON | G47791101 |
| AZO | AUTOZONE INC COM NPV | 4,866 | $4.982M | 0.1% | $883.98 | +1.5% | COMMON | 053332102 |
| TMUS | T-MOBILE US INC COM | 70,729 | $4.887M | 0.1% | $62.49 | +8.2% | COMMON | 872590104 |
| SSRM | SSR MINING INC COM NPV | 378,933 | $4.762M | 0.1% | $13.23 | 0.0% | COMMON | 784730103 |
| AWI | ARMSTRONG WORLD INDUSTRIES COM | 56,669 | $4.5M | 0.1% | $65.04 | +0.0% | COMMON | 04247X102 |
| — | VERSO CORP CL A COM USD.01 | 206,116 | $4.411M | 0.1% | $24.76 | — | COMMON | 92531L207 |
| — | HOLLYFRONTIER CORP COM USD.01 | 89,505 | $4.403M | 0.1% | $59.76 | — | COMMON | 436106108 |
| — | CANADIAN PACIFIC RAILWAY LTD COM CAD5 | 21,386 | $4.381M | 0.1% | $183.45 | — | COMMON | 13645T100 |
| GIL | GILDAN ACTIVEWEAR INC CL A SUBVTG NPV | 120,395 | $4.304M | 0.1% | $30.17 | +1.2% | COMMON | 375916103 |
| KFRC | KFORCE INC COM USD.01 | 122,363 | $4.28M | 0.1% | $37.07 | -6.4% | COMMON | 493732101 |
| DVN | DEVON ENERGY CORP COM USD.1 | 134,907 | $4.257M | 0.1% | $20.03 | 0.0% | COMMON | 25179M103 |
| M | MACY'S INC COM NPV | 177,315 | $4.249M | 0.1% | $35.56 | -29.0% | COMMON | 55616P104 |
| SCVL | SHOE CARNIVAL INC COM USD.1 | 123,910 | $4.217M | 0.1% | $18.32 | -0.8% | COMMON | 824889109 |
| PRU | PRUDENTIAL FINANCIAL INC COM USD.01 | 45,263 | $4.159M | 0.1% | $62.09 | +5.5% | COMMON | 744320102 |
| — | BLUCORA INC COM USD.0001 | 124,047 | $4.138M | 0.1% | $30.43 | — | COMMON | 095229100 |
| — | SK TELECOM CO LTD SPON ADR | 168,920 | $4.137M | 0.1% | $23.03 | — | COMMON | 78440P108 |
| IDXX | IDEXX LABS INC COM USD.1 | 18,171 | $4.063M | 0.1% | $158.58 | +30.2% | COMMON | 45168D104 |
| BA | BOEING CO COM USD5 | 10,554 | $4.023M | 0.1% | $129.38 | +190.0% | COMMON | 097023105 |
| CDNS | CADENCE DESIGN SYSTEMS INC COM USD.01 | 62,801 | $3.987M | 0.1% | $35.34 | +49.9% | COMMON | 127387108 |
| HUM | HUMANA INC COM NPV | 14,946 | $3.973M | 0.1% | $243.71 | +11.3% | COMMON | 444859102 |
| HMC | HONDA MOTOR CO LTD ADR | 144,741 | $3.933M | 0.1% | $28.12 | — | COMMON | 438128308 |
| FCX | FREEPORT-MCMORAN INC COM NPV | 302,950 | $3.905M | 0.1% | $13.91 | -20.1% | COMMON | 35671D857 |
| — | CHINA MOBILE LTD SPON ADR | 75,911 | $3.871M | 0.1% | $48.17 | — | COMMON | 16941M109 |
| BR | BROADRIDGE FINANCIAL SOLUTNS COM USD.01 | 36,786 | $3.813M | 0.1% | $106.68 | -16.4% | COMMON | 11133T103 |
| — | HILLENBRAND INC COM NPV | 91,438 | $3.785M | 0.1% | $46.27 | — | COMMON | 431571108 |
| INVA | INNOVIVA INC COM USD.01 | 267,135 | $3.732M | 0.1% | $15.94 | +1.6% | COMMON | 45781M101 |
| TDS | TELEPHONE & DATA SYSTEMS INC COM USD1 | 121,499 | $3.732M | 0.1% | $33.28 | +2.3% | COMMON | 879433829 |
| CNI | CANADIAN NATIONAL RAILWAY CO COM NPV | 41,188 | $3.666M | 0.1% | $72.54 | +1.6% | COMMON | 136375102 |
| LEA | LEAR CORP COM NPV | 26,836 | $3.642M | 0.1% | $123.71 | +2.8% | COMMON | 521865204 |
| IX | ORIX CORP SPONSORED ADR | 50,046 | $3.597M | 0.1% | $81.77 | — | COMMON | 686330101 |
| AQN | ALGONQUIN POWER & UTIL CORP COM | 315,556 | $3.529M | 0.1% | $7.72 | 0.0% | COMMON | 015857105 |
| ADBE | ADOBE INC COM NPV | 13,040 | $3.475M | 0.1% | $144.02 | +75.0% | COMMON | 00724F101 |
| NOA | NORTH AMERICAN CONST GRP LTD COM NPV | 297,244 | $3.433M | 0.1% | $10.00 | +10.7% | COMMON | 656811106 |
| HIG | HARTFORD FINANCIAL SERVICES COM NPV | 67,548 | $3.358M | 0.1% | $42.27 | -3.6% | COMMON | 416515104 |
| NUE | NUCOR CORP COM USD.4 | 57,438 | $3.351M | 0.1% | $50.71 | -0.0% | COMMON | 670346105 |
| — | WADDELL&REED FINL INC -CL A CL A | 192,912 | $3.335M | 0.1% | $18.10 | — | COMMON | 930059100 |
| IP | INTL PAPER CO COM USD1 | 70,182 | $3.247M | 0.1% | $30.81 | +3.2% | COMMON | 460146103 |
| — | FIRSTCASH INC COM USD.01 | 37,453 | $3.234M | 0.1% | $85.50 | — | COMMON | 33767D105 |
| V | VISA INC CL A COM USD.0001 | 20,619 | $3.22M | 0.1% | $131.21 | +4.7% | COMMON | 92826C839 |
| FTNT | FORTINET INC COM USD.001 | 38,010 | $3.184M | 0.1% | $13.14 | +21.3% | COMMON | 34959E109 |
| — | TECH DATA CORP COM USD.0015 | 31,176 | $3.183M | 0.1% | $99.11 | — | COMMON | 878237106 |
| TD | TORONTO DOMINION BANK COM NPV | 58,262 | $3.144M | 0.1% | $48.77 | +13.4% | COMMON | 891160509 |
| — | CONTINENTAL BUILDING PRODS COM USD.001 | 126,730 | $3.129M | 0.1% | $34.54 | — | COMMON | 211171103 |
| NHC | NATIONAL HEALTHCARE CORP COM USD.01 | 41,374 | $3.124M | 0.1% | $76.02 | +4.4% | COMMON | 635906100 |
| FCN | FTI CONSULTING INC CL A COM USD.01 | 40,649 | $3.113M | 0.1% | $68.44 | +3.1% | COMMON | 302941109 |
| HLF | HERBALIFE NUTRITION LTD COM USD.001 | 58,050 | $3.073M | 0.1% | $57.35 | +0.2% | COMMON | G4412G101 |
| — | PCM INC COM USD.001 | 84,233 | $3.071M | 0.1% | $34.33 | — | COMMON | 69323K100 |
| RHI | ROBERT HALF INTL INC COM USD1 | 46,919 | $3.04M | 0.1% | $70.74 | -10.3% | COMMON | 770323103 |
| BTU | PEABODY ENERGY CORP WHEN ISSUED | 106,736 | $3.024M | 0.1% | $29.73 | -5.1% | COMMON | 704551100 |
| — | BARRICK GOLD CORP COM NPV | 214,300 | $2.921M | 0.1% | $13.64 | — | COMMON | 067901108 |
| — | JUST ENERGY GROUP INC COM | 864,995 | $2.915M | 0.1% | $4.88 | — | COMMON | 48213W101 |
| — | FOOT LOCKER INC COM USD3 | 48,052 | $2.91M | 0.1% | $59.65 | — | COMMON | 344849104 |
| — | SINOPEC SHANGHAI PETROCHEM SPON ADR | 59,895 | $2.859M | 0.1% | $58.33 | — | COMMON | 82935M109 |
| ELV | ANTHEM INC COM USD.01 | 9,568 | $2.746M | 0.1% | $165.05 | +59.8% | COMMON | 036752103 |
| JPM | JPMORGAN CHASE & CO COM USD12 | 27,237 | $2.741M | 0.1% | $76.43 | +11.7% | COMMON | 46625H100 |
| ADP | AUTOMATIC DATA PROCESSING COM NPV | 17,099 | $2.731M | 0.1% | $125.43 | +0.0% | COMMON | 053015103 |
| TGT | TARGET CORP COM USD1 | 33,728 | $2.702M | 0.1% | $50.34 | +20.5% | COMMON | 87612E106 |
| — | BANCO SANTANDER MEXICO -ADR ADR | 397,460 | $2.691M | 0.1% | $6.43 | — | COMMON | 05969B103 |
| LUV | SOUTHWEST AIRLINES COM USD1 | 51,818 | $2.69M | 0.1% | $49.74 | -2.9% | COMMON | 844741108 |
| — | RESOLUTE FOREST PRODUCTS INC COM USD.001 | 333,433 | $2.642M | 0.1% | $10.07 | — | COMMON | 76117W109 |
| BCC | BOISE CASCADE CO COM USD.01 | 98,167 | $2.627M | 0.1% | $28.80 | -35.0% | COMMON | 09739D100 |
| — | GRANITE REAL ESTATE INVEST STPLD UNIT | 54,948 | $2.61M | 0.1% | $39.08 | — | COMMON | 387437114 |
| STRL | STERLING CONSTRUCTION CO INC COM NPV | 203,235 | $2.545M | 0.1% | $13.22 | +0.4% | COMMON | 859241101 |
| STLD | STEEL DYNAMICS INC COM USD.01 | 70,507 | $2.478M | 0.1% | $32.92 | -6.9% | COMMON | 858119100 |
| — | PERFICIENT INC COM USD.001 | 90,569 | $2.474M | 0.1% | $24.98 | — | COMMON | 71375U101 |
| KEYS | KEYSIGHT TECHNOLOGIES INC COM USD.01 | 27,826 | $2.425M | 0.1% | $60.61 | +28.1% | COMMON | 49338L103 |
| — | HMS HOLDINGS CORP COM USD.01 | 82,119 | $2.42M | 0.1% | $31.08 | — | COMMON | 40425J101 |
| PKX | POSCO SPON ADR | 43,754 | $2.416M | 0.1% | $65.25 | — | COMMON | 693483109 |
| HELE | HELEN OF TROY LTD COM USD.1 | 20,514 | $2.37M | 0.1% | $126.99 | -9.2% | COMMON | G4388N106 |
| — | RITCHIE BROS AUCTIONEERS INC COM NPV | 69,767 | $2.356M | 0.1% | $34.88 | — | COMMON | 767744105 |
| SCL | STEPAN CO COM USD1 | 26,083 | $2.282M | 0.1% | $84.93 | +2.1% | COMMON | 858586100 |
| TCX | TUCOWS INC CL A COM NPV | 27,788 | $2.209M | 0.1% | $62.71 | +16.1% | COMMON | 898697206 |
| EME | EMCOR GROUP INC COM USD.1 | 29,740 | $2.173M | 0.1% | $76.47 | -13.5% | COMMON | 29084Q100 |
| JLL | JONES LANG LASALLE INC COM USD.01 | 14,070 | $2.169M | 0.1% | $150.51 | -0.7% | COMMON | 48020Q107 |
| RY | ROYAL BANK OF CANADA COM NPV | 28,730 | $2.155M | 0.1% | $68.54 | +10.4% | COMMON | 780087102 |
| TSN | TYSON FOODS INC -CL A CL A COM USD.1 | 30,696 | $2.131M | 0.1% | $49.68 | +2.5% | COMMON | 902494103 |
| — | HORIZON PHARMA PLC ORD USD.01 | 80,854 | $2.127M | 0.1% | $24.62 | — | COMMON | G4617B105 |
| WF | WOORI FINANCIAL GROUP INC ADR | 58,759 | $2.112M | 0.1% | $35.94 | — | COMMON | 981064108 |
| NPK | NATIONAL PRESTO INDS INC COM USD1 | 19,331 | $2.091M | 0.0% | $121.95 | -4.6% | COMMON | 637215104 |
| CRUS | CIRRUS LOGIC INC COM NPV | 49,074 | $2.065M | 0.0% | $40.67 | -5.1% | COMMON | 172755100 |
| — | AEGON NV NY SHR ADR | 421,973 | $2.021M | 0.0% | $5.25 | — | COMMON | 007924103 |
| VZ | VERIZON COMMUNICATIONS INC COM USD1 | 34,062 | $2.014M | 0.0% | $38.68 | +0.7% | COMMON | 92343V104 |
| TAC | TRANSALTA CORP COM NPV | 274,673 | $2.007M | 0.0% | $5.71 | 0.0% | COMMON | 89346D107 |
| CIEN | CIENA CORP COM USD.01 | 53,957 | $2.005M | 0.0% | $32.43 | +19.7% | COMMON | 171779309 |
| — | ASPEN TECHNOLOGY INC COM USD.1 | 19,115 | $1.984M | 0.0% | $85.23 | — | COMMON | 045327103 |
| LII | LENNOX INTERNATIONAL INC COM USD.01 | 7,445 | $1.967M | 0.0% | $219.71 | 0.0% | COMMON | 526107107 |
| VEEV | VEEVA SYSTEMS INC CL A COM USD.00001 | 15,483 | $1.963M | 0.0% | $85.33 | +32.2% | COMMON | 922475108 |
| E | ENI SPA SPON ADR | 55,221 | $1.946M | 0.0% | $34.91 | — | COMMON | 26874R108 |
| — | ENERPLUS CORP COM NPV | 228,034 | $1.9M | 0.0% | $11.83 | — | COMMON | 292766102 |
| WLK | WESTLAKE CHEMICAL CORP COM USD.01 | 27,594 | $1.872M | 0.0% | $80.34 | -19.4% | COMMON | 960413102 |
| LLY | LILLY (ELI) & CO COM USD.625 | 14,138 | $1.835M | 0.0% | $94.77 | +17.1% | COMMON | 532457108 |
| UVE | UNIVERSAL INSURANCE HLDGS COM USD.01 | 58,730 | $1.816M | 0.0% | $36.03 | -0.4% | COMMON | 91359V107 |
| RMR | RMR GROUP INC CL A COM USD0.001 | 29,503 | $1.794M | 0.0% | $35.22 | +2.2% | COMMON | 74967R106 |
| JNJ | JOHNSON & JOHNSON COM USD1 | 12,557 | $1.755M | 0.0% | $113.23 | -2.5% | COMMON | 478160104 |
| NVR | NVR INC COM USD.01 | 635 | $1.754M | 0.0% | $2652.21 | -0.8% | COMMON | 62944T105 |
| HTH | HILLTOP HOLDINGS INC COM USD.01 | 94,976 | $1.733M | 0.0% | $20.18 | -7.9% | COMMON | 432748101 |
| FN | FABRINET ORD USD.01 | 33,209 | $1.733M | 0.0% | $50.10 | +8.7% | COMMON | G3323L100 |
| CMI | CUMMINS INC COM USD2.5 | 10,709 | $1.685M | 0.0% | $122.32 | +2.8% | COMMON | 231021106 |
| — | WORLD WRESTLING ENTMT INC CL A COM USD.01 | 19,189 | $1.657M | 0.0% | $88.03 | — | COMMON | 98156Q108 |
| CSW | CSW INDUSTRIALS INC COM USD.01 | 29,011 | $1.652M | 0.0% | $51.42 | +1.4% | COMMON | 126402106 |
| CHD | CHURCH & DWIGHT INC COM NPV | 23,164 | $1.65M | 0.0% | $58.88 | +2.9% | COMMON | 171340102 |
| CAJPY | CANON INC ADR | 55,803 | $1.621M | 0.0% | $33.45 | — | COMMON | 138006309 |
| EVTC | EVERTEC INC COM USD.01 | 57,215 | $1.584M | 0.0% | $24.81 | +9.8% | COMMON | 30040P103 |
| ACIW | ACI WORLDWIDE INC CL A COM USD.005 | 48,324 | $1.581M | 0.0% | $30.28 | +0.6% | COMMON | 004498101 |
| STE | STERIS PLC COM NPV | 12,047 | $1.542M | 0.0% | $110.62 | 0.0% | COMMON | G8473T100 |
| KWR | QUAKER CHEMICAL CORP COM USD1 | 7,623 | $1.52M | 0.0% | $193.89 | +2.4% | COMMON | 747316107 |
| LULU | LULULEMON ATHLETICA INC COM USD.01 | 9,179 | $1.504M | 0.0% | $135.13 | +8.1% | COMMON | 550021109 |
| FFIV | F5 NETWORKS INC COM NPV | 9,579 | $1.499M | 0.0% | $172.10 | -6.5% | COMMON | 315616102 |
| UIS | UNISYS CORP COM USD.01 | 128,003 | $1.491M | 0.0% | $14.36 | -10.2% | COMMON | 909214306 |
| IBM | INTL BUSINESS MACHINES CORP COM USD.2 | 10,465 | $1.477M | 0.0% | $106.70 | -11.3% | COMMON | 459200101 |
| UHS | UNIVERSAL HEALTH SVCS INC CL B COM USD.01 | 11,014 | $1.473M | 0.0% | $118.75 | +7.4% | COMMON | 913903100 |
| — | MALLINCKRODT PLC ORD USD.2 | 67,104 | $1.459M | 0.0% | $28.61 | — | COMMON | G5785G107 |
| BNS | BANK OF NOVA SCOTIA COM NPV | 27,406 | $1.451M | 0.0% | $36.87 | +2.8% | COMMON | 064149107 |
| MMI | MARCUS & MILLICHAP INC COM USD.0001 | 35,716 | $1.447M | 0.0% | $34.75 | +2.1% | COMMON | 566324109 |
| BRC | BRADY CORP CL A COM USD.01 | 31,257 | $1.444M | 0.0% | $38.27 | +6.7% | COMMON | 104674106 |
| COF | CAPITAL ONE FINANCIAL CORP COM USD.01 | 17,365 | $1.419M | 0.0% | $75.28 | -4.1% | COMMON | 14040H105 |
| — | INTERPUBLIC GROUP OF COS COM USD.1 | 67,381 | $1.416M | 0.0% | $17.03 | -0.9% | COMMON | 460690100 |
| — | PREMIER INC CL A COM USD0.01 | 40,830 | $1.406M | 0.0% | $38.28 | — | COMMON | 74051N102 |
| — | BT GROUP PLC ADR | 94,153 | $1.393M | 0.0% | $16.77 | — | COMMON | 05577E101 |
| — | SINCLAIR BROADCAST GP -CL A CL A COM USD.01 | 36,167 | $1.391M | 0.0% | $34.20 | — | COMMON | 829226109 |
| APPF | APPFOLIO INC CL A COM USD.0001 | 17,575 | $1.389M | 0.0% | $47.25 | +41.5% | COMMON | 03783C100 |
| HOPE | HOPE BANCORP INC COM USD3 | 103,209 | $1.35M | 0.0% | $14.88 | -6.2% | COMMON | 43940T109 |
| CNA | CNA FINANCIAL CORP COM USD2.5 | 30,729 | $1.332M | 0.0% | $26.78 | +0.5% | COMMON | 126117100 |
| — | PATTERSON COMPANIES INC COM USD.01 | 60,382 | $1.319M | 0.0% | $22.37 | — | COMMON | 703395103 |
| WMK | WEIS MARKETS INC COM NPV | 32,007 | $1.304M | 0.0% | $40.11 | +0.4% | COMMON | 948849104 |
| SSNC | SS&C TECHNOLOGIES HLDGS INC COM USD.01 | 20,047 | $1.276M | 0.0% | $50.04 | +11.1% | COMMON | 78467J100 |
| — | GENOMIC HEALTH INC COM USD.0001 | 18,281 | $1.274M | 0.0% | $65.95 | — | COMMON | 37244C101 |
| WOR | WORTHINGTON INDUSTRIES COM NPV | 34,015 | $1.269M | 0.0% | $24.93 | -8.1% | COMMON | 981811102 |
| — | NAVIGANT CONSULTING INC COM USD.001 | 64,931 | $1.257M | 0.0% | $19.36 | — | COMMON | 63935N107 |
| MCS | MARCUS CORP COM USD1 | 31,275 | $1.246M | 0.0% | $38.45 | +7.6% | COMMON | 566330106 |
| ANF | ABERCROMBIE & FITCH -CL A CL A COM USD.01 | 45,437 | $1.244M | 0.0% | $22.93 | -7.6% | COMMON | 002896207 |
| — | CORE MARK HOLDING CO INC COM | 33,595 | $1.24M | 0.0% | $36.91 | — | COMMON | 218681104 |
| — | AMEDISYS INC COM USD.001 | 9,987 | $1.226M | 0.0% | $98.88 | — | COMMON | 023436108 |
| ADI | ANALOG DEVICES COM USD.16 | 11,433 | $1.204M | 0.0% | $88.44 | 0.0% | COMMON | 032654105 |
| — | BOTTOMLINE TECHNOLOGIES INC COM USD.001 | 23,669 | $1.18M | 0.0% | $40.77 | — | COMMON | 101388106 |
| WM | WASTE MANAGEMENT INC COM NPV | 11,328 | $1.177M | 0.0% | $80.65 | +7.9% | COMMON | 94106L109 |
| — | MERIDIAN BIOSCIENCE INC COM NPV | 66,302 | $1.163M | 0.0% | $17.47 | — | COMMON | 589584101 |
| PGR | PROGRESSIVE CORP-OHIO COM USD1 | 16,028 | $1.155M | 0.0% | $31.32 | +77.2% | COMMON | 743315103 |
| DDS | DILLARDS INC -CL A CL A COM NPV | 15,924 | $1.147M | 0.0% | $51.61 | +0.9% | COMMON | 254067101 |
| — | FORTUNA SILVER MINES INC COM NPV | 345,033 | $1.142M | 0.0% | $5.65 | — | COMMON | 349915108 |
| UPBD | RENT-A-CENTER INC COM USD.01 | 54,584 | $1.134M | 0.0% | $18.43 | 0.0% | COMMON | 76009N100 |
| ASGN | ASGN INC COM USD.01 | 17,750 | $1.127M | 0.0% | $81.81 | -23.6% | COMMON | 00191U102 |
| BTG | B2GOLD CORP COM NPV | 394,537 | $1.098M | 0.0% | $2.38 | 0.0% | COMMON | 11777Q209 |
| ETSY | ETSY INC COM USD.001 | 16,256 | $1.088M | 0.0% | $28.85 | +106.9% | COMMON | 29786A106 |
| ZTS | ZOETIS INC CL A COM USD.01 | 10,748 | $1.082M | 0.0% | $83.63 | +2.7% | COMMON | 98978V103 |
| FIX | COMFORT SYSTEMS USA INC COM USD.01 | 20,674 | $1.079M | 0.0% | $50.38 | -5.0% | COMMON | 199908104 |
| ENTA | ENANTA PHARMACEUTICALS INC COM USD0.01 | 11,130 | $1.058M | 0.0% | $75.69 | +18.5% | COMMON | 29251M106 |
| NEO | NEOGENOMICS INC COM USD.001 | 51,948 | $1.057M | 0.0% | $14.57 | +19.3% | COMMON | 64049M209 |
| VSH | VISHAY INTERTECHNOLOGY INC COM USD.1 | 56,850 | $1.05M | 0.0% | $18.15 | -4.5% | COMMON | 928298108 |
| AGM | FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG | 14,302 | $1.036M | 0.0% | $58.91 | -2.7% | COMMON | 313148306 |
| — | CONSOL ENERGY INC COM | 30,046 | $1.028M | 0.0% | $37.43 | — | COMMON | 20854L108 |
| ITGR | INTEGER HOLDINGS CORP COM USD.001 | 13,650 | $1.024M | 0.0% | $65.36 | +25.2% | COMMON | 45826H109 |
| AAPL | APPLE INC COM NPV | 5,375 | $1.015M | 0.0% | $35.30 | +14.5% | COMMON | 037833100 |
| NMR | NOMURA HOLDINGS INC SPONSORED ADR | 276,514 | $993K | 0.0% | $5.20 | — | COMMON | 65535H208 |
| MZTI | LANCASTER COLONY CORP COM USD1 | 6,311 | $984K | 0.0% | $162.91 | -1.3% | COMMON | 513847103 |
| CMCSA | COMCAST CORP CL A COM USD1 | 24,624 | $984K | 0.0% | $30.43 | +3.6% | COMMON | 20030N101 |
| BCPC | BALCHEM CORP -CL B CL B COM USD.06 | 10,557 | $976K | 0.0% | $96.11 | -13.5% | COMMON | 057665200 |
| CRMT | AMERICA'S CAR-MART INC COM USD.01 | 10,700 | $973K | 0.0% | $70.26 | +10.7% | COMMON | 03062T105 |
| VRA | VERA BRADLEY INC COM NPV | 73,036 | $968K | 0.0% | $12.23 | -16.4% | COMMON | 92335C106 |
| WABC | WESTAMERICA BANCORPORATION COM NPV | 15,594 | $960K | 0.0% | $48.56 | +2.0% | COMMON | 957090103 |
| — | SANDERSON FARMS INC COM USD1 | 7,251 | $956K | 0.0% | $131.94 | — | COMMON | 800013104 |
| — | ZIX CORP COM USD.01 | 138,908 | $951K | 0.0% | $6.85 | — | COMMON | 98974P100 |
| PTC | PTC INC COM USD.01 | 10,355 | $951K | 0.0% | $95.43 | -7.2% | COMMON | 69370C100 |
| FHI | FEDERATED INVESTORS INC CL B COM NPV | 32,003 | $934K | 0.0% | $21.23 | -4.0% | COMMON | 314211103 |
| NNI | NELNET INC CL A COM USD.01 | 16,940 | $933K | 0.0% | $54.47 | -1.4% | COMMON | 64031N108 |
| GLDD | GREAT LAKES DREDGE & DOCK CP COM USD.01 | 103,394 | $918K | 0.0% | $7.48 | +4.0% | COMMON | 390607109 |
| ESE | ESCO TECHNOLOGIES INC COM NPV | 13,594 | $908K | 0.0% | $64.75 | +1.0% | COMMON | 296315104 |
| SMP | STANDARD MOTOR PRODS CL A COM USD2 | 18,451 | $902K | 0.0% | $49.58 | -0.4% | COMMON | 853666105 |
| — | US ECOLOGY INC COM NPV | 15,926 | $887K | 0.0% | $69.11 | — | COMMON | 91732J102 |
| GCO | GENESCO INC COM USD1 | 19,475 | $886K | 0.0% | $45.77 | +0.1% | COMMON | 371532102 |
| RGA | REINSURANCE GROUP AMER INC COM USD.01 | 6,200 | $880K | 0.0% | $144.27 | -0.2% | COMMON | 759351604 |
| — | KEANE GROUP INC COM USD.01 | 80,833 | $880K | 0.0% | $10.45 | — | COMMON | 48669A108 |
| AGYS | AGILYSYS INC COM NPV | 40,672 | $857K | 0.0% | $18.11 | +2.0% | COMMON | 00847J105 |
| — | DOMTAR CORP COM USD.01 | 17,370 | $857K | 0.0% | $49.17 | — | COMMON | 257559203 |
| — | AARON'S INC COM USD.5 | 16,212 | $853K | 0.0% | $46.57 | — | COMMON | 002535300 |
| AEO | AMERN EAGLE OUTFITTERS INC COM NPV | 38,460 | $849K | 0.0% | $19.18 | -10.5% | COMMON | 02553E106 |
| — | BMC STOCK HOLDINGS INC COM USD.01 | 47,753 | $844K | 0.0% | $17.89 | — | COMMON | 05591B109 |
| — | OSIRIS THERAPEUTICS INC COM USD.001 | 44,348 | $839K | 0.0% | $18.92 | — | COMMON | 68827R108 |
| — | WESTROCK CO COM USD.01 | 21,701 | $832K | 0.0% | $38.34 | — | COMMON | 96145D105 |
| TTEK | TETRA TECH INC COM USD.01 | 13,919 | $826K | 0.0% | $12.93 | -13.3% | COMMON | 88162G103 |
| ATKR | ATKORE INTL GROUP INC COM USD.01 | 38,099 | $819K | 0.0% | $22.26 | -3.2% | COMMON | 047649108 |
| CHE | CHEMED CORP COM USD1 | 2,571 | $819K | 0.0% | $192.54 | +56.0% | COMMON | 16359R103 |
| MLKN | MILLER (HERMAN) INC COM USD.2 | 23,078 | $812K | 0.0% | $29.42 | -1.0% | COMMON | 600544100 |
| UVV | UNIVERSAL CORP/VA COM NPV | 14,063 | $810K | 0.0% | $59.62 | -3.6% | COMMON | 913456109 |
| — | SCHNITZER STEEL INDS -CL A CL A COM USD.01 | 33,171 | $796K | 0.0% | $25.72 | — | COMMON | 806882106 |
| IQV | IQVIA HOLDINGS INC COM USD.01 | 5,474 | $787K | 0.0% | $108.66 | +22.7% | COMMON | 46266C105 |
| SBH | SALLY BEAUTY HOLDINGS INC COM USD.01 | 42,251 | $778K | 0.0% | $18.04 | -1.0% | COMMON | 79546E104 |
| CNC | CENTENE CORP COM USD.003 | 14,642 | $777K | 0.0% | $48.55 | +25.0% | COMMON | 15135B101 |
| DLX | DELUXE CORP COM USD1 | 17,731 | $775K | 0.0% | $39.18 | -18.9% | COMMON | 248019101 |
| — | NEXTGEN HEALTHCARE INC COM USD.01 | 46,104 | $772K | 0.0% | $19.59 | — | COMMON | 65343C102 |
| SONY | SONY CORP ADR | 18,061 | $763K | 0.0% | $42.91 | — | COMMON | 835699307 |
| MATV | SCHWEITZER-MAUDUIT INTL INC COM USD.1 | 19,660 | $761K | 0.0% | $24.06 | +1.4% | COMMON | 808541106 |
| — | LUMINEX CORP COM USD.001 | 33,121 | $759K | 0.0% | $29.77 | — | COMMON | 55027E102 |
| HCI | HCI GROUP INC COM NPV | 17,753 | $758K | 0.0% | $46.44 | -0.9% | COMMON | 40416E103 |
| — | NANOMETRICS INC COM NPV | 24,247 | $749K | 0.0% | $30.74 | — | COMMON | 630077105 |
| WDC | WESTERN DIGITAL CORP COM USD.1 | 15,424 | $741K | 0.0% | $32.66 | -0.9% | COMMON | 958102105 |
| TUSK | MAMMOTH ENERGY SERVICES INC COM USD0.01 | 44,306 | $738K | 0.0% | $25.61 | -16.6% | COMMON | 56155L108 |
| TECH | BIO-TECHNE CORP COM USD.01 | 3,731 | $738K | 0.0% | $41.24 | +5.7% | COMMON | 09073M104 |
| LFVN | LIFEVANTAGE CORP COM USD0.001 | 51,497 | $736K | 0.0% | $11.34 | +28.0% | COMMON | 53222K205 |
| — | NV5 GLOBAL INC COM USD.01 | 12,366 | $730K | 0.0% | $77.37 | — | COMMON | 62945V109 |
| WTI | W&T OFFSHORE INC COM USD.00001 | 105,595 | $729K | 0.0% | $3.98 | +36.6% | COMMON | 92922P106 |
| — | ALTISOURCE PORTFOLIO SOLTNS COM USD1 | 30,746 | $728K | 0.0% | $30.17 | — | COMMON | L0175J104 |
| TTMI | TTM TECHNOLOGIES INC COM NPV | 62,064 | $727K | 0.0% | $15.19 | -24.5% | COMMON | 87305R109 |
| — | GRAN TIERRA ENERGY INC COM USD.001 | 320,827 | $726K | 0.0% | $3.43 | — | COMMON | 38500T101 |
| VPG | VISHAY PRECISION GROUP INC COM USD.01 | 21,111 | $719K | 0.0% | $34.61 | -3.4% | COMMON | 92835K103 |
| CROX | CROCS INC COM USD.001 | 27,135 | $696K | 0.0% | $12.57 | +117.8% | COMMON | 227046109 |
| AD | US CELLULAR CORP COM USD1 | 14,880 | $680K | 0.0% | $29.93 | +1.1% | COMMON | 911684108 |
| GWW | GRAINGER (W W) INC COM USD1 | 2,266 | $679K | 0.0% | $194.92 | +39.4% | COMMON | 384802104 |
| — | TRANSGLOBE ENERGY CORP COM NPV | 360,376 | $676K | 0.0% | $3.18 | — | COMMON | 893662106 |
| — | ENCANA CORP COM NPV | 93,140 | $671K | 0.0% | $7.20 | — | COMMON | 292505104 |
| NTAP | NETAPP INC COM NPV | 9,674 | $671K | 0.0% | $37.34 | +42.9% | COMMON | 64110D104 |
| ON | ON SEMICONDUCTOR CORP COM USD.01 | 32,157 | $661K | 0.0% | $24.06 | -14.2% | COMMON | 682189105 |
| — | PGT INNOVATIONS INC COM USD | 47,952 | $661K | 0.0% | $20.75 | — | COMMON | 69336V101 |
| AMAT | APPLIED MATERIALS INC COM NPV | 16,687 | $660K | 0.0% | $29.18 | +21.0% | COMMON | 038222105 |
| BWA | BORGWARNER INC COM USD.01 | 17,193 | $660K | 0.0% | $31.04 | 0.0% | COMMON | 099724106 |
| AMKR | AMKOR TECHNOLOGY INC COM USD.001 | 77,104 | $657K | 0.0% | $9.38 | -17.8% | COMMON | 031652100 |
| — | SYKES ENTERPRISES INC COM USD.01 | 23,007 | $651K | 0.0% | $29.22 | — | COMMON | 871237103 |
| CBRL | CRACKER BARREL OLD CTRY STOR COM USD.5 | 4,036 | $649K | 0.0% | $124.11 | +0.7% | COMMON | 22410J106 |
| PLAB | PHOTRONICS INC COM NPV | 68,754 | $647K | 0.0% | $10.13 | 0.0% | COMMON | 719405102 |
| — | MERITOR INC COM USD1 | 31,697 | $645K | 0.0% | $19.68 | — | COMMON | 59001K100 |
| CTRA | CABOT OIL & GAS CORP COM USD.1 | 24,303 | $634K | 0.0% | $18.65 | 0.0% | COMMON | 127097103 |
| — | ENDO INTERNATIONAL PLC COM USD.01 | 78,401 | $627K | 0.0% | $13.92 | — | COMMON | G30401106 |
| EHC | ENCOMPASS HEALTH CORP COM USD.01 | 10,711 | $623K | 0.0% | $45.48 | +2.0% | COMMON | 29261A100 |
| MT | ARCELORMITTAL CL A ADR | 30,487 | $621K | 0.0% | $30.93 | — | COMMON | 03938L203 |
| BALL | BALL CORP COM NPV | 10,747 | $621K | 0.0% | $44.45 | +11.0% | COMMON | 058498106 |
| FFIN | FIRST FINL BANKSHARES INC COM USD10 | 10,678 | $615K | 0.0% | $26.32 | +2.2% | COMMON | 32020R109 |
| USPH | U S PHYSICAL THERAPY INC COM USD.01 | 5,832 | $609K | 0.0% | $93.85 | +14.5% | COMMON | 90337L108 |
| SON | SONOCO PRODUCTS CO COM NPV | 9,886 | $606K | 0.0% | $44.14 | +2.4% | COMMON | 835495102 |
| CATO | CATO CORP -CL A CL A COM USD.333 | 39,988 | $596K | 0.0% | $14.45 | -29.9% | COMMON | 149205106 |
| BURL | BURLINGTON STORES INC COM USD0.0001 | 3,818 | $596K | 0.0% | $143.21 | +12.6% | COMMON | 122017106 |
| CVX | CHEVRON CORP COM USD3 | 4,803 | $588K | 0.0% | $87.45 | 0.0% | COMMON | 166764100 |
| LGND | LIGAND PHARMACEUTICAL INC COM USD.001 | 4,703 | $588K | 0.0% | $117.91 | -35.7% | COMMON | 53220K504 |
| — | PARK ELECTROCHEMICAL CORP COM USD.1 | 37,641 | $588K | 0.0% | $22.36 | — | COMMON | 700416209 |
| REX | REX AMERICAN RESOURCES CORP COM USD.01 | 7,266 | $586K | 0.0% | $11.32 | +11.8% | COMMON | 761624105 |
| — | QAD INC CL A COM NPV | 13,220 | $566K | 0.0% | $38.94 | — | COMMON | 74727D306 |
| — | TECHTARGET INC COM USD.001 | 34,532 | $559K | 0.0% | $22.86 | — | COMMON | 87874R100 |
| PPC | PILGRIM'S PRIDE CORP COM USD.01 | 24,806 | $553K | 0.0% | $19.58 | +0.2% | COMMON | 72147K108 |
| AES | AES CORP COM USD.01 | 30,583 | $550K | 0.0% | $11.35 | +16.0% | COMMON | 00130H105 |
| IDCC | INTERDIGITAL INC COM USD.01 | 8,263 | $545K | 0.0% | $76.77 | -9.5% | COMMON | 45867G101 |
| — | AMERICAN NATIONAL INSURANCE COM USD1 | 4,484 | $542K | 0.0% | $121.54 | — | COMMON | 028591105 |
| NSSC | NAPCO SECURITY TECH INC COM USD.01 | 26,150 | $542K | 0.0% | $7.21 | +25.8% | COMMON | 630402105 |
| INFY | INFOSYS LTD SPN ADR 1/4 SH | 49,372 | $540K | 0.0% | $12.97 | — | COMMON | 456788108 |
| IMKTA | INGLES MARKETS INC -CL A CL A COM USD.05 | 19,510 | $539K | 0.0% | $28.33 | -4.4% | COMMON | 457030104 |
| EFSC | ENTERPRISE FINL SERVICES CP COM USD.01 | 13,262 | $537K | 0.0% | $47.40 | -21.3% | COMMON | 293712105 |
| NKE | NIKE INC CL B COM NPV | 6,349 | $535K | 0.0% | $72.39 | +4.1% | COMMON | 654106103 |
| — | TOTAL SYSTEM SERVICES INC COM USD.1 | 5,483 | $521K | 0.0% | $77.55 | — | COMMON | 891906109 |
| CALM | CAL-MAINE FOODS INC COM USD.01 | 11,597 | $518K | 0.0% | $34.15 | -1.8% | COMMON | 128030202 |
| RAMP | LIVERAMP HOLDINGS INC COM USD.1 | 9,511 | $517K | 0.0% | $45.79 | +8.3% | COMMON | 53815P108 |
| RLGT | RADIANT LOGISTICS INC UNIT | 81,718 | $513K | 0.0% | $5.33 | +3.2% | COMMON | 75025X100 |
| ABT | ABBOTT LABORATORIES COM NPV | 6,389 | $511K | 0.0% | $65.99 | +0.2% | COMMON | 002824100 |
| EGY | VAALCO ENERGY INC COM USD.1 | 226,454 | $507K | 0.0% | $1.76 | -2.1% | COMMON | 91851C201 |
| FELE | FRANKLIN ELECTRIC CO INC COM USD.1 | 9,953 | $506K | 0.0% | $45.85 | 0.0% | COMMON | 353514102 |
| ACGL | ARCH CAPITAL GROUP LTD COM USD.01 | 15,638 | $505K | 0.0% | $28.95 | 0.0% | COMMON | G0450A105 |
| — | FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | 33,540 | $498K | 0.0% | $18.90 | — | COMMON | N31738102 |
| — | CHINA TELECOM CORP LTD SPON ADR H SHS | 8,802 | $493K | 0.0% | $46.44 | — | COMMON | 169426103 |
| ALSN | ALLISON TRANSMISSION HLDGS COM USD.01 | 10,967 | $491K | 0.0% | $41.89 | +1.3% | COMMON | 01973R101 |
| — | TOWER INTERNATIONAL INC COM USD.01 | 23,092 | $486K | 0.0% | $22.99 | — | COMMON | 891826109 |
| — | NATIONAL GENERAL HOLDINGS CP COM | 20,555 | $485K | 0.0% | $26.15 | — | COMMON | 636220303 |
| — | DENNYS CORP COM USD.1 | 26,461 | $483K | 0.0% | $15.73 | — | COMMON | 24869P104 |
| NGVC | NATURAL GROCERS VITAMIN CTGE COM USD.001 | 40,236 | $481K | 0.0% | $9.76 | +3.5% | COMMON | 63888U108 |
| EPM | EVOLUTION PETROLEUM CORP COM USD.01 | 71,550 | $481K | 0.0% | $6.18 | -27.4% | COMMON | 30049A107 |
| USB | U S BANCORP COM USD5 | 9,826 | $474K | 0.0% | $38.27 | -1.7% | COMMON | 902973304 |
| — | CNOOC LTD SPONSORED ADR | 2,532 | $470K | 0.0% | $141.93 | — | COMMON | 126132109 |
| LPLA | LPL FINANCIAL HOLDINGS INC COM USD.01 | 6,698 | $465K | 0.0% | $72.07 | 0.0% | COMMON | 50212V100 |
| CYD | CHINA YUCHAI INTERNATIONAL COM USD.1 | 29,122 | $462K | 0.0% | $9.80 | +17.5% | COMMON | G21082105 |
| — | 3PEA INTERNATIONAL INC COM | 58,144 | $462K | 0.0% | $4.01 | — | COMMON | 88579C109 |
| FLWS | 1-800-FLOWERS.COM CL A COM USD.01 | 25,219 | $460K | 0.0% | $11.67 | +38.0% | COMMON | 68243Q106 |
| NX | QUANEX BUILDING PRODUCTS COM USD.01 | 28,785 | $457K | 0.0% | $14.17 | +0.6% | COMMON | 747619104 |
| IBN | ICICI BANK LTD SPONSORED ADR | 39,463 | $452K | 0.0% | $8.37 | — | COMMON | 45104G104 |
| EBS | EMERGENT BIOSOLUTIONS INC COM USD.01 | 8,979 | $451K | 0.0% | $48.01 | +22.9% | COMMON | 29089Q105 |
| — | NATIONAL CINEMEDIA INC COM USD.01 | 63,112 | $445K | 0.0% | $7.05 | — | COMMON | 635309107 |
| EBF | ENNIS INC COM USD2.5 | 21,346 | $443K | 0.0% | $12.30 | +6.5% | COMMON | 293389102 |
| — | LEE ENTERPRISES INC COM USD2 | 132,441 | $437K | 0.0% | $2.63 | — | COMMON | 523768109 |
| AXON | AXON ENTERPRISE INC COM USD.00001 | 8,031 | $435K | 0.0% | $61.04 | -16.1% | COMMON | 05464C101 |
| — | HAWAIIAN HOLDINGS INC COM USD.01 | 16,503 | $433K | 0.0% | $33.87 | — | COMMON | 419879101 |
| NVS | NOVARTIS AG SPON ADR | 4,499 | $433K | 0.0% | $85.39 | — | COMMON | 66987V109 |
| — | VONAGE HOLDINGS CORP COM USD.001 | 43,144 | $431K | 0.0% | $10.98 | — | COMMON | 92886T201 |
| AFIIQ | ARMSTRONG FLOORING INC COM USD.01 | 31,537 | $429K | 0.0% | $14.57 | -6.3% | COMMON | 04238R106 |
| — | FLEETCOR TECHNOLOGIES INC COM USD.001 | 1,740 | $429K | 0.0% | $246.55 | — | COMMON | 339041105 |
| COLM | COLUMBIA SPORTSWEAR CO COM NPV | 4,127 | $428K | 0.0% | $81.17 | +8.9% | COMMON | 198516106 |
| — | FLIR SYSTEMS INC COM USD.01 | 8,871 | $421K | 0.0% | $51.57 | — | COMMON | 302445101 |
| HLNE | HAMILTON LANE INC CL A COM USD.001 | 9,691 | $420K | 0.0% | $42.63 | -3.3% | COMMON | 407497106 |
| RMAX | RE/MAX HOLDINGS INC CL A COM USD.0001 | 10,884 | $419K | 0.0% | $32.27 | +1.8% | COMMON | 75524W108 |
| — | PROVIDENCE SERVICE CORP CL A COM USD.001 | 6,313 | $418K | 0.0% | $60.77 | — | COMMON | 743815102 |
| CAL | CALERES INC COM USD3.75 | 16,931 | $418K | 0.0% | $28.93 | -11.6% | COMMON | 129500104 |
| ULH | UNIVERSAL LOGISTICS HLDGS COM | 21,302 | $417K | 0.0% | $25.90 | -19.8% | COMMON | 91388P105 |
| MED | MEDIFAST INC COM USD.001 | 3,280 | $417K | 0.0% | $48.61 | +114.6% | COMMON | 58470H101 |
| JKHY | HENRY (JACK) & ASSOCIATES COM USD.01 | 3,012 | $416K | 0.0% | $94.29 | +29.1% | COMMON | 426281101 |
| BSBR | BANCO SANTANDER BRASIL -ADR ADR | 36,995 | $415K | 0.0% | $8.96 | — | COMMON | 05967A107 |
| RGEN | REPLIGEN CORP COM USD.01 | 7,025 | $413K | 0.0% | $57.51 | 0.0% | COMMON | 759916109 |
| LZB | LA-Z-BOY INC COM USD1 | 12,234 | $404K | 0.0% | $31.28 | +1.0% | COMMON | 505336107 |
| ALNT | ALLIED MOTION TECHNOLOGIES COM NPV | 11,807 | $404K | 0.0% | $24.99 | +8.0% | COMMON | 019330109 |
| MORN | MORNINGSTAR INC COM | 3,201 | $402K | 0.0% | $126.36 | -4.9% | COMMON | 617700109 |
| VRSK | VERISK ANALYTICS INC CL A COM USD.001 | 2,999 | $399K | 0.0% | $111.66 | +4.2% | COMMON | 92345Y106 |
| — | ZAGG INC COM USD.001 | 43,371 | $393K | 0.0% | $16.24 | — | COMMON | 98884U108 |
| LBRT | LIBERTY OILFIELD SVS COM CL A 0.01USD | 25,499 | $392K | 0.0% | $15.32 | 0.0% | COMMON | 53115L104 |
| CCEP | COCA-COLA EUROPEAN PARTNERS ORD NPV | 7,559 | $391K | 0.0% | $38.38 | +1.3% | COMMON | G25839104 |
| CW | CURTISS-WRIGHT CORP COM USD1 | 3,443 | $388K | 0.0% | $125.86 | -12.4% | COMMON | 231561101 |
| TRNS | TRANSCAT INC COM USD.5 | 16,851 | $387K | 0.0% | $22.57 | -0.1% | COMMON | 893529107 |
| SHEN | SHENANDOAH TELECOMMUN CO COM USD10 | 8,742 | $386K | 0.0% | $46.93 | 0.0% | COMMON | 82312B106 |
| HCC | WARRIOR MET COAL INC COM USD0.01 | 12,722 | $385K | 0.0% | $24.81 | +10.3% | COMMON | 93627C101 |
| CACI | CACI INTL INC -CL A CL A COM USD.1 | 2,113 | $383K | 0.0% | $174.42 | -2.3% | COMMON | 127190304 |
| — | HILL-ROM HOLDINGS INC COM NPV | 3,621 | $382K | 0.0% | $105.50 | — | COMMON | 431475102 |
| — | SPEEDWAY MOTORSPORTS INC COM USD.01 | 26,383 | $382K | 0.0% | $15.76 | — | COMMON | 847788106 |
| EPC | EDGEWELL PERSONAL CARE CO COM USD.01 | 8,703 | $382K | 0.0% | $38.09 | -0.2% | COMMON | 28035Q102 |
| ALL | ALLSTATE CORP COM USD.01 | 3,936 | $371K | 0.0% | $77.10 | -0.3% | COMMON | 020002101 |
| — | GAIN CAPITAL HOLDINGS INC COM USD.00001 | 58,878 | $370K | 0.0% | $7.11 | — | COMMON | 36268W100 |
| IDT | IDT CORP CL B COM USD.01 | 55,602 | $369K | 0.0% | $6.88 | -3.1% | COMMON | 448947507 |
| AIG | AMERICAN INTERNATIONAL GROUP COM USD.01 | 8,552 | $368K | 0.0% | $44.24 | -19.2% | COMMON | 026874784 |
| KFY | KORN FERRY COM NPV | 8,271 | $368K | 0.0% | $42.55 | -3.2% | COMMON | 500643200 |
| MTB | M & T BANK CORP COM USD5 | 2,341 | $365K | 0.0% | $130.52 | +1.0% | COMMON | 55261F104 |
| SLGN | SILGAN HOLDINGS INC COM USD.01 | 12,315 | $364K | 0.0% | $27.57 | 0.0% | COMMON | 827048109 |
| — | COOPER TIRE & RUBBER CO COM USD1 | 12,135 | $361K | 0.0% | $29.75 | — | COMMON | 216831107 |
| PBI | PITNEY BOWES INC COM USD2 | 52,484 | $359K | 0.0% | $6.92 | -0.1% | COMMON | 724479100 |
| — | ARC DOCUMENT SOLUTIONS INC COM USD.001 | 157,654 | $352K | 0.0% | $2.42 | — | COMMON | 00191G103 |
| CTS | CTS CORP COM NPV | 11,996 | $350K | 0.0% | $32.11 | -11.5% | COMMON | 126501105 |
| DKS | DICKS SPORTING GOODS INC COM USD.01 | 9,544 | $349K | 0.0% | $27.98 | +2.7% | COMMON | 253393102 |
| AME | AMETEK INC COM USD1 | 4,205 | $349K | 0.0% | $68.35 | +6.2% | COMMON | 031100100 |
| RFIL | R F INDUSTRIES LTD COM USD.01 | 51,518 | $347K | 0.0% | $7.85 | -6.0% | COMMON | 749552105 |
| SXC | SUNCOKE ENERGY INC COM USD.01 | 40,681 | $345K | 0.0% | $11.49 | -15.5% | COMMON | 86722A103 |
| — | CONTAINER STORE GROUP COM USD.01 | 39,041 | $344K | 0.0% | $9.54 | — | COMMON | 210751103 |
| MXL | MAXLINEAR INC CL A COM USD.0001 | 13,490 | $343K | 0.0% | $21.87 | 0.0% | COMMON | 57776J100 |
| FFIC | FLUSHING FINANCIAL CORP COM USD.01 | 15,532 | $341K | 0.0% | $15.50 | +0.8% | COMMON | 343873105 |
| WIT | WIPRO LTD SPON ADR | 84,880 | $338K | 0.0% | $4.84 | — | COMMON | 97651M109 |
| RCKY | ROCKY BRANDS INC COM NPV | 14,041 | $336K | 0.0% | $13.41 | +102.7% | COMMON | 774515100 |
| WLDN | WILLDAN GROUP INC COM USD.01 | 9,118 | $336K | 0.0% | $34.22 | +4.0% | COMMON | 96924N100 |
| WING | WINGSTOP INC COM USD.01 | 4,428 | $335K | 0.0% | $45.92 | +48.4% | COMMON | 974155103 |
| — | VITAMIN SHOPPE INC COM USD.001 | 47,834 | $335K | 0.0% | $8.78 | — | COMMON | 92849E101 |
| — | FBL FINANCIAL GROUP INC-CL A CL A COM NPV | 5,306 | $333K | 0.0% | $71.70 | — | COMMON | 30239F106 |
| JBL | JABIL INC COM USD.001 | 12,478 | $330K | 0.0% | $27.42 | -6.2% | COMMON | 466313103 |
| — | BG STAFFING INC COM | 15,117 | $330K | 0.0% | $21.33 | — | COMMON | 05544A109 |
| DCI | DONALDSON CO INC COM USD5 | 6,618 | $330K | 0.0% | $45.85 | -5.7% | COMMON | 257651109 |
| HVT | HAVERTY FURNITURE COM USD1 | 15,099 | $330K | 0.0% | $21.60 | 0.0% | COMMON | 419596101 |
| — | PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | 40,649 | $329K | 0.0% | $8.60 | — | COMMON | 74731Q103 |
| NICE | NICE LTD SPON ADR | 2,667 | $327K | 0.0% | $107.08 | — | COMMON | 653656108 |
| HOFT | HOOKER FURNITURE CORP COM NPV | 11,350 | $327K | 0.0% | $29.39 | -0.1% | COMMON | 439038100 |
| IEX | IDEX CORP COM USD.01 | 2,157 | $327K | 0.0% | $114.41 | +13.7% | COMMON | 45167R104 |
| — | GLOBAL BRASS & COPPER HLDGS COM USD.01 | 9,471 | $326K | 0.0% | $31.81 | — | COMMON | 37953G103 |
| ASIX | ADVANSIX INC COM NPV | 11,374 | $325K | 0.0% | $28.74 | -3.2% | COMMON | 00773T101 |
| PAYC | PAYCOM SOFTWARE INC COM USD0.01 | 1,724 | $325K | 0.0% | $159.22 | 0.0% | COMMON | 70432V102 |
| — | OPUS BANK COM | 16,380 | $324K | 0.0% | $19.69 | — | COMMON | 684000102 |
| ROL | ROLLINS INC COM USD1 | 7,806 | $324K | 0.0% | $21.59 | +10.7% | COMMON | 775711104 |
| SANM | SANMINA CORP COM USD.01 | 11,213 | $323K | 0.0% | $27.39 | +7.6% | COMMON | 801056102 |
| GNRC | GENERAC HOLDINGS INC COM USD0.01 | 6,331 | $323K | 0.0% | $49.67 | +5.0% | COMMON | 368736104 |
| — | PDL BIOPHARMA INC COM USD.01 | 87,227 | $323K | 0.0% | $3.70 | — | COMMON | 69329Y104 |
| PSO | PEARSON PLC SPON ADR | 29,168 | $320K | 0.0% | $11.64 | — | COMMON | 705015105 |
| ROCK | GIBRALTAR INDUSTRIES INC COM USD.01 | 7,913 | $319K | 0.0% | $41.68 | -8.5% | COMMON | 374689107 |
| ORI | OLD REPUBLIC INTL CORP COM USD1 | 15,256 | $318K | 0.0% | $11.79 | -0.1% | COMMON | 680223104 |
| PEP | PEPSICO INC COM USD.0166 | 2,592 | $318K | 0.0% | $90.68 | +2.0% | COMMON | 713448108 |
| ENS | ENERSYS COM USD.01 | 4,856 | $316K | 0.0% | $73.96 | -4.4% | COMMON | 29275Y102 |
| CHMG | CHEMUNG FINANCIAL CORP COM USD.01 | 6,882 | $316K | 0.0% | $35.05 | +4.4% | COMMON | 164024101 |
| WDFC | WD-40 CO COM NPV | 1,867 | $315K | 0.0% | $151.67 | +4.4% | COMMON | 929236107 |
| TG | TREDEGAR CORP COM NPV | 19,415 | $313K | 0.0% | $12.60 | -19.5% | COMMON | 894650100 |
| RLI | RLI CORP COM USD1 | 4,393 | $313K | 0.0% | $29.36 | -6.3% | COMMON | 749607107 |
| WTW | WILLIS TOWERS WATSON PLC COM USD.000115 | 1,765 | $310K | 0.0% | $151.12 | 0.0% | COMMON | G96629103 |
| MNRO | MONRO INC COM USD.01 | 3,557 | $306K | 0.0% | $73.08 | +3.6% | COMMON | 610236101 |
| AGCO | AGCO CORP COM USD.01 | 4,380 | $304K | 0.0% | $53.39 | +0.1% | COMMON | 001084102 |
| NTWK | NETSOL TECHNOLOGIES INC COM USD.001 | 46,574 | $303K | 0.0% | $7.17 | -0.9% | COMMON | 64115A402 |
| JYNT | JOINT CORP (THE) COM USD.001 | 19,170 | $302K | 0.0% | $10.58 | 0.0% | COMMON | 47973J102 |
| — | FTS INTERNATIONAL INC COM | 29,997 | $300K | 0.0% | $11.84 | — | COMMON | 30283W104 |
| PAMT | P.A.M. TRANSPORTATION SVCS COM USD.01 | 6,111 | $299K | 0.0% | $8.42 | +46.5% | COMMON | 693149106 |
| HY | HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 | 4,771 | $298K | 0.0% | $53.12 | +4.3% | COMMON | 449172105 |
| RDY | DR REDDY'S LABORATORIES LTD ADR | 7,353 | $298K | 0.0% | $40.11 | — | COMMON | 256135203 |
| OFLX | OMEGA FLEX INC COM USD.01 | 3,922 | $295K | 0.0% | $84.06 | -18.4% | COMMON | 682095104 |
| BDC | BELDEN INC COM USD.01 | 5,472 | $294K | 0.0% | $53.50 | +0.2% | COMMON | 077454106 |
| ALOT | ASTRONOVA INC COM USD.05 | 14,376 | $293K | 0.0% | $18.49 | +3.1% | COMMON | 04638F108 |
| VOD | VODAFONE GROUP PLC SPON ADR | 16,103 | $293K | 0.0% | $26.91 | — | COMMON | 92857W308 |
| — | ENCORE WIRE CORP COM USD.01 | 5,141 | $292K | 0.0% | $56.80 | — | COMMON | 292562105 |
| OFIX | ORTHOFIX MEDICAL INC COM USD.1 | 5,203 | $292K | 0.0% | $56.04 | +0.2% | COMMON | 68752M108 |
| MSA | MSA SAFETY INC COM NPV | 2,832 | $291K | 0.0% | $102.10 | -1.4% | COMMON | 553498106 |
| NWPX | NORTHWEST PIPE CO COM USD.01 | 12,061 | $288K | 0.0% | $23.71 | 0.0% | COMMON | 667746101 |
| — | FIRST FINANCIAL NORTHWEST COM USD.01 | 18,259 | $288K | 0.0% | $17.11 | — | COMMON | 32022K102 |
| BOOM | DMC GLOBAL INC COM USD.05 | 5,824 | $287K | 0.0% | $38.15 | +5.1% | COMMON | 23291C103 |
| — | NUVASIVE INC COM USD.001 | 5,013 | $283K | 0.0% | $49.67 | — | COMMON | 670704105 |
| — | ANSYS INC COM USD.01 | 1,551 | $283K | 0.0% | $122.39 | — | COMMON | 03662Q105 |
| RBC | RBC BEARINGS INC COM USD.01 | 2,233 | $283K | 0.0% | $144.49 | -7.1% | COMMON | 75524B104 |
| CHDN | CHURCHILL DOWNS INC COM NPV | 3,108 | $280K | 0.0% | $40.95 | +6.4% | COMMON | 171484108 |
| IESC | IES HOLDINGS INC COM USD.01 | 15,743 | $280K | 0.0% | $17.93 | -1.4% | COMMON | 44951W106 |
| TPB | TURNING POINT BRANDS INC COM USD.01 | 6,075 | $280K | 0.0% | $23.44 | +63.4% | COMMON | 90041L105 |
| TDY | TELEDYNE TECHNOLOGIES INC COM USD.01 | 1,157 | $274K | 0.0% | $226.38 | +0.1% | COMMON | 879360105 |
| SLP | SIMULATIONS PLUS INC COM USD.001 | 12,944 | $272K | 0.0% | $16.99 | +14.1% | COMMON | 829214105 |
| TZOO | TRAVELZOO COM USD.01 | 20,191 | $271K | 0.0% | $13.76 | -3.7% | COMMON | 89421Q205 |
| MPX | MARINE PRODUCTS CORP COM USD.10 | 20,055 | $270K | 0.0% | $12.46 | -18.4% | COMMON | 568427108 |
| SRI | STONERIDGE INC COM NPV | 9,361 | $269K | 0.0% | $30.38 | -10.0% | COMMON | 86183P102 |
| — | INTELSAT SA COM USD.01 | 17,104 | $266K | 0.0% | $16.54 | — | COMMON | L5140P101 |
| MTN | VAIL RESORTS INC COM USD.01 | 1,223 | $265K | 0.0% | $287.87 | -29.0% | COMMON | 91879Q109 |
| TXRH | TEXAS ROADHOUSE INC COM USD.001 | 4,281 | $265K | 0.0% | $56.73 | -1.5% | COMMON | 882681109 |
| OPY | OPPENHEIMER HOLDINGS INC CL A COM NPV | 10,140 | $264K | 0.0% | $27.43 | -1.2% | COMMON | 683797104 |
| TBI | TRUEBLUE INC COM NPV | 10,998 | $260K | 0.0% | $25.86 | -9.7% | COMMON | 89785X101 |
| TRV | TRAVELERS COS INC COM | 1,882 | $258K | 0.0% | $107.39 | +2.7% | COMMON | 89417E109 |
| — | CABOT MICROELECTRONICS CORP COM USD.001 | 2,300 | $256K | 0.0% | $71.99 | — | COMMON | 12709P103 |
| MMS | MAXIMUS INC COM NPV | 3,573 | $253K | 0.0% | $69.73 | +0.6% | COMMON | 577933104 |
| — | NEPTUNE WELLNESS SOLUTION IN COM | 80,000 | $252K | 0.0% | $3.82 | — | COMMON | 64079L105 |
| PENN | PENN NATIONAL GAMING INC COM USD.01 | 12,355 | $247K | 0.0% | $24.16 | -3.2% | COMMON | 707569109 |
| CPRT | COPART INC COM NPV | 4,078 | $246K | 0.0% | $13.91 | -2.4% | COMMON | 217204106 |
| CFFI | C&F FINANCIAL CORP COM USD1 | 4,868 | $246K | 0.0% | $36.66 | +11.8% | COMMON | 12466Q104 |
| BXC | BLUELINX HOLDINGS INC COM USD.01 | 9,202 | $244K | 0.0% | $11.22 | +153.3% | COMMON | 09624H208 |
| — | AU OPTRONICS CORP SPONSORED ADR | 66,693 | $243K | 0.0% | $4.24 | — | COMMON | 002255107 |
| PDEX | PRO-DEX INC/CO COM NPV | 16,705 | $242K | 0.0% | $14.07 | 0.0% | COMMON | 74265M205 |
| — | FLUENT INC COM USD.0005 | 42,909 | $241K | 0.0% | $5.62 | — | COMMON | 34380C102 |
| PFSI | PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 | 10,902 | $241K | 0.0% | $18.86 | +7.1% | COMMON | 70932M107 |
| CRD/B | CRAWFORD & CO CL B COM NPV | 26,345 | $241K | 0.0% | $7.64 | +5.0% | COMMON | 224633107 |
| CLFD | CLEARFIELD INC COM USD.01 | 16,237 | $239K | 0.0% | $12.69 | +4.1% | COMMON | 18482P103 |
| DLAPQ | DELTA APPAREL INC COM USD.01 | 10,728 | $238K | 0.0% | $21.14 | +6.3% | COMMON | 247368103 |
| KMB | KIMBERLY-CLARK CORP COM USD1.25 | 1,893 | $235K | 0.0% | $91.30 | 0.0% | COMMON | 494368103 |
| KB | KB FINANCIAL GROUP SPON ADR | 6,284 | $233K | 0.0% | $41.78 | — | COMMON | 48241A105 |
| EC | ECOPETROL SA SPON ADS NPV | 10,699 | $229K | 0.0% | $19.72 | — | COMMON | 279158109 |
| MOH | MOLINA HEALTHCARE INC COM USD.001 | 1,599 | $227K | 0.0% | $76.57 | +76.6% | COMMON | 60855R100 |
| TGNA | TEGNA INC COM USD1 | 15,862 | $224K | 0.0% | $12.67 | +0.2% | COMMON | 87901J105 |
| CME | CME GROUP INC CL A COM USD.01 | 1,355 | $223K | 0.0% | $123.72 | +11.5% | COMMON | 12572Q105 |
| MKSI | MKS INSTRUMENTS INC COM NPV | 2,384 | $221K | 0.0% | $96.55 | -20.9% | COMMON | 55306N104 |
| SNX | SYNNEX CORP COM USD.001 | 2,307 | $220K | 0.0% | $40.94 | +6.6% | COMMON | 87162W100 |
| — | FEDNAT HOLDING COMPANY COM USD.01 | 13,728 | $220K | 0.0% | $21.87 | — | COMMON | 31431B109 |
| PUMP | PROPETRO HOLDING CORP COM USD0.001 | 9,739 | $219K | 0.0% | $17.90 | 0.0% | COMMON | 74347M108 |
| VLGEA | VILLAGE SUPER MARKET -CL A CL A COM NPV | 8,037 | $219K | 0.0% | $27.00 | +4.8% | COMMON | 927107409 |
| LOPE | GRAND CANYON EDUCATION INC COM USD.01 | 1,916 | $218K | 0.0% | $96.61 | +6.7% | COMMON | 38526M106 |
| PAYX | PAYCHEX INC COM USD.01 | 2,690 | $216K | 0.0% | $60.45 | 0.0% | COMMON | 704326107 |
| — | SVB FINANCIAL GROUP COM NPV | 976 | $216K | 0.0% | $288.79 | — | COMMON | 78486Q101 |
| OSPN | ONESPAN INC COM USD.001 | 11,127 | $213K | 0.0% | $17.45 | -5.6% | COMMON | 68287N100 |
| AUDC | AUDIOCODES LTD ORD NIS.01 | 15,304 | $212K | 0.0% | $8.17 | +36.4% | COMMON | M15342104 |
| — | COLLECTORS UNIVERSE INC COM USD.001 | 11,960 | $210K | 0.0% | $17.56 | — | COMMON | 19421R200 |
| — | YRC WORLDWIDE INC COM USD1 | 31,368 | $210K | 0.0% | $6.69 | — | COMMON | 984249607 |
| — | AEROJET ROCKETDYNE HOLDINGS COM USD.1 | 5,936 | $210K | 0.0% | $35.38 | — | COMMON | 007800105 |
| TDC | TERADATA CORP COM USD.01 | 4,813 | $209K | 0.0% | $44.91 | 0.0% | COMMON | 88076W103 |
| DSGR | LAWSON PRODUCTS COM NPV | 6,663 | $209K | 0.0% | $15.30 | -1.3% | COMMON | 520776105 |
| SID | COMPANHIA SIDERURGICA NACION SPON ADR | 49,797 | $205K | 0.0% | $2.26 | — | COMMON | 20440W105 |
| CBZ | CBIZ INC COM | 10,117 | $204K | 0.0% | $20.28 | -0.3% | COMMON | 124805102 |
| LOCO | EL POLLO LOCO HOLDINGS INC COM USD0.01 | 15,457 | $200K | 0.0% | $14.40 | +4.8% | COMMON | 268603107 |
| CASS | CASS INFORMATION SYSTEMS INC COM USD2.5 | 4,258 | $200K | 0.0% | $43.42 | -1.8% | COMMON | 14808P109 |
| — | J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 | 20,350 | $200K | 0.0% | $10.86 | — | COMMON | 46609J106 |
| APYX | APYX MEDICAL CORP COM USD.001 | 31,909 | $200K | 0.0% | $7.73 | 0.0% | COMMON | 03837C106 |
| DGICA | DONEGAL GROUP INC CL A | 14,708 | $198K | 0.0% | $11.21 | -11.7% | COMMON | 257701201 |
| — | RTW RETAILWINDS INC COM USD.01 | 82,560 | $198K | 0.0% | $2.83 | — | COMMON | 74980D100 |
| — | HALLMARK FINANCIAL SERVICES COM USD.03 | 18,960 | $197K | 0.0% | $10.72 | — | COMMON | 40624Q203 |
| SPWH | SPORTSMANS WAREHOUSE HLDGS COM USD.01 | 40,533 | $195K | 0.0% | $5.17 | +4.1% | COMMON | 84920Y106 |
| — | USA TRUCK INC COM USD.01 | 13,507 | $194K | 0.0% | $21.40 | — | COMMON | 902925106 |
| IRMD | IRADIMED CORP COM USD.0001 | 6,906 | $194K | 0.0% | $15.93 | +50.2% | COMMON | 46266A109 |
| HEI | HEICO CORP COM USD.166 | 2,026 | $192K | 0.0% | $53.34 | +63.5% | COMMON | 422806109 |
| WPP | WPP PLC ADR | 3,640 | $192K | 0.0% | $75.83 | — | COMMON | 92937A102 |
| ARQ | ADVANCED EMISSIONS SOLUTIONS COM NPV | 16,547 | $191K | 0.0% | $9.81 | +5.7% | COMMON | 00770C101 |
| — | CONTURA ENERGY INC COM | 3,242 | $188K | 0.0% | $65.72 | — | COMMON | 21241B100 |
| UTMD | UTAH MEDICAL PRODUCTS INC COM USD.01 | 2,084 | $183K | 0.0% | $104.43 | -15.8% | COMMON | 917488108 |
| — | ALASKA COMMUNICATIONS SYS GP COM USD.01 | 94,973 | $182K | 0.0% | $2.00 | — | COMMON | 01167P101 |
| — | BANKFINANCIAL CORP COM USD.01 | 12,209 | $182K | 0.0% | $14.89 | — | COMMON | 06643P104 |
| — | SYSTEMAX INC COM USD.01 | 8,076 | $182K | 0.0% | $32.63 | — | COMMON | 871851101 |
| SMFG | SUMITOMO MITSUI FINANCIAL GR ADR | 25,527 | $179K | 0.0% | $8.32 | — | COMMON | 86562M209 |
| ODFL | OLD DOMINION FREIGHT COM USD.1 | 1,232 | $177K | 0.0% | $44.29 | +2.3% | COMMON | 679580100 |
| DXLG | DESTINATION XL GROUP INC COM USD.01 | 71,641 | $176K | 0.0% | $2.66 | -5.8% | COMMON | 25065K104 |
| — | FINJAN HOLDINGS INC COM | 60,044 | $176K | 0.0% | $3.57 | — | COMMON | 31788H303 |
| H | HYATT HOTELS CORP CL A COM USD0.01 | 2,417 | $175K | 0.0% | $77.14 | -10.3% | COMMON | 448579102 |
| ULBI | ULTRALIFE CORP COM USD.1 | 17,036 | $175K | 0.0% | $7.28 | +23.3% | COMMON | 903899102 |
| — | PYXUS INTERNATIONAL INC COM USD10 | 7,296 | $174K | 0.0% | $23.03 | — | COMMON | 74737V106 |
| WNC | WABASH NATIONAL CORP COM USD.01 | 12,878 | $174K | 0.0% | $13.54 | -10.1% | COMMON | 929566107 |
| IPAR | INTER PARFUMS INC COM NPV | 2,290 | $173K | 0.0% | $68.79 | +1.8% | COMMON | 458334109 |
| UMC | UNITED MICROELECTRONICS CORP SPON ADR | 91,467 | $172K | 0.0% | $1.88 | — | COMMON | 910873405 |
| — | STEELCASE INC CL A COM NPV | 11,675 | $169K | 0.0% | $14.48 | — | COMMON | 858155203 |
| RYZ | RYERSON HOLDING CORP COM USD.01 | 19,523 | $167K | 0.0% | $10.75 | -27.9% | COMMON | 783754104 |
| CLAR | CLARUS CORPORATION COM USD.0001 | 13,014 | $166K | 0.0% | $9.73 | +7.0% | COMMON | 18270P109 |
| — | SPX FLOW INC COM USD.01 | 5,218 | $165K | 0.0% | $49.26 | — | COMMON | 78469X107 |
| SAMG | SILVERCREST ASSET MGT CL A COM USD.01 | 11,336 | $162K | 0.0% | $14.38 | -1.0% | COMMON | 828359109 |
| KINS | KINGSTONE COS INC COM USD1 | 10,999 | $162K | 0.0% | $14.43 | 0.0% | COMMON | 496719105 |
| CVI | CVR ENERGY INC COM USD.01 | 3,944 | $162K | 0.0% | $15.36 | +48.5% | COMMON | 12662P108 |
| — | GENERAL FINANCE CORP/DE COM | 17,412 | $162K | 0.0% | $12.49 | — | COMMON | 369822101 |
| RVSB | RIVERVIEW BANCORP INC COM USD1 | 21,790 | $159K | 0.0% | $5.09 | +20.0% | COMMON | 769397100 |
| — | ADAMS RESOURCES & ENERGY INC COM USD.1 | 4,009 | $157K | 0.0% | $43.08 | — | COMMON | 006351308 |
| — | SEACOR HOLDINGS INC COM USD.01 | 3,733 | $157K | 0.0% | $56.79 | — | COMMON | 811904101 |
| — | MACATAWA BANK CORP COM NPV | 15,868 | $157K | 0.0% | $11.57 | — | COMMON | 554225102 |
| — | CIMPRESS NV COM USD.001 | 1,943 | $155K | 0.0% | $103.54 | — | COMMON | N20146101 |
| GRC | GORMAN-RUPP CO COM NPV | 4,579 | $155K | 0.0% | $33.72 | 0.0% | COMMON | 383082104 |
| RSG | REPUBLIC SERVICES INC COM USD.01 | 1,928 | $155K | 0.0% | $69.53 | 0.0% | COMMON | 760759100 |
| USNA | USANA HEALTH SCIENCES INC COM NPV | 1,835 | $153K | 0.0% | $99.08 | +5.3% | COMMON | 90328M107 |
| DHX | DHI GROUP INC COM USD.01 | 62,254 | $151K | 0.0% | $2.22 | +4.0% | COMMON | 23331S100 |
| FRD | FRIEDMAN INDUSTRIES INC COM USD1 | 19,645 | $151K | 0.0% | $7.87 | -8.6% | COMMON | 358435105 |
| — | J JILL INC COMUSD0.01 | 27,379 | $150K | 0.0% | $5.74 | — | COMMON | 46620W102 |
| ACNT | SYNALLOY CORP COM USD1 | 9,783 | $149K | 0.0% | $21.51 | -30.1% | COMMON | 871565107 |
| EQNR | EQUINOR ASA SPONSORED ADR | 6,773 | $149K | 0.0% | $26.92 | — | COMMON | 29446M102 |
| NVEC | NVE CORP COM USD.01 | 1,534 | $149K | 0.0% | $82.14 | +17.5% | COMMON | 629445206 |
| PRI | PRIMERICA INC COM USD.01 | 1,204 | $147K | 0.0% | $73.80 | +56.1% | COMMON | 74164M108 |
| — | CYBEROPTICS CORP COM NPV | 8,531 | $146K | 0.0% | $17.35 | — | COMMON | 232517102 |
| PLCE | CHILDRENS PLACE INC COM USD.1 | 1,500 | $146K | 0.0% | $111.69 | -18.4% | COMMON | 168905107 |
| PAGP | PLAINS GP HOLDINGS LP CL A LP NPV | 5,858 | $145K | 0.0% | $24.75 | — | COMMON | 72651A207 |
| GORO | GOLD RESOURCE CORP COM USD.001 | 37,300 | $145K | 0.0% | $5.74 | -24.7% | COMMON | 38068T105 |
| — | MECHEL PAO ADR NPV | 72,757 | $144K | 0.0% | $1.98 | — | COMMON | 583840608 |
| EEFT | EURONET WORLDWIDE INC COM USD.02 | 1,015 | $144K | 0.0% | $124.65 | 0.0% | COMMON | 298736109 |
| SNN | SMITH & NEPHEW PLC SPON ADR | 3,557 | $143K | 0.0% | $39.22 | — | COMMON | 83175M205 |
| NWFL | NORWOOD FINANCIAL CORP COM USD.1 | 4,589 | $142K | 0.0% | $31.45 | -2.7% | COMMON | 669549107 |
| APPS | DIGITAL TURBINE INC COM | 40,255 | $141K | 0.0% | $2.75 | 0.0% | COMMON | 25400W102 |
| OMAB | GRUPO AEROPORTUARIO DEL CENT ADR NPV | 3,138 | $141K | 0.0% | $40.65 | — | COMMON | 400501102 |
| DAR | DARLING INGREDIENTS INC COM USD.01 | 6,472 | $140K | 0.0% | $20.27 | +4.1% | COMMON | 237266101 |
| INTT | INTEST CORP COM USD.01 | 20,898 | $140K | 0.0% | $7.20 | 0.0% | COMMON | 461147100 |
| ASML | ASML HOLDING NV ADR NY SHS | 743 | $140K | 0.0% | $197.67 | — | COMMON | N07059210 |
| VCTR | VICTORY CPTL HLDGS INC COM | 9,263 | $139K | 0.0% | $10.30 | 0.0% | COMMON | 92645B103 |
| IIIN | INSTEEL INDUSTRIES COM USD2 | 6,702 | $139K | 0.0% | $27.13 | -42.6% | COMMON | 45774W108 |
| SBCF | SEACOAST BANKING CORP/FL COM USD.1 | 5,197 | $136K | 0.0% | $30.97 | -9.4% | COMMON | 811707801 |
| USLM | U S LIME & MINERALS COM USD.1 | 1,756 | $135K | 0.0% | $13.70 | +5.2% | COMMON | 911922102 |
| WEYS | WEYCO GROUP INC COM USD1 | 4,344 | $134K | 0.0% | $28.11 | +4.6% | COMMON | 962149100 |
| — | TOWN SPORTS INTL HOLDINGS COM USD.001 | 28,130 | $134K | 0.0% | $5.68 | — | COMMON | 89214A102 |
| ATHM | AUTOHOME INC -ADR ADR | 1,255 | $132K | 0.0% | $52.62 | — | COMMON | 05278C107 |
| ACGP | ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 | 3,219 | $127K | 0.0% | $37.26 | +0.7% | COMMON | 045528106 |
| III | INFORMATION SERVICES GROUP COM USD.001 | 34,154 | $127K | 0.0% | $3.65 | -4.0% | COMMON | 45675Y104 |
| AMN | AMN HEALTHCARE SERVICES INC COM USD.01 | 2,674 | $125K | 0.0% | $52.67 | +5.3% | COMMON | 001744101 |
| HNRG | HALLADOR ENERGY CO COM NPV | 23,782 | $125K | 0.0% | $7.45 | -27.3% | COMMON | 40609P105 |
| NRG | NRG ENERGY INC COM NEW | 2,947 | $124K | 0.0% | $34.42 | 0.0% | COMMON | 629377508 |
| CSGS | CSG SYSTEMS INTL INC COM USD.01 | 2,939 | $124K | 0.0% | $33.46 | 0.0% | COMMON | 126349109 |
| BLMN | BLOOMIN' BRANDS INC COM USD.01 | 6,008 | $123K | 0.0% | $15.44 | +5.7% | COMMON | 094235108 |
| — | PRGX GLOBAL INC COM USD.01 | 15,215 | $121K | 0.0% | $9.61 | — | COMMON | 69357C503 |
| FNWB | FIRST NORTHWEST BANCRP COM | 7,758 | $121K | 0.0% | $13.95 | +0.0% | COMMON | 335834107 |
| — | GLOBALSCAPE INC COM USD.001 | 19,036 | $121K | 0.0% | $5.18 | — | COMMON | 37940G109 |
| ORRF | ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | 6,401 | $119K | 0.0% | $18.57 | -17.0% | COMMON | 687380105 |
| ZYXIQ | ZYNEX INC COM NPV | 26,300 | $118K | 0.0% | $3.80 | 0.0% | COMMON | 98986M103 |
| ZBRA | ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 | 561 | $117K | 0.0% | $147.27 | +27.8% | COMMON | 989207105 |
| KNSL | KINSALE CAPITAL GROUP INC COM USD0.01 | 1,719 | $117K | 0.0% | $51.82 | +18.9% | COMMON | 49714P108 |
| TBHC | KIRKLAND'S INC COM NPV | 16,591 | $117K | 0.0% | $9.79 | +0.3% | COMMON | 497498105 |
| — | VEDANTA LTD SPON ADR | 11,077 | $117K | 0.0% | $18.09 | — | COMMON | 92242Y100 |
| VNDA | VANDA PHARMACEUTICALS INC COM USD.01 | 6,387 | $117K | 0.0% | $22.79 | 0.0% | COMMON | 921659108 |
| — | AETERNA ZENTARIS INC COM NPV SVTG | 25,051 | $116K | 0.0% | $3.10 | — | COMMON | 007975402 |
| — | KAMAN CORP COM USD1 | 1,975 | $115K | 0.0% | $66.10 | — | COMMON | 483548103 |
| — | TREEHOUSE FOODS INC COM | 1,795 | $115K | 0.0% | $64.07 | — | COMMON | 89469A104 |
| THG | HANOVER INSURANCE GROUP INC COM USD.01 | 1,002 | $114K | 0.0% | $93.61 | +2.6% | COMMON | 410867105 |
| APAM | ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | 4,469 | $112K | 0.0% | $15.40 | -15.9% | COMMON | 04316A108 |
| KEQU | KEWAUNEE SCIENTIFIC CORP COM USD2.5 | 5,277 | $111K | 0.0% | $27.55 | +0.3% | COMMON | 492854104 |
| — | BANK OF COMMERCE HOLDINGS COM NPV | 10,547 | $111K | 0.0% | $10.73 | — | COMMON | 06424J103 |
| — | PROTECTIVE INSURANCE CORP CL B COM NPV | 5,877 | $109K | 0.0% | $20.73 | — | COMMON | 74368L203 |
| — | STANDARD FINANCIAL CORP COM USD.01 | 4,033 | $109K | 0.0% | $29.92 | — | COMMON | 85303B100 |
| ALRM | ALARM.COM HOLDINGS INC COM USD.01 | 1,689 | $109K | 0.0% | $60.66 | 0.0% | COMMON | 011642105 |
| — | PLANTRONICS INC COM USD.01 | 2,371 | $109K | 0.0% | $73.91 | — | COMMON | 727493108 |
| — | PROFIRE ENERGY INC COM USD.001 | 59,118 | $106K | 0.0% | $2.78 | — | COMMON | 74316X101 |
| CCU | COMPANIA CERVECERIAS UNIDAS SPON ADR | 3,548 | $105K | 0.0% | $29.59 | — | COMMON | 204429104 |
| — | RUTHS HOSPITALITY GROUP INC COM USD.01 | 4,142 | $105K | 0.0% | $21.50 | — | COMMON | 783332109 |
| AIRG | AIRGAIN INC COM USD.0001 | 8,160 | $105K | 0.0% | $12.16 | -3.4% | COMMON | 00938A104 |
| TBCH | TURTLE BEACH CORP COM USD.001 | 9,240 | $104K | 0.0% | $24.67 | -38.9% | COMMON | 900450206 |
| HWBK | HAWTHORN BANCSHARES INC COM USD1.0 | 4,380 | $102K | 0.0% | $21.14 | +0.7% | COMMON | 420476103 |
| WLY | WILEY (JOHN) & SONS -CL A CL A COM USD1 | 2,322 | $102K | 0.0% | $50.79 | -23.4% | COMMON | 968223206 |
| FUNC | FIRST UNITED CORP COM NPV | 5,826 | $101K | 0.0% | $13.96 | -3.1% | COMMON | 33741H107 |
| — | ATRION CORP COM USD1 | 114 | $100K | 0.0% | $877.19 | — | COMMON | 049904105 |
| — | VOXX INTERNATIONAL CORP CL A COM USD.01 | 21,696 | $100K | 0.0% | $4.61 | — | COMMON | 91829F104 |
| NTIC | NORTHERN TECH INTL COM USD.02 | 3,755 | $100K | 0.0% | $12.92 | +1.4% | COMMON | 665809109 |
| STRT | STRATTEC SECURITY CORP COM USD.01 | 3,365 | $99,000 | 0.0% | $31.05 | -0.8% | COMMON | 863111100 |
| RGR | STURM RUGER & CO INC COM USD1 | 1,838 | $97,000 | 0.0% | $60.06 | -9.2% | COMMON | 864159108 |
| TSBK | TIMBERLAND BANCORP INC COM USD.01 | 3,502 | $97,000 | 0.0% | $22.20 | -1.0% | COMMON | 887098101 |
| NATH | NATHAN'S FAMOUS INC COM USD.01 | 1,420 | $97,000 | 0.0% | $91.73 | -22.5% | COMMON | 632347100 |
| — | DNB FINANCIAL CORP COM USD1. | 2,528 | $95,000 | 0.0% | $37.58 | — | COMMON | 233237106 |
| SPSC | SPS COMMERCE INC COM USD.001 | 901 | $95,000 | 0.0% | $43.62 | +12.3% | COMMON | 78463M107 |
| ICLR | ICON PLC COM EUR.06 | 696 | $95,000 | 0.0% | $138.12 | -1.3% | COMMON | G4705A100 |
| HWKN | HAWKINS INC COM USD.1 | 2,559 | $94,000 | 0.0% | $20.43 | 0.0% | COMMON | 420261109 |
| ING | ING GROEP NV SPON ADR | 7,681 | $93,000 | 0.0% | $16.00 | — | COMMON | 456837103 |
| CNXN | PC CONNECTION INC COM USD.01 | 2,487 | $91,000 | 0.0% | $33.27 | +1.3% | COMMON | 69318J100 |
| — | MIDSTATES PETROLEUM CO INC COM USD.01 | 9,332 | $91,000 | 0.0% | $9.75 | — | COMMON | 59804T407 |
| WINA | WINMARK CORP COM NPV | 472 | $89,000 | 0.0% | $153.02 | +7.5% | COMMON | 974250102 |
| OPBK | OP BANCORP COM | 10,281 | $89,000 | 0.0% | $11.31 | -19.6% | COMMON | 67109R109 |
| PEBK | PEOPLES BANCORP NC INC COM NPV | 3,364 | $89,000 | 0.0% | $27.29 | -0.5% | COMMON | 710577107 |
| PAR | PAR TECHNOLOGY CORP COM USD.02 | 3,638 | $89,000 | 0.0% | $11.47 | +112.7% | COMMON | 698884103 |
| EMN | EASTMAN CHEMICAL CO COM USD.01 | 1,156 | $88,000 | 0.0% | $78.36 | -20.7% | COMMON | 277432100 |
| SALM | SALEM MEDIA GROUP INC CL A COM USD.01 | 34,310 | $88,000 | 0.0% | $4.35 | -37.3% | COMMON | 794093104 |
| NODK | NI HOLDINGS INC COM | 5,377 | $86,000 | 0.0% | $15.70 | -1.6% | COMMON | 65342T106 |
| PLPC | PREFORMED LINE PRODUCTS CO CAP USD2 | 1,620 | $86,000 | 0.0% | $69.24 | -18.6% | COMMON | 740444104 |
| — | LUTHER BURBANK CORP COM | 8,457 | $85,000 | 0.0% | $10.05 | — | COMMON | 550550107 |
| — | AEROHIVE NETWORKS INC COM USD.001 | 18,482 | $84,000 | 0.0% | $4.54 | — | COMMON | 007786106 |
| — | DELPHI TECHNOLOGIES PLC COM USD.01 | 4,343 | $84,000 | 0.0% | $19.34 | — | COMMON | G2709G107 |
| SSL | SASOL LTD ADR | 2,693 | $83,000 | 0.0% | $30.82 | — | COMMON | 803866300 |
| PLBC | PLUMAS BANCORP COM | 3,663 | $83,000 | 0.0% | $24.41 | -1.5% | COMMON | 729273102 |
| CINF | CINCINNATI FINANCIAL CORP COM USD2 | 972 | $83,000 | 0.0% | $65.01 | +6.3% | COMMON | 172062101 |
| — | MIX TELEMATICS LTD ADR | 4,905 | $82,000 | 0.0% | $15.42 | — | COMMON | 60688N102 |
| CAKE | CHEESECAKE FACTORY INC COM USD.01 | 1,684 | $82,000 | 0.0% | $45.07 | -11.8% | COMMON | 163072101 |
| GENC | GENCOR INDUSTRIES INC COM USD.1 | 6,618 | $82,000 | 0.0% | $13.07 | 0.0% | COMMON | 368678108 |
| GRMN | GARMIN LTD COM USD.01 | 952 | $82,000 | 0.0% | $64.24 | 0.0% | COMMON | H2906T109 |
| ACNB | ACNB CORP COM USD2.5 | 2,254 | $81,000 | 0.0% | $29.90 | +0.1% | COMMON | 000868109 |
| GDDY | GODADDY INC CL A COM USD.001 | 1,087 | $81,000 | 0.0% | $78.08 | -9.9% | COMMON | 380237107 |
| — | ESSA BANCORP INC COM USD.01 | 5,274 | $81,000 | 0.0% | $15.59 | — | COMMON | 29667D104 |
| FCAP | FIRST CAPITAL INC COM USD.01 | 1,549 | $80,000 | 0.0% | $39.65 | 0.0% | COMMON | 31942S104 |
| BBW | BUILD-A-BEAR WORKSHOP INC COM USD.001 | 12,877 | $79,000 | 0.0% | $5.76 | -24.6% | COMMON | 120076104 |
| AUBN | AUBURN NATIONAL BANCORP COM USD.01 | 1,991 | $79,000 | 0.0% | $34.31 | -22.5% | COMMON | 050473107 |
| NOK | NOKIA CORP SPON ADR | 13,872 | $79,000 | 0.0% | $5.82 | — | COMMON | 654902204 |
| OLLI | OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 | 911 | $78,000 | 0.0% | $79.83 | +0.9% | COMMON | 681116109 |
| UG | UNITED-GUARDIAN INC COM USD.1 | 4,074 | $78,000 | 0.0% | $19.59 | 0.0% | COMMON | 910571108 |
| KE | KIMBALL ELECTRONICS INC COM NPV | 5,008 | $78,000 | 0.0% | $17.62 | -8.7% | COMMON | 49428J109 |
| — | AROTECH CORP COM USD.01 | 26,472 | $78,000 | 0.0% | $2.95 | — | COMMON | 042682203 |
| — | PSYCHEMEDICS CORP COM USD.005 | 5,333 | $75,000 | 0.0% | $16.78 | — | COMMON | 744375205 |
| — | CHEETAH MOBILE INC -ADR ADR | 11,453 | $74,000 | 0.0% | $6.46 | — | COMMON | 163075104 |
| — | OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 | 32,512 | $74,000 | 0.0% | $3.88 | — | COMMON | 69036R863 |
| — | OTELCO INC CL A COM USD.01 | 4,516 | $74,000 | 0.0% | $15.39 | — | COMMON | 688823301 |
| — | DASAN ZHONE SOLUTIONS INC COM | 6,846 | $73,000 | 0.0% | $13.62 | — | COMMON | 23305L206 |
| SIGA | SIGA TECHNOLOGIES INC COM USD.0001 | 11,943 | $72,000 | 0.0% | $4.91 | 0.0% | COMMON | 826917106 |
| BPOP | POPULAR INC COM USD5 | 1,389 | $72,000 | 0.0% | $43.24 | 0.0% | COMMON | 733174700 |
| LUNA | LUNA INNOVATIONS INC COM USD.001 | 16,898 | $70,000 | 0.0% | $2.70 | +32.3% | COMMON | 550351100 |
| ASRV | AMERISERV FINANCIAL INC/PA COM NPV | 17,407 | $70,000 | 0.0% | $3.30 | -1.8% | COMMON | 03074A102 |
| LARK | LANDMARK BANCORP INC/KS COM USD.1 | 3,012 | $69,000 | 0.0% | $19.52 | -5.0% | COMMON | 51504L107 |
| ALCO | ALICO INC COM USD1 | 2,492 | $68,000 | 0.0% | $27.86 | -7.6% | COMMON | 016230104 |
| TX | TERNIUM SA -ADR ADS USD | 2,491 | $68,000 | 0.0% | $27.09 | — | COMMON | 880890108 |
| MDT | MEDTRONIC PLC COM USD.1 | 735 | $67,000 | 0.0% | $77.14 | -3.6% | COMMON | G5960L103 |
| — | A. H. BELO CORP CL A COM USD.01 | 18,122 | $67,000 | 0.0% | $3.70 | — | COMMON | 001282102 |
| — | SECUREWORKS CORP CL A COM USD.01 | 3,539 | $65,000 | 0.0% | $18.37 | — | COMMON | 81374A105 |
| CPSS | CONSUMER PORTFOLIO SVCS INC COM NPV | 17,999 | $63,000 | 0.0% | $3.91 | 0.0% | COMMON | 210502100 |
| — | COMPUTER TASK GROUP INC COM USD.01 | 14,415 | $62,000 | 0.0% | $7.19 | — | COMMON | 205477102 |
| SNBR | SLEEP NUMBER CORPORATION COM USD.01 | 1,314 | $62,000 | 0.0% | $40.26 | 0.0% | COMMON | 83125X103 |
| PCTY | PAYLOCITY HOLDING CORP COM USD0.001 | 681 | $61,000 | 0.0% | $77.70 | 0.0% | COMMON | 70438V106 |
| — | NORTHEAST BANCORP/ME COM NPV | 2,944 | $61,000 | 0.0% | $20.72 | — | COMMON | 663904209 |
| MEDP | MEDPACE HOLDINGS INC COM USD.01 | 1,014 | $60,000 | 0.0% | $54.70 | +9.2% | COMMON | 58506Q109 |
| SEIC | SEI INVESTMENTS CO COM USD.01 | 1,160 | $60,000 | 0.0% | $64.69 | -29.3% | COMMON | 784117103 |
| CE | CELANESE CORP COM USD.01 | 604 | $60,000 | 0.0% | $86.44 | -0.2% | COMMON | 150870103 |
| ESCA | ESCALADE INC COM USD1 | 5,340 | $60,000 | 0.0% | $9.44 | -6.4% | COMMON | 296056104 |
| — | ALLEGHANY CORP COM USD1 | 97 | $59,000 | 0.0% | $608.25 | — | COMMON | 017175100 |
| GOLD | A-MARK PRECIOUS METALS INC COM USD.01 | 4,985 | $59,000 | 0.0% | $6.26 | 0.0% | COMMON | 00181T107 |
| HURC | HURCO COMPANIES INC COM USD.1 | 1,471 | $59,000 | 0.0% | $34.88 | +13.6% | COMMON | 447324104 |
| PROV | PROVIDENT FINANCIAL HOLDINGS COM USD.01 | 2,975 | $59,000 | 0.0% | $17.45 | +5.8% | COMMON | 743868101 |
| — | FOUNDATION BLDG MRL INC COM USD0.001 | 6,033 | $59,000 | 0.0% | $15.37 | — | COMMON | 350392106 |
| WEN | WENDY'S CO CL A COM USD.1 | 3,257 | $58,000 | 0.0% | $17.01 | 0.0% | COMMON | 95058W100 |
| BMRC | BANK OF MARIN BANCORP COM NPV | 1,417 | $58,000 | 0.0% | $32.99 | 0.0% | COMMON | 063425102 |
| TSQ | TOWNSQUARE MEDIA INC CL A COM USD0.01 | 10,124 | $58,000 | 0.0% | $6.41 | -9.4% | COMMON | 892231101 |
| TRMK | TRUSTMARK CORP COM NPV | 1,724 | $58,000 | 0.0% | $26.46 | 0.0% | COMMON | 898402102 |
| EDUC | EDUCATIONAL DEVELOPMENT CORP COM USD.2 | 7,671 | $58,000 | 0.0% | $9.58 | -22.4% | COMMON | 281479105 |
| DCH | AMERICAN AXLE & MFG HOLDINGS COM USD.01 | 3,977 | $57,000 | 0.0% | $13.37 | +8.1% | COMMON | 024061103 |
| VSEC | VSE CORP COM USD.05 | 1,762 | $56,000 | 0.0% | $30.75 | 0.0% | COMMON | 918284100 |
| — | CONTINENTAL RESOURCES INC COM USD.01 | 1,225 | $55,000 | 0.0% | $64.61 | — | COMMON | 212015101 |
| — | NICHOLAS FINANCIAL INC COM NPV | 6,133 | $55,000 | 0.0% | $10.22 | — | COMMON | 65373J209 |
| CLH | CLEAN HARBORS INC COM USD.01 | 761 | $54,000 | 0.0% | $61.99 | -0.3% | COMMON | 184496107 |
| MERC | MERCER INTL INC SHS BEN INT USD1 | 3,916 | $53,000 | 0.0% | $10.86 | -0.1% | COMMON | 588056101 |
| — | SMART GLOBAL HOLDINGS INC Ordinary Shares | 2,748 | $53,000 | 0.0% | $31.86 | — | COMMON | G8232Y101 |
| SKY | SKYLINE CHAMPION CORP COM USD.0277 | 2,748 | $52,000 | 0.0% | $25.77 | -28.8% | COMMON | 830830105 |
| — | TESSCO TECHNOLOGIES INC COM USD.01 | 3,362 | $52,000 | 0.0% | $18.69 | — | COMMON | 872386107 |
| CBSH | COMMERCE BANCSHARES INC COM USD5 | 857 | $50,000 | 0.0% | $41.75 | +0.3% | COMMON | 200525103 |
| — | PACIFIC MERCANTILE BANCORP COM NPV | 6,498 | $50,000 | 0.0% | $7.69 | — | COMMON | 694552100 |
| FONR | FONAR CORP COM USD.0001 | 2,389 | $49,000 | 0.0% | $21.70 | 0.0% | COMMON | 344437405 |
| CSL | CARLISLE COS INC COM NPV | 365 | $45,000 | 0.0% | $106.13 | 0.0% | COMMON | 142339100 |
| — | FORWARD AIR CORP COM USD.01 | 679 | $44,000 | 0.0% | $54.26 | — | COMMON | 349853101 |
| MLAB | MESA LABORATORIES INC COM NPV | 178 | $41,000 | 0.0% | $219.75 | 0.0% | COMMON | 59064R109 |
| — | UNVL STAINLESS & ALLOY PRODS COM USD.01 | 2,439 | $40,000 | 0.0% | $25.65 | — | COMMON | 913837100 |
| — | EVANS BANCORP INC COM USD.50 | 1,031 | $37,000 | 0.0% | $34.52 | — | COMMON | 29911Q208 |
| UFABQ | UNIQUE FABRICATING INC COM USD.001 | 8,051 | $36,000 | 0.0% | $8.99 | -45.4% | COMMON | 90915J103 |
| — | BANK OF PRINCETON COM | 1,092 | $35,000 | 0.0% | $32.05 | — | COMMON | 064520109 |
| BRKR | BRUKER CORP COM USD.01 | 904 | $35,000 | 0.0% | $35.27 | 0.0% | COMMON | 116794108 |
| CCRN | CROSS COUNTRY HEALTHCARE INC COM USD.01 | 4,800 | $34,000 | 0.0% | $11.82 | -27.5% | COMMON | 227483104 |
| — | NOODLES & CO CL A COM USD0.01 | 4,817 | $33,000 | 0.0% | $12.14 | — | COMMON | 65540B105 |
| TACT | TRANSACT TECHNOLOGIES INC COM USD.01 | 3,608 | $33,000 | 0.0% | $11.09 | -11.2% | COMMON | 892918103 |
| TLK | TELEKOMUNIKASI INDONESIA SPON ADR | 1,182 | $32,000 | 0.0% | $25.85 | — | COMMON | 715684106 |
| — | PRUDENTIAL BANCORP INC COM USD.01 | 1,773 | $31,000 | 0.0% | $17.48 | — | COMMON | 74431A101 |
| — | ANGLOGOLD ASHANTI LTD SPON ADR | 2,344 | $31,000 | 0.0% | $13.23 | — | COMMON | 035128206 |
| — | QIAGEN NV COM NLG.03 | 737 | $30,000 | 0.0% | $40.71 | — | COMMON | N72482123 |
| FIS | FIDELITY NATIONAL INFO SVCS COM | 253 | $29,000 | 0.0% | $93.46 | 0.0% | COMMON | 31620M106 |
| FLO | FLOWERS FOODS INC COM USD.625 | 1,351 | $29,000 | 0.0% | $15.71 | -3.5% | COMMON | 343498101 |
| — | WAITR HOLDINGS INC COM | 2,322 | $29,000 | 0.0% | $12.43 | — | COMMON | 930752100 |
| HON | HONEYWELL INTERNATIONAL INC COM USD1 | 182 | $29,000 | 0.0% | $121.16 | 0.0% | COMMON | 438516106 |
| NEU | NEWMARKET CORP COM USD1 | 61 | $26,000 | 0.0% | $366.76 | 0.0% | COMMON | 651587107 |
| USFD | US FOODS HOLDING CORP COM USD0.01 | 693 | $24,000 | 0.0% | $35.14 | -2.4% | COMMON | 912008109 |
| TJX | TJX COMPANIES INC COM USD1 | 451 | $24,000 | 0.0% | $46.02 | -1.2% | COMMON | 872540109 |
| LW | LAMB WESTON HOLDINGS INC COM USD1 | 303 | $23,000 | 0.0% | $57.19 | +11.4% | COMMON | 513272104 |
| AVGO | BROADCOM INC ORD NPV | 78 | $23,000 | 0.0% | $22.49 | 0.0% | COMMON | 11135F101 |
| FSFG | FIRST SAVINGS FINANCIAL GP COM USD.01 | 402 | $22,000 | 0.0% | $20.01 | -25.7% | COMMON | 33621E109 |
| BP | BP PLC ADR | 503 | $22,000 | 0.0% | $44.71 | — | COMMON | 055622104 |
| MUFG | MITSUBISHI UFJ FINANCIAL GRP ADR | 4,249 | $21,000 | 0.0% | $4.99 | — | COMMON | 606822104 |
| HDB | HDFC BANK LTD ADR | 169 | $20,000 | 0.0% | $118.34 | — | COMMON | 40415F101 |
| — | SUPERIOR DRILLING PRODUCTS COM USD.001 | 15,165 | $20,000 | 0.0% | $1.19 | — | COMMON | 868153107 |
| UNH | UNITEDHEALTH GROUP INC COM USD.01 | 76 | $19,000 | 0.0% | $142.35 | +59.9% | COMMON | 91324P102 |
| MKC | MCCORMICK & CO INC COM NPV NVTG | 127 | $19,000 | 0.0% | $62.59 | -5.6% | COMMON | 579780206 |
| MA | MASTERCARD INC CL A COM USD.0001 | 76 | $18,000 | 0.0% | $160.92 | +28.8% | COMMON | 57636Q104 |
| — | CELGENE CORP COM USD1 | 187 | $18,000 | 0.0% | $90.40 | — | COMMON | 151020104 |
| ECL | ECOLAB INC COM USD1 | 100 | $18,000 | 0.0% | $148.37 | +1.7% | COMMON | 278865100 |
| HNNA | HENNESSY ADVISORS INC COM NPV | 1,947 | $18,000 | 0.0% | $17.72 | -41.2% | COMMON | 425885100 |
| GPC | GENUINE PARTS CO COM USD1 | 165 | $18,000 | 0.0% | $83.15 | +1.9% | COMMON | 372460105 |
| MSCI | MSCI INC CL A COM USD.01 | 73 | $15,000 | 0.0% | $116.39 | +39.4% | COMMON | 55354G100 |
| CNO | CNO FINANCIAL GROUP INC COM NEW | 948 | $15,000 | 0.0% | $19.29 | -25.2% | COMMON | 12621E103 |
| CVS | CVS HEALTH CORP COM USD1 | 238 | $13,000 | 0.0% | $58.32 | -15.2% | COMMON | 126650100 |
| HMN | HORACE MANN EDUCATORS CORP COM USD.001 | 366 | $13,000 | 0.0% | $44.01 | -12.0% | COMMON | 440327104 |
| HRB | BLOCK H & R INC COM NPV | 495 | $12,000 | 0.0% | $19.99 | -6.1% | COMMON | 093671105 |
| AZN | ASTRAZENECA PLC SPON ADR | 260 | $11,000 | 0.0% | $42.31 | — | COMMON | 046353108 |
| DSGX | DESCARTES SYSTEMS GROUP INC COM NPV | 303 | $11,000 | 0.0% | $32.34 | 0.0% | COMMON | 249906108 |
| ACCO | ACCO BRANDS CORP COM | 1,329 | $11,000 | 0.0% | $9.02 | -30.8% | COMMON | 00081T108 |
| SYY | SYSCO CORP COM USD1 | 144 | $10,000 | 0.0% | $44.05 | +22.9% | COMMON | 871829107 |
| CTAS | CINTAS CORP COM NPV | 46 | $9,000 | 0.0% | $47.83 | -5.2% | COMMON | 172908105 |
| — | SPIRIT REALTY CAPITAL INC COM USD.01 | 238 | $9,000 | 0.0% | $33.61 | — | COMMON | 84860W300 |
| SPG | SIMON PROPERTY GROUP INC COM USD.0001 | 50 | $9,000 | 0.0% | $116.28 | +4.6% | COMMON | 828806109 |
| ORLY | O'REILLY AUTOMOTIVE INC COM USD.01 | 21 | $8,000 | 0.0% | $23.38 | +3.5% | COMMON | 67103H107 |
| SCI | SERVICE CORP INTERNATIONAL COM USD1 | 191 | $8,000 | 0.0% | $43.43 | -3.9% | COMMON | 817565104 |
| VEA | VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF | 200 | $8,000 | 0.0% | $40.00 | — | COMMON | 921943858 |
| EXR | EXTRA SPACE STORAGE INC COM USD.01 | 75 | $8,000 | 0.0% | $66.43 | +11.7% | COMMON | 30225T102 |
| WERN | WERNER ENTERPRISES INC COM USD.01 | 226 | $8,000 | 0.0% | $35.60 | -6.4% | COMMON | 950755108 |
| VLUE | ISHARES TR EDGE MSCI USA VL | 100 | $8,000 | 0.0% | $80.00 | — | COMMON | 46432F388 |
| GAMI | GAMCO INVESTORS INC CL A COM USD.001 | 403 | $8,000 | 0.0% | $22.11 | -31.7% | COMMON | 361438104 |
| — | HARRIS CORP COM USD1 | 46 | $7,000 | 0.0% | $135.59 | — | COMMON | 413875105 |
| MSI | MOTOROLA SOLUTIONS INC COM USD.01 | 47 | $7,000 | 0.0% | $69.87 | +69.4% | COMMON | 620076307 |
| XYL | XYLEM INC COM USD.01 | 93 | $7,000 | 0.0% | $67.29 | -0.1% | COMMON | 98419M100 |
| INTC | INTEL CORP COM NPV | 139 | $7,000 | 0.0% | $30.69 | +42.8% | COMMON | 458140100 |
| MPT | MEDICAL PROPERTIES TRUST COM USD.001 | 354 | $7,000 | 0.0% | $17.99 | — | COMMON | 58463J304 |
| — | PS BUSINESS PARKS COM USD.01 | 44 | $7,000 | 0.0% | $137.83 | — | COMMON | 69360J107 |
| KMI | KINDER MORGAN INC CL P COM USD.01 | 318 | $6,000 | 0.0% | $12.50 | 0.0% | COMMON | 49456B101 |
| WMT | WALMART INC COM USD.1 | 57 | $6,000 | 0.0% | $29.24 | 0.0% | COMMON | 931142103 |
| DGX | QUEST DIAGNOSTICS INC COM NPV | 62 | $6,000 | 0.0% | $86.68 | -12.9% | COMMON | 74834L100 |
| IEMG | ISHARES INC CORE MSCI EMKT | 111 | $6,000 | 0.0% | $54.05 | — | COMMON | 46434G103 |
| BRX | BRIXMOR PROPERTY GROUP INC COM USD.01 | 319 | $6,000 | 0.0% | $18.28 | — | COMMON | 11120U105 |
| LVS | LAS VEGAS SANDS CORP COM USD.001 | 106 | $6,000 | 0.0% | $65.50 | -19.8% | COMMON | 517834107 |
| — | COUSINS PROPERTIES INC COM USD1 | 649 | $6,000 | 0.0% | $9.65 | — | COMMON | 222795106 |
| SPGI | S&P GLOBAL INC COM USD1 | 30 | $6,000 | 0.0% | $188.63 | -3.2% | COMMON | 78409V104 |
| EPR | EPR PROPERTIES COM USD.01 SBI | 74 | $6,000 | 0.0% | $68.30 | — | COMMON | 26884U109 |
| LTC | LTC PROPERTIES INC COM USD.01 | 131 | $6,000 | 0.0% | $39.28 | — | COMMON | 502175102 |
| PDM | PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | 220 | $5,000 | 0.0% | $20.25 | — | COMMON | 720190206 |
| — | EQUITY COMMONWEALTH COM USD.01 | 148 | $5,000 | 0.0% | $30.43 | — | COMMON | 294628102 |
| VVX | VECTRUS INC COM USD.01 | 188 | $5,000 | 0.0% | $30.15 | -14.3% | COMMON | 92242T101 |
| AAT | AMERICAN ASSETS TRUST INC COM USD.01 | 102 | $5,000 | 0.0% | $49.02 | — | COMMON | 024013104 |
| — | VEREIT INC CL A COM USD.01 | 622 | $5,000 | 0.0% | $8.33 | — | COMMON | 92339V100 |
| MCD | MCDONALD'S CORP COM NPV | 24 | $5,000 | 0.0% | $99.87 | +54.8% | COMMON | 580135101 |
| CLX | CLOROX CO/DE COM USD1 | 30 | $5,000 | 0.0% | $126.53 | +0.3% | COMMON | 189054109 |
| VTR | VENTAS INC COM USD.25 | 79 | $5,000 | 0.0% | $44.98 | +5.0% | COMMON | 92276F100 |
| — | RPT REALTY SHS BEN INT USD.01 | 414 | $5,000 | 0.0% | $11.72 | — | COMMON | 74971D101 |
| CXW | CORECIVIC INC COM USD.01 | 253 | $5,000 | 0.0% | $18.41 | -6.1% | COMMON | 21871N101 |
| CMCL | CALEDONIA MINING CORP PLC COM NPV | 885 | $5,000 | 0.0% | $5.86 | -22.5% | COMMON | G1757E113 |
| — | RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | 422 | $5,000 | 0.0% | $12.73 | — | COMMON | 76131V202 |
| COST | COSTCO WHOLESALE CORP COM USD.1 | 15 | $4,000 | 0.0% | $201.98 | -1.8% | COMMON | 22160K105 |
| OHI | OMEGA HEALTHCARE INVS INC COM USD0.1 | 92 | $4,000 | 0.0% | $37.27 | — | COMMON | 681936100 |
| DRI | DARDEN RESTAURANTS INC COM NPV | 36 | $4,000 | 0.0% | $59.32 | +52.8% | COMMON | 237194105 |
| DG | DOLLAR GENERAL CORP COM USD.875 | 36 | $4,000 | 0.0% | $106.27 | 0.0% | COMMON | 256677105 |
| CTRE | CARETRUST REIT INC COM USD.01 | 163 | $4,000 | 0.0% | $24.54 | — | COMMON | 14174T107 |
| — | INDEPENDENCE HOLDING CO COM USD1 | 111 | $4,000 | 0.0% | $36.04 | — | COMMON | 453440307 |
| — | APARTMENT INVST & MGMT CO CL A COM USD.01 | 83 | $4,000 | 0.0% | $48.19 | — | COMMON | 03748R754 |
| TROW | PRICE (T. ROWE) GROUP COM USD.2 | 44 | $4,000 | 0.0% | $73.17 | +0.0% | COMMON | 74144T108 |
| — | FAUQUIER BANKSHARES INC COM USD3.13 | 188 | $4,000 | 0.0% | $22.48 | — | COMMON | 312059108 |
| PLD | PROLOGIS INC COM USD.01 | 61 | $4,000 | 0.0% | $50.64 | +11.3% | COMMON | 74340W103 |
| BAH | BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 | 66 | $4,000 | 0.0% | $45.86 | 0.0% | COMMON | 099502106 |
| IUSV | ISHARES TR CORE S&P US VLU | 72 | $4,000 | 0.0% | $55.56 | — | COMMON | 464287663 |
| AJG | ARTHUR J GALLAGHER & CO COM USD1 | 50 | $4,000 | 0.0% | $67.97 | +3.8% | COMMON | 363576109 |
| TRU | TRANSUNION COM USD0.01 | 55 | $4,000 | 0.0% | $64.34 | -6.8% | COMMON | 89400J107 |
| FISV | FISERV INC COM USD.01 | 49 | $4,000 | 0.0% | $77.30 | +6.7% | COMMON | 337738108 |
| ADM | ARCHER-DANIELS-MIDLAND CO COM NPV | 62 | $3,000 | 0.0% | $30.28 | +15.3% | COMMON | 039483102 |
| MDLZ | MONDELEZ INTERNATIONAL INC CL A COM NPV | 65 | $3,000 | 0.0% | $38.76 | 0.0% | COMMON | 609207105 |
| AVB | AVALONBAY COMMUNITIES INC COM USD.01 | 16 | $3,000 | 0.0% | $150.51 | 0.0% | COMMON | 053484101 |
| PVH | PVH CORP COM USD1 | 26 | $3,000 | 0.0% | $155.66 | -30.4% | COMMON | 693656100 |
| IEFA | ISHARES TR CORE MSCI EAFE | 50 | $3,000 | 0.0% | $60.00 | — | COMMON | 46432F842 |
| RRX | REGAL BELOIT CORP COM NPV | 35 | $3,000 | 0.0% | $79.35 | -0.6% | COMMON | 758750103 |
| — | VMWARE INC -CL A CL A COM USD.01 | 17 | $3,000 | 0.0% | $119.76 | — | COMMON | 928563402 |
| LAMR | LAMAR ADVERTISING CO -CL A CL A COM NPV | 38 | $3,000 | 0.0% | $74.83 | — | COMMON | 512816109 |
| GEO | GEO GROUP INC COM USD.01 | 140 | $3,000 | 0.0% | $18.55 | -10.0% | COMMON | 36162J106 |
| — | XILINX INC COM USD.01 | 21 | $3,000 | 0.0% | $142.86 | — | COMMON | 983919101 |
| XHR | XENIA HOTELS & RESORTS INC COM USD.01 | 131 | $3,000 | 0.0% | $22.60 | — | COMMON | 984017103 |
| NXRT | NEXPOINT RESIDENTIAL TR INC COM USD.01 | 70 | $3,000 | 0.0% | $23.46 | — | COMMON | 65341D102 |
| VYX | NCR CORP COM USD5 | 97 | $3,000 | 0.0% | $20.20 | -18.0% | COMMON | 62886E108 |
| NAVI | NAVIENT CORP COM0.01 | 254 | $3,000 | 0.0% | $11.94 | -4.1% | COMMON | 63938C108 |
| NNN | NATIONAL RETAIL PROPERTIES COM USD.01 | 50 | $3,000 | 0.0% | $40.80 | — | COMMON | 637417106 |
| NDAQ | NASDAQ INC COM USD.01 | 29 | $3,000 | 0.0% | $26.83 | -4.2% | COMMON | 631103108 |
| HST | HOST HOTELS & RESORTS INC COM USD1 | 140 | $3,000 | 0.0% | $13.62 | +5.0% | COMMON | 44107P104 |
| — | LIBERTY PROPERTY TRUST COM USD.001 | 59 | $3,000 | 0.0% | $38.18 | — | COMMON | 531172104 |
| ULTA | ULTA BEAUTY INC COM USD.0158 | 10 | $3,000 | 0.0% | $302.42 | 0.0% | COMMON | 90384S303 |
| OSK | OSHKOSH CORP COM USD.01 | 43 | $3,000 | 0.0% | $73.34 | -10.0% | COMMON | 688239201 |
| APD | AIR PRODUCTS & CHEMICALS INC COM USD1 | 11 | $2,000 | 0.0% | $145.63 | 0.0% | COMMON | 009158106 |
| ETD | ETHAN ALLEN INTERIORS INC CL A COM USD.01 | 122 | $2,000 | 0.0% | $12.01 | 0.0% | COMMON | 297602104 |
| VRE | MACK-CALI REALTY CORP COM USD.01 | 106 | $2,000 | 0.0% | $21.00 | — | COMMON | 554489104 |
| — | PENNSYLVANIA RE INVS TRUST COM USD1 | 249 | $2,000 | 0.0% | $7.82 | — | COMMON | 709102107 |
| PBF | PBF ENERGY INC CL A COM USD0.001 | 51 | $2,000 | 0.0% | $30.91 | +8.7% | COMMON | 69318G106 |
| INGR | INGREDION INC COM USD.01 | 17 | $2,000 | 0.0% | $101.51 | -6.9% | COMMON | 457187102 |
| UNM | UNUM GROUP COM USD.1 | 47 | $2,000 | 0.0% | $34.91 | -0.3% | COMMON | 91529Y106 |
| FHN | FIRST HORIZON NATIONAL CORP COM USD2.5 | 114 | $2,000 | 0.0% | $11.33 | 0.0% | COMMON | 320517105 |
| FAF | FIRST AMERICAN FINANCIAL CP COM USD.00001 | 45 | $2,000 | 0.0% | $40.77 | -3.7% | COMMON | 31847R102 |
| — | COLUMBIA PROPERTY TRUST INC COM USD.01 | 97 | $2,000 | 0.0% | $22.13 | — | COMMON | 198287203 |
| MAA | MID-AMERICA APT CMNTYS INC COM USD.01 | 18 | $2,000 | 0.0% | $81.51 | 0.0% | COMMON | 59522J103 |
| — | WASHINGTON PRIME GROUP INC COM | 391 | $2,000 | 0.0% | $8.76 | — | COMMON | 93964W108 |
| KIM | KIMCO REALTY CORP COM USD.01 | 118 | $2,000 | 0.0% | $11.80 | +5.6% | COMMON | 49446R109 |
| WCC | WESCO INTL INC CL A COM USD.01 | 35 | $2,000 | 0.0% | $50.79 | +1.2% | COMMON | 95082P105 |
| SBAC | SBA COMMUNICATIONS CORP COM USD.01 | 8 | $2,000 | 0.0% | $133.27 | +25.6% | COMMON | 78410G104 |
| — | SANTANDER CONSUMER USA HLDGS COM USD.01 | 72 | $2,000 | 0.0% | $15.36 | — | COMMON | 80283M101 |
| GOOD | GLADSTONE COMMERCIAL CORP COM USD.001 | 100 | $2,000 | 0.0% | $20.00 | — | COMMON | 376536108 |
| OLN | OLIN CORP COM USD1 | 87 | $2,000 | 0.0% | $21.00 | -6.1% | COMMON | 680665205 |
| — | HCP INC COM USD1 | 42 | $1,000 | 0.0% | $23.81 | — | COMMON | 40414L109 |
| RHP | RYMAN HOSPITALITY PPTYS INC COM USD.01 | 11 | $1,000 | 0.0% | $69.65 | — | COMMON | 78377T107 |
| OMCL | OMNICELL INC COM NPV | 16 | $1,000 | 0.0% | $49.55 | +51.1% | COMMON | 68213N109 |
| RPM | RPM INTERNATIONAL INC COM USD.064 | 14 | $1,000 | 0.0% | $61.25 | -7.3% | COMMON | 749685103 |
| AYI | ACUITY BRANDS INC COM USD.01 | 11 | $1,000 | 0.0% | $129.38 | -6.0% | COMMON | 00508Y102 |
| — | OWENS-ILLINOIS INC COM USD.01 | 35 | $1,000 | 0.0% | $25.06 | — | COMMON | 690768403 |
| LPX | LOUISIANA-PACIFIC CORP COM USD1 | 38 | $1,000 | 0.0% | $25.16 | -2.9% | COMMON | 546347105 |
| — | HOSPITALITY PROPERTIES TRUST COM USD.01 | 27 | $1,000 | 0.0% | $28.80 | — | COMMON | 44106M102 |
| ESS | ESSEX PROPERTY TRUST COM USD.0001 | 5 | $1,000 | 0.0% | $214.90 | 0.0% | COMMON | 297178105 |
| — | TRINSEO SA ORD NPV | 25 | $1,000 | 0.0% | $73.42 | — | COMMON | L9340P101 |
| BFH | ALLIANCE DATA SYSTEMS CORP COM USD.01 | 3 | $1,000 | 0.0% | $120.36 | 0.0% | COMMON | 018581108 |
| — | CHESAPEAKE LODGING TRUST COM USD.01 | 40 | $1,000 | 0.0% | $36.25 | — | COMMON | 165240102 |
| — | LIFE STORAGE INC COM USD.01 | 12 | $1,000 | 0.0% | $83.33 | — | COMMON | 53223X107 |
| EG | EVEREST RE GROUP LTD COM USD.01 | 5 | $1,000 | 0.0% | $187.99 | +0.1% | COMMON | G3223R108 |
| BKE | BUCKLE INC COM USD.05 | 46 | $1,000 | 0.0% | $9.24 | -3.5% | COMMON | 118440106 |
| — | CITY OFFICE REIT INC COM USD.01 | 78 | $1,000 | 0.0% | $12.82 | — | COMMON | 178587101 |
| AGO | ASSURED GUARANTY LTD COM | 30 | $1,000 | 0.0% | $35.28 | +4.7% | COMMON | G0585R106 |
| MD | MEDNAX INC COM USD.01 | 47 | $1,000 | 0.0% | $33.53 | 0.0% | COMMON | 58502B106 |
| FNF | FIDELITY NATL FINL FNF GROUP COM USD.0001 | 38 | $1,000 | 0.0% | $27.15 | -8.5% | COMMON | 31620R303 |
| JEF | JEFFERIES FINANCIAL GRP INC COM USD1 | 52 | $1,000 | 0.0% | $16.63 | -14.2% | COMMON | 47233W109 |
| — | CIT GROUP INC COM USD.01 | 22 | $1,000 | 0.0% | $45.45 | — | COMMON | 125581801 |
| — | REALOGY HOLDINGS CORP CL A COM USD.01 | 65 | $1,000 | 0.0% | $27.74 | — | COMMON | 75605Y106 |
| — | QTS REALTY TRUST INC CL A COM USD0.01 | 32 | $1,000 | 0.0% | $31.25 | — | COMMON | 74736A103 |
| CPA | COPA HOLDINGS SA CL A COM USD | 11 | $1,000 | 0.0% | $99.31 | -27.2% | COMMON | P31076105 |
| MRTN | MARTEN TRANSPORT LTD COM USD.01 | 64 | $1,000 | 0.0% | $12.02 | -14.6% | COMMON | 573075108 |
| BKU | BANKUNITED INC COM USD.01 | 30 | $1,000 | 0.0% | $27.44 | 0.0% | COMMON | 06652K103 |
| TXN | TEXAS INSTRUMENTS INC COM USD1 | 1 | $0 | 0.0% | $73.38 | +16.4% | COMMON | 882508104 |
| IRM | IRON MOUNTAIN INC COM USD.01 | 1 | $0 | 0.0% | $24.44 | 0.0% | COMMON | 46284V101 |
| PHG | KONINKLIJKE PHILIPS NV NY SHS ADR | 1 | $0 | 0.0% | — | — | COMMON | 500472303 |
| SNPS | SYNOPSYS INC COM USD.01 | 4 | $0 | 0.0% | $99.10 | 0.0% | COMMON | 871607107 |
| ICHR | ICHOR HOLDINGS LTD COM USD.0001 | 19 | $0 | 0.0% | $20.36 | 0.0% | COMMON | G4740B105 |
| COR | AMERISOURCEBERGEN CORP COM USD.01 | 3 | $0 | 0.0% | $62.97 | 0.0% | COMMON | 03073E105 |
| LOW | LOWE'S COMPANIES INC COM USD.5 | 1 | $0 | 0.0% | $77.88 | +13.1% | COMMON | 548661107 |
| AMCX | AMC NETWORKS INC CL A COM USD0.1 | 8 | $0 | 0.0% | $58.47 | +5.1% | COMMON | 00164V103 |
| — | DONNELLEY (R R) & SONS CO COM USD1.25 | 86 | $0 | 0.0% | — | — | COMMON | 257867200 |
| — | SPARTANNASH CO COM NPV | 20 | $0 | 0.0% | — | — | COMMON | 847215100 |
| — | LEGG MASON INC COM USD.1 | 17 | $0 | 0.0% | $32.99 | — | COMMON | 524901105 |