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        <lei>5493005Q6CJC78TGL805</lei>
        <title>COMPUTER PROGRAMS and SYSTEMS IN COMMON STOCK USD.001</title>
        <cusip>205306103</cusip>
        <identifiers>
          <isin value="US2053061030"/>
          <ticker value="CPSI "/>
        </identifiers>
        <balance>3816</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86279.76</valUSD>
        <pctVal>0.0152900173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>comScore Inc.</name>
        <lei>N/A</lei>
        <title>COMSCORE INC COMMON STOCK USD.001</title>
        <cusip>20564W105</cusip>
        <identifiers>
          <isin value="US20564W1053"/>
          <ticker value="SCOR "/>
        </identifiers>
        <balance>14981</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28613.71</valUSD>
        <pctVal>0.0050707619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comtech Telecommunications Corp.</name>
        <lei>N/A</lei>
        <title>COMTECH TELECOMMUNICATIONS COR COMMON STOCK USD.1</title>
        <cusip>205826209</cusip>
        <identifiers>
          <isin value="US2058262096"/>
          <ticker value="CMTL "/>
        </identifiers>
        <balance>6840</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222300</valUSD>
        <pctVal>0.0393947648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Concert Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>CONCERT PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>206022105</cusip>
        <identifiers>
          <isin value="US2060221056"/>
          <ticker value="CNCE "/>
        </identifiers>
        <balance>7089</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41683.32</valUSD>
        <pctVal>0.0073868852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Conduent Incorporated</name>
        <lei>549300SFJ2D2CYY6CQ11</lei>
        <title>CONDUENT INC COMMON STOCK USD.01</title>
        <cusip>206787103</cusip>
        <identifiers>
          <isin value="US2067871036"/>
          <ticker value="CNDT "/>
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        <balance>49710</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>309196.2</valUSD>
        <pctVal>0.0547940242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Entercom Communications Corp.</name>
        <lei>N/A</lei>
        <title>ENTERCOM COMMUNICATIONS CORP COMMON STOCK USD.01</title>
        <cusip>293639100</cusip>
        <identifiers>
          <isin value="US2936391000"/>
          <ticker value="ETM "/>
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        <balance>35886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119859.24</valUSD>
        <pctVal>0.0212407853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Entegra Financial Corp.</name>
        <lei>N/A</lei>
        <title>ENTEGRA FINANCIAL CORP COMMON STOCK</title>
        <cusip>29363J108</cusip>
        <identifiers>
          <isin value="US29363J1088"/>
          <ticker value="ENFC "/>
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        <balance>2426</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72877.04</valUSD>
        <pctVal>0.0129148621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enterprise Financial Services Corp</name>
        <lei>5493001XTU5DLD632129</lei>
        <title>ENTERPRISE FINANCIAL SERVICES COMMON STOCK USD.01</title>
        <cusip>293712105</cusip>
        <identifiers>
          <isin value="US2937121059"/>
          <ticker value="EFSC "/>
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        <balance>6980</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284435</valUSD>
        <pctVal>0.0504059826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Entravision Communications Corporation</name>
        <lei>549300SKHY2ALCLKV539</lei>
        <title>ENTRAVISION COMMUNICATIONS COR COMMON STOCK USD.0001</title>
        <cusip>29382R107</cusip>
        <identifiers>
          <isin value="US29382R1077"/>
          <ticker value="EVC "/>
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        <balance>18741</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59596.38</valUSD>
        <pctVal>0.0105613377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Envestnet Inc.</name>
        <lei>549300HLWZ5OKIDM8737</lei>
        <title>ENVESTNET INC COMMON STOCK</title>
        <cusip>29404K106</cusip>
        <identifiers>
          <isin value="US29404K1060"/>
          <ticker value="ENV "/>
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        <balance>13599</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>771063.3</valUSD>
        <pctVal>0.1366435328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enzo Biochem Inc.</name>
        <lei>N/A</lei>
        <title>ENZO BIOCHEM INC COMMON STOCK USD.01</title>
        <cusip>294100102</cusip>
        <identifiers>
          <isin value="US2941001024"/>
          <ticker value="ENZ "/>
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        <balance>15174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54626.4</valUSD>
        <pctVal>0.0096805856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ePlus inc.</name>
        <lei>N/A</lei>
        <title>EPLUS INC COMMON STOCK USD.01</title>
        <cusip>294268107</cusip>
        <identifiers>
          <isin value="US2942681071"/>
          <ticker value="PLUS "/>
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        <balance>3829</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291348.61</valUSD>
        <pctVal>0.0516311739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Thermon Group Holdings Inc.</name>
        <lei>N/A</lei>
        <title>THERMON GROUP HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>88362T103</cusip>
        <identifiers>
          <isin value="US88362T1034"/>
          <ticker value="THR "/>
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        <balance>9534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219091.32</valUSD>
        <pctVal>0.0388261404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>3D Systems Corporation</name>
        <lei>5493003HHDOCCW4OP744</lei>
        <title>3D SYSTEMS CORP COMMON STOCK USD.001</title>
        <cusip>88554D205</cusip>
        <identifiers>
          <isin value="US88554D2053"/>
          <ticker value="DDD "/>
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        <balance>32716</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266635.4</valUSD>
        <pctVal>0.0472516368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Tidewater Inc.</name>
        <lei>N/A</lei>
        <title>TIDEWATER INC COMMON STOCK</title>
        <cusip>88642R109</cusip>
        <identifiers>
          <isin value="US88642R1095"/>
          <ticker value="TDW "/>
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        <balance>11072</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167297.92</valUSD>
        <pctVal>0.0296476033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tile Shop Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TILE SHOP HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>88677Q109</cusip>
        <identifiers>
          <isin value="US88677Q1094"/>
          <ticker value="TTS "/>
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        <balance>12191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38889.29</valUSD>
        <pctVal>0.0068917428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tilly's Inc.</name>
        <lei>N/A</lei>
        <title>TILLY'S INC COMMON STOCK USD.001</title>
        <cusip>886885102</cusip>
        <identifiers>
          <isin value="US8868851028"/>
          <ticker value="TLYS "/>
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        <balance>6631</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62596.64</valUSD>
        <pctVal>0.0110930270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Timberland Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>TIMBERLAND BANCORP INC/WA COMMON STOCK USD.01</title>
        <cusip>887098101</cusip>
        <identifiers>
          <isin value="US8870981011"/>
          <ticker value="TSBK "/>
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        <balance>2152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59180</valUSD>
        <pctVal>0.0104875492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TimkenSteel Corporation</name>
        <lei>549300QZTZWHDE9HJL14</lei>
        <title>TIMKENSTEEL CORP COMMON STOCK</title>
        <cusip>887399103</cusip>
        <identifiers>
          <isin value="US8873991033"/>
          <ticker value="TMST "/>
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        <balance>12301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77373.29</valUSD>
        <pctVal>0.0137116624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tiptree Inc.</name>
        <lei>N/A</lei>
        <title>TIPTREE INC COMMON STOCK USD.001</title>
        <cusip>88822Q103</cusip>
        <identifiers>
          <isin value="US88822Q1031"/>
          <ticker value="TIPT "/>
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        <balance>8697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63314.16</valUSD>
        <pctVal>0.0112201819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Titan International Inc.</name>
        <lei>N/A</lei>
        <title>TITAN INTERNATIONAL INC COMMON STOCK</title>
        <cusip>88830M102</cusip>
        <identifiers>
          <isin value="US88830M1027"/>
          <ticker value="TWI "/>
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        <balance>16103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43478.1</valUSD>
        <pctVal>0.0077049461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Titan Machinery Inc.</name>
        <lei>549300835ZM8G0BT5C94</lei>
        <title>TITAN MACHINERY INC COMMON STOCK USD.00001</title>
        <cusip>88830R101</cusip>
        <identifiers>
          <isin value="US88830R1014"/>
          <ticker value="TITN "/>
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        <balance>5748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82426.32</valUSD>
        <pctVal>0.0146071322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TiVo Corporation</name>
        <lei>N/A</lei>
        <title>TIVO CORP COMMON STOCK USD.001</title>
        <cusip>88870P106</cusip>
        <identifiers>
          <isin value="US88870P1066"/>
          <ticker value="TIVO "/>
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        <balance>35567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>270842.71</valUSD>
        <pctVal>0.0479972328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tivity Health Inc.</name>
        <lei>U5UKZMHGMOP0CPFG4B24</lei>
        <title>TIVITY HEALTH INC COMMON STOCK USD.001</title>
        <cusip>88870R102</cusip>
        <identifiers>
          <isin value="US88870R1023"/>
          <ticker value="TVTY "/>
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        <balance>13427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223291.01</valUSD>
        <pctVal>0.0395703860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tompkins Financial Corporation</name>
        <lei>N/A</lei>
        <title>TOMPKINS FINANCIAL CORP COMMON STOCK USD.1</title>
        <cusip>890110109</cusip>
        <identifiers>
          <isin value="US8901101092"/>
          <ticker value="TMP "/>
        </identifiers>
        <balance>4036</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327440.68</valUSD>
        <pctVal>0.0580272090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tootsie Roll Industries Inc.</name>
        <lei>N/A</lei>
        <title>TOOTSIE ROLL INDUSTRIES INC COMMON STOCK USD.694</title>
        <cusip>890516107</cusip>
        <identifiers>
          <isin value="US8905161076"/>
          <ticker value="TR "/>
        </identifiers>
        <balance>4555</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169172.7</valUSD>
        <pctVal>0.0299798413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TopBuild Corp.</name>
        <lei>5493007YSKHOL4RWII46</lei>
        <title>TOPBUILD CORP COMMON STOCK</title>
        <cusip>89055F103</cusip>
        <identifiers>
          <isin value="US89055F1030"/>
          <ticker value="BLD "/>
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        <balance>9618</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>927463.74</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Towne Bank</name>
        <lei>N/A</lei>
        <title>TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667</title>
        <cusip>89214P109</cusip>
        <identifiers>
          <isin value="US89214P1093"/>
          <ticker value="TOWN "/>
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        <balance>18082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>502770.01</valUSD>
        <pctVal>0.0890980939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Transcat Inc.</name>
        <lei>54930081E40TSSHUOS40</lei>
        <title>TRANSCAT INC COMMON STOCK USD.5</title>
        <cusip>893529107</cusip>
        <identifiers>
          <isin value="US8935291075"/>
          <ticker value="TRNS "/>
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        <balance>2500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64025</valUSD>
        <pctVal>0.0113461530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TransEnterix Inc.</name>
        <lei>N/A</lei>
        <title>TRANSENTERIX INC COMMON STOCK USD.001</title>
        <cusip>89366M201</cusip>
        <identifiers>
          <isin value="US89366M2017"/>
          <ticker value="TRXC "/>
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        <balance>56255</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34866.85</valUSD>
        <pctVal>0.0061789085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Translate Bio Inc.</name>
        <lei>N/A</lei>
        <title>TRANSLATE BIO INC COMMON STOCK USD.001</title>
        <cusip>89374L104</cusip>
        <identifiers>
          <isin value="US89374L1044"/>
          <ticker value="TBIO "/>
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        <balance>8670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85919.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="87032.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>TransMedics Group Inc.</name>
        <lei>N/A</lei>
        <title>TRANSMEDICS GROUP INC COMMON STOCK</title>
        <cusip>89377M109</cusip>
        <identifiers>
          <isin value="US89377M1099"/>
          <ticker value="TMDX "/>
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        <balance>2055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48806.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="14804.000000000000"/>
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      <invstOrSec>
        <name>Trecora Resources</name>
        <lei>549300YM7091ZVQS2B12</lei>
        <title>TRECORA RESOURCES COMMON STOCK USD.1</title>
        <cusip>894648104</cusip>
        <identifiers>
          <isin value="US8946481046"/>
          <ticker value="TREC "/>
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        <balance>6629</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59793.58</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tredegar Corporation</name>
        <lei>54930003228ERHCH6K87</lei>
        <title>TREDEGAR CORP COMMON STOCK</title>
        <cusip>894650100</cusip>
        <identifiers>
          <isin value="US8946501009"/>
          <ticker value="TG "/>
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        <balance>7823</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152704.96</valUSD>
        <pctVal>0.0270615204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trex Company Inc.</name>
        <lei>N/A</lei>
        <title>TREX CO INC COMMON STOCK USD.01</title>
        <cusip>89531P105</cusip>
        <identifiers>
          <isin value="US89531P1057"/>
          <ticker value="TREX "/>
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        <balance>16615</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1510801.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TriCo Bancshares</name>
        <lei>N/A</lei>
        <title>TRICO BANCSHARES COMMON STOCK</title>
        <cusip>896095106</cusip>
        <identifiers>
          <isin value="US8960951064"/>
          <ticker value="TCBK "/>
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        <balance>6950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252285</valUSD>
        <pctVal>0.0447085391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tribune Publishing Company</name>
        <lei>549300OYS3J30M2N5272</lei>
        <title>TRIBUNE PUBLISHING CO COMMON STOCK USD.01</title>
        <cusip>89609W107</cusip>
        <identifiers>
          <isin value="US89609W1071"/>
          <ticker value="TPCO "/>
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        <balance>5949</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51042.42</valUSD>
        <pctVal>0.0090454527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tricida Inc.</name>
        <lei>N/A</lei>
        <title>TRICIDA INC COMMON STOCK</title>
        <cusip>89610F101</cusip>
        <identifiers>
          <isin value="US89610F1012"/>
          <ticker value="TCDA "/>
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        <balance>6366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196518.42</valUSD>
        <pctVal>0.0348258971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TriMas Corporation</name>
        <lei>75G1WUQ8QK4P5MZOYD78</lei>
        <title>TRIMAS CORP COMMON STOCK USD.01</title>
        <cusip>896215209</cusip>
        <identifiers>
          <isin value="US8962152091"/>
          <ticker value="TRS "/>
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        <balance>12918</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395936.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TriNet Group Inc.</name>
        <lei>N/A</lei>
        <title>TRINET GROUP INC COMMON STOCK USD.000025</title>
        <cusip>896288107</cusip>
        <identifiers>
          <isin value="US8962881079"/>
          <ticker value="TNET "/>
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        <balance>12702</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>789937.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Triple-S Management Corporation</name>
        <lei>N/A</lei>
        <title>TRIPLE-S MANAGEMENT CORP COMMON STOCK USD1.0</title>
        <cusip>896749108</cusip>
        <identifiers>
          <isin value="PR8967491088"/>
          <ticker value="GTS "/>
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        <balance>6703</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89820.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TriState Capital Holdings Inc.</name>
        <lei>5493003JKSPN0881WX29</lei>
        <title>TRISTATE CAPITAL HOLDINGS INC COMMON STOCK</title>
        <cusip>89678F100</cusip>
        <identifiers>
          <isin value="US89678F1003"/>
          <ticker value="TSC "/>
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        <balance>7310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153802.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Triumph Bancorp Inc.</name>
        <lei>5493003RNRMEVYDZ1Q52</lei>
        <title>TRIUMPH BANCORP INC COMMON STOCK USD.01</title>
        <cusip>89679E300</cusip>
        <identifiers>
          <isin value="US89679E3009"/>
          <ticker value="TBK "/>
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        <balance>7158</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>228268.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Triumph Group Inc.</name>
        <lei>5493007L6S47Q14SL582</lei>
        <title>TRIUMPH GROUP INC COMMON STOCK USD.001</title>
        <cusip>896818101</cusip>
        <identifiers>
          <isin value="US8968181011"/>
          <ticker value="TGI "/>
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        <balance>14245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>325925.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TrueCar Inc.</name>
        <lei>549300KK16488YXWVE52</lei>
        <title>TRUECAR INC COMMON STOCK USD.0001</title>
        <cusip>89785L107</cusip>
        <identifiers>
          <isin value="US89785L1070"/>
          <ticker value="TRUE "/>
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        <balance>30177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102601.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TrueBlue Inc.</name>
        <lei>N/A</lei>
        <title>TRUEBLUE INC COMMON STOCK</title>
        <cusip>89785X101</cusip>
        <identifiers>
          <isin value="US89785X1019"/>
          <ticker value="TBI "/>
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        <balance>11411</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240772.1</valUSD>
        <pctVal>0.0426682872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Trupanion Inc.</name>
        <lei>549300J86GFKIDGMQP18</lei>
        <title>TRUPANION INC COMMON STOCK USD.00001</title>
        <cusip>898202106</cusip>
        <identifiers>
          <isin value="US8982021060"/>
          <ticker value="TRUP "/>
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        <balance>8354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212358.68</valUSD>
        <pctVal>0.0376330196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="210576.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>TrustCo Bank Corp NY</name>
        <lei>N/A</lei>
        <title>TRUSTCO BANK CORP NY COMMON STOCK USD1.0</title>
        <cusip>898349105</cusip>
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          <isin value="US8983491056"/>
          <ticker value="TRST "/>
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        <balance>29634</balance>
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        <curCd>USD</curCd>
        <valUSD>241517.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AAON Inc.</name>
        <lei>N/A</lei>
        <title>AAON INC COMMON STOCK USD.004</title>
        <cusip>000360206</cusip>
        <identifiers>
          <isin value="US0003602069"/>
          <ticker value="AAON "/>
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        <balance>11651</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>535246.94</valUSD>
        <pctVal>0.0948534741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AAR CORP.</name>
        <lei>MP76T5YQX3YK5VVAQ802</lei>
        <title>AAR CORP COMMON STOCK USD1.0</title>
        <cusip>000361105</cusip>
        <identifiers>
          <isin value="US0003611052"/>
          <ticker value="AIR "/>
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        <balance>9465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390052.65</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACCO Brands Corporation</name>
        <lei>JCT8P4Y190IH4I1NX328</lei>
        <title>ACCO BRANDS CORP COMMON STOCK USD.01</title>
        <cusip>00081T108</cusip>
        <identifiers>
          <isin value="US00081T1088"/>
          <ticker value="ACCO "/>
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        <balance>28049</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276843.63</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACNB Corporation</name>
        <lei>N/A</lei>
        <title>ACNB CORP COMMON STOCK USD2.5</title>
        <cusip>000868109</cusip>
        <identifiers>
          <isin value="US0008681092"/>
          <ticker value="ACNB "/>
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        <balance>1847</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63352.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ADMA Biologics Inc.</name>
        <lei>N/A</lei>
        <title>ADMA BIOLOGICS INC COMMON STOCK USD.0001</title>
        <cusip>000899104</cusip>
        <identifiers>
          <isin value="US0008991046"/>
          <ticker value="ADMA "/>
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        <balance>15098</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67186.1</valUSD>
        <pctVal>0.0119063455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ABM Industries Incorporated</name>
        <lei>QF02R89VEIOROM77J447</lei>
        <title>ABM INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>000957100</cusip>
        <identifiers>
          <isin value="US0009571003"/>
          <ticker value="ABM "/>
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        <balance>18817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>683433.44</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMN Healthcare Services Inc.</name>
        <lei>N/A</lei>
        <title>AMN HEALTHCARE SERVICES INC COMMON STOCK USD.01</title>
        <cusip>001744101</cusip>
        <identifiers>
          <isin value="US0017441017"/>
          <ticker value="AMN "/>
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        <balance>13046</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>750927.76</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANI Pharmaceuticals Inc.</name>
        <lei>5493000T6CXTND40YH31</lei>
        <title>ANI PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>00182C103</cusip>
        <identifiers>
          <isin value="US00182C1036"/>
          <ticker value="ANIP "/>
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        <balance>2655</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193496.4</valUSD>
        <pctVal>0.0342903516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASGN Incorporated</name>
        <lei>LZBNYYCBUKY537072438</lei>
        <title>ASGN INC COMMON STOCK USD.01</title>
        <cusip>00191U102</cusip>
        <identifiers>
          <isin value="US00191U1025"/>
          <ticker value="ASGN "/>
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        <balance>14551</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>914675.86</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>A10 Networks Inc.</name>
        <lei>549300UQD4IWUML81Q35</lei>
        <title>A10 NETWORKS INC COMMON STOCK USD.00001</title>
        <cusip>002121101</cusip>
        <identifiers>
          <isin value="US0021211018"/>
          <ticker value="ATEN "/>
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        <balance>16801</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116598.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATN International Inc.</name>
        <lei>54930013NP7VEU877V56</lei>
        <title>ATN INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>00215F107</cusip>
        <identifiers>
          <isin value="US00215F1075"/>
          <ticker value="ATNI "/>
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        <balance>3135</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182989.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVX Corporation</name>
        <lei>549300DPW0ZJSVMJJM83</lei>
        <title>AVX CORP COMMON STOCK USD.01</title>
        <cusip>002444107</cusip>
        <identifiers>
          <isin value="US0024441075"/>
          <ticker value="AVX "/>
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        <balance>13184</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200396.8</valUSD>
        <pctVal>0.0355132020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AXT Inc.</name>
        <lei>N/A</lei>
        <title>AXT INC COMMON STOCK USD.001</title>
        <cusip>00246W103</cusip>
        <identifiers>
          <isin value="US00246W1036"/>
          <ticker value="AXTI "/>
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        <balance>11517</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41000.52</valUSD>
        <pctVal>0.0072658832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AZZ Inc.</name>
        <lei>N/A</lei>
        <title>AZZ INC COMMON STOCK USD1.0</title>
        <cusip>002474104</cusip>
        <identifiers>
          <isin value="US0024741045"/>
          <ticker value="AZZ "/>
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        <balance>7421</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>323258.76</valUSD>
        <pctVal>0.0572861125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Aaron's Inc.</name>
        <lei>N/A</lei>
        <title>AARON'S INC COMMON STOCK USD.5</title>
        <cusip>002535300</cusip>
        <identifiers>
          <isin value="US0025353006"/>
          <ticker value="AAN "/>
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        <balance>19054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1224410.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Abercrombie and Fitch Co.</name>
        <lei>N/A</lei>
        <title>ABERCROMBIE and FITCH CO COMMON STOCK USD.01</title>
        <cusip>002896207</cusip>
        <identifiers>
          <isin value="US0028962076"/>
          <ticker value="ANF "/>
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        <balance>18717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291985.2</valUSD>
        <pctVal>0.0517439868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Abeona Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ABEONA THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>00289Y107</cusip>
        <identifiers>
          <isin value="US00289Y1073"/>
          <ticker value="ABEO "/>
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        <balance>10648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24064.48</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Acacia Communications Inc.</name>
        <lei>549300PZLTIVLKOBPB61</lei>
        <title>ACACIA COMMUNICATIONS INC COMMON STOCK USD.0001</title>
        <cusip>00401C108</cusip>
        <identifiers>
          <isin value="US00401C1080"/>
          <ticker value="ACIA "/>
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        <balance>10640</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>695856</valUSD>
        <pctVal>0.1233157150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ACADIA Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ACADIA PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>004225108</cusip>
        <identifiers>
          <isin value="US0042251084"/>
          <ticker value="ACAD "/>
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        <balance>30048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1081427.52</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Acadia Realty Trust</name>
        <lei>N/A</lei>
        <title>ACADIA REALTY TRUST REIT USD.001</title>
        <cusip>004239109</cusip>
        <identifiers>
          <isin value="US0042391096"/>
          <ticker value="AKR "/>
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        <balance>23119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>660741.02</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Accelerate Diagnostics Inc.</name>
        <lei>N/A</lei>
        <title>ACCELERATE DIAGNOSTICS INC COMMON STOCK</title>
        <cusip>00430H102</cusip>
        <identifiers>
          <isin value="US00430H1023"/>
          <ticker value="AXDX "/>
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        <balance>7976</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148114.32</valUSD>
        <pctVal>0.0262479928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Acceleron Pharma Inc.</name>
        <lei>N/A</lei>
        <title>ACCELERON PHARMA INC COMMON STOCK USD.001</title>
        <cusip>00434H108</cusip>
        <identifiers>
          <isin value="US00434H1086"/>
          <ticker value="XLRN "/>
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        <balance>12963</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>512168.13</valUSD>
        <pctVal>0.0907635763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Accuray Incorporated</name>
        <lei>549300G28LY4TZKZJG51</lei>
        <title>ACCURAY INC COMMON STOCK USD.001</title>
        <cusip>004397105</cusip>
        <identifiers>
          <isin value="US0043971052"/>
          <ticker value="ARAY "/>
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        <balance>26968</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74701.36</valUSD>
        <pctVal>0.0132381579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AcelRx Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ACELRX PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>00444T100</cusip>
        <identifiers>
          <isin value="US00444T1007"/>
          <ticker value="ACRX "/>
        </identifiers>
        <balance>25091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55200.2</valUSD>
        <pctVal>0.0097822712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56544.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Achillion Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ACHILLION PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>00448Q201</cusip>
        <identifiers>
          <isin value="US00448Q2012"/>
          <ticker value="ACHN "/>
        </identifiers>
        <balance>41182</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148255.2</valUSD>
        <pctVal>0.0262729588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACI Worldwide Inc.</name>
        <lei>N/A</lei>
        <title>ACI WORLDWIDE INC COMMON STOCK USD.005</title>
        <cusip>004498101</cusip>
        <identifiers>
          <isin value="US0044981019"/>
          <ticker value="ACIW "/>
        </identifiers>
        <balance>31717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>993535.03</valUSD>
        <pctVal>0.1760687306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Acorda Therapeutics Inc.</name>
        <lei>5493007NPB5YRM8QGL53</lei>
        <title>ACORDA THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>00484M106</cusip>
        <identifiers>
          <isin value="US00484M1062"/>
          <ticker value="ACOR "/>
        </identifiers>
        <balance>13647</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39166.89</valUSD>
        <pctVal>0.0069409376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Actuant Corporation</name>
        <lei>IZW37BPZKUJE1QXGB081</lei>
        <title>ACTUANT CORP COMMON STOCK USD.2</title>
        <cusip>00508X203</cusip>
        <identifiers>
          <isin value="US00508X2036"/>
          <ticker value="ATU "/>
        </identifiers>
        <balance>15788</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346388.72</valUSD>
        <pctVal>0.0613850749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Acushnet Holdings Corp.</name>
        <lei>N/A</lei>
        <title>ACUSHNET HOLDINGS CORP COMMON STOCK USD.001</title>
        <cusip>005098108</cusip>
        <identifiers>
          <isin value="US0050981085"/>
          <ticker value="GOLF "/>
        </identifiers>
        <balance>10053</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>265399.2</valUSD>
        <pctVal>0.0470325644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adamas Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ADAMAS PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>00548A106</cusip>
        <identifiers>
          <isin value="US00548A1060"/>
          <ticker value="ADMS "/>
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        <balance>6653</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34030.1</valUSD>
        <pctVal>0.0060306243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Addus HomeCare Corporation</name>
        <lei>N/A</lei>
        <title>ADDUS HOMECARE CORP COMMON STOCK USD.001</title>
        <cusip>006739106</cusip>
        <identifiers>
          <isin value="US0067391062"/>
          <ticker value="ADUS "/>
        </identifiers>
        <balance>3001</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237919.28</valUSD>
        <pctVal>0.0421627264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adesto Technologies Corporation</name>
        <lei>N/A</lei>
        <title>ADESTO TECHNOLOGIES CORP COMMON STOCK USD.0001</title>
        <cusip>00687D101</cusip>
        <identifiers>
          <isin value="US00687D1019"/>
          <ticker value="IOTS "/>
        </identifiers>
        <balance>8377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71707.12</valUSD>
        <pctVal>0.0127075354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="71791.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Adtalem Global Education Inc.</name>
        <lei>549300Z467EZLMODV621</lei>
        <title>ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01</title>
        <cusip>00737L103</cusip>
        <identifiers>
          <isin value="US00737L1035"/>
          <ticker value="ATGE "/>
        </identifiers>
        <balance>15921</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>606430.89</valUSD>
        <pctVal>0.1074682963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ADTRAN Inc.</name>
        <lei>549300XWTHXJVGKWU616</lei>
        <title>ADTRAN INC COMMON STOCK USD.01</title>
        <cusip>00738A106</cusip>
        <identifiers>
          <isin value="US00738A1060"/>
          <ticker value="ADTN "/>
        </identifiers>
        <balance>13476</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152885.22</valUSD>
        <pctVal>0.0270934651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Advanced Emissions Solutions Inc.</name>
        <lei>N/A</lei>
        <title>ADVANCED EMISSIONS SOLUTIONS I COMMON STOCK</title>
        <cusip>00770C101</cusip>
        <identifiers>
          <isin value="US00770C1018"/>
          <ticker value="ADES "/>
        </identifiers>
        <balance>5208</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77286.72</valUSD>
        <pctVal>0.0136963210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="73797.000000000000"/>
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      <invstOrSec>
        <name>Aegion Corporation</name>
        <lei>549300AG3DVJURRIT691</lei>
        <title>AEGION CORP COMMON STOCK USD.01</title>
        <cusip>00770F104</cusip>
        <identifiers>
          <isin value="US00770F1049"/>
          <ticker value="AEGN "/>
        </identifiers>
        <balance>9082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>194173.16</valUSD>
        <pctVal>0.0344102832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aerie Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>AERIE PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>00771V108</cusip>
        <identifiers>
          <isin value="US00771V1089"/>
          <ticker value="AERI "/>
        </identifiers>
        <balance>12191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234311.02</valUSD>
        <pctVal>0.0415232907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="252720.000000000000"/>
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      <invstOrSec>
        <name>Aeglea BioTherapeutics Inc.</name>
        <lei>N/A</lei>
        <title>AEGLEA BIOTHERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>00773J103</cusip>
        <identifiers>
          <isin value="US00773J1034"/>
          <ticker value="AGLE "/>
        </identifiers>
        <balance>9046</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69563.74</valUSD>
        <pctVal>0.0123276976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AdvanSix Inc.</name>
        <lei>5493009TPRODMCAZLF67</lei>
        <title>ADVANSIX INC COMMON STOCK USD.01</title>
        <cusip>00773T101</cusip>
        <identifiers>
          <isin value="US00773T1016"/>
          <ticker value="ASIX "/>
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        <balance>7929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203933.88</valUSD>
        <pctVal>0.0361400235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adverum Biotechnologies Inc.</name>
        <lei>N/A</lei>
        <title>ADVERUM BIOTECHNOLOGIES INC COMMON STOCK USD.0001</title>
        <cusip>00773U108</cusip>
        <identifiers>
          <isin value="US00773U1088"/>
          <ticker value="ADVM "/>
        </identifiers>
        <balance>15589</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84960.05</valUSD>
        <pctVal>0.0150561457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aerojet Rocketdyne Holdings Inc.</name>
        <lei>549300VULNLWHE8QWI76</lei>
        <title>AEROJET ROCKETDYNE HOLDINGS IN COMMON STOCK USD.1</title>
        <cusip>007800105</cusip>
        <identifiers>
          <isin value="US0078001056"/>
          <ticker value="AJRD "/>
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        <balance>20744</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1047779.44</valUSD>
        <pctVal>0.1856816221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Drainage Systems Inc.</name>
        <lei>6QQTOZ5MF5DHM7K92I60</lei>
        <title>ADVANCED DRAINAGE SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>00790R104</cusip>
        <identifiers>
          <isin value="US00790R1041"/>
          <ticker value="WMS "/>
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        <balance>10377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>334865.79</valUSD>
        <pctVal>0.0593430456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Advanced Disposal Services Inc.</name>
        <lei>549300ML1GEF4BKIM713</lei>
        <title>ADVANCED DISPOSAL SERVICES INC COMMON STOCK USD.01</title>
        <cusip>00790X101</cusip>
        <identifiers>
          <isin value="US00790X1019"/>
          <ticker value="ADSW "/>
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        <balance>20537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>668890.09</valUSD>
        <pctVal>0.1185369670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Advanced Energy Industries Inc.</name>
        <lei>549300756XI3QLFT2U27</lei>
        <title>ADVANCED ENERGY INDUSTRIES INC COMMON STOCK USD.001</title>
        <cusip>007973100</cusip>
        <identifiers>
          <isin value="US0079731008"/>
          <ticker value="AEIS "/>
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        <balance>10836</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>622094.76</valUSD>
        <pctVal>0.1102441599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AeroVironment Inc.</name>
        <lei>N/A</lei>
        <title>AEROVIRONMENT INC COMMON STOCK USD.0001</title>
        <cusip>008073108</cusip>
        <identifiers>
          <isin value="US0080731088"/>
          <ticker value="AVAV "/>
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        <balance>6152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329501.12</valUSD>
        <pctVal>0.0583923487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Agenus Inc.</name>
        <lei>N/A</lei>
        <title>AGENUS INC COMMON STOCK USD.01</title>
        <cusip>00847G705</cusip>
        <identifiers>
          <isin value="US00847G7051"/>
          <ticker value="AGEN "/>
        </identifiers>
        <balance>32563</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84012.54</valUSD>
        <pctVal>0.0148882333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="49918.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Agilysys Inc.</name>
        <lei>N/A</lei>
        <title>AGILYSYS INC COMMON STOCK USD.3</title>
        <cusip>00847J105</cusip>
        <identifiers>
          <isin value="US00847J1051"/>
          <ticker value="AGYS "/>
        </identifiers>
        <balance>5500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140855</valUSD>
        <pctVal>0.0249615366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Agree Realty Corporation</name>
        <lei>N/A</lei>
        <title>AGREE REALTY CORP REIT USD.0001</title>
        <cusip>008492100</cusip>
        <identifiers>
          <isin value="US0084921008"/>
          <ticker value="ADC "/>
        </identifiers>
        <balance>10993</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>804137.95</valUSD>
        <pctVal>0.1425048376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aimmune Therapeutics Inc.</name>
        <lei>549300WDF7T2EVBC1877</lei>
        <title>AIMMUNE THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>00900T107</cusip>
        <identifiers>
          <isin value="US00900T1079"/>
          <ticker value="AIMT "/>
        </identifiers>
        <balance>13022</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>272680.68</valUSD>
        <pctVal>0.0483229476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Transport Services Group Inc.</name>
        <lei>5493000F3MSFGIXTQE27</lei>
        <title>AIR TRANSPORT SERVICES GROUP I COMMON STOCK USD.01</title>
        <cusip>00922R105</cusip>
        <identifiers>
          <isin value="US00922R1059"/>
          <ticker value="ATSG "/>
        </identifiers>
        <balance>16832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>353808.64</valUSD>
        <pctVal>0.0626999917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cross Country Healthcare Inc.</name>
        <lei>N/A</lei>
        <title>CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001</title>
        <cusip>227483104</cusip>
        <identifiers>
          <isin value="US2274831047"/>
          <ticker value="CCRN "/>
        </identifiers>
        <balance>10783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111064.9</valUSD>
        <pctVal>0.0196823014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CryoLife Inc.</name>
        <lei>N/A</lei>
        <title>CRYOLIFE INC COMMON STOCK USD.01</title>
        <cusip>228903100</cusip>
        <identifiers>
          <isin value="US2289031005"/>
          <ticker value="CRY "/>
        </identifiers>
        <balance>10374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>281654.1</valUSD>
        <pctVal>0.0499131670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cryoport Inc.</name>
        <lei>N/A</lei>
        <title>CRYOPORT INC COMMON STOCK USD.001</title>
        <cusip>229050307</cusip>
        <identifiers>
          <isin value="US2290503075"/>
          <ticker value="CYRX "/>
        </identifiers>
        <balance>8679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141945.05</valUSD>
        <pctVal>0.0251547092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cubic Corporation</name>
        <lei>6HHLXIOGCDNZ4IRAIW26</lei>
        <title>CUBIC CORP COMMON STOCK</title>
        <cusip>229669106</cusip>
        <identifiers>
          <isin value="US2296691064"/>
          <ticker value="CUB "/>
        </identifiers>
        <balance>8889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>626052.27</valUSD>
        <pctVal>0.1109454877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cue Biopharma Inc.</name>
        <lei>N/A</lei>
        <title>CUE BIOPHARMA INC COMMON STOCK USD.001</title>
        <cusip>22978P106</cusip>
        <identifiers>
          <isin value="US22978P1066"/>
          <ticker value="CUE "/>
        </identifiers>
        <balance>6408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54019.44</valUSD>
        <pctVal>0.0095730235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Culp Inc.</name>
        <lei>549300BIJZDD8EVS1U89</lei>
        <title>CULP INC COMMON STOCK USD.05</title>
        <cusip>230215105</cusip>
        <identifiers>
          <isin value="US2302151053"/>
          <ticker value="CULP "/>
        </identifiers>
        <balance>3773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61499.9</valUSD>
        <pctVal>0.0108986689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cumulus Media Inc</name>
        <lei>N/A</lei>
        <title>CUMULUS MEDIA INC COMMON STOCK USD.01</title>
        <cusip>231082801</cusip>
        <identifiers>
          <isin value="US2310828015"/>
          <ticker value="CMLS "/>
        </identifiers>
        <balance>4333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63001.82</valUSD>
        <pctVal>0.0111648308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56364.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Curo Group Holdings Corp.</name>
        <lei>N/A</lei>
        <title>CURO GROUP HOLDINGS CORP COMMON STOCK</title>
        <cusip>23131L107</cusip>
        <identifiers>
          <isin value="US23131L1070"/>
          <ticker value="CURO "/>
        </identifiers>
        <balance>5267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69945.76</valUSD>
        <pctVal>0.0123953970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Customers Bancorp Inc.</name>
        <lei>549300WLBCHYKZ53FN68</lei>
        <title>CUSTOMERS BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>23204G100</cusip>
        <identifiers>
          <isin value="US23204G1004"/>
          <ticker value="CUBI "/>
        </identifiers>
        <balance>8271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171540.54</valUSD>
        <pctVal>0.0303994567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cutera Inc.</name>
        <lei>N/A</lei>
        <title>CUTERA INC COMMON STOCK USD.001</title>
        <cusip>232109108</cusip>
        <identifiers>
          <isin value="US2321091082"/>
          <ticker value="CUTR "/>
        </identifiers>
        <balance>4179</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122152.17</valUSD>
        <pctVal>0.0216471255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cyclerion Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>CYCLERION THERAPEUTICS INC COMMON STOCK NPV</title>
        <cusip>23255M105</cusip>
        <identifiers>
          <isin value="US23255M1053"/>
          <ticker value="CYCN "/>
        </identifiers>
        <balance>7387</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89530.44</valUSD>
        <pctVal>0.0158660847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CymaBay Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>CYMABAY THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>23257D103</cusip>
        <identifiers>
          <isin value="US23257D1037"/>
          <ticker value="CBAY "/>
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        <balance>20424</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104570.88</valUSD>
        <pctVal>0.0185314675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hersha Hospitality Trust</name>
        <lei>549300DNC58BIN1VO064</lei>
        <title>HERSHA HOSPITALITY TRUST REIT USD.01</title>
        <cusip>427825500</cusip>
        <identifiers>
          <isin value="US4278255009"/>
          <ticker value="HT "/>
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        <balance>10120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150585.6</valUSD>
        <pctVal>0.0266859392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Heska Corporation</name>
        <lei>N/A</lei>
        <title>HESKA CORP COMMON STOCK USD.001</title>
        <cusip>42805E306</cusip>
        <identifiers>
          <isin value="US42805E3062"/>
          <ticker value="HSKA "/>
        </identifiers>
        <balance>2019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143086.53</valUSD>
        <pctVal>0.0253569959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hertz Global Holdings Inc.</name>
        <lei>549300NBK3K85MH1EX16</lei>
        <title>HERTZ GLOBAL HLDGS INC RTS COMMON STOCK USD.01</title>
        <cusip>42806J106</cusip>
        <identifiers>
          <isin value="US42806J1060"/>
          <ticker value="HTZ "/>
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        <balance>29004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401415.36</valUSD>
        <pctVal>0.0711365888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hibbett Sports Inc.</name>
        <lei>N/A</lei>
        <title>HIBBETT SPORTS INC COMMON STOCK USD.01</title>
        <cusip>428567101</cusip>
        <identifiers>
          <isin value="US4285671016"/>
          <ticker value="HIBB "/>
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        <balance>5177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118553.3</valUSD>
        <pctVal>0.0210093539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HighPoint Resources Corporation</name>
        <lei>N/A</lei>
        <title>HIGHPOINT RESOURCES CORP COMMON STOCK USD.001</title>
        <cusip>43114K108</cusip>
        <identifiers>
          <isin value="US43114K1088"/>
          <ticker value="HPR "/>
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        <balance>35528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56489.52</valUSD>
        <pctVal>0.0100107573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hillenbrand Inc.</name>
        <lei>U246OE781574J2BUD366</lei>
        <title>HILLENBRAND INC COMMON STOCK</title>
        <cusip>431571108</cusip>
        <identifiers>
          <isin value="US4315711089"/>
          <ticker value="HI "/>
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        <balance>17557</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>542160.16</valUSD>
        <pctVal>0.0960785964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilltop Holdings Inc.</name>
        <lei>54930010TA543US0PM65</lei>
        <title>HILLTOP HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>432748101</cusip>
        <identifiers>
          <isin value="US4327481010"/>
          <ticker value="HTH "/>
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        <balance>20274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>484345.86</valUSD>
        <pctVal>0.0858330690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hingham Institution for Savings The</name>
        <lei>N/A</lei>
        <title>HINGHAM INSTITUTION FOR SAVING COMMON STOCK USD1.0</title>
        <cusip>433323102</cusip>
        <identifiers>
          <isin value="US4333231029"/>
          <ticker value="HIFS "/>
        </identifiers>
        <balance>471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89019</valUSD>
        <pctVal>0.0157754501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Home BancShares Inc.</name>
        <lei>N/A</lei>
        <title>HOME BANCSHARES INC/AR COMMON STOCK USD.01</title>
        <cusip>436893200</cusip>
        <identifiers>
          <isin value="US4368932004"/>
          <ticker value="HOMB "/>
        </identifiers>
        <balance>43912</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>825326.04</valUSD>
        <pctVal>0.1462596726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Home Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>HOME BANCORP INC COMMON STOCK USD.01</title>
        <cusip>43689E107</cusip>
        <identifiers>
          <isin value="US43689E1073"/>
          <ticker value="HBCP "/>
        </identifiers>
        <balance>2486</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96929.14</valUSD>
        <pctVal>0.0171772410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HomeStreet Inc.</name>
        <lei>N/A</lei>
        <title>HOMESTREET INC COMMON STOCK</title>
        <cusip>43785V102</cusip>
        <identifiers>
          <isin value="US43785V1026"/>
          <ticker value="HMST "/>
        </identifiers>
        <balance>7072</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193207.04</valUSD>
        <pctVal>0.0342390729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lawson Products Inc.</name>
        <lei>N/A</lei>
        <title>LAWSON PRODUCTS INC/DE COMMON STOCK USD1.0</title>
        <cusip>520776105</cusip>
        <identifiers>
          <isin value="US5207761058"/>
          <ticker value="LAWS "/>
        </identifiers>
        <balance>1433</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55500.09</valUSD>
        <pctVal>0.0098354161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LegacyTexas Financial Group Inc.</name>
        <lei>5493003WRRL7ZRXZ5630</lei>
        <title>LEGACYTEXAS FINANCIAL GROUP IN COMMON STOCK USD.01</title>
        <cusip>52471Y106</cusip>
        <identifiers>
          <isin value="US52471Y1064"/>
          <ticker value="LTXB "/>
        </identifiers>
        <balance>13819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>601541.07</valUSD>
        <pctVal>0.1066017497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LeMaitre Vascular Inc.</name>
        <lei>549300FZUBUB7MHY8R17</lei>
        <title>LEMAITRE VASCULAR INC COMMON STOCK USD.01</title>
        <cusip>525558201</cusip>
        <identifiers>
          <isin value="US5255582018"/>
          <ticker value="LMAT "/>
        </identifiers>
        <balance>4799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164029.82</valUSD>
        <pctVal>0.0290684488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LendingClub Corporation</name>
        <lei>549300YC50YO7Y1OJR92</lei>
        <title>LENDINGCLUB CORP COMMON STOCK USD.01</title>
        <cusip>52603A208</cusip>
        <identifiers>
          <isin value="US52603A2087"/>
          <ticker value="LCN "/>
        </identifiers>
        <balance>18933</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247643.64</valUSD>
        <pctVal>0.0438860232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lexicon Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>LEXICON PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>528872302</cusip>
        <identifiers>
          <isin value="US5288723027"/>
          <ticker value="LXRX "/>
        </identifiers>
        <balance>13214</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39774.14</valUSD>
        <pctVal>0.0070485510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="43053.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Lexington Realty Trust</name>
        <lei>549300S4MH2ICXDBFV43</lei>
        <title>LEXINGTON REALTY TRUST REIT USD.0001</title>
        <cusip>529043101</cusip>
        <identifiers>
          <isin value="US5290431015"/>
          <ticker value="LXP "/>
        </identifiers>
        <balance>64973</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>665973.25</valUSD>
        <pctVal>0.1180200609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Oilfield Services Inc.</name>
        <lei>N/A</lei>
        <title>LIBERTY OILFIELD SERVICES INC COMMON STOCK</title>
        <cusip>53115L104</cusip>
        <identifiers>
          <isin value="US53115L1044"/>
          <ticker value="LBRT "/>
        </identifiers>
        <balance>14832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160630.56</valUSD>
        <pctVal>0.0284660510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="90504.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Media Corp-Liberty Braves</name>
        <lei>N/A</lei>
        <title>LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK</title>
        <cusip>531229706</cusip>
        <identifiers>
          <isin value="US5312297063"/>
          <ticker value="BATRA "/>
        </identifiers>
        <balance>3389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94315.87</valUSD>
        <pctVal>0.0167141319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Media Corp-Liberty Braves</name>
        <lei>N/A</lei>
        <title>LIBERTY MEDIA CORP-LIBERTY BRA TRACKING STK</title>
        <cusip>531229888</cusip>
        <identifiers>
          <isin value="US5312298889"/>
          <ticker value="BATRK "/>
        </identifiers>
        <balance>9941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275862.75</valUSD>
        <pctVal>0.0488868563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty TripAdvisor Holdings Inc.</name>
        <lei>N/A</lei>
        <title>LIBERTY TRIPADVISOR HDG A COMMON STOCK USD.01</title>
        <cusip>531465102</cusip>
        <identifiers>
          <isin value="US5314651028"/>
          <ticker value="LTRPA "/>
        </identifiers>
        <balance>20980</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197421.8</valUSD>
        <pctVal>0.0349859891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ligand Pharmaceuticals Incorporated</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>53220K504</cusip>
        <identifiers>
          <isin value="US53220K5048"/>
          <ticker value="LGND "/>
        </identifiers>
        <balance>5272</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>524774.88</valUSD>
        <pctVal>0.0929976741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="512564.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>LifeVantage Corporation</name>
        <lei>5493001Z5YYT109QZ980</lei>
        <title>LIFEVANTAGE CORP COMMON STOCK USD.0001</title>
        <cusip>53222K205</cusip>
        <identifiers>
          <isin value="US53222K2050"/>
          <ticker value="LFVN "/>
        </identifiers>
        <balance>4540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62198</valUSD>
        <pctVal>0.0110223823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Limelight Networks Inc.</name>
        <lei>N/A</lei>
        <title>LIMELIGHT NETWORKS INC COMMON STOCK USD.001</title>
        <cusip>53261M104</cusip>
        <identifiers>
          <isin value="US53261M1045"/>
          <ticker value="LLNW "/>
        </identifiers>
        <balance>34632</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104934.96</valUSD>
        <pctVal>0.0185959877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Limoneira Company</name>
        <lei>549300UCPZVJGYHI7550</lei>
        <title>LIMONEIRA CO COMMON STOCK USD.01</title>
        <cusip>532746104</cusip>
        <identifiers>
          <isin value="US5327461043"/>
          <ticker value="LMNR "/>
        </identifiers>
        <balance>4915</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90239.4</valUSD>
        <pctVal>0.0159917226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lindblad Expeditions Holdings Inc.</name>
        <lei>549300GSPW24GZE6R597</lei>
        <title>LINDBLAD EXPEDITIONS HOLDINGS COMMON STOCK USD.0001</title>
        <cusip>535219109</cusip>
        <identifiers>
          <isin value="US5352191093"/>
          <ticker value="LIND "/>
        </identifiers>
        <balance>6885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115392.6</valUSD>
        <pctVal>0.0204492323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lindsay Corporation</name>
        <lei>549300ZFO0QG5H8TPI61</lei>
        <title>LINDSAY CORP COMMON STOCK USD1.0</title>
        <cusip>535555106</cusip>
        <identifiers>
          <isin value="US5355551061"/>
          <ticker value="LNN "/>
        </identifiers>
        <balance>3079</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>285885.15</valUSD>
        <pctVal>0.0506629700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liquidity Services Inc.</name>
        <lei>N/A</lei>
        <title>LIQUIDITY SERVICES INC COMMON STOCK USD.001</title>
        <cusip>53635B107</cusip>
        <identifiers>
          <isin value="US53635B1070"/>
          <ticker value="LQDT "/>
        </identifiers>
        <balance>9103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67362.2</valUSD>
        <pctVal>0.0119375530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lithia Motors Inc.</name>
        <lei>SE8N1EZEHPZQBCBVKD53</lei>
        <title>LITHIA MOTORS INC COMMON STOCK</title>
        <cusip>536797103</cusip>
        <identifiers>
          <isin value="US5367971034"/>
          <ticker value="LAD "/>
        </identifiers>
        <balance>6261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>828831.18</valUSD>
        <pctVal>0.1468808339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Live Oak Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>LIVE OAK BANCSHARES INC COMMON STOCK NPV</title>
        <cusip>53803X105</cusip>
        <identifiers>
          <isin value="US53803X1054"/>
          <ticker value="LOB "/>
        </identifiers>
        <balance>7770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140637</valUSD>
        <pctVal>0.0249229039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Children's Place Incorporated</name>
        <lei>549300BGVK2OO5O7TC19</lei>
        <title>CHILDREN'S PLACE INC/THE COMMON STOCK USD.1</title>
        <cusip>168905107</cusip>
        <identifiers>
          <isin value="US1689051076"/>
          <ticker value="PLCE "/>
        </identifiers>
        <balance>4361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335753.39</valUSD>
        <pctVal>0.0595003411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="53809.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chimerix Inc.</name>
        <lei>N/A</lei>
        <title>CHIMERIX INC COMMON STOCK USD.001</title>
        <cusip>16934W106</cusip>
        <identifiers>
          <isin value="US16934W1062"/>
          <ticker value="CMRX "/>
        </identifiers>
        <balance>16170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37999.5</valUSD>
        <pctVal>0.0067340592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ChromaDex Corporation</name>
        <lei>N/A</lei>
        <title>CHROMADEX CORP COMMON STOCK USD.001</title>
        <cusip>171077407</cusip>
        <identifiers>
          <isin value="US1710774076"/>
          <ticker value="CDXC "/>
        </identifiers>
        <balance>13161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51788.54</valUSD>
        <pctVal>0.0091776759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="53690.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Churchill Downs Incorporated</name>
        <lei>N/A</lei>
        <title>CHURCHILL DOWNS INC COMMON STOCK</title>
        <cusip>171484108</cusip>
        <identifiers>
          <isin value="US1714841087"/>
          <ticker value="CHDN "/>
        </identifiers>
        <balance>9958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1229364.89</valUSD>
        <pctVal>0.2178611816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chuy's Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CHUY'S HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>171604101</cusip>
        <identifiers>
          <isin value="US1716041017"/>
          <ticker value="CHUY "/>
        </identifiers>
        <balance>5035</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124666.6</valUSD>
        <pctVal>0.0220927188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cincinnati Bell Inc.</name>
        <lei>N/A</lei>
        <title>CINCINNATI BELL INC COMMON STOCK USD.01</title>
        <cusip>171871502</cusip>
        <identifiers>
          <isin value="US1718715022"/>
          <ticker value="CBB "/>
        </identifiers>
        <balance>15451</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78336.57</valUSD>
        <pctVal>0.0138823695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIRCOR International Inc.</name>
        <lei>5493007701O01N3FQM69</lei>
        <title>CIRCOR INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>17273K109</cusip>
        <identifiers>
          <isin value="US17273K1097"/>
          <ticker value="CIR "/>
        </identifiers>
        <balance>5628</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211331.4</valUSD>
        <pctVal>0.0374509707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cirrus Logic Inc.</name>
        <lei>549300NKSJEM5ZZSSV18</lei>
        <title>CIRRUS LOGIC INC COMMON STOCK USD.001</title>
        <cusip>172755100</cusip>
        <identifiers>
          <isin value="US1727551004"/>
          <ticker value="CRUS "/>
        </identifiers>
        <balance>16434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>880533.72</valUSD>
        <pctVal>0.1560432694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citizens and Northern Corporation</name>
        <lei>N/A</lei>
        <title>CITIZENS and NORTHERN CORP COMMON STOCK USD1.0</title>
        <cusip>172922106</cusip>
        <identifiers>
          <isin value="US1729221069"/>
          <ticker value="CZNC "/>
        </identifiers>
        <balance>3629</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95370.12</valUSD>
        <pctVal>0.0169009602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citi Trends Inc.</name>
        <lei>N/A</lei>
        <title>CITI TRENDS INC COMMON STOCK USD.01</title>
        <cusip>17306X102</cusip>
        <identifiers>
          <isin value="US17306X1028"/>
          <ticker value="CTRN "/>
        </identifiers>
        <balance>3727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68204.1</valUSD>
        <pctVal>0.0120867498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citizens Inc.</name>
        <lei>N/A</lei>
        <title>CITIZENS INC/TX COMMON STOCK</title>
        <cusip>174740100</cusip>
        <identifiers>
          <isin value="US1747401008"/>
          <ticker value="CIA "/>
        </identifiers>
        <balance>13973</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95994.51</valUSD>
        <pctVal>0.0170116111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="82368.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>City Holding Company</name>
        <lei>N/A</lei>
        <title>CITY HOLDING CO COMMON STOCK USD2.5</title>
        <cusip>177835105</cusip>
        <identifiers>
          <isin value="US1778351056"/>
          <ticker value="CHCO "/>
        </identifiers>
        <balance>4412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>336415</valUSD>
        <pctVal>0.0596175879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferro Corporation</name>
        <lei>1YTO5R7OHOPE81ZNYD08</lei>
        <title>FERRO CORP COMMON STOCK USD1.0</title>
        <cusip>315405100</cusip>
        <identifiers>
          <isin value="US3154051003"/>
          <ticker value="FOE "/>
        </identifiers>
        <balance>23274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276029.64</valUSD>
        <pctVal>0.0489164316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FibroGen Inc.</name>
        <lei>549300Q914ULWWY95822</lei>
        <title>FIBROGEN INC COMMON STOCK USD.01</title>
        <cusip>31572Q808</cusip>
        <identifiers>
          <isin value="US31572Q8087"/>
          <ticker value="FGEN "/>
        </identifiers>
        <balance>22198</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>820882.04</valUSD>
        <pctVal>0.1454721317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>City Office REIT Inc.</name>
        <lei>5493003J7157VP25NL57</lei>
        <title>CITY OFFICE REIT INC REIT USD.01</title>
        <cusip>178587101</cusip>
        <identifiers>
          <isin value="US1785871013"/>
          <ticker value="CIO "/>
        </identifiers>
        <balance>12195</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175486.05</valUSD>
        <pctVal>0.0310986580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Civista Bancshares Inc.</name>
        <lei>5493001LX61Z2UVYSC48</lei>
        <title>CIVISTA BANCSHARES INC COMMON STOCK</title>
        <cusip>178867107</cusip>
        <identifiers>
          <isin value="US1788671071"/>
          <ticker value="CIVB "/>
        </identifiers>
        <balance>4249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92330.77</valUSD>
        <pctVal>0.0163623435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Fidelity Deposit and Discount Bank</name>
        <lei>N/A</lei>
        <title>FIDELITY DandD BANCORP INC COMMON STOCK</title>
        <cusip>31609R100</cusip>
        <identifiers>
          <isin value="US31609R1005"/>
          <ticker value="FDBC "/>
        </identifiers>
        <balance>908</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56523</valUSD>
        <pctVal>0.0100166905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="49288.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiesta Restaurant Group Inc.</name>
        <lei>N/A</lei>
        <title>FIESTA RESTAURANT GROUP INC COMMON STOCK USD.01</title>
        <cusip>31660B101</cusip>
        <identifiers>
          <isin value="US31660B1017"/>
          <ticker value="FRGI "/>
        </identifiers>
        <balance>6917</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72075.14</valUSD>
        <pctVal>0.0127727539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clarus Corporation</name>
        <lei>F174K6FB0TWGSP17QZ32</lei>
        <title>CLARUS CORP COMMON STOCK USD.0001</title>
        <cusip>18270P109</cusip>
        <identifiers>
          <isin value="US18270P1093"/>
          <ticker value="CLAR "/>
        </identifiers>
        <balance>7458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87445.05</valUSD>
        <pctVal>0.0154965235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clean Energy Fuels Corp.</name>
        <lei>N/A</lei>
        <title>CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001</title>
        <cusip>184499101</cusip>
        <identifiers>
          <isin value="US1844991018"/>
          <ticker value="CLNE "/>
        </identifiers>
        <balance>39257</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81065.71</valUSD>
        <pctVal>0.0143660125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Financial Institutions Inc.</name>
        <lei>N/A</lei>
        <title>FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01</title>
        <cusip>317585404</cusip>
        <identifiers>
          <isin value="US3175854047"/>
          <ticker value="FISI "/>
        </identifiers>
        <balance>4598</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138767.64</valUSD>
        <pctVal>0.0245916263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The First Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>FIRST BANCORP INC/ME COMMON STOCK USD.01</title>
        <cusip>31866P102</cusip>
        <identifiers>
          <isin value="US31866P1021"/>
          <ticker value="FNLC "/>
        </identifiers>
        <balance>3161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86895.89</valUSD>
        <pctVal>0.0153992044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clear Channel Outdoor Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CLEAR CHANNEL OUTDOOR HOLDINGS COMMON STOCK</title>
        <cusip>18453H106</cusip>
        <identifiers>
          <isin value="US18453H1068"/>
          <ticker value="CCO "/>
        </identifiers>
        <balance>12932</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32588.64</valUSD>
        <pctVal>0.0057751768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clearfield Inc.</name>
        <lei>N/A</lei>
        <title>CLEARFIELD INC COMMON STOCK USD.01</title>
        <cusip>18482P103</cusip>
        <identifiers>
          <isin value="US18482P1030"/>
          <ticker value="CLFD "/>
        </identifiers>
        <balance>3483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41273.55</valUSD>
        <pctVal>0.0073142681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clearwater Paper Corporation</name>
        <lei>549300HCVV19GXN4P292</lei>
        <title>CLEARWATER PAPER CORP COMMON STOCK USD.0001</title>
        <cusip>18538R103</cusip>
        <identifiers>
          <isin value="US18538R1032"/>
          <ticker value="CLW "/>
        </identifiers>
        <balance>5008</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105768.96</valUSD>
        <pctVal>0.0187437845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clearway Energy Inc.</name>
        <lei>549300LHAZ9HA9G3XC48</lei>
        <title>CLEARWAY ENERGY INC COMMON STOCK USD.01</title>
        <cusip>18539C105</cusip>
        <identifiers>
          <isin value="US18539C1053"/>
          <ticker value="CWEN/A "/>
        </identifiers>
        <balance>11026</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>191190.84</valUSD>
        <pctVal>0.0338817731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clearway Energy Inc.</name>
        <lei>549300LHAZ9HA9G3XC48</lei>
        <title>CLEARWAY ENERGY INC COMMON STOCK</title>
        <cusip>18539C204</cusip>
        <identifiers>
          <isin value="US18539C2044"/>
          <ticker value="CWEN "/>
        </identifiers>
        <balance>19976</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364562</valUSD>
        <pctVal>0.0646056421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cleveland-Cliffs Inc.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>CLEVELAND-CLIFFS INC COMMON STOCK USD.125</title>
        <cusip>185899101</cusip>
        <identifiers>
          <isin value="US1858991011"/>
          <ticker value="CLF "/>
        </identifiers>
        <balance>76619</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>553189.18</valUSD>
        <pctVal>0.0980330977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="560162.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Emerald Expositions Events Inc.</name>
        <lei>N/A</lei>
        <title>EMERALD EXPOSITIONS EVENTS INC COMMON STOCK USD.01</title>
        <cusip>29103B100</cusip>
        <identifiers>
          <isin value="US29103B1008"/>
          <ticker value="EEX "/>
        </identifiers>
        <balance>7694</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74862.62</valUSD>
        <pctVal>0.0132667355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Employers Holdings Inc.</name>
        <lei>N/A</lei>
        <title>EMPLOYERS HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>292218104</cusip>
        <identifiers>
          <isin value="US2922181043"/>
          <ticker value="EIG "/>
        </identifiers>
        <balance>8770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382196.6</valUSD>
        <pctVal>0.0677307475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enanta Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ENANTA PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>29251M106</cusip>
        <identifiers>
          <isin value="US29251M1062"/>
          <ticker value="ENTA "/>
        </identifiers>
        <balance>4939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296735.12</valUSD>
        <pctVal>0.0525857411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encore Capital Group Inc.</name>
        <lei>5493000UVC6H49CIH830</lei>
        <title>ENCORE CAPITAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>292554102</cusip>
        <identifiers>
          <isin value="US2925541029"/>
          <ticker value="ECPG "/>
        </identifiers>
        <balance>8842</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294659.65</valUSD>
        <pctVal>0.0522179379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="296814.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First BanCorp.</name>
        <lei>5493000C44WC17AV1S09</lei>
        <title>FIRST BANCORP/PUERTO RICO COMMON STOCK USD.1</title>
        <cusip>318672706</cusip>
        <identifiers>
          <isin value="PR3186727065"/>
          <ticker value="FBP "/>
        </identifiers>
        <balance>60965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>608430.7</valUSD>
        <pctVal>0.1078226915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Bancorp</name>
        <lei>N/A</lei>
        <title>FIRST BANCORP/SOUTHERN PINES N COMMON STOCK</title>
        <cusip>318910106</cusip>
        <identifiers>
          <isin value="US3189101062"/>
          <ticker value="FBNC "/>
        </identifiers>
        <balance>8286</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297467.4</valUSD>
        <pctVal>0.0527155117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The First Bancshares Inc.</name>
        <lei>5493006DL5RXJODMAF36</lei>
        <title>FIRST BANCSHARES INC/THE COMMON STOCK USD1.0</title>
        <cusip>318916103</cusip>
        <identifiers>
          <isin value="US3189161033"/>
          <ticker value="FBMS "/>
        </identifiers>
        <balance>3585</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115795.5</valUSD>
        <pctVal>0.0205206320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Bank</name>
        <lei>N/A</lei>
        <title>FIRST BANK/HAMILTON NJ COMMON STOCK USD.01</title>
        <cusip>31931U102</cusip>
        <identifiers>
          <isin value="US31931U1025"/>
          <ticker value="FRBA "/>
        </identifiers>
        <balance>5475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59294.25</valUSD>
        <pctVal>0.0105077959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encore Wire Corporation</name>
        <lei>N/A</lei>
        <title>ENCORE WIRE CORP COMMON STOCK USD.01</title>
        <cusip>292562105</cusip>
        <identifiers>
          <isin value="US2925621052"/>
          <ticker value="WIRE "/>
        </identifiers>
        <balance>5848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329125.44</valUSD>
        <pctVal>0.0583257728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Endo International plc</name>
        <lei>N/A</lei>
        <title>ENDO INTERNATIONAL PLC COMMON STOCK USD.0001</title>
        <cusip>29264F205</cusip>
        <identifiers>
          <isin value="IE00BJ3V9050"/>
          <ticker value="ENDP "/>
        </identifiers>
        <balance>64744</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>207828.24</valUSD>
        <pctVal>0.0368301603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Busey Corporation</name>
        <lei>549300X4ZNLYSX7GUY60</lei>
        <title>FIRST BUSEY CORP COMMON STOCK USD.001</title>
        <cusip>319383204</cusip>
        <identifiers>
          <isin value="US3193832041"/>
          <ticker value="BUSE "/>
        </identifiers>
        <balance>14512</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366863.36</valUSD>
        <pctVal>0.0650134763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Business Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01</title>
        <cusip>319390100</cusip>
        <identifiers>
          <isin value="US3193901002"/>
          <ticker value="FBIZ "/>
        </identifiers>
        <balance>2956</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71180.48</valUSD>
        <pctVal>0.0126142072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Choice Bancorp</name>
        <lei>N/A</lei>
        <title>FIRST CHOICE BANCORP COMMON STOCK</title>
        <cusip>31948P104</cusip>
        <identifiers>
          <isin value="US31948P1049"/>
          <ticker value="FCBP "/>
        </identifiers>
        <balance>2876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61316.32</valUSD>
        <pctVal>0.0108661359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Commonwealth Financial Corporation</name>
        <lei>N/A</lei>
        <title>FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0</title>
        <cusip>319829107</cusip>
        <identifiers>
          <isin value="US3198291078"/>
          <ticker value="FCF "/>
        </identifiers>
        <balance>27313</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>362716.64</valUSD>
        <pctVal>0.0642786177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Community Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>FIRST COMMUNITY BANKSHARES INC COMMON STOCK USD1.0</title>
        <cusip>31983A103</cusip>
        <identifiers>
          <isin value="US31983A1034"/>
          <ticker value="FCBC "/>
        </identifiers>
        <balance>4416</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142945.92</valUSD>
        <pctVal>0.0253320778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>1st Constitution Bancorp</name>
        <lei>N/A</lei>
        <title>1ST CONSTITUTION BANCORP COMMON STOCK</title>
        <cusip>31986N102</cusip>
        <identifiers>
          <isin value="US31986N1028"/>
          <ticker value="FCCY "/>
        </identifiers>
        <balance>2729</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51168.75</valUSD>
        <pctVal>0.0090678402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Fuels Inc.</name>
        <lei>N/A</lei>
        <title>ENERGY FUELS INC/CANADA COMMON STOCK</title>
        <cusip>292671708</cusip>
        <identifiers>
          <isin value="CA2926717083"/>
          <ticker value="UUUU "/>
        </identifiers>
        <balance>28591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55180.63</valUSD>
        <pctVal>0.0097788031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56317.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Energy Recovery Inc.</name>
        <lei>549300ZEQL52Z525WJ22</lei>
        <title>ENERGY RECOVERY INC COMMON STOCK USD.001</title>
        <cusip>29270J100</cusip>
        <identifiers>
          <isin value="US29270J1007"/>
          <ticker value="ERII "/>
        </identifiers>
        <balance>11026</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102155.89</valUSD>
        <pctVal>0.0181034964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="101455.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Defiance Financial Corp.</name>
        <lei>N/A</lei>
        <title>FIRST DEFIANCE FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>32006W106</cusip>
        <identifiers>
          <isin value="US32006W1062"/>
          <ticker value="FDEF "/>
        </identifiers>
        <balance>5843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169242.5</valUSD>
        <pctVal>0.0299922109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Financial Bancorp.</name>
        <lei>N/A</lei>
        <title>FIRST FINANCIAL BANCORP COMMON STOCK</title>
        <cusip>320209109</cusip>
        <identifiers>
          <isin value="US3202091092"/>
          <ticker value="FFBC "/>
        </identifiers>
        <balance>27711</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>678226.73</valUSD>
        <pctVal>0.1201915542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Endurance International Group Holdings Inc.</name>
        <lei>549300UTQC2651SB0W88</lei>
        <title>ENDURANCE INTERNATIONAL GROUP COMMON STOCK USD.0001</title>
        <cusip>29272B105</cusip>
        <identifiers>
          <isin value="US29272B1052"/>
          <ticker value="EIGI "/>
        </identifiers>
        <balance>21399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80246.25</valUSD>
        <pctVal>0.0142207924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EnerSys</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>ENERSYS COMMON STOCK USD.01</title>
        <cusip>29275Y102</cusip>
        <identifiers>
          <isin value="US29275Y1029"/>
          <ticker value="ENS "/>
        </identifiers>
        <balance>12052</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>794708.88</valUSD>
        <pctVal>0.1408338704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Financial Bankshares Inc.</name>
        <lei>549300XN3GTGOENGNV49</lei>
        <title>FIRST FINANCIAL BANKSHARES INC COMMON STOCK USD.01</title>
        <cusip>32020R109</cusip>
        <identifiers>
          <isin value="US32020R1095"/>
          <ticker value="FFIN "/>
        </identifiers>
        <balance>36713</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223644.29</valUSD>
        <pctVal>0.2168474088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>First Financial Corporation</name>
        <lei>N/A</lei>
        <title>FIRST FINANCIAL CORP/IN COMMON STOCK</title>
        <cusip>320218100</cusip>
        <identifiers>
          <isin value="US3202181000"/>
          <ticker value="THFF "/>
        </identifiers>
        <balance>3734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162316.98</valUSD>
        <pctVal>0.0287649089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ennis Inc.</name>
        <lei>N/A</lei>
        <title>ENNIS INC COMMON STOCK USD2.5</title>
        <cusip>293389102</cusip>
        <identifiers>
          <isin value="US2933891028"/>
          <ticker value="EBF "/>
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        <balance>7877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159194.17</valUSD>
        <pctVal>0.0282115019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Five9 Inc.</name>
        <lei>N/A</lei>
        <title>FIVE9 INC COMMON STOCK USD.001</title>
        <cusip>338307101</cusip>
        <identifiers>
          <isin value="US3383071012"/>
          <ticker value="FIVN "/>
        </identifiers>
        <balance>16779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>901703.46</valUSD>
        <pctVal>0.1597948525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Five Prime Therapeutics Inc.</name>
        <lei>549300Z652HXXGMB7V71</lei>
        <title>FIVE PRIME THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>33830X104</cusip>
        <identifiers>
          <isin value="US33830X1046"/>
          <ticker value="FPRX "/>
        </identifiers>
        <balance>10890</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42198.75</valUSD>
        <pctVal>0.0074782269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Flexsteel Industries Inc.</name>
        <lei>N/A</lei>
        <title>FLEXSTEEL INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>339382103</cusip>
        <identifiers>
          <isin value="US3393821034"/>
          <ticker value="FLXS "/>
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        <balance>2779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41184.78</valUSD>
        <pctVal>0.0072985368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Financial Northwest Inc.</name>
        <lei>549300F9IPXLCC3K7B36</lei>
        <title>FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD.01</title>
        <cusip>32022K102</cusip>
        <identifiers>
          <isin value="US32022K1025"/>
          <ticker value="FFNW "/>
        </identifiers>
        <balance>3140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46409.2</valUSD>
        <pctVal>0.0082243793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Foundation Inc.</name>
        <lei>549300MLBB1IY0K7IR56</lei>
        <title>FIRST FOUNDATION INC COMMON STOCK USD.001</title>
        <cusip>32026V104</cusip>
        <identifiers>
          <isin value="US32026V1044"/>
          <ticker value="FFWM "/>
        </identifiers>
        <balance>11899</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181757.23</valUSD>
        <pctVal>0.0322100015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>First Industrial Realty Trust Inc.</name>
        <lei>N/A</lei>
        <title>FIRST INDUSTRIAL REALTY TRUST REIT USD.01</title>
        <cusip>32054K103</cusip>
        <identifiers>
          <isin value="US32054K1034"/>
          <ticker value="FR "/>
        </identifiers>
        <balance>35350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1398446</valUSD>
        <pctVal>0.2478247919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Internet Bancorp</name>
        <lei>N/A</lei>
        <title>FIRST INTERNET BANCORP COMMON STOCK</title>
        <cusip>320557101</cusip>
        <identifiers>
          <isin value="US3205571017"/>
          <ticker value="INBK "/>
        </identifiers>
        <balance>3638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77889.58</valUSD>
        <pctVal>0.0138031565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flexion Therapeutics Inc.</name>
        <lei>549300X8HYW1HZKCDG90</lei>
        <title>FLEXION THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>33938J106</cusip>
        <identifiers>
          <isin value="US33938J1060"/>
          <ticker value="FLXN "/>
        </identifiers>
        <balance>10235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140270.68</valUSD>
        <pctVal>0.0248579867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="142511.000000000000"/>
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      <invstOrSec>
        <name>Flotek Industries Inc.</name>
        <lei>549300TF60OEK4FPPC44</lei>
        <title>FLOTEK INDUSTRIES INC COMMON STOCK USD.0001</title>
        <cusip>343389102</cusip>
        <identifiers>
          <isin value="US3433891021"/>
          <ticker value="FTK "/>
        </identifiers>
        <balance>17397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38273.4</valUSD>
        <pctVal>0.0067825982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fluent Inc.</name>
        <lei>N/A</lei>
        <title>FLUENT INC COMMON STOCK</title>
        <cusip>34380C102</cusip>
        <identifiers>
          <isin value="US34380C1027"/>
          <ticker value="FLNT "/>
        </identifiers>
        <balance>12982</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35505.77</valUSD>
        <pctVal>0.0062921343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fluidigm Corporation</name>
        <lei>549300GX8Y96GSB6YP89</lei>
        <title>FLUIDIGM CORP COMMON STOCK USD.001</title>
        <cusip>34385P108</cusip>
        <identifiers>
          <isin value="US34385P1084"/>
          <ticker value="FLDM "/>
        </identifiers>
        <balance>19917</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92215.71</valUSD>
        <pctVal>0.0163419532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>First Interstate BancSystem Inc.</name>
        <lei>N/A</lei>
        <title>FIRST INTERSTATE BANCSYSTEM IN COMMON STOCK</title>
        <cusip>32055Y201</cusip>
        <identifiers>
          <isin value="US32055Y2019"/>
          <ticker value="FIBK "/>
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        <balance>10586</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>425980.64</valUSD>
        <pctVal>0.0754899106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The First of Long Island Corporation</name>
        <lei>N/A</lei>
        <title>FIRST OF LONG ISLAND CORP/THE COMMON STOCK USD.1</title>
        <cusip>320734106</cusip>
        <identifiers>
          <isin value="US3207341062"/>
          <ticker value="FLIC "/>
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        <balance>7084</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161161</valUSD>
        <pctVal>0.0285600526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Flushing Financial Corporation</name>
        <lei>N/A</lei>
        <title>FLUSHING FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>343873105</cusip>
        <identifiers>
          <isin value="US3438731057"/>
          <ticker value="FFIC "/>
        </identifiers>
        <balance>7854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158690.07</valUSD>
        <pctVal>0.0281221682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Focus Financial Partners Inc.</name>
        <lei>N/A</lei>
        <title>FOCUS FINANCIAL PARTNERS INC COMMON STOCK USD.01</title>
        <cusip>34417P100</cusip>
        <identifiers>
          <isin value="US34417P1003"/>
          <ticker value="FOCS "/>
        </identifiers>
        <balance>8800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>209440</valUSD>
        <pctVal>0.0371157874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ForeScout Technologies Inc.</name>
        <lei>N/A</lei>
        <title>FORESCOUT TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>34553D101</cusip>
        <identifiers>
          <isin value="US34553D1019"/>
          <ticker value="FSCT "/>
        </identifiers>
        <balance>11664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442298.88</valUSD>
        <pctVal>0.0783817379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Forestar Group Inc.</name>
        <lei>549300BC2UB0GHV60V70</lei>
        <title>FORESTAR GROUP INC COMMON STOCK USD1.0</title>
        <cusip>346232101</cusip>
        <identifiers>
          <isin value="US3462321015"/>
          <ticker value="FOR "/>
        </identifiers>
        <balance>3415</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62426.2</valUSD>
        <pctVal>0.0110628226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="59367.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Merchants Corporation</name>
        <lei>TZTBT0OTGQ2FEK6XMX94</lei>
        <title>FIRST MERCHANTS CORP COMMON STOCK</title>
        <cusip>320817109</cusip>
        <identifiers>
          <isin value="US3208171096"/>
          <ticker value="FRME "/>
        </identifiers>
        <balance>15489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>582928.52</valUSD>
        <pctVal>0.1033033375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Mid Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>FIRST MID BANCSHARES INC COMMON STOCK USD4.0</title>
        <cusip>320866106</cusip>
        <identifiers>
          <isin value="US3208661062"/>
          <ticker value="FMBH "/>
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        <balance>3733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129236.46</valUSD>
        <pctVal>0.0229025638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FormFactor Inc.</name>
        <lei>549300YCEEO6SZD1ZR61</lei>
        <title>FORMFACTOR INC COMMON STOCK USD.001</title>
        <cusip>346375108</cusip>
        <identifiers>
          <isin value="US3463751087"/>
          <ticker value="FORM "/>
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        <balance>21119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393763.76</valUSD>
        <pctVal>0.0697806150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Forrester Research Inc.</name>
        <lei>N/A</lei>
        <title>FORRESTER RESEARCH INC COMMON STOCK USD.01</title>
        <cusip>346563109</cusip>
        <identifiers>
          <isin value="US3465631097"/>
          <ticker value="FORR "/>
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        <balance>3094</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99441.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Forty Seven Inc.</name>
        <lei>N/A</lei>
        <title>FORTY SEVEN INC COMMON STOCK USD.0001</title>
        <cusip>34983P104</cusip>
        <identifiers>
          <isin value="US34983P1049"/>
          <ticker value="FTSV "/>
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        <balance>6569</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42172.98</valUSD>
        <pctVal>0.0074736600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Forum Energy Technologies Inc.</name>
        <lei>549300SF93HLCR1REE27</lei>
        <title>FORUM ENERGY TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>34984V100</cusip>
        <identifiers>
          <isin value="US34984V1008"/>
          <ticker value="FET "/>
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        <balance>24986</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38728.3</valUSD>
        <pctVal>0.0068632131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Midwest Bancorp Inc.</name>
        <lei>7XRS7ORI584PF41IVU88</lei>
        <title>FIRST MIDWEST BANCORP INC/IL COMMON STOCK USD.01</title>
        <cusip>320867104</cusip>
        <identifiers>
          <isin value="US3208671046"/>
          <ticker value="FMBI "/>
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        <balance>30126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>586854.48</valUSD>
        <pctVal>0.1039990742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>1st Source Corporation</name>
        <lei>N/A</lei>
        <title>1ST SOURCE CORP COMMON STOCK</title>
        <cusip>336901103</cusip>
        <identifiers>
          <isin value="US3369011032"/>
          <ticker value="SRCE "/>
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        <balance>3922</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179353.06</valUSD>
        <pctVal>0.0317839479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Forward Air Corporation</name>
        <lei>N/A</lei>
        <title>FORWARD AIR CORP COMMON STOCK USD.01</title>
        <cusip>349853101</cusip>
        <identifiers>
          <isin value="US3498531017"/>
          <ticker value="FWRD "/>
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        <balance>8134</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>518298.48</valUSD>
        <pctVal>0.0918499627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fossil Group Inc.</name>
        <lei>DDMY8YZ6L8UEMS1FDM73</lei>
        <title>FOSSIL GROUP INC COMMON STOCK USD.01</title>
        <cusip>34988V106</cusip>
        <identifiers>
          <isin value="US34988V1061"/>
          <ticker value="FOSL "/>
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        <balance>13530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169260.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FirstCash Inc.</name>
        <lei>549300V2X3UU7K0DG350</lei>
        <title>FIRSTCASH INC COMMON STOCK USD.01</title>
        <cusip>33767D105</cusip>
        <identifiers>
          <isin value="US33767D1054"/>
          <ticker value="FCFS "/>
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        <balance>12038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1103523.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Flagstar Bancorp Inc.</name>
        <lei>549300Q22V2Y3J4R2715</lei>
        <title>FLAGSTAR BANCORP INC COMMON STOCK USD.01</title>
        <cusip>337930705</cusip>
        <identifiers>
          <isin value="US3379307057"/>
          <ticker value="FBC "/>
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        <balance>7985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298239.75</valUSD>
        <pctVal>0.0528523833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>L. B. Foster Company</name>
        <lei>549300AUUJGJ2T2L2179</lei>
        <title>LB FOSTER CO COMMON STOCK USD.01</title>
        <cusip>350060109</cusip>
        <identifiers>
          <isin value="US3500601097"/>
          <ticker value="FSTR "/>
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        <balance>3295</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71402.65</valUSD>
        <pctVal>0.0126535790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Foundation Building Materials Inc.</name>
        <lei>N/A</lei>
        <title>FOUNDATION BUILDING MATERIALS COMMON STOCK USD.001</title>
        <cusip>350392106</cusip>
        <identifiers>
          <isin value="US3503921062"/>
          <ticker value="FBM "/>
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        <balance>4442</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68806.58</valUSD>
        <pctVal>0.0121935179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Four Corners Property Trust Inc.</name>
        <lei>549300SVTPZPBDVNER42</lei>
        <title>FOUR CORNERS PROPERTY TRUST IN REIT USD.0001</title>
        <cusip>35086T109</cusip>
        <identifiers>
          <isin value="US35086T1097"/>
          <ticker value="FCPT "/>
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        <balance>19326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>546539.28</valUSD>
        <pctVal>0.0968546396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fox Factory Holding Corp.</name>
        <lei>N/A</lei>
        <title>FOX FACTORY HOLDING CORP COMMON STOCK USD.001</title>
        <cusip>35138V102</cusip>
        <identifiers>
          <isin value="US35138V1026"/>
          <ticker value="FOXF "/>
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        <balance>10724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>667461.76</valUSD>
        <pctVal>0.1182838463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fitbit Inc.</name>
        <lei>549300GYQQ375BZPXK02</lei>
        <title>FITBIT INC COMMON STOCK USD.0001</title>
        <cusip>33812L102</cusip>
        <identifiers>
          <isin value="US33812L1026"/>
          <ticker value="FIT "/>
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        <balance>63241</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240948.21</valUSD>
        <pctVal>0.0426994964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ImmunoGen Inc.</name>
        <lei>54930084U0R1OP766Y02</lei>
        <title>IMMUNOGEN INC COMMON STOCK USD.01</title>
        <cusip>45253H101</cusip>
        <identifiers>
          <isin value="US45253H1014"/>
          <ticker value="IMGN "/>
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        <balance>43731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105829.02</valUSD>
        <pctVal>0.0187544280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Franklin Covey Co.</name>
        <lei>N/A</lei>
        <title>FRANKLIN COVEY CO COMMON STOCK USD.05</title>
        <cusip>353469109</cusip>
        <identifiers>
          <isin value="US3534691098"/>
          <ticker value="FC "/>
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        <balance>3068</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107380</valUSD>
        <pctVal>0.0190292840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hooker Furniture Corporation</name>
        <lei>N/A</lei>
        <title>HOOKER FURNITURE CORP COMMON STOCK</title>
        <cusip>439038100</cusip>
        <identifiers>
          <isin value="US4390381006"/>
          <ticker value="HOFT "/>
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        <balance>3688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79070.72</valUSD>
        <pctVal>0.0140124715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Immunomedics Inc.</name>
        <lei>5493007ZU7DDO8PSIM59</lei>
        <title>IMMUNOMEDICS INC COMMON STOCK USD.01</title>
        <cusip>452907108</cusip>
        <identifiers>
          <isin value="US4529071080"/>
          <ticker value="IMMU "/>
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        <balance>50061</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>663808.86</valUSD>
        <pctVal>0.1176364998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Impinj Inc.</name>
        <lei>549300M26VGKSMMWWN17</lei>
        <title>IMPINJ INC COMMON STOCK USD.001</title>
        <cusip>453204109</cusip>
        <identifiers>
          <isin value="US4532041096"/>
          <ticker value="PI "/>
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        <balance>4267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131551.61</valUSD>
        <pctVal>0.0233128418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hope Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>HOPE BANCORP INC COMMON STOCK USD.001</title>
        <cusip>43940T109</cusip>
        <identifiers>
          <isin value="US43940T1097"/>
          <ticker value="HOPE "/>
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        <balance>34161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>489868.74</valUSD>
        <pctVal>0.0868118029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Horace Mann Educators Corporation</name>
        <lei>N/A</lei>
        <title>HORACE MANN EDUCATORS CORP COMMON STOCK USD.001</title>
        <cusip>440327104</cusip>
        <identifiers>
          <isin value="US4403271046"/>
          <ticker value="HMN "/>
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        <balance>11877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>550261.41</valUSD>
        <pctVal>0.0975142547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Independence Realty Trust Inc.</name>
        <lei>N/A</lei>
        <title>INDEPENDENCE REALTY TRUST INC REIT USD.01</title>
        <cusip>45378A106</cusip>
        <identifiers>
          <isin value="US45378A1060"/>
          <ticker value="IRT "/>
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        <balance>25632</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366793.92</valUSD>
        <pctVal>0.0650011705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Independent Bank Corp.</name>
        <lei>N/A</lei>
        <title>INDEPENDENT BANK CORP COMMON STOCK USD.01</title>
        <cusip>453836108</cusip>
        <identifiers>
          <isin value="US4538361084"/>
          <ticker value="INDB "/>
        </identifiers>
        <balance>9420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>703203</valUSD>
        <pctVal>0.1246177093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Horizon Bancorp Inc.</name>
        <lei>549300U2OQ2EIT5MXG39</lei>
        <title>HORIZON BANCORP INC/IN COMMON STOCK</title>
        <cusip>440407104</cusip>
        <identifiers>
          <isin value="US4404071049"/>
          <ticker value="HBNC "/>
        </identifiers>
        <balance>10420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180891.2</valUSD>
        <pctVal>0.0320565285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hostess Brands Inc.</name>
        <lei>N/A</lei>
        <title>HOSTESS BRANDS INC COMMON STOCK USD.0001</title>
        <cusip>44109J106</cusip>
        <identifiers>
          <isin value="US44109J1060"/>
          <ticker value="TWNK "/>
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        <balance>31991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>447394.14</valUSD>
        <pctVal>0.0792846915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Houghton Mifflin Harcourt Company</name>
        <lei>N/A</lei>
        <title>HOUGHTON MIFFLIN HARCOURT CO COMMON STOCK USD.01</title>
        <cusip>44157R109</cusip>
        <identifiers>
          <isin value="US44157R1095"/>
          <ticker value="HMHC "/>
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        <balance>30602</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163108.66</valUSD>
        <pctVal>0.0289052060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Houlihan Lokey Inc.</name>
        <lei>549300S3CNGTQ1QZVY46</lei>
        <title>HOULIHAN LOKEY INC COMMON STOCK USD.001</title>
        <cusip>441593100</cusip>
        <identifiers>
          <isin value="US4415931009"/>
          <ticker value="HLI "/>
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        <balance>10498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>473459.8</valUSD>
        <pctVal>0.0839039022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Independent Bank Corporation</name>
        <lei>N/A</lei>
        <title>INDEPENDENT BANK CORP/MI COMMON STOCK USD1.0</title>
        <cusip>453838609</cusip>
        <identifiers>
          <isin value="US4538386099"/>
          <ticker value="IBCP "/>
        </identifiers>
        <balance>6829</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145560.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Iteris Inc.</name>
        <lei>N/A</lei>
        <title>ITERIS INC COMMON STOCK USD.1</title>
        <cusip>46564T107</cusip>
        <identifiers>
          <isin value="US46564T1079"/>
          <ticker value="ITI "/>
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        <balance>10849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62327.51</valUSD>
        <pctVal>0.0110453333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Howard Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>HOWARD BANCORP INC COMMON STOCK USD.01</title>
        <cusip>442496105</cusip>
        <identifiers>
          <isin value="US4424961054"/>
          <ticker value="HBMD "/>
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        <balance>4310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71933.9</valUSD>
        <pctVal>0.0127477241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hub Group Inc.</name>
        <lei>N/A</lei>
        <title>HUB GROUP INC COMMON STOCK USD.01</title>
        <cusip>443320106</cusip>
        <identifiers>
          <isin value="US4433201062"/>
          <ticker value="HUBG "/>
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        <balance>9355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435007.5</valUSD>
        <pctVal>0.0770896003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>i3 Verticals Inc.</name>
        <lei>N/A</lei>
        <title>I3 VERTICALS INC COMMON STOCK USD.0001</title>
        <cusip>46571Y107</cusip>
        <identifiers>
          <isin value="US46571Y1073"/>
          <ticker value="IIIV "/>
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        <balance>3779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76033.48</valUSD>
        <pctVal>0.0134742288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Itron Inc.</name>
        <lei>24F6LSZD18II6ICG6S41</lei>
        <title>ITRON INC COMMON STOCK</title>
        <cusip>465741106</cusip>
        <identifiers>
          <isin value="US4657411066"/>
          <ticker value="ITRI "/>
        </identifiers>
        <balance>9779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>723254.84</valUSD>
        <pctVal>0.1281711844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intrexon Corporation</name>
        <lei>N/A</lei>
        <title>INTREXON CORP COMMON STOCK</title>
        <cusip>46122T102</cusip>
        <identifiers>
          <isin value="US46122T1025"/>
          <ticker value="XON "/>
        </identifiers>
        <balance>20808</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119021.76</valUSD>
        <pctVal>0.0210923717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="113752.000000000000"/>
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      <invstOrSec>
        <name>Invesco Mortgage Capital Inc.</name>
        <lei>PV3BDP2HFZL2FNXQBL39</lei>
        <title>INVESCO MORTGAGE CAPITAL INC REIT USD.01</title>
        <cusip>46131B100</cusip>
        <identifiers>
          <isin value="US46131B1008"/>
          <ticker value="IVR "/>
        </identifiers>
        <balance>38376</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587536.56</valUSD>
        <pctVal>0.1041199486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Investar Holding Corporation</name>
        <lei>N/A</lei>
        <title>INVESTAR HOLDING CORP COMMON STOCK USD1.0</title>
        <cusip>46134L105</cusip>
        <identifiers>
          <isin value="US46134L1052"/>
          <ticker value="ISTR "/>
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        <balance>3867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92034.6</valUSD>
        <pctVal>0.0163098579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Investors Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>INVESTORS BANCORP INC COMMON STOCK USD.01</title>
        <cusip>46146L101</cusip>
        <identifiers>
          <isin value="US46146L1017"/>
          <ticker value="ISBC "/>
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        <balance>64479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>732481.44</valUSD>
        <pctVal>0.1298062710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Investors Real Estate Trust</name>
        <lei>N/A</lei>
        <title>INVESTORS REAL ESTATE TRUST REIT</title>
        <cusip>461730509</cusip>
        <identifiers>
          <isin value="US4617305093"/>
          <ticker value="IRET "/>
        </identifiers>
        <balance>3500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261345</valUSD>
        <pctVal>0.0463141017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Investors Title Company</name>
        <lei>N/A</lei>
        <title>INVESTORS TITLE CO COMMON STOCK</title>
        <cusip>461804106</cusip>
        <identifiers>
          <isin value="US4618041069"/>
          <ticker value="ITIC "/>
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        <balance>446</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71404.6</valUSD>
        <pctVal>0.0126539245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Invitae Corporation</name>
        <lei>549300MYI59DZW1WIX92</lei>
        <title>INVITAE CORP COMMON STOCK USD.0001</title>
        <cusip>46185L103</cusip>
        <identifiers>
          <isin value="US46185L1035"/>
          <ticker value="NVTA "/>
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        <balance>24817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>478223.59</valUSD>
        <pctVal>0.0847481145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Iovance Biotherapeutics Inc.</name>
        <lei>549300220Z2GHH33XL82</lei>
        <title>IOVANCE BIOTHERAPEUTICS INC COMMON STOCK USD.000041666</title>
        <cusip>462260100</cusip>
        <identifiers>
          <isin value="US4622601007"/>
          <ticker value="IOVA "/>
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        <balance>32843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>597742.6</valUSD>
        <pctVal>0.1059286061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J and J Snack Foods Corp.</name>
        <lei>N/A</lei>
        <title>JandJ SNACK FOODS CORP COMMON STOCK</title>
        <cusip>466032109</cusip>
        <identifiers>
          <isin value="US4660321096"/>
          <ticker value="JJSF "/>
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        <balance>4274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>820608</valUSD>
        <pctVal>0.1454235679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J. Alexander's Holdings Inc.</name>
        <lei>5493002L5CGILX8MQ965</lei>
        <title>J ALEXANDER'S HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>46609J106</cusip>
        <identifiers>
          <isin value="US46609J1060"/>
          <ticker value="JAX "/>
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        <balance>4569</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53548.68</valUSD>
        <pctVal>0.0094895981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jack in the Box Inc.</name>
        <lei>5493002OJW26P0SUUP68</lei>
        <title>JACK IN THE BOX INC COMMON STOCK USD.01</title>
        <cusip>466367109</cusip>
        <identifiers>
          <isin value="US4663671091"/>
          <ticker value="JACK "/>
        </identifiers>
        <balance>7277</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>663080.24</valUSD>
        <pctVal>0.1175073778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MTS Systems Corporation</name>
        <lei>549300E7ZL4ZDETLML64</lei>
        <title>MTS SYSTEMS CORP COMMON STOCK USD.25</title>
        <cusip>553777103</cusip>
        <identifiers>
          <isin value="US5537771033"/>
          <ticker value="MTSC "/>
        </identifiers>
        <balance>5088</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>281112</valUSD>
        <pctVal>0.0498170990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blackstone Mortgage Trust Inc.</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>BLACKSTONE MORTGAGE TRUST INC REIT USD.01</title>
        <cusip>09257W100</cusip>
        <identifiers>
          <isin value="US09257W1009"/>
          <ticker value="BXMT "/>
        </identifiers>
        <balance>33636</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1205850.6</valUSD>
        <pctVal>0.2136941104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iridium Communications Inc.</name>
        <lei>N/A</lei>
        <title>IRIDIUM COMMUNICATIONS INC COMMON STOCK USD.001</title>
        <cusip>46269C102</cusip>
        <identifiers>
          <isin value="US46269C1027"/>
          <ticker value="IRDM "/>
        </identifiers>
        <balance>28203</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>600159.84</valUSD>
        <pctVal>0.1063569758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iRobot Corporation</name>
        <lei>5493009PRNKOUKBAT390</lei>
        <title>IROBOT CORP COMMON STOCK USD.01</title>
        <cusip>462726100</cusip>
        <identifiers>
          <isin value="US4627261005"/>
          <ticker value="IRBT "/>
        </identifiers>
        <balance>7799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>480964.33</valUSD>
        <pctVal>0.0852338131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bloom Energy Corporation</name>
        <lei>N/A</lei>
        <title>BLOOM ENERGY CORP COMMON STOCK USD.0001</title>
        <cusip>093712107</cusip>
        <identifiers>
          <isin value="US0937121079"/>
          <ticker value="BE "/>
        </identifiers>
        <balance>16138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52448.5</valUSD>
        <pctVal>0.0092946303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="55425.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bloomin' Brands Inc.</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>BLOOMIN' BRANDS INC COMMON STOCK USD.01</title>
        <cusip>094235108</cusip>
        <identifiers>
          <isin value="US0942351083"/>
          <ticker value="BLMN "/>
        </identifiers>
        <balance>24876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>470902.68</valUSD>
        <pctVal>0.0834507437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ironwood Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>IRONWOOD PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>46333X108</cusip>
        <identifiers>
          <isin value="US46333X1081"/>
          <ticker value="IRWD "/>
        </identifiers>
        <balance>44523</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382229.96</valUSD>
        <pctVal>0.0677366593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Maxar Technologies Inc.</name>
        <lei>N/A</lei>
        <title>MAXAR TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>57778K105</cusip>
        <identifiers>
          <isin value="US57778K1051"/>
          <ticker value="MAXR "/>
        </identifiers>
        <balance>17383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132110.8</valUSD>
        <pctVal>0.0234119383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAXIMUS Inc.</name>
        <lei>549300DQCDS8HJ7QF202</lei>
        <title>MAXIMUS INC COMMON STOCK</title>
        <cusip>577933104</cusip>
        <identifiers>
          <isin value="US5779331041"/>
          <ticker value="MMS "/>
        </identifiers>
        <balance>17938</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1385889.88</valUSD>
        <pctVal>0.2455996664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDermott International Inc.</name>
        <lei>ZAKWBIG8QLOPMZ888610</lei>
        <title>MCDERMOTT INTERNATIONAL INC COMMON STOCK USD1.0</title>
        <cusip>580037703</cusip>
        <identifiers>
          <isin value="PAL1201471A1"/>
          <ticker value="MDR "/>
        </identifiers>
        <balance>52126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105294.52</valUSD>
        <pctVal>0.0186597069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="113520.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>MVB Financial Corp.</name>
        <lei>N/A</lei>
        <title>MVB FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>553810102</cusip>
        <identifiers>
          <isin value="US5538101024"/>
          <ticker value="MVBF "/>
        </identifiers>
        <balance>2831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56195.35</valUSD>
        <pctVal>0.0099586262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MYR Group Inc.</name>
        <lei>N/A</lei>
        <title>MYR GROUP INC COMMON STOCK USD.01</title>
        <cusip>55405W104</cusip>
        <identifiers>
          <isin value="US55405W1045"/>
          <ticker value="MYRG "/>
        </identifiers>
        <balance>4774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149378.46</valUSD>
        <pctVal>0.0264720166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McGrath RentCorp</name>
        <lei>N/A</lei>
        <title>MCGRATH RENTCORP COMMON STOCK</title>
        <cusip>580589109</cusip>
        <identifiers>
          <isin value="US5805891091"/>
          <ticker value="MGRC "/>
        </identifiers>
        <balance>6873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>478292.07</valUSD>
        <pctVal>0.0847602501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medallion Financial Corp.</name>
        <lei>549300FJ4FMGJ2C34Y48</lei>
        <title>MEDALLION FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>583928106</cusip>
        <identifiers>
          <isin value="US5839281061"/>
          <ticker value="MFIN "/>
        </identifiers>
        <balance>7097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45420.8</valUSD>
        <pctVal>0.0080492206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MACOM Technology Solutions Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MACOM TECHNOLOGY SOLUTIONS HOL COMMON STOCK USD.001</title>
        <cusip>55405Y100</cusip>
        <identifiers>
          <isin value="US55405Y1001"/>
          <ticker value="MTSI "/>
        </identifiers>
        <balance>13152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282702.24</valUSD>
        <pctVal>0.0500989125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Macatawa Bank Corporation</name>
        <lei>N/A</lei>
        <title>MACATAWA BANK CORP COMMON STOCK</title>
        <cusip>554225102</cusip>
        <identifiers>
          <isin value="US5542251021"/>
          <ticker value="MCBC "/>
        </identifiers>
        <balance>7778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80813.42</valUSD>
        <pctVal>0.0143213031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Medicines Company</name>
        <lei>N/A</lei>
        <title>MEDICINES CO/THE COMMON STOCK USD.001</title>
        <cusip>584688105</cusip>
        <identifiers>
          <isin value="US5846881051"/>
          <ticker value="MDCO "/>
        </identifiers>
        <balance>21246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1062300</valUSD>
        <pctVal>0.1882548746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MediciNova Inc.</name>
        <lei>N/A</lei>
        <title>MEDICINOVA INC COMMON STOCK USD.001</title>
        <cusip>58468P206</cusip>
        <identifiers>
          <isin value="US58468P2065"/>
          <ticker value="MNOV "/>
        </identifiers>
        <balance>12589</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100145.5</valUSD>
        <pctVal>0.0177472263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="95480.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Mack-Cali Realty Corporation</name>
        <lei>N/A</lei>
        <title>MACK-CALI REALTY CORP REIT USD.01</title>
        <cusip>554489104</cusip>
        <identifiers>
          <isin value="US5544891048"/>
          <ticker value="CLI "/>
        </identifiers>
        <balance>25868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>560300.88</valUSD>
        <pctVal>0.0992933935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MacroGenics Inc.</name>
        <lei>5493001KJQUA83L8MH79</lei>
        <title>MACROGENICS INC COMMON STOCK USD.01</title>
        <cusip>556099109</cusip>
        <identifiers>
          <isin value="US5560991094"/>
          <ticker value="MGNX "/>
        </identifiers>
        <balance>13872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177006.72</valUSD>
        <pctVal>0.0313681426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medifast Inc.</name>
        <lei>N/A</lei>
        <title>MEDIFAST INC COMMON STOCK USD.001</title>
        <cusip>58470H101</cusip>
        <identifiers>
          <isin value="US58470H1014"/>
          <ticker value="MED "/>
        </identifiers>
        <balance>3240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335761.2</valUSD>
        <pctVal>0.0595017251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="319648.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Media General Inc.</name>
        <lei>N/A</lei>
        <title>MEDIA GEN INC CVR COMMON STOCK</title>
        <cusip>584CVR997</cusip>
        <identifiers>
          <ticker value="584CVR997"/>
        </identifiers>
        <balance>29399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2822.3</valUSD>
        <pctVal>0.0005001522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Steven Madden Ltd.</name>
        <lei>549300Z9GZ7GYJWSGF43</lei>
        <title>STEVEN MADDEN LTD COMMON STOCK USD.0001</title>
        <cusip>556269108</cusip>
        <identifiers>
          <isin value="US5562691080"/>
          <ticker value="SHOO "/>
        </identifiers>
        <balance>23886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>854879.94</valUSD>
        <pctVal>0.1514970497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madrigal Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>MADRIGAL PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>558868105</cusip>
        <identifiers>
          <isin value="US5588681057"/>
          <ticker value="MDGL "/>
        </identifiers>
        <balance>2273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195978.06</valUSD>
        <pctVal>0.0347301375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medpace Holdings Inc.</name>
        <lei>549300H8TYEUVTW14A54</lei>
        <title>MEDPACE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>58506Q109</cusip>
        <identifiers>
          <isin value="US58506Q1094"/>
          <ticker value="MEDP "/>
        </identifiers>
        <balance>7883</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>662487.32</valUSD>
        <pctVal>0.1174023038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Meet Group Inc.</name>
        <lei>N/A</lei>
        <title>MEET GROUP INC/THE COMMON STOCK USD.001</title>
        <cusip>58513U101</cusip>
        <identifiers>
          <isin value="US58513U1016"/>
          <ticker value="MEET "/>
        </identifiers>
        <balance>21732</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71172.3</valUSD>
        <pctVal>0.0126127576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blucora Inc.</name>
        <lei>N/A</lei>
        <title>BLUCORA INC COMMON STOCK USD.0001</title>
        <cusip>095229100</cusip>
        <identifiers>
          <isin value="US0952291005"/>
          <ticker value="BCOR "/>
        </identifiers>
        <balance>13822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299108.08</valUSD>
        <pctVal>0.0530062639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blue Bird Corporation</name>
        <lei>5493004ZXJUUWQ65ER59</lei>
        <title>BLUE BIRD CORP COMMON STOCK USD.0001</title>
        <cusip>095306106</cusip>
        <identifiers>
          <isin value="US0953061068"/>
          <ticker value="BLBD "/>
        </identifiers>
        <balance>4534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86304.69</valUSD>
        <pctVal>0.0152944353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIXED INC CLEARING CORP.REPO</name>
        <lei>N/A</lei>
        <title>FIXED INC CLEARING CORP.REPO</title>
        <cusip>85748R009</cusip>
        <identifiers>
          <ticker value="85748R009013"/>
        </identifiers>
        <balance>3929000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3929000</valUSD>
        <pctVal>0.6962754424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="N/A" name="STATE STREET"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.800000000000000</repurchaseRt>
          <maturityDt>2019-10-01</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>3920000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>4010669.6</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tailored Brands Inc.</name>
        <lei>N/A</lei>
        <title>TAILORED BRANDS INC COMMON STOCK USD.01</title>
        <cusip>87403A107</cusip>
        <identifiers>
          <isin value="US87403A1079"/>
          <ticker value="TLRD "/>
        </identifiers>
        <balance>15211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66928.4</valUSD>
        <pctVal>0.0118606774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56942.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magellan Health Inc.</name>
        <lei>N/A</lei>
        <title>MAGELLAN HEALTH INC COMMON STOCK USD.01</title>
        <cusip>559079207</cusip>
        <identifiers>
          <isin value="US5590792074"/>
          <ticker value="MGLN "/>
        </identifiers>
        <balance>6174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>383405.4</valUSD>
        <pctVal>0.0679449642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magenta Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>MAGENTA THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>55910K108</cusip>
        <identifiers>
          <isin value="US55910K1088"/>
          <ticker value="MGTA "/>
        </identifiers>
        <balance>5923</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60769.98</valUSD>
        <pctVal>0.0107693165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magnolia Oil and Gas Corporation</name>
        <lei>N/A</lei>
        <title>MAGNOLIA OIL and GAS CORP COMMON STOCK USD.0001</title>
        <cusip>559663109</cusip>
        <identifiers>
          <isin value="US5596631094"/>
          <ticker value="MGY "/>
        </identifiers>
        <balance>29345</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>325729.5</valUSD>
        <pctVal>0.0577239633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MainStreet Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>MAINSTREET BANCSHARES INC COMMON STOCK USD4.0</title>
        <cusip>56064Y100</cusip>
        <identifiers>
          <isin value="US56064Y1001"/>
          <ticker value="MNSB "/>
        </identifiers>
        <balance>3080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64834</valUSD>
        <pctVal>0.0114895195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueLinx Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BLUELINX HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>09624H208</cusip>
        <identifiers>
          <isin value="US09624H2085"/>
          <ticker value="BXC "/>
        </identifiers>
        <balance>2773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89651.09</valUSD>
        <pctVal>0.0158874656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="81250.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bluerock Residential Growth REIT Inc.</name>
        <lei>549300KWLV0TGICOUU26</lei>
        <title>BLUEROCK RESIDENTIAL GROWTH RE REIT USD.01</title>
        <cusip>09627J102</cusip>
        <identifiers>
          <isin value="US09627J1025"/>
          <ticker value="BRG "/>
        </identifiers>
        <balance>7601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89463.77</valUSD>
        <pctVal>0.0158542698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Malibu Boats Inc.</name>
        <lei>N/A</lei>
        <title>MALIBU BOATS INC COMMON STOCK USD.01</title>
        <cusip>56117J100</cusip>
        <identifiers>
          <isin value="US56117J1007"/>
          <ticker value="MBUU "/>
        </identifiers>
        <balance>6028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184939.04</valUSD>
        <pctVal>0.0327738641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Manitowoc Company Inc.</name>
        <lei>2RTSLGQ89VMY18RHX631</lei>
        <title>MANITOWOC CO INC/THE COMMON STOCK USD.01</title>
        <cusip>563571405</cusip>
        <identifiers>
          <isin value="US5635714059"/>
          <ticker value="MTW "/>
        </identifiers>
        <balance>10347</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129337.5</valUSD>
        <pctVal>0.0229204696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Talos Energy Inc.</name>
        <lei>N/A</lei>
        <title>TALOS ENERGY INC COMMON STOCK</title>
        <cusip>87484T108</cusip>
        <identifiers>
          <isin value="US87484T1088"/>
          <ticker value="TALO "/>
        </identifiers>
        <balance>6010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122183.3</valUSD>
        <pctVal>0.0216526422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tandem Diabetes Care Inc.</name>
        <lei>549300JEPFOD0K4D3I05</lei>
        <title>TANDEM DIABETES CARE INC COMMON STOCK</title>
        <cusip>875372203</cusip>
        <identifiers>
          <isin value="US8753722037"/>
          <ticker value="TNDM "/>
        </identifiers>
        <balance>15786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>931058.28</valUSD>
        <pctVal>0.1649969498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blueprint Medicines Corporation</name>
        <lei>N/A</lei>
        <title>BLUEPRINT MEDICINES CORP COMMON STOCK USD.001</title>
        <cusip>09627Y109</cusip>
        <identifiers>
          <isin value="US09627Y1091"/>
          <ticker value="BPMC "/>
        </identifiers>
        <balance>13961</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025714.67</valUSD>
        <pctVal>0.1817714267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boingo Wireless Inc.</name>
        <lei>N/A</lei>
        <title>BOINGO WIRELESS INC COMMON STOCK</title>
        <cusip>09739C102</cusip>
        <identifiers>
          <isin value="US09739C1027"/>
          <ticker value="WIFI "/>
        </identifiers>
        <balance>12603</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139893.3</valUSD>
        <pctVal>0.0247911095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Airgain Inc.</name>
        <lei>N/A</lei>
        <title>AIRGAIN INC COMMON STOCK USD.0001</title>
        <cusip>00938A104</cusip>
        <identifiers>
          <isin value="US00938A1043"/>
          <ticker value="AIRG "/>
        </identifiers>
        <balance>3024</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35532</valUSD>
        <pctVal>0.0062967826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akorn Inc.</name>
        <lei>549300REUQNNF5W5TA64</lei>
        <title>AKORN INC COMMON STOCK</title>
        <cusip>009728106</cusip>
        <identifiers>
          <isin value="US0097281069"/>
          <ticker value="AKRX "/>
        </identifiers>
        <balance>27189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103318.2</valUSD>
        <pctVal>0.0183094745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akebia Therapeutics Inc.</name>
        <lei>549300CBQEHMKEEGNX42</lei>
        <title>AKEBIA THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>00972D105</cusip>
        <identifiers>
          <isin value="US00972D1054"/>
          <ticker value="AKBA "/>
        </identifiers>
        <balance>34756</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136243.52</valUSD>
        <pctVal>0.0241443159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akcea Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>AKCEA THERAPEUTICS INC COMMON STOCK</title>
        <cusip>00972L107</cusip>
        <identifiers>
          <isin value="US00972L1070"/>
          <ticker value="AKCA "/>
        </identifiers>
        <balance>3799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58466.61</valUSD>
        <pctVal>0.0103611262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="61568.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MannKind Corporation</name>
        <lei>N/A</lei>
        <title>MANNKIND CORP COMMON STOCK USD.01</title>
        <cusip>56400P706</cusip>
        <identifiers>
          <isin value="US56400P7069"/>
          <ticker value="MNKD "/>
        </identifiers>
        <balance>58978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73722.5</valUSD>
        <pctVal>0.0130646898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="75790.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ManTech International Corporation</name>
        <lei>N/A</lei>
        <title>MANTECH INTERNATIONAL CORP/VA COMMON STOCK USD.01</title>
        <cusip>564563104</cusip>
        <identifiers>
          <isin value="US5645631046"/>
          <ticker value="MANT "/>
        </identifiers>
        <balance>7580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>541287.8</valUSD>
        <pctVal>0.0959240016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tanger Factory Outlet Centers Inc.</name>
        <lei>UKEW8YSXE4Y581KYOL30</lei>
        <title>TANGER FACTORY OUTLET CENTERS REIT USD.01</title>
        <cusip>875465106</cusip>
        <identifiers>
          <isin value="US8754651060"/>
          <ticker value="SKT "/>
        </identifiers>
        <balance>26026</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402882.48</valUSD>
        <pctVal>0.0713965836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Target Hospitality Corp.</name>
        <lei>N/A</lei>
        <title>TARGET HOSPITALITY CORP COMMON STOCK USD.0001</title>
        <cusip>87615L107</cusip>
        <identifiers>
          <isin value="US87615L1070"/>
          <ticker value="TH "/>
        </identifiers>
        <balance>9739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66322.59</valUSD>
        <pctVal>0.0117533191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46363.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boise Cascade Company</name>
        <lei>549300Z8B8LSRHC7XA55</lei>
        <title>BOISE CASCADE CO COMMON STOCK USD.01</title>
        <cusip>09739D100</cusip>
        <identifiers>
          <isin value="US09739D1000"/>
          <ticker value="BCC "/>
        </identifiers>
        <balance>11074</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>360901.66</valUSD>
        <pctVal>0.0639569771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bonanza Creek Energy Inc.</name>
        <lei>IIVIHPH28S64K95M2381</lei>
        <title>BONANZA CREEK ENERGY INC COMMON STOCK</title>
        <cusip>097793400</cusip>
        <identifiers>
          <isin value="US0977934001"/>
          <ticker value="BCEI "/>
        </identifiers>
        <balance>5661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126749.79</valUSD>
        <pctVal>0.0224618901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boot Barn Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BOOT BARN HOLDINGS INC COMMON STOCK</title>
        <cusip>099406100</cusip>
        <identifiers>
          <isin value="US0994061002"/>
          <ticker value="BOOT "/>
        </identifiers>
        <balance>7998</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279130.2</valUSD>
        <pctVal>0.0494658955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Boston Beer Company Inc.</name>
        <lei>N/A</lei>
        <title>BOSTON BEER CO INC/THE COMMON STOCK USD.01</title>
        <cusip>100557107</cusip>
        <identifiers>
          <isin value="US1005571070"/>
          <ticker value="SAM "/>
        </identifiers>
        <balance>2352</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>856316.16</valUSD>
        <pctVal>0.1517515686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marchex Inc.</name>
        <lei>N/A</lei>
        <title>MARCHEX INC COMMON STOCK USD.01</title>
        <cusip>56624R108</cusip>
        <identifiers>
          <isin value="US56624R1086"/>
          <ticker value="MCHX "/>
        </identifiers>
        <balance>11950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37523</valUSD>
        <pctVal>0.0066496165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marcus and Millichap Inc.</name>
        <lei>549300B2HE8ULXNB1N48</lei>
        <title>MARCUS and MILLICHAP INC COMMON STOCK USD.0001</title>
        <cusip>566324109</cusip>
        <identifiers>
          <isin value="US5663241090"/>
          <ticker value="MMI "/>
        </identifiers>
        <balance>6600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234234</valUSD>
        <pctVal>0.0415096416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Marcus Corporation</name>
        <lei>549300NL0OKPNEMP6B79</lei>
        <title>MARCUS CORP/THE COMMON STOCK USD1.0</title>
        <cusip>566330106</cusip>
        <identifiers>
          <isin value="US5663301068"/>
          <ticker value="MCS "/>
        </identifiers>
        <balance>6471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239491.71</valUSD>
        <pctVal>0.0424413836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MarineMax Inc.</name>
        <lei>N/A</lei>
        <title>MARINEMAX INC COMMON STOCK USD.001</title>
        <cusip>567908108</cusip>
        <identifiers>
          <isin value="US5679081084"/>
          <ticker value="HZO "/>
        </identifiers>
        <balance>6211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96146.28</valUSD>
        <pctVal>0.0170385069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akoustis Technologies Inc.</name>
        <lei>N/A</lei>
        <title>AKOUSTIS TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>00973N102</cusip>
        <identifiers>
          <isin value="US00973N1028"/>
          <ticker value="AKTS "/>
        </identifiers>
        <balance>8079</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62612.25</valUSD>
        <pctVal>0.0110957933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="61186.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Alamo Group Inc.</name>
        <lei>54930080C93RVZRSDV26</lei>
        <title>ALAMO GROUP INC COMMON STOCK USD.1</title>
        <cusip>011311107</cusip>
        <identifiers>
          <isin value="US0113111076"/>
          <ticker value="ALG "/>
        </identifiers>
        <balance>2762</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>325142.64</valUSD>
        <pctVal>0.0576199632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boston Omaha Corporation</name>
        <lei>N/A</lei>
        <title>BOSTON OMAHA CORP COMMON STOCK</title>
        <cusip>101044105</cusip>
        <identifiers>
          <isin value="US1010441053"/>
          <ticker value="BOMN "/>
        </identifiers>
        <balance>3119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61849.77</valUSD>
        <pctVal>0.0109606709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boston Private Financial Holdings Inc.</name>
        <lei>9LC5YYBM83TLRL460X73</lei>
        <title>BOSTON PRIVATE FINANCIAL HOLDI COMMON STOCK USD1.0</title>
        <cusip>101119105</cusip>
        <identifiers>
          <isin value="US1011191053"/>
          <ticker value="BPFH "/>
        </identifiers>
        <balance>24071</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280547.51</valUSD>
        <pctVal>0.0497170633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alarm.com Holdings Inc.</name>
        <lei>549300HIH92U1EKIHZ32</lei>
        <title>ALARM.COM HOLDINGS INC COMMON STOCK</title>
        <cusip>011642105</cusip>
        <identifiers>
          <isin value="US0116421050"/>
          <ticker value="ALRM "/>
        </identifiers>
        <balance>10496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>489533.44</valUSD>
        <pctVal>0.0867523829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Albany International Corp.</name>
        <lei>L73WCPNCZIRSQGZTW097</lei>
        <title>ALBANY INTERNATIONAL CORP COMMON STOCK USD.001</title>
        <cusip>012348108</cusip>
        <identifiers>
          <isin value="US0123481089"/>
          <ticker value="AIN "/>
        </identifiers>
        <balance>8253</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>744090.48</valUSD>
        <pctVal>0.1318635602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bottomline Technologies (de) Inc.</name>
        <lei>OJ3Q4KYIXDSSGURLMT36</lei>
        <title>BOTTOMLINE TECHNOLOGIES DE INC COMMON STOCK USD.001</title>
        <cusip>101388106</cusip>
        <identifiers>
          <isin value="US1013881065"/>
          <ticker value="EPAY "/>
        </identifiers>
        <balance>12247</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>481919.45</valUSD>
        <pctVal>0.0854030741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Box Inc.</name>
        <lei>549300KQUCPD8687YS68</lei>
        <title>BOX INC COMMON STOCK USD.0001</title>
        <cusip>10316T104</cusip>
        <identifiers>
          <isin value="US10316T1043"/>
          <ticker value="BOX "/>
        </identifiers>
        <balance>40811</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>675830.16</valUSD>
        <pctVal>0.1197668474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Taylor Morrison Homes Corporation</name>
        <lei>N/A</lei>
        <title>TAYLOR MORRISON HOME CORP A COMMON STOCK USD.00001</title>
        <cusip>87724P106</cusip>
        <identifiers>
          <isin value="US87724P1066"/>
          <ticker value="TMHC "/>
        </identifiers>
        <balance>29805</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>773141.7</valUSD>
        <pctVal>0.1370118552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TCR2 Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>TCR2 THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>87808K106</cusip>
        <identifiers>
          <isin value="US87808K1060"/>
          <ticker value="TCRR "/>
        </identifiers>
        <balance>3501</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52620.03</valUSD>
        <pctVal>0.0093250279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marker Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>MARKER THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>57055L107</cusip>
        <identifiers>
          <isin value="US57055L1070"/>
          <ticker value="MRKR "/>
        </identifiers>
        <balance>8622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44058.42</valUSD>
        <pctVal>0.0078077872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="44115.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marlin Business Services Corp.</name>
        <lei>N/A</lei>
        <title>MARLIN BUSINESS SERVICES CORP COMMON STOCK USD.01</title>
        <cusip>571157106</cusip>
        <identifiers>
          <isin value="US5711571068"/>
          <ticker value="MRLN "/>
        </identifiers>
        <balance>2657</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66929.83</valUSD>
        <pctVal>0.0118609308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Albireo Pharma Inc.</name>
        <lei>N/A</lei>
        <title>ALBIREO PHARMA INC COMMON STOCK USD.01</title>
        <cusip>01345P106</cusip>
        <identifiers>
          <isin value="US01345P1066"/>
          <ticker value="ALBO "/>
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        <balance>3269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65380</valUSD>
        <pctVal>0.0115862785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alder Biopharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>014339105</cusip>
        <identifiers>
          <isin value="US0143391052"/>
          <ticker value="ALDR "/>
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        <balance>21215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>400114.9</valUSD>
        <pctVal>0.0709061285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="395010.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Team Inc.</name>
        <lei>549300DEKHQ3OEQJWU96</lei>
        <title>TEAM INC COMMON STOCK USD.3</title>
        <cusip>878155100</cusip>
        <identifiers>
          <isin value="US8781551002"/>
          <ticker value="TISI "/>
        </identifiers>
        <balance>8772</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158334.6</valUSD>
        <pctVal>0.0280591737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="160480.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Tech Data Corporation</name>
        <lei>549300EK847TAWPJWF34</lei>
        <title>TECH DATA CORP COMMON STOCK USD.0015</title>
        <cusip>878237106</cusip>
        <identifiers>
          <isin value="US8782371061"/>
          <ticker value="TECD "/>
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        <balance>10303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1073984.72</valUSD>
        <pctVal>0.1903255755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boyd Gaming Corporation</name>
        <lei>N/A</lei>
        <title>BOYD GAMING CORP COMMON STOCK USD.01</title>
        <cusip>103304101</cusip>
        <identifiers>
          <isin value="US1033041013"/>
          <ticker value="BYD "/>
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        <balance>22894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>548311.3</valUSD>
        <pctVal>0.0971686671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brady Corporation</name>
        <lei>549300G2LEQOFQC8GY34</lei>
        <title>BRADY CORP COMMON STOCK USD.01</title>
        <cusip>104674106</cusip>
        <identifiers>
          <isin value="US1046741062"/>
          <ticker value="BRC "/>
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        <balance>13416</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>711718.8</valUSD>
        <pctVal>0.1261268318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Preferred Apartment Communities Inc.</name>
        <lei>549300KTZLVOW5TLLN89</lei>
        <title>PREFERRED APARTMENT COMMUNITIE REIT USD.01</title>
        <cusip>74039L103</cusip>
        <identifiers>
          <isin value="US74039L1035"/>
          <ticker value="APTS "/>
        </identifiers>
        <balance>12688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183341.6</valUSD>
        <pctVal>0.0324907747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Preformed Line Products Company</name>
        <lei>549300EYH53XDJID2098</lei>
        <title>PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0</title>
        <cusip>740444104</cusip>
        <identifiers>
          <isin value="US7404441047"/>
          <ticker value="PLPC "/>
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        <balance>1103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60212.77</valUSD>
        <pctVal>0.0106705709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TechTarget Inc.</name>
        <lei>N/A</lei>
        <title>TECHTARGET INC COMMON STOCK USD.001</title>
        <cusip>87874R100</cusip>
        <identifiers>
          <isin value="US87874R1005"/>
          <ticker value="TTGT "/>
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        <balance>6770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152494.25</valUSD>
        <pctVal>0.0270241795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TEGNA Inc.</name>
        <lei>549300YC5EDBGX85AO10</lei>
        <title>TEGNA INC COMMON STOCK USD1.0</title>
        <cusip>87901J105</cusip>
        <identifiers>
          <isin value="US87901J1051"/>
          <ticker value="TGNA "/>
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        <balance>61524</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>955467.72</valUSD>
        <pctVal>0.1693226545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Braemar Hotels and Resorts Inc.</name>
        <lei>549300JDUUEBN868C776</lei>
        <title>BRAEMAR HOTELS and RESORTS INC REIT USD.01</title>
        <cusip>10482B101</cusip>
        <identifiers>
          <isin value="US10482B1017"/>
          <ticker value="BHR "/>
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        <balance>9302</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87345.78</valUSD>
        <pctVal>0.0154789314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bridge Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>BRIDGE BANCORP INC COMMON STOCK USD.01</title>
        <cusip>108035106</cusip>
        <identifiers>
          <isin value="US1080351067"/>
          <ticker value="BDGE "/>
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        <balance>4820</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142479.2</valUSD>
        <pctVal>0.0252493683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Premier Financial Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PREMIER FINANCIAL BANCORP INC COMMON STOCK</title>
        <cusip>74050M105</cusip>
        <identifiers>
          <isin value="US74050M1053"/>
          <ticker value="PFBI "/>
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        <balance>3954</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67890.18</valUSD>
        <pctVal>0.0120311186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Presidio Inc.</name>
        <lei>N/A</lei>
        <title>PRESIDIO INC COMMON STOCK USD.01</title>
        <cusip>74102M103</cusip>
        <identifiers>
          <isin value="US74102M1036"/>
          <ticker value="PSDO "/>
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        <balance>13447</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227254.3</valUSD>
        <pctVal>0.0402727382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BridgeBio Pharma Inc.</name>
        <lei>N/A</lei>
        <title>BRIDGEBIO PHARMA INC COMMON STOCK</title>
        <cusip>10806X102</cusip>
        <identifiers>
          <isin value="US10806X1028"/>
          <ticker value="BBIO "/>
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        <balance>6249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134166.03</valUSD>
        <pctVal>0.0237761547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="82836.000000000000"/>
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      <invstOrSec>
        <name>Everi Holdings Inc.</name>
        <lei>N/A</lei>
        <title>EVERI HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>30034T103</cusip>
        <identifiers>
          <isin value="US30034T1034"/>
          <ticker value="EVRI "/>
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        <balance>19431</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164386.26</valUSD>
        <pctVal>0.0291316151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prestige Brands Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PRESTIGE CONSUMER HEALTHCARE I COMMON STOCK USD.01</title>
        <cusip>74112D101</cusip>
        <identifiers>
          <isin value="US74112D1019"/>
          <ticker value="PBH "/>
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        <balance>14346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>497662.74</valUSD>
        <pctVal>0.0881930121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PriceSmart Inc.</name>
        <lei>549300JVYOSTGVSDZS46</lei>
        <title>PRICESMART INC COMMON STOCK USD.0001</title>
        <cusip>741511109</cusip>
        <identifiers>
          <isin value="US7415111092"/>
          <ticker value="PSMT "/>
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        <balance>6444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458168.4</valUSD>
        <pctVal>0.0811940457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EVERTEC Inc.</name>
        <lei>N/A</lei>
        <title>EVERTEC INC COMMON STOCK USD.01</title>
        <cusip>30040P103</cusip>
        <identifiers>
          <isin value="PR30040P1032"/>
          <ticker value="EVTC "/>
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        <balance>17138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>535048.36</valUSD>
        <pctVal>0.0948182829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EverQuote Inc.</name>
        <lei>N/A</lei>
        <title>EVERQUOTE INC COMMON STOCK USD.001</title>
        <cusip>30041R108</cusip>
        <identifiers>
          <isin value="US30041R1086"/>
          <ticker value="EVER "/>
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        <balance>2575</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54950.5</valUSD>
        <pctVal>0.0097380208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Primoris Services Corporation</name>
        <lei>549300UF3OLBJ8D5K349</lei>
        <title>PRIMORIS SERVICES CORP COMMON STOCK USD.0001</title>
        <cusip>74164F103</cusip>
        <identifiers>
          <isin value="US74164F1030"/>
          <ticker value="PRIM "/>
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        <balance>12734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249713.74</valUSD>
        <pctVal>0.0442528747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Primo Water Corporation</name>
        <lei>549300180CML5JHOPJ18</lei>
        <title>PRIMO WATER CORP COMMON STOCK</title>
        <cusip>74165N105</cusip>
        <identifiers>
          <isin value="US74165N1054"/>
          <ticker value="PRMW "/>
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        <balance>10506</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129013.68</valUSD>
        <pctVal>0.0228630840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Evolution Petroleum Corporation</name>
        <lei>549300P9ZXGJZ6SSM116</lei>
        <title>EVOLUTION PETROLEUM CORP COMMON STOCK USD.001</title>
        <cusip>30049A107</cusip>
        <identifiers>
          <isin value="US30049A1079"/>
          <ticker value="EPM "/>
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        <balance>10050</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58692</valUSD>
        <pctVal>0.0104010685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evolent Health Inc.</name>
        <lei>549300CZOCFHQ2BBTR11</lei>
        <title>EVOLENT HEALTH INC COMMON STOCK USD.01</title>
        <cusip>30050B101</cusip>
        <identifiers>
          <isin value="US30050B1017"/>
          <ticker value="EVH "/>
        </identifiers>
        <balance>20955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150666.45</valUSD>
        <pctVal>0.0267002670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="157247.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evolus Inc.</name>
        <lei>N/A</lei>
        <title>EVOLUS INC COMMON STOCK USD.00001</title>
        <cusip>30052C107</cusip>
        <identifiers>
          <isin value="US30052C1071"/>
          <ticker value="EOLS "/>
        </identifiers>
        <balance>4260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66541.2</valUSD>
        <pctVal>0.0117920599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="53592.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evoqua Water Technologies Corp.</name>
        <lei>N/A</lei>
        <title>EVOQUA WATER TECHNOLOGIES CORP COMMON STOCK USD.01</title>
        <cusip>30057T105</cusip>
        <identifiers>
          <isin value="US30057T1051"/>
          <ticker value="AQUA "/>
        </identifiers>
        <balance>21536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366542.72</valUSD>
        <pctVal>0.0649566542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Principia Biopharma Inc.</name>
        <lei>N/A</lei>
        <title>PRINCIPIA BIOPHARMA INC COMMON STOCK USD.0001</title>
        <cusip>74257L108</cusip>
        <identifiers>
          <isin value="US74257L1089"/>
          <ticker value="PRNB "/>
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        <balance>4006</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113129.44</valUSD>
        <pctVal>0.0200481677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ProAssurance Corporation</name>
        <lei>54930015E5J57R675E89</lei>
        <title>PROASSURANCE CORP COMMON STOCK USD.01</title>
        <cusip>74267C106</cusip>
        <identifiers>
          <isin value="US74267C1062"/>
          <ticker value="PRA "/>
        </identifiers>
        <balance>15084</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>607432.68</valUSD>
        <pctVal>0.1076458279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exantas Capital Corp.</name>
        <lei>549300RUJWPCMY4JFR46</lei>
        <title>EXANTAS CAPITAL CORP REIT USD.001</title>
        <cusip>30068N105</cusip>
        <identifiers>
          <isin value="US30068N1054"/>
          <ticker value="XAN "/>
        </identifiers>
        <balance>9890</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112449.3</valUSD>
        <pctVal>0.0199276371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ExlService Holdings Inc.</name>
        <lei>81E3DTNF6OSH489ZOV15</lei>
        <title>EXLSERVICE HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>302081104</cusip>
        <identifiers>
          <isin value="US3020811044"/>
          <ticker value="EXLS "/>
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        <balance>9556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>639869.76</valUSD>
        <pctVal>0.1133941461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Progenics Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>PROGENICS PHARMACEUTICALS INC COMMON STOCK USD.0013</title>
        <cusip>743187106</cusip>
        <identifiers>
          <isin value="US7431871067"/>
          <ticker value="PGNX "/>
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        <balance>25510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128953.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Software Corporation</name>
        <lei>549300R65B3JG6972S24</lei>
        <title>PROGRESS SOFTWARE CORP COMMON STOCK USD.01</title>
        <cusip>743312100</cusip>
        <identifiers>
          <isin value="US7433121008"/>
          <ticker value="PRGS "/>
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        <balance>12670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>482220.2</valUSD>
        <pctVal>0.0854563714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aldeyra Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ALDEYRA THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>01438T106</cusip>
        <identifiers>
          <isin value="US01438T1060"/>
          <ticker value="ALDX "/>
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        <balance>7739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40784.53</valUSD>
        <pctVal>0.0072276067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alector Inc.</name>
        <lei>N/A</lei>
        <title>ALECTOR INC COMMON STOCK USD.0001</title>
        <cusip>014442107</cusip>
        <identifiers>
          <isin value="US0144421072"/>
          <ticker value="ALEC "/>
        </identifiers>
        <balance>8504</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122627.68</valUSD>
        <pctVal>0.0217313928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="47082.000000000000"/>
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      <invstOrSec>
        <name>eXp World Holdings Inc.</name>
        <lei>N/A</lei>
        <title>EXP WORLD HOLDINGS INC COMMON STOCK USD.00001</title>
        <cusip>30212W100</cusip>
        <identifiers>
          <isin value="US30212W1009"/>
          <ticker value="EXPI "/>
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        <balance>5308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44481.04</valUSD>
        <pctVal>0.0078826815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="38258.000000000000"/>
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      <invstOrSec>
        <name>Exponent Inc.</name>
        <lei>N/A</lei>
        <title>EXPONENT INC COMMON STOCK USD.001</title>
        <cusip>30214U102</cusip>
        <identifiers>
          <isin value="US30214U1025"/>
          <ticker value="EXPO "/>
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        <balance>14670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025433</valUSD>
        <pctVal>0.1817215107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROS Holdings Inc.</name>
        <lei>549300LPE1KNL5RWKQ48</lei>
        <title>PROS HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>74346Y103</cusip>
        <identifiers>
          <isin value="US74346Y1038"/>
          <ticker value="PRO "/>
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        <balance>9370</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>558452</valUSD>
        <pctVal>0.0989657453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ProPetro Holding Corp.</name>
        <lei>N/A</lei>
        <title>PROPETRO HOLDING CORP COMMON STOCK</title>
        <cusip>74347M108</cusip>
        <identifiers>
          <isin value="US74347M1080"/>
          <ticker value="PUMP "/>
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        <balance>22702</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206361.18</valUSD>
        <pctVal>0.0365701761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Protagonist Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>PROTAGONIST THERAPEUTICS INC COMMON STOCK USD.00001</title>
        <cusip>74366E102</cusip>
        <identifiers>
          <isin value="US74366E1029"/>
          <ticker value="PTGX "/>
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        <balance>5071</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60902.71</valUSD>
        <pctVal>0.0107928382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Protective Insurance Corporation</name>
        <lei>N/A</lei>
        <title>PROTECTIVE INSURANCE CORP COMMON STOCK</title>
        <cusip>74368L203</cusip>
        <identifiers>
          <isin value="US74368L2034"/>
          <ticker value="PTVCB "/>
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        <balance>3455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60289.75</valUSD>
        <pctVal>0.0106842129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alexander and Baldwin Investments LLC</name>
        <lei>N/A</lei>
        <title>ALEXANDER and BALDWIN INC REIT</title>
        <cusip>014491104</cusip>
        <identifiers>
          <isin value="US0144911049"/>
          <ticker value="ALEX "/>
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        <balance>19660</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>481866.6</valUSD>
        <pctVal>0.0853937083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alexander's Inc.</name>
        <lei>549300TZM28P04U5R635</lei>
        <title>ALEXANDER'S INC REIT USD1.0</title>
        <cusip>014752109</cusip>
        <identifiers>
          <isin value="US0147521092"/>
          <ticker value="ALX "/>
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        <balance>616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214620.56</valUSD>
        <pctVal>0.0380338573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Proto Labs Inc.</name>
        <lei>N/A</lei>
        <title>PROTO LABS INC COMMON STOCK USD.001</title>
        <cusip>743713109</cusip>
        <identifiers>
          <isin value="US7437131094"/>
          <ticker value="PRLB "/>
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        <balance>7653</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>781371.3</valUSD>
        <pctVal>0.1384702590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Providence Service Corporation</name>
        <lei>549300EFZIFW7F7I0Q28</lei>
        <title>PROVIDENCE SERVICE CORP/THE COMMON STOCK USD.001</title>
        <cusip>743815102</cusip>
        <identifiers>
          <isin value="US7438151026"/>
          <ticker value="PRSC "/>
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        <balance>3393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201747.78</valUSD>
        <pctVal>0.0357526151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alico Inc.</name>
        <lei>N/A</lei>
        <title>ALICO INC COMMON STOCK USD1.0</title>
        <cusip>016230104</cusip>
        <identifiers>
          <isin value="US0162301040"/>
          <ticker value="ALCO "/>
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        <balance>1548</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52662.96</valUSD>
        <pctVal>0.0093326357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Allakos Inc.</name>
        <lei>N/A</lei>
        <title>ALLAKOS INC COMMON STOCK USD.001</title>
        <cusip>01671P100</cusip>
        <identifiers>
          <isin value="US01671P1003"/>
          <ticker value="ALLK "/>
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        <balance>5455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428926.65</valUSD>
        <pctVal>0.0760119860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="397212.000000000000"/>
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      <invstOrSec>
        <name>Allegheny Technologies Incorporated</name>
        <lei>ZW1LRE7C3H17O2ZN9B45</lei>
        <title>ALLEGHENY TECHNOLOGIES INC COMMON STOCK USD.1</title>
        <cusip>01741R102</cusip>
        <identifiers>
          <isin value="US01741R1023"/>
          <ticker value="ATI "/>
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        <balance>35861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>726185.25</valUSD>
        <pctVal>0.1286904953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allegiance Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>ALLEGIANCE BANCSHARES INC COMMON STOCK USD1.0</title>
        <cusip>01748H107</cusip>
        <identifiers>
          <isin value="US01748H1077"/>
          <ticker value="ABTX "/>
        </identifiers>
        <balance>5794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185929.46</valUSD>
        <pctVal>0.0329493808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Provident Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PROVIDENT BANCORP INC COMMON STOCK</title>
        <cusip>74383X109</cusip>
        <identifiers>
          <isin value="US74383X1090"/>
          <ticker value="PVBC "/>
        </identifiers>
        <balance>1668</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40082.04</valUSD>
        <pctVal>0.0071031153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Provident Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>PROVIDENT FINANCIAL SERVICES I COMMON STOCK USD.01</title>
        <cusip>74386T105</cusip>
        <identifiers>
          <isin value="US74386T1051"/>
          <ticker value="PFS "/>
        </identifiers>
        <balance>17316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>424761.48</valUSD>
        <pctVal>0.0752738578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allegiant Travel Company</name>
        <lei>549300JM9OZXOHWL2K18</lei>
        <title>ALLEGIANT TRAVEL CO COMMON STOCK USD.001</title>
        <cusip>01748X102</cusip>
        <identifiers>
          <isin value="US01748X1028"/>
          <ticker value="ALGT "/>
        </identifiers>
        <balance>3646</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>545660.36</valUSD>
        <pctVal>0.0966988823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLETE Inc.</name>
        <lei>549300NNLSIMY6Z8OT86</lei>
        <title>ALLETE INC COMMON STOCK</title>
        <cusip>018522300</cusip>
        <identifiers>
          <isin value="US0185223007"/>
          <ticker value="ALE "/>
        </identifiers>
        <balance>14614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1277409.74</valUSD>
        <pctVal>0.2263754217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pulse Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>PULSE BIOSCIENCES INC COMMON STOCK USD.001</title>
        <cusip>74587B101</cusip>
        <identifiers>
          <isin value="US74587B1017"/>
          <ticker value="PLSE "/>
        </identifiers>
        <balance>3793</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58563.92</valUSD>
        <pctVal>0.0103783709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="57827.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Puma Biotechnology Inc.</name>
        <lei>N/A</lei>
        <title>PUMA BIOTECHNOLOGY INC COMMON STOCK USD.0001</title>
        <cusip>74587V107</cusip>
        <identifiers>
          <isin value="US74587V1070"/>
          <ticker value="PBYI "/>
        </identifiers>
        <balance>9080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97746.2</valUSD>
        <pctVal>0.0173220358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="98044.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Allied Motion Technologies Inc.</name>
        <lei>549300I2LHAWYGNBPM97</lei>
        <title>ALLIED MOTION TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>019330109</cusip>
        <identifiers>
          <isin value="US0193301092"/>
          <ticker value="AMOT "/>
        </identifiers>
        <balance>2233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78847.23</valUSD>
        <pctVal>0.0139728659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allogene Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ALLOGENE THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>019770106</cusip>
        <identifiers>
          <isin value="US0197701065"/>
          <ticker value="ALLO "/>
        </identifiers>
        <balance>11248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>306564.24</valUSD>
        <pctVal>0.0543276029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="141188.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Allscripts Healthcare Solutions Inc.</name>
        <lei>Y68YJHVB1GU4TAU3C223</lei>
        <title>ALLSCRIPTS HEALTHCARE SOLUTION COMMON STOCK USD.01</title>
        <cusip>01988P108</cusip>
        <identifiers>
          <isin value="US01988P1084"/>
          <ticker value="MDRX "/>
        </identifiers>
        <balance>47296</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>519310.08</valUSD>
        <pctVal>0.0920292328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alphatec Holdings Inc.</name>
        <lei>549300EZE8CQ8K65FS24</lei>
        <title>ALPHATEC HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>02081G201</cusip>
        <identifiers>
          <isin value="US02081G2012"/>
          <ticker value="ATEC "/>
        </identifiers>
        <balance>10821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54321.42</valUSD>
        <pctVal>0.0096265387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QCR Holdings Inc.</name>
        <lei>N/A</lei>
        <title>QCR HOLDINGS INC COMMON STOCK USD1.0</title>
        <cusip>74727A104</cusip>
        <identifiers>
          <isin value="US74727A1043"/>
          <ticker value="QCRH "/>
        </identifiers>
        <balance>4571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173606.58</valUSD>
        <pctVal>0.0307655888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QAD Inc.</name>
        <lei>N/A</lei>
        <title>QAD INC COMMON STOCK</title>
        <cusip>74727D306</cusip>
        <identifiers>
          <isin value="US74727D3061"/>
          <ticker value="QADA "/>
        </identifiers>
        <balance>3272</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151100.96</valUSD>
        <pctVal>0.0267772685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altair Engineering Inc.</name>
        <lei>N/A</lei>
        <title>ALTAIR ENGINEERING INC COMMON STOCK</title>
        <cusip>021369103</cusip>
        <identifiers>
          <isin value="US0213691035"/>
          <ticker value="ALTR "/>
        </identifiers>
        <balance>11000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>380820</valUSD>
        <pctVal>0.0674867941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altra Industrial Motion Corp.</name>
        <lei>NQ0NIXPGW4YKG4MWM571</lei>
        <title>ALTRA INDUSTRIAL MOTION CORP COMMON STOCK USD.001</title>
        <cusip>02208R106</cusip>
        <identifiers>
          <isin value="US02208R1068"/>
          <ticker value="AIMC "/>
        </identifiers>
        <balance>18314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>507206.23</valUSD>
        <pctVal>0.0898842561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quad/Graphics Inc.</name>
        <lei>W2D68G5NJH4X0NW8PT65</lei>
        <title>QUAD/GRAPHICS INC COMMON STOCK USD.025</title>
        <cusip>747301109</cusip>
        <identifiers>
          <isin value="US7473011093"/>
          <ticker value="QUAD "/>
        </identifiers>
        <balance>9944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104511.44</valUSD>
        <pctVal>0.0185209339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quaker Chemical Corporation</name>
        <lei>549300PJQ1R3WCWCPS54</lei>
        <title>QUAKER CHEMICAL CORP COMMON STOCK USD1.0</title>
        <cusip>747316107</cusip>
        <identifiers>
          <isin value="US7473161070"/>
          <ticker value="KWR "/>
        </identifiers>
        <balance>3716</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587648.24</valUSD>
        <pctVal>0.1041397399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Express Inc.</name>
        <lei>N/A</lei>
        <title>EXPRESS INC COMMON STOCK</title>
        <cusip>30219E103</cusip>
        <identifiers>
          <isin value="US30219E1038"/>
          <ticker value="EXPR "/>
        </identifiers>
        <balance>20062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69013.28</valUSD>
        <pctVal>0.0122301481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extreme Networks Inc.</name>
        <lei>549300WRECW11X94UB57</lei>
        <title>EXTREME NETWORKS INC COMMON STOCK USD.001</title>
        <cusip>30226D106</cusip>
        <identifiers>
          <isin value="US30226D1063"/>
          <ticker value="EXTR "/>
        </identifiers>
        <balance>33881</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>246484.28</valUSD>
        <pctVal>0.0436805679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altus Midstream Company</name>
        <lei>N/A</lei>
        <title>ALTUS MIDSTREAM CO COMMON STOCK USD.0001</title>
        <cusip>02215L100</cusip>
        <identifiers>
          <isin value="US02215L1008"/>
          <ticker value="ALTM "/>
        </identifiers>
        <balance>15849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44852.67</valUSD>
        <pctVal>0.0079485397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="45240.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amalgamated Bank</name>
        <lei>N/A</lei>
        <title>AMALGAMATED BANK COMMON STOCK USD.01</title>
        <cusip>022663108</cusip>
        <identifiers>
          <isin value="US0226631085"/>
          <ticker value="AMAL "/>
        </identifiers>
        <balance>4411</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70664.22</valUSD>
        <pctVal>0.0125227185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exterran Corporation</name>
        <lei>549300PVC7ZU5RSQHZ60</lei>
        <title>EXTERRAN CORP COMMON STOCK USD.01</title>
        <cusip>30227H106</cusip>
        <identifiers>
          <isin value="US30227H1068"/>
          <ticker value="EXTN "/>
        </identifiers>
        <balance>9423</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123064.38</valUSD>
        <pctVal>0.0218087823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extraction Oil and Gas Inc.</name>
        <lei>5493002FL3WIE1JVUP20</lei>
        <title>EXTRACTION OIL and GAS INC COMMON STOCK</title>
        <cusip>30227M105</cusip>
        <identifiers>
          <isin value="US30227M1053"/>
          <ticker value="XOG "/>
        </identifiers>
        <balance>27727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81517.38</valUSD>
        <pctVal>0.0144460549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="81104.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ambac Financial Group Inc.</name>
        <lei>5493000UC0RBBNDHI717</lei>
        <title>AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>023139884</cusip>
        <identifiers>
          <isin value="US0231398845"/>
          <ticker value="AMBC "/>
        </identifiers>
        <balance>13130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256691.5</valUSD>
        <pctVal>0.0454894344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amedisys Inc.</name>
        <lei>N/A</lei>
        <title>AMEDISYS INC COMMON STOCK USD.001</title>
        <cusip>023436108</cusip>
        <identifiers>
          <isin value="US0234361089"/>
          <ticker value="AMED "/>
        </identifiers>
        <balance>8889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1164547.89</valUSD>
        <pctVal>0.2063746748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pzena Investment Management Inc.</name>
        <lei>77FR8E97WY61TIP8ID10</lei>
        <title>PZENA INVESTMENT MANAGEMENT IN COMMON STOCK USD.01</title>
        <cusip>74731Q103</cusip>
        <identifiers>
          <isin value="US74731Q1031"/>
          <ticker value="PZN "/>
        </identifiers>
        <balance>5417</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48319.64</valUSD>
        <pctVal>0.0085629368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QEP Resources Inc.</name>
        <lei>Q6JQDZPXKEDQKVK58165</lei>
        <title>QEP RESOURCES INC COMMON STOCK USD.01</title>
        <cusip>74733V100</cusip>
        <identifiers>
          <isin value="US74733V1008"/>
          <ticker value="QEP "/>
        </identifiers>
        <balance>69058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255514.6</valUSD>
        <pctVal>0.0452808707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EZCORP Inc.</name>
        <lei>5493003K6PG3ZQ7TUQ63</lei>
        <title>EZCORP INC COMMON STOCK USD.01</title>
        <cusip>302301106</cusip>
        <identifiers>
          <isin value="US3023011063"/>
          <ticker value="EZPW "/>
        </identifiers>
        <balance>15227</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98290.29</valUSD>
        <pctVal>0.0174184564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FBL Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>FBL FINANCIAL GROUP INC COMMON STOCK</title>
        <cusip>30239F106</cusip>
        <identifiers>
          <isin value="US30239F1066"/>
          <ticker value="FFG "/>
        </identifiers>
        <balance>2970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>176744.7</valUSD>
        <pctVal>0.0313217089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QTS Realty Trust Inc.</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>QTS REALTY TRUST INC REIT USD.01</title>
        <cusip>74736A103</cusip>
        <identifiers>
          <isin value="US74736A1034"/>
          <ticker value="QTS "/>
        </identifiers>
        <balance>15503</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>797009.23</valUSD>
        <pctVal>0.1412415256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amerant Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>AMERANT BANCORP INC COMMON STOCK USD.1</title>
        <cusip>023576101</cusip>
        <identifiers>
          <isin value="US0235761014"/>
          <ticker value="AMTB "/>
        </identifiers>
        <balance>5823</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122108.31</valUSD>
        <pctVal>0.0216393529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameresco Inc.</name>
        <lei>N/A</lei>
        <title>AMERESCO INC COMMON STOCK USD.0001</title>
        <cusip>02361E108</cusip>
        <identifiers>
          <isin value="US02361E1082"/>
          <ticker value="AMRC "/>
        </identifiers>
        <balance>6772</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108826.04</valUSD>
        <pctVal>0.0192855432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Assets Trust Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN ASSETS TRUST INC REIT USD.01</title>
        <cusip>024013104</cusip>
        <identifiers>
          <isin value="US0240131047"/>
          <ticker value="AAT "/>
        </identifiers>
        <balance>13146</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614444.04</valUSD>
        <pctVal>0.1088883420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Axle and Manufacturing Holdings Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN AXLE and MANUFACTURING COMMON STOCK USD.01</title>
        <cusip>024061103</cusip>
        <identifiers>
          <isin value="US0240611030"/>
          <ticker value="AXL "/>
        </identifiers>
        <balance>31816</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261527.52</valUSD>
        <pctVal>0.0463464469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FNCB Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>FNCB BANCORP INC COMMON STOCK USD1.25</title>
        <cusip>302578109</cusip>
        <identifiers>
          <isin value="US3025781093"/>
          <ticker value="FNCB "/>
        </identifiers>
        <balance>6334</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49468.54</valUSD>
        <pctVal>0.0087665385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FB Financial Corporation</name>
        <lei>N/A</lei>
        <title>FB FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>30257X104</cusip>
        <identifiers>
          <isin value="US30257X1046"/>
          <ticker value="FBK "/>
        </identifiers>
        <balance>4772</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179188.6</valUSD>
        <pctVal>0.0317548032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Eagle Outfitters Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01</title>
        <cusip>02553E106</cusip>
        <identifiers>
          <isin value="US02553E1064"/>
          <ticker value="AEO "/>
        </identifiers>
        <balance>45638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>740248.36</valUSD>
        <pctVal>0.1311826812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Equity Investment Life Holding Company</name>
        <lei>549300RK5RZQ740FPL83</lei>
        <title>AMERICAN EQUITY INVESTMENT LIF COMMON STOCK USD1.0</title>
        <cusip>025676206</cusip>
        <identifiers>
          <isin value="US0256762065"/>
          <ticker value="AEL "/>
        </identifiers>
        <balance>25725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>622545</valUSD>
        <pctVal>0.1103239489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Finance Trust Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN FINANCE TRUST INC REIT</title>
        <cusip>02607T109</cusip>
        <identifiers>
          <isin value="US02607T1097"/>
          <ticker value="AFIN "/>
        </identifiers>
        <balance>30684</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428348.64</valUSD>
        <pctVal>0.0759095543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American National Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0</title>
        <cusip>027745108</cusip>
        <identifiers>
          <isin value="US0277451086"/>
          <ticker value="AMNB "/>
        </identifiers>
        <balance>2537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89987.39</valUSD>
        <pctVal>0.0159470628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FS Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>FS BANCORP INC COMMON STOCK</title>
        <cusip>30263Y104</cusip>
        <identifiers>
          <isin value="US30263Y1047"/>
          <ticker value="FSBW "/>
        </identifiers>
        <balance>1597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83842.5</valUSD>
        <pctVal>0.0148580997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FRP Holdings Inc.</name>
        <lei>N/A</lei>
        <title>FRP HOLDINGS INC COMMON STOCK USD.1</title>
        <cusip>30292L107</cusip>
        <identifiers>
          <isin value="US30292L1070"/>
          <ticker value="FRPH "/>
        </identifiers>
        <balance>2245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107804.9</valUSD>
        <pctVal>0.0191045824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Outdoor Brands Corporation</name>
        <lei>5493004PFHUPOR1PWN79</lei>
        <title>AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001</title>
        <cusip>02874P103</cusip>
        <identifiers>
          <isin value="US02874P1030"/>
          <ticker value="AOBC "/>
        </identifiers>
        <balance>15863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92798.55</valUSD>
        <pctVal>0.0164452409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Public Education Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN PUBLIC EDUCATION INC COMMON STOCK USD.01</title>
        <cusip>02913V103</cusip>
        <identifiers>
          <isin value="US02913V1035"/>
          <ticker value="APEI "/>
        </identifiers>
        <balance>4784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106874.56</valUSD>
        <pctVal>0.0189397128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Renal Associates Holdings Inc.</name>
        <lei>549300RZGHM4ZGSTW764</lei>
        <title>AMERICAN RENAL ASSOCIATES HOLD COMMON STOCK USD.01</title>
        <cusip>029227105</cusip>
        <identifiers>
          <isin value="US0292271055"/>
          <ticker value="ARA "/>
        </identifiers>
        <balance>6170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38994.4</valUSD>
        <pctVal>0.0069103698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Software Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN SOFTWARE INC/GA COMMON STOCK USD.1</title>
        <cusip>029683109</cusip>
        <identifiers>
          <isin value="US0296831094"/>
          <ticker value="AMSWA "/>
        </identifiers>
        <balance>9015</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135405.3</valUSD>
        <pctVal>0.0239957712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American States Water Company</name>
        <lei>N/A</lei>
        <title>AMERICAN STATES WATER CO COMMON STOCK</title>
        <cusip>029899101</cusip>
        <identifiers>
          <isin value="US0298991011"/>
          <ticker value="AWR "/>
        </identifiers>
        <balance>10352</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>930230.72</valUSD>
        <pctVal>0.1648502942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Superconductor Corporation</name>
        <lei>549300S9YT8Z8LOK4452</lei>
        <title>AMERICAN SUPERCONDUCTOR CORP COMMON STOCK USD.01</title>
        <cusip>030111207</cusip>
        <identifiers>
          <isin value="US0301112076"/>
          <ticker value="AMSC "/>
        </identifiers>
        <balance>6912</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54190.08</valUSD>
        <pctVal>0.0096032634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Vanguard Corporation</name>
        <lei>N/A</lei>
        <title>AMERICAN VANGUARD CORP COMMON STOCK USD.1</title>
        <cusip>030371108</cusip>
        <identifiers>
          <isin value="US0303711081"/>
          <ticker value="AVD "/>
        </identifiers>
        <balance>8529</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133905.3</valUSD>
        <pctVal>0.0237299496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Woodmark Corporation</name>
        <lei>N/A</lei>
        <title>AMERICAN WOODMARK CORP COMMON STOCK</title>
        <cusip>030506109</cusip>
        <identifiers>
          <isin value="US0305061097"/>
          <ticker value="AMWD "/>
        </identifiers>
        <balance>4509</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>400895.19</valUSD>
        <pctVal>0.0710444072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FTI Consulting Inc.</name>
        <lei>549300K17GM8EQD0FQ48</lei>
        <title>FTI CONSULTING INC COMMON STOCK USD.01</title>
        <cusip>302941109</cusip>
        <identifiers>
          <isin value="US3029411093"/>
          <ticker value="FCN "/>
        </identifiers>
        <balance>10584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1121798.16</valUSD>
        <pctVal>0.1987988063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Falcon Minerals Corporation</name>
        <lei>N/A</lei>
        <title>FALCON MINERALS CORP COMMON STOCK USD.0001</title>
        <cusip>30607B109</cusip>
        <identifiers>
          <isin value="US30607B1098"/>
          <ticker value="FLMN "/>
        </identifiers>
        <balance>11956</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68747</valUSD>
        <pctVal>0.0121829595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>America's Car-Mart Inc.</name>
        <lei>N/A</lei>
        <title>AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01</title>
        <cusip>03062T105</cusip>
        <identifiers>
          <isin value="US03062T1051"/>
          <ticker value="CRMT "/>
        </identifiers>
        <balance>1789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164051.3</valUSD>
        <pctVal>0.0290722554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERISAFE Inc.</name>
        <lei>N/A</lei>
        <title>AMERISAFE INC COMMON STOCK USD.01</title>
        <cusip>03071H100</cusip>
        <identifiers>
          <isin value="US03071H1005"/>
          <ticker value="AMSF "/>
        </identifiers>
        <balance>5409</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>357588.99</valUSD>
        <pctVal>0.0633699242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNB Financial Corporation</name>
        <lei>N/A</lei>
        <title>CNB FINANCIAL CORP/PA COMMON STOCK</title>
        <cusip>126128107</cusip>
        <identifiers>
          <isin value="US1261281075"/>
          <ticker value="CCNE "/>
        </identifiers>
        <balance>4260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122262</valUSD>
        <pctVal>0.0216665890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CRA International Inc.</name>
        <lei>N/A</lei>
        <title>CRA INTERNATIONAL INC COMMON STOCK</title>
        <cusip>12618T105</cusip>
        <identifiers>
          <isin value="US12618T1051"/>
          <ticker value="CRAI "/>
        </identifiers>
        <balance>2440</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102406.8</valUSD>
        <pctVal>0.0181479613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNO Financial Group Inc.</name>
        <lei>11XPYHB76MPM4Y4P2897</lei>
        <title>CNO FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>12621E103</cusip>
        <identifiers>
          <isin value="US12621E1038"/>
          <ticker value="CNO "/>
        </identifiers>
        <balance>44825</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>709579.75</valUSD>
        <pctVal>0.1257477613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pattern Energy Group Inc.</name>
        <lei>549300YTEUCT3H1Y2T51</lei>
        <title>PATTERN ENERGY GROUP INC COMMON STOCK USD.01</title>
        <cusip>70338P100</cusip>
        <identifiers>
          <isin value="US70338P1003"/>
          <ticker value="PEGI "/>
        </identifiers>
        <balance>25614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>689785.02</valUSD>
        <pctVal>0.1222398498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Patterson Companies Inc.</name>
        <lei>YM48Q2087CUE26GWEK09</lei>
        <title>PATTERSON COS INC COMMON STOCK USD.01</title>
        <cusip>703395103</cusip>
        <identifiers>
          <isin value="US7033951036"/>
          <ticker value="PDCO "/>
        </identifiers>
        <balance>23690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>422155.8</valUSD>
        <pctVal>0.0748120938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSG Systems International Inc.</name>
        <lei>549300D7FJZUOHHXUA81</lei>
        <title>CSG SYSTEMS INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>126349109</cusip>
        <identifiers>
          <isin value="US1263491094"/>
          <ticker value="CSGS "/>
        </identifiers>
        <balance>9304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>480830.72</valUSD>
        <pctVal>0.0852101355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSW Industrials Inc.</name>
        <lei>549300SYOEO3RVQ7FB83</lei>
        <title>CSW INDUSTRIALS INC COMMON STOCK USD.01</title>
        <cusip>126402106</cusip>
        <identifiers>
          <isin value="US1264021064"/>
          <ticker value="CSWI "/>
        </identifiers>
        <balance>4228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291858.84</valUSD>
        <pctVal>0.0517215940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CTS Corporation</name>
        <lei>549300YV1HQLBVHOI649</lei>
        <title>CTS CORP COMMON STOCK</title>
        <cusip>126501105</cusip>
        <identifiers>
          <isin value="US1265011056"/>
          <ticker value="CTS "/>
        </identifiers>
        <balance>9230</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298682.8</valUSD>
        <pctVal>0.0529308981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNX Resources Corporation</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX RESOURCES CORP COMMON STOCK USD.01</title>
        <cusip>12653C108</cusip>
        <identifiers>
          <isin value="US12653C1080"/>
          <ticker value="CNX "/>
        </identifiers>
        <balance>53869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>391088.94</valUSD>
        <pctVal>0.0693065983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Paysign Inc.</name>
        <lei>N/A</lei>
        <title>PAYSIGN INC COMMON STOCK</title>
        <cusip>70451A104</cusip>
        <identifiers>
          <isin value="US70451A1043"/>
          <ticker value="PAYS "/>
        </identifiers>
        <balance>8768</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88556.8</valUSD>
        <pctVal>0.0156935416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="89870.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Peabody Energy Corporation</name>
        <lei>EJCO258LNNVSKAR2JX59</lei>
        <title>PEABODY ENERGY CORP COMMON STOCK</title>
        <cusip>704551100</cusip>
        <identifiers>
          <isin value="US7045511000"/>
          <ticker value="BTU "/>
        </identifiers>
        <balance>19540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>287628.8</valUSD>
        <pctVal>0.0509719700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameris Bancorp</name>
        <lei>PBJHNT51T5V6G5UQFV42</lei>
        <title>AMERIS BANCORP COMMON STOCK USD1.0</title>
        <cusip>03076K108</cusip>
        <identifiers>
          <isin value="US03076K1088"/>
          <ticker value="ABCB "/>
        </identifiers>
        <balance>17470</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>702992.8</valUSD>
        <pctVal>0.1245804588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bandwidth Inc.</name>
        <lei>N/A</lei>
        <title>BANDWIDTH INC COMMON STOCK USD.001</title>
        <cusip>05988J103</cusip>
        <identifiers>
          <isin value="US05988J1034"/>
          <ticker value="BAND "/>
        </identifiers>
        <balance>4584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298464.24</valUSD>
        <pctVal>0.0528921661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVB Financial Corp.</name>
        <lei>N/A</lei>
        <title>CVB FINANCIAL CORP COMMON STOCK</title>
        <cusip>126600105</cusip>
        <identifiers>
          <isin value="US1266001056"/>
          <ticker value="CVBF "/>
        </identifiers>
        <balance>37624</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>785212.88</valUSD>
        <pctVal>0.1391510423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVR Energy Inc.</name>
        <lei>N/A</lei>
        <title>CVR ENERGY INC COMMON STOCK USD.01</title>
        <cusip>12662P108</cusip>
        <identifiers>
          <isin value="US12662P1084"/>
          <ticker value="CVI "/>
        </identifiers>
        <balance>8411</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370336.33</valUSD>
        <pctVal>0.0656289366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peapack-Gladstone Financial Corporation</name>
        <lei>549300G8DN2UK8K0ET30</lei>
        <title>PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK</title>
        <cusip>704699107</cusip>
        <identifiers>
          <isin value="US7046991078"/>
          <ticker value="PGC "/>
        </identifiers>
        <balance>5776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161901.28</valUSD>
        <pctVal>0.0286912409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pebblebrook Hotel Trust</name>
        <lei>N/A</lei>
        <title>PEBBLEBROOK HOTEL TRUST REIT USD.01</title>
        <cusip>70509V100</cusip>
        <identifiers>
          <isin value="US70509V1008"/>
          <ticker value="PEB "/>
        </identifiers>
        <balance>36856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1025333.92</valUSD>
        <pctVal>0.1817039523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CandJ Energy Services Inc.</name>
        <lei>N/A</lei>
        <title>CandJ ENERGY SERVICES INC COMMON STOCK</title>
        <cusip>12674R100</cusip>
        <identifiers>
          <isin value="US12674R1005"/>
          <ticker value="CJ "/>
        </identifiers>
        <balance>19154</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205522.42</valUSD>
        <pctVal>0.0364215357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cabot Microelectronics Corporation</name>
        <lei>31F6V1MN00ZW3XWB4J69</lei>
        <title>CABOT MICROELECTRONICS CORP COMMON STOCK USD.001</title>
        <cusip>12709P103</cusip>
        <identifiers>
          <isin value="US12709P1030"/>
          <ticker value="CCMP "/>
        </identifiers>
        <balance>8199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1157780.79</valUSD>
        <pctVal>0.2051754471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banc of California Inc.</name>
        <lei>549300ZKWUJDP6LJ1X87</lei>
        <title>BANC OF CALIFORNIA INC COMMON STOCK USD.01</title>
        <cusip>05990K106</cusip>
        <identifiers>
          <isin value="US05990K1060"/>
          <ticker value="BANC "/>
        </identifiers>
        <balance>13059</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184654.26</valUSD>
        <pctVal>0.0327233969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank First Corporation</name>
        <lei>N/A</lei>
        <title>BANK FIRST CORP COMMON STOCK USD1.0</title>
        <cusip>06211J100</cusip>
        <identifiers>
          <isin value="US06211J1007"/>
          <ticker value="BFC "/>
        </identifiers>
        <balance>1861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123160.98</valUSD>
        <pctVal>0.0218259012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="116334.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Cactus Inc.</name>
        <lei>N/A</lei>
        <title>CACTUS INC COMMON STOCK USD.01</title>
        <cusip>127203107</cusip>
        <identifiers>
          <isin value="US1272031071"/>
          <ticker value="WHD "/>
        </identifiers>
        <balance>13400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>387796</valUSD>
        <pctVal>0.0687230419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cadence Bancorporation</name>
        <lei>54930022CKKXKBR5CK30</lei>
        <title>CADENCE BANCORP COMMON STOCK</title>
        <cusip>12739A100</cusip>
        <identifiers>
          <isin value="US12739A1007"/>
          <ticker value="CADE "/>
        </identifiers>
        <balance>35574</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>623967.96</valUSD>
        <pctVal>0.1105761179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Penn National Gaming Inc.</name>
        <lei>N/A</lei>
        <title>PENN NATIONAL GAMING INC COMMON STOCK USD.01</title>
        <cusip>707569109</cusip>
        <identifiers>
          <isin value="US7075691094"/>
          <ticker value="PENN "/>
        </identifiers>
        <balance>31429</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585365.13</valUSD>
        <pctVal>0.1037351399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Penn Virginia Corporation</name>
        <lei>N/A</lei>
        <title>PENN VIRGINIA CORP COMMON STOCK</title>
        <cusip>70788V102</cusip>
        <identifiers>
          <isin value="US70788V1026"/>
          <ticker value="PVAC "/>
        </identifiers>
        <balance>4005</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116425.35</valUSD>
        <pctVal>0.0206322505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Callaway Golf Company</name>
        <lei>5493005UB0KFRKBPCU72</lei>
        <title>CALLAWAY GOLF CO COMMON STOCK USD.01</title>
        <cusip>131193104</cusip>
        <identifiers>
          <isin value="US1311931042"/>
          <ticker value="ELY "/>
        </identifiers>
        <balance>26591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>516131.31</valUSD>
        <pctVal>0.0914659089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Callon Petroleum Company</name>
        <lei>549300EFOWPEB0WLZW21</lei>
        <title>CALLON PETROLEUM CO COMMON STOCK USD.01</title>
        <cusip>13123X102</cusip>
        <identifiers>
          <isin value="US13123X1028"/>
          <ticker value="CPE "/>
        </identifiers>
        <balance>65964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286283.76</valUSD>
        <pctVal>0.0507336095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="295809.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Cambrex Corporation</name>
        <lei>4Q9DLX2VIFGJMOYJ4Y35</lei>
        <title>CAMBREX CORP COMMON STOCK USD.1</title>
        <cusip>132011107</cusip>
        <identifiers>
          <isin value="US1320111073"/>
          <ticker value="CBM "/>
        </identifiers>
        <balance>9587</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>570426.5</valUSD>
        <pctVal>0.1010877993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cambridge Bancorp</name>
        <lei>549300Q8HL7EWEE0HW14</lei>
        <title>CAMBRIDGE BANCORP COMMON STOCK USD1.0</title>
        <cusip>132152109</cusip>
        <identifiers>
          <isin value="US1321521098"/>
          <ticker value="CATC "/>
        </identifiers>
        <balance>869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65183.69</valUSD>
        <pctVal>0.0115514896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Camden National Corporation</name>
        <lei>549300ZVEDL2L8UW4F28</lei>
        <title>CAMDEN NATIONAL CORP COMMON STOCK</title>
        <cusip>133034108</cusip>
        <identifiers>
          <isin value="US1330341082"/>
          <ticker value="CAC "/>
        </identifiers>
        <balance>4530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196239.6</valUSD>
        <pctVal>0.0347764862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Camping World Holdings Inc.</name>
        <lei>549300E828QQI7MWI432</lei>
        <title>CAMPING WORLD HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>13462K109</cusip>
        <identifiers>
          <isin value="US13462K1097"/>
          <ticker value="CWH "/>
        </identifiers>
        <balance>9792</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87148.8</valUSD>
        <pctVal>0.0154440237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="80640.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>J. C. Penney Company Inc.</name>
        <lei>N/A</lei>
        <title>JC PENNEY CO INC COMMON STOCK USD.5</title>
        <cusip>708160106</cusip>
        <identifiers>
          <isin value="US7081601061"/>
          <ticker value="JCP "/>
        </identifiers>
        <balance>96271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85575.29</valUSD>
        <pctVal>0.0151651751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="81806.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Penns Woods Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PENNS WOODS BANCORP INC COMMON STOCK USD8.33</title>
        <cusip>708430103</cusip>
        <identifiers>
          <isin value="US7084301032"/>
          <ticker value="PWOD "/>
        </identifiers>
        <balance>1512</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69930</valUSD>
        <pctVal>0.0123926041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cannae Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CANNAE HOLDINGS INC COMMON STOCK</title>
        <cusip>13765N107</cusip>
        <identifiers>
          <isin value="US13765N1072"/>
          <ticker value="CNNE "/>
        </identifiers>
        <balance>19339</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>531242.33</valUSD>
        <pctVal>0.0941437995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capital City Bank Group Inc.</name>
        <lei>N/A</lei>
        <title>CAPITAL CITY BANK GROUP INC COMMON STOCK USD.01</title>
        <cusip>139674105</cusip>
        <identifiers>
          <isin value="US1396741050"/>
          <ticker value="CCBG "/>
        </identifiers>
        <balance>3496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95965.2</valUSD>
        <pctVal>0.0170064169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capitol Federal Financial Inc.</name>
        <lei>N/A</lei>
        <title>CAPITOL FEDERAL FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>14057J101</cusip>
        <identifiers>
          <isin value="US14057J1016"/>
          <ticker value="CFFN "/>
        </identifiers>
        <balance>35782</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493075.96</valUSD>
        <pctVal>0.0873801685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capstead Mortgage Corporation</name>
        <lei>549300W6CQE2GR8QBV24</lei>
        <title>CAPSTEAD MORTGAGE CORP REIT USD.01</title>
        <cusip>14067E506</cusip>
        <identifiers>
          <isin value="US14067E5069"/>
          <ticker value="CMO "/>
        </identifiers>
        <balance>24166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177620.1</valUSD>
        <pctVal>0.0314768424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of Marin Bancorp</name>
        <lei>N/A</lei>
        <title>BANK OF MARIN BANCORP COMMON STOCK</title>
        <cusip>063425102</cusip>
        <identifiers>
          <isin value="US0634251021"/>
          <ticker value="BMRC "/>
        </identifiers>
        <balance>3880</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160981.2</valUSD>
        <pctVal>0.0285281894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of Commerce Holdings</name>
        <lei>HIDHKSSVNILGQQ1P9A04</lei>
        <title>BANK OF COMMERCE HOLDINGS COMMON STOCK</title>
        <cusip>06424J103</cusip>
        <identifiers>
          <isin value="US06424J1034"/>
          <ticker value="BOCH "/>
        </identifiers>
        <balance>5961</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64915.29</valUSD>
        <pctVal>0.0115039252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of Princeton</name>
        <lei>N/A</lei>
        <title>BANK OF PRINCETON/THE COMMON STOCK USD5.0</title>
        <cusip>064520109</cusip>
        <identifiers>
          <isin value="US0645201098"/>
          <ticker value="BPRN "/>
        </identifiers>
        <balance>2087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60648.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BankFinancial Corporation</name>
        <lei>N/A</lei>
        <title>BANKFINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>06643P104</cusip>
        <identifiers>
          <isin value="US06643P1049"/>
          <ticker value="BFIN "/>
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        <balance>6602</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78563.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cytokinetics Incorporated</name>
        <lei>549300BE5DY1HW7IHA64</lei>
        <title>CYTOKINETICS INC COMMON STOCK USD.001</title>
        <cusip>23282W605</cusip>
        <identifiers>
          <isin value="US23282W6057"/>
          <ticker value="CYTK "/>
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        <balance>16259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185027.42</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banner Corporation</name>
        <lei>N/A</lei>
        <title>BANNER CORP COMMON STOCK USD.01</title>
        <cusip>06652V208</cusip>
        <identifiers>
          <isin value="US06652V2088"/>
          <ticker value="BANR "/>
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        <balance>9667</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>542995.39</valUSD>
        <pctVal>0.0962266112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bankwell Financial Group Inc.</name>
        <lei>5493004NUBQXPY84NX67</lei>
        <title>BANKWELL FINANCIAL GROUP INC COMMON STOCK NPV</title>
        <cusip>06654A103</cusip>
        <identifiers>
          <isin value="US06654A1034"/>
          <ticker value="BWFG "/>
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        <balance>2230</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61325</valUSD>
        <pctVal>0.0108676741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pennsylvania Real Estate Investment Trust</name>
        <lei>5493001GPBXRIG8WJO70</lei>
        <title>PENNSYLVANIA REAL ESTATE INVES REIT USD1.0</title>
        <cusip>709102107</cusip>
        <identifiers>
          <isin value="US7091021078"/>
          <ticker value="PEI "/>
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        <balance>21418</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122510.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pennymac Mortgage Investment Trust</name>
        <lei>N/A</lei>
        <title>PENNYMAC MORTGAGE INVESTMENT T REIT USD.01</title>
        <cusip>70931T103</cusip>
        <identifiers>
          <isin value="US70931T1034"/>
          <ticker value="PMT "/>
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        <balance>21910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>487059.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cadiz Inc.</name>
        <lei>N/A</lei>
        <title>CADIZ INC COMMON STOCK USD.01</title>
        <cusip>127537207</cusip>
        <identifiers>
          <isin value="US1275372076"/>
          <ticker value="CDZI "/>
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        <balance>5224</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65247.76</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cal-Maine Foods Inc.</name>
        <lei>549300NHE5WMIEIEMF53</lei>
        <title>CAL-MAINE FOODS INC COMMON STOCK USD.01</title>
        <cusip>128030202</cusip>
        <identifiers>
          <isin value="US1280302027"/>
          <ticker value="CALM "/>
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        <balance>9013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>360114.42</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CapStar Financial Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CAPSTAR FINANCIAL HOLDINGS INC COMMON STOCK USD1.0</title>
        <cusip>14070T102</cusip>
        <identifiers>
          <isin value="US14070T1025"/>
          <ticker value="CSTR "/>
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        <balance>5707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94622.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cara Therapeutics Inc.</name>
        <lei>549300COVOY41P0GZ881</lei>
        <title>CARA THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>140755109</cusip>
        <identifiers>
          <isin value="US1407551092"/>
          <ticker value="CARA "/>
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        <balance>11143</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203694.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="184730.000000000000"/>
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      <invstOrSec>
        <name>PennyMac Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>PENNYMAC FINANCIAL SERVICES IN COMMON STOCK USD.0001</title>
        <cusip>70932M107</cusip>
        <identifiers>
          <isin value="US70932M1071"/>
          <ticker value="PFSI "/>
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        <balance>7115</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216153.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peoples Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PEOPLES BANCORP INC/OH COMMON STOCK</title>
        <cusip>709789101</cusip>
        <identifiers>
          <isin value="US7097891011"/>
          <ticker value="PEBO "/>
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        <balance>5084</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161722.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Carbon Black Inc.</name>
        <lei>N/A</lei>
        <title>CARBON BLACK INC COMMON STOCK USD.001</title>
        <cusip>14081R103</cusip>
        <identifiers>
          <isin value="US14081R1032"/>
          <ticker value="CBLK "/>
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        <balance>16120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418958.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Carbonite Inc.</name>
        <lei>5493000SNSOGP6ZC5R33</lei>
        <title>CARBONITE INC COMMON STOCK USD.01</title>
        <cusip>141337105</cusip>
        <identifiers>
          <isin value="US1413371055"/>
          <ticker value="CARB "/>
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        <balance>9520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147464.8</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CytoSorbents Corporation</name>
        <lei>N/A</lei>
        <title>CYTOSORBENTS CORP COMMON STOCK USD.001</title>
        <cusip>23283X206</cusip>
        <identifiers>
          <isin value="US23283X2062"/>
          <ticker value="CTSO "/>
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        <balance>9911</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49852.33</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CytomX Therapeutics Inc.</name>
        <lei>5493004VW2FW0QLL3345</lei>
        <title>CYTOMX THERAPEUTICS INC COMMON STOCK USD.00001</title>
        <cusip>23284F105</cusip>
        <identifiers>
          <isin value="US23284F1057"/>
          <ticker value="CTMX "/>
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        <balance>13492</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99570.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DMC Global Inc.</name>
        <lei>549300CBDXD1Z5MRNG02</lei>
        <title>DMC GLOBAL INC COMMON STOCK USD.05</title>
        <cusip>23291C103</cusip>
        <identifiers>
          <isin value="US23291C1036"/>
          <ticker value="BOOM "/>
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        <balance>4124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181373.52</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>DNB Financial Corporation</name>
        <lei>N/A</lei>
        <title>DNB FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>233237106</cusip>
        <identifiers>
          <isin value="US2332371069"/>
          <ticker value="DNBF "/>
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        <balance>1366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60800.66</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DHI Group Inc.</name>
        <lei>N/A</lei>
        <title>DHI GROUP INC COMMON STOCK USD.01</title>
        <cusip>23331S100</cusip>
        <identifiers>
          <isin value="US23331S1006"/>
          <ticker value="DHX "/>
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        <balance>15892</balance>
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        <curCd>USD</curCd>
        <valUSD>61184.2</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DSP Group Inc.</name>
        <lei>N/A</lei>
        <title>DSP GROUP INC COMMON STOCK USD.001</title>
        <cusip>23332B106</cusip>
        <identifiers>
          <isin value="US23332B1061"/>
          <ticker value="DSPG "/>
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        <balance>6548</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92228.58</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CalAmp Corp.</name>
        <lei>N/A</lei>
        <title>CALAMP CORP COMMON STOCK USD.01</title>
        <cusip>128126109</cusip>
        <identifiers>
          <isin value="US1281261099"/>
          <ticker value="CAMP "/>
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        <balance>9615</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110764.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Calavo Growers Inc.</name>
        <lei>N/A</lei>
        <title>CALAVO GROWERS INC COMMON STOCK USD.001</title>
        <cusip>128246105</cusip>
        <identifiers>
          <isin value="US1282461052"/>
          <ticker value="CVGW "/>
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        <balance>4638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>441444.84</valUSD>
        <pctVal>0.0782303897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cardiovascular Systems Inc.</name>
        <lei>N/A</lei>
        <title>CARDIOVASCULAR SYSTEMS INC COMMON STOCK</title>
        <cusip>141619106</cusip>
        <identifiers>
          <isin value="US1416191062"/>
          <ticker value="CSII "/>
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        <balance>9752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463415.04</valUSD>
        <pctVal>0.0821238259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cardtronics plc</name>
        <lei>N/A</lei>
        <title>CARDTRONICS PLC COMMON STOCK</title>
        <cusip>14161H108</cusip>
        <identifiers>
          <isin value="GB00BYT18414"/>
          <ticker value="CATM "/>
        </identifiers>
        <balance>10668</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>322600.32</valUSD>
        <pctVal>0.0571694275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DXP Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>DXP ENTERPRISES INC/TX COMMON STOCK USD.01</title>
        <cusip>233377407</cusip>
        <identifiers>
          <isin value="US2333774071"/>
          <ticker value="DXPE "/>
        </identifiers>
        <balance>4759</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165232.48</valUSD>
        <pctVal>0.0292815775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daily Journal Corporation</name>
        <lei>N/A</lei>
        <title>DAILY JOURNAL CORP COMMON STOCK USD.01</title>
        <cusip>233912104</cusip>
        <identifiers>
          <isin value="US2339121046"/>
          <ticker value="DJCO "/>
        </identifiers>
        <balance>341</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84417.96</valUSD>
        <pctVal>0.0149600795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="82446.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Daktronics Inc.</name>
        <lei>N/A</lei>
        <title>DAKTRONICS INC COMMON STOCK</title>
        <cusip>234264109</cusip>
        <identifiers>
          <isin value="US2342641097"/>
          <ticker value="DAKT "/>
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        <balance>11469</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84698.57</valUSD>
        <pctVal>0.0150098077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dana Incorporated</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>DANA INC COMMON STOCK USD.01</title>
        <cusip>235825205</cusip>
        <identifiers>
          <isin value="US2358252052"/>
          <ticker value="DAN "/>
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        <balance>40528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585224.32</valUSD>
        <pctVal>0.1037101864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cardlytics Inc</name>
        <lei>N/A</lei>
        <title>CARDLYTICS INC COMMON STOCK</title>
        <cusip>14161W105</cusip>
        <identifiers>
          <isin value="US14161W1053"/>
          <ticker value="CDLX "/>
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        <balance>4051</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135789.52</valUSD>
        <pctVal>0.0240638606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="53232.000000000000"/>
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      <invstOrSec>
        <name>Care.com Inc.</name>
        <lei>54930002FPSTSMEP7626</lei>
        <title>CARE.COM INC COMMON STOCK USD.001</title>
        <cusip>141633107</cusip>
        <identifiers>
          <isin value="US1416331072"/>
          <ticker value="CRCM "/>
        </identifiers>
        <balance>6465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67559.25</valUSD>
        <pctVal>0.0119724731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caleres Inc.</name>
        <lei>JFU6RQQJ8Z1CPOLBXQ18</lei>
        <title>CALERES INC COMMON STOCK USD.01</title>
        <cusip>129500104</cusip>
        <identifiers>
          <isin value="US1295001044"/>
          <ticker value="CAL "/>
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        <balance>11708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274084.28</valUSD>
        <pctVal>0.0485716857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>California Resources Corporation</name>
        <lei>5493003Q8F0T4F4YMR48</lei>
        <title>CALIFORNIA RESOURCES CORP COMMON STOCK USD.01</title>
        <cusip>13057Q206</cusip>
        <identifiers>
          <isin value="US13057Q2066"/>
          <ticker value="CRC "/>
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        <balance>13997</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142769.4</valUSD>
        <pctVal>0.0253007959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="142830.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Bar Harbor Bankshares</name>
        <lei>N/A</lei>
        <title>BAR HARBOR BANKSHARES COMMON STOCK USD2.0</title>
        <cusip>066849100</cusip>
        <identifiers>
          <isin value="US0668491006"/>
          <ticker value="BHB "/>
        </identifiers>
        <balance>4368</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108894.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barnes Group Inc.</name>
        <lei>G1MSYD2DQZX30V5DMX12</lei>
        <title>BARNES GROUP INC COMMON STOCK USD.01</title>
        <cusip>067806109</cusip>
        <identifiers>
          <isin value="US0678061096"/>
          <ticker value="B "/>
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        <balance>13351</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>688110.54</valUSD>
        <pctVal>0.1219431078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hurco Companies Inc.</name>
        <lei>XSC5XDOTBYOBQPOG2O82</lei>
        <title>HURCO COS INC COMMON STOCK</title>
        <cusip>447324104</cusip>
        <identifiers>
          <isin value="US4473241044"/>
          <ticker value="HURC "/>
        </identifiers>
        <balance>2170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69808.9</valUSD>
        <pctVal>0.0123711435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huron Consulting Group Inc.</name>
        <lei>549300NGVB9H6TKTLE36</lei>
        <title>HURON CONSULTING GROUP INC COMMON STOCK USD.01</title>
        <cusip>447462102</cusip>
        <identifiers>
          <isin value="US4474621020"/>
          <ticker value="HURN "/>
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        <balance>6349</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>389447.66</valUSD>
        <pctVal>0.0690157398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peoples Bancorp of North Carolina Inc.</name>
        <lei>N/A</lei>
        <title>PEOPLES BANCORP OF NORTH CAROL COMMON STOCK</title>
        <cusip>710577107</cusip>
        <identifiers>
          <isin value="US7105771072"/>
          <ticker value="PEBK "/>
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        <balance>1973</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58617.83</valUSD>
        <pctVal>0.0103879245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Peoples Financial Services Corp.</name>
        <lei>N/A</lei>
        <title>PEOPLES FINANCIAL SERVICES COR COMMON STOCK USD2.0</title>
        <cusip>711040105</cusip>
        <identifiers>
          <isin value="US7110401053"/>
          <ticker value="PFIS "/>
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        <balance>2003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90715.87</valUSD>
        <pctVal>0.0160761600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>People's Utah Bancorp</name>
        <lei>N/A</lei>
        <title>PEOPLE'S UTAH BANCORP COMMON STOCK USD.01</title>
        <cusip>712706209</cusip>
        <identifiers>
          <isin value="US7127062096"/>
          <ticker value="PUB "/>
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        <balance>4427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125239.83</valUSD>
        <pctVal>0.0221943034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Perficient Inc.</name>
        <lei>549300HTBXKL2755T650</lei>
        <title>PERFICIENT INC COMMON STOCK USD.001</title>
        <cusip>71375U101</cusip>
        <identifiers>
          <isin value="US71375U1016"/>
          <ticker value="PRFT "/>
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        <balance>9205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355128.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Career Education Corporation</name>
        <lei>N/A</lei>
        <title>CAREER EDUCATION CORP COMMON STOCK USD.01</title>
        <cusip>141665109</cusip>
        <identifiers>
          <isin value="US1416651099"/>
          <ticker value="CECO "/>
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        <balance>19673</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>312603.97</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CareDx Inc.</name>
        <lei>N/A</lei>
        <title>CAREDX INC COMMON STOCK USD.001</title>
        <cusip>14167L103</cusip>
        <identifiers>
          <isin value="US14167L1035"/>
          <ticker value="CDNA "/>
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        <balance>11793</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266639.73</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Performance Food Group Company</name>
        <lei>549300EUK8GR9IT1YK57</lei>
        <title>PERFORMANCE FOOD GROUP CO COMMON STOCK USD.01</title>
        <cusip>71377A103</cusip>
        <identifiers>
          <isin value="US71377A1034"/>
          <ticker value="PFGC "/>
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        <balance>29185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1342801.85</valUSD>
        <pctVal>0.2379638463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Perspecta Inc.</name>
        <lei>N/A</lei>
        <title>PERSPECTA INC COMMON STOCK USD.01</title>
        <cusip>715347100</cusip>
        <identifiers>
          <isin value="US7153471005"/>
          <ticker value="PRSP "/>
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        <balance>40156</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1048874.72</valUSD>
        <pctVal>0.1858757215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enphase Energy Inc.</name>
        <lei>5493008U7KIGMI59Z314</lei>
        <title>ENPHASE ENERGY INC COMMON STOCK USD.00001</title>
        <cusip>29355A107</cusip>
        <identifiers>
          <isin value="US29355A1079"/>
          <ticker value="ENPH "/>
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        <balance>26086</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>579891.78</valUSD>
        <pctVal>0.1027651834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EnPro Industries Inc.</name>
        <lei>N/A</lei>
        <title>ENPRO INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>29355X107</cusip>
        <identifiers>
          <isin value="US29355X1072"/>
          <ticker value="NPO "/>
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        <balance>5803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398375.95</valUSD>
        <pctVal>0.0705979615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>California Water Service Group</name>
        <lei>N/A</lei>
        <title>CALIFORNIA WATER SERVICE GROUP COMMON STOCK USD.01</title>
        <cusip>130788102</cusip>
        <identifiers>
          <isin value="US1307881029"/>
          <ticker value="CWT "/>
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        <balance>13694</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>724823.42</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Calithera Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>CALITHERA BIOSCIENCES INC COMMON STOCK USD.001</title>
        <cusip>13089P101</cusip>
        <identifiers>
          <isin value="US13089P1012"/>
          <ticker value="CALA "/>
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        <balance>14192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43853.28</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CareTrust REIT Inc.</name>
        <lei>5493001NVXE2B9GPLU96</lei>
        <title>CARETRUST REIT INC REIT USD.01</title>
        <cusip>14174T107</cusip>
        <identifiers>
          <isin value="US14174T1079"/>
          <ticker value="CTRE "/>
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        <balance>27224</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>639900.12</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CarGurus Inc.</name>
        <lei>N/A</lei>
        <title>CARGURUS INC COMMON STOCK USD.001</title>
        <cusip>141788109</cusip>
        <identifiers>
          <isin value="US1417881091"/>
          <ticker value="CARG "/>
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        <balance>21218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>656697.1</valUSD>
        <pctVal>0.1163761934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="642600.000000000000"/>
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      <invstOrSec>
        <name>Enova International Inc.</name>
        <lei>549300O8XOCQSB49UO63</lei>
        <title>ENOVA INTERNATIONAL INC COMMON STOCK USD.00001</title>
        <cusip>29357K103</cusip>
        <identifiers>
          <isin value="US29357K1034"/>
          <ticker value="ENVA "/>
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        <balance>9539</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197934.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Ensign Group Inc.</name>
        <lei>5493003K4HEEA8Q0BC72</lei>
        <title>ENSIGN GROUP INC COMMON STOCK USD.001</title>
        <cusip>29358P101</cusip>
        <identifiers>
          <isin value="US29358P1012"/>
          <ticker value="ENSG "/>
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        <balance>14412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>683561.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IDT Corporation</name>
        <lei>549300JNTN7ZMJDFCL56</lei>
        <title>IDT CORP COMMON STOCK USD.01</title>
        <cusip>448947507</cusip>
        <identifiers>
          <isin value="US4489475073"/>
          <ticker value="IDT "/>
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        <balance>5297</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55777.41</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hyster-Yale Materials Handling Inc.</name>
        <lei>N/A</lei>
        <title>HYSTER-YALE MATERIALS HANDLING COMMON STOCK USD.01</title>
        <cusip>449172105</cusip>
        <identifiers>
          <isin value="US4491721050"/>
          <ticker value="HY "/>
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        <balance>2878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157512.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Calix Inc.</name>
        <lei>N/A</lei>
        <title>CALIX INC COMMON STOCK</title>
        <cusip>13100M509</cusip>
        <identifiers>
          <isin value="US13100M5094"/>
          <ticker value="CALX "/>
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        <balance>13807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88226.73</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clipper Realty Inc.</name>
        <lei>N/A</lei>
        <title>CLIPPER REALTY INC REIT USD.01</title>
        <cusip>18885T306</cusip>
        <identifiers>
          <isin value="US18885T3068"/>
          <ticker value="CLPR "/>
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        <balance>5889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60008.91</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cloudera Inc.</name>
        <lei>N/A</lei>
        <title>CLOUDERA INC COMMON STOCK USD.00005</title>
        <cusip>18914U100</cusip>
        <identifiers>
          <isin value="US18914U1007"/>
          <ticker value="CLDR "/>
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        <balance>67700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>599822</valUSD>
        <pctVal>0.1062971057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Clovis Oncology Inc.</name>
        <lei>N/A</lei>
        <title>CLOVIS ONCOLOGY INC COMMON STOCK USD.001</title>
        <cusip>189464100</cusip>
        <identifiers>
          <isin value="US1894641000"/>
          <ticker value="CLVS "/>
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        <balance>14719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57845.67</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="56140.000000000000"/>
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      <invstOrSec>
        <name>The Gorman-Rupp Company</name>
        <lei>N/A</lei>
        <title>GORMAN-RUPP CO/THE COMMON STOCK</title>
        <cusip>383082104</cusip>
        <identifiers>
          <isin value="US3830821043"/>
          <ticker value="GRC "/>
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        <balance>5116</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177985.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Gossamer Bio Inc.</name>
        <lei>N/A</lei>
        <title>GOSSAMER BIO INC COMMON STOCK USD.0001</title>
        <cusip>38341P102</cusip>
        <identifiers>
          <isin value="US38341P1021"/>
          <ticker value="GOSS "/>
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        <balance>12103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203209.37</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ICF International Inc.</name>
        <lei>5493003KYFDDC5B3WY64</lei>
        <title>ICF INTERNATIONAL INC COMMON STOCK USD.001</title>
        <cusip>44925C103</cusip>
        <identifiers>
          <isin value="US44925C1036"/>
          <ticker value="ICFI "/>
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        <balance>5109</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>431557.23</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IES Holdings Inc.</name>
        <lei>549300687T8E6LN6EN72</lei>
        <title>IES HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>44951W106</cusip>
        <identifiers>
          <isin value="US44951W1062"/>
          <ticker value="IESC "/>
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        <balance>2817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58002.03</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Carolina Financial Corporation</name>
        <lei>549300J88S3H0BJR4L76</lei>
        <title>CAROLINA FINANCIAL CORP COMMON STOCK</title>
        <cusip>143873107</cusip>
        <identifiers>
          <isin value="US1438731077"/>
          <ticker value="CARO "/>
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        <balance>5926</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210610.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Catalyst Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>CATALYST PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>14888U101</cusip>
        <identifiers>
          <isin value="US14888U1016"/>
          <ticker value="CPRX "/>
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        <balance>28010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148733.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Jagged Peak Energy Inc.</name>
        <lei>N/A</lei>
        <title>JAGGED PEAK ENERGY INC COMMON STOCK USD.01</title>
        <cusip>47009K107</cusip>
        <identifiers>
          <isin value="US47009K1079"/>
          <ticker value="JAG "/>
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        <balance>19589</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142216.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>JELD-WEN Holding Inc.</name>
        <lei>N/A</lei>
        <title>JELD-WEN HOLDING INC COMMON STOCK USD.01</title>
        <cusip>47580P103</cusip>
        <identifiers>
          <isin value="US47580P1030"/>
          <ticker value="JELD "/>
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        <balance>19404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>374303.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Graham Corporation</name>
        <lei>N/A</lei>
        <title>GRAHAM CORP COMMON STOCK USD.1</title>
        <cusip>384556106</cusip>
        <identifiers>
          <isin value="US3845561063"/>
          <ticker value="GHM "/>
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        <balance>3100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61566</valUSD>
        <pctVal>0.0109103828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Granite Construction Incorporated</name>
        <lei>549300OM4BWMCIXVCZ39</lei>
        <title>GRANITE CONSTRUCTION INC COMMON STOCK USD.01</title>
        <cusip>387328107</cusip>
        <identifiers>
          <isin value="US3873281071"/>
          <ticker value="GVA "/>
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        <balance>13330</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428292.9</valUSD>
        <pctVal>0.0758996764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Personalis Inc.</name>
        <lei>N/A</lei>
        <title>PERSONALIS INC COMMON STOCK</title>
        <cusip>71535D106</cusip>
        <identifiers>
          <isin value="US71535D1063"/>
          <ticker value="PSNL "/>
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        <balance>2331</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34207.43</valUSD>
        <pctVal>0.0060620497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PetMed Express Inc.</name>
        <lei>N/A</lei>
        <title>PETMED EXPRESS INC COMMON STOCK USD.001</title>
        <cusip>716382106</cusip>
        <identifiers>
          <isin value="US7163821066"/>
          <ticker value="PETS "/>
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        <balance>5938</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107002.76</valUSD>
        <pctVal>0.0189624317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola Consolidated Inc.</name>
        <lei>57VG5X0E00X0QJU7CQ58</lei>
        <title>COCA-COLA CONSOLIDATED INC COMMON STOCK USD1.0</title>
        <cusip>191098102</cusip>
        <identifiers>
          <isin value="US1910981026"/>
          <ticker value="COKE "/>
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        <balance>1341</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>407489.67</valUSD>
        <pctVal>0.0722130441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Codexis Inc.</name>
        <lei>N/A</lei>
        <title>CODEXIS INC COMMON STOCK USD.0001</title>
        <cusip>192005106</cusip>
        <identifiers>
          <isin value="US1920051067"/>
          <ticker value="CDXS "/>
        </identifiers>
        <balance>15063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206589.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="48726.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>PetIQ Inc.</name>
        <lei>N/A</lei>
        <title>PETIQ INC COMMON STOCK USD.001</title>
        <cusip>71639T106</cusip>
        <identifiers>
          <isin value="US71639T1060"/>
          <ticker value="PETQ "/>
        </identifiers>
        <balance>5515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150338.9</valUSD>
        <pctVal>0.0266422204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pfenex Inc.</name>
        <lei>N/A</lei>
        <title>PFENEX INC COMMON STOCK USD.001</title>
        <cusip>717071104</cusip>
        <identifiers>
          <isin value="US7170711045"/>
          <ticker value="PFNX "/>
        </identifiers>
        <balance>9141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77150.04</valUSD>
        <pctVal>0.0136720993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Granite Point Mortgage Trust Inc.</name>
        <lei>N/A</lei>
        <title>GRANITE POINT MORTGAGE TRUST I REIT USD.01</title>
        <cusip>38741L107</cusip>
        <identifiers>
          <isin value="US38741L1070"/>
          <ticker value="GPMT "/>
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        <balance>14612</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273828.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gray Television Inc.</name>
        <lei>N/A</lei>
        <title>GRAY TELEVISION INC COMMON STOCK</title>
        <cusip>389375106</cusip>
        <identifiers>
          <isin value="US3893751061"/>
          <ticker value="GTN "/>
        </identifiers>
        <balance>25980</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423993.6</valUSD>
        <pctVal>0.0751377784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jernigan Capital Inc.</name>
        <lei>N/A</lei>
        <title>JERNIGAN CAPITAL INC REIT USD.01</title>
        <cusip>476405105</cusip>
        <identifiers>
          <isin value="US4764051052"/>
          <ticker value="JCAP "/>
        </identifiers>
        <balance>6255</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120408.75</valUSD>
        <pctVal>0.0213381664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>John Bean Technologies Corporation</name>
        <lei>5493007CT6ATBZ2L6826</lei>
        <title>JOHN BEAN TECHNOLOGIES CORP COMMON STOCK USD.01</title>
        <cusip>477839104</cusip>
        <identifiers>
          <isin value="US4778391049"/>
          <ticker value="JBT "/>
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        <balance>8843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>879259.49</valUSD>
        <pctVal>0.1558174575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Codorus Valley Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>CODORUS VALLEY BANCORP INC COMMON STOCK USD2.5</title>
        <cusip>192025104</cusip>
        <identifiers>
          <isin value="US1920251048"/>
          <ticker value="CVLY "/>
        </identifiers>
        <balance>2837</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65988.62</valUSD>
        <pctVal>0.0116941348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Coeur Mining Inc.</name>
        <lei>5493003AVK173D48DR70</lei>
        <title>COEUR MINING INC COMMON STOCK USD.01</title>
        <cusip>192108504</cusip>
        <identifiers>
          <isin value="US1921085049"/>
          <ticker value="CDE "/>
        </identifiers>
        <balance>61682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296690.42</valUSD>
        <pctVal>0.0525778197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Great Ajax Corp.</name>
        <lei>5493004ID2QQWNGDYC18</lei>
        <title>GREAT AJAX CORP REIT USD.01</title>
        <cusip>38983D300</cusip>
        <identifiers>
          <isin value="US38983D3008"/>
          <ticker value="AJX "/>
        </identifiers>
        <balance>6183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95836.5</valUSD>
        <pctVal>0.0169836094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Great Lakes Dredge and Dock Corporation</name>
        <lei>549300H65E3MZ1CX0P05</lei>
        <title>GREAT LAKES DREDGE and DOCK CORP COMMON STOCK USD.0001</title>
        <cusip>390607109</cusip>
        <identifiers>
          <isin value="US3906071093"/>
          <ticker value="GLDD "/>
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        <balance>17655</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184494.75</valUSD>
        <pctVal>0.0326951295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Great Southern Bancorp Inc.</name>
        <lei>5493000ZL7DLNMN1AB26</lei>
        <title>GREAT SOUTHERN BANCORP INC COMMON STOCK USD.01</title>
        <cusip>390905107</cusip>
        <identifiers>
          <isin value="US3909051076"/>
          <ticker value="GSBC "/>
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        <balance>3170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180531.5</valUSD>
        <pctVal>0.0319927844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Great Western Bancorp Inc.</name>
        <lei>5493004X4OTHDTFBHI90</lei>
        <title>GREAT WESTERN BANCORP INC COMMON STOCK USD.01</title>
        <cusip>391416104</cusip>
        <identifiers>
          <isin value="US3914161043"/>
          <ticker value="GWB "/>
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        <balance>16100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>531300</valUSD>
        <pctVal>0.0941540195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Phibro Animal Health Corporation</name>
        <lei>549300U24SP4AF2JUX52</lei>
        <title>PHIBRO ANIMAL HEALTH CORP COMMON STOCK USD.001</title>
        <cusip>71742Q106</cusip>
        <identifiers>
          <isin value="US71742Q1067"/>
          <ticker value="PAHC "/>
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        <balance>5968</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127297.44</valUSD>
        <pctVal>0.0225589415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Photronics Inc.</name>
        <lei>N/A</lei>
        <title>PHOTRONICS INC COMMON STOCK USD.01</title>
        <cusip>719405102</cusip>
        <identifiers>
          <isin value="US7194051022"/>
          <ticker value="PLAB "/>
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        <balance>18156</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197537.28</valUSD>
        <pctVal>0.0350064538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Green Brick Partners Inc.</name>
        <lei>549300R7SCIV7FQI6T56</lei>
        <title>GREEN BRICK PARTNERS INC COMMON STOCK USD.01</title>
        <cusip>392709101</cusip>
        <identifiers>
          <isin value="US3927091013"/>
          <ticker value="GRBK "/>
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        <balance>7854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84037.8</valUSD>
        <pctVal>0.0148927097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Installed Building Products Inc.</name>
        <lei>549300I95Y9P9YM5FI86</lei>
        <title>INSTALLED BUILDING PRODUCTS IN COMMON STOCK USD.01</title>
        <cusip>45780R101</cusip>
        <identifiers>
          <isin value="US45780R1014"/>
          <ticker value="IBP "/>
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        <balance>6502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>372824.68</valUSD>
        <pctVal>0.0660699081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Johnson Outdoors Inc.</name>
        <lei>N/A</lei>
        <title>JOHNSON OUTDOORS INC COMMON STOCK USD.05</title>
        <cusip>479167108</cusip>
        <identifiers>
          <isin value="US4791671088"/>
          <ticker value="JOUT "/>
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        <balance>1481</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86727.36</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>La-Z-Boy Incorporated</name>
        <lei>549300WNO1WMN9ZG2519</lei>
        <title>LA-Z-BOY INC COMMON STOCK USD1.0</title>
        <cusip>505336107</cusip>
        <identifiers>
          <isin value="US5053361078"/>
          <ticker value="LZB "/>
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        <balance>12717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>427164.03</valUSD>
        <pctVal>0.0756996243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Physicians Realty Trust</name>
        <lei>549300ITOVH0OY7PZC34</lei>
        <title>PHYSICIANS REALTY TRUST REIT USD.01</title>
        <cusip>71943U104</cusip>
        <identifiers>
          <isin value="US71943U1043"/>
          <ticker value="DOC "/>
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        <balance>52227</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>927029.25</valUSD>
        <pctVal>0.1642829476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Phreesia Inc.</name>
        <lei>N/A</lei>
        <title>PHREESIA INC COMMON STOCK USD.001</title>
        <cusip>71944F106</cusip>
        <identifiers>
          <isin value="US71944F1066"/>
          <ticker value="PHR "/>
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        <balance>2379</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57666.96</valUSD>
        <pctVal>0.0102194167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inovalon Holdings Inc.</name>
        <lei>5493007H9QSF4NHIHL56</lei>
        <title>INOVALON HOLDINGS INC COMMON STOCK USD.000005</title>
        <cusip>45781D101</cusip>
        <identifiers>
          <isin value="US45781D1019"/>
          <ticker value="INOV "/>
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        <balance>20205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>331159.95</valUSD>
        <pctVal>0.0586863173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="262160.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Innoviva Inc.</name>
        <lei>549300ACOX4QTBES6535</lei>
        <title>INNOVIVA INC COMMON STOCK</title>
        <cusip>45781M101</cusip>
        <identifiers>
          <isin value="US45781M1018"/>
          <ticker value="INVA "/>
        </identifiers>
        <balance>18505</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195042.7</valUSD>
        <pctVal>0.0345643783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ocular Therapeutix Inc.</name>
        <lei>N/A</lei>
        <title>OCULAR THERAPEUTIX INC COMMON STOCK USD.0001</title>
        <cusip>67576A100</cusip>
        <identifiers>
          <isin value="US67576A1007"/>
          <ticker value="OCUL "/>
        </identifiers>
        <balance>12548</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38145.92</valUSD>
        <pctVal>0.0067600070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="40858.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Odonate Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ODONATE THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>676079106</cusip>
        <identifiers>
          <isin value="US6760791060"/>
          <ticker value="ODT "/>
        </identifiers>
        <balance>3311</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86185.33</valUSD>
        <pctVal>0.0152732830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cogent Communications Holdings Inc.</name>
        <lei>N/A</lei>
        <title>COGENT COMMUNICATIONS HOLDINGS COMMON STOCK USD.001</title>
        <cusip>19239V302</cusip>
        <identifiers>
          <isin value="US19239V3024"/>
          <ticker value="CCOI "/>
        </identifiers>
        <balance>11762</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>648086.2</valUSD>
        <pctVal>0.1148502178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cohen and Steers Inc.</name>
        <lei>N/A</lei>
        <title>COHEN and STEERS INC COMMON STOCK USD.01</title>
        <cusip>19247A100</cusip>
        <identifiers>
          <isin value="US19247A1007"/>
          <ticker value="CNS "/>
        </identifiers>
        <balance>6488</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>356385.84</valUSD>
        <pctVal>0.0631567087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Instructure Inc.</name>
        <lei>N/A</lei>
        <title>INSTRUCTURE INC COMMON STOCK USD.0001</title>
        <cusip>45781U103</cusip>
        <identifiers>
          <isin value="US45781U1034"/>
          <ticker value="INST "/>
        </identifiers>
        <balance>9596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371749.04</valUSD>
        <pctVal>0.0658792892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="61952.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Innovative Industrial Properties Inc.</name>
        <lei>N/A</lei>
        <title>INNOVATIVE INDUSTRIAL PROPERTI REIT USD.001</title>
        <cusip>45781V101</cusip>
        <identifiers>
          <isin value="US45781V1017"/>
          <ticker value="IIPR "/>
        </identifiers>
        <balance>3042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280989.54</valUSD>
        <pctVal>0.0497953974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Office Depot Inc.</name>
        <lei>549300OI428NU7XTM839</lei>
        <title>OFFICE DEPOT INC COMMON STOCK USD.01</title>
        <cusip>676220106</cusip>
        <identifiers>
          <isin value="US6762201068"/>
          <ticker value="ODP "/>
        </identifiers>
        <balance>155543</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>272977.97</valUSD>
        <pctVal>0.0483756317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Office Properties Income Trust</name>
        <lei>N/A</lei>
        <title>OFFICE PROPERTIES INCOME TRUST REIT USD.01</title>
        <cusip>67623C109</cusip>
        <identifiers>
          <isin value="US67623C1099"/>
          <ticker value="OPI "/>
        </identifiers>
        <balance>13990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428653.6</valUSD>
        <pctVal>0.0759635976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Piedmont Office Realty Trust Inc.</name>
        <lei>N/A</lei>
        <title>PIEDMONT OFFICE REALTY TRUST I REIT USD.01</title>
        <cusip>720190206</cusip>
        <identifiers>
          <isin value="US7201902068"/>
          <ticker value="PDM "/>
        </identifiers>
        <balance>35022</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731259.36</valUSD>
        <pctVal>0.1295897008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pieris Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>PIERIS PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>720795103</cusip>
        <identifiers>
          <isin value="US7207951036"/>
          <ticker value="PIRS "/>
        </identifiers>
        <balance>14698</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50120.18</valUSD>
        <pctVal>0.0088820185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ohio Valley Banc Corp.</name>
        <lei>N/A</lei>
        <title>OHIO VALLEY BANC CORP COMMON STOCK USD1.0</title>
        <cusip>677719106</cusip>
        <identifiers>
          <isin value="US6777191064"/>
          <ticker value="OVBC "/>
        </identifiers>
        <balance>1430</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52180.7</valUSD>
        <pctVal>0.0092471723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oil States International Inc.</name>
        <lei>5493004TF4KQJGMYL777</lei>
        <title>OIL STATES INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>678026105</cusip>
        <identifiers>
          <isin value="US6780261052"/>
          <ticker value="OIS "/>
        </identifiers>
        <balance>17269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229677.7</valUSD>
        <pctVal>0.0407021996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Piper Jaffray Companies</name>
        <lei>QUQDBTUSOAKFEVMRMF78</lei>
        <title>PIPER JAFFRAY COS COMMON STOCK USD.01</title>
        <cusip>724078100</cusip>
        <identifiers>
          <isin value="US7240781002"/>
          <ticker value="PJC "/>
        </identifiers>
        <balance>3904</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294673.92</valUSD>
        <pctVal>0.0522204668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pitney Bowes Inc.</name>
        <lei>549300N2O26NW4ST6W55</lei>
        <title>PITNEY BOWES INC COMMON STOCK USD1.0</title>
        <cusip>724479100</cusip>
        <identifiers>
          <isin value="US7244791007"/>
          <ticker value="PBI "/>
        </identifiers>
        <balance>49792</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227549.44</valUSD>
        <pctVal>0.0403250412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inseego Corp.</name>
        <lei>549300E27VG1NWGNA141</lei>
        <title>INSEEGO CORP COMMON STOCK</title>
        <cusip>45782B104</cusip>
        <identifiers>
          <isin value="US45782B1044"/>
          <ticker value="INSG "/>
        </identifiers>
        <balance>13570</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65136</valUSD>
        <pctVal>0.0115430382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="67402.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intelligent Systems Corporation</name>
        <lei>N/A</lei>
        <title>INTELLIGENT SYSTEMS CORP COMMON STOCK USD.01</title>
        <cusip>45816D100</cusip>
        <identifiers>
          <isin value="US45816D1000"/>
          <ticker value="INS "/>
        </identifiers>
        <balance>2082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86486.28</valUSD>
        <pctVal>0.0153266156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="83700.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coherus Biosciences Inc.</name>
        <lei>5493007IL8W5MV932D26</lei>
        <title>COHERUS BIOSCIENCES INC COMMON STOCK USD.0001</title>
        <cusip>19249H103</cusip>
        <identifiers>
          <isin value="US19249H1032"/>
          <ticker value="CHRS "/>
        </identifiers>
        <balance>17789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>360405.14</valUSD>
        <pctVal>0.0638689866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cohu Inc.</name>
        <lei>N/A</lei>
        <title>COHU INC COMMON STOCK USD1.0</title>
        <cusip>192576106</cusip>
        <identifiers>
          <isin value="US1925761066"/>
          <ticker value="COHU "/>
        </identifiers>
        <balance>11712</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158170.56</valUSD>
        <pctVal>0.0280301035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Farmer Bros. Co.</name>
        <lei>5493006PMLETBTVJ3262</lei>
        <title>FARMER BROTHERS CO COMMON STOCK USD1.0</title>
        <cusip>307675108</cusip>
        <identifiers>
          <isin value="US3076751086"/>
          <ticker value="FARM "/>
        </identifiers>
        <balance>3646</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47215.7</valUSD>
        <pctVal>0.0083673027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Farmers and Merchants Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>FARMERS and MERCHANTS BANCORP IN COMMON STOCK</title>
        <cusip>30779N105</cusip>
        <identifiers>
          <isin value="US30779N1054"/>
          <ticker value="FMAO "/>
        </identifiers>
        <balance>2419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62797.24</valUSD>
        <pctVal>0.0111285762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Catasys Inc.</name>
        <lei>N/A</lei>
        <title>CATASYS INC COMMON STOCK USD.0001</title>
        <cusip>149049504</cusip>
        <identifiers>
          <isin value="US1490495041"/>
          <ticker value="CATS "/>
        </identifiers>
        <balance>2066</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32560.16</valUSD>
        <pctVal>0.0057701298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="34620.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CatchMark Timber Trust Inc.</name>
        <lei>54930027IT0GQOYYOW30</lei>
        <title>CATCHMARK TIMBER TRUST INC REIT USD.01</title>
        <cusip>14912Y202</cusip>
        <identifiers>
          <isin value="US14912Y2028"/>
          <ticker value="CTT "/>
        </identifiers>
        <balance>15601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166462.67</valUSD>
        <pctVal>0.0294995849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Farmers National Banc Corp.</name>
        <lei>N/A</lei>
        <title>FARMERS NATIONAL BANC CORP COMMON STOCK</title>
        <cusip>309627107</cusip>
        <identifiers>
          <isin value="US3096271073"/>
          <ticker value="FMNB "/>
        </identifiers>
        <balance>7459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108006.32</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Farmland Partners Inc.</name>
        <lei>549300LB188CHPZ4IL37</lei>
        <title>FARMLAND PARTNERS INC REIT USD.01</title>
        <cusip>31154R109</cusip>
        <identifiers>
          <isin value="US31154R1095"/>
          <ticker value="FPI "/>
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        <balance>9307</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62170.76</valUSD>
        <pctVal>0.0110175550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Old Line Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>OLD LINE BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>67984M100</cusip>
        <identifiers>
          <isin value="US67984M1009"/>
          <ticker value="OLBK "/>
        </identifiers>
        <balance>4982</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144527.82</valUSD>
        <pctVal>0.0256124133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Old National Bancorp</name>
        <lei>549300MMK90CL5KMVX16</lei>
        <title>OLD NATIONAL BANCORP/IN COMMON STOCK</title>
        <cusip>680033107</cusip>
        <identifiers>
          <isin value="US6800331075"/>
          <ticker value="ONB "/>
        </identifiers>
        <balance>48261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>830330.51</valUSD>
        <pctVal>0.1471465368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FARO Technologies Inc.</name>
        <lei>N/A</lei>
        <title>FARO TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>311642102</cusip>
        <identifiers>
          <isin value="US3116421021"/>
          <ticker value="FARO "/>
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        <balance>4958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239719.3</valUSD>
        <pctVal>0.0424817159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GCI Liberty Inc.</name>
        <lei>N/A</lei>
        <title>GCI LIBERTY INC PREFERRED STOCK 7</title>
        <cusip>36164V503</cusip>
        <identifiers>
          <isin value="US36164V5030"/>
          <ticker value="GLIBA"/>
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        <balance>1451</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38059.73</valUSD>
        <pctVal>0.0067447328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="34950.000000000000"/>
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      <invstOrSec>
        <name>Plantronics Inc.</name>
        <lei>5493006O3W5M472F6668</lei>
        <title>PLANTRONICS INC COMMON STOCK USD.01</title>
        <cusip>727493108</cusip>
        <identifiers>
          <isin value="US7274931085"/>
          <ticker value="PLT "/>
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        <balance>9552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>356480.64</valUSD>
        <pctVal>0.0631735086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PlayAGS Inc.</name>
        <lei>N/A</lei>
        <title>PLAYAGS INC COMMON STOCK USD.01</title>
        <cusip>72814N104</cusip>
        <identifiers>
          <isin value="US72814N1046"/>
          <ticker value="AGS "/>
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        <balance>7832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80512.96</valUSD>
        <pctVal>0.0142680572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Guess? Inc.</name>
        <lei>549300QVH3ZK2DW0KP86</lei>
        <title>GUESS? INC COMMON STOCK USD.01</title>
        <cusip>401617105</cusip>
        <identifiers>
          <isin value="US4016171054"/>
          <ticker value="GES "/>
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        <balance>14366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266201.98</valUSD>
        <pctVal>0.0471748286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gulfport Energy Corporation</name>
        <lei>549300FJX18IDUFPHD40</lei>
        <title>GULFPORT ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>402635304</cusip>
        <identifiers>
          <isin value="US4026353049"/>
          <ticker value="GPOR "/>
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        <balance>46632</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126372.72</valUSD>
        <pctVal>0.0223950678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cathay General Bancorp</name>
        <lei>549300K1SLJ8C97H5L68</lei>
        <title>CATHAY GENERAL BANCORP COMMON STOCK USD.01</title>
        <cusip>149150104</cusip>
        <identifiers>
          <isin value="US1491501045"/>
          <ticker value="CATY "/>
        </identifiers>
        <balance>21364</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>742078.54</valUSD>
        <pctVal>0.1315070155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Cato Corporation</name>
        <lei>N/A</lei>
        <title>CATO CORP/THE COMMON STOCK USD.033</title>
        <cusip>149205106</cusip>
        <identifiers>
          <isin value="US1492051065"/>
          <ticker value="CATO "/>
        </identifiers>
        <balance>6537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115116.57</valUSD>
        <pctVal>0.0204003158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Integer Holdings Corporation</name>
        <lei>549300SUD2ED5XG6X569</lei>
        <title>INTEGER HOLDINGS CORP COMMON STOCK USD.001</title>
        <cusip>45826H109</cusip>
        <identifiers>
          <isin value="US45826H1095"/>
          <ticker value="ITGR "/>
        </identifiers>
        <balance>9236</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>697872.16</valUSD>
        <pctVal>0.1236730076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intellia Therapeutics Inc.</name>
        <lei>5493002T5BCPE5DZC723</lei>
        <title>INTELLIA THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>45826J105</cusip>
        <identifiers>
          <isin value="US45826J1051"/>
          <ticker value="NTLA "/>
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        <balance>11256</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150267.6</valUSD>
        <pctVal>0.0266295851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="132007.000000000000"/>
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      <invstOrSec>
        <name>Cavco Industries Inc.</name>
        <lei>N/A</lei>
        <title>CAVCO INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>149568107</cusip>
        <identifiers>
          <isin value="US1495681074"/>
          <ticker value="CVCO "/>
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        <balance>2474</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>475230.66</valUSD>
        <pctVal>0.0842177241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cedar Realty Trust Inc.</name>
        <lei>N/A</lei>
        <title>CEDAR REALTY TRUST INC REIT USD.06</title>
        <cusip>150602209</cusip>
        <identifiers>
          <isin value="US1506022094"/>
          <ticker value="CDR "/>
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        <balance>31865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95595</valUSD>
        <pctVal>0.0169408121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Old Second Bancorp Inc.</name>
        <lei>549300XVJC1MPUT81C04</lei>
        <title>OLD SECOND BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>680277100</cusip>
        <identifiers>
          <isin value="US6802771005"/>
          <ticker value="OSBC "/>
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        <balance>8196</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100155.12</valUSD>
        <pctVal>0.0177489311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Omega Flex Inc.</name>
        <lei>N/A</lei>
        <title>OMEGA FLEX INC COMMON STOCK USD.01</title>
        <cusip>682095104</cusip>
        <identifiers>
          <isin value="US6820951043"/>
          <ticker value="OFLX "/>
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        <balance>831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84969.75</valUSD>
        <pctVal>0.0150578647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plexus Corp.</name>
        <lei>549300W7HCBI5YT25I79</lei>
        <title>PLEXUS CORP COMMON STOCK USD.01</title>
        <cusip>729132100</cusip>
        <identifiers>
          <isin value="US7291321005"/>
          <ticker value="PLXS "/>
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        <balance>8251</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>515770.01</valUSD>
        <pctVal>0.0914018814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Plug Power Inc.</name>
        <lei>549300JPDKRSJ8JSM954</lei>
        <title>PLUG POWER INC COMMON STOCK USD.01</title>
        <cusip>72919P202</cusip>
        <identifiers>
          <isin value="US72919P2020"/>
          <ticker value="PLUG "/>
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        <balance>66485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174855.55</valUSD>
        <pctVal>0.0309869243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="174370.000000000000"/>
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      <invstOrSec>
        <name>Archrock Inc.</name>
        <lei>549300K3RIHMHDVFTL28</lei>
        <title>ARCHROCK INC COMMON STOCK USD.01</title>
        <cusip>03957W106</cusip>
        <identifiers>
          <isin value="US03957W1062"/>
          <ticker value="AROC "/>
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        <balance>37067</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>369557.99</valUSD>
        <pctVal>0.0654910036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PolyOne Corporation</name>
        <lei>SM8L9RZYIB34LNTWO040</lei>
        <title>POLYONE CORP COMMON STOCK USD.01</title>
        <cusip>73179P106</cusip>
        <identifiers>
          <isin value="US73179P1066"/>
          <ticker value="POL "/>
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        <balance>21799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>711737.35</valUSD>
        <pctVal>0.1261301192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Portland General Electric Company</name>
        <lei>GJOUP9M7C39GLSK9R870</lei>
        <title>PORTLAND GENERAL ELECTRIC CO COMMON STOCK</title>
        <cusip>736508847</cusip>
        <identifiers>
          <isin value="US7365088472"/>
          <ticker value="POR "/>
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        <balance>25211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1421144.07</valUSD>
        <pctVal>0.2518472171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OMNOVA Solutions Inc.</name>
        <lei>549300XWPR0FMV5INI52</lei>
        <title>OMNOVA SOLUTIONS INC COMMON STOCK USD.1</title>
        <cusip>682129101</cusip>
        <identifiers>
          <isin value="US6821291019"/>
          <ticker value="OMN "/>
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        <balance>13042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131332.94</valUSD>
        <pctVal>0.0232740903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orrstown Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>ORRSTOWN FINANCIAL SERVICES IN COMMON STOCK</title>
        <cusip>687380105</cusip>
        <identifiers>
          <isin value="US6873801053"/>
          <ticker value="ORRF "/>
        </identifiers>
        <balance>4259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93272.1</valUSD>
        <pctVal>0.0165291608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HandE Equipment Services Inc.</name>
        <lei>N/A</lei>
        <title>HandE EQUIPMENT SERVICES INC COMMON STOCK USD.01</title>
        <cusip>404030108</cusip>
        <identifiers>
          <isin value="US4040301081"/>
          <ticker value="HEES "/>
        </identifiers>
        <balance>9185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>265079.1</valUSD>
        <pctVal>0.0469758380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HCI Group Inc.</name>
        <lei>549300CZF7EZJH0MPH74</lei>
        <title>HCI GROUP INC COMMON STOCK</title>
        <cusip>40416E103</cusip>
        <identifiers>
          <isin value="US40416E1038"/>
          <ticker value="HCI "/>
        </identifiers>
        <balance>2103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88410.12</valUSD>
        <pctVal>0.0156675478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inter Parfums Inc.</name>
        <lei>N/A</lei>
        <title>INTER PARFUMS INC COMMON STOCK USD.001</title>
        <cusip>458334109</cusip>
        <identifiers>
          <isin value="US4583341098"/>
          <ticker value="IPAR "/>
        </identifiers>
        <balance>5097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>356637.09</valUSD>
        <pctVal>0.0632012338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intercept Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>INTERCEPT PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>45845P108</cusip>
        <identifiers>
          <isin value="US45845P1084"/>
          <ticker value="ICPT "/>
        </identifiers>
        <balance>7087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>470293.32</valUSD>
        <pctVal>0.0833427563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Portola Pharmaceuticals Inc.</name>
        <lei>549300BM3O4O0CNBGJ64</lei>
        <title>PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>737010108</cusip>
        <identifiers>
          <isin value="US7370101088"/>
          <ticker value="PTLA "/>
        </identifiers>
        <balance>21035</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>564158.7</valUSD>
        <pctVal>0.0999770548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PotlatchDeltic Corporation</name>
        <lei>54930084YA8UJOTXDM59</lei>
        <title>POTLATCHDELTIC CORP REIT USD1.0</title>
        <cusip>737630103</cusip>
        <identifiers>
          <isin value="US7376301039"/>
          <ticker value="PCH "/>
        </identifiers>
        <balance>18987</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>780080.9</valUSD>
        <pctVal>0.1382415815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Powell Industries Inc.</name>
        <lei>549300V08RO7MX2UBN26</lei>
        <title>POWELL INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>739128106</cusip>
        <identifiers>
          <isin value="US7391281067"/>
          <ticker value="POWL "/>
        </identifiers>
        <balance>2740</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107271</valUSD>
        <pctVal>0.0190099677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Power Integrations Inc.</name>
        <lei>N/A</lei>
        <title>POWER INTEGRATIONS INC COMMON STOCK USD.001</title>
        <cusip>739276103</cusip>
        <identifiers>
          <isin value="US7392761034"/>
          <ticker value="POWI "/>
        </identifiers>
        <balance>7972</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>720907.96</valUSD>
        <pctVal>0.1277552835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arcosa Inc.</name>
        <lei>N/A</lei>
        <title>ARCOSA INC COMMON STOCK USD.01</title>
        <cusip>039653100</cusip>
        <identifiers>
          <isin value="US0396531008"/>
          <ticker value="ACA "/>
        </identifiers>
        <balance>13867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>474390.07</valUSD>
        <pctVal>0.0840687594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ardelyx Inc.</name>
        <lei>549300F542QR4SXHCY32</lei>
        <title>ARDELYX INC COMMON STOCK USD.000001</title>
        <cusip>039697107</cusip>
        <identifiers>
          <isin value="US0396971071"/>
          <ticker value="ARDX "/>
        </identifiers>
        <balance>14160</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66552</valUSD>
        <pctVal>0.0117939738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CEL-SCI Corporation</name>
        <lei>549300FIWOFSETIVMI17</lei>
        <title>CEL-SCI CORP COMMON STOCK USD.01</title>
        <cusip>150837607</cusip>
        <identifiers>
          <isin value="US1508376076"/>
          <ticker value="CVM "/>
        </identifiers>
        <balance>7997</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71493.18</valUSD>
        <pctVal>0.0126696222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="75840.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Cellular Biomedicine Group Inc.</name>
        <lei>N/A</lei>
        <title>CELLULAR BIOMEDICINE GROUP INC COMMON STOCK USD.001</title>
        <cusip>15117P102</cusip>
        <identifiers>
          <isin value="US15117P1021"/>
          <ticker value="CBMG "/>
        </identifiers>
        <balance>3951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58711.86</valUSD>
        <pctVal>0.0104045880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OrthoPediatrics Corp.</name>
        <lei>N/A</lei>
        <title>ORTHOPEDIATRICS CORP COMMON STOCK USD.00025</title>
        <cusip>68752L100</cusip>
        <identifiers>
          <isin value="US68752L1008"/>
          <ticker value="KIDS "/>
        </identifiers>
        <balance>2573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90723.98</valUSD>
        <pctVal>0.0160775972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Orthofix Medical Inc.</name>
        <lei>N/A</lei>
        <title>ORTHOFIX MEDICAL INC COMMON STOCK USD.1</title>
        <cusip>68752M108</cusip>
        <identifiers>
          <isin value="US68752M1080"/>
          <ticker value="OFIX "/>
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        <balance>5175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274378.5</valUSD>
        <pctVal>0.0486238258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Otter Tail Corporation</name>
        <lei>N/A</lei>
        <title>OTTER TAIL CORP COMMON STOCK USD5.0</title>
        <cusip>689648103</cusip>
        <identifiers>
          <isin value="US6896481032"/>
          <ticker value="OTTR "/>
        </identifiers>
        <balance>11029</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>592808.75</valUSD>
        <pctVal>0.1050542567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Overstock.com Inc.</name>
        <lei>549300ACR0DL9U7EI710</lei>
        <title>OVERSTOCK.COM INC COMMON STOCK USD.0001</title>
        <cusip>690370101</cusip>
        <identifiers>
          <isin value="US6903701018"/>
          <ticker value="OSTK "/>
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        <balance>8169</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86509.71</valUSD>
        <pctVal>0.0153307678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ladder Capital Corp</name>
        <lei>N/A</lei>
        <title>LADDER CAPITAL CORP REIT USD.001</title>
        <cusip>505743104</cusip>
        <identifiers>
          <isin value="US5057431042"/>
          <ticker value="LADR "/>
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        <balance>29159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>503575.93</valUSD>
        <pctVal>0.0892409146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CenterState Bank Corporation</name>
        <lei>N/A</lei>
        <title>CENTERSTATE BANK CORP COMMON STOCK USD.01</title>
        <cusip>15201P109</cusip>
        <identifiers>
          <isin value="US15201P1093"/>
          <ticker value="CSFL "/>
        </identifiers>
        <balance>35495</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>851347.58</valUSD>
        <pctVal>0.1508710646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Central Garden and Pet Company</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>CENTRAL GARDEN and PET CO COMMON STOCK USD.01</title>
        <cusip>153527106</cusip>
        <identifiers>
          <isin value="US1535271068"/>
          <ticker value="CENT "/>
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        <balance>3686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107741.78</valUSD>
        <pctVal>0.0190933967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PQ Group Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PQ GROUP HOLDINGS INC COMMON STOCK</title>
        <cusip>73943T103</cusip>
        <identifiers>
          <isin value="US73943T1034"/>
          <ticker value="PQG "/>
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        <balance>10244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163289.36</valUSD>
        <pctVal>0.0289372287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Preferred Bank</name>
        <lei>5493007K6HGI9G0ECX16</lei>
        <title>PREFERRED BANK/LOS ANGELES CA COMMON STOCK</title>
        <cusip>740367404</cusip>
        <identifiers>
          <isin value="US7403674044"/>
          <ticker value="PFBC "/>
        </identifiers>
        <balance>4118</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215700.84</valUSD>
        <pctVal>0.0382252985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Livongo Health Inc.</name>
        <lei>N/A</lei>
        <title>LIVONGO HEALTH INC COMMON STOCK</title>
        <cusip>539183103</cusip>
        <identifiers>
          <isin value="US5391831030"/>
          <ticker value="LVGO "/>
        </identifiers>
        <balance>4009</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69916.96</valUSD>
        <pctVal>0.0123902933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="69771.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Loral Space and Communications Inc.</name>
        <lei>N/A</lei>
        <title>LORAL SPACE and COMMUNICATIONS I COMMON STOCK USD.01</title>
        <cusip>543881106</cusip>
        <identifiers>
          <isin value="US5438811060"/>
          <ticker value="LORL "/>
        </identifiers>
        <balance>3784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156657.6</valUSD>
        <pctVal>0.0277619852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Louisiana-Pacific Corporation</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0</title>
        <cusip>546347105</cusip>
        <identifiers>
          <isin value="US5463471053"/>
          <ticker value="LPX "/>
        </identifiers>
        <balance>35021</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>860816.18</valUSD>
        <pctVal>0.1525490370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Lovesac Company</name>
        <lei>N/A</lei>
        <title>LOVESAC CO COMMON STOCK USD.00001</title>
        <cusip>54738L109</cusip>
        <identifiers>
          <isin value="US54738L1098"/>
          <ticker value="LOVE "/>
        </identifiers>
        <balance>2485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46394.95</valUSD>
        <pctVal>0.0082218540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arcus Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>ARCUS BIOSCIENCES INC COMMON STOCK USD.0001</title>
        <cusip>03969F109</cusip>
        <identifiers>
          <isin value="US03969F1093"/>
          <ticker value="RCUS "/>
        </identifiers>
        <balance>10263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93393.3</valUSD>
        <pctVal>0.0165506392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ares Management Corporation</name>
        <lei>N/A</lei>
        <title>ARES MANAGEMENT CORP COMMON STOCK</title>
        <cusip>03990B101</cusip>
        <identifiers>
          <isin value="US03990B1017"/>
          <ticker value="ARES "/>
        </identifiers>
        <balance>18348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>491909.88</valUSD>
        <pctVal>0.0871735223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chase Corporation</name>
        <lei>N/A</lei>
        <title>CHASE CORP COMMON STOCK USD.1</title>
        <cusip>16150R104</cusip>
        <identifiers>
          <isin value="US16150R1041"/>
          <ticker value="CCF "/>
        </identifiers>
        <balance>2073</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226765.47</valUSD>
        <pctVal>0.0401861104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chatham Lodging Trust</name>
        <lei>N/A</lei>
        <title>CHATHAM LODGING TRUST REIT USD.01</title>
        <cusip>16208T102</cusip>
        <identifiers>
          <isin value="US16208T1025"/>
          <ticker value="CLDT "/>
        </identifiers>
        <balance>13102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237801.3</valUSD>
        <pctVal>0.0421418186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HF Foods Group Inc.</name>
        <lei>N/A</lei>
        <title>HF FOODS GROUP INC COMMON STOCK</title>
        <cusip>40417F109</cusip>
        <identifiers>
          <isin value="US40417F1093"/>
          <ticker value="HFFG "/>
        </identifiers>
        <balance>2387</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40698.35</valUSD>
        <pctVal>0.0072123343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HNI Corporation</name>
        <lei>549300SKRADLC4O5HV93</lei>
        <title>HNI CORP COMMON STOCK USD1.0</title>
        <cusip>404251100</cusip>
        <identifiers>
          <isin value="US4042511000"/>
          <ticker value="HNI "/>
        </identifiers>
        <balance>12231</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>434200.5</valUSD>
        <pctVal>0.0769465882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ladenburg Thalmann Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>LADENBURG THALMANN FINANCIAL S COMMON STOCK USD.0001</title>
        <cusip>50575Q102</cusip>
        <identifiers>
          <isin value="US50575Q1022"/>
          <ticker value="LTS "/>
        </identifiers>
        <balance>33740</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79963.8</valUSD>
        <pctVal>0.0141707382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lakeland Bancorp Inc.</name>
        <lei>549300NF90LR9ETZDR73</lei>
        <title>LAKELAND BANCORP INC COMMON STOCK</title>
        <cusip>511637100</cusip>
        <identifiers>
          <isin value="US5116371007"/>
          <ticker value="LBAI "/>
        </identifiers>
        <balance>14218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219383.74</valUSD>
        <pctVal>0.0388779615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Cheesecake Factory Incorporated</name>
        <lei>N/A</lei>
        <title>CHEESECAKE FACTORY INC/THE COMMON STOCK USD.01</title>
        <cusip>163072101</cusip>
        <identifiers>
          <isin value="US1630721017"/>
          <ticker value="CAKE "/>
        </identifiers>
        <balance>11875</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>494950</valUSD>
        <pctVal>0.0877122754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Chefs' Warehouse Inc.</name>
        <lei>549300JYEDC8C547E980</lei>
        <title>CHEFS' WAREHOUSE INC/THE COMMON STOCK USD.01</title>
        <cusip>163086101</cusip>
        <identifiers>
          <isin value="US1630861011"/>
          <ticker value="CHEF "/>
        </identifiers>
        <balance>6940</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279820.8</valUSD>
        <pctVal>0.0495882798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Owens and Minor Inc.</name>
        <lei>549300LMT5KQQXCEZ733</lei>
        <title>OWENS and MINOR INC COMMON STOCK USD2.0</title>
        <cusip>690732102</cusip>
        <identifiers>
          <isin value="US6907321029"/>
          <ticker value="OMI "/>
        </identifiers>
        <balance>18098</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105149.38</valUSD>
        <pctVal>0.0186339860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oxford Industries Inc.</name>
        <lei>IDZ20O0XD3GS4UOI2L88</lei>
        <title>OXFORD INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>691497309</cusip>
        <identifiers>
          <isin value="US6914973093"/>
          <ticker value="OXM "/>
        </identifiers>
        <balance>4748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>340431.6</valUSD>
        <pctVal>0.0603293873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lakeland Financial Corporation</name>
        <lei>N/A</lei>
        <title>LAKELAND FINANCIAL CORP COMMON STOCK</title>
        <cusip>511656100</cusip>
        <identifiers>
          <isin value="US5116561003"/>
          <ticker value="LKFN "/>
        </identifiers>
        <balance>6881</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>302626.38</valUSD>
        <pctVal>0.0536297573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lancaster Colony Corporation</name>
        <lei>N/A</lei>
        <title>LANCASTER COLONY CORP COMMON STOCK</title>
        <cusip>513847103</cusip>
        <identifiers>
          <isin value="US5138471033"/>
          <ticker value="LANC "/>
        </identifiers>
        <balance>5349</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>741638.85</valUSD>
        <pctVal>0.1314290960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arena Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ARENA PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>040047607</cusip>
        <identifiers>
          <isin value="US0400476075"/>
          <ticker value="ARNA "/>
        </identifiers>
        <balance>14282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>653687.14</valUSD>
        <pctVal>0.1158427851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Argan Inc.</name>
        <lei>N/A</lei>
        <title>ARGAN INC COMMON STOCK USD.15</title>
        <cusip>04010E109</cusip>
        <identifiers>
          <isin value="US04010E1091"/>
          <ticker value="AGX "/>
        </identifiers>
        <balance>4081</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160342.49</valUSD>
        <pctVal>0.0284150008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PDL Community Bancorp</name>
        <lei>N/A</lei>
        <title>PDL COMMUNITY BANCORP COMMON STOCK</title>
        <cusip>69290X101</cusip>
        <identifiers>
          <isin value="US69290X1019"/>
          <ticker value="PDLB "/>
        </identifiers>
        <balance>3574</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50250.44</valUSD>
        <pctVal>0.0089051024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PC Connection Inc.</name>
        <lei>N/A</lei>
        <title>PC CONNECTION INC COMMON STOCK USD.01</title>
        <cusip>69318J100</cusip>
        <identifiers>
          <isin value="US69318J1007"/>
          <ticker value="CNXN "/>
        </identifiers>
        <balance>3273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127319.7</valUSD>
        <pctVal>0.0225628863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HMS Holdings Corp.</name>
        <lei>N/A</lei>
        <title>HMS HOLDINGS CORP COMMON STOCK USD.01</title>
        <cusip>40425J101</cusip>
        <identifiers>
          <isin value="US40425J1016"/>
          <ticker value="HMSY "/>
        </identifiers>
        <balance>24787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>854283.96</valUSD>
        <pctVal>0.1513914335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Habit Restaurants Inc.</name>
        <lei>549300JJYD5I17WUYL21</lei>
        <title>HABIT RESTAURANTS INC COMMON STOCK USD.01</title>
        <cusip>40449J103</cusip>
        <identifiers>
          <isin value="US40449J1034"/>
          <ticker value="HABT "/>
        </identifiers>
        <balance>6681</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58391.94</valUSD>
        <pctVal>0.0103478936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lumber Liquidators Holdings Inc.</name>
        <lei>N/A</lei>
        <title>LUMBER LIQUIDATORS HOLDINGS IN COMMON STOCK USD.001</title>
        <cusip>55003T107</cusip>
        <identifiers>
          <isin value="US55003T1079"/>
          <ticker value="LL "/>
        </identifiers>
        <balance>8685</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85720.95</valUSD>
        <pctVal>0.0151909881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lumentum Holdings Inc.</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>LUMENTUM HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>55024U109</cusip>
        <identifiers>
          <isin value="US55024U1097"/>
          <ticker value="LITE "/>
        </identifiers>
        <balance>21672</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1160752.32</valUSD>
        <pctVal>0.2057020451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>XBiotech Inc.</name>
        <lei>N/A</lei>
        <title>XBIOTECH INC COMMON STOCK</title>
        <cusip>98400H102</cusip>
        <identifiers>
          <isin value="CA98400H1029"/>
          <ticker value="XBIT "/>
        </identifiers>
        <balance>5493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57456.78</valUSD>
        <pctVal>0.0101821697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xenia Hotels and Resorts Inc.</name>
        <lei>54930075IWIPHF5IQL62</lei>
        <title>XENIA HOTELS and RESORTS INC REIT USD.01</title>
        <cusip>984017103</cusip>
        <identifiers>
          <isin value="US9840171030"/>
          <ticker value="XHR "/>
        </identifiers>
        <balance>32114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>678247.68</valUSD>
        <pctVal>0.1201952668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vivint Solar Inc.</name>
        <lei>549300IMDTS6JXV4CV59</lei>
        <title>VIVINT SOLAR INC COMMON STOCK USD.01</title>
        <cusip>92854Q106</cusip>
        <identifiers>
          <isin value="US92854Q1067"/>
          <ticker value="VSLR "/>
        </identifiers>
        <balance>13106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85713.24</valUSD>
        <pctVal>0.0151896218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="84294.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Vocera Communications Inc.</name>
        <lei>N/A</lei>
        <title>VOCERA COMMUNICATIONS INC COMMON STOCK USD.0003</title>
        <cusip>92857F107</cusip>
        <identifiers>
          <isin value="US92857F1075"/>
          <ticker value="VCRA "/>
        </identifiers>
        <balance>8707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214627.55</valUSD>
        <pctVal>0.0380350960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="214441.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Chegg Inc.</name>
        <lei>549300AKX7O8JG0O3G77</lei>
        <title>CHEGG INC COMMON STOCK USD.001</title>
        <cusip>163092109</cusip>
        <identifiers>
          <isin value="US1630921096"/>
          <ticker value="CHGG "/>
        </identifiers>
        <balance>33002</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>988409.9</valUSD>
        <pctVal>0.1751604837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ChemoCentryx Inc.</name>
        <lei>N/A</lei>
        <title>CHEMOCENTRYX INC COMMON STOCK USD.001</title>
        <cusip>16383L106</cusip>
        <identifiers>
          <isin value="US16383L1061"/>
          <ticker value="CCXI "/>
        </identifiers>
        <balance>12124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82200.72</valUSD>
        <pctVal>0.0145671526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vonage Holdings Corp.</name>
        <lei>N/A</lei>
        <title>VONAGE HOLDINGS CORP COMMON STOCK USD.001</title>
        <cusip>92886T201</cusip>
        <identifiers>
          <isin value="US92886T2015"/>
          <ticker value="VG "/>
        </identifiers>
        <balance>64177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>725200.1</valUSD>
        <pctVal>0.1285159126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voyager Therapeutics Inc.</name>
        <lei>54930082S4XVR0ZWCC74</lei>
        <title>VOYAGER THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>92915B106</cusip>
        <identifiers>
          <isin value="US92915B1061"/>
          <ticker value="VYGR "/>
        </identifiers>
        <balance>7038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121123.98</valUSD>
        <pctVal>0.0214649154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xencor Inc.</name>
        <lei>549300V5IF65437JKG30</lei>
        <title>XENCOR INC COMMON STOCK USD.01</title>
        <cusip>98401F105</cusip>
        <identifiers>
          <isin value="US98401F1057"/>
          <ticker value="XNCR "/>
        </identifiers>
        <balance>13606</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458930.38</valUSD>
        <pctVal>0.0813290795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>X4 Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>X4 PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>98420X103</cusip>
        <identifiers>
          <isin value="US98420X1037"/>
          <ticker value="XFOR "/>
        </identifiers>
        <balance>3662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46544.02</valUSD>
        <pctVal>0.0082482713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Hackett Group Inc.</name>
        <lei>5K016KLIRB6156644289</lei>
        <title>HACKETT GROUP INC/THE COMMON STOCK USD.001</title>
        <cusip>404609109</cusip>
        <identifiers>
          <isin value="US4046091090"/>
          <ticker value="HCKT "/>
        </identifiers>
        <balance>7314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120388.44</valUSD>
        <pctVal>0.0213345671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Haemonetics Corporation</name>
        <lei>549300ZEL6TXZS6F5F95</lei>
        <title>HAEMONETICS CORP COMMON STOCK USD.01</title>
        <cusip>405024100</cusip>
        <identifiers>
          <isin value="US4050241003"/>
          <ticker value="HAE "/>
        </identifiers>
        <balance>14488</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1827516.32</valUSD>
        <pctVal>0.3238622383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Landec Corporation</name>
        <lei>549300EHBZ5OM9ND9O43</lei>
        <title>LANDEC CORP COMMON STOCK USD.001</title>
        <cusip>514766104</cusip>
        <identifiers>
          <isin value="US5147661046"/>
          <ticker value="LNDC "/>
        </identifiers>
        <balance>8048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87481.76</valUSD>
        <pctVal>0.0155030291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lannett Company Inc.</name>
        <lei>N/A</lei>
        <title>LANNETT CO INC COMMON STOCK USD.001</title>
        <cusip>516012101</cusip>
        <identifiers>
          <isin value="US5160121019"/>
          <ticker value="LCI "/>
        </identifiers>
        <balance>9291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104059.2</valUSD>
        <pctVal>0.0184407904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Xperi Corporation</name>
        <lei>N/A</lei>
        <title>XPERI CORP COMMON STOCK USD.001</title>
        <cusip>98421B100</cusip>
        <identifiers>
          <isin value="US98421B1008"/>
          <ticker value="XPER "/>
        </identifiers>
        <balance>13935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288175.8</valUSD>
        <pctVal>0.0510689062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xeris Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>XERIS PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>98422L107</cusip>
        <identifiers>
          <isin value="US98422L1070"/>
          <ticker value="XERS "/>
        </identifiers>
        <balance>8412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82689.96</valUSD>
        <pctVal>0.0146538530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lantheus Holdings Inc.</name>
        <lei>N/A</lei>
        <title>LANTHEUS HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>516544103</cusip>
        <identifiers>
          <isin value="US5165441032"/>
          <ticker value="LNTH "/>
        </identifiers>
        <balance>10911</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273484.22</valUSD>
        <pctVal>0.0484653465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Laredo Petroleum Inc.</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>LAREDO PETROLEUM INC COMMON STOCK USD.01</title>
        <cusip>516806106</cusip>
        <identifiers>
          <isin value="US5168061068"/>
          <ticker value="LPI "/>
        </identifiers>
        <balance>52779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127197.39</valUSD>
        <pctVal>0.0225412112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hallmark Financial Services Inc.</name>
        <lei>549300QVZIZ17RUE4C20</lei>
        <title>HALLMARK FINANCIAL SERVICES IN COMMON STOCK USD.18</title>
        <cusip>40624Q203</cusip>
        <identifiers>
          <isin value="US40624Q2030"/>
          <ticker value="HALL "/>
        </identifiers>
        <balance>4610</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88189.3</valUSD>
        <pctVal>0.0156284153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halozyme Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>HALOZYME THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>40637H109</cusip>
        <identifiers>
          <isin value="US40637H1095"/>
          <ticker value="HALO "/>
        </identifiers>
        <balance>41175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>638624.25</valUSD>
        <pctVal>0.1131734238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hamilton Beach Brands Holding Company</name>
        <lei>N/A</lei>
        <title>HAMILTON BEACH BRANDS H COMMON STOCK</title>
        <cusip>40701T203</cusip>
        <identifiers>
          <isin value="US40701T2033"/>
          <ticker value="1532545D"/>
        </identifiers>
        <balance>1197</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19355.49</valUSD>
        <pctVal>0.0034300719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hamilton Lane Incorporated</name>
        <lei>N/A</lei>
        <title>HAMILTON LANE INC COMMON STOCK</title>
        <cusip>407497106</cusip>
        <identifiers>
          <isin value="US4074971064"/>
          <ticker value="HLNE "/>
        </identifiers>
        <balance>6221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>354348.16</valUSD>
        <pctVal>0.0627956024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chemung Financial Corporation</name>
        <lei>N/A</lei>
        <title>CHEMUNG FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>164024101</cusip>
        <identifiers>
          <isin value="US1640241014"/>
          <ticker value="CHMG "/>
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        <balance>1161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48762</valUSD>
        <pctVal>0.0086413294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cherry Hill Mortgage Investment Corporation</name>
        <lei>N/A</lei>
        <title>CHERRY HILL MORTGAGE INVESTMEN REIT USD.01</title>
        <cusip>164651101</cusip>
        <identifiers>
          <isin value="US1646511014"/>
          <ticker value="CHMI "/>
        </identifiers>
        <balance>5384</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70530.4</valUSD>
        <pctVal>0.0124990037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WandT Offshore Inc.</name>
        <lei>549300Q7EOY2YIO3YK85</lei>
        <title>WandT OFFSHORE INC COMMON STOCK USD.00001</title>
        <cusip>92922P106</cusip>
        <identifiers>
          <isin value="US92922P1066"/>
          <ticker value="WTI "/>
        </identifiers>
        <balance>27931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122058.47</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WD-40 Company</name>
        <lei>549300UZHTN0CNKBOB19</lei>
        <title>WD-40 CO COMMON STOCK USD.001</title>
        <cusip>929236107</cusip>
        <identifiers>
          <isin value="US9292361071"/>
          <ticker value="WDFC "/>
        </identifiers>
        <balance>3926</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>720578.04</valUSD>
        <pctVal>0.1276968169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ares Commercial Real Estate Corporation</name>
        <lei>549300ZNO5IWXS443S81</lei>
        <title>ARES COMMERCIAL REAL ESTATE CO REIT USD.01</title>
        <cusip>04013V108</cusip>
        <identifiers>
          <isin value="US04013V1089"/>
          <ticker value="ACRE "/>
        </identifiers>
        <balance>8365</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127398.95</valUSD>
        <pctVal>0.0225769306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arlington Asset Investment Corp.</name>
        <lei>549300LA9ZT7L8G7IT53</lei>
        <title>ARLINGTON ASSET INVESTMENT COR COMMON STOCK USD.01</title>
        <cusip>041356205</cusip>
        <identifiers>
          <isin value="US0413562051"/>
          <ticker value="AI "/>
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        <balance>11594</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63651.06</valUSD>
        <pctVal>0.0112798855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WSFS Financial Corporation</name>
        <lei>549300SU7VQHD6QRG886</lei>
        <title>WSFS FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>929328102</cusip>
        <identifiers>
          <isin value="US9293281021"/>
          <ticker value="WSFS "/>
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        <balance>14974</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>660353.4</valUSD>
        <pctVal>0.1170241425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wabash National Corporation</name>
        <lei>N/A</lei>
        <title>WABASH NATIONAL CORP COMMON STOCK USD.01</title>
        <cusip>929566107</cusip>
        <identifiers>
          <isin value="US9295661071"/>
          <ticker value="WNC "/>
        </identifiers>
        <balance>15142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219710.42</valUSD>
        <pctVal>0.0389358539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mueller Water Products Inc.</name>
        <lei>549300F7ZU4P1F8V8L60</lei>
        <title>MUELLER WATER PRODUCTS INC COMMON STOCK USD.01</title>
        <cusip>624758108</cusip>
        <identifiers>
          <isin value="US6247581084"/>
          <ticker value="MWA "/>
        </identifiers>
        <balance>44482</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>499977.68</valUSD>
        <pctVal>0.0886032528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mr. Cooper Group Inc.</name>
        <lei>N/A</lei>
        <title>MR COOPER GROUP INC COMMON STOCK USD.01</title>
        <cusip>62482R107</cusip>
        <identifiers>
          <isin value="US62482R1077"/>
          <ticker value="COOP "/>
        </identifiers>
        <balance>21817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>231696.54</valUSD>
        <pctVal>0.0410599671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lattice Semiconductor Corporation</name>
        <lei>N/A</lei>
        <title>LATTICE SEMICONDUCTOR CORP COMMON STOCK USD.01</title>
        <cusip>518415104</cusip>
        <identifiers>
          <isin value="US5184151042"/>
          <ticker value="LSCC "/>
        </identifiers>
        <balance>35445</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>648111.83</valUSD>
        <pctVal>0.1148547598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Laureate Education Inc.</name>
        <lei>5JL7TMOH5TY3IUYSUP91</lei>
        <title>LAUREATE EDUCATION INC COMMON STOCK USD.001</title>
        <cusip>518613203</cusip>
        <identifiers>
          <isin value="US5186132032"/>
          <ticker value="LAUR "/>
        </identifiers>
        <balance>27601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457486.58</valUSD>
        <pctVal>0.0810732173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Utilities Corporation</name>
        <lei>N/A</lei>
        <title>CHESAPEAKE UTILITIES CORP COMMON STOCK USD.4867</title>
        <cusip>165303108</cusip>
        <identifiers>
          <isin value="US1653031088"/>
          <ticker value="CPK "/>
        </identifiers>
        <balance>4516</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>430465.12</valUSD>
        <pctVal>0.0762846251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chiasma Inc.</name>
        <lei>549300PP2WZZEZZ6XS69</lei>
        <title>CHIASMA INC COMMON STOCK USD.01</title>
        <cusip>16706W102</cusip>
        <identifiers>
          <isin value="US16706W1027"/>
          <ticker value="CHMA "/>
        </identifiers>
        <balance>10188</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50430.6</valUSD>
        <pctVal>0.0089370294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Y-mAbs Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>Y-MABS THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>984241109</cusip>
        <identifiers>
          <isin value="US9842411095"/>
          <ticker value="YMAB "/>
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        <balance>6062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157975.72</valUSD>
        <pctVal>0.0279955750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Yelp Inc.</name>
        <lei>N/A</lei>
        <title>YELP INC COMMON STOCK USD.000001</title>
        <cusip>985817105</cusip>
        <identifiers>
          <isin value="US9858171054"/>
          <ticker value="YELP "/>
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        <balance>19821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>688779.75</valUSD>
        <pctVal>0.1220617015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hancock Whitney Corporation</name>
        <lei>549300GRNBWY8HIICT41</lei>
        <title>HANCOCK WHITNEY CORP COMMON STOCK USD3.33</title>
        <cusip>410120109</cusip>
        <identifiers>
          <isin value="US4101201097"/>
          <ticker value="HWC "/>
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        <balance>25417.66</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>973369.44</valUSD>
        <pctVal>0.1724950973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hanger Inc.</name>
        <lei>N/A</lei>
        <title>HANGER INC COMMON STOCK USD.01</title>
        <cusip>41043F208</cusip>
        <identifiers>
          <isin value="US41043F2083"/>
          <ticker value="HNGR "/>
        </identifiers>
        <balance>10475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213480.5</valUSD>
        <pctVal>0.0378318222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hanmi Financial Corporation</name>
        <lei>549300MSZ7RCG7EA6587</lei>
        <title>HANMI FINANCIAL CORP COMMON STOCK USD.001</title>
        <cusip>410495204</cusip>
        <identifiers>
          <isin value="US4104952043"/>
          <ticker value="HAFC "/>
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        <balance>8948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168043.44</valUSD>
        <pctVal>0.0297797202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hannon Armstrong Sustainable Infrastructure Capital Inc.</name>
        <lei>N/A</lei>
        <title>HANNON ARMSTRONG SUSTAINABLE I REIT USD.01</title>
        <cusip>41068X100</cusip>
        <identifiers>
          <isin value="US41068X1000"/>
          <ticker value="HASI "/>
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        <balance>17562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>511932.3</valUSD>
        <pctVal>0.0907217838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Waddell and Reed Financial Inc.</name>
        <lei>549300DZMO2208Z36F25</lei>
        <title>WADDELL and REED FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>930059100</cusip>
        <identifiers>
          <isin value="US9300591008"/>
          <ticker value="WDR "/>
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        <balance>20853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>358254.54</valUSD>
        <pctVal>0.0634878693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="73791.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Waitr Holdings Inc.</name>
        <lei>N/A</lei>
        <title>WAITR HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>930752100</cusip>
        <identifiers>
          <isin value="US9307521008"/>
          <ticker value="WTRH "/>
        </identifiers>
        <balance>19262</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24751.67</valUSD>
        <pctVal>0.0043863528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="20711.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Yext Inc.</name>
        <lei>N/A</lei>
        <title>YEXT INC COMMON STOCK USD.001</title>
        <cusip>98585N106</cusip>
        <identifiers>
          <isin value="US98585N1063"/>
          <ticker value="YEXT "/>
        </identifiers>
        <balance>26564</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>422101.96</valUSD>
        <pctVal>0.0748025525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>YETI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>YETI HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>98585X104</cusip>
        <identifiers>
          <isin value="US98585X1046"/>
          <ticker value="YETI "/>
        </identifiers>
        <balance>8842</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247576</valUSD>
        <pctVal>0.0438740364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="247341.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sotheby's</name>
        <lei>N/A</lei>
        <title>SOTHEBY'S COMMON STOCK USD.01</title>
        <cusip>835898107</cusip>
        <identifiers>
          <isin value="US8358981079"/>
          <ticker value="BID "/>
        </identifiers>
        <balance>9027</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>514358.46</valUSD>
        <pctVal>0.0911517344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>South Jersey Industries Inc.</name>
        <lei>549300DJYWYT5VXLFA46</lei>
        <title>SOUTH JERSEY INDUSTRIES INC COMMON STOCK USD1.25</title>
        <cusip>838518108</cusip>
        <identifiers>
          <isin value="US8385181081"/>
          <ticker value="SJI "/>
        </identifiers>
        <balance>26397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>868725.27</valUSD>
        <pctVal>0.1539506418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arlo Technologies Inc.</name>
        <lei>N/A</lei>
        <title>ARLO TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>04206A101</cusip>
        <identifiers>
          <isin value="US04206A1016"/>
          <ticker value="ARLO "/>
        </identifiers>
        <balance>23124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78852.84</valUSD>
        <pctVal>0.0139738600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Armada Hoffler Properties Inc.</name>
        <lei>549300WQRSIV6XZT9313</lei>
        <title>ARMADA HOFFLER PROPERTIES INC REIT USD.01</title>
        <cusip>04208T108</cusip>
        <identifiers>
          <isin value="US04208T1088"/>
          <ticker value="AHH "/>
        </identifiers>
        <balance>15057</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>272381.13</valUSD>
        <pctVal>0.0482698630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The York Water Company</name>
        <lei>N/A</lei>
        <title>YORK WATER CO/THE COMMON STOCK</title>
        <cusip>987184108</cusip>
        <identifiers>
          <isin value="US9871841089"/>
          <ticker value="YORW "/>
        </identifiers>
        <balance>3985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173985.1</valUSD>
        <pctVal>0.0308326680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZAGG Inc</name>
        <lei>N/A</lei>
        <title>ZAGG INC COMMON STOCK USD.001</title>
        <cusip>98884U108</cusip>
        <identifiers>
          <isin value="US98884U1088"/>
          <ticker value="ZAGG "/>
        </identifiers>
        <balance>8786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55088.22</valUSD>
        <pctVal>0.0097624268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="51987.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Chico's FAS Inc.</name>
        <lei>N/A</lei>
        <title>CHICO'S FAS INC COMMON STOCK USD.01</title>
        <cusip>168615102</cusip>
        <identifiers>
          <isin value="US1686151028"/>
          <ticker value="CHS "/>
        </identifiers>
        <balance>33789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136169.67</valUSD>
        <pctVal>0.0241312286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fate Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>FATE THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>31189P102</cusip>
        <identifiers>
          <isin value="US31189P1021"/>
          <ticker value="FATE "/>
        </identifiers>
        <balance>15132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234999.96</valUSD>
        <pctVal>0.0416453808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>South State Corporation</name>
        <lei>549300JZUANXM0YQ4W53</lei>
        <title>SOUTH STATE CORP COMMON STOCK USD2.5</title>
        <cusip>840441109</cusip>
        <identifiers>
          <isin value="US8404411097"/>
          <ticker value="SSB "/>
        </identifiers>
        <balance>9559</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>719792.7</valUSD>
        <pctVal>0.1275576433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southern First Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>SOUTHERN FIRST BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>842873101</cusip>
        <identifiers>
          <isin value="US8428731017"/>
          <ticker value="SFST "/>
        </identifiers>
        <balance>2598</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103530.3</valUSD>
        <pctVal>0.0183470617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Murphy USA Inc.</name>
        <lei>549300Y081F8XIKQIO72</lei>
        <title>MURPHY USA INC COMMON STOCK</title>
        <cusip>626755102</cusip>
        <identifiers>
          <isin value="US6267551025"/>
          <ticker value="MUSA "/>
        </identifiers>
        <balance>8589</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>732641.7</valUSD>
        <pctVal>0.1298346714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Myers Industries Inc.</name>
        <lei>549300I2H9XMVTCW4Q51</lei>
        <title>MYERS INDUSTRIES INC COMMON STOCK</title>
        <cusip>628464109</cusip>
        <identifiers>
          <isin value="US6284641098"/>
          <ticker value="MYE "/>
        </identifiers>
        <balance>10370</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183030.5</valUSD>
        <pctVal>0.0324356433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HarborOne Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>HARBORONE BANCORP INC COMMON STOCK USD.01</title>
        <cusip>41165Y100</cusip>
        <identifiers>
          <isin value="US41165Y1001"/>
          <ticker value="HONE "/>
        </identifiers>
        <balance>8402</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84566.13</valUSD>
        <pctVal>0.0149863374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Harmonic Inc.</name>
        <lei>549300LRGRD8XC9BTL66</lei>
        <title>HARMONIC INC COMMON STOCK USD.001</title>
        <cusip>413160102</cusip>
        <identifiers>
          <isin value="US4131601027"/>
          <ticker value="HLIT "/>
        </identifiers>
        <balance>25519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167915.02</valUSD>
        <pctVal>0.0297569623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern Missouri Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>SOUTHERN MISSOURI BANCORP INC COMMON STOCK USD.01</title>
        <cusip>843380106</cusip>
        <identifiers>
          <isin value="US8433801060"/>
          <ticker value="SMBC "/>
        </identifiers>
        <balance>2365</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86156.95</valUSD>
        <pctVal>0.0152682536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southern National Bancorp of Virginia Inc.</name>
        <lei>549300JNX3M2EENG1F11</lei>
        <title>SOUTHERN NATIONAL BANCORP OF V COMMON STOCK USD.01</title>
        <cusip>843395104</cusip>
        <identifiers>
          <isin value="US8433951048"/>
          <ticker value="SONA "/>
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        <balance>7094</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109176.66</valUSD>
        <pctVal>0.0193476781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Joint Corp.</name>
        <lei>N/A</lei>
        <title>JOINT CORP/THE COMMON STOCK USD.001</title>
        <cusip>47973J102</cusip>
        <identifiers>
          <isin value="US47973J1025"/>
          <ticker value="JYNT "/>
        </identifiers>
        <balance>4022</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74849.42</valUSD>
        <pctVal>0.0132643963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>j2 Global Inc.</name>
        <lei>5493008OJYGLHD7MXA18</lei>
        <title>J2 GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>48123V102</cusip>
        <identifiers>
          <isin value="US48123V1026"/>
          <ticker value="JCOM "/>
        </identifiers>
        <balance>13234</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1201911.88</valUSD>
        <pctVal>0.2129961125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Signal Corporation</name>
        <lei>549300RTXZRPTNP6G884</lei>
        <title>FEDERAL SIGNAL CORP COMMON STOCK USD1.0</title>
        <cusip>313855108</cusip>
        <identifiers>
          <isin value="US3138551086"/>
          <ticker value="FSS "/>
        </identifiers>
        <balance>16932</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>554353.68</valUSD>
        <pctVal>0.0982394639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federated Investors Inc.</name>
        <lei>R05X5UQ874RGFF7HHD84</lei>
        <title>FEDERATED INVESTORS INC COMMON STOCK</title>
        <cusip>314211103</cusip>
        <identifiers>
          <isin value="US3142111034"/>
          <ticker value="FII "/>
        </identifiers>
        <balance>27276</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>884015.16</valUSD>
        <pctVal>0.1566602307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KBR Inc.</name>
        <lei>N/A</lei>
        <title>KBR INC COMMON STOCK USD.001</title>
        <cusip>48242W106</cusip>
        <identifiers>
          <isin value="US48242W1062"/>
          <ticker value="KBR "/>
        </identifiers>
        <balance>40097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>983980.38</valUSD>
        <pctVal>0.1743755089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rhythm Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>RHYTHM PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>76243J105</cusip>
        <identifiers>
          <isin value="US76243J1051"/>
          <ticker value="RYTM "/>
        </identifiers>
        <balance>6908</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149143.72</valUSD>
        <pctVal>0.0264304173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Walker and Dunlop Inc.</name>
        <lei>N/A</lei>
        <title>WALKER and DUNLOP INC COMMON STOCK</title>
        <cusip>93148P102</cusip>
        <identifiers>
          <isin value="US93148P1021"/>
          <ticker value="WD "/>
        </identifiers>
        <balance>7877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>440560.61</valUSD>
        <pctVal>0.0780736914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Warrior Met Coal Inc.</name>
        <lei>549300152B1S9YKBYV79</lei>
        <title>WARRIOR MET COAL INC COMMON STOCK USD.01</title>
        <cusip>93627C101</cusip>
        <identifiers>
          <isin value="US93627C1018"/>
          <ticker value="HCC "/>
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        <balance>14573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284464.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARMOUR Residential REIT Inc.</name>
        <lei>549300K0WA0EJUX74V72</lei>
        <title>ARMOUR RESIDENTIAL REIT INC REIT USD.0001</title>
        <cusip>042315507</cusip>
        <identifiers>
          <isin value="US0423155078"/>
          <ticker value="ARR "/>
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        <balance>16373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>274247.75</valUSD>
        <pctVal>0.0486006550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Armstrong Flooring Inc.</name>
        <lei>549300GBU3OBQ2CBLJ59</lei>
        <title>ARMSTRONG FLOORING INC COMMON STOCK USD.0001</title>
        <cusip>04238R106</cusip>
        <identifiers>
          <isin value="US04238R1068"/>
          <ticker value="AFI "/>
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        <balance>6361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40646.79</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FedNat Holding Company</name>
        <lei>N/A</lei>
        <title>FEDNAT HOLDING CO COMMON STOCK USD.01</title>
        <cusip>31431B109</cusip>
        <identifiers>
          <isin value="US31431B1098"/>
          <ticker value="FNHC "/>
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        <balance>4096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57303.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FVCBankcorp Inc.</name>
        <lei>N/A</lei>
        <title>FVCBANKCORP INC COMMON STOCK USD.01</title>
        <cusip>36120Q101</cusip>
        <identifiers>
          <isin value="US36120Q1013"/>
          <ticker value="FVCB "/>
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        <balance>4837</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84937.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ZIOPHARM Oncology Inc.</name>
        <lei>N/A</lei>
        <title>ZIOPHARM ONCOLOGY INC COMMON STOCK USD.001</title>
        <cusip>98973P101</cusip>
        <identifiers>
          <isin value="US98973P1012"/>
          <ticker value="ZIOP "/>
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        <balance>46334</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198309.52</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Zix Corporation</name>
        <lei>N/A</lei>
        <title>ZIX CORP COMMON STOCK USD.01</title>
        <cusip>98974P100</cusip>
        <identifiers>
          <isin value="US98974P1003"/>
          <ticker value="ZIXI "/>
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        <balance>15561</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112661.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Washington Federal Inc.</name>
        <lei>N/A</lei>
        <title>WASHINGTON FEDERAL INC COMMON STOCK USD1.0</title>
        <cusip>938824109</cusip>
        <identifiers>
          <isin value="US9388241096"/>
          <ticker value="WAFD "/>
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        <balance>22125</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>818403.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Washington Prime Group Inc.</name>
        <lei>549300RWGA2GV6YQYT67</lei>
        <title>WASHINGTON PRIME GROUP INC REIT USD.0001</title>
        <cusip>93964W108</cusip>
        <identifiers>
          <isin value="US93964W1080"/>
          <ticker value="WPG "/>
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        <balance>54249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224590.86</valUSD>
        <pctVal>0.0398007382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GATX Corporation</name>
        <lei>549300IHYHCQP2PIR591</lei>
        <title>GATX CORP COMMON STOCK USD.625</title>
        <cusip>361448103</cusip>
        <identifiers>
          <isin value="US3614481030"/>
          <ticker value="GATX "/>
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        <balance>10065</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>780339.45</valUSD>
        <pctVal>0.1382874003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The GEO Group Inc.</name>
        <lei>N/A</lei>
        <title>GEO GROUP INC/THE REIT USD.01</title>
        <cusip>36162J106</cusip>
        <identifiers>
          <isin value="US36162J1060"/>
          <ticker value="GEO "/>
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        <balance>33869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587288.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Myriad Genetics Inc.</name>
        <lei>N/A</lei>
        <title>MYRIAD GENETICS INC COMMON STOCK USD.01</title>
        <cusip>62855J104</cusip>
        <identifiers>
          <isin value="US62855J1043"/>
          <ticker value="MYGN "/>
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        <balance>20044</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>573859.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MyoKardia Inc.</name>
        <lei>549300OLNNNZ1NI9UY54</lei>
        <title>MYOKARDIA INC COMMON STOCK USD.0001</title>
        <cusip>62857M105</cusip>
        <identifiers>
          <isin value="US62857M1053"/>
          <ticker value="MYOK "/>
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        <balance>12724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>663556.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Washington Real Estate Investment Trust</name>
        <lei>549300DI34BGS8LVKW95</lei>
        <title>WASHINGTON REAL ESTATE INVESTM REIT USD.01</title>
        <cusip>939653101</cusip>
        <identifiers>
          <isin value="US9396531017"/>
          <ticker value="WRE "/>
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        <balance>22734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>622002.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Washington Trust Bancorp Inc.</name>
        <lei>J66MZFCNJPP3PERHZW54</lei>
        <title>WASHINGTON TRUST BANCORP INC COMMON STOCK USD.0625</title>
        <cusip>940610108</cusip>
        <identifiers>
          <isin value="US9406101082"/>
          <ticker value="WASH "/>
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        <balance>4166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201259.46</valUSD>
        <pctVal>0.0356660778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NBT Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>NBT BANCORP INC COMMON STOCK USD.01</title>
        <cusip>628778102</cusip>
        <identifiers>
          <isin value="US6287781024"/>
          <ticker value="NBTB "/>
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        <balance>11796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>431615.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NIC Inc.</name>
        <lei>N/A</lei>
        <title>NIC INC COMMON STOCK</title>
        <cusip>62914B100</cusip>
        <identifiers>
          <isin value="US62914B1008"/>
          <ticker value="EGOV "/>
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        <balance>18835</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>388942.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GCP Applied Technologies Inc.</name>
        <lei>5493007G654QKQVEKV09</lei>
        <title>GCP APPLIED TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>36164Y101</cusip>
        <identifiers>
          <isin value="US36164Y1010"/>
          <ticker value="GCP "/>
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        <balance>15403</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296507.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GNC Holdings Inc.</name>
        <lei>N/A</lei>
        <title>GNC HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>36191G107</cusip>
        <identifiers>
          <isin value="US36191G1076"/>
          <ticker value="GNC "/>
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        <balance>21887</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46838.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ribbon Communications Inc.</name>
        <lei>N/A</lei>
        <title>RIBBON COMMUNICATIONS INC COMMON STOCK USD.001</title>
        <cusip>762544104</cusip>
        <identifiers>
          <isin value="US7625441040"/>
          <ticker value="RBBN "/>
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        <balance>17918</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104641.12</valUSD>
        <pctVal>0.0185439150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rigel Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>RIGEL PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>766559603</cusip>
        <identifiers>
          <isin value="US7665596034"/>
          <ticker value="RIGL "/>
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        <balance>51895</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97043.65</valUSD>
        <pctVal>0.0171975338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ArQule Inc.</name>
        <lei>N/A</lei>
        <title>ARQULE INC COMMON STOCK USD.01</title>
        <cusip>04269E107</cusip>
        <identifiers>
          <isin value="US04269E1073"/>
          <ticker value="ARQL "/>
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        <balance>31611</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226650.87</valUSD>
        <pctVal>0.0401658017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Arrow Financial Corporation</name>
        <lei>N/A</lei>
        <title>ARROW FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>042744102</cusip>
        <identifiers>
          <isin value="US0427441029"/>
          <ticker value="AROW "/>
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        <balance>3653.41</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121987.36</valUSD>
        <pctVal>0.0216179188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Waterstone Financial Inc.</name>
        <lei>N/A</lei>
        <title>WATERSTONE FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>94188P101</cusip>
        <identifiers>
          <isin value="US94188P1012"/>
          <ticker value="WSBF "/>
        </identifiers>
        <balance>7765</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133402.7</valUSD>
        <pctVal>0.0236408816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Watts Water Technologies Inc.</name>
        <lei>549300REJOO94ERQN318</lei>
        <title>WATTS WATER TECHNOLOGIES INC COMMON STOCK USD.1</title>
        <cusip>942749102</cusip>
        <identifiers>
          <isin value="US9427491025"/>
          <ticker value="WTS "/>
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        <balance>7747</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>726126.31</valUSD>
        <pctVal>0.1286800503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southside Bancshares Inc.</name>
        <lei>549300TC83207VQA2K65</lei>
        <title>SOUTHSIDE BANCSHARES INC COMMON STOCK USD1.25</title>
        <cusip>84470P109</cusip>
        <identifiers>
          <isin value="US84470P1093"/>
          <ticker value="SBSI "/>
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        <balance>8952</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305352.72</valUSD>
        <pctVal>0.0541129041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Southwest Gas Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SOUTHWEST GAS HOLDINGS INC COMMON STOCK USD1.0</title>
        <cusip>844895102</cusip>
        <identifiers>
          <isin value="US8448951025"/>
          <ticker value="SWX "/>
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        <balance>15047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1369878.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>G1 Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>G1 THERAPEUTICS INC COMMON STOCK</title>
        <cusip>3621LQ109</cusip>
        <identifiers>
          <isin value="US3621LQ1099"/>
          <ticker value="GTHX "/>
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        <balance>9798</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223198.44</valUSD>
        <pctVal>0.0395539813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GP Strategies Corporation</name>
        <lei>5493006GWK1B65HI6Q32</lei>
        <title>GP STRATEGIES CORP COMMON STOCK USD.01</title>
        <cusip>36225V104</cusip>
        <identifiers>
          <isin value="US36225V1044"/>
          <ticker value="GPX "/>
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        <balance>4188</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53773.92</valUSD>
        <pctVal>0.0095295139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Southwestern Energy Company</name>
        <lei>EFWMP121W54QV9MGOP87</lei>
        <title>SOUTHWESTERN ENERGY CO COMMON STOCK USD.01</title>
        <cusip>845467109</cusip>
        <identifiers>
          <isin value="US8454671095"/>
          <ticker value="SWN "/>
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        <balance>155643</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300390.99</valUSD>
        <pctVal>0.0532336140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Spark Energy Inc.</name>
        <lei>549300U656GZMTWR1T03</lei>
        <title>SPARK ENERGY INC COMMON STOCK USD.01</title>
        <cusip>846511103</cusip>
        <identifiers>
          <isin value="US8465111032"/>
          <ticker value="SPKE "/>
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        <balance>4328</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45660.4</valUSD>
        <pctVal>0.0080916811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>G-III Apparel Group Ltd.</name>
        <lei>N/A</lei>
        <title>G-III APPAREL GROUP LTD COMMON STOCK USD.01</title>
        <cusip>36237H101</cusip>
        <identifiers>
          <isin value="US36237H1014"/>
          <ticker value="GIII "/>
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        <balance>12951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>333747.27</valUSD>
        <pctVal>0.0591448277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GTT Communications Inc.</name>
        <lei>549300ETSL7K1ZX05H30</lei>
        <title>GTT COMMUNICATIONS INC COMMON STOCK USD.0001</title>
        <cusip>362393100</cusip>
        <identifiers>
          <isin value="US3623931009"/>
          <ticker value="GTT "/>
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        <balance>9625</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90667.5</valUSD>
        <pctVal>0.0160675881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="72675.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Weis Markets Inc.</name>
        <lei>N/A</lei>
        <title>WEIS MARKETS INC COMMON STOCK</title>
        <cusip>948849104</cusip>
        <identifiers>
          <isin value="US9488491047"/>
          <ticker value="WMK "/>
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        <balance>2853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108813.42</valUSD>
        <pctVal>0.0192833067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Welbilt Inc.</name>
        <lei>549300UR3W71YLZWI068</lei>
        <title>WELBILT INC COMMON STOCK USD.01</title>
        <cusip>949090104</cusip>
        <identifiers>
          <isin value="US9490901041"/>
          <ticker value="WBT "/>
        </identifiers>
        <balance>36849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>621274.14</valUSD>
        <pctVal>0.1100987342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GTY Technology Holdings Inc.</name>
        <lei>N/A</lei>
        <title>GTY GOVTECH INC COMMON STOCK USD.0001</title>
        <cusip>362409104</cusip>
        <identifiers>
          <isin value="US3624091043"/>
          <ticker value="GTYH "/>
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        <balance>11192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70173.84</valUSD>
        <pctVal>0.0124358161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56928.000000000000"/>
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      <invstOrSec>
        <name>GSI Technology Inc.</name>
        <lei>N/A</lei>
        <title>GSI TECHNOLOGY INC COMMON STOCK USD.001</title>
        <cusip>36241U106</cusip>
        <identifiers>
          <isin value="US36241U1060"/>
          <ticker value="GSIT "/>
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        <balance>5134</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44973.84</valUSD>
        <pctVal>0.0079700128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RigNet Inc.</name>
        <lei>549300ORCNWIVKUB8129</lei>
        <title>RIGNET INC COMMON STOCK USD.001</title>
        <cusip>766582100</cusip>
        <identifiers>
          <isin value="US7665821002"/>
          <ticker value="RNET "/>
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        <balance>4670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36192.5</valUSD>
        <pctVal>0.0064138328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ring Energy Inc.</name>
        <lei>549300HMY6TJ265I8S64</lei>
        <title>RING ENERGY INC COMMON STOCK USD.001</title>
        <cusip>76680V108</cusip>
        <identifiers>
          <isin value="US76680V1089"/>
          <ticker value="REI "/>
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        <balance>19844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32544.16</valUSD>
        <pctVal>0.0057672943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rite Aid Corporation</name>
        <lei>N/A</lei>
        <title>RITE AID CORP COMMON STOCK</title>
        <cusip>767754872</cusip>
        <identifiers>
          <isin value="US7677548726"/>
          <ticker value="0KX4 "/>
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        <balance>15923</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110664.85</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="122931.000000000000"/>
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      <invstOrSec>
        <name>Riverview Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>RIVERVIEW BANCORP INC COMMON STOCK USD.01</title>
        <cusip>769397100</cusip>
        <identifiers>
          <isin value="US7693971001"/>
          <ticker value="RVSB "/>
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        <balance>9063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66884.94</valUSD>
        <pctVal>0.0118529756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Spark Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>SPARK THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>84652J103</cusip>
        <identifiers>
          <isin value="US84652J1034"/>
          <ticker value="ONCE "/>
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        <balance>9806</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>950985.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Spartan Motors Inc.</name>
        <lei>549300YY0TB51BGRV994</lei>
        <title>SPARTAN MOTORS INC COMMON STOCK USD.01</title>
        <cusip>846819100</cusip>
        <identifiers>
          <isin value="US8468191007"/>
          <ticker value="SPAR "/>
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        <balance>10129</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138969.88</valUSD>
        <pctVal>0.0246274662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arrowhead Pharmaceuticals Inc.</name>
        <lei>549300O3CSB8T7OZ3D66</lei>
        <title>ARROWHEAD PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>04280A100</cusip>
        <identifiers>
          <isin value="US04280A1007"/>
          <ticker value="ARWR "/>
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        <balance>26682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>751898.76</valUSD>
        <pctVal>0.1332473000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="719928.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Artesian Resources Corporation</name>
        <lei>N/A</lei>
        <title>ARTESIAN RESOURCES CORP COMMON STOCK USD1.0</title>
        <cusip>043113208</cusip>
        <identifiers>
          <isin value="US0431132085"/>
          <ticker value="ARTNA "/>
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        <balance>2628</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97236</valUSD>
        <pctVal>0.0172316210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LivePerson Inc.</name>
        <lei>549300IN2P1JZ20G7N40</lei>
        <title>LIVEPERSON INC COMMON STOCK USD.001</title>
        <cusip>538146101</cusip>
        <identifiers>
          <isin value="US5381461012"/>
          <ticker value="LPSN "/>
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        <balance>17464</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>623464.8</valUSD>
        <pctVal>0.1104869507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Livent Corporation</name>
        <lei>N/A</lei>
        <title>LIVENT CORP COMMON STOCK USD.001</title>
        <cusip>53814L108</cusip>
        <identifiers>
          <isin value="US53814L1089"/>
          <ticker value="LTHM "/>
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        <balance>41815</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279742.35</valUSD>
        <pctVal>0.0495743773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SpartanNash Company</name>
        <lei>549300TV3QCCSQLF5X16</lei>
        <title>SPARTANNASH CO COMMON STOCK</title>
        <cusip>847215100</cusip>
        <identifiers>
          <isin value="US8472151005"/>
          <ticker value="SPTN "/>
        </identifiers>
        <balance>10638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125847.54</valUSD>
        <pctVal>0.0223019984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spectrum Pharmaceuticals Inc.</name>
        <lei>549300COU30WSP3O5I07</lei>
        <title>SPECTRUM PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>84763A108</cusip>
        <identifiers>
          <isin value="US84763A1088"/>
          <ticker value="SPPI "/>
        </identifiers>
        <balance>32636</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>270715.62</valUSD>
        <pctVal>0.0479747106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LiveRamp Holdings Inc.</name>
        <lei>N/A</lei>
        <title>LIVERAMP HOLDINGS INC COMMON STOCK USD.1</title>
        <cusip>53815P108</cusip>
        <identifiers>
          <isin value="US53815P1084"/>
          <ticker value="RAMP "/>
        </identifiers>
        <balance>19113</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>821094.48</valUSD>
        <pctVal>0.1455097792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NACCO Industries Inc.</name>
        <lei>N/A</lei>
        <title>NACCO INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>629579103</cusip>
        <identifiers>
          <isin value="US6295791031"/>
          <ticker value="NC "/>
        </identifiers>
        <balance>1171</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74838.61</valUSD>
        <pctVal>0.0132624806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Werner Enterprises Inc.</name>
        <lei>549300P6XRGOCHHJST37</lei>
        <title>WERNER ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>950755108</cusip>
        <identifiers>
          <isin value="US9507551086"/>
          <ticker value="WERN "/>
        </identifiers>
        <balance>12951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457170.3</valUSD>
        <pctVal>0.0810171679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WesBanco Inc.</name>
        <lei>N/A</lei>
        <title>WESBANCO INC COMMON STOCK USD2.0833</title>
        <cusip>950810101</cusip>
        <identifiers>
          <isin value="US9508101014"/>
          <ticker value="WSBC "/>
        </identifiers>
        <balance>14995</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>560363.15</valUSD>
        <pctVal>0.0993044286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirit Airlines Inc.</name>
        <lei>549300DCAFIXFNFR3304</lei>
        <title>SPIRIT AIRLINES INC COMMON STOCK USD.0001</title>
        <cusip>848577102</cusip>
        <identifiers>
          <isin value="US8485771021"/>
          <ticker value="SAVE "/>
        </identifiers>
        <balance>19229</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>698012.7</valUSD>
        <pctVal>0.1236979133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spire Inc.</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>SPIRE INC COMMON STOCK USD1.0</title>
        <cusip>84857L101</cusip>
        <identifiers>
          <isin value="US84857L1017"/>
          <ticker value="SR "/>
        </identifiers>
        <balance>13938</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1215951.12</valUSD>
        <pctVal>0.2154840682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NMI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NMI HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>629209305</cusip>
        <identifiers>
          <isin value="US6292093050"/>
          <ticker value="NMIH "/>
        </identifiers>
        <balance>18711</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>491350.86</valUSD>
        <pctVal>0.0870744559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NN Inc.</name>
        <lei>549300SU3TUM6VH84645</lei>
        <title>NN INC COMMON STOCK USD.01</title>
        <cusip>629337106</cusip>
        <identifiers>
          <isin value="US6293371067"/>
          <ticker value="NNBR "/>
        </identifiers>
        <balance>12673</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90358.49</valUSD>
        <pctVal>0.0160128271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Artisan Partners Asset Management Inc.</name>
        <lei>N/A</lei>
        <title>ARTISAN PARTNERS ASSET MANAGEM COMMON STOCK USD.01</title>
        <cusip>04316A108</cusip>
        <identifiers>
          <isin value="US04316A1088"/>
          <ticker value="APAM "/>
        </identifiers>
        <balance>14373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>405893.52</valUSD>
        <pctVal>0.0719301833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arvinas Inc.</name>
        <lei>N/A</lei>
        <title>ARVINAS INC COMMON STOCK USD.001</title>
        <cusip>04335A105</cusip>
        <identifiers>
          <isin value="US04335A1051"/>
          <ticker value="ARVN "/>
        </identifiers>
        <balance>5272</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113611.6</valUSD>
        <pctVal>0.0201336134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wesco Aircraft Holdings Inc.</name>
        <lei>N/A</lei>
        <title>WESCO AIRCRAFT HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>950814103</cusip>
        <identifiers>
          <isin value="US9508141036"/>
          <ticker value="WAIR "/>
        </identifiers>
        <balance>15051</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165711.51</valUSD>
        <pctVal>0.0293664685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>West Bancorporation Inc.</name>
        <lei>549300GKFOINCHIYU666</lei>
        <title>WEST BANCORPORATION INC COMMON STOCK</title>
        <cusip>95123P106</cusip>
        <identifiers>
          <isin value="US95123P1066"/>
          <ticker value="WTBA "/>
        </identifiers>
        <balance>4715</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102504.1</valUSD>
        <pctVal>0.0181652043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asbury Automotive Group Inc.</name>
        <lei>549300JH4DTA7U42GL91</lei>
        <title>ASBURY AUTOMOTIVE GROUP INC COMMON STOCK USD.01</title>
        <cusip>043436104</cusip>
        <identifiers>
          <isin value="US0434361046"/>
          <ticker value="ABG "/>
        </identifiers>
        <balance>5431</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>555754.23</valUSD>
        <pctVal>0.0984876616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ashford Hospitality Trust Inc.</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST INC REIT USD.01</title>
        <cusip>044103109</cusip>
        <identifiers>
          <isin value="US0441031095"/>
          <ticker value="AHT "/>
        </identifiers>
        <balance>29011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96026.41</valUSD>
        <pctVal>0.0170172642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVE Corporation</name>
        <lei>N/A</lei>
        <title>NVE CORP COMMON STOCK USD.01</title>
        <cusip>629445206</cusip>
        <identifiers>
          <isin value="US6294452064"/>
          <ticker value="NVEC "/>
        </identifiers>
        <balance>1456</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96605.6</valUSD>
        <pctVal>0.0171199050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NV5 Global Inc.</name>
        <lei>N/A</lei>
        <title>NV5 GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>62945V109</cusip>
        <identifiers>
          <isin value="US62945V1098"/>
          <ticker value="NVEE "/>
        </identifiers>
        <balance>2924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199621.48</valUSD>
        <pctVal>0.0353758041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirit MTA REIT</name>
        <lei>N/A</lei>
        <title>SPIRIT MTA REIT REIT USD.01</title>
        <cusip>84861U105</cusip>
        <identifiers>
          <isin value="US84861U1051"/>
          <ticker value="SMTA "/>
        </identifiers>
        <balance>4119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34764.36</valUSD>
        <pctVal>0.0061607458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spok Holdings Inc.</name>
        <lei>549300HXXANIVN2ICC89</lei>
        <title>SPOK HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>84863T106</cusip>
        <identifiers>
          <isin value="US84863T1060"/>
          <ticker value="SPOK "/>
        </identifiers>
        <balance>6140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73311.6</valUSD>
        <pctVal>0.0129918724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westamerica Bancorporation</name>
        <lei>N/A</lei>
        <title>WESTAMERICA BANCORPORATION COMMON STOCK</title>
        <cusip>957090103</cusip>
        <identifiers>
          <isin value="US9570901036"/>
          <ticker value="WABC "/>
        </identifiers>
        <balance>7423</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>461562.14</valUSD>
        <pctVal>0.0817954653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Western Asset Mortgage Capital Corporation</name>
        <lei>549300JOQRROR5SZYY83</lei>
        <title>WESTERN ASSET MORTGAGE CAPITAL REIT USD.01</title>
        <cusip>95790D105</cusip>
        <identifiers>
          <isin value="US95790D1054"/>
          <ticker value="WMC "/>
        </identifiers>
        <balance>13614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131375.1</valUSD>
        <pctVal>0.0232815617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sportsman's Warehouse Holdings Inc.</name>
        <lei>549300JVV8YLQSRSF462</lei>
        <title>SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD.01</title>
        <cusip>84920Y106</cusip>
        <identifiers>
          <isin value="US84920Y1064"/>
          <ticker value="SPWH "/>
        </identifiers>
        <balance>13312</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68956.16</valUSD>
        <pctVal>0.0122200257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STAAR Surgical Company</name>
        <lei>N/A</lei>
        <title>STAAR SURGICAL CO COMMON STOCK USD.01</title>
        <cusip>852312305</cusip>
        <identifiers>
          <isin value="US8523123052"/>
          <ticker value="STAA "/>
        </identifiers>
        <balance>12799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329958.22</valUSD>
        <pctVal>0.0584733534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nanometrics Incorporated</name>
        <lei>549300V1USTYXJ7TNR79</lei>
        <title>NANOMETRICS INC COMMON STOCK</title>
        <cusip>630077105</cusip>
        <identifiers>
          <isin value="US6300771051"/>
          <ticker value="NANO "/>
        </identifiers>
        <balance>6690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218227.8</valUSD>
        <pctVal>0.0386731122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NanoString Technologies Inc.</name>
        <lei>549300G4CK0Y3WRDMY89</lei>
        <title>NANOSTRING TECHNOLOGIES INC COMMON STOCK USD.0001</title>
        <cusip>63009R109</cusip>
        <identifiers>
          <isin value="US63009R1095"/>
          <ticker value="NSTG "/>
        </identifiers>
        <balance>9508</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205277.72</valUSD>
        <pctVal>0.0363781714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tejon Ranch Co.</name>
        <lei>549300TMNDO77VJ6J111</lei>
        <title>TEJON RANCH CO COMMON STOCK USD.5</title>
        <cusip>879080109</cusip>
        <identifiers>
          <isin value="US8790801091"/>
          <ticker value="TRC "/>
        </identifiers>
        <balance>6656</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112952.32</valUSD>
        <pctVal>0.0200167795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telaria Inc.</name>
        <lei>N/A</lei>
        <title>TELARIA INC COMMON STOCK USD.0001</title>
        <cusip>879181105</cusip>
        <identifiers>
          <isin value="US8791811057"/>
          <ticker value="TLRA "/>
        </identifiers>
        <balance>13234</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91446.94</valUSD>
        <pctVal>0.0162057161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rocket Pharmaceuticals Inc.</name>
        <lei>549300R7VV82YUIN4Y93</lei>
        <title>ROCKET PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>77313F106</cusip>
        <identifiers>
          <isin value="US77313F1066"/>
          <ticker value="RCKT "/>
        </identifiers>
        <balance>8800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102520</valUSD>
        <pctVal>0.0181680220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="103934.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Rockwell Medical Inc.</name>
        <lei>N/A</lei>
        <title>ROCKWELL MEDICAL INC COMMON STOCK</title>
        <cusip>774374102</cusip>
        <identifiers>
          <isin value="US7743741024"/>
          <ticker value="RMTI "/>
        </identifiers>
        <balance>18177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50168.52</valUSD>
        <pctVal>0.0088905850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46768.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Teladoc Health Inc.</name>
        <lei>N/A</lei>
        <title>TELADOC HEALTH INC COMMON STOCK USD.001</title>
        <cusip>87918A105</cusip>
        <identifiers>
          <isin value="US87918A1051"/>
          <ticker value="TDOC "/>
        </identifiers>
        <balance>20321</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1376138.12</valUSD>
        <pctVal>0.2438715139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1377654.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TeleNav Inc.</name>
        <lei>N/A</lei>
        <title>TELENAV INC COMMON STOCK USD.001</title>
        <cusip>879455103</cusip>
        <identifiers>
          <isin value="US8794551031"/>
          <ticker value="TNAV "/>
        </identifiers>
        <balance>9833</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47001.74</valUSD>
        <pctVal>0.0083293859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAPCO Security Technologies Inc.</name>
        <lei>N/A</lei>
        <title>NAPCO SECURITY TECHNOLOGIES IN COMMON STOCK USD.01</title>
        <cusip>630402105</cusip>
        <identifiers>
          <isin value="US6304021057"/>
          <ticker value="NSSC "/>
        </identifiers>
        <balance>3319</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84700.88</valUSD>
        <pctVal>0.0150102170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natera Inc.</name>
        <lei>N/A</lei>
        <title>NATERA INC COMMON STOCK USD.0001</title>
        <cusip>632307104</cusip>
        <identifiers>
          <isin value="US6323071042"/>
          <ticker value="NTRA "/>
        </identifiers>
        <balance>16087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>527653.6</valUSD>
        <pctVal>0.0935078248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nathan's Famous Inc.</name>
        <lei>54930034SKNSF1JIE673</lei>
        <title>NATHAN'S FAMOUS INC COMMON STOCK USD.01</title>
        <cusip>632347100</cusip>
        <identifiers>
          <isin value="US6323471002"/>
          <ticker value="NATH "/>
        </identifiers>
        <balance>968</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69550.8</valUSD>
        <pctVal>0.0123254044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Bank Holdings Corporation</name>
        <lei>N/A</lei>
        <title>NATIONAL BANK HOLDINGS CORP COMMON STOCK</title>
        <cusip>633707104</cusip>
        <identifiers>
          <isin value="US6337071046"/>
          <ticker value="NBHC "/>
        </identifiers>
        <balance>8277</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282990.63</valUSD>
        <pctVal>0.0501500194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tellurian Inc.</name>
        <lei>N/A</lei>
        <title>TELLURIAN INC COMMON STOCK USD.01</title>
        <cusip>87968A104</cusip>
        <identifiers>
          <isin value="US87968A1043"/>
          <ticker value="TELL "/>
        </identifiers>
        <balance>27587</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229385.91</valUSD>
        <pctVal>0.0406504902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="221130.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Tenable Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TENABLE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>88025T102</cusip>
        <identifiers>
          <isin value="US88025T1025"/>
          <ticker value="TENB "/>
        </identifiers>
        <balance>10616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237586.08</valUSD>
        <pctVal>0.0421036785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rocky Brands Inc.</name>
        <lei>N/A</lei>
        <title>ROCKY BRANDS INC COMMON STOCK</title>
        <cusip>774515100</cusip>
        <identifiers>
          <isin value="US7745151008"/>
          <ticker value="RCKY "/>
        </identifiers>
        <balance>2236</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74302.28</valUSD>
        <pctVal>0.0131674352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rogers Corporation</name>
        <lei>PW0CN80KNFR7RUOOKJ84</lei>
        <title>ROGERS CORP COMMON STOCK USD1.0</title>
        <cusip>775133101</cusip>
        <identifiers>
          <isin value="US7751331015"/>
          <ticker value="ROG "/>
        </identifiers>
        <balance>5256</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>718547.76</valUSD>
        <pctVal>0.1273370220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STAG Industrial Inc.</name>
        <lei>549300QWYX2W6FASVQ07</lei>
        <title>STAG INDUSTRIAL INC REIT USD.01</title>
        <cusip>85254J102</cusip>
        <identifiers>
          <isin value="US85254J1025"/>
          <ticker value="STAG "/>
        </identifiers>
        <balance>35753</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1053998.44</valUSD>
        <pctVal>0.1867837185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stamps.com Inc.</name>
        <lei>N/A</lei>
        <title>STAMPS.COM INC COMMON STOCK USD.001</title>
        <cusip>852857200</cusip>
        <identifiers>
          <isin value="US8528572006"/>
          <ticker value="STMP "/>
        </identifiers>
        <balance>4779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355796.55</valUSD>
        <pctVal>0.0630522780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Western New England Bancorp Inc.</name>
        <lei>549300Y8QE4EI2LP6B42</lei>
        <title>WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01</title>
        <cusip>958892101</cusip>
        <identifiers>
          <isin value="US9588921018"/>
          <ticker value="WNEB "/>
        </identifiers>
        <balance>8517</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81167.01</valUSD>
        <pctVal>0.0143839643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BCB Bancorp Inc.</name>
        <lei>54930024V6Z8FYSN4291</lei>
        <title>BCB BANCORP INC COMMON STOCK</title>
        <cusip>055298103</cusip>
        <identifiers>
          <isin value="US0552981039"/>
          <ticker value="BCBP "/>
        </identifiers>
        <balance>4328</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55571.52</valUSD>
        <pctVal>0.0098480745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BG Staffing Inc.</name>
        <lei>N/A</lei>
        <title>BG STAFFING INC COMMON STOCK USD.01</title>
        <cusip>05544A109</cusip>
        <identifiers>
          <isin value="US05544A1097"/>
          <ticker value="BGSF "/>
        </identifiers>
        <balance>3103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59298.33</valUSD>
        <pctVal>0.0105085189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rosetta Stone Inc.</name>
        <lei>N/A</lei>
        <title>ROSETTA STONE INC COMMON STOCK USD.00005</title>
        <cusip>777780107</cusip>
        <identifiers>
          <isin value="US7777801074"/>
          <ticker value="RST "/>
        </identifiers>
        <balance>5951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103547.4</valUSD>
        <pctVal>0.0183500921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Rubicon Project Inc.</name>
        <lei>54930018FR2YX1HHSB02</lei>
        <title>RUBICON PROJECT INC/THE COMMON STOCK USD.00001</title>
        <cusip>78112V102</cusip>
        <identifiers>
          <isin value="US78112V1026"/>
          <ticker value="RUBI "/>
        </identifiers>
        <balance>14491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126216.61</valUSD>
        <pctVal>0.0223674029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tenet Healthcare Corporation</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>TENET HEALTHCARE CORP COMMON STOCK USD.05</title>
        <cusip>88033G407</cusip>
        <identifiers>
          <isin value="US88033G4073"/>
          <ticker value="THC "/>
        </identifiers>
        <balance>29333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>648845.96</valUSD>
        <pctVal>0.1149848582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tennant Company</name>
        <lei>JYAIRLT8DVP6DP8UT336</lei>
        <title>TENNANT CO COMMON STOCK USD.375</title>
        <cusip>880345103</cusip>
        <identifiers>
          <isin value="US8803451033"/>
          <ticker value="TNC "/>
        </identifiers>
        <balance>5111</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361347.7</valUSD>
        <pctVal>0.0640360218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>NATIONAL BANKSHARES INC COMMON STOCK USD1.25</title>
        <cusip>634865109</cusip>
        <identifiers>
          <isin value="US6348651091"/>
          <ticker value="NKSH "/>
        </identifiers>
        <balance>2153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86227.65</valUSD>
        <pctVal>0.0152807827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Beverage Corp.</name>
        <lei>549300O9MZIQJI8TGV17</lei>
        <title>NATIONAL BEVERAGE CORP COMMON STOCK USD.01</title>
        <cusip>635017106</cusip>
        <identifiers>
          <isin value="US6350171061"/>
          <ticker value="FIZZ "/>
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        <balance>3437</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152465.32</valUSD>
        <pctVal>0.0270190527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="118200.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Tenneco Inc.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TENNECO INC COMMON STOCK USD.01</title>
        <cusip>880349105</cusip>
        <identifiers>
          <isin value="US8803491054"/>
          <ticker value="TEN "/>
        </identifiers>
        <balance>14398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180262.96</valUSD>
        <pctVal>0.0319451953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Terex Corporation</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
        <title>TEREX CORP COMMON STOCK USD.01</title>
        <cusip>880779103</cusip>
        <identifiers>
          <isin value="US8807791038"/>
          <ticker value="TEX "/>
        </identifiers>
        <balance>17851</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463590.47</valUSD>
        <pctVal>0.0821549146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rubius Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>RUBIUS THERAPEUTICS INC COMMON STOCK</title>
        <cusip>78116T103</cusip>
        <identifiers>
          <isin value="US78116T1034"/>
          <ticker value="RUBY "/>
        </identifiers>
        <balance>10347</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81223.95</valUSD>
        <pctVal>0.0143940549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="79562.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Rudolph Technologies Inc.</name>
        <lei>N/A</lei>
        <title>RUDOLPH TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>781270103</cusip>
        <identifiers>
          <isin value="US7812701032"/>
          <ticker value="RTEC "/>
        </identifiers>
        <balance>8759</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230887.24</valUSD>
        <pctVal>0.0409165475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TerraForm Power Inc.</name>
        <lei>549300V0USOOV31S6Z05</lei>
        <title>TERRAFORM POWER INC COMMON STOCK USD.01</title>
        <cusip>88104R209</cusip>
        <identifiers>
          <isin value="US88104R2094"/>
          <ticker value="TERP "/>
        </identifiers>
        <balance>20993</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382597.43</valUSD>
        <pctVal>0.0678017803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Territorial Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>TERRITORIAL BANCORP INC COMMON STOCK USD.01</title>
        <cusip>88145X108</cusip>
        <identifiers>
          <isin value="US88145X1081"/>
          <ticker value="TBNK "/>
        </identifiers>
        <balance>2461</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70335.38</valUSD>
        <pctVal>0.0124644433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Terreno Realty Corporation</name>
        <lei>N/A</lei>
        <title>TERRENO REALTY CORP REIT USD.01</title>
        <cusip>88146M101</cusip>
        <identifiers>
          <isin value="US88146M1018"/>
          <ticker value="TRNO "/>
        </identifiers>
        <balance>17518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>894994.62</valUSD>
        <pctVal>0.1586059493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TETRA Technologies Inc.</name>
        <lei>N/A</lei>
        <title>TETRA TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>88162F105</cusip>
        <identifiers>
          <isin value="US88162F1057"/>
          <ticker value="TTI "/>
        </identifiers>
        <balance>40257</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80916.57</valUSD>
        <pctVal>0.0143395827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BJ's Wholesale Club Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BJ'S WHOLESALE CLUB HOLDINGS I COMMON STOCK USD.01</title>
        <cusip>05550J101</cusip>
        <identifiers>
          <isin value="US05550J1016"/>
          <ticker value="BJ "/>
        </identifiers>
        <balance>31720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>820596.4</valUSD>
        <pctVal>0.1454215122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRT Apartments Corp.</name>
        <lei>N/A</lei>
        <title>BRT APARTMENTS CORP REIT USD3.0</title>
        <cusip>055645303</cusip>
        <identifiers>
          <isin value="US0556453035"/>
          <ticker value="BRT "/>
        </identifiers>
        <balance>3530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51467.4</valUSD>
        <pctVal>0.0091207653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National CineMedia Inc.</name>
        <lei>N/A</lei>
        <title>NATIONAL CINEMEDIA INC COMMON STOCK USD.01</title>
        <cusip>635309107</cusip>
        <identifiers>
          <isin value="US6353091076"/>
          <ticker value="NCMI "/>
        </identifiers>
        <balance>18930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155226</valUSD>
        <pctVal>0.0275082850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National HealthCare Corporation</name>
        <lei>N/A</lei>
        <title>NATIONAL HEALTHCARE CORP COMMON STOCK USD.01</title>
        <cusip>635906100</cusip>
        <identifiers>
          <isin value="US6359061008"/>
          <ticker value="NHC "/>
        </identifiers>
        <balance>3465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283610.25</valUSD>
        <pctVal>0.0502598250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tetra Tech Inc.</name>
        <lei>549300UJ1LP7JGJC5P32</lei>
        <title>TETRA TECH INC COMMON STOCK USD.01</title>
        <cusip>88162G103</cusip>
        <identifiers>
          <isin value="US88162G1031"/>
          <ticker value="TTEK "/>
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        <balance>15500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1344780</valUSD>
        <pctVal>0.2383144030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Texas Roadhouse Inc.</name>
        <lei>N/A</lei>
        <title>TEXAS ROADHOUSE INC COMMON STOCK USD.001</title>
        <cusip>882681109</cusip>
        <identifiers>
          <isin value="US8826811098"/>
          <ticker value="TXRH "/>
        </identifiers>
        <balance>18777</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>986168.04</valUSD>
        <pctVal>0.1747631938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ShotSpotter Inc.</name>
        <lei>N/A</lei>
        <title>SHOTSPOTTER INC COMMON STOCK</title>
        <cusip>82536T107</cusip>
        <identifiers>
          <isin value="US82536T1079"/>
          <ticker value="SSTI "/>
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        <balance>2346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54028.38</valUSD>
        <pctVal>0.0095746078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Shutterstock Inc.</name>
        <lei>N/A</lei>
        <title>SHUTTERSTOCK INC COMMON STOCK USD.01</title>
        <cusip>825690100</cusip>
        <identifiers>
          <isin value="US8256901005"/>
          <ticker value="SSTK "/>
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        <balance>5512</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199093.44</valUSD>
        <pctVal>0.0352822278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Assembly Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>ASSEMBLY BIOSCIENCES INC COMMON STOCK USD.001</title>
        <cusip>045396108</cusip>
        <identifiers>
          <isin value="US0453961080"/>
          <ticker value="ASMB "/>
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        <balance>7012</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68927.96</valUSD>
        <pctVal>0.0122150282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Conformis Inc.</name>
        <lei>N/A</lei>
        <title>CONFORMIS INC COMMON STOCK USD.00001</title>
        <cusip>20717E101</cusip>
        <identifiers>
          <isin value="US20717E1010"/>
          <ticker value="CFMS "/>
        </identifiers>
        <balance>19159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35635.74</valUSD>
        <pctVal>0.0063151669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="35910.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>TG Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>TG THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>88322Q108</cusip>
        <identifiers>
          <isin value="US88322Q1085"/>
          <ticker value="TGTX "/>
        </identifiers>
        <balance>23955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134507.33</valUSD>
        <pctVal>0.0238366380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TherapeuticsMD Inc.</name>
        <lei>N/A</lei>
        <title>THERAPEUTICSMD INC COMMON STOCK USD.001</title>
        <cusip>88338N107</cusip>
        <identifiers>
          <isin value="US88338N1072"/>
          <ticker value="TXMD "/>
        </identifiers>
        <balance>56844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206343.72</valUSD>
        <pctVal>0.0365670819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="239455.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>B. Riley Financial Inc.</name>
        <lei>N/A</lei>
        <title>B. RILEY FINANCIAL INC COMMON STOCK USD.0001</title>
        <cusip>05580M108</cusip>
        <identifiers>
          <isin value="US05580M1080"/>
          <ticker value="RILY "/>
        </identifiers>
        <balance>6218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146869.16</valUSD>
        <pctVal>0.0260273325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BMC Stock Holdings Inc.</name>
        <lei>549300GHSZDJ1FJEJG18</lei>
        <title>BMC STOCK HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>05591B109</cusip>
        <identifiers>
          <isin value="US05591B1098"/>
          <ticker value="BMCH "/>
        </identifiers>
        <balance>18923</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>495404.14</valUSD>
        <pctVal>0.0877927556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SI-BONE Inc.</name>
        <lei>N/A</lei>
        <title>SI-BONE INC COMMON STOCK USD.0001</title>
        <cusip>825704109</cusip>
        <identifiers>
          <isin value="US8257041090"/>
          <ticker value="SIBN "/>
        </identifiers>
        <balance>4871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86070.57</valUSD>
        <pctVal>0.0152529458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46600.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Sierra Bancorp</name>
        <lei>N/A</lei>
        <title>SIERRA BANCORP COMMON STOCK</title>
        <cusip>82620P102</cusip>
        <identifiers>
          <isin value="US82620P1021"/>
          <ticker value="BSRR "/>
        </identifiers>
        <balance>4253</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112959.68</valUSD>
        <pctVal>0.0200180838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The RealReal Inc.</name>
        <lei>N/A</lei>
        <title>REALREAL INC/THE COMMON STOCK USD.00001</title>
        <cusip>88339P101</cusip>
        <identifiers>
          <isin value="US88339P1012"/>
          <ticker value="REAL "/>
        </identifiers>
        <balance>4862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108714.32</valUSD>
        <pctVal>0.0192657448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="89712.000000000000"/>
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      <invstOrSec>
        <name>Rush Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>RUSH ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>781846209</cusip>
        <identifiers>
          <isin value="US7818462092"/>
          <ticker value="RUSHA "/>
        </identifiers>
        <balance>7558</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>291587.64</valUSD>
        <pctVal>0.0516735335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rush Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>RUSH ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>781846308</cusip>
        <identifiers>
          <isin value="US7818463082"/>
          <ticker value="RUSHB "/>
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        <balance>1606</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64127.58</valUSD>
        <pctVal>0.0113643317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sientra Inc.</name>
        <lei>N/A</lei>
        <title>SIENTRA INC COMMON STOCK USD.01</title>
        <cusip>82621J105</cusip>
        <identifiers>
          <isin value="US82621J1051"/>
          <ticker value="SIEN "/>
        </identifiers>
        <balance>10868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70424.64</valUSD>
        <pctVal>0.0124802615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SIGA Technologies Inc.</name>
        <lei>N/A</lei>
        <title>SIGA TECHNOLOGIES INC COMMON STOCK USD.0001</title>
        <cusip>826917106</cusip>
        <identifiers>
          <isin value="US8269171067"/>
          <ticker value="SIGA "/>
        </identifiers>
        <balance>16441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84177.92</valUSD>
        <pctVal>0.0149175410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONMED Corporation</name>
        <lei>Z6C0YCECH9DCU5ZIQW84</lei>
        <title>CONMED CORP COMMON STOCK USD.01</title>
        <cusip>207410101</cusip>
        <identifiers>
          <isin value="US2074101013"/>
          <ticker value="CNMD "/>
        </identifiers>
        <balance>7712</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>741508.8</valUSD>
        <pctVal>0.1314060493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Connecticut Water Service Inc.</name>
        <lei>N/A</lei>
        <title>CONNECTICUT WATER SERVICE INC COMMON STOCK</title>
        <cusip>207797101</cusip>
        <identifiers>
          <isin value="US2077971016"/>
          <ticker value="CTWS "/>
        </identifiers>
        <balance>3581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250884.86</valUSD>
        <pctVal>0.0444604141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ruth's Hospitality Group Inc.</name>
        <lei>N/A</lei>
        <title>RUTH'S HOSPITALITY GROUP INC COMMON STOCK USD.01</title>
        <cusip>783332109</cusip>
        <identifiers>
          <isin value="US7833321091"/>
          <ticker value="RUTH "/>
        </identifiers>
        <balance>8299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169424.09</valUSD>
        <pctVal>0.0300243912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ryman Hospitality Properties Inc.</name>
        <lei>N/A</lei>
        <title>RYMAN HOSPITALITY PROPERTIES I REIT USD.01</title>
        <cusip>78377T107</cusip>
        <identifiers>
          <isin value="US78377T1079"/>
          <ticker value="RHP "/>
        </identifiers>
        <balance>12970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1061075.7</valUSD>
        <pctVal>0.1880379110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Badger Meter Inc.</name>
        <lei>5493002JENE20OGTUG20</lei>
        <title>BADGER METER INC COMMON STOCK USD1.0</title>
        <cusip>056525108</cusip>
        <identifiers>
          <isin value="US0565251081"/>
          <ticker value="BMI "/>
        </identifiers>
        <balance>8073</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>433520.1</valUSD>
        <pctVal>0.0768260116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Balchem Corporation</name>
        <lei>N/A</lei>
        <title>BALCHEM CORP COMMON STOCK USD.0667</title>
        <cusip>057665200</cusip>
        <identifiers>
          <isin value="US0576652004"/>
          <ticker value="BCPC "/>
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        <balance>9150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>907588.5</valUSD>
        <pctVal>0.1608377664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BancFirst Corporation</name>
        <lei>549300EJEHGBP4IO2J30</lei>
        <title>BANCFIRST CORP COMMON STOCK USD1.0</title>
        <cusip>05945F103</cusip>
        <identifiers>
          <isin value="US05945F1030"/>
          <ticker value="BANF "/>
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        <balance>5330</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>295388.6</valUSD>
        <pctVal>0.0523471184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>BANCORP INC/THE COMMON STOCK USD1.0</title>
        <cusip>05969A105</cusip>
        <identifiers>
          <isin value="US05969A1051"/>
          <ticker value="TBBK "/>
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        <balance>15100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149490</valUSD>
        <pctVal>0.0264917831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Silicon Laboratories Inc.</name>
        <lei>4PRDF8Q9TDHRVZKZSZ47</lei>
        <title>SILICON LABORATORIES INC COMMON STOCK USD.0001</title>
        <cusip>826919102</cusip>
        <identifiers>
          <isin value="US8269191024"/>
          <ticker value="SLAB "/>
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        <balance>12140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1351789</valUSD>
        <pctVal>0.2395564988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Silk Road Medical Inc.</name>
        <lei>N/A</lei>
        <title>SILK ROAD MEDICAL INC COMMON STOCK USD.001</title>
        <cusip>82710M100</cusip>
        <identifiers>
          <isin value="US82710M1009"/>
          <ticker value="SILK "/>
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        <balance>2948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95898.44</valUSD>
        <pctVal>0.0169945861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="66740.000000000000"/>
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      <invstOrSec>
        <name>BancorpSouth Bank</name>
        <lei>N/A</lei>
        <title>BANCORPSOUTH BANK COMMON STOCK</title>
        <cusip>05971J102</cusip>
        <identifiers>
          <isin value="US05971J1025"/>
          <ticker value="BXS "/>
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        <balance>26873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>795709.53</valUSD>
        <pctVal>0.1410112000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Epizyme Inc.</name>
        <lei>549300TNFWF88O4U4605</lei>
        <title>EPIZYME INC COMMON STOCK USD.0001</title>
        <cusip>29428V104</cusip>
        <identifiers>
          <isin value="US29428V1044"/>
          <ticker value="EPZM "/>
        </identifiers>
        <balance>22544</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232541.36</valUSD>
        <pctVal>0.0412096814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SandT Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>SandT BANCORP INC COMMON STOCK USD2.5</title>
        <cusip>783859101</cusip>
        <identifiers>
          <isin value="US7838591011"/>
          <ticker value="STBA "/>
        </identifiers>
        <balance>9243</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337646.79</valUSD>
        <pctVal>0.0598358789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEACOR Marine Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>78413P101</cusip>
        <identifiers>
          <isin value="US78413P1012"/>
          <ticker value="SMHI "/>
        </identifiers>
        <balance>5609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70505.13</valUSD>
        <pctVal>0.0124945255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ConnectOne Bancorp Inc.</name>
        <lei>549300E2M5ZYAZKUK134</lei>
        <title>CONNECTONE BANCORP INC COMMON STOCK</title>
        <cusip>20786W107</cusip>
        <identifiers>
          <isin value="US20786W1071"/>
          <ticker value="CNOB "/>
        </identifiers>
        <balance>9664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214540.8</valUSD>
        <pctVal>0.0380197227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Conn's Inc.</name>
        <lei>N/A</lei>
        <title>CONN'S INC COMMON STOCK USD.01</title>
        <cusip>208242107</cusip>
        <identifiers>
          <isin value="US2082421072"/>
          <ticker value="CONN "/>
        </identifiers>
        <balance>5781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143715.66</valUSD>
        <pctVal>0.0254684868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equity Bancshares Inc.</name>
        <lei>549300BPQ2EJNU4WF694</lei>
        <title>EQUITY BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>29460X109</cusip>
        <identifiers>
          <isin value="US29460X1090"/>
          <ticker value="EQBK "/>
        </identifiers>
        <balance>4701</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126033.81</valUSD>
        <pctVal>0.0223350081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ESCO Technologies Inc.</name>
        <lei>5493007JJLP5MEWVDH10</lei>
        <title>ESCO TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>296315104</cusip>
        <identifiers>
          <isin value="US2963151046"/>
          <ticker value="ESE "/>
        </identifiers>
        <balance>7203</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>573070.68</valUSD>
        <pctVal>0.1015563862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Esperion Therapeutics Inc.</name>
        <lei>549300OFU56UKEWVUS92</lei>
        <title>ESPERION THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>29664W105</cusip>
        <identifiers>
          <isin value="US29664W1053"/>
          <ticker value="ESPR "/>
        </identifiers>
        <balance>7166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262705.56</valUSD>
        <pctVal>0.0465552125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ESSA Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>ESSA BANCORP INC COMMON STOCK USD.01</title>
        <cusip>29667D104</cusip>
        <identifiers>
          <isin value="US29667D1046"/>
          <ticker value="ESSA "/>
        </identifiers>
        <balance>3655</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60015.1</valUSD>
        <pctVal>0.0106355409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSOL Energy Inc.</name>
        <lei>N/A</lei>
        <title>CONSOL ENERGY INC COMMON STOCK USD.01</title>
        <cusip>20854L108</cusip>
        <identifiers>
          <isin value="US20854L1089"/>
          <ticker value="CEIX "/>
        </identifiers>
        <balance>7859</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122836.17</valUSD>
        <pctVal>0.0217683402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated Communications Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CONSOLIDATED COMMUNICATIONS HO COMMON STOCK USD.01</title>
        <cusip>209034107</cusip>
        <identifiers>
          <isin value="US2090341072"/>
          <ticker value="CNSL "/>
        </identifiers>
        <balance>21504</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102359.04</valUSD>
        <pctVal>0.0181394975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Esquire Financial Holdings Inc.</name>
        <lei>N/A</lei>
        <title>ESQUIRE FINANCIAL HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>29667J101</cusip>
        <identifiers>
          <isin value="US29667J1016"/>
          <ticker value="ESQ "/>
        </identifiers>
        <balance>2236</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55452.8</valUSD>
        <pctVal>0.0098270356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Essential Properties Realty Trust Inc.</name>
        <lei>N/A</lei>
        <title>ESSENTIAL PROPERTIES REALTY TR REIT USD.01</title>
        <cusip>29670E107</cusip>
        <identifiers>
          <isin value="US29670E1073"/>
          <ticker value="EPRT "/>
        </identifiers>
        <balance>20742</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>475199.22</valUSD>
        <pctVal>0.0842121525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ethan Allen Interiors Inc.</name>
        <lei>N/A</lei>
        <title>ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01</title>
        <cusip>297602104</cusip>
        <identifiers>
          <isin value="US2976021046"/>
          <ticker value="ETH "/>
        </identifiers>
        <balance>7030</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134273</valUSD>
        <pctVal>0.0237951113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evans Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>EVANS BANCORP INC COMMON STOCK USD.5</title>
        <cusip>29911Q208</cusip>
        <identifiers>
          <isin value="US29911Q2084"/>
          <ticker value="EVBN "/>
        </identifiers>
        <balance>1653</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61822.2</valUSD>
        <pctVal>0.0109557851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consolidated-Tomoka Land Co.</name>
        <lei>549300ZJHMRPKE71JO81</lei>
        <title>CONSOLIDATED-TOMOKA LAND CO COMMON STOCK USD1.0</title>
        <cusip>210226106</cusip>
        <identifiers>
          <isin value="US2102261060"/>
          <ticker value="CTO "/>
        </identifiers>
        <balance>1686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110601.6</valUSD>
        <pctVal>0.0196001980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Constellation Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>CONSTELLATION PHARMACEUTICALS COMMON STOCK USD.0001</title>
        <cusip>210373106</cusip>
        <identifiers>
          <isin value="US2103731061"/>
          <ticker value="CNST "/>
        </identifiers>
        <balance>4922</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31796.12</valUSD>
        <pctVal>0.0056347309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SB One Bancorp</name>
        <lei>N/A</lei>
        <title>SB ONE BANCORP COMMON STOCK</title>
        <cusip>78413T103</cusip>
        <identifiers>
          <isin value="US78413T1034"/>
          <ticker value="SBBX "/>
        </identifiers>
        <balance>3605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81328.8</valUSD>
        <pctVal>0.0144126358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intelsat S.A.</name>
        <lei>N/A</lei>
        <title>INTELSAT SA COMMON STOCK USD.01</title>
        <cusip>L5140P101</cusip>
        <identifiers>
          <isin value="LU0914713705"/>
          <ticker value="I "/>
        </identifiers>
        <balance>19235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>438558</valUSD>
        <pctVal>0.0777188001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Construction Partners Inc.</name>
        <lei>N/A</lei>
        <title>CONSTRUCTION PARTNERS INC COMMON STOCK USD.001</title>
        <cusip>21044C107</cusip>
        <identifiers>
          <isin value="US21044C1071"/>
          <ticker value="ROAD "/>
        </identifiers>
        <balance>3967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61805.86</valUSD>
        <pctVal>0.0109528894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Continental Building Products Inc.</name>
        <lei>N/A</lei>
        <title>CONTINENTAL BUILDING PRODUCTS COMMON STOCK USD.001</title>
        <cusip>211171103</cusip>
        <identifiers>
          <isin value="US2111711030"/>
          <ticker value="CBPX "/>
        </identifiers>
        <balance>9908</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>270389.32</valUSD>
        <pctVal>0.0479168856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Simmons First National Corporation</name>
        <lei>N/A</lei>
        <title>SIMMONS FIRST NATIONAL CORP COMMON STOCK USD.01</title>
        <cusip>828730200</cusip>
        <identifiers>
          <isin value="US8287302009"/>
          <ticker value="SFNC "/>
        </identifiers>
        <balance>25848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>643615.2</valUSD>
        <pctVal>0.1140578921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Simply Good Foods Company</name>
        <lei>N/A</lei>
        <title>SIMPLY GOOD FOODS CO/THE COMMON STOCK USD.0001</title>
        <cusip>82900L102</cusip>
        <identifiers>
          <isin value="US82900L1026"/>
          <ticker value="SMPL "/>
        </identifiers>
        <balance>20269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587598.31</valUSD>
        <pctVal>0.1041308916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pacific Drilling S.A.</name>
        <lei>549300VEJMMZCY6OBU06</lei>
        <title>PACIFIC DRILLING SA COMMON STOCK</title>
        <cusip>L7257P205</cusip>
        <identifiers>
          <isin value="LU1405802361"/>
          <ticker value="PACD "/>
        </identifiers>
        <balance>9152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35784.32</valUSD>
        <pctVal>0.0063414974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="36787.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Orion Engineered Carbons S.A.</name>
        <lei>N/A</lei>
        <title>ORION ENGINEERED CARBONS SA COMMON STOCK</title>
        <cusip>L72967109</cusip>
        <identifiers>
          <isin value="LU1092234845"/>
          <ticker value="OEC "/>
        </identifiers>
        <balance>16978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283702.38</valUSD>
        <pctVal>0.0502761517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>iRhythm Technologies Inc.</name>
        <lei>549300FJI72RJGDQS384</lei>
        <title>IRHYTHM TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>450056106</cusip>
        <identifiers>
          <isin value="US4500561067"/>
          <ticker value="IRTC "/>
        </identifiers>
        <balance>7072</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>524105.92</valUSD>
        <pctVal>0.0928791248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>iStar Inc.</name>
        <lei>QFFLKWYYS3UPWD86E794</lei>
        <title>ISTAR INC REIT USD.001</title>
        <cusip>45031U101</cusip>
        <identifiers>
          <isin value="US45031U1016"/>
          <ticker value="STAR "/>
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        <balance>17844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232864.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Simpson Manufacturing Co. Inc.</name>
        <lei>N/A</lei>
        <title>SIMPSON MANUFACTURING CO INC COMMON STOCK USD.01</title>
        <cusip>829073105</cusip>
        <identifiers>
          <isin value="US8290731053"/>
          <ticker value="SSD "/>
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        <balance>12600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>874062</valUSD>
        <pctVal>0.1548963873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Simulations Plus Inc.</name>
        <lei>N/A</lei>
        <title>SIMULATIONS PLUS INC COMMON STOCK USD.001</title>
        <cusip>829214105</cusip>
        <identifiers>
          <isin value="US8292141053"/>
          <ticker value="SLP "/>
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        <balance>3659</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126967.3</valUSD>
        <pctVal>0.0225004360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IBERIABANK Corporation</name>
        <lei>WQ4U3ADCR5WID15LA317</lei>
        <title>IBERIABANK CORP COMMON STOCK USD1.0</title>
        <cusip>450828108</cusip>
        <identifiers>
          <isin value="US4508281080"/>
          <ticker value="IBKC "/>
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        <balance>14817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1119276.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMAX Corporation</name>
        <lei>5493002KS2T1Q0X7VZ21</lei>
        <title>IMAX CORP COMMON STOCK</title>
        <cusip>45245E109</cusip>
        <identifiers>
          <isin value="CA45245E1097"/>
          <ticker value="IMAX "/>
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        <balance>14903</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327120.85</valUSD>
        <pctVal>0.0579705306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Trinseo S.A.</name>
        <lei>222100SZ6J5ZF05ZTR58</lei>
        <title>TRINSEO SA COMMON STOCK USD.01</title>
        <cusip>L9340P101</cusip>
        <identifiers>
          <isin value="LU1057788488"/>
          <ticker value="TSE "/>
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        <balance>11480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493066</valUSD>
        <pctVal>0.0873784035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caesarstone Ltd.</name>
        <lei>N/A</lei>
        <title>CAESARSTONE LTD COMMON STOCK</title>
        <cusip>M20598104</cusip>
        <identifiers>
          <isin value="IL0011259137"/>
          <ticker value="CSTE "/>
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        <balance>6844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113678.84</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stratasys Ltd.</name>
        <lei>N/A</lei>
        <title>STRATASYS LTD COMMON STOCK ILS.01</title>
        <cusip>M85548101</cusip>
        <identifiers>
          <isin value="IL0011267213"/>
          <ticker value="SSYS "/>
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        <balance>14699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UroGen Pharma Ltd.</name>
        <lei>N/A</lei>
        <title>UROGEN PHARMA LTD COMMON STOCK</title>
        <cusip>M96088105</cusip>
        <identifiers>
          <isin value="IL0011407140"/>
          <ticker value="URGN "/>
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        <balance>5598</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133400.34</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Immersion Corporation</name>
        <lei>N/A</lei>
        <title>IMMERSION CORP COMMON STOCK USD.001</title>
        <cusip>452521107</cusip>
        <identifiers>
          <isin value="US4525211078"/>
          <ticker value="IMMR "/>
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        <balance>9951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76125.15</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Interface Inc.</name>
        <lei>549300VXZWQOIDFPU355</lei>
        <title>INTERFACE INC COMMON STOCK USD.1</title>
        <cusip>458665304</cusip>
        <identifiers>
          <isin value="US4586653044"/>
          <ticker value="TILE "/>
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        <balance>16966</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>244989.04</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Eventbrite Inc.</name>
        <lei>N/A</lei>
        <title>EVENTBRITE INC COMMON STOCK USD.00001</title>
        <cusip>29975E109</cusip>
        <identifiers>
          <isin value="US29975E1091"/>
          <ticker value="EB "/>
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        <balance>10573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>187247.83</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Everbridge Inc.</name>
        <lei>549300WCY0UMR64ATW81</lei>
        <title>EVERBRIDGE INC COMMON STOCK USD.001</title>
        <cusip>29978A104</cusip>
        <identifiers>
          <isin value="US29978A1043"/>
          <ticker value="EVBG "/>
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        <balance>9269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>571989.99</valUSD>
        <pctVal>0.1013648723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>InterDigital Inc.</name>
        <lei>N/A</lei>
        <title>INTERDIGITAL INC COMMON STOCK USD.01</title>
        <cusip>45867G101</cusip>
        <identifiers>
          <isin value="US45867G1013"/>
          <ticker value="IDCC "/>
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        <balance>8949</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469554.03</valUSD>
        <pctVal>0.0832117434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>International Bancshares Corporation</name>
        <lei>549300Y16R531AU8TX77</lei>
        <title>INTERNATIONAL BANCSHARES CORP COMMON STOCK USD1.0</title>
        <cusip>459044103</cusip>
        <identifiers>
          <isin value="US4590441030"/>
          <ticker value="IBOC "/>
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        <balance>15634</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>603785.08</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Affimed N.V.</name>
        <lei>N/A</lei>
        <title>AFFIMED NV COMMON STOCK</title>
        <cusip>N01045108</cusip>
        <identifiers>
          <isin value="NL0010872420"/>
          <ticker value="AFMD "/>
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        <balance>19245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56580.3</valUSD>
        <pctVal>0.0100268448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cimpress N.V.</name>
        <lei>549300JJX3WMIPNL7R91</lei>
        <title>CIMPRESS NV COMMON STOCK USD.001</title>
        <cusip>N20146101</cusip>
        <identifiers>
          <isin value="NL0009272269"/>
          <ticker value="CMPR "/>
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        <balance>6215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>819385.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal Home Loan Bank Discount Notes</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 10/19 0.00000</title>
        <cusip>313384MZ9</cusip>
        <identifiers>
          <isin value="US313384MZ99"/>
          <ticker value="FHLBDN"/>
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        <balance>10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9992688.9</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Harsco Corporation</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>HARSCO CORP COMMON STOCK USD1.25</title>
        <cusip>415864107</cusip>
        <identifiers>
          <isin value="US4158641070"/>
          <ticker value="HSC "/>
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        <balance>22725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>430866</valUSD>
        <pctVal>0.0763556668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Frank's International N.V.</name>
        <lei>N/A</lei>
        <title>FRANK'S INTERNATIONAL NV COMMON STOCK EUR.01</title>
        <cusip>N33462107</cusip>
        <identifiers>
          <isin value="NL0010556684"/>
          <ticker value="FI "/>
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        <balance>31304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148694</valUSD>
        <pctVal>0.0263507204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Banco Latinoamericano de Comercio Exterior S.A.</name>
        <lei>549300CN3134K4LC0651</lei>
        <title>BANCO LATINOAMERICANO DE COMER COMMON STOCK</title>
        <cusip>P16994132</cusip>
        <identifiers>
          <isin value="PAP169941328"/>
          <ticker value="BLX "/>
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        <balance>8887</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177206.78</valUSD>
        <pctVal>0.0314035961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Haverty Furniture Companies Inc.</name>
        <lei>N/A</lei>
        <title>HAVERTY FURNITURE COS INC COMMON STOCK USD1.0</title>
        <cusip>419596101</cusip>
        <identifiers>
          <isin value="US4195961010"/>
          <ticker value="HVT "/>
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        <balance>5200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105404</valUSD>
        <pctVal>0.0186791084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hawaiian Holdings Inc.</name>
        <lei>N/A</lei>
        <title>HAWAIIAN HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>419879101</cusip>
        <identifiers>
          <isin value="US4198791018"/>
          <ticker value="HA "/>
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        <balance>13288</balance>
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        <curCd>USD</curCd>
        <valUSD>348942.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OneSpaWorld Holdings Limited</name>
        <lei>N/A</lei>
        <title>ONESPAWORLD HOLDINGS LTD COMMON STOCK USD.0001</title>
        <cusip>P73684113</cusip>
        <identifiers>
          <isin value="BSP736841136"/>
          <ticker value="OSW "/>
        </identifiers>
        <balance>13107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203551.71</valUSD>
        <pctVal>0.0360722975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BS</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="204207.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ardmore Shipping Corporation</name>
        <lei>N/A</lei>
        <title>ARDMORE SHIPPING CORP COMMON STOCK USD.01</title>
        <cusip>Y0207T100</cusip>
        <identifiers>
          <isin value="MHY0207T1001"/>
          <ticker value="ASC "/>
        </identifiers>
        <balance>10928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73108.32</valUSD>
        <pctVal>0.0129558483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Costamare Inc.</name>
        <lei>N/A</lei>
        <title>COSTAMARE INC COMMON STOCK USD.0001</title>
        <cusip>Y1771G102</cusip>
        <identifiers>
          <isin value="MHY1771G1026"/>
          <ticker value="CMRE "/>
        </identifiers>
        <balance>15081</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91541.67</valUSD>
        <pctVal>0.0162225036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MC</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DHT Holdings Inc.</name>
        <lei>549300SMD6IVZYT74K40</lei>
        <title>DHT HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>Y2065G121</cusip>
        <identifiers>
          <isin value="MHY2065G1219"/>
          <ticker value="DHT "/>
        </identifiers>
        <balance>25044</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154020.6</valUSD>
        <pctVal>0.0272946708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SiteOne Landscape Supply Inc.</name>
        <lei>N/A</lei>
        <title>SITEONE LANDSCAPE SUPPLY INC COMMON STOCK USD.01</title>
        <cusip>82982L103</cusip>
        <identifiers>
          <isin value="US82982L1035"/>
          <ticker value="SITE "/>
        </identifiers>
        <balance>11544</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>854486.88</valUSD>
        <pctVal>0.1514273938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Skyline Champion Corporation</name>
        <lei>N/A</lei>
        <title>SKYLINE CHAMPION CORP COMMON STOCK USD.028</title>
        <cusip>830830105</cusip>
        <identifiers>
          <isin value="US8308301055"/>
          <ticker value="SKY "/>
        </identifiers>
        <balance>14469</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435372.21</valUSD>
        <pctVal>0.0771542321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diamond S Shipping Inc.</name>
        <lei>N/A</lei>
        <title>DIAMOND S SHIPPING INC COMMON STOCK USD.001</title>
        <cusip>Y20676105</cusip>
        <identifiers>
          <isin value="MHY206761055"/>
          <ticker value="DSSI "/>
        </identifiers>
        <balance>6580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72511.6</valUSD>
        <pctVal>0.0128501009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dorian LPG Ltd.</name>
        <lei>549300WP1W2WGMC7F395</lei>
        <title>DORIAN LPG LTD COMMON STOCK USD.01</title>
        <cusip>Y2106R110</cusip>
        <identifiers>
          <isin value="MHY2106R1100"/>
          <ticker value="LPG "/>
        </identifiers>
        <balance>8228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85242.08</valUSD>
        <pctVal>0.0151061255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SkyWest Inc.</name>
        <lei>N/A</lei>
        <title>SKYWEST INC COMMON STOCK</title>
        <cusip>830879102</cusip>
        <identifiers>
          <isin value="US8308791024"/>
          <ticker value="SKYW "/>
        </identifiers>
        <balance>14143</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>811808.2</valUSD>
        <pctVal>0.1438641165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sleep Number Corporation</name>
        <lei>N/A</lei>
        <title>SLEEP NUMBER CORP COMMON STOCK USD.01</title>
        <cusip>83125X103</cusip>
        <identifiers>
          <isin value="US83125X1037"/>
          <ticker value="SNBR "/>
        </identifiers>
        <balance>8205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339030.6</valUSD>
        <pctVal>0.0600811099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Money Express Inc.</name>
        <lei>N/A</lei>
        <title>INTERNATIONAL MONEY EXPRESS IN COMMON STOCK</title>
        <cusip>46005L101</cusip>
        <identifiers>
          <isin value="US46005L1017"/>
          <ticker value="IMXI "/>
        </identifiers>
        <balance>4140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56883.6</valUSD>
        <pctVal>0.0100805940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="57331.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>International Speedway Corporation</name>
        <lei>N/A</lei>
        <title>INTERNATIONAL SPEEDWAY CORP COMMON STOCK USD.01</title>
        <cusip>460335201</cusip>
        <identifiers>
          <isin value="US4603352018"/>
          <ticker value="ISCA "/>
        </identifiers>
        <balance>6666</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300036.66</valUSD>
        <pctVal>0.0531708216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eagle Bulk Shipping Inc.</name>
        <lei>549300EC4INNZBWR8W37</lei>
        <title>EAGLE BULK SHIPPING INC COMMON STOCK USD.01</title>
        <cusip>Y2187A143</cusip>
        <identifiers>
          <isin value="MHY2187A1432"/>
          <ticker value="EGLE "/>
        </identifiers>
        <balance>13971</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61123.13</valUSD>
        <pctVal>0.0108318998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Seaways Inc.</name>
        <lei>549300YUFDGFRNGBWF46</lei>
        <title>INTERNATIONAL SEAWAYS INC COMMON STOCK</title>
        <cusip>Y41053102</cusip>
        <identifiers>
          <isin value="MHY410531021"/>
          <ticker value="INSW "/>
        </identifiers>
        <balance>7465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143775.9</valUSD>
        <pctVal>0.0254791622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SmartFinancial Inc.</name>
        <lei>N/A</lei>
        <title>SMARTFINANCIAL INC COMMON STOCK USD1.0</title>
        <cusip>83190L208</cusip>
        <identifiers>
          <isin value="US83190L2088"/>
          <ticker value="SMBK "/>
        </identifiers>
        <balance>3860</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80403.8</valUSD>
        <pctVal>0.0142487125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Solaris Oilfield Infrastructure Inc.</name>
        <lei>N/A</lei>
        <title>SOLARIS OILFIELD INFRASTRUCTUR COMMON STOCK USD.01</title>
        <cusip>83418M103</cusip>
        <identifiers>
          <isin value="US83418M1036"/>
          <ticker value="SOI "/>
        </identifiers>
        <balance>8916</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119652.72</valUSD>
        <pctVal>0.0212041870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="73170.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Hawkins Inc.</name>
        <lei>549300VL3IJ23OWX1Y34</lei>
        <title>HAWKINS INC COMMON STOCK USD.05</title>
        <cusip>420261109</cusip>
        <identifiers>
          <isin value="US4202611095"/>
          <ticker value="HWKN "/>
        </identifiers>
        <balance>2979</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126607.5</valUSD>
        <pctVal>0.0224366742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Haynes International Inc.</name>
        <lei>549300I9MS5UZLRFDO40</lei>
        <title>HAYNES INTERNATIONAL INC COMMON STOCK USD.001</title>
        <cusip>420877201</cusip>
        <identifiers>
          <isin value="US4208772016"/>
          <ticker value="HAYN "/>
        </identifiers>
        <balance>3865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138521.6</valUSD>
        <pctVal>0.0245480245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intersect ENT Inc.</name>
        <lei>549300SWZUVLSFMOXR50</lei>
        <title>INTERSECT ENT INC COMMON STOCK USD.001</title>
        <cusip>46071F103</cusip>
        <identifiers>
          <isin value="US46071F1030"/>
          <ticker value="XENT "/>
        </identifiers>
        <balance>8910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151559.1</valUSD>
        <pctVal>0.0268584575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTL FCStone Inc.</name>
        <lei>549300JUF07L8VF02M60</lei>
        <title>INTL. FCSTONE INC COMMON STOCK USD.01</title>
        <cusip>46116V105</cusip>
        <identifiers>
          <isin value="US46116V1052"/>
          <ticker value="INTL "/>
        </identifiers>
        <balance>4663</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>191462.78</valUSD>
        <pctVal>0.0339299648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Solid Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>SOLID BIOSCIENCES INC COMMON STOCK USD.001</title>
        <cusip>83422E105</cusip>
        <identifiers>
          <isin value="US83422E1055"/>
          <ticker value="SLDB "/>
        </identifiers>
        <balance>5703</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58969.02</valUSD>
        <pctVal>0.0104501605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sonic Automotive Inc.</name>
        <lei>549300NTLRGJ2JCBZU03</lei>
        <title>SONIC AUTOMOTIVE INC COMMON STOCK USD.01</title>
        <cusip>83545G102</cusip>
        <identifiers>
          <isin value="US83545G1022"/>
          <ticker value="SAH "/>
        </identifiers>
        <balance>6965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218770.65</valUSD>
        <pctVal>0.0387693131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Services Group Inc.</name>
        <lei>N/A</lei>
        <title>HEALTHCARE SERVICES GROUP INC COMMON STOCK USD.01</title>
        <cusip>421906108</cusip>
        <identifiers>
          <isin value="US4219061086"/>
          <ticker value="HCSG "/>
        </identifiers>
        <balance>21175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>514340.75</valUSD>
        <pctVal>0.0911485959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthcare Realty Trust Incorporated</name>
        <lei>549300CB86LH2IOKHH22</lei>
        <title>HEALTHCARE REALTY TRUST INC REIT USD.01</title>
        <cusip>421946104</cusip>
        <identifiers>
          <isin value="US4219461047"/>
          <ticker value="HR "/>
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        <balance>35986</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1205531</valUSD>
        <pctVal>0.2136374727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HealthStream Inc.</name>
        <lei>N/A</lei>
        <title>HEALTHSTREAM INC COMMON STOCK</title>
        <cusip>42222N103</cusip>
        <identifiers>
          <isin value="US42222N1037"/>
          <ticker value="HSTM "/>
        </identifiers>
        <balance>7599</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196738.11</valUSD>
        <pctVal>0.0348648294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Health Insurance Innovations Inc.</name>
        <lei>N/A</lei>
        <title>HEALTH INSURANCE INNOVATIONS I COMMON STOCK USD.001</title>
        <cusip>42225K106</cusip>
        <identifiers>
          <isin value="US42225K1060"/>
          <ticker value="HIIQ "/>
        </identifiers>
        <balance>2900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72297</valUSD>
        <pctVal>0.0128120707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="66920.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Health Catalyst Inc.</name>
        <lei>N/A</lei>
        <title>HEALTH CATALYST INC COMMON STOCK USD.001</title>
        <cusip>42225T107</cusip>
        <identifiers>
          <isin value="US42225T1079"/>
          <ticker value="HCAT "/>
        </identifiers>
        <balance>2075</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65653</valUSD>
        <pctVal>0.0116346581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HealthEquity Inc.</name>
        <lei>N/A</lei>
        <title>HEALTHEQUITY INC COMMON STOCK USD.0001</title>
        <cusip>42226A107</cusip>
        <identifiers>
          <isin value="US42226A1079"/>
          <ticker value="HQY "/>
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        <balance>19507</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1114727.52</valUSD>
        <pctVal>0.1975457870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sonos Inc.</name>
        <lei>N/A</lei>
        <title>SONOS INC COMMON STOCK USD.001</title>
        <cusip>83570H108</cusip>
        <identifiers>
          <isin value="US83570H1086"/>
          <ticker value="SONO "/>
        </identifiers>
        <balance>20285</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>272021.85</valUSD>
        <pctVal>0.0482061934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sorrento Therapeutics Inc.</name>
        <lei>549300RH23PRR3M13410</lei>
        <title>SORRENTO THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>83587F202</cusip>
        <identifiers>
          <isin value="US83587F2020"/>
          <ticker value="SRNE "/>
        </identifiers>
        <balance>37273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79764.22</valUSD>
        <pctVal>0.0141353697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="72928.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Heartland Express Inc.</name>
        <lei>N/A</lei>
        <title>HEARTLAND EXPRESS INC COMMON STOCK USD.01</title>
        <cusip>422347104</cusip>
        <identifiers>
          <isin value="US4223471040"/>
          <ticker value="HTLD "/>
        </identifiers>
        <balance>13434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288965.34</valUSD>
        <pctVal>0.0512088241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Heartland Financial USA Inc.</name>
        <lei>549300QF7B0DFZT32C73</lei>
        <title>HEARTLAND FINANCIAL USA INC COMMON STOCK USD1.0</title>
        <cusip>42234Q102</cusip>
        <identifiers>
          <isin value="US42234Q1022"/>
          <ticker value="HTLF "/>
        </identifiers>
        <balance>9416</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>421271.84</valUSD>
        <pctVal>0.0746554433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Scorpio Tankers Inc.</name>
        <lei>549300NVJUH16NXG8K87</lei>
        <title>SCORPIO TANKERS INC COMMON STOCK USD.01</title>
        <cusip>Y7542C130</cusip>
        <identifiers>
          <isin value="MHY7542C1306"/>
          <ticker value="STNG "/>
        </identifiers>
        <balance>12398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368964.48</valUSD>
        <pctVal>0.0653858250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MC</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Scorpio Bulkers Inc.</name>
        <lei>N/A</lei>
        <title>SCORPIO BULKERS INC COMMON STOCK USD.01</title>
        <cusip>Y7546A122</cusip>
        <identifiers>
          <isin value="MHY7546A1221"/>
          <ticker value="SALT "/>
        </identifiers>
        <balance>16677</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101396.16</valUSD>
        <pctVal>0.0179688613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KKR Real Estate Finance Trust Inc.</name>
        <lei>N/A</lei>
        <title>KKR REAL ESTATE FINANCE TRUST REIT USD.01</title>
        <cusip>48251K100</cusip>
        <identifiers>
          <isin value="US48251K1007"/>
          <ticker value="KREF "/>
        </identifiers>
        <balance>6348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123976.44</valUSD>
        <pctVal>0.0219704125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KLX Energy Services Holdings Inc.</name>
        <lei>N/A</lei>
        <title>KLX ENERGY SERVICES HOLDINGS I COMMON STOCK USD.01</title>
        <cusip>48253L106</cusip>
        <identifiers>
          <isin value="US48253L1061"/>
          <ticker value="KLXE "/>
        </identifiers>
        <balance>6181</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53434.75</valUSD>
        <pctVal>0.0094694080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intra-Cellular Therapies Inc.</name>
        <lei>N/A</lei>
        <title>INTRA-CELLULAR THERAPIES INC COMMON STOCK USD.0001</title>
        <cusip>46116X101</cusip>
        <identifiers>
          <isin value="US46116X1019"/>
          <ticker value="ITCI "/>
        </identifiers>
        <balance>13304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99380.88</valUSD>
        <pctVal>0.0176117247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="101329.000000000000"/>
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      <invstOrSec>
        <name>Invacare Corporation</name>
        <lei>549300NNUTG7HCZICS76</lei>
        <title>INVACARE CORP COMMON STOCK USD.25</title>
        <cusip>461203101</cusip>
        <identifiers>
          <isin value="US4612031017"/>
          <ticker value="IVC "/>
        </identifiers>
        <balance>10284</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77130</valUSD>
        <pctVal>0.0136685479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Teekay Corporation</name>
        <lei>YHKQM2RIPKZYOZ6RVZ46</lei>
        <title>TEEKAY CORP COMMON STOCK USD.001</title>
        <cusip>Y8564W103</cusip>
        <identifiers>
          <isin value="MHY8564W1030"/>
          <ticker value="TK "/>
        </identifiers>
        <balance>21636</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86544</valUSD>
        <pctVal>0.0153368445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="52182.000000000000"/>
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      <invstOrSec>
        <name>Teekay Tankers Ltd.</name>
        <lei>549300DE8ZAIYS2T6Q22</lei>
        <title>TEEKAY TANKERS LTD COMMON STOCK USD.01</title>
        <cusip>Y8565N102</cusip>
        <identifiers>
          <isin value="MHY8565N1022"/>
          <ticker value="TNK "/>
        </identifiers>
        <balance>58839</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76490.7</valUSD>
        <pctVal>0.0135552548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WaVe Life Sciences Ltd.</name>
        <lei>54930070006GPKFYZ813</lei>
        <title>WAVE LIFE SCIENCES LTD COMMON STOCK</title>
        <cusip>Y95308105</cusip>
        <identifiers>
          <isin value="SG9999014716"/>
          <ticker value="WVE "/>
        </identifiers>
        <balance>6661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136750.33</valUSD>
        <pctVal>0.0242341299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="136370.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>KVH Industries Inc.</name>
        <lei>N/A</lei>
        <title>KVH INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>482738101</cusip>
        <identifiers>
          <isin value="US4827381017"/>
          <ticker value="KVHI "/>
        </identifiers>
        <balance>5101</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54325.65</valUSD>
        <pctVal>0.0096272884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>K12 Inc.</name>
        <lei>N/A</lei>
        <title>K12 INC COMMON STOCK USD.0001</title>
        <cusip>48273U102</cusip>
        <identifiers>
          <isin value="US48273U1025"/>
          <ticker value="LRN "/>
        </identifiers>
        <balance>10884</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>287337.6</valUSD>
        <pctVal>0.0509203651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IntriCon Corporation</name>
        <lei>549300QOZJC6ZFWND923</lei>
        <title>INTRICON CORP COMMON STOCK USD1.0</title>
        <cusip>46121H109</cusip>
        <identifiers>
          <isin value="US46121H1095"/>
          <ticker value="IIN "/>
        </identifiers>
        <balance>2603</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50602.32</valUSD>
        <pctVal>0.0089674606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intrepid Potash Inc.</name>
        <lei>549300OZ696E2PRRTO45</lei>
        <title>INTREPID POTASH INC COMMON STOCK USD.001</title>
        <cusip>46121Y102</cusip>
        <identifiers>
          <isin value="US46121Y1029"/>
          <ticker value="IPI "/>
        </identifiers>
        <balance>29479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96396.33</valUSD>
        <pctVal>0.0170828194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NOVAGOLD Resources Inc.</name>
        <lei>N/A</lei>
        <title>NOVAGOLD RESOURCES INC COMMON STOCK</title>
        <cusip>66987E206</cusip>
        <identifiers>
          <isin value="CA66987E2069"/>
          <ticker value="NG "/>
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        <balance>65248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>396055.36</valUSD>
        <pctVal>0.0701867195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novavax Inc.</name>
        <lei>N/A</lei>
        <title>NOVAVAX INC COMMON STOCK USD.01</title>
        <cusip>670002401</cusip>
        <identifiers>
          <isin value="US6700024010"/>
          <ticker value="NVAX"/>
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        <balance>7583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38066.66</valUSD>
        <pctVal>0.0067459609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="44328.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kadant Inc.</name>
        <lei>549300K06LNJYBMPYP15</lei>
        <title>KADANT INC COMMON STOCK USD.01</title>
        <cusip>48282T104</cusip>
        <identifiers>
          <isin value="US48282T1043"/>
          <ticker value="KAI "/>
        </identifiers>
        <balance>3087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271007.73</valUSD>
        <pctVal>0.0480264767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kadmon Holdings Inc.</name>
        <lei>N/A</lei>
        <title>KADMON HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>48283N106</cusip>
        <identifiers>
          <isin value="US48283N1063"/>
          <ticker value="KDMN "/>
        </identifiers>
        <balance>41220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103874.4</valUSD>
        <pctVal>0.0184080412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kaiser Aluminum Corporation</name>
        <lei>N/A</lei>
        <title>KAISER ALUMINUM CORP COMMON STOCK USD.01</title>
        <cusip>483007704</cusip>
        <identifiers>
          <isin value="US4830077040"/>
          <ticker value="KALU "/>
        </identifiers>
        <balance>4625</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457736.25</valUSD>
        <pctVal>0.0811174624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kala Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>KALA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>483119103</cusip>
        <identifiers>
          <isin value="US4831191030"/>
          <ticker value="KALA "/>
        </identifiers>
        <balance>7693</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29271.87</valUSD>
        <pctVal>0.0051873974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KalVista Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>KALVISTA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>483497103</cusip>
        <identifiers>
          <isin value="US4834971032"/>
          <ticker value="KALV "/>
        </identifiers>
        <balance>3588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41620.8</valUSD>
        <pctVal>0.0073758058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NETGEAR Inc.</name>
        <lei>54930067KX3UNRHDWA78</lei>
        <title>NETGEAR INC COMMON STOCK USD.001</title>
        <cusip>64111Q104</cusip>
        <identifiers>
          <isin value="US64111Q1040"/>
          <ticker value="NTGR "/>
        </identifiers>
        <balance>8804</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283664.88</valUSD>
        <pctVal>0.0502695062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Novanta Inc.</name>
        <lei>N/A</lei>
        <title>NOVANTA INC COMMON STOCK</title>
        <cusip>67000B104</cusip>
        <identifiers>
          <isin value="CA67000B1040"/>
          <ticker value="NOVT "/>
        </identifiers>
        <balance>9527</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>778546.44</valUSD>
        <pctVal>0.1379696531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOW Inc.</name>
        <lei>549300AVH5SOCFVVDW91</lei>
        <title>NOW INC COMMON STOCK USD.01</title>
        <cusip>67011P100</cusip>
        <identifiers>
          <isin value="US67011P1003"/>
          <ticker value="DNOW "/>
        </identifiers>
        <balance>30593</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>350901.71</valUSD>
        <pctVal>0.0621848418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NetScout Systems Inc.</name>
        <lei>5493005HZXZ3SPNVCV76</lei>
        <title>NETSCOUT SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>64115T104</cusip>
        <identifiers>
          <isin value="US64115T1043"/>
          <ticker value="NTCT "/>
        </identifiers>
        <balance>21097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>486496.82</valUSD>
        <pctVal>0.0862142501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Neuronetics Inc.</name>
        <lei>N/A</lei>
        <title>NEURONETICS INC COMMON STOCK USD.01</title>
        <cusip>64131A105</cusip>
        <identifiers>
          <isin value="US64131A1051"/>
          <ticker value="STIM "/>
        </identifiers>
        <balance>4354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36181.74</valUSD>
        <pctVal>0.0064119259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NuVasive Inc.</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NUVASIVE INC COMMON STOCK USD.001</title>
        <cusip>670704105</cusip>
        <identifiers>
          <isin value="US6707041058"/>
          <ticker value="NUVA "/>
        </identifiers>
        <balance>14754</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>935108.52</valUSD>
        <pctVal>0.1657147107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OFG Bancorp</name>
        <lei>549300Q4QEXJ37LEXQ06</lei>
        <title>PFD OFG BANCORP COMMON STOCK USD1.0</title>
        <cusip>67103X102</cusip>
        <identifiers>
          <isin value="PR67103X1020"/>
          <ticker value="OFG "/>
        </identifiers>
        <balance>14299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>313148.1</valUSD>
        <pctVal>0.0554943578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OSI Systems Inc.</name>
        <lei>DDX3MPX1Y8YD30050X33</lei>
        <title>OSI SYSTEMS INC COMMON STOCK</title>
        <cusip>671044105</cusip>
        <identifiers>
          <isin value="US6710441055"/>
          <ticker value="OSIS "/>
        </identifiers>
        <balance>4722</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>479566.32</valUSD>
        <pctVal>0.0849860656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OP Bancorp</name>
        <lei>N/A</lei>
        <title>OP BANCORP COMMON STOCK</title>
        <cusip>67109R109</cusip>
        <identifiers>
          <isin value="US67109R1095"/>
          <ticker value="OPBK "/>
        </identifiers>
        <balance>5074</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49623.72</valUSD>
        <pctVal>0.0087940386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nevro Corp.</name>
        <lei>N/A</lei>
        <title>NEVRO CORP COMMON STOCK USD.001</title>
        <cusip>64157F103</cusip>
        <identifiers>
          <isin value="US64157F1030"/>
          <ticker value="NVRO "/>
        </identifiers>
        <balance>8428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>724555.16</valUSD>
        <pctVal>0.1284016199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New Age Beverages Corporation</name>
        <lei>N/A</lei>
        <title>NEW AGE BEVERAGES CORP COMMON STOCK USD.001</title>
        <cusip>64157V108</cusip>
        <identifiers>
          <isin value="US64157V1089"/>
          <ticker value="NBEV "/>
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        <balance>21233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58603.08</valUSD>
        <pctVal>0.0103853106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="63000.000000000000"/>
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      <invstOrSec>
        <name>Oasis Petroleum Inc.</name>
        <lei>N/A</lei>
        <title>OASIS PETROLEUM INC COMMON STOCK USD.01</title>
        <cusip>674215108</cusip>
        <identifiers>
          <isin value="US6742151086"/>
          <ticker value="OAS "/>
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        <balance>91775</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>317541.5</valUSD>
        <pctVal>0.0562729316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oceaneering International Inc.</name>
        <lei>549300L6PH74701W0R30</lei>
        <title>OCEANEERING INTERNATIONAL INC COMMON STOCK USD.25</title>
        <cusip>675232102</cusip>
        <identifiers>
          <isin value="US6752321025"/>
          <ticker value="OII "/>
        </identifiers>
        <balance>28329</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>383857.95</valUSD>
        <pctVal>0.0680251626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Assertio Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ASSERTIO THERAPEUTICS INC COMMON STOCK</title>
        <cusip>04545L107</cusip>
        <identifiers>
          <isin value="US04545L1070"/>
          <ticker value="ASRT "/>
        </identifiers>
        <balance>19846</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25402.88</valUSD>
        <pctVal>0.0045017566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OceanFirst Financial Corp.</name>
        <lei>N/A</lei>
        <title>OCEANFIRST FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>675234108</cusip>
        <identifiers>
          <isin value="US6752341080"/>
          <ticker value="OCFC "/>
        </identifiers>
        <balance>14641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>345527.6</valUSD>
        <pctVal>0.0612324720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ocwen Financial Corporation</name>
        <lei>549300DDD1YQ8EIAT278</lei>
        <title>OCWEN FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>675746309</cusip>
        <identifiers>
          <isin value="US6757463095"/>
          <ticker value="OCN "/>
        </identifiers>
        <balance>42019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78995.72</valUSD>
        <pctVal>0.0139991804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Upwork Inc.</name>
        <lei>N/A</lei>
        <title>UPWORK INC COMMON STOCK USD.0001</title>
        <cusip>91688F104</cusip>
        <identifiers>
          <isin value="US91688F1049"/>
          <ticker value="UPWK "/>
        </identifiers>
        <balance>15821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210498.41</valUSD>
        <pctVal>0.0373033529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uranium Energy Corp.</name>
        <lei>N/A</lei>
        <title>URANIUM ENERGY CORP COMMON STOCK USD.001</title>
        <cusip>916896103</cusip>
        <identifiers>
          <isin value="US9168961038"/>
          <ticker value="UEC "/>
        </identifiers>
        <balance>57071</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55638.52</valUSD>
        <pctVal>0.0098599479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moelis and Company</name>
        <lei>549300891QNU7VTQUR83</lei>
        <title>MOELIS and CO COMMON STOCK USD.01</title>
        <cusip>60786M105</cusip>
        <identifiers>
          <isin value="US60786M1053"/>
          <ticker value="MC "/>
        </identifiers>
        <balance>13571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445807.35</valUSD>
        <pctVal>0.0790034894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Molecular Templates Inc.</name>
        <lei>N/A</lei>
        <title>MOLECULAR TEMPLATES INC COMMON STOCK USD.001</title>
        <cusip>608550109</cusip>
        <identifiers>
          <isin value="US6085501095"/>
          <ticker value="MTEM "/>
        </identifiers>
        <balance>5719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37688.21</valUSD>
        <pctVal>0.0066788941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New Jersey Resources Corporation</name>
        <lei>549300QKBSQBIX4DQ583</lei>
        <title>NEW JERSEY RESOURCES CORP COMMON STOCK USD2.5</title>
        <cusip>646025106</cusip>
        <identifiers>
          <isin value="US6460251068"/>
          <ticker value="NJR "/>
        </identifiers>
        <balance>25095</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1134795.9</valUSD>
        <pctVal>0.2011021932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New Media Investment Group Inc.</name>
        <lei>549300JQ2PU0RI3ZBA32</lei>
        <title>NEW MEDIA INVESTMENT GROUP INC COMMON STOCK USD.01</title>
        <cusip>64704V106</cusip>
        <identifiers>
          <isin value="US64704V1061"/>
          <ticker value="NEWM "/>
        </identifiers>
        <balance>17930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157963.3</valUSD>
        <pctVal>0.0279933740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="156462.000000000000"/>
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      <invstOrSec>
        <name>Momenta Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>MOMENTA PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>60877T100</cusip>
        <identifiers>
          <isin value="US60877T1007"/>
          <ticker value="MNTA "/>
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        <balance>28731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>372353.76</valUSD>
        <pctVal>0.0659864543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Monarch Casino and Resort Inc.</name>
        <lei>N/A</lei>
        <title>MONARCH CASINO and RESORT INC COMMON STOCK USD.01</title>
        <cusip>609027107</cusip>
        <identifiers>
          <isin value="US6090271072"/>
          <ticker value="MCRI "/>
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        <balance>3395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141537.55</valUSD>
        <pctVal>0.0250824943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AssetMark Financial Holdings Inc.</name>
        <lei>N/A</lei>
        <title>ASSETMARK FINANCIAL HOLDINGS I COMMON STOCK USD.001</title>
        <cusip>04546L106</cusip>
        <identifiers>
          <isin value="US04546L1061"/>
          <ticker value="AMK "/>
        </identifiers>
        <balance>3057</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79634.85</valUSD>
        <pctVal>0.0141124435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Astec Industries Inc.</name>
        <lei>5493002DO2QKHLKB2A48</lei>
        <title>ASTEC INDUSTRIES INC COMMON STOCK USD.2</title>
        <cusip>046224101</cusip>
        <identifiers>
          <isin value="US0462241011"/>
          <ticker value="ASTE "/>
        </identifiers>
        <balance>6554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203829.4</valUSD>
        <pctVal>0.0361215082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Monmouth Real Estate Investment Corporation</name>
        <lei>549300DFIUDCN3KVN260</lei>
        <title>MONMOUTH REAL ESTATE INVESTMEN REIT USD.01</title>
        <cusip>609720107</cusip>
        <identifiers>
          <isin value="US6097201072"/>
          <ticker value="MNR "/>
        </identifiers>
        <balance>25873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>372829.93</valUSD>
        <pctVal>0.0660708385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Monotype Imaging Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MONOTYPE IMAGING HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>61022P100</cusip>
        <identifiers>
          <isin value="US61022P1003"/>
          <ticker value="TYPE "/>
        </identifiers>
        <balance>11595</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229696.95</valUSD>
        <pctVal>0.0407056110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New Senior Investment Group Inc.</name>
        <lei>549300H8A719CGNNEW69</lei>
        <title>NEW SENIOR INVESTMENT GROUP IN REIT</title>
        <cusip>648691103</cusip>
        <identifiers>
          <isin value="US6486911034"/>
          <ticker value="SNR "/>
        </identifiers>
        <balance>25205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168369.4</valUSD>
        <pctVal>0.0298374850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New York Mortgage Trust Inc.</name>
        <lei>549300JFGR0M7ULHWG48</lei>
        <title>NEW YORK MORTGAGE TRUST INC REIT USD.02</title>
        <cusip>649604501</cusip>
        <identifiers>
          <isin value="US6496045013"/>
          <ticker value="NYMT "/>
        </identifiers>
        <balance>62832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382646.88</valUSD>
        <pctVal>0.0678105436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carriage Services Inc.</name>
        <lei>N/A</lei>
        <title>CARRIAGE SERVICES INC COMMON STOCK USD.01</title>
        <cusip>143905107</cusip>
        <identifiers>
          <isin value="US1439051079"/>
          <ticker value="CSV "/>
        </identifiers>
        <balance>4959</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101361.96</valUSD>
        <pctVal>0.0179628006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carpenter Technology Corporation</name>
        <lei>DX6I6ZD3X5WNNCDJKP85</lei>
        <title>CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0</title>
        <cusip>144285103</cusip>
        <identifiers>
          <isin value="US1442851036"/>
          <ticker value="CRS "/>
        </identifiers>
        <balance>13469</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>695808.54</valUSD>
        <pctVal>0.1233073044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Urban Edge Properties</name>
        <lei>N/A</lei>
        <title>URBAN EDGE PROPERTIES REIT USD.01</title>
        <cusip>91704F104</cusip>
        <identifiers>
          <isin value="US91704F1049"/>
          <ticker value="UE "/>
        </identifiers>
        <balance>32807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>649250.53</valUSD>
        <pctVal>0.1150565538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Urstadt Biddle Properties Inc.</name>
        <lei>549300XXD0YL0AER3Z82</lei>
        <title>URSTADT BIDDLE PROPERTIES INC REIT USD.01</title>
        <cusip>917286205</cusip>
        <identifiers>
          <isin value="US9172862057"/>
          <ticker value="UBA "/>
        </identifiers>
        <balance>8748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>207327.6</valUSD>
        <pctVal>0.0367414397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carrizo Oil and Gas Inc.</name>
        <lei>6X88M1NLGKDIRGWMPT94</lei>
        <title>CARRIZO OIL and GAS INC COMMON STOCK USD.01</title>
        <cusip>144577103</cusip>
        <identifiers>
          <isin value="US1445771033"/>
          <ticker value="CRZO "/>
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        <balance>25775</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>221278.38</valUSD>
        <pctVal>0.0392137190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carrols Restaurant Group Inc.</name>
        <lei>N/A</lei>
        <title>CARROLS RESTAURANT GROUP INC COMMON STOCK USD.01</title>
        <cusip>14574X104</cusip>
        <identifiers>
          <isin value="US14574X1046"/>
          <ticker value="TAST "/>
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        <balance>10665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88412.85</valUSD>
        <pctVal>0.0156680316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Newmark Group Inc.</name>
        <lei>N/A</lei>
        <title>NEWMARK GROUP INC COMMON STOCK USD.01</title>
        <cusip>65158N102</cusip>
        <identifiers>
          <isin value="US65158N1028"/>
          <ticker value="NMRK "/>
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        <balance>41563</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>376560.78</valUSD>
        <pctVal>0.0667319989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Newpark Resources Inc.</name>
        <lei>54930073OHWDQW4DJN26</lei>
        <title>NEWPARK RESOURCES INC COMMON STOCK USD.01</title>
        <cusip>651718504</cusip>
        <identifiers>
          <isin value="US6517185046"/>
          <ticker value="NR "/>
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        <balance>25763</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196314.06</valUSD>
        <pctVal>0.0347896816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cars.com Inc.</name>
        <lei>N/A</lei>
        <title>CARS.COM INC COMMON STOCK USD.01</title>
        <cusip>14575E105</cusip>
        <identifiers>
          <isin value="US14575E1055"/>
          <ticker value="CARS "/>
        </identifiers>
        <balance>18994</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170566.12</valUSD>
        <pctVal>0.0302267754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carter Bank and Trust</name>
        <lei>N/A</lei>
        <title>CARTER BANK and TRUST COMMON STOCK USD.01</title>
        <cusip>146102108</cusip>
        <identifiers>
          <isin value="US1461021081"/>
          <ticker value="CARE "/>
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        <balance>6880</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129963.2</valUSD>
        <pctVal>0.0230313527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Monro Inc.</name>
        <lei>N/A</lei>
        <title>MONRO INC COMMON STOCK USD.01</title>
        <cusip>610236101</cusip>
        <identifiers>
          <isin value="US6102361010"/>
          <ticker value="MNRO "/>
        </identifiers>
        <balance>9262</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>731790.62</valUSD>
        <pctVal>0.1296838477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moog Inc.</name>
        <lei>549300WM2I4U7OBAHG07</lei>
        <title>MOOG INC COMMON STOCK USD1.0</title>
        <cusip>615394202</cusip>
        <identifiers>
          <isin value="US6153942023"/>
          <ticker value="MOG/A "/>
        </identifiers>
        <balance>8894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>721481.28</valUSD>
        <pctVal>0.1278568840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US Ecology Inc.</name>
        <lei>549300DG4KZA2L1YBS33</lei>
        <title>US ECOLOGY INC COMMON STOCK USD.01</title>
        <cusip>91732J102</cusip>
        <identifiers>
          <isin value="US91732J1025"/>
          <ticker value="ECOL "/>
        </identifiers>
        <balance>6359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>406594.46</valUSD>
        <pctVal>0.0720544000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Utah Medical Products Inc.</name>
        <lei>5493002R27BBGV8DID60</lei>
        <title>UTAH MEDICAL PRODUCTS INC COMMON STOCK USD.01</title>
        <cusip>917488108</cusip>
        <identifiers>
          <isin value="US9174881089"/>
          <ticker value="UTMD "/>
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        <balance>1105</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105903.2</valUSD>
        <pctVal>0.0187675738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AstroNova Inc.</name>
        <lei>549300D8PFP62QX00223</lei>
        <title>ASTRONOVA INC COMMON STOCK USD.05</title>
        <cusip>04638F108</cusip>
        <identifiers>
          <isin value="US04638F1084"/>
          <ticker value="ALOT "/>
        </identifiers>
        <balance>2237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36172.29</valUSD>
        <pctVal>0.0064102513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Astronics Corporation</name>
        <lei>549300NNXCF8H4MSMK17</lei>
        <title>ASTRONICS CORP COMMON STOCK USD.01</title>
        <cusip>046433108</cusip>
        <identifiers>
          <isin value="US0464331083"/>
          <ticker value="ATRO "/>
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        <balance>6977</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>204984.26</valUSD>
        <pctVal>0.0363261660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Casa Systems Inc.</name>
        <lei>N/A</lei>
        <title>CASA SYSTEMS INC COMMON STOCK</title>
        <cusip>14713L102</cusip>
        <identifiers>
          <isin value="US14713L1026"/>
          <ticker value="CASA "/>
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        <balance>9839</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77285.35</valUSD>
        <pctVal>0.0136960782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Casella Waste Systems Inc.</name>
        <lei>8EU0XUFVJ48U37IIDH51</lei>
        <title>CASELLA WASTE SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>147448104</cusip>
        <identifiers>
          <isin value="US1474481041"/>
          <ticker value="CWST "/>
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        <balance>12794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>549374.36</valUSD>
        <pctVal>0.0973570566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NewStar Equipment Finance I LLC</name>
        <lei>N/A</lei>
        <title>NEWSSTAR FINANCIAL INCCVR COMMON STOCK</title>
        <cusip>652CVR994</cusip>
        <identifiers>
          <ticker value="652CVR994"/>
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        <balance>8978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2168.01</valUSD>
        <pctVal>0.0003842026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NexPoint Residential Trust Inc.</name>
        <lei>549300U2J6XVYBF87166</lei>
        <title>NEXPOINT RESIDENTIAL TRUST INC REIT USD.01</title>
        <cusip>65341D102</cusip>
        <identifiers>
          <isin value="US65341D1028"/>
          <ticker value="NXRT "/>
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        <balance>5433</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254047.08</valUSD>
        <pctVal>0.0450208050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>At Home Group Inc.</name>
        <lei>549300LGPR0P05O30I24</lei>
        <title>AT HOME GROUP INC COMMON STOCK USD.01</title>
        <cusip>04650Y100</cusip>
        <identifiers>
          <isin value="US04650Y1001"/>
          <ticker value="HOME "/>
        </identifiers>
        <balance>13837</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133111.94</valUSD>
        <pctVal>0.0235893548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="127704.000000000000"/>
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      <invstOrSec>
        <name>Atara Biotherapeutics Inc.</name>
        <lei>549300WBXUXZRE03MS38</lei>
        <title>ATARA BIOTHERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>046513107</cusip>
        <identifiers>
          <isin value="US0465131078"/>
          <ticker value="ATRA "/>
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        <balance>14669</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>207126.28</valUSD>
        <pctVal>0.0367057628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CASI Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>CASI PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>14757U109</cusip>
        <identifiers>
          <isin value="US14757U1097"/>
          <ticker value="CASI "/>
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        <balance>17112</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57154.08</valUSD>
        <pctVal>0.0101285269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56277.000000000000"/>
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      <invstOrSec>
        <name>Cass Information Systems Inc.</name>
        <lei>549300G7XPIPR7SJ2F38</lei>
        <title>CASS INFORMATION SYSTEMS INC COMMON STOCK USD.5</title>
        <cusip>14808P109</cusip>
        <identifiers>
          <isin value="US14808P1093"/>
          <ticker value="CASS "/>
        </identifiers>
        <balance>4146</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223842.54</valUSD>
        <pctVal>0.0396681251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Motorcar Parts of America Inc.</name>
        <lei>549300AG4610OSV3H429</lei>
        <title>MOTORCAR PARTS OF AMERICA INC COMMON STOCK USD.01</title>
        <cusip>620071100</cusip>
        <identifiers>
          <isin value="US6200711009"/>
          <ticker value="MPAA "/>
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        <balance>5690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96161</valUSD>
        <pctVal>0.0170411155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Movado Group Inc.</name>
        <lei>549300WCGCGPWGHVXM59</lei>
        <title>MOVADO GROUP INC COMMON STOCK USD.01</title>
        <cusip>624580106</cusip>
        <identifiers>
          <isin value="US6245801062"/>
          <ticker value="MOV "/>
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        <balance>4666</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115996.76</valUSD>
        <pctVal>0.0205562981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NextGen Healthcare Inc.</name>
        <lei>N/A</lei>
        <title>NEXTGEN HEALTHCARE INC COMMON STOCK USD.01</title>
        <cusip>65343C102</cusip>
        <identifiers>
          <isin value="US65343C1027"/>
          <ticker value="NXGN "/>
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        <balance>15420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241631.4</valUSD>
        <pctVal>0.0428205676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nicolet Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>NICOLET BANKSHARES INC COMMON STOCK</title>
        <cusip>65406E102</cusip>
        <identifiers>
          <isin value="US65406E1029"/>
          <ticker value="NCBS "/>
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        <balance>2458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163629.06</valUSD>
        <pctVal>0.0289974284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Castlight Health Inc.</name>
        <lei>549300K52FAO83JL0L06</lei>
        <title>CASTLIGHT HEALTH INC COMMON STOCK USD.0001</title>
        <cusip>14862Q100</cusip>
        <identifiers>
          <isin value="US14862Q1004"/>
          <ticker value="CSLT "/>
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        <balance>31131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43894.71</valUSD>
        <pctVal>0.0077787754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Denali Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>DENALI THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>24823R105</cusip>
        <identifiers>
          <isin value="US24823R1059"/>
          <ticker value="DNLI "/>
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        <balance>13878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212610.96</valUSD>
        <pctVal>0.0376777272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="216734.000000000000"/>
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      <invstOrSec>
        <name>Nine Energy Service Inc.</name>
        <lei>N/A</lei>
        <title>NINE ENERGY SERVICE INC COMMON STOCK</title>
        <cusip>65441V101</cusip>
        <identifiers>
          <isin value="US65441V1017"/>
          <ticker value="NINE "/>
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        <balance>4762</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29381.54</valUSD>
        <pctVal>0.0052068325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rayonier Advanced Materials Inc.</name>
        <lei>54930053QJ7OUGZG4F72</lei>
        <title>RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01</title>
        <cusip>75508B104</cusip>
        <identifiers>
          <isin value="US75508B1044"/>
          <ticker value="RYAM "/>
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        <balance>14873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64400.09</valUSD>
        <pctVal>0.0114126244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC Bearings Incorporated</name>
        <lei>N/A</lei>
        <title>RBC BEARINGS INC COMMON STOCK USD.01</title>
        <cusip>75524B104</cusip>
        <identifiers>
          <isin value="US75524B1044"/>
          <ticker value="ROLL "/>
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        <balance>6849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1136317.59</valUSD>
        <pctVal>0.2013718587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RE/MAX Holdings Inc.</name>
        <lei>54930033W2KS56JHAN30</lei>
        <title>RE/MAX HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>75524W108</cusip>
        <identifiers>
          <isin value="US75524W1080"/>
          <ticker value="RMAX "/>
        </identifiers>
        <balance>5223</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167971.68</valUSD>
        <pctVal>0.0297670033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Denny's Corporation</name>
        <lei>54930037V56XOULXM917</lei>
        <title>DENNY'S CORP COMMON STOCK USD.01</title>
        <cusip>24869P104</cusip>
        <identifiers>
          <isin value="US24869P1049"/>
          <ticker value="DENN "/>
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        <balance>16766</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>381677.99</valUSD>
        <pctVal>0.0676388423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dermira Inc.</name>
        <lei>549300O9N05J47OFMV14</lei>
        <title>DERMIRA INC COMMON STOCK USD.001</title>
        <cusip>24983L104</cusip>
        <identifiers>
          <isin value="US24983L1044"/>
          <ticker value="DERM "/>
        </identifiers>
        <balance>13790</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88118.1</valUSD>
        <pctVal>0.0156157977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mueller Industries Inc.</name>
        <lei>5493005IZFE4VJLLYG84</lei>
        <title>MUELLER INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>624756102</cusip>
        <identifiers>
          <isin value="US6247561029"/>
          <ticker value="MLI "/>
        </identifiers>
        <balance>15955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>457589.4</valUSD>
        <pctVal>0.0810914385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Standard Motor Products Inc.</name>
        <lei>THGK1EO5B5HK0JHQVZ90</lei>
        <title>STANDARD MOTOR PRODUCTS INC COMMON STOCK USD2.0</title>
        <cusip>853666105</cusip>
        <identifiers>
          <isin value="US8536661056"/>
          <ticker value="SMP "/>
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        <balance>5870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284988.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VSE Corporation</name>
        <lei>549300QWJYQDH4U5XI15</lei>
        <title>VSE CORP COMMON STOCK USD.05</title>
        <cusip>918284100</cusip>
        <identifiers>
          <isin value="US9182841000"/>
          <ticker value="VSEC "/>
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        <balance>2753</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93849.77</valUSD>
        <pctVal>0.0166315322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valley National Bancorp</name>
        <lei>549300ET52S1UBIB9762</lei>
        <title>VALLEY NATIONAL BANCORP COMMON STOCK</title>
        <cusip>919794107</cusip>
        <identifiers>
          <isin value="US9197941076"/>
          <ticker value="VLY "/>
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        <balance>91821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>998094.27</valUSD>
        <pctVal>0.1768766937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Designer Brands Inc.</name>
        <lei>549300X8J6FI8PPRK859</lei>
        <title>DESIGNER BRANDS INC COMMON STOCK</title>
        <cusip>250565108</cusip>
        <identifiers>
          <isin value="US2505651081"/>
          <ticker value="DBI "/>
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        <balance>18504</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316788.48</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diamond Hill Investment Group Inc.</name>
        <lei>549300AQ6779A0B7VZ57</lei>
        <title>DIAMOND HILL INVESTMENT GROUP COMMON STOCK</title>
        <cusip>25264R207</cusip>
        <identifiers>
          <isin value="US25264R2076"/>
          <ticker value="DHIL "/>
        </identifiers>
        <balance>970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133986.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vanda Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>VANDA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>921659108</cusip>
        <identifiers>
          <isin value="US9216591084"/>
          <ticker value="VNDA "/>
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        <balance>15099</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200514.72</valUSD>
        <pctVal>0.0355340991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vapotherm Inc.</name>
        <lei>N/A</lei>
        <title>VAPOTHERM INC COMMON STOCK USD.001</title>
        <cusip>922107107</cusip>
        <identifiers>
          <isin value="US9221071072"/>
          <ticker value="VAPO "/>
        </identifiers>
        <balance>4167</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39461.49</valUSD>
        <pctVal>0.0069931449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Offshore Drilling Inc.</name>
        <lei>F14FQJ2EEHW5VPYUHL14</lei>
        <title>DIAMOND OFFSHORE DRILLING COMMON STOCK USD.01</title>
        <cusip>25271C102</cusip>
        <identifiers>
          <isin value="US25271C1027"/>
          <ticker value="DO "/>
        </identifiers>
        <balance>18948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105350.88</valUSD>
        <pctVal>0.0186696947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="104357.000000000000"/>
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      <invstOrSec>
        <name>DiamondRock Hospitality Company</name>
        <lei>N/A</lei>
        <title>DIAMONDROCK HOSPITALITY CO REIT USD.01</title>
        <cusip>252784301</cusip>
        <identifiers>
          <isin value="US2527843013"/>
          <ticker value="DRH "/>
        </identifiers>
        <balance>56737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>581554.25</valUSD>
        <pctVal>0.1030597971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Athenex Inc.</name>
        <lei>N/A</lei>
        <title>ATHENEX INC COMMON STOCK USD.001</title>
        <cusip>04685N103</cusip>
        <identifiers>
          <isin value="US04685N1037"/>
          <ticker value="ATNX "/>
        </identifiers>
        <balance>19243</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234091.1</valUSD>
        <pctVal>0.0414843177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="221601.000000000000"/>
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      <invstOrSec>
        <name>Athersys Inc.</name>
        <lei>N/A</lei>
        <title>ATHERSYS INC COMMON STOCK USD.001</title>
        <cusip>04744L106</cusip>
        <identifiers>
          <isin value="US04744L1061"/>
          <ticker value="ATHX "/>
        </identifiers>
        <balance>43142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57378.86</valUSD>
        <pctVal>0.0101683612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56377.000000000000"/>
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      <invstOrSec>
        <name>Varex Imaging Corporation</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>VAREX IMAGING CORP COMMON STOCK USD.01</title>
        <cusip>92214X106</cusip>
        <identifiers>
          <isin value="US92214X1063"/>
          <ticker value="VREX "/>
        </identifiers>
        <balance>10738</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>306462.52</valUSD>
        <pctVal>0.0543095767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atkore International Group Inc.</name>
        <lei>N/A</lei>
        <title>ATKORE INTERNATIONAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>047649108</cusip>
        <identifiers>
          <isin value="US0476491081"/>
          <ticker value="ATKR "/>
        </identifiers>
        <balance>13177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>399921.95</valUSD>
        <pctVal>0.0708719350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlantic Capital Bancshares Inc.</name>
        <lei>5493005URKIOUNJO6097</lei>
        <title>ATLANTIC CAPITAL BANCSHARES IN COMMON STOCK</title>
        <cusip>048269203</cusip>
        <identifiers>
          <isin value="US0482692037"/>
          <ticker value="ACBI "/>
        </identifiers>
        <balance>7412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128524.08</valUSD>
        <pctVal>0.0227763198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dicerna Pharmaceuticals Inc.</name>
        <lei>549300CTZMJMPH28WN39</lei>
        <title>DICERNA PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>253031108</cusip>
        <identifiers>
          <isin value="US2530311081"/>
          <ticker value="DRNA "/>
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        <balance>15160</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217697.6</valUSD>
        <pctVal>0.0385791532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diebold Nixdorf Incorporated</name>
        <lei>549300XZK6EWDBAZSY16</lei>
        <title>DIEBOLD NIXDORF INC COMMON STOCK USD1.25</title>
        <cusip>253651103</cusip>
        <identifiers>
          <isin value="US2536511031"/>
          <ticker value="DBD "/>
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        <balance>22270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249424</valUSD>
        <pctVal>0.0442015286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlantic Power Corporation</name>
        <lei>2U3V7WI7HVCB625AQQ40</lei>
        <title>ATLANTIC POWER CORP COMMON STOCK</title>
        <cusip>04878Q863</cusip>
        <identifiers>
          <isin value="CA04878Q8636"/>
          <ticker value="AT "/>
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        <balance>37148</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86926.32</valUSD>
        <pctVal>0.0154045971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlantic Union Bankshares Corporation</name>
        <lei>N/A</lei>
        <title>ATLANTIC UNION BANKSHARES CORP COMMON STOCK USD1.33</title>
        <cusip>04911A107</cusip>
        <identifiers>
          <isin value="US04911A1079"/>
          <ticker value="AUB "/>
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        <balance>23130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>861476.85</valUSD>
        <pctVal>0.1526661173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Digi International Inc.</name>
        <lei>N/A</lei>
        <title>DIGI INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>253798102</cusip>
        <identifiers>
          <isin value="US2537981027"/>
          <ticker value="DGII "/>
        </identifiers>
        <balance>8530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116178.6</valUSD>
        <pctVal>0.0205885228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Digimarc Corporation</name>
        <lei>N/A</lei>
        <title>DIGIMARC CORP COMMON STOCK USD.001</title>
        <cusip>25381B101</cusip>
        <identifiers>
          <isin value="US25381B1017"/>
          <ticker value="DMRC "/>
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        <balance>3326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130013.34</valUSD>
        <pctVal>0.0230402382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="136750.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Reading International Inc.</name>
        <lei>549300OHQRI7MW2NQU72</lei>
        <title>READING INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>755408101</cusip>
        <identifiers>
          <isin value="US7554081015"/>
          <ticker value="RDI "/>
        </identifiers>
        <balance>5151</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61605.96</valUSD>
        <pctVal>0.0109174643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ready Capital Corporation</name>
        <lei>N/A</lei>
        <title>READY CAPITAL CORP REIT USD.0001</title>
        <cusip>75574U101</cusip>
        <identifiers>
          <isin value="US75574U1016"/>
          <ticker value="RC "/>
        </identifiers>
        <balance>9107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144983.44</valUSD>
        <pctVal>0.0256931557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standex International Corporation</name>
        <lei>RCX52GR0JW2LRRMH9Z54</lei>
        <title>STANDEX INTERNATIONAL CORP COMMON STOCK USD1.5</title>
        <cusip>854231107</cusip>
        <identifiers>
          <isin value="US8542311076"/>
          <ticker value="SXI "/>
        </identifiers>
        <balance>3608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263167.52</valUSD>
        <pctVal>0.0466370785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>StarTek Inc.</name>
        <lei>549300ONES3WQ9KY7P17</lei>
        <title>STARTEK INC COMMON STOCK USD.01</title>
        <cusip>85569C107</cusip>
        <identifiers>
          <isin value="US85569C1071"/>
          <ticker value="SRT "/>
        </identifiers>
        <balance>5870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37978.9</valUSD>
        <pctVal>0.0067304086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dime Community Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>DIME COMMUNITY BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>253922108</cusip>
        <identifiers>
          <isin value="US2539221083"/>
          <ticker value="DCOM "/>
        </identifiers>
        <balance>9769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>209154.29</valUSD>
        <pctVal>0.0370651555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVO Payments Inc.</name>
        <lei>N/A</lei>
        <title>EVO PAYMENTS INC COMMON STOCK USD.0001</title>
        <cusip>26927E104</cusip>
        <identifiers>
          <isin value="US26927E1047"/>
          <ticker value="EVOP "/>
        </identifiers>
        <balance>9346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262809.52</valUSD>
        <pctVal>0.0465736357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atlas Air Worldwide Holdings Inc.</name>
        <lei>549300R0A2TUVCYZB465</lei>
        <title>ATLAS AIR WORLDWIDE HOLDINGS I COMMON STOCK USD.01</title>
        <cusip>049164205</cusip>
        <identifiers>
          <isin value="US0491642056"/>
          <ticker value="AAWW "/>
        </identifiers>
        <balance>6675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168410.25</valUSD>
        <pctVal>0.0298447242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AtriCure Inc.</name>
        <lei>N/A</lei>
        <title>ATRICURE INC COMMON STOCK USD.001</title>
        <cusip>04963C209</cusip>
        <identifiers>
          <isin value="US04963C2098"/>
          <ticker value="ATRC "/>
        </identifiers>
        <balance>10580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263865.2</valUSD>
        <pctVal>0.0467607174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Realogy Holdings Corp.</name>
        <lei>N/A</lei>
        <title>REALOGY HOLDINGS CORP COMMON STOCK USD.01</title>
        <cusip>75605Y106</cusip>
        <identifiers>
          <isin value="US75605Y1064"/>
          <ticker value="RLGY "/>
        </identifiers>
        <balance>32725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218603</valUSD>
        <pctVal>0.0387396031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="206074.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Reata Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>REATA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>75615P103</cusip>
        <identifiers>
          <isin value="US75615P1030"/>
          <ticker value="RETA "/>
        </identifiers>
        <balance>5764</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462791.56</valUSD>
        <pctVal>0.0820133363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Recro Pharma Inc.</name>
        <lei>N/A</lei>
        <title>RECRO PHARMA INC COMMON STOCK USD.01</title>
        <cusip>75629F109</cusip>
        <identifiers>
          <isin value="US75629F1093"/>
          <ticker value="REPH "/>
        </identifiers>
        <balance>6041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66934.28</valUSD>
        <pctVal>0.0118617194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Red Lion Hotels Corporation</name>
        <lei>549300SQ6C322WRSYZ27</lei>
        <title>RED LION HOTELS CORP COMMON STOCK USD.01</title>
        <cusip>756764106</cusip>
        <identifiers>
          <isin value="US7567641060"/>
          <ticker value="RLH "/>
        </identifiers>
        <balance>8909</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57730.32</valUSD>
        <pctVal>0.0102306450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atrion Corporation</name>
        <lei>N/A</lei>
        <title>ATRION CORP COMMON STOCK USD.1</title>
        <cusip>049904105</cusip>
        <identifiers>
          <isin value="US0499041053"/>
          <ticker value="ATRI "/>
        </identifiers>
        <balance>406</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316343.02</valUSD>
        <pctVal>0.0560605437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Audentes Therapeutics Inc.</name>
        <lei>549300PZYT0QC9UNJF13</lei>
        <title>AUDENTES THERAPEUTICS INC COMMON STOCK USD.00001</title>
        <cusip>05070R104</cusip>
        <identifiers>
          <isin value="US05070R1041"/>
          <ticker value="BOLD "/>
        </identifiers>
        <balance>12847</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>360872.23</valUSD>
        <pctVal>0.0639517617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EVI Industries Inc.</name>
        <lei>N/A</lei>
        <title>EVI INDUSTRIES INC COMMON STOCK USD.025</title>
        <cusip>26929N102</cusip>
        <identifiers>
          <isin value="US26929N1028"/>
          <ticker value="EVI "/>
        </identifiers>
        <balance>1439</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45932.88</valUSD>
        <pctVal>0.0081399685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eagle Pharmaceuticals Inc.</name>
        <lei>549300TN20OLYTJVP152</lei>
        <title>EAGLE PHARMACEUTICALS INC/DE COMMON STOCK USD.001</title>
        <cusip>269796108</cusip>
        <identifiers>
          <isin value="US2697961082"/>
          <ticker value="EGRX "/>
        </identifiers>
        <balance>2616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147987.12</valUSD>
        <pctVal>0.0262254511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Red Robin Gourmet Burgers Inc.</name>
        <lei>N/A</lei>
        <title>RED ROBIN GOURMET BURGERS INC COMMON STOCK USD.001</title>
        <cusip>75689M101</cusip>
        <identifiers>
          <isin value="US75689M1018"/>
          <ticker value="RRGB "/>
        </identifiers>
        <balance>3861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128416.86</valUSD>
        <pctVal>0.0227573189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Red Rock Resorts Inc.</name>
        <lei>N/A</lei>
        <title>RED ROCK RESORTS INC COMMON STOCK USD.01</title>
        <cusip>75700L108</cusip>
        <identifiers>
          <isin value="US75700L1089"/>
          <ticker value="RRR "/>
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        <balance>20004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>406181.22</valUSD>
        <pctVal>0.0719811679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avanos Medical Inc.</name>
        <lei>549300YCXWOM7NEWMQ58</lei>
        <title>AVANOS MEDICAL INC COMMON STOCK USD.01</title>
        <cusip>05350V106</cusip>
        <identifiers>
          <isin value="US05350V1061"/>
          <ticker value="AVNS "/>
        </identifiers>
        <balance>13503</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>505822.38</valUSD>
        <pctVal>0.0896390179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Avaya Holdings Corp.</name>
        <lei>N/A</lei>
        <title>AVAYA HOLDINGS CORP COMMON STOCK USD.001</title>
        <cusip>05351X101</cusip>
        <identifiers>
          <isin value="US05351X1019"/>
          <ticker value="AVYA "/>
        </identifiers>
        <balance>31583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>323094.09</valUSD>
        <pctVal>0.0572569306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Easterly Government Properties Inc.</name>
        <lei>N/A</lei>
        <title>EASTERLY GOVERNMENT PROPERTIES REIT USD.01</title>
        <cusip>27616P103</cusip>
        <identifiers>
          <isin value="US27616P1030"/>
          <ticker value="DEA "/>
        </identifiers>
        <balance>20990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>447087</valUSD>
        <pctVal>0.0792302618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EastGroup Properties Inc.</name>
        <lei>31TIGQQZC4P6JMHKSW85</lei>
        <title>EASTGROUP PROPERTIES INC REIT</title>
        <cusip>277276101</cusip>
        <identifiers>
          <isin value="US2772761019"/>
          <ticker value="EGP "/>
        </identifiers>
        <balance>10097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1262326.94</valUSD>
        <pctVal>0.2237025321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ebix Inc.</name>
        <lei>549300DHXVZR5SW5QR44</lei>
        <title>EBIX INC COMMON STOCK USD.1</title>
        <cusip>278715206</cusip>
        <identifiers>
          <isin value="US2787152063"/>
          <ticker value="EBIX "/>
        </identifiers>
        <balance>6630</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279123</valUSD>
        <pctVal>0.0494646196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="60802.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Echo Global Logistics Inc.</name>
        <lei>N/A</lei>
        <title>ECHO GLOBAL LOGISTICS INC COMMON STOCK USD.0001</title>
        <cusip>27875T101</cusip>
        <identifiers>
          <isin value="US27875T1016"/>
          <ticker value="ECHO "/>
        </identifiers>
        <balance>8078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182966.7</valUSD>
        <pctVal>0.0324243370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State Auto Financial Corporation</name>
        <lei>N/A</lei>
        <title>STATE AUTO FINANCIAL CORP COMMON STOCK</title>
        <cusip>855707105</cusip>
        <identifiers>
          <isin value="US8557071052"/>
          <ticker value="STFC "/>
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        <balance>5026</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162792.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Steelcase Inc.</name>
        <lei>GIE4CCPBJDI8SMV1OX95</lei>
        <title>STEELCASE INC COMMON STOCK</title>
        <cusip>858155203</cusip>
        <identifiers>
          <isin value="US8581552036"/>
          <ticker value="SCS "/>
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        <balance>24758</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455547.2</valUSD>
        <pctVal>0.0807295312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Redfin Corporation</name>
        <lei>N/A</lei>
        <title>REDFIN CORP COMMON STOCK</title>
        <cusip>75737F108</cusip>
        <identifiers>
          <isin value="US75737F1084"/>
          <ticker value="RDFN "/>
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        <balance>25508</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>429554.72</valUSD>
        <pctVal>0.0761232891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Redwood Trust Inc.</name>
        <lei>DRBV4N1ERQLEMIF11G78</lei>
        <title>REDWOOD TRUST INC REIT USD.01</title>
        <cusip>758075402</cusip>
        <identifiers>
          <isin value="US7580754023"/>
          <ticker value="RWT "/>
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        <balance>26361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>432584.01</valUSD>
        <pctVal>0.0766601229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Stepan Company</name>
        <lei>IZU1EW9GB3WC7CYCSR17</lei>
        <title>STEPAN CO COMMON STOCK USD1.0</title>
        <cusip>858586100</cusip>
        <identifiers>
          <isin value="US8585861003"/>
          <ticker value="SCL "/>
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        <balance>5789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>561880.34</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Stemline Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>STEMLINE THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>85858C107</cusip>
        <identifiers>
          <isin value="US85858C1071"/>
          <ticker value="STML "/>
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        <balance>12776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132998.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avedro Inc.</name>
        <lei>N/A</lei>
        <title>AVEDRO INC COMMON STOCK USD.00001</title>
        <cusip>05355N109</cusip>
        <identifiers>
          <isin value="US05355N1090"/>
          <ticker value="AVDR "/>
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        <balance>2081</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47238.7</valUSD>
        <pctVal>0.0083713787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avid Technology Inc.</name>
        <lei>549300PQGW3DXKJTQ914</lei>
        <title>AVID TECHNOLOGY INC COMMON STOCK USD.01</title>
        <cusip>05367P100</cusip>
        <identifiers>
          <isin value="US05367P1003"/>
          <ticker value="AVID "/>
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        <balance>8669</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53661.11</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Regis Corporation</name>
        <lei>5493000Q1S5TJIDIQH89</lei>
        <title>REGIS CORP COMMON STOCK USD.05</title>
        <cusip>758932107</cusip>
        <identifiers>
          <isin value="US7589321071"/>
          <ticker value="RGS "/>
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        <balance>8204</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165884.88</valUSD>
        <pctVal>0.0293971922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGENXBIO Inc.</name>
        <lei>549300EOES47LATSET33</lei>
        <title>REGENXBIO INC COMMON STOCK USD.0001</title>
        <cusip>75901B107</cusip>
        <identifiers>
          <isin value="US75901B1070"/>
          <ticker value="RGNX "/>
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        <balance>9568</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>340620.8</valUSD>
        <pctVal>0.0603629163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sterling Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>STERLING BANCORP INC/MI COMMON STOCK</title>
        <cusip>85917W102</cusip>
        <identifiers>
          <isin value="US85917W1027"/>
          <ticker value="SBT "/>
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        <balance>5785</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56461.6</valUSD>
        <pctVal>0.0100058095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sterling Construction Company Inc.</name>
        <lei>549300RZIK6K1215XU51</lei>
        <title>STERLING CONSTRUCTION CO INC COMMON STOCK USD.01</title>
        <cusip>859241101</cusip>
        <identifiers>
          <isin value="US8592411016"/>
          <ticker value="STRL "/>
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        <balance>8066</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106067.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Stewart Information Services Corporation</name>
        <lei>N/A</lei>
        <title>STEWART INFORMATION SERVICES C COMMON STOCK USD1.0</title>
        <cusip>860372101</cusip>
        <identifiers>
          <isin value="US8603721015"/>
          <ticker value="STC "/>
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        <balance>6644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>257720.76</valUSD>
        <pctVal>0.0456718341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stifel Financial Corp.</name>
        <lei>549300E5F07FE5GHJX84</lei>
        <title>STIFEL FINANCIAL CORP COMMON STOCK USD.15</title>
        <cusip>860630102</cusip>
        <identifiers>
          <isin value="US8606301021"/>
          <ticker value="SF "/>
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        <balance>19305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1107720.9</valUSD>
        <pctVal>0.1963041129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Stitch Fix Inc.</name>
        <lei>N/A</lei>
        <title>STITCH FIX INC COMMON STOCK USD.00002</title>
        <cusip>860897107</cusip>
        <identifiers>
          <isin value="US8608971078"/>
          <ticker value="SFIX "/>
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        <balance>11983</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230672.75</valUSD>
        <pctVal>0.0408785368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Stock Yards Bancorp Inc.</name>
        <lei>549300YERP9H5TDIQW16</lei>
        <title>STOCK YARDS BANCORP INC COMMON STOCK</title>
        <cusip>861025104</cusip>
        <identifiers>
          <isin value="US8610251048"/>
          <ticker value="SYBT "/>
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        <balance>5853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214746.57</valUSD>
        <pctVal>0.0380561881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Regional Management Corp.</name>
        <lei>549300S5O87W87JW4146</lei>
        <title>REGIONAL MANAGEMENT CORP COMMON STOCK USD.1</title>
        <cusip>75902K106</cusip>
        <identifiers>
          <isin value="US75902K1060"/>
          <ticker value="RM "/>
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        <balance>2977</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83832.32</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Renasant Corporation</name>
        <lei>549300OVE6OZHW2UUH81</lei>
        <title>RENASANT CORP COMMON STOCK USD5.0</title>
        <cusip>75970E107</cusip>
        <identifiers>
          <isin value="US75970E1073"/>
          <ticker value="RNST "/>
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        <balance>16246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>568772.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Edgewell Personal Care Company</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>EDGEWELL PERSONAL CARE CO COMMON STOCK USD.01</title>
        <cusip>28035Q102</cusip>
        <identifiers>
          <isin value="US28035Q1022"/>
          <ticker value="EPC "/>
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        <balance>15460</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>502295.4</valUSD>
        <pctVal>0.0890139862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Editas Medicine Inc.</name>
        <lei>N/A</lei>
        <title>EDITAS MEDICINE INC COMMON STOCK USD.0001</title>
        <cusip>28106W103</cusip>
        <identifiers>
          <isin value="US28106W1036"/>
          <ticker value="EDIT "/>
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        <balance>14369</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326751.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Avid Bioservices Inc.</name>
        <lei>N/A</lei>
        <title>AVID BIOSERVICES INC COMMON STOCK USD.001</title>
        <cusip>05368M106</cusip>
        <identifiers>
          <isin value="US05368M1062"/>
          <ticker value="CDMO "/>
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        <balance>16832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89209.6</valUSD>
        <pctVal>0.0158092272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avis Budget Group Inc.</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET GROUP INC COMMON STOCK USD.01</title>
        <cusip>053774105</cusip>
        <identifiers>
          <isin value="US0537741052"/>
          <ticker value="CAR "/>
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        <balance>16857</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>476378.82</valUSD>
        <pctVal>0.0844211946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Education Management Corporation</name>
        <lei>N/A</lei>
        <title>EDUCATION MGMT CORP NEW CALL EXP 05JAN22</title>
        <cusip>28140M137</cusip>
        <identifiers>
          <isin value="US28140M1374"/>
          <ticker value="28140M137"/>
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        <balance>7794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>eGain Corporation</name>
        <lei>N/A</lei>
        <title>EGAIN CORP COMMON STOCK USD.001</title>
        <cusip>28225C806</cusip>
        <identifiers>
          <isin value="US28225C8064"/>
          <ticker value="EGAN "/>
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        <balance>6676</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53441.38</valUSD>
        <pctVal>0.0094705830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avista Corporation</name>
        <lei>Q0IK63NITJD6RJ47SW96</lei>
        <title>AVISTA CORP COMMON STOCK</title>
        <cusip>05379B107</cusip>
        <identifiers>
          <isin value="US05379B1070"/>
          <ticker value="AVA "/>
        </identifiers>
        <balance>18626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>902243.44</valUSD>
        <pctVal>0.1598905447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Axcelis Technologies Inc.</name>
        <lei>N/A</lei>
        <title>AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>054540208</cusip>
        <identifiers>
          <isin value="US0545402085"/>
          <ticker value="ACLS "/>
        </identifiers>
        <balance>9424</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161056.16</valUSD>
        <pctVal>0.0285414734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Renewable Energy Group Inc.</name>
        <lei>N/A</lei>
        <title>RENEWABLE ENERGY GROUP INC COMMON STOCK USD.0001</title>
        <cusip>75972A301</cusip>
        <identifiers>
          <isin value="US75972A3014"/>
          <ticker value="REGI "/>
        </identifiers>
        <balance>10616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159293.08</valUSD>
        <pctVal>0.0282290302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="147105.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repligen Corporation</name>
        <lei>54930006QJ0T5AUO1E71</lei>
        <title>REPLIGEN CORP COMMON STOCK USD.01</title>
        <cusip>759916109</cusip>
        <identifiers>
          <isin value="US7599161095"/>
          <ticker value="RGEN "/>
        </identifiers>
        <balance>14491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1111314.79</valUSD>
        <pctVal>0.1969410020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franklin Electric Co. Inc.</name>
        <lei>RR6AURIKMXUE4Q24G284</lei>
        <title>FRANKLIN ELECTRIC CO INC COMMON STOCK USD.1</title>
        <cusip>353514102</cusip>
        <identifiers>
          <isin value="US3535141028"/>
          <ticker value="FELE "/>
        </identifiers>
        <balance>13099</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>626263.19</valUSD>
        <pctVal>0.1109828658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franklin Financial Services Corporation</name>
        <lei>N/A</lei>
        <title>FRANKLIN FINANCIAL SERVICES CO COMMON STOCK USD1.0</title>
        <cusip>353525108</cusip>
        <identifiers>
          <isin value="US3535251082"/>
          <ticker value="FRAF "/>
        </identifiers>
        <balance>1892</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67260.6</valUSD>
        <pctVal>0.0119195480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rent-A-Center Inc.</name>
        <lei>N/A</lei>
        <title>RENT-A-CENTER INC/TX COMMON STOCK USD.01</title>
        <cusip>76009N100</cusip>
        <identifiers>
          <isin value="US76009N1000"/>
          <ticker value="RCII "/>
        </identifiers>
        <balance>13777</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355308.83</valUSD>
        <pctVal>0.0629658470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>REPUBLIC BANCORP INC/KY COMMON STOCK</title>
        <cusip>760281204</cusip>
        <identifiers>
          <isin value="US7602812049"/>
          <ticker value="RBCAA "/>
        </identifiers>
        <balance>2750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119487.5</valUSD>
        <pctVal>0.0211749076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVROBIO Inc.</name>
        <lei>N/A</lei>
        <title>AVROBIO INC COMMON STOCK USD.0001</title>
        <cusip>05455M100</cusip>
        <identifiers>
          <isin value="US05455M1009"/>
          <ticker value="AVRO "/>
        </identifiers>
        <balance>5923</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83632.76</valUSD>
        <pctVal>0.0148209308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Axogen Inc.</name>
        <lei>N/A</lei>
        <title>AXOGEN INC COMMON STOCK USD.01</title>
        <cusip>05463X106</cusip>
        <identifiers>
          <isin value="US05463X1063"/>
          <ticker value="AXGN "/>
        </identifiers>
        <balance>9864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123102.72</valUSD>
        <pctVal>0.0218155767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stoke Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>STOKE THERAPEUTICS INC COMMON STOCK</title>
        <cusip>86150R107</cusip>
        <identifiers>
          <isin value="US86150R1077"/>
          <ticker value="STOK "/>
        </identifiers>
        <balance>2519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54133.31</valUSD>
        <pctVal>0.0095932029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="51336.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stoneridge Inc.</name>
        <lei>PNBCIH9LE7WI83VJIF08</lei>
        <title>STONERIDGE INC COMMON STOCK</title>
        <cusip>86183P102</cusip>
        <identifiers>
          <isin value="US86183P1021"/>
          <ticker value="SRI "/>
        </identifiers>
        <balance>7594</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235186.18</valUSD>
        <pctVal>0.0416783817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franklin Financial Network Inc.</name>
        <lei>N/A</lei>
        <title>FRANKLIN FINANCIAL NETWORK INC COMMON STOCK</title>
        <cusip>35352P104</cusip>
        <identifiers>
          <isin value="US35352P1049"/>
          <ticker value="FSB "/>
        </identifiers>
        <balance>4015</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121293.15</valUSD>
        <pctVal>0.0214948948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Franklin Street Properties Corp.</name>
        <lei>549300STLK2T6QY5WO82</lei>
        <title>FRANKLIN STREET PROPERTIES COR REIT USD.0001</title>
        <cusip>35471R106</cusip>
        <identifiers>
          <isin value="US35471R1068"/>
          <ticker value="FSP "/>
        </identifiers>
        <balance>30541</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258376.86</valUSD>
        <pctVal>0.0457881045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freshpet Inc.</name>
        <lei>549300S4ZK8ZQ6HNPN59</lei>
        <title>FRESHPET INC COMMON STOCK USD.001</title>
        <cusip>358039105</cusip>
        <identifiers>
          <isin value="US3580391056"/>
          <ticker value="FRPT "/>
        </identifiers>
        <balance>9518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>473710.86</valUSD>
        <pctVal>0.0839483936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Front Yard Residential Corporation</name>
        <lei>N/A</lei>
        <title>FRONT YARD RESIDENTIAL CORP REIT USD.01</title>
        <cusip>35904G107</cusip>
        <identifiers>
          <isin value="US35904G1076"/>
          <ticker value="RESI "/>
        </identifiers>
        <balance>14728</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170255.68</valUSD>
        <pctVal>0.0301717610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VI</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Replimune Group Inc.</name>
        <lei>N/A</lei>
        <title>REPLIMUNE GROUP INC COMMON STOCK USD.001</title>
        <cusip>76029N106</cusip>
        <identifiers>
          <isin value="US76029N1063"/>
          <ticker value="REPL "/>
        </identifiers>
        <balance>3791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52694.9</valUSD>
        <pctVal>0.0093382960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verra Mobility Corporation</name>
        <lei>N/A</lei>
        <title>VERRA MOBILITY CORP COMMON STOCK USD.0001</title>
        <cusip>92511U102</cusip>
        <identifiers>
          <isin value="US92511U1025"/>
          <ticker value="VRRM "/>
        </identifiers>
        <balance>31840</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>456904</valUSD>
        <pctVal>0.0809699757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Frontier Communications Corporation</name>
        <lei>N/A</lei>
        <title>FRONTIER COMMUNICATIONS CORP COMMON STOCK USD.25</title>
        <cusip>35906A306</cusip>
        <identifiers>
          <isin value="US35906A3068"/>
          <ticker value="FTR "/>
        </identifiers>
        <balance>30216</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26197.27</valUSD>
        <pctVal>0.0046425339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="25602.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>H.B. Fuller Company</name>
        <lei>JSMX3Z5FOYM8V0Q52357</lei>
        <title>HB FULLER CO COMMON STOCK USD1.0</title>
        <cusip>359694106</cusip>
        <identifiers>
          <isin value="US3596941068"/>
          <ticker value="FUL "/>
        </identifiers>
        <balance>14473</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>673862.88</valUSD>
        <pctVal>0.1194182171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verrica Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>VERRICA PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>92511W108</cusip>
        <identifiers>
          <isin value="US92511W1080"/>
          <ticker value="VRCA "/>
        </identifiers>
        <balance>4450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65682</valUSD>
        <pctVal>0.0116397973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verso Corporation</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP COMMON STOCK</title>
        <cusip>92531L207</cusip>
        <identifiers>
          <isin value="US92531L2079"/>
          <ticker value="VRS "/>
        </identifiers>
        <balance>10024</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124097.12</valUSD>
        <pctVal>0.0219917987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Strategic Education Inc.</name>
        <lei>0PYXF82EO1UCNGL5I740</lei>
        <title>STRATEGIC EDUCATION INC COMMON STOCK USD.01</title>
        <cusip>86272C103</cusip>
        <identifiers>
          <isin value="US86272C1036"/>
          <ticker value="STRA "/>
        </identifiers>
        <balance>6058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>823161.04</valUSD>
        <pctVal>0.1458760034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sturm Ruger and Company Inc.</name>
        <lei>N/A</lei>
        <title>STURM RUGER and CO INC COMMON STOCK USD1.0</title>
        <cusip>864159108</cusip>
        <identifiers>
          <isin value="US8641591081"/>
          <ticker value="RGR "/>
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        <balance>4737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197817.12</valUSD>
        <pctVal>0.0350560455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fulton Financial Corporation</name>
        <lei>5493005QLZ6O1BNC0C11</lei>
        <title>FULTON FINANCIAL CORP COMMON STOCK USD2.5</title>
        <cusip>360271100</cusip>
        <identifiers>
          <isin value="US3602711000"/>
          <ticker value="FULT "/>
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        <balance>45093</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>729604.74</valUSD>
        <pctVal>0.1292964783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Funko Inc.</name>
        <lei>N/A</lei>
        <title>FUNKO INC COMMON STOCK USD.0001</title>
        <cusip>361008105</cusip>
        <identifiers>
          <isin value="US3610081057"/>
          <ticker value="FNKO "/>
        </identifiers>
        <balance>4940</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101640.5</valUSD>
        <pctVal>0.0180121619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Summit Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>SUMMIT FINANCIAL GROUP INC COMMON STOCK USD2.5</title>
        <cusip>86606G101</cusip>
        <identifiers>
          <isin value="US86606G1013"/>
          <ticker value="SMMF "/>
        </identifiers>
        <balance>3318</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84940.8</valUSD>
        <pctVal>0.0150527343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Summit Hotel Properties Inc.</name>
        <lei>N/A</lei>
        <title>SUMMIT HOTEL PROPERTIES INC REIT</title>
        <cusip>866082100</cusip>
        <identifiers>
          <isin value="US8660821005"/>
          <ticker value="INN "/>
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        <balance>30167</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>349937.2</valUSD>
        <pctVal>0.0620139167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FutureFuel Corp.</name>
        <lei>N/A</lei>
        <title>FUTUREFUEL CORP COMMON STOCK USD.0001</title>
        <cusip>36116M106</cusip>
        <identifiers>
          <isin value="US36116M1062"/>
          <ticker value="FF "/>
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        <balance>7728</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92272.32</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kaman Corporation</name>
        <lei>5493003YK076OLTEQF95</lei>
        <title>KAMAN CORP COMMON STOCK USD1.0</title>
        <cusip>483548103</cusip>
        <identifiers>
          <isin value="US4835481031"/>
          <ticker value="KAMN "/>
        </identifiers>
        <balance>7858</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467236.68</valUSD>
        <pctVal>0.0828010756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Viad Corp</name>
        <lei>549300PXU4ZW7LPO5Y40</lei>
        <title>VIAD CORP COMMON STOCK USD1.5</title>
        <cusip>92552R406</cusip>
        <identifiers>
          <isin value="US92552R4065"/>
          <ticker value="VVI "/>
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        <balance>5597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375838.55</valUSD>
        <pctVal>0.0666040093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Viavi Solutions Inc.</name>
        <lei>N/A</lei>
        <title>VIAVI SOLUTIONS INC COMMON STOCK USD.001</title>
        <cusip>925550105</cusip>
        <identifiers>
          <isin value="US9255501051"/>
          <ticker value="VIAV "/>
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        <balance>65194</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>913041.97</valUSD>
        <pctVal>0.1618041999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vicor Corporation</name>
        <lei>N/A</lei>
        <title>VICOR CORP COMMON STOCK USD.01</title>
        <cusip>925815102</cusip>
        <identifiers>
          <isin value="US9258151029"/>
          <ticker value="VICR "/>
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        <balance>5133</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151526.16</valUSD>
        <pctVal>0.0268526200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ViewRay Inc.</name>
        <lei>N/A</lei>
        <title>VIEWRAY INC COMMON STOCK USD.001</title>
        <cusip>92672L107</cusip>
        <identifiers>
          <isin value="US92672L1070"/>
          <ticker value="VRAY "/>
        </identifiers>
        <balance>20324</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58939.6</valUSD>
        <pctVal>0.0104449468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="60600.000000000000"/>
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      <invstOrSec>
        <name>Summit Materials Inc.</name>
        <lei>N/A</lei>
        <title>SUMMIT MATERIALS INC COMMON STOCK USD.01</title>
        <cusip>86614U100</cusip>
        <identifiers>
          <isin value="US86614U1007"/>
          <ticker value="SUM "/>
        </identifiers>
        <balance>32142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>713552.4</valUSD>
        <pctVal>0.1264517722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SunCoke Energy Inc.</name>
        <lei>1KF1J2NXQE2PI0QOB943</lei>
        <title>SUNCOKE ENERGY INC COMMON STOCK USD.01</title>
        <cusip>86722A103</cusip>
        <identifiers>
          <isin value="US86722A1034"/>
          <ticker value="SXC "/>
        </identifiers>
        <balance>20951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118163.64</valUSD>
        <pctVal>0.0209403005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Axon Enterprise Inc.</name>
        <lei>N/A</lei>
        <title>AXON ENTERPRISE INC COMMON STOCK USD.00001</title>
        <cusip>05464C101</cusip>
        <identifiers>
          <isin value="US05464C1018"/>
          <ticker value="AAXN "/>
        </identifiers>
        <balance>16591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>942036.98</valUSD>
        <pctVal>0.1669425337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Axsome Therapeutics Inc.</name>
        <lei>549300EXGR0XLRJEIB95</lei>
        <title>AXSOME THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>05464T104</cusip>
        <identifiers>
          <isin value="US05464T1043"/>
          <ticker value="AXSM "/>
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        <balance>7057</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142833.68</valUSD>
        <pctVal>0.0253121873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="171603.000000000000"/>
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      <invstOrSec>
        <name>Karyopharm Therapeutics Inc.</name>
        <lei>549300J1VANRCNTYST87</lei>
        <title>KARYOPHARM THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>48576U106</cusip>
        <identifiers>
          <isin value="US48576U1060"/>
          <ticker value="KPTI "/>
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        <balance>17326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166676.12</valUSD>
        <pctVal>0.0295374113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="96127.000000000000"/>
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      <invstOrSec>
        <name>KB Home</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME COMMON STOCK USD1.0</title>
        <cusip>48666K109</cusip>
        <identifiers>
          <isin value="US48666K1097"/>
          <ticker value="KBH "/>
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        <balance>23806</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>809404</valUSD>
        <pctVal>0.1434380576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Axos Financial Inc.</name>
        <lei>N/A</lei>
        <title>AXOS FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>05465C100</cusip>
        <identifiers>
          <isin value="US05465C1009"/>
          <ticker value="AX "/>
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        <balance>16462</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>455174.3</valUSD>
        <pctVal>0.0806634480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Axonics Modulation Technologies Inc.</name>
        <lei>N/A</lei>
        <title>AXONICS MODULATION TECHNOLOGIE COMMON STOCK USD.0001</title>
        <cusip>05465P101</cusip>
        <identifiers>
          <isin value="US05465P1012"/>
          <ticker value="AXNX "/>
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        <balance>4470</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120332.4</valUSD>
        <pctVal>0.0213246361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="120076.000000000000"/>
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      <invstOrSec>
        <name>BBX Capital Corporation</name>
        <lei>N/A</lei>
        <title>BBX CAPITAL CORP COMMON STOCK USD.01</title>
        <cusip>05491N104</cusip>
        <identifiers>
          <isin value="US05491N1046"/>
          <ticker value="BBX "/>
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        <balance>19564</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91363.88</valUSD>
        <pctVal>0.0161909967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BandG Foods Inc.</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>BandG FOODS INC COMMON STOCK USD.01</title>
        <cusip>05508R106</cusip>
        <identifiers>
          <isin value="US05508R1068"/>
          <ticker value="BGS "/>
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        <balance>18470</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>349267.7</valUSD>
        <pctVal>0.0618952717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="363323.000000000000"/>
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      <invstOrSec>
        <name>Viking Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>VIKING THERAPEUTICS INC COMMON STOCK USD.00001</title>
        <cusip>92686J106</cusip>
        <identifiers>
          <isin value="US92686J1060"/>
          <ticker value="VKTX "/>
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        <balance>18910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130100.8</valUSD>
        <pctVal>0.0230557374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="97149.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Village Super Market Inc.</name>
        <lei>N/A</lei>
        <title>VILLAGE SUPER MARKET INC COMMON STOCK</title>
        <cusip>927107409</cusip>
        <identifiers>
          <isin value="US9271074091"/>
          <ticker value="VLGEA "/>
        </identifiers>
        <balance>2756</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72896.2</valUSD>
        <pctVal>0.0129182575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Independent Bank Group Inc.</name>
        <lei>N/A</lei>
        <title>INDEPENDENT BANK GROUP INC COMMON STOCK USD.01</title>
        <cusip>45384B106</cusip>
        <identifiers>
          <isin value="US45384B1061"/>
          <ticker value="IBTX "/>
        </identifiers>
        <balance>10274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>540515.14</valUSD>
        <pctVal>0.0957870751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Industrial Logistics Properties Trust</name>
        <lei>N/A</lei>
        <title>INDUSTRIAL LOGISTICS PROPERTIE REIT USD.01</title>
        <cusip>456237106</cusip>
        <identifiers>
          <isin value="US4562371066"/>
          <ticker value="ILPT "/>
        </identifiers>
        <balance>18282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>388492.5</valUSD>
        <pctVal>0.0688464717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keane Group Inc.</name>
        <lei>N/A</lei>
        <title>KEANE GROUP INC COMMON STOCK USD.01</title>
        <cusip>48669A108</cusip>
        <identifiers>
          <isin value="US48669A1088"/>
          <ticker value="FRAC "/>
        </identifiers>
        <balance>15900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96354</valUSD>
        <pctVal>0.0170753179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="92976.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kearny Financial Corp.</name>
        <lei>N/A</lei>
        <title>KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01</title>
        <cusip>48716P108</cusip>
        <identifiers>
          <isin value="US48716P1084"/>
          <ticker value="KRNY "/>
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        <balance>24139</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314772.56</valUSD>
        <pctVal>0.0557822355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Infinera Corporation</name>
        <lei>549300ZOF66WPV3H0H17</lei>
        <title>INFINERA CORP COMMON STOCK USD.001</title>
        <cusip>45667G103</cusip>
        <identifiers>
          <isin value="US45667G1031"/>
          <ticker value="INFN "/>
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        <balance>50783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276767.35</valUSD>
        <pctVal>0.0490471644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ingevity Corporation</name>
        <lei>5493009UTFC4B5IMGF87</lei>
        <title>INGEVITY CORP COMMON STOCK USD.01</title>
        <cusip>45688C107</cusip>
        <identifiers>
          <isin value="US45688C1071"/>
          <ticker value="NGVT "/>
        </identifiers>
        <balance>11920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1011292.8</valUSD>
        <pctVal>0.1792156634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kelly Services Inc.</name>
        <lei>N/A</lei>
        <title>KELLY SERVICES INC COMMON STOCK USD1.0</title>
        <cusip>488152208</cusip>
        <identifiers>
          <isin value="US4881522084"/>
          <ticker value="KELYA "/>
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        <balance>9398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227619.56</valUSD>
        <pctVal>0.0403374675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KEMET Corporation</name>
        <lei>N/A</lei>
        <title>KEMET CORP COMMON STOCK USD.01</title>
        <cusip>488360207</cusip>
        <identifiers>
          <isin value="US4883602074"/>
          <ticker value="KEM "/>
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        <balance>16195</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294425.1</valUSD>
        <pctVal>0.0521763723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ingles Markets Incorporated</name>
        <lei>N/A</lei>
        <title>INGLES MARKETS INC COMMON STOCK USD.05</title>
        <cusip>457030104</cusip>
        <identifiers>
          <isin value="US4570301048"/>
          <ticker value="IMKTA "/>
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        <balance>4141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160919.26</valUSD>
        <pctVal>0.0285172128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Insight Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>INSIGHT ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>45765U103</cusip>
        <identifiers>
          <isin value="US45765U1034"/>
          <ticker value="NSIT "/>
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        <balance>10074</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>561021.06</valUSD>
        <pctVal>0.0994210198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kennametal Inc.</name>
        <lei>549300GZDSG25XUV0Y08</lei>
        <title>KENNAMETAL INC COMMON STOCK USD1.25</title>
        <cusip>489170100</cusip>
        <identifiers>
          <isin value="US4891701009"/>
          <ticker value="KMT "/>
        </identifiers>
        <balance>23256</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>714889.44</valUSD>
        <pctVal>0.1266887150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kennedy-Wilson Holdings Inc.</name>
        <lei>549300MOI1T78144X610</lei>
        <title>KENNEDY-WILSON HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>489398107</cusip>
        <identifiers>
          <isin value="US4893981070"/>
          <ticker value="KW "/>
        </identifiers>
        <balance>35214</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>771890.88</valUSD>
        <pctVal>0.1367901919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Insmed Incorporated</name>
        <lei>N/A</lei>
        <title>INSMED INC COMMON STOCK USD.01</title>
        <cusip>457669307</cusip>
        <identifiers>
          <isin value="US4576693075"/>
          <ticker value="INSM "/>
        </identifiers>
        <balance>25221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>444898.44</valUSD>
        <pctVal>0.0788424174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Innospec Inc.</name>
        <lei>N/A</lei>
        <title>INNOSPEC INC COMMON STOCK USD.01</title>
        <cusip>45768S105</cusip>
        <identifiers>
          <isin value="US45768S1050"/>
          <ticker value="IOSP "/>
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        <balance>6896</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614709.44</valUSD>
        <pctVal>0.1089353747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VirnetX Holding Corporation</name>
        <lei>N/A</lei>
        <title>VIRNETX HOLDING CORP COMMON STOCK USD.0001</title>
        <cusip>92823T108</cusip>
        <identifiers>
          <isin value="US92823T1088"/>
          <ticker value="VHC "/>
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        <balance>17830</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96282</valUSD>
        <pctVal>0.0170625584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="97152.000000000000"/>
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      <invstOrSec>
        <name>Virtusa Corporation</name>
        <lei>C77OMXDER63WLJCSKT03</lei>
        <title>VIRTUSA CORP COMMON STOCK USD.01</title>
        <cusip>92827P102</cusip>
        <identifiers>
          <isin value="US92827P1021"/>
          <ticker value="VRTU "/>
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        <balance>8238</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296732.76</valUSD>
        <pctVal>0.0525853229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kforce Inc.</name>
        <lei>5493003RDQQDVXY2SK46</lei>
        <title>KFORCE INC COMMON STOCK USD.01</title>
        <cusip>493732101</cusip>
        <identifiers>
          <isin value="US4937321010"/>
          <ticker value="KFRC "/>
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        <balance>6267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237111.95</valUSD>
        <pctVal>0.0420196559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kimball International Inc.</name>
        <lei>549300RYF7HKL9SKYG25</lei>
        <title>KIMBALL INTERNATIONAL INC COMMON STOCK USD.05</title>
        <cusip>494274103</cusip>
        <identifiers>
          <isin value="US4942741038"/>
          <ticker value="KBAL "/>
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        <balance>10500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202650</valUSD>
        <pctVal>0.0359125015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inphi Corporation</name>
        <lei>N/A</lei>
        <title>INPHI CORP COMMON STOCK</title>
        <cusip>45772F107</cusip>
        <identifiers>
          <isin value="US45772F1075"/>
          <ticker value="IPHI "/>
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        <balance>12714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>776189.7</valUSD>
        <pctVal>0.1375520048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Inspire Medical Systems Inc.</name>
        <lei>N/A</lei>
        <title>INSPIRE MEDICAL SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>457730109</cusip>
        <identifiers>
          <isin value="US4577301090"/>
          <ticker value="INSP "/>
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        <balance>3776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230411.52</valUSD>
        <pctVal>0.0408322431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Virtus Investment Partners Inc.</name>
        <lei>N/A</lei>
        <title>VIRTUS INVESTMENT PARTNERS INC COMMON STOCK USD.01</title>
        <cusip>92828Q109</cusip>
        <identifiers>
          <isin value="US92828Q1094"/>
          <ticker value="VRTS "/>
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        <balance>1939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214395.23</valUSD>
        <pctVal>0.0379939256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vishay Intertechnology Inc.</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>VISHAY INTERTECHNOLOGY INC COMMON STOCK USD.1</title>
        <cusip>928298108</cusip>
        <identifiers>
          <isin value="US9282981086"/>
          <ticker value="VSH "/>
        </identifiers>
        <balance>37375</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>632758.75</valUSD>
        <pctVal>0.1121339727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraton Corporation</name>
        <lei>N/A</lei>
        <title>KRATON CORP COMMON STOCK USD.01</title>
        <cusip>50077C106</cusip>
        <identifiers>
          <isin value="US50077C1062"/>
          <ticker value="KRA "/>
        </identifiers>
        <balance>8999</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>290577.71</valUSD>
        <pctVal>0.0514945593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kronos Worldwide Inc.</name>
        <lei>549300OBZ34C65APL277</lei>
        <title>KRONOS WORLDWIDE INC COMMON STOCK USD.01</title>
        <cusip>50105F105</cusip>
        <identifiers>
          <isin value="US50105F1057"/>
          <ticker value="KRO "/>
        </identifiers>
        <balance>6795</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84054.15</valUSD>
        <pctVal>0.0148956071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inovio Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>INOVIO PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>45773H201</cusip>
        <identifiers>
          <isin value="US45773H2013"/>
          <ticker value="INO "/>
        </identifiers>
        <balance>28809</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59058.45</valUSD>
        <pctVal>0.0104660088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="59565.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>InnerWorkings Inc.</name>
        <lei>5493006III7WGK4XQR43</lei>
        <title>INNERWORKINGS INC COMMON STOCK USD.0001</title>
        <cusip>45773Y105</cusip>
        <identifiers>
          <isin value="US45773Y1055"/>
          <ticker value="INWK "/>
        </identifiers>
        <balance>15159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67154.37</valUSD>
        <pctVal>0.0119007225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Krystal Biotech Inc.</name>
        <lei>N/A</lei>
        <title>KRYSTAL BIOTECH INC COMMON STOCK USD.00001</title>
        <cusip>501147102</cusip>
        <identifiers>
          <isin value="US5011471027"/>
          <ticker value="KRYS "/>
        </identifiers>
        <balance>2882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100077.45</valUSD>
        <pctVal>0.0177351669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kura Oncology Inc.</name>
        <lei>5493005QORQTZCZYOP39</lei>
        <title>KURA ONCOLOGY INC COMMON STOCK USD.0001</title>
        <cusip>50127T109</cusip>
        <identifiers>
          <isin value="US50127T1097"/>
          <ticker value="KURA "/>
        </identifiers>
        <balance>9737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147710.29</valUSD>
        <pctVal>0.0261763929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Innophos Holdings Inc.</name>
        <lei>XQ0331QX53IRX25OY417</lei>
        <title>INNOPHOS HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>45774N108</cusip>
        <identifiers>
          <isin value="US45774N1081"/>
          <ticker value="IPHS "/>
        </identifiers>
        <balance>5809</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>188560.14</valUSD>
        <pctVal>0.0334155752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Insteel Industries Inc.</name>
        <lei>N/A</lei>
        <title>INSTEEL INDUSTRIES INC COMMON STOCK</title>
        <cusip>45774W108</cusip>
        <identifiers>
          <isin value="US45774W1080"/>
          <ticker value="IIIN "/>
        </identifiers>
        <balance>5588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114721.64</valUSD>
        <pctVal>0.0203303285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCNB Corp.</name>
        <lei>N/A</lei>
        <title>LCNB CORP COMMON STOCK</title>
        <cusip>50181P100</cusip>
        <identifiers>
          <isin value="US50181P1003"/>
          <ticker value="LCNB "/>
        </identifiers>
        <balance>4848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86003.52</valUSD>
        <pctVal>0.0152410636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LHC Group Inc.</name>
        <lei>N/A</lei>
        <title>LHC GROUP INC COMMON STOCK USD.01</title>
        <cusip>50187A107</cusip>
        <identifiers>
          <isin value="US50187A1079"/>
          <ticker value="LHCG "/>
        </identifiers>
        <balance>8560</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>972073.6</valUSD>
        <pctVal>0.1722654558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vishay Precision Group Inc.</name>
        <lei>N/A</lei>
        <title>VISHAY PRECISION GROUP INC COMMON STOCK</title>
        <cusip>92835K103</cusip>
        <identifiers>
          <isin value="US92835K1034"/>
          <ticker value="VPG "/>
        </identifiers>
        <balance>3073</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100610.02</valUSD>
        <pctVal>0.0178295460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vista Outdoor Inc.</name>
        <lei>549300QI2D33ESTJLN81</lei>
        <title>VISTA OUTDOOR INC COMMON STOCK USD.01</title>
        <cusip>928377100</cusip>
        <identifiers>
          <isin value="US9283771007"/>
          <ticker value="VSTO "/>
        </identifiers>
        <balance>17264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106864.16</valUSD>
        <pctVal>0.0189378698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LGI Homes Inc.</name>
        <lei>549300W02B4WNV8CV109</lei>
        <title>LGI HOMES INC COMMON STOCK USD.01</title>
        <cusip>50187T106</cusip>
        <identifiers>
          <isin value="US50187T1060"/>
          <ticker value="LGIH "/>
        </identifiers>
        <balance>5636</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469591.52</valUSD>
        <pctVal>0.0832183872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="467445.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>LCI Industries</name>
        <lei>549300E1B98YNJ1WIQ04</lei>
        <title>LCI INDUSTRIES COMMON STOCK USD.01</title>
        <cusip>50189K103</cusip>
        <identifiers>
          <isin value="US50189K1034"/>
          <ticker value="LCII "/>
        </identifiers>
        <balance>6870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>631009.5</valUSD>
        <pctVal>0.1118239803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Visteon Corporation</name>
        <lei>N/A</lei>
        <title>VISTEON CORP COMMON STOCK</title>
        <cusip>92839U206</cusip>
        <identifiers>
          <isin value="US92839U2069"/>
          <ticker value="VC "/>
        </identifiers>
        <balance>7909</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>652808.86</valUSD>
        <pctVal>0.1156871412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LTC Properties Inc.</name>
        <lei>549300NRZP8IJG2KY677</lei>
        <title>LTC PROPERTIES INC REIT USD.01</title>
        <cusip>502175102</cusip>
        <identifiers>
          <isin value="US5021751020"/>
          <ticker value="LTC "/>
        </identifiers>
        <balance>11085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>567773.7</valUSD>
        <pctVal>0.1006176849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>La Jolla Pharmaceutical Company</name>
        <lei>N/A</lei>
        <title>LA JOLLA PHARMACEUTICAL CO COMMON STOCK USD.01</title>
        <cusip>503459604</cusip>
        <identifiers>
          <isin value="US5034596040"/>
          <ticker value="LJPC "/>
        </identifiers>
        <balance>6219</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54727.2</valUSD>
        <pctVal>0.0096984488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56547.000000000000"/>
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      <invstOrSec>
        <name>Materion Corporation</name>
        <lei>549300CJ5RI351SUYT02</lei>
        <title>MATERION CORP COMMON STOCK</title>
        <cusip>576690101</cusip>
        <identifiers>
          <isin value="US5766901012"/>
          <ticker value="MTRN "/>
        </identifiers>
        <balance>5796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355642.56</valUSD>
        <pctVal>0.0630249887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Matrix Service Company</name>
        <lei>N/A</lei>
        <title>MATRIX SERVICE CO COMMON STOCK USD.01</title>
        <cusip>576853105</cusip>
        <identifiers>
          <isin value="US5768531056"/>
          <ticker value="MTRX "/>
        </identifiers>
        <balance>7848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134514.72</valUSD>
        <pctVal>0.0238379476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Matson Inc.</name>
        <lei>549300OI5H3Y0I9I4I12</lei>
        <title>MATSON INC COMMON STOCK</title>
        <cusip>57686G105</cusip>
        <identifiers>
          <isin value="US57686G1058"/>
          <ticker value="MATX "/>
        </identifiers>
        <balance>12183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>456984.33</valUSD>
        <pctVal>0.0809842114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Matthews International Corporation</name>
        <lei>549300ZVC5O0ATML6U61</lei>
        <title>MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0</title>
        <cusip>577128101</cusip>
        <identifiers>
          <isin value="US5771281012"/>
          <ticker value="MATW "/>
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        <balance>8969</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>317412.91</valUSD>
        <pctVal>0.0562501436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AG Mortgage Investment Trust Inc.</name>
        <lei>N/A</lei>
        <title>AG MORTGAGE INVESTMENT TRUST I REIT USD.01</title>
        <cusip>001228105</cusip>
        <identifiers>
          <isin value="US0012281053"/>
          <ticker value="MITT "/>
        </identifiers>
        <balance>9595</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145364.25</valUSD>
        <pctVal>0.0257606407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AK Steel Holding Corporation</name>
        <lei>N/A</lei>
        <title>AK STEEL HOLDING CORP COMMON STOCK USD.01</title>
        <cusip>001547108</cusip>
        <identifiers>
          <isin value="US0015471081"/>
          <ticker value="AKS "/>
        </identifiers>
        <balance>91428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>207541.56</valUSD>
        <pctVal>0.0367793565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="45342.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMAG Pharmaceuticals Inc.</name>
        <lei>549300HCK1560YVVY867</lei>
        <title>AMAG PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>00163U106</cusip>
        <identifiers>
          <isin value="US00163U1060"/>
          <ticker value="AMAG "/>
        </identifiers>
        <balance>10260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118503</valUSD>
        <pctVal>0.0210004400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="121503.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>MaxLinear Inc.</name>
        <lei>549300EMOI0SM2IY4F64</lei>
        <title>MAXLINEAR INC COMMON STOCK</title>
        <cusip>57776J100</cusip>
        <identifiers>
          <isin value="US57776J1007"/>
          <ticker value="MXL "/>
        </identifiers>
        <balance>18513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414320.94</valUSD>
        <pctVal>0.0734236436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Insperity Inc.</name>
        <lei>N/A</lei>
        <title>INSPERITY INC COMMON STOCK USD.01</title>
        <cusip>45778Q107</cusip>
        <identifiers>
          <isin value="US45778Q1076"/>
          <ticker value="NSP "/>
        </identifiers>
        <balance>10992</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1084031.04</valUSD>
        <pctVal>0.1921059282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inogen Inc.</name>
        <lei>549300J8WJIVTOJ8IH97</lei>
        <title>INOGEN INC COMMON STOCK USD.001</title>
        <cusip>45780L104</cusip>
        <identifiers>
          <isin value="US45780L1044"/>
          <ticker value="INGN "/>
        </identifiers>
        <balance>5234</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250760.94</valUSD>
        <pctVal>0.0444384537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMC Entertainment Holdings Inc.</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC ENTERTAINMENT HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>00165C104</cusip>
        <identifiers>
          <isin value="US00165C1045"/>
          <ticker value="AMC "/>
        </identifiers>
        <balance>15039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160917.3</valUSD>
        <pctVal>0.0285168654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="160774.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ames National Corporation</name>
        <lei>N/A</lei>
        <title>AMES NATIONAL CORP COMMON STOCK USD2.0</title>
        <cusip>031001100</cusip>
        <identifiers>
          <isin value="US0310011004"/>
          <ticker value="ATLO "/>
        </identifiers>
        <balance>3065</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87689.65</valUSD>
        <pctVal>0.0155398702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Luminex Corporation</name>
        <lei>N/A</lei>
        <title>LUMINEX CORP COMMON STOCK USD.001</title>
        <cusip>55027E102</cusip>
        <identifiers>
          <isin value="US55027E1029"/>
          <ticker value="LMNX "/>
        </identifiers>
        <balance>12041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248646.65</valUSD>
        <pctVal>0.0440637710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Luther Burbank Corporation</name>
        <lei>N/A</lei>
        <title>LUTHER BURBANK CORP COMMON STOCK</title>
        <cusip>550550107</cusip>
        <identifiers>
          <isin value="US5505501073"/>
          <ticker value="LBC "/>
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        <balance>6664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75503.12</valUSD>
        <pctVal>0.0133802414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amicus Therapeutics Inc.</name>
        <lei>549300MRD1SMUTNBPQ53</lei>
        <title>AMICUS THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>03152W109</cusip>
        <identifiers>
          <isin value="US03152W1099"/>
          <ticker value="FOLD "/>
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        <balance>72255</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>579485.1</valUSD>
        <pctVal>0.1026931139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amkor Technology Inc.</name>
        <lei>N/A</lei>
        <title>AMKOR TECHNOLOGY INC COMMON STOCK USD.001</title>
        <cusip>031652100</cusip>
        <identifiers>
          <isin value="US0316521006"/>
          <ticker value="AMKR "/>
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        <balance>27597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>251132.7</valUSD>
        <pctVal>0.0445043349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amneal Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>AMNEAL PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>03168L105</cusip>
        <identifiers>
          <isin value="US03168L1052"/>
          <ticker value="AMRX "/>
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        <balance>27397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79451.3</valUSD>
        <pctVal>0.0140799158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amphastar Pharmaceuticals Inc.</name>
        <lei>54930055TH0ZLSAQMJ38</lei>
        <title>AMPHASTAR PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>03209R103</cusip>
        <identifiers>
          <isin value="US03209R1032"/>
          <ticker value="AMPH "/>
        </identifiers>
        <balance>10494</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208096.02</valUSD>
        <pctVal>0.0368776148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Luxfer Holdings PLC</name>
        <lei>N/A</lei>
        <title>LUXFER HOLDINGS PLC COMMON STOCK</title>
        <cusip>550678106</cusip>
        <identifiers>
          <isin value="GB00BNK03D49"/>
          <ticker value="LXFR "/>
        </identifiers>
        <balance>7898</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123050.84</valUSD>
        <pctVal>0.0218063828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lydall Inc.</name>
        <lei>549300HATFXXTSIQU854</lei>
        <title>LYDALL INC COMMON STOCK USD.1</title>
        <cusip>550819106</cusip>
        <identifiers>
          <isin value="US5508191062"/>
          <ticker value="LDL "/>
        </identifiers>
        <balance>5112</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127339.92</valUSD>
        <pctVal>0.0225664696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amyris Inc.</name>
        <lei>549300BG17WCUK6EIM58</lei>
        <title>AMYRIS INC COMMON STOCK</title>
        <cusip>03236M200</cusip>
        <identifiers>
          <isin value="US03236M2008"/>
          <ticker value="AMRS "/>
        </identifiers>
        <balance>11846</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56386.96</valUSD>
        <pctVal>0.0099925822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="55458.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>AnaptysBio Inc.</name>
        <lei>N/A</lei>
        <title>ANAPTYSBIO INC COMMON STOCK USD.001</title>
        <cusip>032724106</cusip>
        <identifiers>
          <isin value="US0327241065"/>
          <ticker value="ANAB "/>
        </identifiers>
        <balance>7091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248114.09</valUSD>
        <pctVal>0.0439693937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>William Lyon Homes</name>
        <lei>54930001WYSBMHJC4N02</lei>
        <title>WILLIAM LYON HOMES COMMON STOCK USD.01</title>
        <cusip>552074700</cusip>
        <identifiers>
          <isin value="US5520747008"/>
          <ticker value="WLH "/>
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        <balance>9033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183911.88</valUSD>
        <pctVal>0.0325918365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MBIA Inc.</name>
        <lei>54F1KGFE2KNP3VAL3P42</lei>
        <title>MBIA INC COMMON STOCK USD1.0</title>
        <cusip>55262C100</cusip>
        <identifiers>
          <isin value="US55262C1009"/>
          <ticker value="MBI "/>
        </identifiers>
        <balance>23542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217292.66</valUSD>
        <pctVal>0.0385073919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anavex Life Sciences Corp.</name>
        <lei>549300K1I5L8COCQ8W36</lei>
        <title>ANAVEX LIFE SCIENCES CORP COMMON STOCK USD.001</title>
        <cusip>032797300</cusip>
        <identifiers>
          <isin value="US0327973006"/>
          <ticker value="AVXL "/>
        </identifiers>
        <balance>14333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45292.28</valUSD>
        <pctVal>0.0080264450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Andersons Inc.</name>
        <lei>L38MWB8MVRFV7HVJPU11</lei>
        <title>ANDERSONS INC/THE COMMON STOCK</title>
        <cusip>034164103</cusip>
        <identifiers>
          <isin value="US0341641035"/>
          <ticker value="ANDE "/>
        </identifiers>
        <balance>9072</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203484.96</valUSD>
        <pctVal>0.0360604684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>M.D.C. Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MDC HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>552676108</cusip>
        <identifiers>
          <isin value="US5526761086"/>
          <ticker value="MDC "/>
        </identifiers>
        <balance>13812</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>595297.2</valUSD>
        <pctVal>0.1054952459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MDC Partners Inc.</name>
        <lei>N/A</lei>
        <title>MDC PARTNERS INC COMMON STOCK</title>
        <cusip>552697104</cusip>
        <identifiers>
          <isin value="CA5526971042"/>
          <ticker value="MDCA "/>
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        <balance>19047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53712.54</valUSD>
        <pctVal>0.0095186364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AngioDynamics Inc.</name>
        <lei>549300W3VKC5ZKMO8C28</lei>
        <title>ANGIODYNAMICS INC COMMON STOCK USD.01</title>
        <cusip>03475V101</cusip>
        <identifiers>
          <isin value="US03475V1017"/>
          <ticker value="ANGO "/>
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        <balance>10633</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195859.86</valUSD>
        <pctVal>0.0347091908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Anika Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ANIKA THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>035255108</cusip>
        <identifiers>
          <isin value="US0352551081"/>
          <ticker value="ANIK "/>
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        <balance>3854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211546.06</valUSD>
        <pctVal>0.0374890116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MGE Energy Inc.</name>
        <lei>N/A</lei>
        <title>MGE ENERGY INC COMMON STOCK USD1.0</title>
        <cusip>55277P104</cusip>
        <identifiers>
          <isin value="US55277P1049"/>
          <ticker value="MGEE "/>
        </identifiers>
        <balance>10065</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>803891.55</valUSD>
        <pctVal>0.1424611719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEI Pharma Inc.</name>
        <lei>N/A</lei>
        <title>MEI PHARMA INC COMMON STOCK USD.00000002</title>
        <cusip>55279B202</cusip>
        <identifiers>
          <isin value="US55279B2025"/>
          <ticker value="MEIP "/>
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        <balance>24058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40417.44</valUSD>
        <pctVal>0.0071625530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGP Ingredients Inc.</name>
        <lei>N/A</lei>
        <title>MGP INGREDIENTS INC COMMON STOCK</title>
        <cusip>55303J106</cusip>
        <identifiers>
          <isin value="US55303J1060"/>
          <ticker value="MGPI "/>
        </identifiers>
        <balance>3691</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183368.88</valUSD>
        <pctVal>0.0324956091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="136836.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>M/I Homes Inc.</name>
        <lei>N/A</lei>
        <title>M/I HOMES INC COMMON STOCK USD.01</title>
        <cusip>55305B101</cusip>
        <identifiers>
          <isin value="US55305B1017"/>
          <ticker value="MHO "/>
        </identifiers>
        <balance>7321</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275635.65</valUSD>
        <pctVal>0.0488466109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anixter International Inc.</name>
        <lei>N/A</lei>
        <title>ANIXTER INTERNATIONAL INC COMMON STOCK USD1.0</title>
        <cusip>035290105</cusip>
        <identifiers>
          <isin value="US0352901054"/>
          <ticker value="AXE "/>
        </identifiers>
        <balance>8649</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>597818.88</valUSD>
        <pctVal>0.1059421240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antares Pharma Inc.</name>
        <lei>N/A</lei>
        <title>ANTARES PHARMA INC COMMON STOCK USD.01</title>
        <cusip>036642106</cusip>
        <identifiers>
          <isin value="US0366421065"/>
          <ticker value="ATRS "/>
        </identifiers>
        <balance>47751</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159727.1</valUSD>
        <pctVal>0.0283059448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anterix Inc.</name>
        <lei>549300QIX2QHFGIEQG40</lei>
        <title>ANTERIX INC COMMON STOCK USD.0001</title>
        <cusip>03676C100</cusip>
        <identifiers>
          <isin value="US03676C1009"/>
          <ticker value="ATEX"/>
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        <balance>2924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105848.8</valUSD>
        <pctVal>0.0187579333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anworth Mortgage Asset Corporation</name>
        <lei>N2KM5OGWVS7HLNUACF84</lei>
        <title>ANWORTH MORTGAGE ASSET CORP REIT USD.01</title>
        <cusip>037347101</cusip>
        <identifiers>
          <isin value="US0373471012"/>
          <ticker value="ANH "/>
        </identifiers>
        <balance>32028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105692.4</valUSD>
        <pctVal>0.0187302170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Darling Ingredients Inc.</name>
        <lei>L1N0SPPKS7EXZYUMZ898</lei>
        <title>DARLING INGREDIENTS INC COMMON STOCK USD.01</title>
        <cusip>237266101</cusip>
        <identifiers>
          <isin value="US2372661015"/>
          <ticker value="DAR "/>
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        <balance>46691</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>893198.83</valUSD>
        <pctVal>0.1582877095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daseke Inc.</name>
        <lei>N/A</lei>
        <title>DASEKE INC COMMON STOCK</title>
        <cusip>23753F107</cusip>
        <identifiers>
          <isin value="US23753F1075"/>
          <ticker value="DSKE "/>
        </identifiers>
        <balance>16035</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40087.5</valUSD>
        <pctVal>0.0071040829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MMA Capital Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MMA CAPITAL HOLDINGS INC COMMON STOCK</title>
        <cusip>55315D105</cusip>
        <identifiers>
          <isin value="US55315D1054"/>
          <ticker value="MMAC "/>
        </identifiers>
        <balance>1771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53130</valUSD>
        <pctVal>0.0094154019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MRC Global Inc.</name>
        <lei>N/A</lei>
        <title>MRC GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>55345K103</cusip>
        <identifiers>
          <isin value="US55345K1034"/>
          <ticker value="MRC "/>
        </identifiers>
        <balance>22951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278395.63</valUSD>
        <pctVal>0.0493357191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSA Safety Incorporated</name>
        <lei>N/A</lei>
        <title>MSA SAFETY INC COMMON STOCK</title>
        <cusip>553498106</cusip>
        <identifiers>
          <isin value="US5534981064"/>
          <ticker value="MSA "/>
        </identifiers>
        <balance>10002</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1091318.22</valUSD>
        <pctVal>0.1933973216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSG Networks Inc.</name>
        <lei>N/A</lei>
        <title>MSG NETWORKS INC COMMON STOCK USD.01</title>
        <cusip>553573106</cusip>
        <identifiers>
          <isin value="US5535731062"/>
          <ticker value="MSGN "/>
        </identifiers>
        <balance>16692</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>270744.24</valUSD>
        <pctVal>0.0479797825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="277200.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Dave and Buster's Entertainment Inc.</name>
        <lei>N/A</lei>
        <title>DAVE and BUSTER'S ENTERTAINMENT COMMON STOCK USD.01</title>
        <cusip>238337109</cusip>
        <identifiers>
          <isin value="US2383371091"/>
          <ticker value="PLAY "/>
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        <balance>10323</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402080.85</valUSD>
        <pctVal>0.0712545232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deciphera Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>DECIPHERA PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>24344T101</cusip>
        <identifiers>
          <isin value="US24344T1016"/>
          <ticker value="DCPH "/>
        </identifiers>
        <balance>5348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181511.12</valUSD>
        <pctVal>0.0321663872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mercantile Bank Corporation</name>
        <lei>P16VZZCKTJ5IONL6XE37</lei>
        <title>MERCANTILE BANK CORP COMMON STOCK</title>
        <cusip>587376104</cusip>
        <identifiers>
          <isin value="US5873761044"/>
          <ticker value="MBWM "/>
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        <balance>4582</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150289.6</valUSD>
        <pctVal>0.0266334838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Merchants Bancorp</name>
        <lei>N/A</lei>
        <title>MERCHANTS BANCORP COMMON STOCK</title>
        <cusip>58844R108</cusip>
        <identifiers>
          <isin value="US58844R1086"/>
          <ticker value="MBIN "/>
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        <balance>2786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46080.44</valUSD>
        <pctVal>0.0081661183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Deckers Outdoor Corporation</name>
        <lei>5493008LG4W3I6K8J118</lei>
        <title>DECKERS OUTDOOR CORP COMMON STOCK USD.01</title>
        <cusip>243537107</cusip>
        <identifiers>
          <isin value="US2435371073"/>
          <ticker value="DECK "/>
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        <balance>8245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1214983.2</valUSD>
        <pctVal>0.2153125388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Del Taco Restaurants Inc.</name>
        <lei>N/A</lei>
        <title>DEL TACO RESTAURANTS INC COMMON STOCK</title>
        <cusip>245496104</cusip>
        <identifiers>
          <isin value="US2454961044"/>
          <ticker value="TACO "/>
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        <balance>8836</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90348.1</valUSD>
        <pctVal>0.0160109858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delek US Holdings Inc.</name>
        <lei>5493003O53JMENV1N385</lei>
        <title>DELEK US HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>24665A103</cusip>
        <identifiers>
          <isin value="US24665A1034"/>
          <ticker value="DK "/>
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        <balance>21391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>776493.3</valUSD>
        <pctVal>0.1376058071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delta Apparel Inc.</name>
        <lei>549300YCES15WEDS8Z04</lei>
        <title>DELTA APPAREL INC COMMON STOCK USD.01</title>
        <cusip>247368103</cusip>
        <identifiers>
          <isin value="US2473681037"/>
          <ticker value="DLA "/>
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        <balance>2095</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49756.25</valUSD>
        <pctVal>0.0088175248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mercury Systems Inc.</name>
        <lei>N/A</lei>
        <title>MERCURY SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>589378108</cusip>
        <identifiers>
          <isin value="US5893781089"/>
          <ticker value="MRCY "/>
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        <balance>15140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1228913.8</valUSD>
        <pctVal>0.2177812420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Meredith Corporation</name>
        <lei>549300YC8BC386CCTS24</lei>
        <title>MEREDITH CORP COMMON STOCK USD1.0</title>
        <cusip>589433101</cusip>
        <identifiers>
          <isin value="US5894331017"/>
          <ticker value="MDP "/>
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        <balance>11301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414294.66</valUSD>
        <pctVal>0.0734189864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Denbury Resources Inc.</name>
        <lei>549300KCWA5W52MS5559</lei>
        <title>DENBURY RESOURCES INC COMMON STOCK USD.001</title>
        <cusip>247916208</cusip>
        <identifiers>
          <isin value="US2479162081"/>
          <ticker value="DNR "/>
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        <balance>134489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160041.91</valUSD>
        <pctVal>0.0283617337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="155727.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Deluxe Corporation</name>
        <lei>KWGNKB8TX9LE5TV29231</lei>
        <title>DELUXE CORP COMMON STOCK USD1.0</title>
        <cusip>248019101</cusip>
        <identifiers>
          <isin value="US2480191012"/>
          <ticker value="DLX "/>
        </identifiers>
        <balance>12211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>600292.76</valUSD>
        <pctVal>0.1063805312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meridian Bioscience Inc.</name>
        <lei>549300ELSRZEFFFRX195</lei>
        <title>MERIDIAN BIOSCIENCE INC COMMON STOCK</title>
        <cusip>589584101</cusip>
        <identifiers>
          <isin value="US5895841014"/>
          <ticker value="VIVO "/>
        </identifiers>
        <balance>12480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118435.2</valUSD>
        <pctVal>0.0209884249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meridian Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>MERIDIAN BANCORP INC COMMON STOCK</title>
        <cusip>58958U103</cusip>
        <identifiers>
          <isin value="US58958U1034"/>
          <ticker value="EBSB "/>
        </identifiers>
        <balance>14284</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>267825</valUSD>
        <pctVal>0.0474624511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merit Medical Systems Inc.</name>
        <lei>549300OYTY138SP2CE83</lei>
        <title>MERIT MEDICAL SYSTEMS INC COMMON STOCK</title>
        <cusip>589889104</cusip>
        <identifiers>
          <isin value="US5898891040"/>
          <ticker value="MMSI "/>
        </identifiers>
        <balance>15248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>464454.08</valUSD>
        <pctVal>0.0823079588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meritage Homes Corporation</name>
        <lei>N/A</lei>
        <title>MERITAGE HOMES CORP COMMON STOCK USD.01</title>
        <cusip>59001A102</cusip>
        <identifiers>
          <isin value="US59001A1025"/>
          <ticker value="MTH "/>
        </identifiers>
        <balance>10151</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>714122.85</valUSD>
        <pctVal>0.1265528642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HomeTrust Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>HOMETRUST BANCSHARES INC COMMON STOCK</title>
        <cusip>437872104</cusip>
        <identifiers>
          <isin value="US4378721041"/>
          <ticker value="HTBI "/>
        </identifiers>
        <balance>5168</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134729.76</valUSD>
        <pctVal>0.0238760558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Homology Medicines Inc.</name>
        <lei>N/A</lei>
        <title>HOMOLOGY MEDICINES INC COMMON STOCK USD.0001</title>
        <cusip>438083107</cusip>
        <identifiers>
          <isin value="US4380831077"/>
          <ticker value="FIXX "/>
        </identifiers>
        <balance>7163</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129650.3</valUSD>
        <pctVal>0.0229759023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="48438.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Marriott Vacations Worldwide Corporation</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01</title>
        <cusip>57164Y107</cusip>
        <identifiers>
          <isin value="US57164Y1073"/>
          <ticker value="VAC "/>
        </identifiers>
        <balance>12130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1256789.3</valUSD>
        <pctVal>0.2227211824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marten Transport Ltd.</name>
        <lei>N/A</lei>
        <title>MARTEN TRANSPORT LTD COMMON STOCK USD.01</title>
        <cusip>573075108</cusip>
        <identifiers>
          <isin value="US5730751089"/>
          <ticker value="MRTN "/>
        </identifiers>
        <balance>11670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242502.6</valUSD>
        <pctVal>0.0429749568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meritor Inc.</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>MERITOR INC COMMON STOCK USD1.0</title>
        <cusip>59001K100</cusip>
        <identifiers>
          <isin value="US59001K1007"/>
          <ticker value="MTOR "/>
        </identifiers>
        <balance>22267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>411939.5</valUSD>
        <pctVal>0.0730016181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mesa Air Group Inc.</name>
        <lei>N/A</lei>
        <title>MESA AIR GROUP INC COMMON STOCK</title>
        <cusip>590479135</cusip>
        <identifiers>
          <isin value="US5904791358"/>
          <ticker value="MESA "/>
        </identifiers>
        <balance>6555</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44213.48</valUSD>
        <pctVal>0.0078352661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Masonite International Corporation</name>
        <lei>549300H0H07ZFT4JYM32</lei>
        <title>MASONITE INTERNATIONAL CORP COMMON STOCK</title>
        <cusip>575385109</cusip>
        <identifiers>
          <isin value="CA5753851099"/>
          <ticker value="DOOR "/>
        </identifiers>
        <balance>7136</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>413888</valUSD>
        <pctVal>0.0733469204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MasTec Inc.</name>
        <lei>549300TMDIT8WREDOF45</lei>
        <title>MASTEC INC COMMON STOCK USD.1</title>
        <cusip>576323109</cusip>
        <identifiers>
          <isin value="US5763231090"/>
          <ticker value="MTZ "/>
        </identifiers>
        <balance>16933</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1099459.69</valUSD>
        <pctVal>0.1948401074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MasterCraft Boat Holdings Inc.</name>
        <lei>549300IXWX41555YJ117</lei>
        <title>MASTERCRAFT BOAT HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>57637H103</cusip>
        <identifiers>
          <isin value="US57637H1032"/>
          <ticker value="MCFT "/>
        </identifiers>
        <balance>5626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83968.05</valUSD>
        <pctVal>0.0148803490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Matador Resources Company</name>
        <lei>N/A</lei>
        <title>MATADOR RESOURCES CO COMMON STOCK USD.01</title>
        <cusip>576485205</cusip>
        <identifiers>
          <isin value="US5764852050"/>
          <ticker value="MTDR "/>
        </identifiers>
        <balance>31934</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>527869.02</valUSD>
        <pctVal>0.0935460004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>1911 Gold Corporation</name>
        <lei>N/A</lei>
        <title>1911 GOLD CORP COMMON STOCK</title>
        <cusip>65442J107</cusip>
        <identifiers>
          <isin value="CA65442J1075"/>
          <ticker value="HAVXF"/>
        </identifiers>
        <balance>5045</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1109.9</valUSD>
        <pctVal>0.0001966903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>nLight Inc.</name>
        <lei>N/A</lei>
        <title>NLIGHT INC COMMON STOCK</title>
        <cusip>65487K100</cusip>
        <identifiers>
          <isin value="US65487K1007"/>
          <ticker value="LASR "/>
        </identifiers>
        <balance>9417</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147470.22</valUSD>
        <pctVal>0.0261338490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mesa Laboratories Inc.</name>
        <lei>N/A</lei>
        <title>MESA LABORATORIES INC COMMON STOCK</title>
        <cusip>59064R109</cusip>
        <identifiers>
          <isin value="US59064R1095"/>
          <ticker value="MLAB "/>
        </identifiers>
        <balance>1006</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239196.62</valUSD>
        <pctVal>0.0423890894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meta Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>META FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>59100U108</cusip>
        <identifiers>
          <isin value="US59100U1088"/>
          <ticker value="CASH "/>
        </identifiers>
        <balance>10216</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>333143.76</valUSD>
        <pctVal>0.0590378770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Noodles and Company</name>
        <lei>N/A</lei>
        <title>NOODLES and CO COMMON STOCK USD.01</title>
        <cusip>65540B105</cusip>
        <identifiers>
          <isin value="US65540B1052"/>
          <ticker value="NDLS "/>
        </identifiers>
        <balance>9082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51404.12</valUSD>
        <pctVal>0.0091095511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="50196.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Northeast Bank</name>
        <lei>N/A</lei>
        <title>NORTHEAST BANK COMMON STOCK USD1.0</title>
        <cusip>66405S100</cusip>
        <identifiers>
          <isin value="US66405S1006"/>
          <ticker value="NBN "/>
        </identifiers>
        <balance>2537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56245.29</valUSD>
        <pctVal>0.0099674762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Varonis Systems Inc.</name>
        <lei>549300SHIVNRRH7STS26</lei>
        <title>VARONIS SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>922280102</cusip>
        <identifiers>
          <isin value="US9222801022"/>
          <ticker value="VRNS "/>
        </identifiers>
        <balance>8480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506934.4</valUSD>
        <pctVal>0.0898360839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vector Group Ltd.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD COMMON STOCK USD.1</title>
        <cusip>92240M108</cusip>
        <identifiers>
          <isin value="US92240M1080"/>
          <ticker value="VGR "/>
        </identifiers>
        <balance>32527.15</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>387398.36</valUSD>
        <pctVal>0.0686525743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Veeco Instruments Inc.</name>
        <lei>5493004201F72ADDZW04</lei>
        <title>VEECO INSTRUMENTS INC COMMON STOCK USD.01</title>
        <cusip>922417100</cusip>
        <identifiers>
          <isin value="US9224171002"/>
          <ticker value="VECO "/>
        </identifiers>
        <balance>14071</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164349.28</valUSD>
        <pctVal>0.0291250618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vectrus Inc.</name>
        <lei>N/A</lei>
        <title>VECTRUS INC COMMON STOCK USD.01</title>
        <cusip>92242T101</cusip>
        <identifiers>
          <isin value="US92242T1016"/>
          <ticker value="VEC "/>
        </identifiers>
        <balance>3304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134307.6</valUSD>
        <pctVal>0.0238012430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vera Bradley Inc.</name>
        <lei>N/A</lei>
        <title>VERA BRADLEY INC COMMON STOCK</title>
        <cusip>92335C106</cusip>
        <identifiers>
          <isin value="US92335C1062"/>
          <ticker value="VRA "/>
        </identifiers>
        <balance>6329</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63922.9</valUSD>
        <pctVal>0.0113280594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Veracyte Inc.</name>
        <lei>N/A</lei>
        <title>VERACYTE INC COMMON STOCK USD.001</title>
        <cusip>92337F107</cusip>
        <identifiers>
          <isin value="US92337F1075"/>
          <ticker value="VCYT "/>
        </identifiers>
        <balance>13317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>319608</valUSD>
        <pctVal>0.0566391452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northern Oil and Gas Inc.</name>
        <lei>OKFF0PIZDDMNH4UCYE51</lei>
        <title>NORTHERN OIL AND GAS INC COMMON STOCK USD.001</title>
        <cusip>665531109</cusip>
        <identifiers>
          <isin value="US6655311099"/>
          <ticker value="NOG "/>
        </identifiers>
        <balance>84230</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165090.8</valUSD>
        <pctVal>0.0292564698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="159984.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Northfield Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>NORTHFIELD BANCORP INC COMMON STOCK USD.01</title>
        <cusip>66611T108</cusip>
        <identifiers>
          <isin value="US66611T1088"/>
          <ticker value="NFBK "/>
        </identifiers>
        <balance>13745</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220744.7</valUSD>
        <pctVal>0.0391191432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northrim BanCorp Inc.</name>
        <lei>N/A</lei>
        <title>NORTHRIM BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>666762109</cusip>
        <identifiers>
          <isin value="US6667621097"/>
          <ticker value="NRIM "/>
        </identifiers>
        <balance>2275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90249.25</valUSD>
        <pctVal>0.0159934682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Northwest Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>NORTHWEST BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>667340103</cusip>
        <identifiers>
          <isin value="US6673401039"/>
          <ticker value="NWBI "/>
        </identifiers>
        <balance>28056</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>459837.84</valUSD>
        <pctVal>0.0814898945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verint Systems Inc.</name>
        <lei>549300KEQJS5FRVUCO94</lei>
        <title>VERINT SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>92343X100</cusip>
        <identifiers>
          <isin value="US92343X1000"/>
          <ticker value="VRNT "/>
        </identifiers>
        <balance>18560</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>793996.8</valUSD>
        <pctVal>0.1407076796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Veritex Holdings Inc.</name>
        <lei>549300F3SMOML02SC814</lei>
        <title>VERITEX HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>923451108</cusip>
        <identifiers>
          <isin value="US9234511080"/>
          <ticker value="VBTX "/>
        </identifiers>
        <balance>14920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>362033.8</valUSD>
        <pctVal>0.0641576086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bryn Mawr Bank Corporation</name>
        <lei>4NOIGQXI7NPP6IUQF087</lei>
        <title>BRYN MAWR BANK CORP COMMON STOCK USD1.0</title>
        <cusip>117665109</cusip>
        <identifiers>
          <isin value="US1176651099"/>
          <ticker value="BMTC "/>
        </identifiers>
        <balance>5828</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212780.28</valUSD>
        <pctVal>0.0377077332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Buckle Inc.</name>
        <lei>N/A</lei>
        <title>BUCKLE INC/THE COMMON STOCK USD.01</title>
        <cusip>118440106</cusip>
        <identifiers>
          <isin value="US1184401065"/>
          <ticker value="BKE "/>
        </identifiers>
        <balance>8269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170341.4</valUSD>
        <pctVal>0.0301869518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="162486.000000000000"/>
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      <invstOrSec>
        <name>Builders FirstSource Inc.</name>
        <lei>549300W0SKP6L3H7DP63</lei>
        <title>BUILDERS FIRSTSOURCE INC COMMON STOCK USD.01</title>
        <cusip>12008R107</cusip>
        <identifiers>
          <isin value="US12008R1077"/>
          <ticker value="BLDR "/>
        </identifiers>
        <balance>32657</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>671917.78</valUSD>
        <pctVal>0.1190735173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Business First Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>BUSINESS FIRST BANCSHARES INC COMMON STOCK USD1.0</title>
        <cusip>12326C105</cusip>
        <identifiers>
          <isin value="US12326C1053"/>
          <ticker value="BFST "/>
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        <balance>3271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79812.4</valUSD>
        <pctVal>0.0141439079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Byline Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>BYLINE BANCORP INC COMMON STOCK USD.01</title>
        <cusip>124411109</cusip>
        <identifiers>
          <isin value="US1244111092"/>
          <ticker value="BY "/>
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        <balance>6969</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124605.72</valUSD>
        <pctVal>0.0220819300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CandF Financial Corporation</name>
        <lei>549300VFPAZLNS1R0361</lei>
        <title>CandF FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>12466Q104</cusip>
        <identifiers>
          <isin value="US12466Q1040"/>
          <ticker value="CFFI "/>
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        <balance>1090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57399.4</valUSD>
        <pctVal>0.0101720012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northwest Natural Holding Company</name>
        <lei>N/A</lei>
        <title>NORTHWEST NATURAL HOLDING CO COMMON STOCK</title>
        <cusip>66765N105</cusip>
        <identifiers>
          <isin value="US66765N1054"/>
          <ticker value="NWN "/>
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        <balance>8259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>589197.06</valUSD>
        <pctVal>0.1044142132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Northwest Pipe Company</name>
        <lei>54930056VW2CRCZ9RE54</lei>
        <title>NORTHWEST PIPE CO COMMON STOCK USD.01</title>
        <cusip>667746101</cusip>
        <identifiers>
          <isin value="US6677461013"/>
          <ticker value="NWPX "/>
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        <balance>3163</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89038.45</valUSD>
        <pctVal>0.0157788970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Veritiv Corporation</name>
        <lei>N/A</lei>
        <title>VERITIV CORP COMMON STOCK USD.01</title>
        <cusip>923454102</cusip>
        <identifiers>
          <isin value="US9234541020"/>
          <ticker value="VRTV "/>
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        <balance>4039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73025.12</valUSD>
        <pctVal>0.0129411040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Vericel Corporation</name>
        <lei>54930076YM3PLTDR4B91</lei>
        <title>VERICEL CORP COMMON STOCK</title>
        <cusip>92346J108</cusip>
        <identifiers>
          <isin value="US92346J1088"/>
          <ticker value="VCEL "/>
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        <balance>12752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193065.28</valUSD>
        <pctVal>0.0342139509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAI International Inc.</name>
        <lei>549300XR4I3ZRKKVBZ43</lei>
        <title>CAI INTERNATIONAL INC COMMON STOCK USD.0001</title>
        <cusip>12477X106</cusip>
        <identifiers>
          <isin value="US12477X1063"/>
          <ticker value="CAI "/>
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        <balance>4822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104974.94</valUSD>
        <pctVal>0.0186030727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBIZ Inc.</name>
        <lei>N/A</lei>
        <title>CBIZ INC COMMON STOCK USD.01</title>
        <cusip>124805102</cusip>
        <identifiers>
          <isin value="US1248051021"/>
          <ticker value="CBZ "/>
        </identifiers>
        <balance>14572</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342442</valUSD>
        <pctVal>0.0606856592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Imperial Logistics Limited</name>
        <lei>N/A</lei>
        <title>IMPERIAL HOLDINGS CALL EXP 11APR19</title>
        <cusip>924UPG906</cusip>
        <identifiers>
          <isin value="ZAE000067211"/>
          <ticker value="924UPG906"/>
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        <balance>1261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EMIN RUSSELL 2000 1219</name>
        <lei>N/A</lei>
        <title>EMIN RUSSELL 2000 1219</title>
        <cusip>ADI197642</cusip>
        <identifiers>
          <isin value="BBG00LYNJMV2"/>
          <ticker value="RTYZ9"/>
        </identifiers>
        <balance>214</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-569123.34</valUSD>
        <pctVal>-0.1008568606</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CME</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Russell 2000 Index</indexName>
                <indexIdentifier>RTY</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <expDate>2019-12-20</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>-569123.340000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NorthWestern Corporation</name>
        <lei>3BPWMBHR1R9SHUN7J795</lei>
        <title>NORTHWESTERN CORP COMMON STOCK USD.01</title>
        <cusip>668074305</cusip>
        <identifiers>
          <isin value="US6680743050"/>
          <ticker value="NWE "/>
        </identifiers>
        <balance>14248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1069312.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norwood Financial Corp.</name>
        <lei>N/A</lei>
        <title>NORWOOD FINANCIAL CORP COMMON STOCK USD.1</title>
        <cusip>669549107</cusip>
        <identifiers>
          <isin value="US6695491075"/>
          <ticker value="NWFL "/>
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        <balance>1939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61291.79</valUSD>
        <pctVal>0.0108617888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apellis Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>APELLIS PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>03753U106</cusip>
        <identifiers>
          <isin value="US03753U1060"/>
          <ticker value="APLS "/>
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        <balance>13981</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>336802.29</valUSD>
        <pctVal>0.0596862213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apogee Enterprises Inc.</name>
        <lei>549300579S7QW8V4IJ60</lei>
        <title>APOGEE ENTERPRISES INC COMMON STOCK USD.333</title>
        <cusip>037598109</cusip>
        <identifiers>
          <isin value="US0375981091"/>
          <ticker value="APOG "/>
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        <balance>7494</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292191.06</valUSD>
        <pctVal>0.0517804682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBTX Inc</name>
        <lei>N/A</lei>
        <title>CBTX INC COMMON STOCK USD.01</title>
        <cusip>12481V104</cusip>
        <identifiers>
          <isin value="US12481V1044"/>
          <ticker value="CBTX "/>
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        <balance>5366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149604.08</valUSD>
        <pctVal>0.0265119997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CBL and Associates Properties Inc.</name>
        <lei>N/A</lei>
        <title>CBL and ASSOCIATES PROPERTIES IN REIT USD.01</title>
        <cusip>124830100</cusip>
        <identifiers>
          <isin value="US1248301004"/>
          <ticker value="CBL "/>
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        <balance>58601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75595.29</valUSD>
        <pctVal>0.0133965752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barrett Business Services Inc.</name>
        <lei>N/A</lei>
        <title>BARRETT BUSINESS SERVICES INC COMMON STOCK USD.01</title>
        <cusip>068463108</cusip>
        <identifiers>
          <isin value="US0684631080"/>
          <ticker value="BBSI "/>
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        <balance>2090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185633.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bassett Furniture Industries Incorporated</name>
        <lei>N/A</lei>
        <title>BASSETT FURNITURE INDUSTRIES I COMMON STOCK USD5.0</title>
        <cusip>070203104</cusip>
        <identifiers>
          <isin value="US0702031040"/>
          <ticker value="BSET "/>
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        <balance>3478</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53213.4</valUSD>
        <pctVal>0.0094301816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apollo Commercial Real Estate Finance Inc.</name>
        <lei>N/A</lei>
        <title>APOLLO COMMERCIAL REAL ESTATE REIT USD.01</title>
        <cusip>03762U105</cusip>
        <identifiers>
          <isin value="US03762U1051"/>
          <ticker value="ARI "/>
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        <balance>41731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>799983.27</valUSD>
        <pctVal>0.1417685684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apollo Medical Holdings Inc.</name>
        <lei>N/A</lei>
        <title>APOLLO MEDICAL HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>03763A207</cusip>
        <identifiers>
          <isin value="US03763A2078"/>
          <ticker value="AMEH "/>
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        <balance>7528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132643.36</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="139278.000000000000"/>
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      <invstOrSec>
        <name>Omnicell Inc.</name>
        <lei>5493008RH0GTKHHPZI77</lei>
        <title>OMNICELL INC COMMON STOCK USD.001</title>
        <cusip>68213N109</cusip>
        <identifiers>
          <isin value="US68213N1090"/>
          <ticker value="OMCL "/>
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        <balance>11642</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>841367.34</valUSD>
        <pctVal>0.1491024222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Omeros Corporation</name>
        <lei>549300CJWLXX2MXVVV71</lei>
        <title>OMEROS CORP COMMON STOCK USD.01</title>
        <cusip>682143102</cusip>
        <identifiers>
          <isin value="US6821431029"/>
          <ticker value="OMER "/>
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        <balance>13642</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222773.86</valUSD>
        <pctVal>0.0394787396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="222345.000000000000"/>
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      <invstOrSec>
        <name>On Deck Capital Inc.</name>
        <lei>N/A</lei>
        <title>ON DECK CAPITAL INC COMMON STOCK USD.005</title>
        <cusip>682163100</cusip>
        <identifiers>
          <isin value="US6821631008"/>
          <ticker value="ONDK "/>
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        <balance>20120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67603.2</valUSD>
        <pctVal>0.0119802616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONE Gas Inc.</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>ONE GAS INC COMMON STOCK</title>
        <cusip>68235P108</cusip>
        <identifiers>
          <isin value="US68235P1084"/>
          <ticker value="OGS "/>
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        <balance>14708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1413585.88</valUSD>
        <pctVal>0.2505077969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Appian Corporation</name>
        <lei>N/A</lei>
        <title>APPIAN CORP COMMON STOCK USD.0001</title>
        <cusip>03782L101</cusip>
        <identifiers>
          <isin value="US03782L1017"/>
          <ticker value="APPN "/>
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        <balance>8913</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423367.5</valUSD>
        <pctVal>0.0750268245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Appfolio Inc.</name>
        <lei>N/A</lei>
        <title>APPFOLIO INC COMMON STOCK USD.0001</title>
        <cusip>03783C100</cusip>
        <identifiers>
          <isin value="US03783C1009"/>
          <ticker value="APPF "/>
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        <balance>4326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>411575.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CECO Environmental Corp.</name>
        <lei>5493002CZCTL4HGLIY91</lei>
        <title>CECO ENVIRONMENTAL CORP COMMON STOCK USD.01</title>
        <cusip>125141101</cusip>
        <identifiers>
          <isin value="US1251411013"/>
          <ticker value="CECE "/>
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        <balance>9597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67035.05</valUSD>
        <pctVal>0.0118795773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dril-Quip Inc.</name>
        <lei>N/A</lei>
        <title>DRIL-QUIP INC COMMON STOCK USD.01</title>
        <cusip>262037104</cusip>
        <identifiers>
          <isin value="US2620371045"/>
          <ticker value="DRQ "/>
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        <balance>10306</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>517155.08</valUSD>
        <pctVal>0.0916473357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>One Liberty Properties Inc.</name>
        <lei>N/A</lei>
        <title>ONE LIBERTY PROPERTIES INC REIT USD1.0</title>
        <cusip>682406103</cusip>
        <identifiers>
          <isin value="US6824061039"/>
          <ticker value="OLP "/>
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        <balance>4892</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134676.76</valUSD>
        <pctVal>0.0238666634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>1-800-Flowers.Com Inc.</name>
        <lei>N/A</lei>
        <title>1-800-FLOWERS.COM INC COMMON STOCK USD.01</title>
        <cusip>68243Q106</cusip>
        <identifiers>
          <isin value="US68243Q1067"/>
          <ticker value="FLWS "/>
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        <balance>7054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104363.93</valUSD>
        <pctVal>0.0184947930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Applied Industrial Technologies Inc.</name>
        <lei>549300NU173IJRC6PO38</lei>
        <title>APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK</title>
        <cusip>03820C105</cusip>
        <identifiers>
          <isin value="US03820C1053"/>
          <ticker value="AIT "/>
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        <balance>10917</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>620085.6</valUSD>
        <pctVal>0.1098881078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Applied Optoelectronics Inc.</name>
        <lei>N/A</lei>
        <title>APPLIED OPTOELECTRONICS INC COMMON STOCK USD.001</title>
        <cusip>03823U102</cusip>
        <identifiers>
          <isin value="US03823U1025"/>
          <ticker value="AAOI "/>
        </identifiers>
        <balance>5721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64189.62</valUSD>
        <pctVal>0.0113753261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="61573.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Baycom Corp</name>
        <lei>N/A</lei>
        <title>BAYCOM CORP COMMON STOCK</title>
        <cusip>07272M107</cusip>
        <identifiers>
          <isin value="US07272M1071"/>
          <ticker value="BCML "/>
        </identifiers>
        <balance>3332</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75669.72</valUSD>
        <pctVal>0.0134097653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Beacon Roofing Supply Inc.</name>
        <lei>549300HDXQWWCBOYXP31</lei>
        <title>BEACON ROOFING SUPPLY INC COMMON STOCK USD.01</title>
        <cusip>073685109</cusip>
        <identifiers>
          <isin value="US0736851090"/>
          <ticker value="BECN "/>
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        <balance>19315</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>647631.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Beazer Homes USA Inc.</name>
        <lei>549300DUPYT2T0F60I45</lei>
        <title>BEAZER HOMES USA INC COMMON STOCK USD.001</title>
        <cusip>07556Q881</cusip>
        <identifiers>
          <isin value="US07556Q8814"/>
          <ticker value="BZH "/>
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        <balance>8459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126039.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bed Bath and Beyond Inc.</name>
        <lei>N/A</lei>
        <title>BED BATH and BEYOND INC COMMON STOCK USD.01</title>
        <cusip>075896100</cusip>
        <identifiers>
          <isin value="US0758961009"/>
          <ticker value="BBBY "/>
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        <balance>34679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368984.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="334180.000000000000"/>
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      <invstOrSec>
        <name>OneSpan Inc.</name>
        <lei>549300D67QDZG593UX89</lei>
        <title>ONESPAN INC COMMON STOCK USD.001</title>
        <cusip>68287N100</cusip>
        <identifiers>
          <isin value="US68287N1000"/>
          <ticker value="OSPN "/>
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        <balance>9578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138881</valUSD>
        <pctVal>0.0246117154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ooma Inc.</name>
        <lei>N/A</lei>
        <title>OOMA INC COMMON STOCK USD.0001</title>
        <cusip>683416101</cusip>
        <identifiers>
          <isin value="US6834161019"/>
          <ticker value="OOMA "/>
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        <balance>6271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65218.4</valUSD>
        <pctVal>0.0115576407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Drive Shack Inc.</name>
        <lei>549300BOELL93IDPTJ73</lei>
        <title>DRIVE SHACK INC COMMON STOCK USD.01</title>
        <cusip>262077100</cusip>
        <identifiers>
          <isin value="US2620771004"/>
          <ticker value="DS "/>
        </identifiers>
        <balance>19214</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82812.34</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ducommun Incorporated</name>
        <lei>549300Z71HMWF90S2214</lei>
        <title>DUCOMMUN INC COMMON STOCK USD.01</title>
        <cusip>264147109</cusip>
        <identifiers>
          <isin value="US2641471097"/>
          <ticker value="DCO "/>
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        <balance>3207</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135976.8</valUSD>
        <pctVal>0.0240970493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Apyx Medical Corporation</name>
        <lei>N/A</lei>
        <title>APYX MEDICAL CORP COMMON STOCK USD.001</title>
        <cusip>03837C106</cusip>
        <identifiers>
          <isin value="US03837C1062"/>
          <ticker value="APYX "/>
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        <balance>10396</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70380.92</valUSD>
        <pctVal>0.0124725137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ArcBest Corporation</name>
        <lei>5493006S3KBNE8ZS3J23</lei>
        <title>ARCBEST CORP COMMON STOCK USD.01</title>
        <cusip>03937C105</cusip>
        <identifiers>
          <isin value="US03937C1053"/>
          <ticker value="ARCB "/>
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        <balance>7483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227857.35</valUSD>
        <pctVal>0.0403796073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bel Fuse Inc.</name>
        <lei>N/A</lei>
        <title>BEL FUSE INC COMMON STOCK USD.1</title>
        <cusip>077347300</cusip>
        <identifiers>
          <isin value="US0773473006"/>
          <ticker value="BELFB "/>
        </identifiers>
        <balance>3220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48396.6</valUSD>
        <pctVal>0.0085765752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Belden Inc.</name>
        <lei>68BKYO1JC791TTJHUE82</lei>
        <title>BELDEN INC COMMON STOCK USD.01</title>
        <cusip>077454106</cusip>
        <identifiers>
          <isin value="US0774541066"/>
          <ticker value="BDC "/>
        </identifiers>
        <balance>11082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>591113.88</valUSD>
        <pctVal>0.1047539013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arch Coal Inc.</name>
        <lei>W47HVZ7Q6FXL86RELH91</lei>
        <title>ARCH COAL INC COMMON STOCK USD.01</title>
        <cusip>039380407</cusip>
        <identifiers>
          <isin value="US0393804077"/>
          <ticker value="ARCH "/>
        </identifiers>
        <balance>4569</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339019.8</valUSD>
        <pctVal>0.0600791960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="326250.000000000000"/>
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      <invstOrSec>
        <name>Central Garden and Pet Company</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>CENTRAL GARDEN and PET CO COMMON STOCK USD.01</title>
        <cusip>153527205</cusip>
        <identifiers>
          <isin value="US1535272058"/>
          <ticker value="CENTA "/>
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        <balance>11366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>315122.35</valUSD>
        <pctVal>0.0558442234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Benchmark Electronics Inc.</name>
        <lei>549300W18RHYZOZKOP53</lei>
        <title>BENCHMARK ELECTRONICS INC COMMON STOCK USD.1</title>
        <cusip>08160H101</cusip>
        <identifiers>
          <isin value="US08160H1014"/>
          <ticker value="BHE "/>
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        <balance>10588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>307687.28</valUSD>
        <pctVal>0.0545266218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Benefitfocus Inc.</name>
        <lei>N/A</lei>
        <title>BENEFITFOCUS INC COMMON STOCK USD.001</title>
        <cusip>08180D106</cusip>
        <identifiers>
          <isin value="US08180D1063"/>
          <ticker value="BNFT "/>
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        <balance>8600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>204766</valUSD>
        <pctVal>0.0362874872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Duluth Holdings Inc.</name>
        <lei>549300B6G8G3WGHFYU15</lei>
        <title>DULUTH HOLDINGS INC COMMON STOCK</title>
        <cusip>26443V101</cusip>
        <identifiers>
          <isin value="US26443V1017"/>
          <ticker value="DLTH "/>
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        <balance>3389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28738.72</valUSD>
        <pctVal>0.0050929155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dycom Industries Inc.</name>
        <lei>549300F56EKTHQI3WT60</lei>
        <title>DYCOM INDUSTRIES INC COMMON STOCK USD.333</title>
        <cusip>267475101</cusip>
        <identifiers>
          <isin value="US2674751019"/>
          <ticker value="DY "/>
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        <balance>8678</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>443011.9</valUSD>
        <pctVal>0.0785080954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dynavax Technologies Corporation</name>
        <lei>549300T5URIXWDILX594</lei>
        <title>DYNAVAX TECHNOLOGIES CORP COMMON STOCK USD.001</title>
        <cusip>268158201</cusip>
        <identifiers>
          <isin value="US2681582019"/>
          <ticker value="DVAX "/>
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        <balance>24025</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85889.38</valUSD>
        <pctVal>0.0152208364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dynex Capital Inc.</name>
        <lei>5CIJ4S9HAEBWILA19B65</lei>
        <title>DYNEX CAPITAL INC REIT USD.01</title>
        <cusip>26817Q886</cusip>
        <identifiers>
          <isin value="US26817Q8868"/>
          <ticker value="DX"/>
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        <balance>7535</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111367.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berkshire Hills Bancorp Inc.</name>
        <lei>549300AS2OC6UMMBNO37</lei>
        <title>BERKSHIRE HILLS BANCORP INC COMMON STOCK USD.01</title>
        <cusip>084680107</cusip>
        <identifiers>
          <isin value="US0846801076"/>
          <ticker value="BHLB "/>
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        <balance>13048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382175.92</valUSD>
        <pctVal>0.0677270827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Berry Petroleum Corporation</name>
        <lei>N/A</lei>
        <title>BERRY PETROLEUM CORP COMMON STOCK USD.001</title>
        <cusip>08579X101</cusip>
        <identifiers>
          <isin value="US08579X1019"/>
          <ticker value="BRY "/>
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        <balance>18585</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173955.6</valUSD>
        <pctVal>0.0308274401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Central Pacific Financial Corp.</name>
        <lei>N/A</lei>
        <title>CENTRAL PACIFIC FINANCIAL CORP COMMON STOCK</title>
        <cusip>154760409</cusip>
        <identifiers>
          <isin value="US1547604090"/>
          <ticker value="CPF "/>
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        <balance>7758</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220327.2</valUSD>
        <pctVal>0.0390451562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Central Valley Community Bancorp</name>
        <lei>N/A</lei>
        <title>CENTRAL VALLEY COMMUNITY BANCO COMMON STOCK</title>
        <cusip>155685100</cusip>
        <identifiers>
          <isin value="US1556851004"/>
          <ticker value="CVCY "/>
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        <balance>3572</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72690.2</valUSD>
        <pctVal>0.0128817514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>e.l.f. Beauty Inc.</name>
        <lei>549300U2K9TCON25C029</lei>
        <title>ELF BEAUTY INC COMMON STOCK USD.01</title>
        <cusip>26856L103</cusip>
        <identifiers>
          <isin value="US26856L1035"/>
          <ticker value="ELF "/>
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        <balance>7520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131675.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>El Pollo Loco Holdings Inc.</name>
        <lei>549300EZCBNF4G707K90</lei>
        <title>EL POLLO LOCO HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>268603107</cusip>
        <identifiers>
          <isin value="US2686031079"/>
          <ticker value="LOCO "/>
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        <balance>6554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71831.84</valUSD>
        <pctVal>0.0127296376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPKO Health Inc.</name>
        <lei>N/A</lei>
        <title>OPKO HEALTH INC COMMON STOCK USD.01</title>
        <cusip>68375N103</cusip>
        <identifiers>
          <isin value="US68375N1037"/>
          <ticker value="OPK "/>
        </identifiers>
        <balance>98990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206889.1</valUSD>
        <pctVal>0.0366637311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="202446.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Oppenheimer Holdings Inc.</name>
        <lei>N/A</lei>
        <title>OPPENHEIMER HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>683797104</cusip>
        <identifiers>
          <isin value="US6837971042"/>
          <ticker value="OPY "/>
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        <balance>3092</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92945.52</valUSD>
        <pctVal>0.0164712861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Century Aluminum Company</name>
        <lei>549300U5ODNGEYWKSW73</lei>
        <title>CENTURY ALUMINUM CO COMMON STOCK USD.01</title>
        <cusip>156431108</cusip>
        <identifiers>
          <isin value="US1564311082"/>
          <ticker value="CENX "/>
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        <balance>15305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101548.68</valUSD>
        <pctVal>0.0179958901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Century Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>CENTURY BANCORP INC/MA COMMON STOCK USD1.0</title>
        <cusip>156432106</cusip>
        <identifiers>
          <isin value="US1564321065"/>
          <ticker value="CNBKA "/>
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        <balance>952</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83395.2</valUSD>
        <pctVal>0.0147788317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Opus Bank</name>
        <lei>5493002PJJERLWZ9O392</lei>
        <title>OPUS BANK COMMON STOCK</title>
        <cusip>684000102</cusip>
        <identifiers>
          <isin value="US6840001027"/>
          <ticker value="OPB "/>
        </identifiers>
        <balance>6466</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140764.82</valUSD>
        <pctVal>0.0249455554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OptimizeRx Corporation</name>
        <lei>N/A</lei>
        <title>OPTIMIZERX CORP COMMON STOCK USD.001</title>
        <cusip>68401U204</cusip>
        <identifiers>
          <isin value="US68401U2042"/>
          <ticker value="OPRX "/>
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        <balance>3815</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55241.2</valUSD>
        <pctVal>0.0097895370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Century Casinos Inc.</name>
        <lei>549300H2L4Y24HXY7M50</lei>
        <title>CENTURY CASINOS INC COMMON STOCK USD.01</title>
        <cusip>156492100</cusip>
        <identifiers>
          <isin value="US1564921005"/>
          <ticker value="CNTY "/>
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        <balance>9470</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73203.1</valUSD>
        <pctVal>0.0129726447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Century Communities Inc.</name>
        <lei>N/A</lei>
        <title>CENTURY COMMUNITIES INC COMMON STOCK USD.01</title>
        <cusip>156504300</cusip>
        <identifiers>
          <isin value="US1565043007"/>
          <ticker value="CCS "/>
        </identifiers>
        <balance>7317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224119.71</valUSD>
        <pctVal>0.0397172436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Big Lots Inc.</name>
        <lei>N/A</lei>
        <title>BIG LOTS INC COMMON STOCK USD.01</title>
        <cusip>089302103</cusip>
        <identifiers>
          <isin value="US0893021032"/>
          <ticker value="BIG "/>
        </identifiers>
        <balance>11081</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271484.5</valUSD>
        <pctVal>0.0481109673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BioCryst Pharmaceuticals Inc.</name>
        <lei>549300Z0INP1Z5NP6J59</lei>
        <title>BIOCRYST PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>09058V103</cusip>
        <identifiers>
          <isin value="US09058V1035"/>
          <ticker value="BCRX "/>
        </identifiers>
        <balance>33419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95745.44</valUSD>
        <pctVal>0.0169674723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Era Group Inc.</name>
        <lei>5493005Q24EN3UC1PV68</lei>
        <title>ERA GROUP INC COMMON STOCK USD.01</title>
        <cusip>26885G109</cusip>
        <identifiers>
          <isin value="US26885G1094"/>
          <ticker value="ERA "/>
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        <balance>6027</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63645.12</valUSD>
        <pctVal>0.0112788328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eagle Bancorp Inc.</name>
        <lei>549300B47NZODRMG3D47</lei>
        <title>EAGLE BANCORP INC COMMON STOCK USD.01</title>
        <cusip>268948106</cusip>
        <identifiers>
          <isin value="US2689481065"/>
          <ticker value="EGBN "/>
        </identifiers>
        <balance>9527</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>425094.74</valUSD>
        <pctVal>0.0753329163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BioDelivery Sciences International Inc.</name>
        <lei>N/A</lei>
        <title>BIODELIVERY SCIENCES INTERNATI COMMON STOCK USD.001</title>
        <cusip>09060J106</cusip>
        <identifiers>
          <isin value="US09060J1060"/>
          <ticker value="BDSI "/>
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        <balance>24910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104871.1</valUSD>
        <pctVal>0.0185846708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BioTelemetry Inc.</name>
        <lei>N/A</lei>
        <title>BIOTELEMETRY INC COMMON STOCK USD.001</title>
        <cusip>090672106</cusip>
        <identifiers>
          <isin value="US0906721065"/>
          <ticker value="BEAT "/>
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        <balance>9515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>387545.95</valUSD>
        <pctVal>0.0686787294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GMS Inc.</name>
        <lei>N/A</lei>
        <title>GMS INC COMMON STOCK USD.01</title>
        <cusip>36251C103</cusip>
        <identifiers>
          <isin value="US36251C1036"/>
          <ticker value="GMS "/>
        </identifiers>
        <balance>9193</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>264022.96</valUSD>
        <pctVal>0.0467886748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Galectin Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>GALECTIN THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>363225202</cusip>
        <identifiers>
          <isin value="US3632252025"/>
          <ticker value="GALT "/>
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        <balance>11899</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43669.33</valUSD>
        <pctVal>0.0077388348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cerus Corporation</name>
        <lei>N/A</lei>
        <title>CERUS CORP COMMON STOCK USD.001</title>
        <cusip>157085101</cusip>
        <identifiers>
          <isin value="US1570851014"/>
          <ticker value="CERS "/>
        </identifiers>
        <balance>39900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205684.5</valUSD>
        <pctVal>0.0364502586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CEVA Inc.</name>
        <lei>N/A</lei>
        <title>CEVA INC COMMON STOCK USD.001</title>
        <cusip>157210105</cusip>
        <identifiers>
          <isin value="US1572101053"/>
          <ticker value="CEVA "/>
        </identifiers>
        <balance>6476</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193373.36</valUSD>
        <pctVal>0.0342685472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PCB Bancorp</name>
        <lei>N/A</lei>
        <title>PCB BANCORP COMMON STOCK</title>
        <cusip>69320M109</cusip>
        <identifiers>
          <isin value="US69320M1099"/>
          <ticker value="PCB"/>
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        <balance>3839</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63151.55</valUSD>
        <pctVal>0.0111913651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PCSB Financial Corporation</name>
        <lei>N/A</lei>
        <title>PCSB FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>69324R104</cusip>
        <identifiers>
          <isin value="US69324R1041"/>
          <ticker value="PCSB "/>
        </identifiers>
        <balance>4981</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99570.19</valUSD>
        <pctVal>0.0176452731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BioSig Technologies Inc.</name>
        <lei>N/A</lei>
        <title>BIOSIG TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>09073N201</cusip>
        <identifiers>
          <isin value="US09073N2018"/>
          <ticker value="BSGM "/>
        </identifiers>
        <balance>5307</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43782.75</valUSD>
        <pctVal>0.0077589345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="42380.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BioSpecifics Technologies Corp.</name>
        <lei>N/A</lei>
        <title>BIOSPECIFICS TECHNOLOGIES CORP COMMON STOCK USD.001</title>
        <cusip>090931106</cusip>
        <identifiers>
          <isin value="US0909311062"/>
          <ticker value="BSTC "/>
        </identifiers>
        <balance>1875</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100350</valUSD>
        <pctVal>0.0177834667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GameStop Corp.</name>
        <lei>549300505KLOET039L77</lei>
        <title>GAMESTOP CORP COMMON STOCK USD.001</title>
        <cusip>36467W109</cusip>
        <identifiers>
          <isin value="US36467W1099"/>
          <ticker value="GME "/>
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        <balance>25768</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142239.36</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Gannett Co. Inc.</name>
        <lei>549300S74UKH4O12NI89</lei>
        <title>GANNETT CO INC COMMON STOCK USD.01</title>
        <cusip>36473H104</cusip>
        <identifiers>
          <isin value="US36473H1041"/>
          <ticker value="GCI "/>
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        <balance>30438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326904.12</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BJ's Restaurants Inc.</name>
        <lei>N/A</lei>
        <title>BJ'S RESTAURANTS INC COMMON STOCK</title>
        <cusip>09180C106</cusip>
        <identifiers>
          <isin value="US09180C1062"/>
          <ticker value="BJRI "/>
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        <balance>5977</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232146.68</valUSD>
        <pctVal>0.0411397384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Black Hills Corporation</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>BLACK HILLS CORP COMMON STOCK USD1.0</title>
        <cusip>092113109</cusip>
        <identifiers>
          <isin value="US0921131092"/>
          <ticker value="BKH "/>
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        <balance>17063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1309243.99</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PDC Energy Inc.</name>
        <lei>5493008W8H2T511J5Y59</lei>
        <title>PDC ENERGY INC COMMON STOCK USD.01</title>
        <cusip>69327R101</cusip>
        <identifiers>
          <isin value="US69327R1014"/>
          <ticker value="PDCE "/>
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        <balance>18207</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>505244.25</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PDF Solutions Inc.</name>
        <lei>549300GMSP6MROFBI160</lei>
        <title>PDF SOLUTIONS INC COMMON STOCK USD.00015</title>
        <cusip>693282105</cusip>
        <identifiers>
          <isin value="US6932821050"/>
          <ticker value="PDFS "/>
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        <balance>8641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112937.87</valUSD>
        <pctVal>0.0200142187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>ChannelAdvisor Corporation</name>
        <lei>549300KE5CWXBSGWXT83</lei>
        <title>CHANNELADVISOR CORP COMMON STOCK USD.001</title>
        <cusip>159179100</cusip>
        <identifiers>
          <isin value="US1591791009"/>
          <ticker value="ECOM "/>
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        <balance>8314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77569.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chart Industries Inc.</name>
        <lei>EM7QGKC1GYOF3LSZSL80</lei>
        <title>CHART INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>16115Q308</cusip>
        <identifiers>
          <isin value="US16115Q3083"/>
          <ticker value="GTLS "/>
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        <balance>10097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>629648.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PDL BioPharma Inc.</name>
        <lei>FE4K0NQFI4D86DSOL165</lei>
        <title>PDL BIOPHARMA INC COMMON STOCK USD.01</title>
        <cusip>69329Y104</cusip>
        <identifiers>
          <isin value="US69329Y1047"/>
          <ticker value="PDLI "/>
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        <balance>35507</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76695.12</valUSD>
        <pctVal>0.0135914809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PICO Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PICO HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>693366205</cusip>
        <identifiers>
          <isin value="US6933662057"/>
          <ticker value="PICO "/>
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        <balance>7231</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72960.79</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackbaud Inc.</name>
        <lei>54930056X3HKFMNG3754</lei>
        <title>BLACKBAUD INC COMMON STOCK USD.001</title>
        <cusip>09227Q100</cusip>
        <identifiers>
          <isin value="US09227Q1004"/>
          <ticker value="BLKB "/>
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        <balance>13900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1255726</valUSD>
        <pctVal>0.2225327504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackLine Inc.</name>
        <lei>N/A</lei>
        <title>BLACKLINE INC COMMON STOCK USD.01</title>
        <cusip>09239B109</cusip>
        <identifiers>
          <isin value="US09239B1098"/>
          <ticker value="BL "/>
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        <balance>12166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>581656.46</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PGT Innovations Inc.</name>
        <lei>549300LRW9WM59C1S579</lei>
        <title>PGT INNOVATIONS INC COMMON STOCK USD.01</title>
        <cusip>69336V101</cusip>
        <identifiers>
          <isin value="US69336V1017"/>
          <ticker value="PGTI "/>
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        <balance>16261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280827.47</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PJT Partners Inc.</name>
        <lei>549300W3WBEQUBKYTN87</lei>
        <title>PJT PARTNERS INC COMMON STOCK</title>
        <cusip>69343T107</cusip>
        <identifiers>
          <isin value="US69343T1079"/>
          <ticker value="PJT "/>
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        <balance>6538</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266096.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Generac Holdings Inc.</name>
        <lei>N/A</lei>
        <title>GENERAC HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>368736104</cusip>
        <identifiers>
          <isin value="US3687361044"/>
          <ticker value="GNRC "/>
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        <balance>17275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1353323.5</valUSD>
        <pctVal>0.2398284344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Genesco Inc.</name>
        <lei>549300VY2Q511P1K5P56</lei>
        <title>GENESCO INC COMMON STOCK USD1.0</title>
        <cusip>371532102</cusip>
        <identifiers>
          <isin value="US3715321028"/>
          <ticker value="GCO "/>
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        <balance>4549</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182050.98</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Agricultural Mortgage Corporation</name>
        <lei>549300MS654K78GYF580</lei>
        <title>FEDERAL AGRICULTURAL MORTGAGE COMMON STOCK USD1.0</title>
        <cusip>313148306</cusip>
        <identifiers>
          <isin value="US3131483063"/>
          <ticker value="AGM "/>
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        <balance>2606</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212805.96</valUSD>
        <pctVal>0.0377122840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Global Blood Therapeutics Inc.</name>
        <lei>549300U4G0QKK99GRT15</lei>
        <title>GLOBAL BLOOD THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>37890U108</cusip>
        <identifiers>
          <isin value="US37890U1088"/>
          <ticker value="GBT "/>
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        <balance>16393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>795388.36</valUSD>
        <pctVal>0.1409542841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CorMedix Inc.</name>
        <lei>N/A</lei>
        <title>CORMEDIX INC COMMON STOCK USD.001</title>
        <cusip>21900C308</cusip>
        <identifiers>
          <isin value="US21900C3088"/>
          <ticker value="CRMD "/>
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        <balance>7244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46216.72</valUSD>
        <pctVal>0.0081902691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cornerstone Building Brands Inc.</name>
        <lei>549300IW41QEWQ6T0H29</lei>
        <title>CORNERSTONE BUILDING BRANDS IN COMMON STOCK USD.01</title>
        <cusip>21925D109</cusip>
        <identifiers>
          <isin value="US21925D1090"/>
          <ticker value="CNR "/>
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        <balance>13619</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82394.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNM Resources Inc.</name>
        <lei>5493003JOBJGLZSDDQ28</lei>
        <title>PNM RESOURCES INC COMMON STOCK</title>
        <cusip>69349H107</cusip>
        <identifiers>
          <isin value="US69349H1077"/>
          <ticker value="PNM "/>
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        <balance>22549</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1174351.92</valUSD>
        <pctVal>0.2081120902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRA Group Inc.</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRA GROUP INC COMMON STOCK USD.01</title>
        <cusip>69354N106</cusip>
        <identifiers>
          <isin value="US69354N1063"/>
          <ticker value="PRAA "/>
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        <balance>12986</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>438796.94</valUSD>
        <pctVal>0.0777611437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cornerstone OnDemand Inc.</name>
        <lei>549300Z402F16H5EGH48</lei>
        <title>CORNERSTONE ONDEMAND INC COMMON STOCK USD.0001</title>
        <cusip>21925Y103</cusip>
        <identifiers>
          <isin value="US21925Y1038"/>
          <ticker value="CSOD "/>
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        <balance>15987</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>876407.34</valUSD>
        <pctVal>0.1553120154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CorVel Corporation</name>
        <lei>N/A</lei>
        <title>CORVEL CORP COMMON STOCK USD.0001</title>
        <cusip>221006109</cusip>
        <identifiers>
          <isin value="US2210061097"/>
          <ticker value="CRVL "/>
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        <balance>2547</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>192807.9</valUSD>
        <pctVal>0.0341683395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covanta Holding Corporation</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>COVANTA HOLDING CORP COMMON STOCK USD.1</title>
        <cusip>22282E102</cusip>
        <identifiers>
          <isin value="US22282E1029"/>
          <ticker value="CVA "/>
        </identifiers>
        <balance>33700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>582673</valUSD>
        <pctVal>0.1032580557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covenant Transportation Group Inc.</name>
        <lei>N/A</lei>
        <title>COVENANT TRANSPORTATION GROUP COMMON STOCK USD.01</title>
        <cusip>22284P105</cusip>
        <identifiers>
          <isin value="US22284P1057"/>
          <ticker value="CVTI "/>
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        <balance>4071</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66927.24</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Global Net Lease Inc.</name>
        <lei>549300NUYANCT5SU8Z65</lei>
        <title>GLOBAL NET LEASE INC REIT USD.01</title>
        <cusip>379378201</cusip>
        <identifiers>
          <isin value="US3793782018"/>
          <ticker value="GNL "/>
        </identifiers>
        <balance>23745</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463027.5</valUSD>
        <pctVal>0.0820551482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Global Medical REIT Inc.</name>
        <lei>549300HFRIPQDYU3GU60</lei>
        <title>GLOBAL MEDICAL REIT INC REIT</title>
        <cusip>37954A204</cusip>
        <identifiers>
          <isin value="US37954A2042"/>
          <ticker value="GMRE "/>
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        <balance>9292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105928.8</valUSD>
        <pctVal>0.0187721105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cowen Inc.</name>
        <lei>5493008QI0EFC5WBED75</lei>
        <title>COWEN INC COMMON STOCK USD.01</title>
        <cusip>223622606</cusip>
        <identifiers>
          <isin value="US2236226062"/>
          <ticker value="COWN "/>
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        <balance>8401</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129291.39</valUSD>
        <pctVal>0.0229122982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cracker Barrel Old Country Store Inc.</name>
        <lei>8P4PHQIUWPIECBFBW745</lei>
        <title>CRACKER BARREL OLD COUNTRY STO COMMON STOCK USD.01</title>
        <cusip>22410J106</cusip>
        <identifiers>
          <isin value="US22410J1060"/>
          <ticker value="CBRL "/>
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        <balance>5421</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>881725.65</valUSD>
        <pctVal>0.1562544966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Globus Medical Inc.</name>
        <lei>N/A</lei>
        <title>GLOBUS MEDICAL INC COMMON STOCK USD.001</title>
        <cusip>379577208</cusip>
        <identifiers>
          <isin value="US3795772082"/>
          <ticker value="GMED "/>
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        <balance>21539</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1101073.68</valUSD>
        <pctVal>0.1951261297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Glu Mobile Inc.</name>
        <lei>N/A</lei>
        <title>GLU MOBILE INC COMMON STOCK USD.0001</title>
        <cusip>379890106</cusip>
        <identifiers>
          <isin value="US3798901068"/>
          <ticker value="GLUU "/>
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        <balance>33033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164834.67</valUSD>
        <pctVal>0.0292110799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GlycoMimetics Inc.</name>
        <lei>N/A</lei>
        <title>GLYCOMIMETICS INC COMMON STOCK USD.001</title>
        <cusip>38000Q102</cusip>
        <identifiers>
          <isin value="US38000Q1022"/>
          <ticker value="GLYC "/>
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        <balance>10373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44707.63</valUSD>
        <pctVal>0.0079228366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gogo Inc.</name>
        <lei>549300VL3DIHSFHYTO04</lei>
        <title>GOGO INC COMMON STOCK USD.0001</title>
        <cusip>38046C109</cusip>
        <identifiers>
          <isin value="US38046C1099"/>
          <ticker value="GOGO "/>
        </identifiers>
        <balance>16920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102027.6</valUSD>
        <pctVal>0.0180807616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="105711.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>eHealth Inc.</name>
        <lei>N/A</lei>
        <title>EHEALTH INC COMMON STOCK USD.001</title>
        <cusip>28238P109</cusip>
        <identifiers>
          <isin value="US28238P1093"/>
          <ticker value="EHTH "/>
        </identifiers>
        <balance>6384</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>426387.36</valUSD>
        <pctVal>0.0755619872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRGX Global Inc.</name>
        <lei>549300CW9XC4TUIK8161</lei>
        <title>PRGX GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>69357C503</cusip>
        <identifiers>
          <isin value="US69357C5031"/>
          <ticker value="PRGX "/>
        </identifiers>
        <balance>6733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34674.95</valUSD>
        <pctVal>0.0061449010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PS Business Parks Inc.</name>
        <lei>N/A</lei>
        <title>PS BUSINESS PARKS INC REIT USD.01</title>
        <cusip>69360J107</cusip>
        <identifiers>
          <isin value="US69360J1079"/>
          <ticker value="PSB "/>
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        <balance>5524</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1005091.8</valUSD>
        <pctVal>0.1781167568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Genie Energy Ltd.</name>
        <lei>N/A</lei>
        <title>GENIE ENERGY LTD COMMON STOCK</title>
        <cusip>372284208</cusip>
        <identifiers>
          <isin value="US3722842081"/>
          <ticker value="GNE "/>
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        <balance>5338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39821.48</valUSD>
        <pctVal>0.0070569403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GenMark Diagnostics Inc.</name>
        <lei>N/A</lei>
        <title>GENMARK DIAGNOSTICS INC COMMON STOCK USD.0001</title>
        <cusip>372309104</cusip>
        <identifiers>
          <isin value="US3723091043"/>
          <ticker value="GNMK "/>
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        <balance>16597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100577.82</valUSD>
        <pctVal>0.0178238397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Craft Brew Alliance Inc.</name>
        <lei>JJD4WAP2U5KDLYQQGZ83</lei>
        <title>CRAFT BREW ALLIANCE INC COMMON STOCK USD.005</title>
        <cusip>224122101</cusip>
        <identifiers>
          <isin value="US2241221017"/>
          <ticker value="BREW "/>
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        <balance>3945</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32309.55</valUSD>
        <pctVal>0.0057257181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crinetics Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>CRINETICS PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>22663K107</cusip>
        <identifiers>
          <isin value="US22663K1079"/>
          <ticker value="CRNX "/>
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        <balance>3370</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50684.8</valUSD>
        <pctVal>0.0089820773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="49740.000000000000"/>
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      <invstOrSec>
        <name>PTC Therapeutics Inc.</name>
        <lei>549300UJLWOIWFDGB318</lei>
        <title>PTC THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>69366J200</cusip>
        <identifiers>
          <isin value="US69366J2006"/>
          <ticker value="PTCT "/>
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        <balance>16376</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>553836.32</valUSD>
        <pctVal>0.0981477803</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pacific Biosciences of California Inc.</name>
        <lei>N/A</lei>
        <title>PACIFIC BIOSCI OF CALIFORNIA COMMON STOCK USD.0001</title>
        <cusip>69404D108</cusip>
        <identifiers>
          <isin value="US69404D1081"/>
          <ticker value="PACB "/>
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        <balance>40861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210842.76</valUSD>
        <pctVal>0.0373643767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eidos Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>EIDOS THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>28249H104</cusip>
        <identifiers>
          <isin value="US28249H1041"/>
          <ticker value="EIDX "/>
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        <balance>3270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117621.9</valUSD>
        <pctVal>0.0208442964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="120640.000000000000"/>
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      <invstOrSec>
        <name>Eiger BioPharmaceuticals Inc.</name>
        <lei>549300N6TVZB9N2Q9M78</lei>
        <title>EIGER BIOPHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>28249U105</cusip>
        <identifiers>
          <isin value="US28249U1051"/>
          <ticker value="EIGR "/>
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        <balance>7462</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76485.5</valUSD>
        <pctVal>0.0135543333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Genomic Health Inc.</name>
        <lei>N/A</lei>
        <title>GENOMIC HEALTH INC COMMON STOCK USD.0001</title>
        <cusip>37244C101</cusip>
        <identifiers>
          <isin value="US37244C1018"/>
          <ticker value="GHDX "/>
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        <balance>7735</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>524587.7</valUSD>
        <pctVal>0.0929645032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Genworth Financial Inc.</name>
        <lei>549300EMCG286BDNKJ33</lei>
        <title>GENWORTH FINANCIAL INC COMMON STOCK USD.001</title>
        <cusip>37247D106</cusip>
        <identifiers>
          <isin value="US37247D1063"/>
          <ticker value="GNW "/>
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        <balance>144078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>633943.2</valUSD>
        <pctVal>0.1123438743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pacific Premier Bancorp Inc.</name>
        <lei>549300Q1KIC3KLI0XG98</lei>
        <title>PACIFIC PREMIER BANCORP INC COMMON STOCK USD.01</title>
        <cusip>69478X105</cusip>
        <identifiers>
          <isin value="US69478X1054"/>
          <ticker value="PPBI "/>
        </identifiers>
        <balance>17032</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>531228.08</valUSD>
        <pctVal>0.0941412742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pacira Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>PACIRA BIOSCIENCES INC COMMON STOCK USD.001</title>
        <cusip>695127100</cusip>
        <identifiers>
          <isin value="US6951271005"/>
          <ticker value="PCRX "/>
        </identifiers>
        <balance>11620</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442373.4</valUSD>
        <pctVal>0.0783949439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>8x8 Inc.</name>
        <lei>N/A</lei>
        <title>8X8 INC COMMON STOCK USD.001</title>
        <cusip>282914100</cusip>
        <identifiers>
          <isin value="US2829141009"/>
          <ticker value="EGHT "/>
        </identifiers>
        <balance>26598</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>551110.56</valUSD>
        <pctVal>0.0976647363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="592276.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>El Paso Electric Company</name>
        <lei>OZ8GM8L4AHPKSWZMW205</lei>
        <title>EL PASO ELECTRIC CO COMMON STOCK</title>
        <cusip>283677854</cusip>
        <identifiers>
          <isin value="US2836778546"/>
          <ticker value="EE "/>
        </identifiers>
        <balance>11567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>775914.36</valUSD>
        <pctVal>0.1375032105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crocs Inc.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>CROCS INC COMMON STOCK USD.001</title>
        <cusip>227046109</cusip>
        <identifiers>
          <isin value="US2270461096"/>
          <ticker value="CROX "/>
        </identifiers>
        <balance>17778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493517.28</valUSD>
        <pctVal>0.0874583768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Digital Turbine Inc.</name>
        <lei>N/A</lei>
        <title>DIGITAL TURBINE INC COMMON STOCK USD.0001</title>
        <cusip>25400W102</cusip>
        <identifiers>
          <isin value="US25400W1027"/>
          <ticker value="APPS "/>
        </identifiers>
        <balance>23303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150187.84</valUSD>
        <pctVal>0.0266154504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gold Resource Corporation</name>
        <lei>N/A</lei>
        <title>GOLD RESOURCE CORP COMMON STOCK USD.001</title>
        <cusip>38068T105</cusip>
        <identifiers>
          <isin value="US38068T1051"/>
          <ticker value="GORO "/>
        </identifiers>
        <balance>18398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56113.9</valUSD>
        <pctVal>0.0099441920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Golden Entertainment Inc.</name>
        <lei>549300P8YYCKQVJ0Y638</lei>
        <title>GOLDEN ENTERTAINMENT INC COMMON STOCK USD.01</title>
        <cusip>381013101</cusip>
        <identifiers>
          <isin value="US3810131017"/>
          <ticker value="GDEN "/>
        </identifiers>
        <balance>5578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74131.62</valUSD>
        <pctVal>0.0131371918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gentherm Incorporated</name>
        <lei>HKM6YX1U5JS60TCUB219</lei>
        <title>GENTHERM INC COMMON STOCK</title>
        <cusip>37253A103</cusip>
        <identifiers>
          <isin value="US37253A1034"/>
          <ticker value="THRM "/>
        </identifiers>
        <balance>9343</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>383857.16</valUSD>
        <pctVal>0.0680250226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Geospace Technologies Corporation</name>
        <lei>N/A</lei>
        <title>GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01</title>
        <cusip>37364X109</cusip>
        <identifiers>
          <isin value="US37364X1090"/>
          <ticker value="GEOS "/>
        </identifiers>
        <balance>4183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64292.71</valUSD>
        <pctVal>0.0113935951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eldorado Resorts Inc.</name>
        <lei>N/A</lei>
        <title>ELDORADO RESORTS INC COMMON STOCK</title>
        <cusip>28470R102</cusip>
        <identifiers>
          <isin value="US28470R1023"/>
          <ticker value="ERI "/>
        </identifiers>
        <balance>18748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>747482.76</valUSD>
        <pctVal>0.1324647211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="729077.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Elanco Animal Health Incorporated</name>
        <lei>N/A</lei>
        <title>ELANCO ANIMAL HEALTH INC COMMON STOCK</title>
        <cusip>284CVR016</cusip>
        <identifiers>
          <isin value="US284CVR0169"/>
        </identifiers>
        <balance>15082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>381.57</valUSD>
        <pctVal>0.0000676197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>German American Bancorp Inc.</name>
        <lei>5493002JDOI3GTNVUD76</lei>
        <title>GERMAN AMERICAN BANCORP INC COMMON STOCK</title>
        <cusip>373865104</cusip>
        <identifiers>
          <isin value="US3738651047"/>
          <ticker value="GABC "/>
        </identifiers>
        <balance>6843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219318.15</valUSD>
        <pctVal>0.0388663380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Geron Corporation</name>
        <lei>N/A</lei>
        <title>GERON CORP COMMON STOCK USD.001</title>
        <cusip>374163103</cusip>
        <identifiers>
          <isin value="US3741631036"/>
          <ticker value="GERN "/>
        </identifiers>
        <balance>53222</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70785.26</valUSD>
        <pctVal>0.0125441685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="63603.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Ellington Financial Inc.</name>
        <lei>60GS1D1R1YY5G1W7IT74</lei>
        <title>ELLINGTON FINANCIAL INC COMMON STOCK</title>
        <cusip>28852N109</cusip>
        <identifiers>
          <isin value="US28852N1090"/>
          <ticker value="EFC "/>
        </identifiers>
        <balance>7781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140602.67</valUSD>
        <pctVal>0.0249168201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eloxx Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ELOXX PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>29014R103</cusip>
        <identifiers>
          <isin value="US29014R1032"/>
          <ticker value="ELOX "/>
        </identifiers>
        <balance>8365</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37809.8</valUSD>
        <pctVal>0.0067004416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Getty Realty Corp.</name>
        <lei>N/A</lei>
        <title>GETTY REALTY CORP REIT USD.01</title>
        <cusip>374297109</cusip>
        <identifiers>
          <isin value="US3742971092"/>
          <ticker value="GTY "/>
        </identifiers>
        <balance>9340</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299440.4</valUSD>
        <pctVal>0.0530651558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gibraltar Industries Inc.</name>
        <lei>N/A</lei>
        <title>GIBRALTAR INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>374689107</cusip>
        <identifiers>
          <isin value="US3746891072"/>
          <ticker value="ROCK "/>
        </identifiers>
        <balance>9275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>426093.5</valUSD>
        <pctVal>0.0755099110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dillard's Inc.</name>
        <lei>N/A</lei>
        <title>DILLARD'S INC COMMON STOCK</title>
        <cusip>254067101</cusip>
        <identifiers>
          <isin value="US2540671011"/>
          <ticker value="DDS "/>
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        <balance>2950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195024.5</valUSD>
        <pctVal>0.0345611530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="173217.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Dine Brands Global Inc.</name>
        <lei>N/A</lei>
        <title>DINE BRANDS GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>254423106</cusip>
        <identifiers>
          <isin value="US2544231069"/>
          <ticker value="DIN "/>
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        <balance>4641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>352066.26</valUSD>
        <pctVal>0.0623912168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Goosehead Insurance Inc.</name>
        <lei>N/A</lei>
        <title>GOOSEHEAD INSURANCE INC COMMON STOCK USD.01</title>
        <cusip>38267D109</cusip>
        <identifiers>
          <isin value="US38267D1090"/>
          <ticker value="GSHD "/>
        </identifiers>
        <balance>3225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159153.75</valUSD>
        <pctVal>0.0282043389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="63661.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GoPro Inc.</name>
        <lei>549300CQJMLT21SZFL16</lei>
        <title>GOPRO INC COMMON STOCK USD.0001</title>
        <cusip>38268T103</cusip>
        <identifiers>
          <isin value="US38268T1034"/>
          <ticker value="GPRO "/>
        </identifiers>
        <balance>34743</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180142.46</valUSD>
        <pctVal>0.0319238409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="160524.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Glacier Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>GLACIER BANCORP INC COMMON STOCK USD.01</title>
        <cusip>37637Q105</cusip>
        <identifiers>
          <isin value="US37637Q1058"/>
          <ticker value="GBCI "/>
        </identifiers>
        <balance>23886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>966427.56</valUSD>
        <pctVal>0.1712648961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Gladstone Commercial Corporation</name>
        <lei>N/A</lei>
        <title>GLADSTONE COMMERCIAL CORP REIT USD.001</title>
        <cusip>376536108</cusip>
        <identifiers>
          <isin value="US3765361080"/>
          <ticker value="GOOD "/>
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        <balance>9147</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214954.5</valUSD>
        <pctVal>0.0380930363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EMCOR Group Inc.</name>
        <lei>N/A</lei>
        <title>EMCOR GROUP INC COMMON STOCK USD.01</title>
        <cusip>29084Q100</cusip>
        <identifiers>
          <isin value="US29084Q1004"/>
          <ticker value="EME "/>
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        <balance>15736</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1355184.32</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Emergent BioSolutions Inc.</name>
        <lei>549300YW6TUOX8BE5103</lei>
        <title>EMERGENT BIOSOLUTIONS INC COMMON STOCK USD.001</title>
        <cusip>29089Q105</cusip>
        <identifiers>
          <isin value="US29089Q1058"/>
          <ticker value="EBS "/>
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        <balance>13042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>681835.76</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Minerals Technologies Inc.</name>
        <lei>549300D3I1QU67GP6403</lei>
        <title>MINERALS TECHNOLOGIES INC COMMON STOCK USD.1</title>
        <cusip>603158106</cusip>
        <identifiers>
          <isin value="US6031581068"/>
          <ticker value="MTX "/>
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        <balance>10075</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>534881.75</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Minerva Neurosciences Inc.</name>
        <lei>54930017PANCHC5LYH79</lei>
        <title>MINERVA NEUROSCIENCES INC COMMON STOCK USD.0001</title>
        <cusip>603380106</cusip>
        <identifiers>
          <isin value="US6033801068"/>
          <ticker value="NERV "/>
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        <balance>9844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76291</valUSD>
        <pctVal>0.0135198650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hecla Mining Company</name>
        <lei>5493009Y6HOBZD1QD537</lei>
        <title>HECLA MINING CO COMMON STOCK USD.25</title>
        <cusip>422704106</cusip>
        <identifiers>
          <isin value="US4227041062"/>
          <ticker value="HL "/>
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        <balance>138485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243733.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Heidrick and Struggles International Inc.</name>
        <lei>5493006284N2J367VB57</lei>
        <title>HEIDRICK and STRUGGLES INTERNATI COMMON STOCK USD.01</title>
        <cusip>422819102</cusip>
        <identifiers>
          <isin value="US4228191023"/>
          <ticker value="HSII "/>
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        <balance>5480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149604</valUSD>
        <pctVal>0.0265119856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Diodes Incorporated</name>
        <lei>549300XP2X1ARVH3BX23</lei>
        <title>DIODES INC COMMON STOCK USD.667</title>
        <cusip>254543101</cusip>
        <identifiers>
          <isin value="US2545431015"/>
          <ticker value="DIOD "/>
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        <balance>11607</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>466021.05</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diplomat Pharmacy Inc.</name>
        <lei>549300JMF6BE0NGN4Q45</lei>
        <title>DIPLOMAT PHARMACY INC COMMON STOCK</title>
        <cusip>25456K101</cusip>
        <identifiers>
          <isin value="US25456K1016"/>
          <ticker value="DPLO "/>
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        <balance>17718</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86818.2</valUSD>
        <pctVal>0.0153854367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Palatin Technologies Inc.</name>
        <lei>N/A</lei>
        <title>PALATIN TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>696077403</cusip>
        <identifiers>
          <isin value="US6960774031"/>
          <ticker value="PTN "/>
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        <balance>64296</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58432.2</valUSD>
        <pctVal>0.0103550282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Palomar Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PALOMAR HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>69753M105</cusip>
        <identifiers>
          <isin value="US69753M1053"/>
          <ticker value="PLMR "/>
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        <balance>1811</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71389.62</valUSD>
        <pctVal>0.0126512699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Domo Inc.</name>
        <lei>N/A</lei>
        <title>DOMO INC COMMON STOCK USD.001</title>
        <cusip>257554105</cusip>
        <identifiers>
          <isin value="US2575541055"/>
          <ticker value="DOMO "/>
        </identifiers>
        <balance>5035</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80459.3</valUSD>
        <pctVal>0.0142585479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>R.R. Donnelley and Sons Company</name>
        <lei>SU4X0P4WWRGOQDTSV032</lei>
        <title>RR DONNELLEY and SONS CO COMMON STOCK USD1.25</title>
        <cusip>257867200</cusip>
        <identifiers>
          <isin value="US2578672006"/>
          <ticker value="RRD "/>
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        <balance>21878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82480.06</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pan American Silver Corp.</name>
        <lei>549300MKTF5851TYIB83</lei>
        <title>PAN AMERICAN SILVER CORP RTS EXP 22FEB29</title>
        <cusip>697900132</cusip>
        <identifiers>
          <isin value="CA6979001329"/>
          <ticker value="1700359D"/>
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        <balance>88114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22715.79</valUSD>
        <pctVal>0.0040255655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Panhandle Oil and Gas Inc.</name>
        <lei>5493007OI1JOF1QSPE51</lei>
        <title>PANHANDLE OIL AND GAS INC COMMON STOCK USD.01666</title>
        <cusip>698477106</cusip>
        <identifiers>
          <isin value="US6984771062"/>
          <ticker value="PHX "/>
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        <balance>5171</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72290.58</valUSD>
        <pctVal>0.0128109330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Donnelley Financial Solutions Inc.</name>
        <lei>549300O1NPY4J56QCU04</lei>
        <title>DONNELLEY FINANCIAL SOLUTIONS COMMON STOCK USD.01</title>
        <cusip>25787G100</cusip>
        <identifiers>
          <isin value="US25787G1004"/>
          <ticker value="DFIN "/>
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        <balance>9056</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111569.92</valUSD>
        <pctVal>0.0197717983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dorman Products Inc.</name>
        <lei>N/A</lei>
        <title>DORMAN PRODUCTS INC COMMON STOCK USD.01</title>
        <cusip>258278100</cusip>
        <identifiers>
          <isin value="US2582781009"/>
          <ticker value="DORM "/>
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        <balance>7591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>603788.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gladstone Land Corporation</name>
        <lei>N/A</lei>
        <title>GLADSTONE LAND CORP REIT USD.001</title>
        <cusip>376549101</cusip>
        <identifiers>
          <isin value="US3765491010"/>
          <ticker value="LAND "/>
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        <balance>7008</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83360.16</valUSD>
        <pctVal>0.0147726221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>P. H. Glatfelter Company</name>
        <lei>549300LDQLQBT38QDY28</lei>
        <title>PH GLATFELTER CO COMMON STOCK USD.01</title>
        <cusip>377316104</cusip>
        <identifiers>
          <isin value="US3773161043"/>
          <ticker value="GLT "/>
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        <balance>12768</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196499.52</valUSD>
        <pctVal>0.0348225478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Papa John's International Inc.</name>
        <lei>HZYLD3DK5XOX0WBVNB56</lei>
        <title>PAPA JOHN'S INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>698813102</cusip>
        <identifiers>
          <isin value="US6988131024"/>
          <ticker value="PZZA "/>
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        <balance>6308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>330223.8</valUSD>
        <pctVal>0.0585204180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PAR Technology Corporation</name>
        <lei>N/A</lei>
        <title>PAR TECHNOLOGY CORP COMMON STOCK USD.02</title>
        <cusip>698884103</cusip>
        <identifiers>
          <isin value="US6988841036"/>
          <ticker value="PAR "/>
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        <balance>3233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76848.41</valUSD>
        <pctVal>0.0136186461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="75456.000000000000"/>
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      <invstOrSec>
        <name>Glaukos Corporation</name>
        <lei>N/A</lei>
        <title>GLAUKOS CORP COMMON STOCK USD.001</title>
        <cusip>377322102</cusip>
        <identifiers>
          <isin value="US3773221029"/>
          <ticker value="GKOS "/>
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        <balance>10140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>633851.4</valUSD>
        <pctVal>0.1123276060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Methode Electronics Inc.</name>
        <lei>N/A</lei>
        <title>METHODE ELECTRONICS INC COMMON STOCK USD.5</title>
        <cusip>591520200</cusip>
        <identifiers>
          <isin value="US5915202007"/>
          <ticker value="MEI "/>
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        <balance>10299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346458.36</valUSD>
        <pctVal>0.0613974161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mirati Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>MIRATI THERAPEUTICS INC COMMON STOCK</title>
        <cusip>60468T105</cusip>
        <identifiers>
          <isin value="US60468T1051"/>
          <ticker value="MRTX "/>
        </identifiers>
        <balance>7700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>599907</valUSD>
        <pctVal>0.1063121689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Misonix Inc.</name>
        <lei>N/A</lei>
        <title>MISONIX INC COMMON STOCK USD.01</title>
        <cusip>604871103</cusip>
        <identifiers>
          <isin value="US6048711039"/>
          <ticker value="MSON "/>
        </identifiers>
        <balance>2400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48240</valUSD>
        <pctVal>0.0085488235</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Douglas Dynamics Inc.</name>
        <lei>N/A</lei>
        <title>DOUGLAS DYNAMICS INC COMMON STOCK USD.01</title>
        <cusip>25960R105</cusip>
        <identifiers>
          <isin value="US25960R1059"/>
          <ticker value="PLOW "/>
        </identifiers>
        <balance>6463</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288055.91</valUSD>
        <pctVal>0.0510476600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dova Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>DOVA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>25985T102</cusip>
        <identifiers>
          <isin value="US25985T1025"/>
          <ticker value="DOVA "/>
        </identifiers>
        <balance>2398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67024.1</valUSD>
        <pctVal>0.0118776368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mistras Group Inc.</name>
        <lei>N/A</lei>
        <title>MISTRAS GROUP INC COMMON STOCK USD.01</title>
        <cusip>60649T107</cusip>
        <identifiers>
          <isin value="US60649T1079"/>
          <ticker value="MG "/>
        </identifiers>
        <balance>5756</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94398.4</valUSD>
        <pctVal>0.0167287574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitek Systems Inc.</name>
        <lei>549300ABZAQ3R25XG118</lei>
        <title>MITEK SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>606710200</cusip>
        <identifiers>
          <isin value="US6067102003"/>
          <ticker value="MITK "/>
        </identifiers>
        <balance>10873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104924.45</valUSD>
        <pctVal>0.0185941252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Par Pacific Holdings Inc.</name>
        <lei>549300BTNS7MHSHRLR55</lei>
        <title>PAR PACIFIC HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>69888T207</cusip>
        <identifiers>
          <isin value="US69888T2078"/>
          <ticker value="PARR "/>
        </identifiers>
        <balance>9869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>225605.34</valUSD>
        <pctVal>0.0399805187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Paratek Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>PARATEK PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>699374302</cusip>
        <identifiers>
          <isin value="US6993743029"/>
          <ticker value="PRTK "/>
        </identifiers>
        <balance>9715</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41968.8</valUSD>
        <pctVal>0.0074374764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Metropolitan Bank Holding Corp.</name>
        <lei>N/A</lei>
        <title>METROPOLITAN BANK HOLDING CORP COMMON STOCK</title>
        <cusip>591774104</cusip>
        <identifiers>
          <isin value="US5917741044"/>
          <ticker value="MCB "/>
        </identifiers>
        <balance>2327</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91520.91</valUSD>
        <pctVal>0.0162188247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Michaels Companies Inc.</name>
        <lei>549300H9LWMBP7HYLR98</lei>
        <title>MICHAELS COS INC/THE COMMON STOCK USD.06775</title>
        <cusip>59408Q106</cusip>
        <identifiers>
          <isin value="US59408Q1067"/>
          <ticker value="MIK "/>
        </identifiers>
        <balance>24491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239766.89</valUSD>
        <pctVal>0.0424901495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="233288.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Green Dot Corporation</name>
        <lei>N/A</lei>
        <title>GREEN DOT CORP COMMON STOCK USD.001</title>
        <cusip>39304D102</cusip>
        <identifiers>
          <isin value="US39304D1028"/>
          <ticker value="GDOT "/>
        </identifiers>
        <balance>13895</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>350848.75</valUSD>
        <pctVal>0.0621754565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Green Plains Inc.</name>
        <lei>VJ5WLTHARBSDR14KIZ98</lei>
        <title>GREEN PLAINS INC COMMON STOCK USD.001</title>
        <cusip>393222104</cusip>
        <identifiers>
          <isin value="US3932221043"/>
          <ticker value="GPRE "/>
        </identifiers>
        <balance>11052</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117095.94</valUSD>
        <pctVal>0.0207510887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MicroStrategy Incorporated</name>
        <lei>549300WQTWEJUEHXQX21</lei>
        <title>MICROSTRATEGY INC COMMON STOCK USD.001</title>
        <cusip>594972408</cusip>
        <identifiers>
          <isin value="US5949724083"/>
          <ticker value="MSTR "/>
        </identifiers>
        <balance>2313</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>343179.81</valUSD>
        <pctVal>0.0608164098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mid Penn Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>MID PENN BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>59540G107</cusip>
        <identifiers>
          <isin value="US59540G1076"/>
          <ticker value="MPB "/>
        </identifiers>
        <balance>3078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78889.14</valUSD>
        <pctVal>0.0139802929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56166.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Pareteum Corporation</name>
        <lei>N/A</lei>
        <title>PARETEUM CORP COMMON STOCK</title>
        <cusip>69946T207</cusip>
        <identifiers>
          <isin value="US69946T2078"/>
          <ticker value="TEUM "/>
        </identifiers>
        <balance>31363</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40458.27</valUSD>
        <pctVal>0.0071697887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="39990.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Park Aerospace Corp.</name>
        <lei>N/A</lei>
        <title>PARK AEROSPACE CORP COMMON STOCK USD.1</title>
        <cusip>70014A104</cusip>
        <identifiers>
          <isin value="US70014A1043"/>
          <ticker value="PKE"/>
        </identifiers>
        <balance>5593</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98213.08</valUSD>
        <pctVal>0.0174047737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Park National Corporation</name>
        <lei>5493001T01TDELV5OO63</lei>
        <title>PARK NATIONAL CORP COMMON STOCK</title>
        <cusip>700658107</cusip>
        <identifiers>
          <isin value="US7006581075"/>
          <ticker value="PRK "/>
        </identifiers>
        <balance>3656</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346625.36</valUSD>
        <pctVal>0.0614270109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Park-Ohio Holdings Corp.</name>
        <lei>N/A</lei>
        <title>PARK-OHIO HOLDINGS CORP COMMON STOCK USD1.0</title>
        <cusip>700666100</cusip>
        <identifiers>
          <isin value="US7006661000"/>
          <ticker value="PKOH "/>
        </identifiers>
        <balance>2731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81547.66</valUSD>
        <pctVal>0.0144514210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Greenbrier Companies Inc.</name>
        <lei>5493001GAGGFR30BP390</lei>
        <title>GREENBRIER COS INC/THE COMMON STOCK</title>
        <cusip>393657101</cusip>
        <identifiers>
          <isin value="US3936571013"/>
          <ticker value="GBX "/>
        </identifiers>
        <balance>9200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>277104</valUSD>
        <pctVal>0.0491068237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greenhill and Co. Inc.</name>
        <lei>N/A</lei>
        <title>GREENHILL and CO INC COMMON STOCK USD.01</title>
        <cusip>395259104</cusip>
        <identifiers>
          <isin value="US3952591044"/>
          <ticker value="GHL "/>
        </identifiers>
        <balance>5050</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66256</valUSD>
        <pctVal>0.0117415184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MobileIron Inc.</name>
        <lei>5493009ZKZIDFX3SG973</lei>
        <title>MOBILEIRON INC COMMON STOCK USD.0001</title>
        <cusip>60739U204</cusip>
        <identifiers>
          <isin value="US60739U2042"/>
          <ticker value="MOBL "/>
        </identifiers>
        <balance>28304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185249.68</valUSD>
        <pctVal>0.0328289139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mobile Mini Inc.</name>
        <lei>N/A</lei>
        <title>MOBILE MINI INC COMMON STOCK USD.01</title>
        <cusip>60740F105</cusip>
        <identifiers>
          <isin value="US60740F1057"/>
          <ticker value="MINI "/>
        </identifiers>
        <balance>12849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>473614.14</valUSD>
        <pctVal>0.0839312535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Helios Technologies Inc.</name>
        <lei>N/A</lei>
        <title>HELIOS TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>42328H109</cusip>
        <identifiers>
          <isin value="US42328H1095"/>
          <ticker value="HLIO "/>
        </identifiers>
        <balance>8424</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>341761.68</valUSD>
        <pctVal>0.0605650967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Helix Energy Solutions Group Inc.</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>HELIX ENERGY SOLUTIONS GROUP I COMMON STOCK</title>
        <cusip>42330P107</cusip>
        <identifiers>
          <isin value="US42330P1075"/>
          <ticker value="HLX "/>
        </identifiers>
        <balance>40877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329468.62</valUSD>
        <pctVal>0.0583865892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greif Inc.</name>
        <lei>54930070FVGKR0Z1FI24</lei>
        <title>GREIF INC COMMON STOCK</title>
        <cusip>397624107</cusip>
        <identifiers>
          <isin value="US3976241071"/>
          <ticker value="GEF "/>
        </identifiers>
        <balance>7385</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279817.65</valUSD>
        <pctVal>0.0495877216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greif Inc.</name>
        <lei>54930070FVGKR0Z1FI24</lei>
        <title>GREIF INC COMMON STOCK</title>
        <cusip>397624206</cusip>
        <identifiers>
          <isin value="US3976242061"/>
          <ticker value="GEF/B "/>
        </identifiers>
        <balance>1587</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72303.72</valUSD>
        <pctVal>0.0128132615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Middlesex Water Company</name>
        <lei>N/A</lei>
        <title>MIDDLESEX WATER CO COMMON STOCK</title>
        <cusip>596680108</cusip>
        <identifiers>
          <isin value="US5966801087"/>
          <ticker value="MSEX "/>
        </identifiers>
        <balance>4715</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>306286.4</valUSD>
        <pctVal>0.0542783657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Midland States Bancorp Inc.</name>
        <lei>5493006RHXW9TTBWYC94</lei>
        <title>MIDLAND STATES BANCORP INC COMMON STOCK USD.01</title>
        <cusip>597742105</cusip>
        <identifiers>
          <isin value="US5977421057"/>
          <ticker value="MSBI "/>
        </identifiers>
        <balance>6554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170731.7</valUSD>
        <pctVal>0.0302561186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parke Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PARKE BANCORP INC COMMON STOCK USD.1</title>
        <cusip>700885106</cusip>
        <identifiers>
          <isin value="US7008851062"/>
          <ticker value="PKBK "/>
        </identifiers>
        <balance>3465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76992.3</valUSD>
        <pctVal>0.0136441455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parker Drilling Company</name>
        <lei>5493003B4WZ1YZYFR583</lei>
        <title>PARKER DRILLING CO COMMON STOCK</title>
        <cusip>701081507</cusip>
        <identifiers>
          <isin value="US7010815071"/>
          <ticker value="PKD "/>
        </identifiers>
        <balance>3003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56816.76</valUSD>
        <pctVal>0.0100687490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hemisphere Media Group Inc.</name>
        <lei>549300PUEQ0HSP3IRZ09</lei>
        <title>HEMISPHERE MEDIA GROUP INC COMMON STOCK USD.0001</title>
        <cusip>42365Q103</cusip>
        <identifiers>
          <isin value="US42365Q1031"/>
          <ticker value="HMTV "/>
        </identifiers>
        <balance>5665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69226.3</valUSD>
        <pctVal>0.0122678984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Heritage Commerce Corp</name>
        <lei>549300CLIS851ELSR406</lei>
        <title>HERITAGE COMMERCE CORP COMMON STOCK</title>
        <cusip>426927109</cusip>
        <identifiers>
          <isin value="US4269271098"/>
          <ticker value="HTBK "/>
        </identifiers>
        <balance>12777</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150193.64</valUSD>
        <pctVal>0.0266164783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MidWestOne Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>MIDWESTONE FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>598511103</cusip>
        <identifiers>
          <isin value="US5985111039"/>
          <ticker value="MOFG "/>
        </identifiers>
        <balance>3912</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119394.24</valUSD>
        <pctVal>0.0211583806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Milacron Holdings Corp.</name>
        <lei>5493007NS31K7IS5W227</lei>
        <title>MILACRON HOLDINGS CORP COMMON STOCK USD.01</title>
        <cusip>59870L106</cusip>
        <identifiers>
          <isin value="US59870L1061"/>
          <ticker value="MCRN "/>
        </identifiers>
        <balance>19488</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>324864.96</valUSD>
        <pctVal>0.0575707543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Herc Holdings Inc.</name>
        <lei>549300TP80QLITMSBP82</lei>
        <title>HERC HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>42704L104</cusip>
        <identifiers>
          <isin value="US42704L1044"/>
          <ticker value="HRI "/>
        </identifiers>
        <balance>6912</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>321477.12</valUSD>
        <pctVal>0.0569703802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Heritage Financial Corporation</name>
        <lei>N/A</lei>
        <title>HERITAGE FINANCIAL CORP/WA COMMON STOCK</title>
        <cusip>42722X106</cusip>
        <identifiers>
          <isin value="US42722X1063"/>
          <ticker value="HFWA "/>
        </identifiers>
        <balance>10366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279467.36</valUSD>
        <pctVal>0.0495256451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parsons Corporation</name>
        <lei>N/A</lei>
        <title>PARSONS CORP COMMON STOCK USD1.0</title>
        <cusip>70202L102</cusip>
        <identifiers>
          <isin value="US70202L1026"/>
          <ticker value="PSN "/>
        </identifiers>
        <balance>5282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174200.36</valUSD>
        <pctVal>0.0308708151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Party City Holdco Inc.</name>
        <lei>549300BUAG9YASF5Q703</lei>
        <title>PARTY CITY HOLDCO INC COMMON STOCK USD.01</title>
        <cusip>702149105</cusip>
        <identifiers>
          <isin value="US7021491052"/>
          <ticker value="PRTY "/>
        </identifiers>
        <balance>15139</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86443.69</valUSD>
        <pctVal>0.0153190681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="54245.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Model N Inc.</name>
        <lei>N/A</lei>
        <title>MODEL N INC COMMON STOCK USD.00015</title>
        <cusip>607525102</cusip>
        <identifiers>
          <isin value="US6075251024"/>
          <ticker value="MODN "/>
        </identifiers>
        <balance>9486</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263331.36</valUSD>
        <pctVal>0.0466661133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Modine Manufacturing Company</name>
        <lei>Z35SZFYJR8GZZRSIUU09</lei>
        <title>MODINE MANUFACTURING CO COMMON STOCK USD.625</title>
        <cusip>607828100</cusip>
        <identifiers>
          <isin value="US6078281002"/>
          <ticker value="MOD "/>
        </identifiers>
        <balance>14264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162181.68</valUSD>
        <pctVal>0.0287409318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Herman Miller Inc.</name>
        <lei>U98HXD3PNK7HYU2MU887</lei>
        <title>HERMAN MILLER INC COMMON STOCK USD.2</title>
        <cusip>600544100</cusip>
        <identifiers>
          <isin value="US6005441000"/>
          <ticker value="MLHR "/>
        </identifiers>
        <balance>16773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>773067.57</valUSD>
        <pctVal>0.1369987183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Miller Industries Inc.</name>
        <lei>549300F1O74SPUJ7UU94</lei>
        <title>MILLER INDUSTRIES INC/TN COMMON STOCK USD.01</title>
        <cusip>600551204</cusip>
        <identifiers>
          <isin value="US6005512040"/>
          <ticker value="MLR "/>
        </identifiers>
        <balance>3262</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108624.6</valUSD>
        <pctVal>0.0192498451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic First Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>REPUBLIC FIRST BANCORP INC COMMON STOCK USD.01</title>
        <cusip>760416107</cusip>
        <identifiers>
          <isin value="US7604161072"/>
          <ticker value="FRBK "/>
        </identifiers>
        <balance>15570</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65394</valUSD>
        <pctVal>0.0115887596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Resources Connection Inc.</name>
        <lei>N/A</lei>
        <title>RESOURCES CONNECTION INC COMMON STOCK USD.01</title>
        <cusip>76122Q105</cusip>
        <identifiers>
          <isin value="US76122Q1058"/>
          <ticker value="RECN "/>
        </identifiers>
        <balance>9126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155050.74</valUSD>
        <pctVal>0.0274772264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Retrophin Inc.</name>
        <lei>N/A</lei>
        <title>RETROPHIN INC COMMON STOCK USD.0001</title>
        <cusip>761299106</cusip>
        <identifiers>
          <isin value="US7612991064"/>
          <ticker value="RTRX "/>
        </identifiers>
        <balance>12153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140853.27</valUSD>
        <pctVal>0.0249612301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Retail Opportunity Investments Corp.</name>
        <lei>N/A</lei>
        <title>RETAIL OPPORTUNITY INVESTMENTS REIT USD.0001</title>
        <cusip>76131N101</cusip>
        <identifiers>
          <isin value="US76131N1019"/>
          <ticker value="ROIC "/>
        </identifiers>
        <balance>32220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587370.6</valUSD>
        <pctVal>0.1040905381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Patrick Industries Inc.</name>
        <lei>N/A</lei>
        <title>PATRICK INDUSTRIES INC COMMON STOCK</title>
        <cusip>703343103</cusip>
        <identifiers>
          <isin value="US7033431039"/>
          <ticker value="PATK "/>
        </identifiers>
        <balance>6495</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278505.6</valUSD>
        <pctVal>0.0493552074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Trustmark Corporation</name>
        <lei>5493000HPQ4D2RZ79739</lei>
        <title>TRUSTMARK CORP COMMON STOCK</title>
        <cusip>898402102</cusip>
        <identifiers>
          <isin value="US8984021027"/>
          <ticker value="TRMK "/>
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        <balance>18033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>615105.63</valUSD>
        <pctVal>0.1090055853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Griffon Corporation</name>
        <lei>5493000C2SGNC7ZN3242</lei>
        <title>GRIFFON CORP COMMON STOCK USD.25</title>
        <cusip>398433102</cusip>
        <identifiers>
          <isin value="US3984331021"/>
          <ticker value="GFF "/>
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        <balance>10662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223582.14</valUSD>
        <pctVal>0.0396219785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Gritstone Oncology Inc.</name>
        <lei>N/A</lei>
        <title>GRITSTONE ONCOLOGY INC COMMON STOCK USD.0001</title>
        <cusip>39868T105</cusip>
        <identifiers>
          <isin value="US39868T1051"/>
          <ticker value="GRTS "/>
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        <balance>7820</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67525.7</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="69282.000000000000"/>
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      <invstOrSec>
        <name>Group 1 Automotive Inc.</name>
        <lei>549300US8QAZJLWYAF63</lei>
        <title>GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01</title>
        <cusip>398905109</cusip>
        <identifiers>
          <isin value="US3989051095"/>
          <ticker value="GPI "/>
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        <balance>4984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>460073.04</valUSD>
        <pctVal>0.0815315753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Groupon Inc.</name>
        <lei>N/A</lei>
        <title>GROUPON INC COMMON STOCK USD.0001</title>
        <cusip>399473107</cusip>
        <identifiers>
          <isin value="US3994731079"/>
          <ticker value="GRPN "/>
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        <balance>129363</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344105.58</valUSD>
        <pctVal>0.0609804696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TTEC Holdings Inc.</name>
        <lei>GTJS1N8S8I28A7L4WG97</lei>
        <title>TTEC HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>89854H102</cusip>
        <identifiers>
          <isin value="US89854H1023"/>
          <ticker value="TTEC "/>
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        <balance>4161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199228.68</valUSD>
        <pctVal>0.0353061943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tucows Inc.</name>
        <lei>N/A</lei>
        <title>TUCOWS INC COMMON STOCK</title>
        <cusip>898697206</cusip>
        <identifiers>
          <isin value="US8986972060"/>
          <ticker value="TCX "/>
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        <balance>2747</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148777.52</valUSD>
        <pctVal>0.0263655214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="147339.000000000000"/>
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      <invstOrSec>
        <name>Guaranty Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>GUARANTY BANCSHARES INC/TX COMMON STOCK USD1.0</title>
        <cusip>400764106</cusip>
        <identifiers>
          <isin value="US4007641065"/>
          <ticker value="GNTY "/>
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        <balance>2960</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90546.4</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Option Care Health Inc.</name>
        <lei>549300DI3Q5ACSYJRI17</lei>
        <title>OPTION CARE HEALTH INC COMMON STOCK USD.0001</title>
        <cusip>68404L102</cusip>
        <identifiers>
          <isin value="US68404L1026"/>
          <ticker value="BIOS"/>
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        <balance>36614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117164.8</valUSD>
        <pctVal>0.0207632917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Revance Therapeutics Inc.</name>
        <lei>549300N33TFDZHS81H11</lei>
        <title>REVANCE THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>761330109</cusip>
        <identifiers>
          <isin value="US7613301099"/>
          <ticker value="RVNC "/>
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        <balance>13158</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171054</valUSD>
        <pctVal>0.0303132348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>resTORbio Inc.</name>
        <lei>N/A</lei>
        <title>RESTORBIO INC COMMON STOCK USD.0001</title>
        <cusip>76133L103</cusip>
        <identifiers>
          <isin value="US76133L1035"/>
          <ticker value="TORC "/>
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        <balance>4896</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43280.64</valUSD>
        <pctVal>0.0076699534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="43392.000000000000"/>
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      <invstOrSec>
        <name>SJW Group</name>
        <lei>N/A</lei>
        <title>SJW GROUP COMMON STOCK USD.001</title>
        <cusip>784305104</cusip>
        <identifiers>
          <isin value="US7843051043"/>
          <ticker value="SJW "/>
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        <balance>7551</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>515657.79</valUSD>
        <pctVal>0.0913819944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SM Energy Company</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM ENERGY CO COMMON STOCK USD.01</title>
        <cusip>78454L100</cusip>
        <identifiers>
          <isin value="US78454L1008"/>
          <ticker value="SM "/>
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        <balance>32324</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>313219.56</valUSD>
        <pctVal>0.0555070216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Heritage-Crystal Clean Inc.</name>
        <lei>N/A</lei>
        <title>HERITAGE-CRYSTAL CLEAN INC COMMON STOCK USD.01</title>
        <cusip>42726M106</cusip>
        <identifiers>
          <isin value="US42726M1062"/>
          <ticker value="HCCI "/>
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        <balance>4618</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122377</valUSD>
        <pctVal>0.0216869686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Heritage Insurance Holdings Inc.</name>
        <lei>N/A</lei>
        <title>HERITAGE INSURANCE HOLDINGS IN COMMON STOCK USD.0001</title>
        <cusip>42727J102</cusip>
        <identifiers>
          <isin value="US42727J1025"/>
          <ticker value="HRTG "/>
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        <balance>7974</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119211.3</valUSD>
        <pctVal>0.0211259610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tupperware Brands Corporation</name>
        <lei>G8NWFN4YP7CR6FOP4886</lei>
        <title>TUPPERWARE BRANDS CORP COMMON STOCK USD.01</title>
        <cusip>899896104</cusip>
        <identifiers>
          <isin value="US8998961044"/>
          <ticker value="TUP "/>
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        <balance>14081</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223465.47</valUSD>
        <pctVal>0.0396013029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Turning Point Brands Inc.</name>
        <lei>N/A</lei>
        <title>TURNING POINT BRANDS INC COMMON STOCK USD.01</title>
        <cusip>90041L105</cusip>
        <identifiers>
          <isin value="US90041L1052"/>
          <ticker value="TPB "/>
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        <balance>2467</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56889.02</valUSD>
        <pctVal>0.0100815545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="56472.000000000000"/>
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      <invstOrSec>
        <name>SPX Corporation</name>
        <lei>P761FCI0CPOG24I8JE10</lei>
        <title>SPX CORP COMMON STOCK USD.01</title>
        <cusip>784635104</cusip>
        <identifiers>
          <isin value="US7846351044"/>
          <ticker value="SPXC "/>
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        <balance>12326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493163.26</valUSD>
        <pctVal>0.0873956394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPS Commerce Inc.</name>
        <lei>N/A</lei>
        <title>SPS COMMERCE INC COMMON STOCK USD.001</title>
        <cusip>78463M107</cusip>
        <identifiers>
          <isin value="US78463M1071"/>
          <ticker value="SPSC "/>
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        <balance>10155</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>477995.85</valUSD>
        <pctVal>0.0847077556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Retail Value Inc.</name>
        <lei>N/A</lei>
        <title>RETAIL VALUE INC REIT USD.1</title>
        <cusip>76133Q102</cusip>
        <identifiers>
          <isin value="US76133Q1022"/>
          <ticker value="RVI "/>
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        <balance>4540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168161.6</valUSD>
        <pctVal>0.0298006598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Revlon Inc.</name>
        <lei>N/A</lei>
        <title>REVLON INC COMMON STOCK USD.01</title>
        <cusip>761525609</cusip>
        <identifiers>
          <isin value="US7615256093"/>
          <ticker value="REV "/>
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        <balance>1864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43785.36</valUSD>
        <pctVal>0.0077593970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="39618.000000000000"/>
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      <invstOrSec>
        <name>Heron Therapeutics Inc.</name>
        <lei>549300DR2I1DOPD2IX53</lei>
        <title>HERON THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>427746102</cusip>
        <identifiers>
          <isin value="US4277461020"/>
          <ticker value="HRTX "/>
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        <balance>21322</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>394457</valUSD>
        <pctVal>0.0699034671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="397735.000000000000"/>
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      <invstOrSec>
        <name>Kimball International Inc.</name>
        <lei>549300COBYN2GZCBIU87</lei>
        <title>KIMBALL ELECTRONICS INC COMMON STOCK</title>
        <cusip>49428J109</cusip>
        <identifiers>
          <isin value="US49428J1097"/>
          <ticker value="KE "/>
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        <balance>7200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104472</valUSD>
        <pctVal>0.0185139445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kindred Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>KINDRED BIOSCIENCES INC COMMON STOCK USD.0001</title>
        <cusip>494577109</cusip>
        <identifiers>
          <isin value="US4945771099"/>
          <ticker value="KIN "/>
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        <balance>11727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80329.95</valUSD>
        <pctVal>0.0142356252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinsale Capital Group Inc.</name>
        <lei>N/A</lei>
        <title>KINSALE CAPITAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>49714P108</cusip>
        <identifiers>
          <isin value="US49714P1084"/>
          <ticker value="KNSL "/>
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        <balance>5626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>581222.06</valUSD>
        <pctVal>0.1030009282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Turning Point Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>TURNING POINT THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>90041T108</cusip>
        <identifiers>
          <isin value="US90041T1088"/>
          <ticker value="TPTX "/>
        </identifiers>
        <balance>1988</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74748.8</valUSD>
        <pctVal>0.0132465650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="71706.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>TUTOR PERINI CORP COMMON STOCK USD1.0</title>
        <cusip>901109108</cusip>
        <identifiers>
          <isin value="US9011091082"/>
          <ticker value="TPC "/>
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        <balance>11314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162129.62</valUSD>
        <pctVal>0.0287317060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REX American Resources Corporation</name>
        <lei>N/A</lei>
        <title>REX AMERICAN RESOURCES CORP COMMON STOCK USD.01</title>
        <cusip>761624105</cusip>
        <identifiers>
          <isin value="US7616241052"/>
          <ticker value="REX "/>
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        <balance>1644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125486.52</valUSD>
        <pctVal>0.0222380204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rexnord Corporation</name>
        <lei>549300AM3633XDFU1Q85</lei>
        <title>REXNORD CORP COMMON STOCK USD.01</title>
        <cusip>76169B102</cusip>
        <identifiers>
          <isin value="US76169B1026"/>
          <ticker value="RXN "/>
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        <balance>29811</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>806387.55</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kite Realty Group Trust</name>
        <lei>N/A</lei>
        <title>KITE REALTY GROUP TRUST REIT USD.01</title>
        <cusip>49803T300</cusip>
        <identifiers>
          <isin value="US49803T3005"/>
          <ticker value="KRG "/>
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        <balance>23311</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>376472.65</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Knoll Inc.</name>
        <lei>549300R7T7KP3H4DHH46</lei>
        <title>KNOLL INC COMMON STOCK USD.01</title>
        <cusip>498904200</cusip>
        <identifiers>
          <isin value="US4989042001"/>
          <ticker value="KNL "/>
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        <balance>14117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>357865.95</valUSD>
        <pctVal>0.0634190055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>22nd Century Group Inc.</name>
        <lei>N/A</lei>
        <title>22ND CENTURY GROUP INC COMMON STOCK USD.00001</title>
        <cusip>90137F103</cusip>
        <identifiers>
          <isin value="US90137F1030"/>
          <ticker value="XXII "/>
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        <balance>36396</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82254.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="86640.000000000000"/>
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      <invstOrSec>
        <name>Twin Disc Incorporated</name>
        <lei>N/A</lei>
        <title>TWIN DISC INC COMMON STOCK</title>
        <cusip>901476101</cusip>
        <identifiers>
          <isin value="US9014761012"/>
          <ticker value="TWIN "/>
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        <balance>3586</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37975.74</valUSD>
        <pctVal>0.0067298486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rexford Industrial Realty Inc.</name>
        <lei>549300MSLO0DF0EMX355</lei>
        <title>REXFORD INDUSTRIAL REALTY INC REIT USD.01</title>
        <cusip>76169C100</cusip>
        <identifiers>
          <isin value="US76169C1009"/>
          <ticker value="REXR "/>
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        <balance>30182</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1328611.64</valUSD>
        <pctVal>0.2354491365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westwood Holdings Group Inc.</name>
        <lei>N/A</lei>
        <title>WESTWOOD HOLDINGS GROUP INC COMMON STOCK USD.01</title>
        <cusip>961765104</cusip>
        <identifiers>
          <isin value="US9617651040"/>
          <ticker value="WHG "/>
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        <balance>2704</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74819.68</valUSD>
        <pctVal>0.0132591259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Optinose Inc.</name>
        <lei>N/A</lei>
        <title>OPTINOSE INC COMMON STOCK USD.001</title>
        <cusip>68404V100</cusip>
        <identifiers>
          <isin value="US68404V1008"/>
          <ticker value="OPTN "/>
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        <balance>8157</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57099</valUSD>
        <pctVal>0.0101187660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="60707.000000000000"/>
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      <invstOrSec>
        <name>OraSure Technologies Inc.</name>
        <lei>N/A</lei>
        <title>ORASURE TECHNOLOGIES INC COMMON STOCK USD.000001</title>
        <cusip>68554V108</cusip>
        <identifiers>
          <isin value="US68554V1089"/>
          <ticker value="OSUR "/>
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        <balance>18047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134811.09</valUSD>
        <pctVal>0.0238904686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Twin River Worldwide Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TWIN RIVER WORLDWIDE HOLDINGS COMMON STOCK</title>
        <cusip>90171V204</cusip>
        <identifiers>
          <isin value="US90171V2043"/>
          <ticker value="TRWH "/>
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        <balance>5695</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130016.85</valUSD>
        <pctVal>0.0230408602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Twist Bioscience Corporation</name>
        <lei>N/A</lei>
        <title>TWIST BIOSCIENCE CORP COMMON STOCK USD.00001</title>
        <cusip>90184D100</cusip>
        <identifiers>
          <isin value="US90184D1000"/>
          <ticker value="TWST "/>
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        <balance>6251</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149273.88</valUSD>
        <pctVal>0.0264534835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SP Plus Corporation</name>
        <lei>0IDE18EMH1CUKQCUYE69</lei>
        <title>SP PLUS CORP COMMON STOCK USD.001</title>
        <cusip>78469C103</cusip>
        <identifiers>
          <isin value="US78469C1036"/>
          <ticker value="SP "/>
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        <balance>6571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243127</valUSD>
        <pctVal>0.0430856094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPX FLOW Inc.</name>
        <lei>5493003YXEKRBINIEM78</lei>
        <title>SPX FLOW INC COMMON STOCK USD.01</title>
        <cusip>78469X107</cusip>
        <identifiers>
          <isin value="US78469X1072"/>
          <ticker value="FLOW "/>
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        <balance>11835</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467009.1</valUSD>
        <pctVal>0.0827607451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ORBCOMM Inc.</name>
        <lei>N/A</lei>
        <title>ORBCOMM INC COMMON STOCK USD.001</title>
        <cusip>68555P100</cusip>
        <identifiers>
          <isin value="US68555P1003"/>
          <ticker value="ORBC "/>
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        <balance>22451</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106866.76</valUSD>
        <pctVal>0.0189383305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Orchid Island Capital Inc.</name>
        <lei>549300KBIHGT19K9DY89</lei>
        <title>ORCHID ISLAND CAPITAL INC REIT USD.01</title>
        <cusip>68571X103</cusip>
        <identifiers>
          <isin value="US68571X1037"/>
          <ticker value="ORC "/>
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        <balance>15914</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91505.5</valUSD>
        <pctVal>0.0162160938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SRC Energy Inc.</name>
        <lei>549300RFZV39PJ73PH67</lei>
        <title>SRC ENERGY INC COMMON STOCK USD.001</title>
        <cusip>78470V108</cusip>
        <identifiers>
          <isin value="US78470V1089"/>
          <ticker value="SRCI "/>
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        <balance>69542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>324065.72</valUSD>
        <pctVal>0.0574291175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SVMK Inc.</name>
        <lei>N/A</lei>
        <title>SVMK INC COMMON STOCK USD.00001</title>
        <cusip>78489X103</cusip>
        <identifiers>
          <isin value="US78489X1037"/>
          <ticker value="SVMK "/>
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        <balance>24041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>411101.1</valUSD>
        <pctVal>0.0728530416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>II-VI Incorporated</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI INC COMMON STOCK</title>
        <cusip>902104108</cusip>
        <identifiers>
          <isin value="US9021041085"/>
          <ticker value="IIVI "/>
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        <balance>25266.59</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>889636.63</valUSD>
        <pctVal>0.1576564363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="845888.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>UFP Technologies Inc.</name>
        <lei>N/A</lei>
        <title>UFP TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>902673102</cusip>
        <identifiers>
          <isin value="US9026731029"/>
          <ticker value="UFPT "/>
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        <balance>2164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83530.4</valUSD>
        <pctVal>0.0148027911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sabra Health Care REIT Inc.</name>
        <lei>549300E3BC7GU7TAZ621</lei>
        <title>SABRA HEALTHCARE REIT REIT USD.01</title>
        <cusip>78573L106</cusip>
        <identifiers>
          <isin value="US78573L1061"/>
          <ticker value="SBRA "/>
        </identifiers>
        <balance>52492</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1205216.32</valUSD>
        <pctVal>0.2135817069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Safeguard Scientifics Inc.</name>
        <lei>N/A</lei>
        <title>SAFEGUARD SCIENTIFICS INC COMMON STOCK USD.1</title>
        <cusip>786449207</cusip>
        <identifiers>
          <isin value="US7864492076"/>
          <ticker value="SFE "/>
        </identifiers>
        <balance>6969</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79028.46</valUSD>
        <pctVal>0.0140049824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Origin Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>ORIGIN BANCORP INC COMMON STOCK</title>
        <cusip>68621T102</cusip>
        <identifiers>
          <isin value="US68621T1025"/>
          <ticker value="OBNK "/>
        </identifiers>
        <balance>5526</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>186447.24</valUSD>
        <pctVal>0.0330411388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oritani Financial Corp.</name>
        <lei>N/A</lei>
        <title>ORITANI FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>68633D103</cusip>
        <identifiers>
          <isin value="US68633D1037"/>
          <ticker value="ORIT "/>
        </identifiers>
        <balance>12054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213295.53</valUSD>
        <pctVal>0.0377990429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMB Financial Corporation</name>
        <lei>549300MGEH3N3CUCV828</lei>
        <title>UMB FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>902788108</cusip>
        <identifiers>
          <isin value="US9027881088"/>
          <ticker value="UMBF "/>
        </identifiers>
        <balance>12431</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>802793.98</valUSD>
        <pctVal>0.1422666667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UMH Properties Inc.</name>
        <lei>N/A</lei>
        <title>UMH PROPERTIES INC REIT USD.1</title>
        <cusip>903002103</cusip>
        <identifiers>
          <isin value="US9030021037"/>
          <ticker value="UMH "/>
        </identifiers>
        <balance>11118</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156541.44</valUSD>
        <pctVal>0.0277413999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ormat Technologies Inc.</name>
        <lei>5493000TSHHWY24VHM09</lei>
        <title>ORMAT TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>686688102</cusip>
        <identifiers>
          <isin value="US6866881021"/>
          <ticker value="ORA "/>
        </identifiers>
        <balance>11237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>834796.73</valUSD>
        <pctVal>0.1479380154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Q2 Holdings Inc.</name>
        <lei>549300M9RKR9DZXWS696</lei>
        <title>Q2 HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>74736L109</cusip>
        <identifiers>
          <isin value="US74736L1098"/>
          <ticker value="QTWO "/>
        </identifiers>
        <balance>11965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>943679.55</valUSD>
        <pctVal>0.1672336208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Weyco Group Inc.</name>
        <lei>549300I10J38MHJELM87</lei>
        <title>WEYCO GROUP INC COMMON STOCK USD1.0</title>
        <cusip>962149100</cusip>
        <identifiers>
          <isin value="US9621491003"/>
          <ticker value="WEYS "/>
        </identifiers>
        <balance>1943</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43931.23</valUSD>
        <pctVal>0.0077852473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferroglobe PLC</name>
        <lei>N/A</lei>
        <title>FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT</title>
        <cusip>962CDS906</cusip>
        <identifiers>
          <ticker value="962CDS906"/>
        </identifiers>
        <balance>17737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.02</valUSD>
        <pctVal>0.0000000035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Knowles Corporation</name>
        <lei>5493003EO323TDZQU148</lei>
        <title>KNOWLES CORP COMMON STOCK USD.01</title>
        <cusip>49926D109</cusip>
        <identifiers>
          <isin value="US49926D1090"/>
          <ticker value="KN "/>
        </identifiers>
        <balance>23060</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469040.4</valUSD>
        <pctVal>0.0831207208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kodiak Sciences Inc.</name>
        <lei>N/A</lei>
        <title>KODIAK SCIENCES INC COMMON STOCK USD.0001</title>
        <cusip>50015M109</cusip>
        <identifiers>
          <isin value="US50015M1099"/>
          <ticker value="KOD "/>
        </identifiers>
        <balance>7319</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105247.22</valUSD>
        <pctVal>0.0186513247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kontoor Brands Inc.</name>
        <lei>N/A</lei>
        <title>KONTOOR BRANDS INC COMMON STOCK</title>
        <cusip>50050N103</cusip>
        <identifiers>
          <isin value="US50050N1037"/>
          <ticker value="KTB "/>
        </identifiers>
        <balance>12545</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>440329.5</valUSD>
        <pctVal>0.0780327354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koppers Holdings Inc.</name>
        <lei>N/A</lei>
        <title>KOPPERS HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>50060P106</cusip>
        <identifiers>
          <isin value="US50060P1066"/>
          <ticker value="KOP "/>
        </identifiers>
        <balance>5442</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158960.82</valUSD>
        <pctVal>0.0281701490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qualys Inc.</name>
        <lei>549300EMBXYOW9W1XA17</lei>
        <title>QUALYS INC COMMON STOCK USD.001</title>
        <cusip>74758T303</cusip>
        <identifiers>
          <isin value="US74758T3032"/>
          <ticker value="QLYS "/>
        </identifiers>
        <balance>9658</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>729855.06</valUSD>
        <pctVal>0.1293408386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quanex Building Products Corporation</name>
        <lei>5493000TL30VL5WOAW87</lei>
        <title>QUANEX BUILDING PRODUCTS CORP COMMON STOCK USD.01</title>
        <cusip>747619104</cusip>
        <identifiers>
          <isin value="US7476191041"/>
          <ticker value="NX "/>
        </identifiers>
        <balance>9807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177310.56</valUSD>
        <pctVal>0.0314219874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Korn Ferry</name>
        <lei>549300FOD20OM0GT5G40</lei>
        <title>KORN FERRY COMMON STOCK USD.01</title>
        <cusip>500643200</cusip>
        <identifiers>
          <isin value="US5006432000"/>
          <ticker value="KFY "/>
        </identifiers>
        <balance>16018</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>618935.52</valUSD>
        <pctVal>0.1096842970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kratos Defense and Security Solutions Inc.</name>
        <lei>5493000EKBN0UY1F3F88</lei>
        <title>KRATOS DEFENSE and SECURITY SOLU COMMON STOCK USD.001</title>
        <cusip>50077B207</cusip>
        <identifiers>
          <isin value="US50077B2079"/>
          <ticker value="KTOS "/>
        </identifiers>
        <balance>25670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>477333.65</valUSD>
        <pctVal>0.0845904043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USANA Health Sciences Inc.</name>
        <lei>549300YTURXE814MAH96</lei>
        <title>USANA HEALTH SCIENCES INC COMMON STOCK USD.001</title>
        <cusip>90328M107</cusip>
        <identifiers>
          <isin value="US90328M1071"/>
          <ticker value="USNA "/>
        </identifiers>
        <balance>3692</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252495.88</valUSD>
        <pctVal>0.0447459100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Concrete Inc.</name>
        <lei>N/A</lei>
        <title>US CONCRETE INC COMMON STOCK USD.001</title>
        <cusip>90333L201</cusip>
        <identifiers>
          <isin value="US90333L2016"/>
          <ticker value="USCR "/>
        </identifiers>
        <balance>4533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250584.24</valUSD>
        <pctVal>0.0444071399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quanterix Corporation</name>
        <lei>N/A</lei>
        <title>QUANTERIX CORP COMMON STOCK USD.001</title>
        <cusip>74766Q101</cusip>
        <identifiers>
          <isin value="US74766Q1013"/>
          <ticker value="QTRX "/>
        </identifiers>
        <balance>3486</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76552.56</valUSD>
        <pctVal>0.0135662173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quidel Corporation</name>
        <lei>549300X2FQ6S98OQLQ46</lei>
        <title>QUIDEL CORP COMMON STOCK USD.001</title>
        <cusip>74838J101</cusip>
        <identifiers>
          <isin value="US74838J1016"/>
          <ticker value="QDEL "/>
        </identifiers>
        <balance>10131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>621536.85</valUSD>
        <pctVal>0.1101452902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Safehold Inc.</name>
        <lei>N/A</lei>
        <title>SAFEHOLD INC REIT USD.01</title>
        <cusip>78645L100</cusip>
        <identifiers>
          <isin value="US78645L1008"/>
          <ticker value="SAFE "/>
        </identifiers>
        <balance>2867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87443.5</valUSD>
        <pctVal>0.0154962488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Safety Insurance Group Inc.</name>
        <lei>N/A</lei>
        <title>SAFETY INSURANCE GROUP INC COMMON STOCK USD.01</title>
        <cusip>78648T100</cusip>
        <identifiers>
          <isin value="US78648T1007"/>
          <ticker value="SAFT "/>
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        <balance>4122</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417682.26</valUSD>
        <pctVal>0.0740193180</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Whitestone REIT</name>
        <lei>N/A</lei>
        <title>WHITESTONE REIT REIT USD.001</title>
        <cusip>966084204</cusip>
        <identifiers>
          <isin value="US9660842041"/>
          <ticker value="WSR "/>
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        <balance>11345</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156107.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Whiting Petroleum Corporation</name>
        <lei>N/A</lei>
        <title>WHITING PETROLEUM CORP COMMON STOCK USD.001</title>
        <cusip>966387409</cusip>
        <identifiers>
          <isin value="US9663874090"/>
          <ticker value="WLL "/>
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        <balance>26164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210096.92</valUSD>
        <pctVal>0.0372322031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SunPower Corporation</name>
        <lei>549300TXO070764WUH65</lei>
        <title>SUNPOWER CORP COMMON STOCK USD.001</title>
        <cusip>867652406</cusip>
        <identifiers>
          <isin value="US8676524064"/>
          <ticker value="SPWR "/>
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        <balance>18085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198392.45</valUSD>
        <pctVal>0.0351580023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="223571.000000000000"/>
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      <invstOrSec>
        <name>Sunrun Inc.</name>
        <lei>54930007SJ77CI66U531</lei>
        <title>SUNRUN INC COMMON STOCK USD.0001</title>
        <cusip>86771W105</cusip>
        <identifiers>
          <isin value="US86771W1053"/>
          <ticker value="RUN "/>
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        <balance>31561</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>527226.51</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="420077.000000000000"/>
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      <invstOrSec>
        <name>Saia Inc.</name>
        <lei>549300WNPG4N9GBOYB29</lei>
        <title>SAIA INC COMMON STOCK USD.001</title>
        <cusip>78709Y105</cusip>
        <identifiers>
          <isin value="US78709Y1055"/>
          <ticker value="SAIA "/>
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        <balance>7393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>692724.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SailPoint Technologies Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SAILPOINT TECHNOLOGIES HOLDING COMMON STOCK USD.0001</title>
        <cusip>78781P105</cusip>
        <identifiers>
          <isin value="US78781P1057"/>
          <ticker value="SAIL "/>
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        <balance>24550</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458839.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The St. Joe Company</name>
        <lei>N/A</lei>
        <title>ST JOE CO/THE COMMON STOCK</title>
        <cusip>790148100</cusip>
        <identifiers>
          <isin value="US7901481009"/>
          <ticker value="JOE "/>
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        <balance>9986</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171060.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sally Beauty Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SALLY BEAUTY HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>79546E104</cusip>
        <identifiers>
          <isin value="US79546E1047"/>
          <ticker value="SBH "/>
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        <balance>34130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>508195.7</valUSD>
        <pctVal>0.0900596044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U.S. Physical Therapy Inc.</name>
        <lei>N/A</lei>
        <title>US PHYSICAL THERAPY INC COMMON STOCK USD.01</title>
        <cusip>90337L108</cusip>
        <identifiers>
          <isin value="US90337L1089"/>
          <ticker value="USPH "/>
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        <balance>3558</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>464496.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. Silica Holdings Inc.</name>
        <lei>N/A</lei>
        <title>US SILICA HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>90346E103</cusip>
        <identifiers>
          <isin value="US90346E1038"/>
          <ticker value="SLCA "/>
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        <balance>21276</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203398.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="50750.000000000000"/>
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      <invstOrSec>
        <name>Ultra Clean Holdings Inc.</name>
        <lei>5493007L6LS7QX18PE75</lei>
        <title>ULTRA CLEAN HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>90385V107</cusip>
        <identifiers>
          <isin value="US90385V1070"/>
          <ticker value="UCTT "/>
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        <balance>11312</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165551.12</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ultragenyx Pharmaceutical Inc.</name>
        <lei>N/A</lei>
        <title>ULTRAGENYX PHARMACEUTICAL INC COMMON STOCK USD.001</title>
        <cusip>90400D108</cusip>
        <identifiers>
          <isin value="US90400D1081"/>
          <ticker value="RARE "/>
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        <balance>15633</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>668779.74</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WideOpenWest Inc.</name>
        <lei>N/A</lei>
        <title>WIDEOPENWEST INC COMMON STOCK USD.01</title>
        <cusip>96758W101</cusip>
        <identifiers>
          <isin value="US96758W1018"/>
          <ticker value="WOW "/>
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        <balance>7397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45565.52</valUSD>
        <pctVal>0.0080748670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Willdan Group Inc.</name>
        <lei>N/A</lei>
        <title>WILLDAN GROUP INC COMMON STOCK USD.01</title>
        <cusip>96924N100</cusip>
        <identifiers>
          <isin value="US96924N1000"/>
          <ticker value="WLDN "/>
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        <balance>2970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104187.6</valUSD>
        <pctVal>0.0184635447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sunstone Hotel Investors Inc.</name>
        <lei>N/A</lei>
        <title>SUNSTONE HOTEL INVESTORS INC REIT USD.01</title>
        <cusip>867892101</cusip>
        <identifiers>
          <isin value="US8678921011"/>
          <ticker value="SHO "/>
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        <balance>64270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>883069.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Supernus Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>SUPERNUS PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>868459108</cusip>
        <identifiers>
          <isin value="US8684591089"/>
          <ticker value="SUPN "/>
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        <balance>14199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390188.52</valUSD>
        <pctVal>0.0691470309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QuinStreet Inc.</name>
        <lei>549300TP8MFBFPOS4Y78</lei>
        <title>QUINSTREET INC COMMON STOCK USD.001</title>
        <cusip>74874Q100</cusip>
        <identifiers>
          <isin value="US74874Q1004"/>
          <ticker value="QNST "/>
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        <balance>13074</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164601.66</valUSD>
        <pctVal>0.0291697871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Quotient Technology Inc.</name>
        <lei>5493005ZZT58VQ9RKP56</lei>
        <title>QUOTIENT TECHNOLOGY INC COMMON STOCK USD.00001</title>
        <cusip>749119103</cusip>
        <identifiers>
          <isin value="US7491191034"/>
          <ticker value="QUOT "/>
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        <balance>22070</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172587.4</valUSD>
        <pctVal>0.0305849754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sanderson Farms Inc.</name>
        <lei>N/A</lei>
        <title>SANDERSON FARMS INC COMMON STOCK USD1.0</title>
        <cusip>800013104</cusip>
        <identifiers>
          <isin value="US8000131040"/>
          <ticker value="SAFM "/>
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        <balance>5638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>853198.54</valUSD>
        <pctVal>0.1511990814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SandRidge Energy Inc.</name>
        <lei>W1MKPVGS6I5155L7VV67</lei>
        <title>SANDRIDGE ENERGY INC COMMON STOCK USD.001</title>
        <cusip>80007P869</cusip>
        <identifiers>
          <isin value="US80007P8692"/>
          <ticker value="SD "/>
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        <balance>10359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48687.3</valUSD>
        <pctVal>0.0086280915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Surgery Partners Inc.</name>
        <lei>549300LC82HG33S19I03</lei>
        <title>SURGERY PARTNERS INC COMMON STOCK USD.01</title>
        <cusip>86881A100</cusip>
        <identifiers>
          <isin value="US86881A1007"/>
          <ticker value="SGRY "/>
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        <balance>7795</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57566.08</valUSD>
        <pctVal>0.0102015393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="56210.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Surmodics Inc.</name>
        <lei>549300H76KXCAAGUS878</lei>
        <title>SURMODICS INC COMMON STOCK USD.05</title>
        <cusip>868873100</cusip>
        <identifiers>
          <isin value="US8688731004"/>
          <ticker value="SRDX "/>
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        <balance>3880</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177471.2</valUSD>
        <pctVal>0.0314504552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Willis Lease Finance Corporation</name>
        <lei>54930023EP1OE5MKWF89</lei>
        <title>WILLIS LEASE FINANCE CORP COMMON STOCK USD.01</title>
        <cusip>970646105</cusip>
        <identifiers>
          <isin value="US9706461053"/>
          <ticker value="WLFC "/>
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        <balance>984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54493.92</valUSD>
        <pctVal>0.0096571082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WillScot Corporation</name>
        <lei>N/A</lei>
        <title>WILLSCOT CORP COMMON STOCK</title>
        <cusip>971375126</cusip>
        <identifiers>
          <isin value="US9713751264"/>
          <ticker value="WSC "/>
        </identifiers>
        <balance>14902</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232173.16</valUSD>
        <pctVal>0.0411444311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sandy Spring Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>SANDY SPRING BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>800363103</cusip>
        <identifiers>
          <isin value="US8003631038"/>
          <ticker value="SASR "/>
        </identifiers>
        <balance>9727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327897.17</valUSD>
        <pctVal>0.0581081056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>John B. Sanfilippo and Son Inc.</name>
        <lei>N/A</lei>
        <title>JOHN B SANFILIPPO and SON INC COMMON STOCK USD.01</title>
        <cusip>800422107</cusip>
        <identifiers>
          <isin value="US8004221078"/>
          <ticker value="JBSS "/>
        </identifiers>
        <balance>2493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240823.8</valUSD>
        <pctVal>0.0426774492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sangamo Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>SANGAMO THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>800677106</cusip>
        <identifiers>
          <isin value="US8006771062"/>
          <ticker value="SGMO "/>
        </identifiers>
        <balance>33165</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300143.25</valUSD>
        <pctVal>0.0531897109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sanmina Corporation</name>
        <lei>X5K24XLM8QYRXF00EB42</lei>
        <title>SANMINA CORP COMMON STOCK USD.01</title>
        <cusip>801056102</cusip>
        <identifiers>
          <isin value="US8010561020"/>
          <ticker value="SANM "/>
        </identifiers>
        <balance>19069</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>612305.59</valUSD>
        <pctVal>0.1085093778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wingstop Inc.</name>
        <lei>549300SSH3F8HPIM3Q47</lei>
        <title>WINGSTOP INC COMMON STOCK USD.01</title>
        <cusip>974155103</cusip>
        <identifiers>
          <isin value="US9741551033"/>
          <ticker value="WING "/>
        </identifiers>
        <balance>8343</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>728177.04</valUSD>
        <pctVal>0.1290434692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Winmark Corporation</name>
        <lei>N/A</lei>
        <title>WINMARK CORP COMMON STOCK</title>
        <cusip>974250102</cusip>
        <identifiers>
          <isin value="US9742501029"/>
          <ticker value="WINA "/>
        </identifiers>
        <balance>655</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115535.45</valUSD>
        <pctVal>0.0204745474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sykes Enterprises Incorporated</name>
        <lei>549300JJ24XHULP7Q562</lei>
        <title>SYKES ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>871237103</cusip>
        <identifiers>
          <isin value="US8712371033"/>
          <ticker value="SYKE "/>
        </identifiers>
        <balance>11015</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337499.6</valUSD>
        <pctVal>0.0598097947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synalloy Corporation</name>
        <lei>549300U2S5125001TS43</lei>
        <title>SYNALLOY CORP COMMON STOCK USD1.0</title>
        <cusip>871565107</cusip>
        <identifiers>
          <isin value="US8715651076"/>
          <ticker value="SYNL "/>
        </identifiers>
        <balance>3005</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47929.75</valUSD>
        <pctVal>0.0084938427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RBB Bancorp</name>
        <lei>N/A</lei>
        <title>RBB BANCORP COMMON STOCK</title>
        <cusip>74930B105</cusip>
        <identifiers>
          <isin value="US74930B1052"/>
          <ticker value="RBB "/>
        </identifiers>
        <balance>4372</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86084.68</valUSD>
        <pctVal>0.0152554463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ra Pharmaceuticals Inc.</name>
        <lei>549300JE4B54MQ4MWX95</lei>
        <title>RA PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>74933V108</cusip>
        <identifiers>
          <isin value="US74933V1089"/>
          <ticker value="RARX "/>
        </identifiers>
        <balance>9720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229878</valUSD>
        <pctVal>0.0407376956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unifi Inc.</name>
        <lei>549300MW5LPO0M2LNO04</lei>
        <title>UNIFI INC COMMON STOCK USD.1</title>
        <cusip>904677200</cusip>
        <identifiers>
          <isin value="US9046772003"/>
          <ticker value="UFI "/>
        </identifiers>
        <balance>4460</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97763.2</valUSD>
        <pctVal>0.0173250484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synchronoss Technologies Inc.</name>
        <lei>5493007Z5J8Z2TA76376</lei>
        <title>SYNCHRONOSS TECHNOLOGIES INC COMMON STOCK USD.0001</title>
        <cusip>87157B103</cusip>
        <identifiers>
          <isin value="US87157B1035"/>
          <ticker value="SNCR "/>
        </identifiers>
        <balance>11822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63838.8</valUSD>
        <pctVal>0.0113131557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synaptics Incorporated</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
        <title>SYNAPTICS INC COMMON STOCK USD.001</title>
        <cusip>87157D109</cusip>
        <identifiers>
          <isin value="US87157D1090"/>
          <ticker value="SYNA "/>
        </identifiers>
        <balance>9538</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>381043.1</valUSD>
        <pctVal>0.0675263306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synergy Pharmaceuticals Inc.</name>
        <lei>549300ITFHW1YXFTGH91</lei>
        <title>SYNERGY PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>871639308</cusip>
        <identifiers>
          <isin value="US8716393082"/>
          <ticker value="SGYPQ "/>
        </identifiers>
        <balance>80513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233.49</valUSD>
        <pctVal>0.0000413778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syndax Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>SYNDAX PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>87164F105</cusip>
        <identifiers>
          <isin value="US87164F1057"/>
          <ticker value="SNDX "/>
        </identifiers>
        <balance>6708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50108.76</valUSD>
        <pctVal>0.0088799947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syneos Health Inc.</name>
        <lei>549300F1ZGKDS8P6GU13</lei>
        <title>SYNEOS HEALTH INC COMMON STOCK USD.01</title>
        <cusip>87166B102</cusip>
        <identifiers>
          <isin value="US87166B1026"/>
          <ticker value="SYNH "/>
        </identifiers>
        <balance>17651</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>939209.71</valUSD>
        <pctVal>0.1664415007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synthorx Inc.</name>
        <lei>N/A</lei>
        <title>SYNTHORX INC COMMON STOCK USD.001</title>
        <cusip>87167A103</cusip>
        <identifiers>
          <isin value="US87167A1034"/>
          <ticker value="THOR "/>
        </identifiers>
        <balance>2731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44433.37</valUSD>
        <pctVal>0.0078742337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RCI Hospitality Holdings Inc.</name>
        <lei>N/A</lei>
        <title>RCI HOSPITALITY HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>74934Q108</cusip>
        <identifiers>
          <isin value="US74934Q1085"/>
          <ticker value="RICK "/>
        </identifiers>
        <balance>3032</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62701.76</valUSD>
        <pctVal>0.0111116558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>R1 RCM Inc.</name>
        <lei>549300VKOMJ3EM506212</lei>
        <title>R1 RCM INC COMMON STOCK USD.01</title>
        <cusip>749397105</cusip>
        <identifiers>
          <isin value="US7493971052"/>
          <ticker value="RCM "/>
        </identifiers>
        <balance>29249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261193.57</valUSD>
        <pctVal>0.0462872661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Syros Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>SYROS PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>87184Q107</cusip>
        <identifiers>
          <isin value="US87184Q1076"/>
          <ticker value="SYRS "/>
        </identifiers>
        <balance>10502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109010.76</valUSD>
        <pctVal>0.0193182782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Systemax Inc.</name>
        <lei>N/A</lei>
        <title>SYSTEMAX INC COMMON STOCK USD.01</title>
        <cusip>871851101</cusip>
        <identifiers>
          <isin value="US8718511012"/>
          <ticker value="SYX "/>
        </identifiers>
        <balance>3662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80600.62</valUSD>
        <pctVal>0.0142835918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Saul Centers Inc.</name>
        <lei>N/A</lei>
        <title>SAUL CENTERS INC REIT USD.01</title>
        <cusip>804395101</cusip>
        <identifiers>
          <isin value="US8043951016"/>
          <ticker value="BFS "/>
        </identifiers>
        <balance>3432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>187078.32</valUSD>
        <pctVal>0.0331529753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank of N.T. Butterfield and Son Limited</name>
        <lei>549300V8RVM0EMTDPF28</lei>
        <title>BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0</title>
        <cusip>G0772R208</cusip>
        <identifiers>
          <isin value="BMG0772R2087"/>
          <ticker value="NTB "/>
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        <balance>15479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458797.56</valUSD>
        <pctVal>0.0813055419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>REV Group Inc.</name>
        <lei>N/A</lei>
        <title>REV GROUP INC COMMON STOCK USD.001</title>
        <cusip>749527107</cusip>
        <identifiers>
          <isin value="US7495271071"/>
          <ticker value="REVG "/>
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        <balance>7978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91188.54</valUSD>
        <pctVal>0.0161599239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RGC Resources Inc.</name>
        <lei>N/A</lei>
        <title>RGC RESOURCES INC COMMON STOCK USD5.0</title>
        <cusip>74955L103</cusip>
        <identifiers>
          <isin value="US74955L1035"/>
          <ticker value="RGCO "/>
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        <balance>2445</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71491.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BeyondSpring Inc.</name>
        <lei>N/A</lei>
        <title>BEYONDSPRING INC COMMON STOCK</title>
        <cusip>G10830100</cusip>
        <identifiers>
          <isin value="KYG108301006"/>
          <ticker value="BYSI "/>
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        <balance>3438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62227.8</valUSD>
        <pctVal>0.0110276633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="44512.000000000000"/>
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      <invstOrSec>
        <name>Biohaven Pharmaceutical Holding Company Ltd.</name>
        <lei>N/A</lei>
        <title>BIOHAVEN PHARMACEUTICAL HOLDIN COMMON STOCK</title>
        <cusip>G11196105</cusip>
        <identifiers>
          <isin value="VGG111961055"/>
          <ticker value="BHVN "/>
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        <balance>11077</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462132.44</valUSD>
        <pctVal>0.0818965307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRI Pointe Group Inc.</name>
        <lei>N/A</lei>
        <title>TRI POINTE GROUP INC COMMON STOCK USD.01</title>
        <cusip>87265H109</cusip>
        <identifiers>
          <isin value="US87265H1095"/>
          <ticker value="TPH "/>
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        <balance>40021</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>601915.84</valUSD>
        <pctVal>0.1066681644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TPI Composites Inc.</name>
        <lei>549300TI9H56OIY0QE39</lei>
        <title>TPI COMPOSITES INC COMMON STOCK USD.01</title>
        <cusip>87266J104</cusip>
        <identifiers>
          <isin value="US87266J1043"/>
          <ticker value="TPIC "/>
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        <balance>8397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157443.75</valUSD>
        <pctVal>0.0279013023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cision Ltd.</name>
        <lei>N/A</lei>
        <title>CISION LTD COMMON STOCK USD.0001</title>
        <cusip>G1992S109</cusip>
        <identifiers>
          <isin value="KYG1992S1093"/>
          <ticker value="CISN "/>
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        <balance>26342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202569.98</valUSD>
        <pctVal>0.0358983208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Central European Media Enterprises Ltd.</name>
        <lei>54930067ZPEG8H2PPN39</lei>
        <title>CENTRAL EUROPEAN MEDIA ENTERPR COMMON STOCK USD.08</title>
        <cusip>G20045202</cusip>
        <identifiers>
          <isin value="BMG200452024"/>
          <ticker value="CETV "/>
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        <balance>26991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121324.55</valUSD>
        <pctVal>0.0215004593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TPG RE Finance Trust Inc.</name>
        <lei>N/A</lei>
        <title>TPG RE FINANCE TRUST INC REIT USD.001</title>
        <cusip>87266M107</cusip>
        <identifiers>
          <isin value="US87266M1071"/>
          <ticker value="TRTX "/>
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        <balance>12910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256134.4</valUSD>
        <pctVal>0.0453907082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TTM Technologies Inc.</name>
        <lei>549300SC4BDOIS008048</lei>
        <title>TTM TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>87305R109</cusip>
        <identifiers>
          <isin value="US87305R1095"/>
          <ticker value="TTMI "/>
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        <balance>28427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346667.27</valUSD>
        <pctVal>0.0614344380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tabula Rasa HealthCare Inc.</name>
        <lei>N/A</lei>
        <title>TABULA RASA HEALTHCARE INC COMMON STOCK USD.0001</title>
        <cusip>873379101</cusip>
        <identifiers>
          <isin value="US8733791011"/>
          <ticker value="TRHC "/>
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        <balance>5609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>308158.46</valUSD>
        <pctVal>0.0546101217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tactile Systems Technology Inc.</name>
        <lei>N/A</lei>
        <title>TACTILE SYSTEMS TECHNOLOGY INC COMMON STOCK USD.001</title>
        <cusip>87357P100</cusip>
        <identifiers>
          <isin value="US87357P1003"/>
          <ticker value="TCMD "/>
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        <balance>5203</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220190.96</valUSD>
        <pctVal>0.0390210125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Consolidated Water Co. Ltd.</name>
        <lei>N/A</lei>
        <title>CONSOLIDATED WATER CO LTD COMMON STOCK USD.6</title>
        <cusip>G23773107</cusip>
        <identifiers>
          <isin value="KYG237731073"/>
          <ticker value="CWCO "/>
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        <balance>6004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99005.96</valUSD>
        <pctVal>0.0175452834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cushman and Wakefield plc</name>
        <lei>N/A</lei>
        <title>CUSHMAN and WAKEFIELD PLC COMMON STOCK USD.01</title>
        <cusip>G2717B108</cusip>
        <identifiers>
          <isin value="GB00BFZ4N465"/>
          <ticker value="CWK "/>
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        <balance>29183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>540760.99</valUSD>
        <pctVal>0.0958306433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enstar Group Limited</name>
        <lei>N/A</lei>
        <title>ENSTAR GROUP LTD COMMON STOCK USD1.0</title>
        <cusip>G3075P101</cusip>
        <identifiers>
          <isin value="BMG3075P1014"/>
          <ticker value="ESGR "/>
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        <balance>3247</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>616670.24</valUSD>
        <pctVal>0.1092828567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Essent Group Ltd.</name>
        <lei>N/A</lei>
        <title>ESSENT GROUP LTD COMMON STOCK USD.015</title>
        <cusip>G3198U102</cusip>
        <identifiers>
          <isin value="BMG3198U1027"/>
          <ticker value="ESNT "/>
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        <balance>27068</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1290331.56</valUSD>
        <pctVal>0.2286653545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fabrinet</name>
        <lei>5493004TETZ6IYF7CV44</lei>
        <title>FABRINET COMMON STOCK USD.01</title>
        <cusip>G3323L100</cusip>
        <identifiers>
          <isin value="KYG3323L1005"/>
          <ticker value="FN "/>
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        <balance>10299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>538637.7</valUSD>
        <pctVal>0.0954543657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FGL Holdings</name>
        <lei>N/A</lei>
        <title>FGL HOLDINGS COMMON STOCK USD.0001</title>
        <cusip>G3402M102</cusip>
        <identifiers>
          <isin value="KYG3402M1024"/>
          <ticker value="FG "/>
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        <balance>42401</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>338359.98</valUSD>
        <pctVal>0.0599622664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Winnebago Industries Inc.</name>
        <lei>549300B7OYKYJLTE3G11</lei>
        <title>WINNEBAGO INDUSTRIES INC COMMON STOCK USD.5</title>
        <cusip>974637100</cusip>
        <identifiers>
          <isin value="US9746371007"/>
          <ticker value="WGO "/>
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        <balance>8737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335063.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WisdomTree Investments Inc.</name>
        <lei>549300WIU8IS7UFO7871</lei>
        <title>WISDOMTREE INVESTMENTS INC COMMON STOCK USD.01</title>
        <cusip>97717P104</cusip>
        <identifiers>
          <isin value="US97717P1049"/>
          <ticker value="WETF "/>
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        <balance>38912</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203315.2</valUSD>
        <pctVal>0.0360303845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fresh Del Monte Produce Inc.</name>
        <lei>N/A</lei>
        <title>FRESH DEL MONTE PRODUCE INC COMMON STOCK USD.01</title>
        <cusip>G36738105</cusip>
        <identifiers>
          <isin value="KYG367381053"/>
          <ticker value="FDP "/>
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        <balance>8859</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>302180.49</valUSD>
        <pctVal>0.0535507392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GasLog Ltd.</name>
        <lei>549300QH0H78JQK1Z820</lei>
        <title>GASLOG LTD COMMON STOCK USD.01</title>
        <cusip>G37585109</cusip>
        <identifiers>
          <isin value="BMG375851091"/>
          <ticker value="GLOG "/>
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        <balance>11708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150447.8</valUSD>
        <pctVal>0.0266615191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MC</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wolverine World Wide Inc.</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>WOLVERINE WORLD WIDE INC COMMON STOCK USD1.0</title>
        <cusip>978097103</cusip>
        <identifiers>
          <isin value="US9780971035"/>
          <ticker value="WWW "/>
        </identifiers>
        <balance>23815</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>673011.9</valUSD>
        <pctVal>0.1192674111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Workiva Inc.</name>
        <lei>N/A</lei>
        <title>WORKIVA INC COMMON STOCK USD.001</title>
        <cusip>98139A105</cusip>
        <identifiers>
          <isin value="US98139A1051"/>
          <ticker value="WK "/>
        </identifiers>
        <balance>10138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>444348.54</valUSD>
        <pctVal>0.0787449672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RLI Corp.</name>
        <lei>N/A</lei>
        <title>RLI CORP COMMON STOCK USD1.0</title>
        <cusip>749607107</cusip>
        <identifiers>
          <isin value="US7496071074"/>
          <ticker value="RLI "/>
        </identifiers>
        <balance>11278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1047838.98</valUSD>
        <pctVal>0.1856921734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RLJ Lodging Trust</name>
        <lei>N/A</lei>
        <title>RLJ LODGING TRUST REIT</title>
        <cusip>74965L101</cusip>
        <identifiers>
          <isin value="US74965L1017"/>
          <ticker value="RLJ "/>
        </identifiers>
        <balance>48759</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>828415.41</valUSD>
        <pctVal>0.1468071535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>World Acceptance Corporation</name>
        <lei>N/A</lei>
        <title>WORLD ACCEPTANCE CORP COMMON STOCK</title>
        <cusip>981419104</cusip>
        <identifiers>
          <isin value="US9814191048"/>
          <ticker value="WRLD "/>
        </identifiers>
        <balance>1807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230410.57</valUSD>
        <pctVal>0.0408320747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>World Fuel Services Corporation</name>
        <lei>D3W7PCXCBRQLL17DZ313</lei>
        <title>WORLD FUEL SERVICES CORP COMMON STOCK USD.01</title>
        <cusip>981475106</cusip>
        <identifiers>
          <isin value="US9814751064"/>
          <ticker value="INT "/>
        </identifiers>
        <balance>18462</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>737372.28</valUSD>
        <pctVal>0.1306729983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RPC Inc.</name>
        <lei>N/A</lei>
        <title>RPC INC COMMON STOCK USD.1</title>
        <cusip>749660106</cusip>
        <identifiers>
          <isin value="US7496601060"/>
          <ticker value="RES "/>
        </identifiers>
        <balance>16972</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95212.92</valUSD>
        <pctVal>0.0168731021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="86856.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The RMR Group Inc.</name>
        <lei>549300JP4L34E48UJM16</lei>
        <title>RMR GROUP INC/THE COMMON STOCK</title>
        <cusip>74967R106</cusip>
        <identifiers>
          <isin value="US74967R1068"/>
          <ticker value="RMR "/>
        </identifiers>
        <balance>4032</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183375.36</valUSD>
        <pctVal>0.0324967574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eros International PLC</name>
        <lei>N/A</lei>
        <title>EROS INTERNATIONAL PLC COMMON STOCK GBP.3</title>
        <cusip>G3788M114</cusip>
        <identifiers>
          <isin value="IM00B86NL059"/>
          <ticker value="EROS "/>
        </identifiers>
        <balance>19266</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36798.06</valUSD>
        <pctVal>0.0065211467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Global Indemnity Limited</name>
        <lei>N/A</lei>
        <title>GLOBAL INDEMNITY LTD COMMON STOCK USD.0001</title>
        <cusip>G3933F105</cusip>
        <identifiers>
          <isin value="KYG3933F1054"/>
          <ticker value="GBLI "/>
        </identifiers>
        <balance>2475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61800.75</valUSD>
        <pctVal>0.0109519838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RH</name>
        <lei>5493008MTS3OGGMHGK69</lei>
        <title>RH COMMON STOCK USD.0001</title>
        <cusip>74967X103</cusip>
        <identifiers>
          <isin value="US74967X1037"/>
          <ticker value="RH "/>
        </identifiers>
        <balance>4700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>802901</valUSD>
        <pctVal>0.1422856322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RPT Realty</name>
        <lei>N/A</lei>
        <title>RPT REALTY REIT USD.01</title>
        <cusip>74971D101</cusip>
        <identifiers>
          <isin value="US74971D1019"/>
          <ticker value="RPT "/>
        </identifiers>
        <balance>22166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300349.3</valUSD>
        <pctVal>0.0532262259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RTI Surgical Holdings Inc.</name>
        <lei>N/A</lei>
        <title>RTI SURGICAL HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>74975N105</cusip>
        <identifiers>
          <isin value="US74975N1054"/>
          <ticker value="RTIX "/>
        </identifiers>
        <balance>17865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50915.25</valUSD>
        <pctVal>0.0090229163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Radian Group Inc.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>RADIAN GROUP INC COMMON STOCK USD.001</title>
        <cusip>750236101</cusip>
        <identifiers>
          <isin value="US7502361014"/>
          <ticker value="RDN "/>
        </identifiers>
        <balance>57933</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1323189.72</valUSD>
        <pctVal>0.2344882941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greenlight Capital Re Ltd.</name>
        <lei>N/A</lei>
        <title>GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01</title>
        <cusip>G4095J109</cusip>
        <identifiers>
          <isin value="KYG4095J1094"/>
          <ticker value="GLRE "/>
        </identifiers>
        <balance>9842</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103341</valUSD>
        <pctVal>0.0183135150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Helen of Troy Limited</name>
        <lei>N/A</lei>
        <title>HELEN OF TROY LTD COMMON STOCK USD.1</title>
        <cusip>G4388N106</cusip>
        <identifiers>
          <isin value="BMG4388N1065"/>
          <ticker value="HELE "/>
        </identifiers>
        <balance>7114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1121593.24</valUSD>
        <pctVal>0.1987624916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hudson Ltd</name>
        <lei>N/A</lei>
        <title>HUDSON LTD COMMON STOCK USD.001</title>
        <cusip>G46408103</cusip>
        <identifiers>
          <isin value="BMG464081030"/>
          <ticker value="HUD "/>
        </identifiers>
        <balance>11641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142835.07</valUSD>
        <pctVal>0.0253124336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ichor Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>ICHOR HOLDINGS LTD COMMON STOCK USD.0001</title>
        <cusip>G4740B105</cusip>
        <identifiers>
          <isin value="KYG4740B1059"/>
          <ticker value="ICHR "/>
        </identifiers>
        <balance>6340</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153301.2</valUSD>
        <pctVal>0.0271671827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>James River Group Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002</title>
        <cusip>G5005R107</cusip>
        <identifiers>
          <isin value="BMG5005R1079"/>
          <ticker value="JRVR "/>
        </identifiers>
        <balance>8298</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>425189.52</valUSD>
        <pctVal>0.0753497127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kiniksa Pharmaceuticals Ltd.</name>
        <lei>N/A</lei>
        <title>KINIKSA PHARMACEUTICALS LTD COMMON STOCK</title>
        <cusip>G5269C101</cusip>
        <identifiers>
          <isin value="BMG5269C1010"/>
          <ticker value="KNSA "/>
        </identifiers>
        <balance>4494</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38243.94</valUSD>
        <pctVal>0.0067773775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Radiant Logistics Inc.</name>
        <lei>549300HWCW2HBOG4GN20</lei>
        <title>RADIANT LOGISTICS INC COMMON STOCK USD.001</title>
        <cusip>75025X100</cusip>
        <identifiers>
          <isin value="US75025X1000"/>
          <ticker value="RLGT "/>
        </identifiers>
        <balance>12310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63642.7</valUSD>
        <pctVal>0.0112784039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Radius Health Inc.</name>
        <lei>549300EV6I2M6E0YVT27</lei>
        <title>RADIUS HEALTH INC COMMON STOCK USD.0001</title>
        <cusip>750469207</cusip>
        <identifiers>
          <isin value="US7504692077"/>
          <ticker value="RDUS "/>
        </identifiers>
        <balance>13101</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337350.75</valUSD>
        <pctVal>0.0597834163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LivaNova PLC</name>
        <lei>N/A</lei>
        <title>LIVANOVA PLC COMMON STOCK GBP1.0</title>
        <cusip>G5509L101</cusip>
        <identifiers>
          <isin value="GB00BYMT0J19"/>
          <ticker value="LIVN "/>
        </identifiers>
        <balance>13796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018006.84</valUSD>
        <pctVal>0.1804054881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mallinckrodt public limited company</name>
        <lei>549300LMDE3RUP8Z3L60</lei>
        <title>MALLINCKRODT PLC COMMON STOCK USD.2</title>
        <cusip>G5785G107</cusip>
        <identifiers>
          <isin value="IE00BBGT3753"/>
          <ticker value="MNK "/>
        </identifiers>
        <balance>24261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58469.01</valUSD>
        <pctVal>0.0103615515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="54960.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MeiraGTx Holdings plc</name>
        <lei>N/A</lei>
        <title>MEIRAGTX HOLDINGS PLC COMMON STOCK USD.00001</title>
        <cusip>G59665102</cusip>
        <identifiers>
          <isin value="KYG596651029"/>
          <ticker value="MGTX "/>
        </identifiers>
        <balance>4953</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79000.35</valUSD>
        <pctVal>0.0140000009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alpha and Omega Semiconductor Limited</name>
        <lei>5493001FE7J03YOV2V35</lei>
        <title>ALPHA and OMEGA SEMICONDUCTOR LT COMMON STOCK</title>
        <cusip>G6331P104</cusip>
        <identifiers>
          <isin value="BMG6331P1041"/>
          <ticker value="AOSL "/>
        </identifiers>
        <balance>6217</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76344.76</valUSD>
        <pctVal>0.0135293921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Worthington Industries Inc.</name>
        <lei>1WRCIANKYOIK6KYE5E82</lei>
        <title>WORTHINGTON INDUSTRIES INC COMMON STOCK</title>
        <cusip>981811102</cusip>
        <identifiers>
          <isin value="US9818111026"/>
          <ticker value="WOR "/>
        </identifiers>
        <balance>11078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>399361.9</valUSD>
        <pctVal>0.0707726861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wright Medical Group N.V.</name>
        <lei>549300JGCCQ1HTDOXU32</lei>
        <title>WRIGHT MEDICAL GROUP NV COMMON STOCK USD.03</title>
        <cusip>98235T107</cusip>
        <identifiers>
          <isin value="NL0011327523"/>
          <ticker value="WMGI "/>
        </identifiers>
        <balance>35874</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>740080.62</valUSD>
        <pctVal>0.1311529552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nabors Industries Ltd.</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES LTD COMMON STOCK USD.001</title>
        <cusip>G6359F103</cusip>
        <identifiers>
          <isin value="BMG6359F1032"/>
          <ticker value="NBR "/>
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        <balance>101741</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190255.67</valUSD>
        <pctVal>0.0337160475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Energy Services Reunited Corp.</name>
        <lei>N/A</lei>
        <title>NATIONAL ENERGY SERVICES REUNI COMMON STOCK</title>
        <cusip>G6375R107</cusip>
        <identifiers>
          <isin value="VGG6375R1073"/>
          <ticker value="NESR "/>
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        <balance>7024</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46920.32</valUSD>
        <pctVal>0.0083149571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RadNet Inc.</name>
        <lei>N/A</lei>
        <title>RADNET INC COMMON STOCK USD.0001</title>
        <cusip>750491102</cusip>
        <identifiers>
          <isin value="US7504911022"/>
          <ticker value="RDNT "/>
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        <balance>12389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177906.04</valUSD>
        <pctVal>0.0315275151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rafael Holdings Inc.</name>
        <lei>N/A</lei>
        <title>RAFAEL HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>75062E106</cusip>
        <identifiers>
          <isin value="US75062E1064"/>
          <ticker value="RFL "/>
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        <balance>3233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67763.68</valUSD>
        <pctVal>0.0120087010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rambus Inc.</name>
        <lei>N/A</lei>
        <title>RAMBUS INC COMMON STOCK USD.001</title>
        <cusip>750917106</cusip>
        <identifiers>
          <isin value="US7509171069"/>
          <ticker value="RMBS "/>
        </identifiers>
        <balance>31101</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>408200.63</valUSD>
        <pctVal>0.0723390365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rapid7 Inc.</name>
        <lei>549300GNVG5D60KEYN14</lei>
        <title>RAPID7 INC COMMON STOCK USD.01</title>
        <cusip>753422104</cusip>
        <identifiers>
          <isin value="US7534221046"/>
          <ticker value="RPD "/>
        </identifiers>
        <balance>13720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>622750.8</valUSD>
        <pctVal>0.1103604196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Noble Corporation plc</name>
        <lei>N/A</lei>
        <title>NOBLE CORP PLC COMMON STOCK USD.01</title>
        <cusip>G65431101</cusip>
        <identifiers>
          <isin value="GB00BFG3KF26"/>
          <ticker value="NE "/>
        </identifiers>
        <balance>73534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93388.18</valUSD>
        <pctVal>0.0165497318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nordic American Tankers Limited</name>
        <lei>N/A</lei>
        <title>NORDIC AMERICAN TANKERS LTD COMMON STOCK USD.01</title>
        <cusip>G65773106</cusip>
        <identifiers>
          <isin value="BMG657731060"/>
          <ticker value="NAT "/>
        </identifiers>
        <balance>42028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90780.48</valUSD>
        <pctVal>0.0160876098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="88608.000000000000"/>
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      <invstOrSec>
        <name>Raven Industries Inc.</name>
        <lei>ZN4TZXB8X0VUOSZJ5442</lei>
        <title>RAVEN INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>754212108</cusip>
        <identifiers>
          <isin value="US7542121089"/>
          <ticker value="RAVN "/>
        </identifiers>
        <balance>10259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>343266.14</valUSD>
        <pctVal>0.0608317087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UniFirst Corporation</name>
        <lei>5493003XBTNWBC8UK019</lei>
        <title>UNIFIRST CORP/MA COMMON STOCK USD.1</title>
        <cusip>904708104</cusip>
        <identifiers>
          <isin value="US9047081040"/>
          <ticker value="UNF "/>
        </identifiers>
        <balance>4267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>832577.04</valUSD>
        <pctVal>0.1475446543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Novocure Limited</name>
        <lei>N/A</lei>
        <title>NOVOCURE LTD COMMON STOCK</title>
        <cusip>G6674U108</cusip>
        <identifiers>
          <isin value="JE00BYSS4X48"/>
          <ticker value="NVCR "/>
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        <balance>24511</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1832932.58</valUSD>
        <pctVal>0.3248220776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prothena Corporation Public Limited Company</name>
        <lei>N/A</lei>
        <title>PROTHENA CORP PLC COMMON STOCK USD.01</title>
        <cusip>G72800108</cusip>
        <identifiers>
          <isin value="IE00B91XRN20"/>
          <ticker value="PRTA "/>
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        <balance>12451</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97615.84</valUSD>
        <pctVal>0.0172989341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Seadrill Limited</name>
        <lei>N/A</lei>
        <title>SEADRILL LTD COMMON STOCK</title>
        <cusip>G7998G106</cusip>
        <identifiers>
          <isin value="BMG7998G1069"/>
          <ticker value="SDRL "/>
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        <balance>18097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38003.7</valUSD>
        <pctVal>0.0067348035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ship Finance International Limited</name>
        <lei>549300RLYYPSB0C7RH77</lei>
        <title>SHIP FINANCE INTERNATIONAL LTD COMMON STOCK USD.01</title>
        <cusip>G81075106</cusip>
        <identifiers>
          <isin value="BMG810751062"/>
          <ticker value="SFL "/>
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        <balance>22857</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>320912.28</valUSD>
        <pctVal>0.0568702824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="114210.000000000000"/>
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      <invstOrSec>
        <name>Unisys Corporation</name>
        <lei>N/A</lei>
        <title>UNISYS CORP COMMON STOCK USD.01</title>
        <cusip>909214306</cusip>
        <identifiers>
          <isin value="US9092143067"/>
          <ticker value="UIS "/>
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        <balance>14781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109822.83</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="104580.000000000000"/>
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      <invstOrSec>
        <name>Unit Corporation</name>
        <lei>549300XGK22FZCTN8B67</lei>
        <title>UNIT CORP COMMON STOCK USD.2</title>
        <cusip>909218109</cusip>
        <identifiers>
          <isin value="US9092181091"/>
          <ticker value="UNT "/>
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        <balance>16013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54123.94</valUSD>
        <pctVal>0.0095915424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Signet Jewelers Limited</name>
        <lei>N/A</lei>
        <title>SIGNET JEWELERS LTD COMMON STOCK USD.18</title>
        <cusip>G81276100</cusip>
        <identifiers>
          <isin value="BMG812761002"/>
          <ticker value="SIG "/>
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        <balance>14889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249539.64</valUSD>
        <pctVal>0.0442220217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="251317.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>SMART Global Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SMART GLOBAL HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>G8232Y101</cusip>
        <identifiers>
          <isin value="KYG8232Y1017"/>
          <ticker value="SGH "/>
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        <balance>3752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95600.96</valUSD>
        <pctVal>0.0169418683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WW INTERNATIONAL INC COMMON STOCK</name>
        <lei>N/A</lei>
        <title>WW INTERNATIONAL INC COMMON STOCK</title>
        <cusip>98262P101</cusip>
        <identifiers>
          <isin value="US98262P1012"/>
          <ticker value="WW"/>
        </identifiers>
        <balance>13275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>502060.5</valUSD>
        <pctVal>0.0889723585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Textainer Group Holdings Limited</name>
        <lei>N/A</lei>
        <title>TEXTAINER GROUP HOLDINGS LTD COMMON STOCK USD.01</title>
        <cusip>G8766E109</cusip>
        <identifiers>
          <isin value="BMG8766E1093"/>
          <ticker value="TGH "/>
        </identifiers>
        <balance>8392</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83164.72</valUSD>
        <pctVal>0.0147379873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Theravance Biopharma Inc.</name>
        <lei>5493007VTSXP4Z6MIW52</lei>
        <title>THERAVANCE BIOPHARMA INC COMMON STOCK</title>
        <cusip>G8807B106</cusip>
        <identifiers>
          <isin value="KYG8807B1068"/>
          <ticker value="TBPH "/>
        </identifiers>
        <balance>12953</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252324.44</valUSD>
        <pctVal>0.0447155284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Community Financial Corp.</name>
        <lei>N/A</lei>
        <title>UNITED COMMUNITY FINANCIAL COR COMMON STOCK</title>
        <cusip>909839102</cusip>
        <identifiers>
          <isin value="US9098391025"/>
          <ticker value="UCFC "/>
        </identifiers>
        <balance>13633</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146963.74</valUSD>
        <pctVal>0.0260440934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Community Banks Inc.</name>
        <lei>549300GVW0FV66X3U703</lei>
        <title>UNITED COMMUNITY BANKS INC/GA COMMON STOCK USD1.0</title>
        <cusip>90984P303</cusip>
        <identifiers>
          <isin value="US90984P3038"/>
          <ticker value="UCBI "/>
        </identifiers>
        <balance>22292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>631978.2</valUSD>
        <pctVal>0.1119956479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>UNITED BANKSHARES INC/WV COMMON STOCK USD2.5</title>
        <cusip>909907107</cusip>
        <identifiers>
          <isin value="US9099071071"/>
          <ticker value="UBSI "/>
        </identifiers>
        <balance>27372</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1036577.64</valUSD>
        <pctVal>0.1836965016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Financial Bancorp Inc.</name>
        <lei>5493007HZ8HYM8VXVK61</lei>
        <title>UNITED FINANCIAL BANCORP INC COMMON STOCK</title>
        <cusip>910304104</cusip>
        <identifiers>
          <isin value="US9103041045"/>
          <ticker value="UBNK "/>
        </identifiers>
        <balance>15510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211401.3</valUSD>
        <pctVal>0.0374633580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Fire Group Inc.</name>
        <lei>N/A</lei>
        <title>UNITED FIRE GROUP INC COMMON STOCK USD.001</title>
        <cusip>910340108</cusip>
        <identifiers>
          <isin value="US9103401082"/>
          <ticker value="UFCS "/>
        </identifiers>
        <balance>6004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282067.92</valUSD>
        <pctVal>0.0499865019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Insurance Holdings Corp.</name>
        <lei>N/A</lei>
        <title>UNITED INSURANCE HOLDINGS CORP COMMON STOCK USD.0001</title>
        <cusip>910710102</cusip>
        <identifiers>
          <isin value="US9107101027"/>
          <ticker value="UIHC "/>
        </identifiers>
        <balance>6596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92278.04</valUSD>
        <pctVal>0.0163529990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Third Point Reinsurance Ltd.</name>
        <lei>2LTXLGOFX5N78LZ32691</lei>
        <title>THIRD POINT REINSURANCE LTD COMMON STOCK USD.1</title>
        <cusip>G8827U100</cusip>
        <identifiers>
          <isin value="BMG8827U1009"/>
          <ticker value="TPRE "/>
        </identifiers>
        <balance>21441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214195.59</valUSD>
        <pctVal>0.0379585465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Latin America Ltd.</name>
        <lei>N/A</lei>
        <title>LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01</title>
        <cusip>G9001E102</cusip>
        <identifiers>
          <isin value="BMG9001E1021"/>
          <ticker value="LILA "/>
        </identifiers>
        <balance>14532</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248061.24</valUSD>
        <pctVal>0.0439600279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Natural Foods Inc.</name>
        <lei>549300GKGW6WPZ282D40</lei>
        <title>UNITED NATURAL FOODS INC COMMON STOCK USD.01</title>
        <cusip>911163103</cusip>
        <identifiers>
          <isin value="US9111631035"/>
          <ticker value="UNFI "/>
        </identifiers>
        <balance>15196</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175057.92</valUSD>
        <pctVal>0.0310227871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States Lime and Minerals Inc.</name>
        <lei>549300VGDEEG8RT7VC89</lei>
        <title>UNITED STATES LIME and MINERALS COMMON STOCK USD.1</title>
        <cusip>911922102</cusip>
        <identifiers>
          <isin value="US9119221029"/>
          <ticker value="USLM "/>
        </identifiers>
        <balance>626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47889</valUSD>
        <pctVal>0.0084866212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Latin America Ltd.</name>
        <lei>N/A</lei>
        <title>LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01</title>
        <cusip>G9001E128</cusip>
        <identifiers>
          <isin value="BMG9001E1286"/>
          <ticker value="LILAK "/>
        </identifiers>
        <balance>30915</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>528491.93</valUSD>
        <pctVal>0.0936563890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Triton International Limited</name>
        <lei>N/A</lei>
        <title>TRITON INTERNATIONAL LTD/BERMU COMMON STOCK USD.01</title>
        <cusip>G9078F107</cusip>
        <identifiers>
          <isin value="BMG9078F1077"/>
          <ticker value="TRTN "/>
        </identifiers>
        <balance>15704</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>531423.36</valUSD>
        <pctVal>0.0941758806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tronox Holdings PLC</name>
        <lei>N/A</lei>
        <title>TRONOX HOLDINGS PLC COMMON STOCK USD.01</title>
        <cusip>G9087Q102</cusip>
        <identifiers>
          <isin value="GB00BJT16S69"/>
          <ticker value="TROX "/>
        </identifiers>
        <balance>26323</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218480.9</valUSD>
        <pctVal>0.0387179652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Golar LNG Limited</name>
        <lei>N/A</lei>
        <title>GOLAR LNG LTD COMMON STOCK USD1.0</title>
        <cusip>G9456A100</cusip>
        <identifiers>
          <isin value="BMG9456A1009"/>
          <ticker value="GLNG "/>
        </identifiers>
        <balance>27059</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>351496.41</valUSD>
        <pctVal>0.0622902312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unitil Corporation</name>
        <lei>N/A</lei>
        <title>UNITIL CORP COMMON STOCK</title>
        <cusip>913259107</cusip>
        <identifiers>
          <isin value="US9132591077"/>
          <ticker value="UTL "/>
        </identifiers>
        <balance>4267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>270698.48</valUSD>
        <pctVal>0.0479716732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uniti Group Inc.</name>
        <lei>549300V3NU625PJUVA84</lei>
        <title>UNITI GROUP INC REIT USD.0001</title>
        <cusip>91325V108</cusip>
        <identifiers>
          <isin value="US91325V1089"/>
          <ticker value="UNIT "/>
        </identifiers>
        <balance>53178</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>412927.17</valUSD>
        <pctVal>0.0731766475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Watford Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>WATFORD HOLDINGS LTD COMMON STOCK USD.01</title>
        <cusip>G94787101</cusip>
        <identifiers>
          <isin value="BMG947871015"/>
          <ticker value="WTRE "/>
        </identifiers>
        <balance>5979</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161134.05</valUSD>
        <pctVal>0.0285552766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Corporation</name>
        <lei>549300BZXZ66F6DTIF20</lei>
        <title>UNIVERSAL CORP/VA COMMON STOCK</title>
        <cusip>913456109</cusip>
        <identifiers>
          <isin value="US9134561094"/>
          <ticker value="UVV "/>
        </identifiers>
        <balance>7039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>385807.59</valUSD>
        <pctVal>0.0683706669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Electronics Inc.</name>
        <lei>549300ZW9EULAR7T6F89</lei>
        <title>UNIVERSAL ELECTRONICS INC COMMON STOCK USD.01</title>
        <cusip>913483103</cusip>
        <identifiers>
          <isin value="US9134831034"/>
          <ticker value="UEIC "/>
        </identifiers>
        <balance>3900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198510</valUSD>
        <pctVal>0.0351788338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Forest Products Inc.</name>
        <lei>5493007KB485C9OV5572</lei>
        <title>UNIVERSAL FOREST PRODUCTS INC COMMON STOCK</title>
        <cusip>913543104</cusip>
        <identifiers>
          <isin value="US9135431040"/>
          <ticker value="UFPI "/>
        </identifiers>
        <balance>16841</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>671619.08</valUSD>
        <pctVal>0.1190205834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Health Realty Income Trust</name>
        <lei>549300L4MWZL4IH6H172</lei>
        <title>UNIVERSAL HEALTH REALTY INCOME REIT USD.01</title>
        <cusip>91359E105</cusip>
        <identifiers>
          <isin value="US91359E1055"/>
          <ticker value="UHT "/>
        </identifiers>
        <balance>3654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375631.2</valUSD>
        <pctVal>0.0665672639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Universal Insurance Holdings Inc.</name>
        <lei>N/A</lei>
        <title>UNIVERSAL INSURANCE HOLDINGS I COMMON STOCK USD.01</title>
        <cusip>91359V107</cusip>
        <identifiers>
          <isin value="US91359V1070"/>
          <ticker value="UVE "/>
        </identifiers>
        <balance>8845</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>265261.55</valUSD>
        <pctVal>0.0470081708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unity Biotechnology Inc.</name>
        <lei>N/A</lei>
        <title>UNITY BIOTECHNOLOGY INC COMMON STOCK USD.0001</title>
        <cusip>91381U101</cusip>
        <identifiers>
          <isin value="US91381U1016"/>
          <ticker value="UBX "/>
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        <balance>8396</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51215.6</valUSD>
        <pctVal>0.0090761427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="17304.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Universal Logistics Holdings Inc.</name>
        <lei>N/A</lei>
        <title>UNIVERSAL LOGISTICS HOLDINGS I COMMON STOCK</title>
        <cusip>91388P105</cusip>
        <identifiers>
          <isin value="US91388P1057"/>
          <ticker value="ULH "/>
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        <balance>2645</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61575.6</valUSD>
        <pctVal>0.0109120840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Univest Financial Corporation</name>
        <lei>4WII2HCR8UEWNU03U507</lei>
        <title>UNIVEST FINANCIAL CORP COMMON STOCK USD5.0</title>
        <cusip>915271100</cusip>
        <identifiers>
          <isin value="US9152711001"/>
          <ticker value="UVSP "/>
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        <balance>8395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214156.45</valUSD>
        <pctVal>0.0379516103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Upland Software Inc.</name>
        <lei>549300NS277POYJ63W89</lei>
        <title>UPLAND SOFTWARE INC COMMON STOCK USD.0001</title>
        <cusip>91544A109</cusip>
        <identifiers>
          <isin value="US91544A1097"/>
          <ticker value="UPLD "/>
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        <balance>6413</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223557.18</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bridgewater Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>BRIDGEWATER BANCSHARES INC COMMON STOCK USD.001</title>
        <cusip>108621103</cusip>
        <identifiers>
          <isin value="US1086211034"/>
          <ticker value="BWB "/>
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        <balance>8335</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99519.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Briggs and Stratton Corporation</name>
        <lei>549300OYTIWYSPR42284</lei>
        <title>BRIGGS and STRATTON CORP COMMON STOCK USD.01</title>
        <cusip>109043109</cusip>
        <identifiers>
          <isin value="US1090431099"/>
          <ticker value="BGG "/>
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        <balance>12050</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73023</valUSD>
        <pctVal>0.0129407283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brigham Minerals Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHAM MINERALS INC COMMON STOCK USD.01</title>
        <cusip>10918L103</cusip>
        <identifiers>
          <isin value="US10918L1035"/>
          <ticker value="MNRL "/>
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        <balance>4871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96932.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brightcove Inc.</name>
        <lei>5493006VI8OCN44T4W47</lei>
        <title>BRIGHTCOVE INC COMMON STOCK USD.001</title>
        <cusip>10921T101</cusip>
        <identifiers>
          <isin value="US10921T1016"/>
          <ticker value="BCOV "/>
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        <balance>11518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120708.64</valUSD>
        <pctVal>0.0213913112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BrightView Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>10948C107</cusip>
        <identifiers>
          <isin value="US10948C1071"/>
          <ticker value="BV "/>
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        <balance>8991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154195.65</valUSD>
        <pctVal>0.0273256921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BrightSphere Investment Group Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTSPHERE INVESTMENT GROUP COMMON STOCK USD.001</title>
        <cusip>10948W103</cusip>
        <identifiers>
          <isin value="US10948W1036"/>
          <ticker value="BSIG "/>
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        <balance>20437</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202530.67</valUSD>
        <pctVal>0.0358913545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brinker International Inc.</name>
        <lei>N/A</lei>
        <title>BRINKER INTERNATIONAL INC COMMON STOCK USD.1</title>
        <cusip>109641100</cusip>
        <identifiers>
          <isin value="US1096411004"/>
          <ticker value="EAT "/>
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        <balance>10587</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>451747.29</valUSD>
        <pctVal>0.0800561324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Brink's Company</name>
        <lei>XFP140TFNOQMIVFTVQ13</lei>
        <title>BRINK'S CO/THE COMMON STOCK USD1.0</title>
        <cusip>109696104</cusip>
        <identifiers>
          <isin value="US1096961040"/>
          <ticker value="BCO "/>
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        <balance>14174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1175733.3</valUSD>
        <pctVal>0.2083568907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brookdale Senior Living Inc.</name>
        <lei>LH7MQB13NWY7CJ9VC445</lei>
        <title>BROOKDALE SENIOR LIVING INC COMMON STOCK USD.01</title>
        <cusip>112463104</cusip>
        <identifiers>
          <isin value="US1124631045"/>
          <ticker value="BKD "/>
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        <balance>53045</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402081.1</valUSD>
        <pctVal>0.0712545675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brookline Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>BROOKLINE BANCORP INC COMMON STOCK USD.01</title>
        <cusip>11373M107</cusip>
        <identifiers>
          <isin value="US11373M1071"/>
          <ticker value="BRKL "/>
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        <balance>22886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337110.78</valUSD>
        <pctVal>0.0597408902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brooks Automation Inc.</name>
        <lei>35ZN6X1ANPH25YN32Y17</lei>
        <title>BROOKS AUTOMATION INC COMMON STOCK USD.01</title>
        <cusip>114340102</cusip>
        <identifiers>
          <isin value="US1143401024"/>
          <ticker value="BRKS "/>
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        <balance>20176</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>747117.28</valUSD>
        <pctVal>0.1323999528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Senior Housing Properties Trust</name>
        <lei>N/A</lei>
        <title>SENIOR HOUSING PROPERTIES TRUS REIT USD.01</title>
        <cusip>81721M109</cusip>
        <identifiers>
          <isin value="US81721M1099"/>
          <ticker value="SNH "/>
        </identifiers>
        <balance>67841</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>627868.46</valUSD>
        <pctVal>0.1112673428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sensient Technologies Corporation</name>
        <lei>CMMZHMFZQG86EI7WZU92</lei>
        <title>SENSIENT TECHNOLOGIES CORP COMMON STOCK USD.1</title>
        <cusip>81725T100</cusip>
        <identifiers>
          <isin value="US81725T1007"/>
          <ticker value="SXT "/>
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        <balance>11944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>819955.6</valUSD>
        <pctVal>0.1453079532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Senseonics Holdings Inc.</name>
        <lei>549300RCH6Z07TBHJ258</lei>
        <title>SENSEONICS HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>81727U105</cusip>
        <identifiers>
          <isin value="US81727U1051"/>
          <ticker value="SENS "/>
        </identifiers>
        <balance>39053</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38603.89</valUSD>
        <pctVal>0.0068411658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="38986.000000000000"/>
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      <invstOrSec>
        <name>Seres Therapeutics Inc.</name>
        <lei>549300GMXBE5NUWISF13</lei>
        <title>SERES THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>81750R102</cusip>
        <identifiers>
          <isin value="US81750R1023"/>
          <ticker value="MCRB "/>
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        <balance>11309</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45349.09</valUSD>
        <pctVal>0.0080365125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Seritage Growth Properties</name>
        <lei>5493003CJFC2MM82WB25</lei>
        <title>SERITAGE GROWTH PROPERTIES REIT USD.01</title>
        <cusip>81752R100</cusip>
        <identifiers>
          <isin value="US81752R1005"/>
          <ticker value="SRG "/>
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        <balance>9305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395369.45</valUSD>
        <pctVal>0.0700651664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ServisFirst Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>SERVISFIRST BANCSHARES INC COMMON STOCK USD.001</title>
        <cusip>81768T108</cusip>
        <identifiers>
          <isin value="US81768T1088"/>
          <ticker value="SFBS "/>
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        <balance>13671</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>453193.65</valUSD>
        <pctVal>0.0803124482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shake Shack Inc.</name>
        <lei>N/A</lei>
        <title>SHAKE SHACK INC COMMON STOCK USD.01</title>
        <cusip>819047101</cusip>
        <identifiers>
          <isin value="US8190471016"/>
          <ticker value="SHAK "/>
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        <balance>8082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>792359.28</valUSD>
        <pctVal>0.1404174875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shenandoah Telecommunications Company</name>
        <lei>549300XH3H4OUKFPHS84</lei>
        <title>SHENANDOAH TELECOMMUNICATIONS COMMON STOCK</title>
        <cusip>82312B106</cusip>
        <identifiers>
          <isin value="US82312B1061"/>
          <ticker value="SHEN "/>
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        <balance>13659</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>433946.43</valUSD>
        <pctVal>0.0769015634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shoe Carnival Inc.</name>
        <lei>N/A</lei>
        <title>SHOE CARNIVAL INC COMMON STOCK USD.01</title>
        <cusip>824889109</cusip>
        <identifiers>
          <isin value="US8248891090"/>
          <ticker value="SCVL "/>
        </identifiers>
        <balance>2769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89743.29</valUSD>
        <pctVal>0.0159038048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="35827.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shockwave Medical Inc.</name>
        <lei>N/A</lei>
        <title>SHOCKWAVE MEDICAL INC COMMON STOCK USD.001</title>
        <cusip>82489T104</cusip>
        <identifiers>
          <isin value="US82489T1043"/>
          <ticker value="SWAV "/>
        </identifiers>
        <balance>1918</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57405.74</valUSD>
        <pctVal>0.0101731247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shore Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>SHORE BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>825107105</cusip>
        <identifiers>
          <isin value="US8251071051"/>
          <ticker value="SHBI "/>
        </identifiers>
        <balance>4878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75169.98</valUSD>
        <pctVal>0.0133212041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Zogenix Inc.</name>
        <lei>54930089H3HF4C32SK78</lei>
        <title>ZOGENIX INC COMMON STOCK USD.001</title>
        <cusip>98978L204</cusip>
        <identifiers>
          <isin value="US98978L2043"/>
          <ticker value="ZGNX "/>
        </identifiers>
        <balance>12201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>488528.04</valUSD>
        <pctVal>0.0865742115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zumiez Inc.</name>
        <lei>549300J0PDF58P6HZD25</lei>
        <title>ZUMIEZ INC COMMON STOCK</title>
        <cusip>989817101</cusip>
        <identifiers>
          <isin value="US9898171015"/>
          <ticker value="ZUMZ "/>
        </identifiers>
        <balance>5688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180167.4</valUSD>
        <pctVal>0.0319282607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Zuora Inc.</name>
        <lei>N/A</lei>
        <title>ZUORA INC COMMON STOCK</title>
        <cusip>98983V106</cusip>
        <identifiers>
          <isin value="US98983V1061"/>
          <ticker value="ZUO "/>
        </identifiers>
        <balance>24454</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368032.7</valUSD>
        <pctVal>0.0652207002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="116727.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Zynex Inc.</name>
        <lei>N/A</lei>
        <title>ZYNEX INC COMMON STOCK USD.001</title>
        <cusip>98986M103</cusip>
        <identifiers>
          <isin value="US98986M1036"/>
          <ticker value="ZYXI "/>
        </identifiers>
        <balance>5010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47645.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46452.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Zynerba Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>ZYNERBA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>98986X109</cusip>
        <identifiers>
          <isin value="US98986X1090"/>
          <ticker value="ZYNE "/>
        </identifiers>
        <balance>6579</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49737.24</valUSD>
        <pctVal>0.0088141560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="49166.000000000000"/>
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      <invstOrSec>
        <name>Adient Public Limited Company</name>
        <lei>5493002QLDY8O75RTR78</lei>
        <title>ADIENT PLC COMMON STOCK USD.001</title>
        <cusip>G0084W101</cusip>
        <identifiers>
          <isin value="IE00BD845X29"/>
          <ticker value="ADNT "/>
        </identifiers>
        <balance>24885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>571359.6</valUSD>
        <pctVal>0.1012531581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aircastle Limited</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>AIRCASTLE LTD COMMON STOCK USD.01</title>
        <cusip>G0129K104</cusip>
        <identifiers>
          <isin value="BMG0129K1045"/>
          <ticker value="AYR "/>
        </identifiers>
        <balance>14622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327971.46</valUSD>
        <pctVal>0.0581212709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ambarella Inc.</name>
        <lei>N/A</lei>
        <title>AMBARELLA INC COMMON STOCK USD.00045</title>
        <cusip>G037AX101</cusip>
        <identifiers>
          <isin value="KYG037AX1015"/>
          <ticker value="AMBA "/>
        </identifiers>
        <balance>8914</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>560111.19</valUSD>
        <pctVal>0.0992597777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AquaVenture Holdings Limited</name>
        <lei>N/A</lei>
        <title>AQUAVENTURE HOLDINGS LTD COMMON STOCK USD.001</title>
        <cusip>G0443N107</cusip>
        <identifiers>
          <isin value="VGG0443N1078"/>
          <ticker value="WAAS "/>
        </identifiers>
        <balance>3945</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76651.35</valUSD>
        <pctVal>0.0135837243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Argo Group International Holdings Ltd.</name>
        <lei>549300M4T8Y5TTWI6O03</lei>
        <title>ARGO GROUP INTERNATIONAL HOLDI COMMON STOCK USD1.0</title>
        <cusip>G0464B107</cusip>
        <identifiers>
          <isin value="BMG0464B1072"/>
          <ticker value="ARGO "/>
        </identifiers>
        <balance>9233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>648525.92</valUSD>
        <pctVal>0.1149281425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="926EMC902"/>
        </identifiers>
        <balance>3166426.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31685479.5</valUSD>
        <pctVal>5.6151237606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="31685479.500000000000" isCashCollateral="Y"/>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Contura Energy Inc.</name>
        <lei>N/A</lei>
        <title>CONTURA ENERGY INC COMMON STOCK USD.01</title>
        <cusip>21241B100</cusip>
        <identifiers>
          <isin value="US21241B1008"/>
          <ticker value="CTRA "/>
        </identifiers>
        <balance>5408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151207.68</valUSD>
        <pctVal>0.0267961808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cooper-Standard Holdings Inc.</name>
        <lei>549300VVOH2RQP5YMB08</lei>
        <title>COOPER-STANDARD HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>21676P103</cusip>
        <identifiers>
          <isin value="US21676P1030"/>
          <ticker value="CPS "/>
        </identifiers>
        <balance>4787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195692.56</valUSD>
        <pctVal>0.0346795428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cooper Tire and Rubber Company</name>
        <lei>DE46ECQ8KH195MRIQN56</lei>
        <title>COOPER TIRE and RUBBER CO COMMON STOCK USD1.0</title>
        <cusip>216831107</cusip>
        <identifiers>
          <isin value="US2168311072"/>
          <ticker value="CTB "/>
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        <balance>14014</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366045.68</valUSD>
        <pctVal>0.0648685716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Corbus Pharmaceuticals Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CORBUS PHARMACEUTICALS HOLDING COMMON STOCK USD.0001</title>
        <cusip>21833P103</cusip>
        <identifiers>
          <isin value="US21833P1030"/>
          <ticker value="CRBP "/>
        </identifiers>
        <balance>18059</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87947.33</valUSD>
        <pctVal>0.0155855348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="28392.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Corcept Therapeutics Incorporated</name>
        <lei>N/A</lei>
        <title>CORCEPT THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>218352102</cusip>
        <identifiers>
          <isin value="US2183521028"/>
          <ticker value="CORT "/>
        </identifiers>
        <balance>27612</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>390295.62</valUSD>
        <pctVal>0.0691660106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Core-Mark Holding Company Inc.</name>
        <lei>N/A</lei>
        <title>CORE-MARK HOLDING CO INC COMMON STOCK USD.01</title>
        <cusip>218681104</cusip>
        <identifiers>
          <isin value="US2186811046"/>
          <ticker value="CORE "/>
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        <balance>12947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>415792.91</valUSD>
        <pctVal>0.0736844979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CorEnergy Infrastructure Trust Inc.</name>
        <lei>549300RWMFYIPNXWXM78</lei>
        <title>CORENERGY INFRASTRUCTURE TRU REIT USD.001</title>
        <cusip>21870U502</cusip>
        <identifiers>
          <isin value="US21870U5020"/>
          <ticker value="CORR "/>
        </identifiers>
        <balance>3856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182080.32</valUSD>
        <pctVal>0.0322672577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CoreCivic Inc.</name>
        <lei>N/A</lei>
        <title>CORECIVIC INC REIT USD.01</title>
        <cusip>21871N101</cusip>
        <identifiers>
          <isin value="US21871N1019"/>
          <ticker value="CXW "/>
        </identifiers>
        <balance>33861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>585118.08</valUSD>
        <pctVal>0.1036913591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Corepoint Lodging Inc.</name>
        <lei>N/A</lei>
        <title>COREPOINT LODGING INC REIT USD.01</title>
        <cusip>21872L104</cusip>
        <identifiers>
          <isin value="US21872L1044"/>
          <ticker value="CPLG "/>
        </identifiers>
        <balance>12565</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127032.15</valUSD>
        <pctVal>0.0225119283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Corindus Vascular Robotics Inc.</name>
        <lei>N/A</lei>
        <title>CORINDUS VASCULAR ROBOTICS INC COMMON STOCK USD.0001</title>
        <cusip>218730109</cusip>
        <identifiers>
          <isin value="US2187301096"/>
          <ticker value="CVRS "/>
        </identifiers>
        <balance>27079</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115898.12</valUSD>
        <pctVal>0.0205388177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Corium International Inc.</name>
        <lei>549300OGJMOXT00S0K11</lei>
        <title>CORIUM INTL INC and COMMON STOCK</title>
        <cusip>218CVR918</cusip>
        <identifiers>
          <ticker value="218CVR918"/>
        </identifiers>
        <balance>8600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1548</valUSD>
        <pctVal>0.0002743279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="63.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>National General Holdings Corp.</name>
        <lei>549300HUE7OCQI86BK16</lei>
        <title>NATIONAL GENERAL HOLDINGS CORP COMMON STOCK USD.01</title>
        <cusip>636220303</cusip>
        <identifiers>
          <isin value="US6362203035"/>
          <ticker value="NGHC "/>
        </identifiers>
        <balance>19383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>446196.66</valUSD>
        <pctVal>0.0790724807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Health Investors Inc.</name>
        <lei>549300ZPKZIG6DKDEC02</lei>
        <title>NATIONAL HEALTH INVESTORS INC REIT USD.01</title>
        <cusip>63633D104</cusip>
        <identifiers>
          <isin value="US63633D1046"/>
          <ticker value="NHI "/>
        </identifiers>
        <balance>11715</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>965198.85</valUSD>
        <pctVal>0.1710471510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Presto Industries Inc.</name>
        <lei>N/A</lei>
        <title>NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>637215104</cusip>
        <identifiers>
          <isin value="US6372151042"/>
          <ticker value="NPK "/>
        </identifiers>
        <balance>1420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126507.8</valUSD>
        <pctVal>0.0224190060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Research Corporation</name>
        <lei>549300FQIORB6GZCYT15</lei>
        <title>NATIONAL RESEARCH CORP COMMON STOCK USD.001</title>
        <cusip>637372202</cusip>
        <identifiers>
          <isin value="US6373722023"/>
          <ticker value="NRC "/>
        </identifiers>
        <balance>3459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199757.25</valUSD>
        <pctVal>0.0353998645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Storage Affiliates Trust</name>
        <lei>N/A</lei>
        <title>NATIONAL STORAGE AFFILIATES TR REIT USD.01</title>
        <cusip>637870106</cusip>
        <identifiers>
          <isin value="US6378701063"/>
          <ticker value="NSA "/>
        </identifiers>
        <balance>16152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>538992.24</valUSD>
        <pctVal>0.0955171953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Vision Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NATIONAL VISION HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>63845R107</cusip>
        <identifiers>
          <isin value="US63845R1077"/>
          <ticker value="EYE "/>
        </identifiers>
        <balance>21604</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>520008.28</valUSD>
        <pctVal>0.0921529639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Western Life Group Inc.</name>
        <lei>549300HPXNVHFT1BJ192</lei>
        <title>NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01</title>
        <cusip>638517102</cusip>
        <identifiers>
          <isin value="US6385171029"/>
          <ticker value="NWLI "/>
        </identifiers>
        <balance>671</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180076.27</valUSD>
        <pctVal>0.0319121111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natural Gas Services Group Inc.</name>
        <lei>N/A</lei>
        <title>NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01</title>
        <cusip>63886Q109</cusip>
        <identifiers>
          <isin value="US63886Q1094"/>
          <ticker value="NGS "/>
        </identifiers>
        <balance>4215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53994.15</valUSD>
        <pctVal>0.0095685418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Natus Medical Incorporated</name>
        <lei>N/A</lei>
        <title>NATUS MEDICAL INC COMMON STOCK USD.001</title>
        <cusip>639050103</cusip>
        <identifiers>
          <isin value="US6390501038"/>
          <ticker value="NTUS "/>
        </identifiers>
        <balance>9654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>307383.36</valUSD>
        <pctVal>0.0544727628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Navistar International Corporation</name>
        <lei>WNDD3CRVXJGC8I7GX671</lei>
        <title>NAVISTAR INTERNATIONAL CORP COMMON STOCK USD.1</title>
        <cusip>63934E108</cusip>
        <identifiers>
          <isin value="US63934E1082"/>
          <ticker value="NAV "/>
        </identifiers>
        <balance>14151</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>397784.61</valUSD>
        <pctVal>0.0704931675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Navigant Consulting Inc.</name>
        <lei>54930060E7FNHT5KFZ32</lei>
        <title>NAVIGANT CONSULTING INC COMMON STOCK USD.001</title>
        <cusip>63935N107</cusip>
        <identifiers>
          <isin value="US63935N1072"/>
          <ticker value="NCI "/>
        </identifiers>
        <balance>10870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303816.5</valUSD>
        <pctVal>0.0538406638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Neenah Inc.</name>
        <lei>8SR38IKUT3O1F1I6VH65</lei>
        <title>NEENAH INC COMMON STOCK USD.01</title>
        <cusip>640079109</cusip>
        <identifiers>
          <isin value="US6400791090"/>
          <ticker value="NP "/>
        </identifiers>
        <balance>4822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314008.64</valUSD>
        <pctVal>0.0556468579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nelnet Inc.</name>
        <lei>549300T6B0Q52I6OM558</lei>
        <title>NELNET INC COMMON STOCK USD.01</title>
        <cusip>64031N108</cusip>
        <identifiers>
          <isin value="US64031N1081"/>
          <ticker value="NNI "/>
        </identifiers>
        <balance>5005</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>318318</valUSD>
        <pctVal>0.0564105386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Neogen Corporation</name>
        <lei>549300HJT9FC36N4UW43</lei>
        <title>NEOGEN CORP COMMON STOCK USD.16</title>
        <cusip>640491106</cusip>
        <identifiers>
          <isin value="US6404911066"/>
          <ticker value="NEOG "/>
        </identifiers>
        <balance>14556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>991409.16</valUSD>
        <pctVal>0.1756919958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NeoGenomics Inc.</name>
        <lei>N/A</lei>
        <title>NEOGENOMICS INC COMMON STOCK USD.001</title>
        <cusip>64049M209</cusip>
        <identifiers>
          <isin value="US64049M2098"/>
          <ticker value="NEO "/>
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        <balance>26211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>501154.32</valUSD>
        <pctVal>0.0888117704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NeoPhotonics Corporation</name>
        <lei>N/A</lei>
        <title>NEOPHOTONICS CORP COMMON STOCK USD.0025</title>
        <cusip>64051T100</cusip>
        <identifiers>
          <isin value="US64051T1007"/>
          <ticker value="NPTN "/>
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        <balance>11162</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67976.58</valUSD>
        <pctVal>0.0120464300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ScanSource Inc.</name>
        <lei>7FHBAN017QDY4K2KP156</lei>
        <title>SCANSOURCE INC COMMON STOCK</title>
        <cusip>806037107</cusip>
        <identifiers>
          <isin value="US8060371072"/>
          <ticker value="SCSC "/>
        </identifiers>
        <balance>7329</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223900.95</valUSD>
        <pctVal>0.0396784762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Schnitzer Steel Industries Inc.</name>
        <lei>549300F62TK8VRDSM285</lei>
        <title>SCHNITZER STEEL INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>806882106</cusip>
        <identifiers>
          <isin value="US8068821060"/>
          <ticker value="SCHN "/>
        </identifiers>
        <balance>7571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156416.86</valUSD>
        <pctVal>0.0277193226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Scholastic Corporation</name>
        <lei>N/A</lei>
        <title>SCHOLASTIC CORP COMMON STOCK USD.01</title>
        <cusip>807066105</cusip>
        <identifiers>
          <isin value="US8070661058"/>
          <ticker value="SCHL "/>
        </identifiers>
        <balance>8335</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314729.6</valUSD>
        <pctVal>0.0557746224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Scholar Rock Holding Corporation</name>
        <lei>N/A</lei>
        <title>SCHOLAR ROCK HOLDING CORP COMMON STOCK USD.001</title>
        <cusip>80706P103</cusip>
        <identifiers>
          <isin value="US80706P1030"/>
          <ticker value="SRRK "/>
        </identifiers>
        <balance>5310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47524.5</valUSD>
        <pctVal>0.0084220265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="45449.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Schweitzer-Mauduit International Inc.</name>
        <lei>549300Z1FU4IDULG1R21</lei>
        <title>SCHWEITZER-MAUDUIT INTERNATION COMMON STOCK USD.1</title>
        <cusip>808541106</cusip>
        <identifiers>
          <isin value="US8085411069"/>
          <ticker value="SWM "/>
        </identifiers>
        <balance>8856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>331568.64</valUSD>
        <pctVal>0.0587587431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Science Applications International Corporation</name>
        <lei>549300LZPNZIXQGZPZ48</lei>
        <title>SCIENCE APPLICATIONS INTERNATI COMMON STOCK USD.0001</title>
        <cusip>808625107</cusip>
        <identifiers>
          <isin value="US8086251076"/>
          <ticker value="SAIC "/>
        </identifiers>
        <balance>16803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1467742.05</valUSD>
        <pctVal>0.2601050509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scientific Games Corporporation</name>
        <lei>N/A</lei>
        <title>SCIENTIFIC GAMES CORP COMMON STOCK USD.001</title>
        <cusip>80874P109</cusip>
        <identifiers>
          <isin value="US80874P1093"/>
          <ticker value="SGMS "/>
        </identifiers>
        <balance>16099</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327614.65</valUSD>
        <pctVal>0.0580580390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>A. Schulman Inc.</name>
        <lei>5493004OGK9A7CGV3B42</lei>
        <title>SCHULMAN A INC CVR COM COMMON STOCK</title>
        <cusip>808CVR104</cusip>
        <identifiers>
          <isin value="US808CVR1040"/>
          <ticker value="808CVR104"/>
        </identifiers>
        <balance>7553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3270.45</valUSD>
        <pctVal>0.0005795709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The E.W. Scripps Company</name>
        <lei>549300U1OW41QPKYW028</lei>
        <title>EW SCRIPPS CO/THE COMMON STOCK USD.01</title>
        <cusip>811054402</cusip>
        <identifiers>
          <isin value="US8110544025"/>
          <ticker value="SSP "/>
        </identifiers>
        <balance>15929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211537.12</valUSD>
        <pctVal>0.0374874273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sculptor Capital Management Inc</name>
        <lei>N/A</lei>
        <title>SCULPTOR CAPITAL MANAGEMENT IN COMMON STOCK</title>
        <cusip>811246107</cusip>
        <identifiers>
          <isin value="US8112461079"/>
          <ticker value="SCU "/>
        </identifiers>
        <balance>5010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97594.8</valUSD>
        <pctVal>0.0172952055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seacoast Banking Corporation of Florida</name>
        <lei>549300V6IC06XYQYPG88</lei>
        <title>SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1</title>
        <cusip>811707801</cusip>
        <identifiers>
          <isin value="US8117078019"/>
          <ticker value="SBCF "/>
        </identifiers>
        <balance>14359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363426.29</valUSD>
        <pctVal>0.0644043779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEACOR Holdings Inc.</name>
        <lei>549300IQTYSR1SC4II14</lei>
        <title>SEACOR HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>811904101</cusip>
        <identifiers>
          <isin value="US8119041015"/>
          <ticker value="CKH "/>
        </identifiers>
        <balance>5018</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>236197.26</valUSD>
        <pctVal>0.0418575596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SeaSpine Holdings Corporation</name>
        <lei>5493006QNC6E00LJ7M10</lei>
        <title>SEASPINE HOLDINGS CORP COMMON STOCK USD.01</title>
        <cusip>81255T108</cusip>
        <identifiers>
          <isin value="US81255T1088"/>
          <ticker value="SPNE "/>
        </identifiers>
        <balance>5317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64920.57</valUSD>
        <pctVal>0.0115048609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SeaWorld Entertainment Inc.</name>
        <lei>N/A</lei>
        <title>SEAWORLD ENTERTAINMENT INC COMMON STOCK USD.01</title>
        <cusip>81282V100</cusip>
        <identifiers>
          <isin value="US81282V1008"/>
          <ticker value="SEAS "/>
        </identifiers>
        <balance>13464</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>354372.48</valUSD>
        <pctVal>0.0627999123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Interior Concepts Inc.</name>
        <lei>N/A</lei>
        <title>SELECT INTERIOR CONCEPTS INC COMMON STOCK USD.01</title>
        <cusip>816120307</cusip>
        <identifiers>
          <isin value="US8161203075"/>
          <ticker value="SIC "/>
        </identifiers>
        <balance>6797</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88157.09</valUSD>
        <pctVal>0.0156227073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Energy Services Inc.</name>
        <lei>54930094OK8LA3QDW486</lei>
        <title>SELECT ENERGY SERVICES INC COMMON STOCK USD.01</title>
        <cusip>81617J301</cusip>
        <identifiers>
          <isin value="US81617J3014"/>
          <ticker value="WTTR "/>
        </identifiers>
        <balance>17048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147635.68</valUSD>
        <pctVal>0.0261631709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>SELECT BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>81617L108</cusip>
        <identifiers>
          <isin value="US81617L1089"/>
          <ticker value="SLCT "/>
        </identifiers>
        <balance>5471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63463.6</valUSD>
        <pctVal>0.0112466648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Medical Holdings Corporation</name>
        <lei>N/A</lei>
        <title>SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001</title>
        <cusip>81619Q105</cusip>
        <identifiers>
          <isin value="US81619Q1058"/>
          <ticker value="SEM "/>
        </identifiers>
        <balance>31500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>521955</valUSD>
        <pctVal>0.0924979508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Selective Insurance Group Inc.</name>
        <lei>N/A</lei>
        <title>SELECTIVE INSURANCE GROUP INC COMMON STOCK USD2.0</title>
        <cusip>816300107</cusip>
        <identifiers>
          <isin value="US8163001071"/>
          <ticker value="SIGI "/>
        </identifiers>
        <balance>16546</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1244093.74</valUSD>
        <pctVal>0.2204713462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SemGroup Corporation</name>
        <lei>549300GC80VO7T85ZM78</lei>
        <title>SEMGROUP CORP COMMON STOCK</title>
        <cusip>81663A105</cusip>
        <identifiers>
          <isin value="US81663A1051"/>
          <ticker value="SEMG "/>
        </identifiers>
        <balance>23038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>376440.92</valUSD>
        <pctVal>0.0667107580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Semtech Corporation</name>
        <lei>549300J7WUY317SW6O61</lei>
        <title>SEMTECH CORP COMMON STOCK USD.01</title>
        <cusip>816850101</cusip>
        <identifiers>
          <isin value="US8168501018"/>
          <ticker value="SMTC "/>
        </identifiers>
        <balance>18724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>910173.64</valUSD>
        <pctVal>0.1612958905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seneca Foods Corporation</name>
        <lei>N/A</lei>
        <title>SENECA FOODS CORP COMMON STOCK USD.25</title>
        <cusip>817070501</cusip>
        <identifiers>
          <isin value="US8170705011"/>
          <ticker value="SENEA "/>
        </identifiers>
        <balance>2284</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71215.12</valUSD>
        <pctVal>0.0126203459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deduction of sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-10-30</ncom:dateSigned>
      <ncom:nameOfApplicant>John Hancock Variable Insurance Trust</ncom:nameOfApplicant>
      <ncom:signature>/s/Salvatore Schiavone</ncom:signature>
      <ncom:signerName>Salvatore Schiavone</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
