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        <lei>549300WDF7T2EVBC1877</lei>
        <title>AIMMUNE THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>00900T107</cusip>
        <identifiers>
          <isin value="US00900T1079"/>
          <ticker value="AIMT "/>
        </identifiers>
        <balance>7616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254907.52</valUSD>
        <pctVal>0.0026057798</pctVal>
        <payoffProfile>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="199315.320000000000"/>
        </securityLending>
      </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>6278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>269765.66</valUSD>
        <pctVal>0.0027576664</pctVal>
        <payoffProfile>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="265691.250000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316213.76</valUSD>
        <pctVal>0.0032324799</pctVal>
        <payoffProfile>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="320618.580000000000"/>
        </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>6710</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240956.1</valUSD>
        <pctVal>0.0024631621</pctVal>
        <payoffProfile>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="243362.880000000000"/>
        </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>18288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242498.88</valUSD>
        <pctVal>0.0024789331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2881</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>301093.31</valUSD>
        <pctVal>0.0030779118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147077.1</valUSD>
        <pctVal>0.0015034886</pctVal>
        <payoffProfile>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="46756.320000000000"/>
        </securityLending>
      </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>11674</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178261.98</valUSD>
        <pctVal>0.0018222745</pctVal>
        <payoffProfile>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="171334.640000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kerry Group plc</name>
        <lei>N/A</lei>
        <title>KERRY GROUP PLC COMMON STOCK EUR.125</title>
        <cusip>049065006</cusip>
        <identifiers>
          <isin value="IE0004906560"/>
          <ticker value="KYGA "/>
        </identifiers>
        <balance>1204</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>148430.48</valUSD>
        <pctVal>0.0015173234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>5578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134401.91</valUSD>
        <pctVal>0.0013739170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8295</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>253992.9</valUSD>
        <pctVal>0.0025964302</pctVal>
        <payoffProfile>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="236012.880000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294116.25</valUSD>
        <pctVal>0.0030065892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174920.55</valUSD>
        <pctVal>0.0017881169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7782</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133694.76</valUSD>
        <pctVal>0.0013666882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>3563</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135251.48</valUSD>
        <pctVal>0.0013826017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171559.83</valUSD>
        <pctVal>0.0017537621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3855</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135117.75</valUSD>
        <pctVal>0.0013812347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>3427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141329.48</valUSD>
        <pctVal>0.0014447338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5557</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166765.57</valUSD>
        <pctVal>0.0017047530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167722.5</valUSD>
        <pctVal>0.0017145352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8569</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276950.08</valUSD>
        <pctVal>0.0028311088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>7941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>321292.86</valUSD>
        <pctVal>0.0032844008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>18894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255069</valUSD>
        <pctVal>0.0026074305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>298439.68</valUSD>
        <pctVal>0.0030507852</pctVal>
        <payoffProfile>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="296612.800000000000"/>
        </securityLending>
      </invstOrSec>
      <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>4866</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>315949.38</valUSD>
        <pctVal>0.0032297773</pctVal>
        <payoffProfile>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="99120.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258601.2</valUSD>
        <pctVal>0.0026435383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263771.1</valUSD>
        <pctVal>0.0026963873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>6617</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241719.01</valUSD>
        <pctVal>0.0024709609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>289812.66</valUSD>
        <pctVal>0.0029625959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>8019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275212.08</valUSD>
        <pctVal>0.0028133422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>251024.89</valUSD>
        <pctVal>0.0025660898</pctVal>
        <payoffProfile>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="165780.000000000000"/>
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      </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>66483.25</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>321114.1</valUSD>
        <pctVal>0.0032825734</pctVal>
        <payoffProfile>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="58521.750000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2330</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146463.8</valUSD>
        <pctVal>0.0014972191</pctVal>
        <payoffProfile>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="149797.760000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6998</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150946.86</valUSD>
        <pctVal>0.0015430470</pctVal>
        <payoffProfile>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="111089.550000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3522</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152256.06</valUSD>
        <pctVal>0.0015564302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>11423</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139589.06</valUSD>
        <pctVal>0.0014269424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2402</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138691.48</valUSD>
        <pctVal>0.0014177670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>137990.7</valUSD>
        <pctVal>0.0014106033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>22251</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305506.23</valUSD>
        <pctVal>0.0031230227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>5844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283959.96</valUSD>
        <pctVal>0.0029027670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>1247</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147744.56</valUSD>
        <pctVal>0.0015103116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>8014</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146976.76</valUSD>
        <pctVal>0.0015024628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6382</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284956.3</valUSD>
        <pctVal>0.0029129520</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>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>1475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288185.5</valUSD>
        <pctVal>0.0029459624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4154</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158308.94</valUSD>
        <pctVal>0.0016183055</pctVal>
        <payoffProfile>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="118010.760000000000"/>
        </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>2610</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163177.2</valUSD>
        <pctVal>0.0016680711</pctVal>
        <payoffProfile>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="160326.810000000000"/>
        </securityLending>
      </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>6965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275465.75</valUSD>
        <pctVal>0.0028159353</pctVal>
        <payoffProfile>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="108690.000000000000"/>
        </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>2704</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259124.32</valUSD>
        <pctVal>0.0026488859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>37656</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>304260.48</valUSD>
        <pctVal>0.0031102881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241814.28</valUSD>
        <pctVal>0.0024719348</pctVal>
        <payoffProfile>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="125320.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comfort Systems USA Inc.</name>
        <lei>N/A</lei>
        <title>COMFORT SYSTEMS USA INC COMMON STOCK USD.01</title>
        <cusip>199908104</cusip>
        <identifiers>
          <isin value="US1999081045"/>
          <ticker value="FIX "/>
        </identifiers>
        <balance>6210</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>309568.5</valUSD>
        <pctVal>0.0031645491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>8553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245898.75</valUSD>
        <pctVal>0.0025136881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155320.16</valUSD>
        <pctVal>0.0015877528</pctVal>
        <payoffProfile>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="152847.360000000000"/>
        </securityLending>
      </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>9097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145461.03</valUSD>
        <pctVal>0.0014869684</pctVal>
        <payoffProfile>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="153642.360000000000"/>
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      </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 "/>
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        <balance>6997</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159881.45</valUSD>
        <pctVal>0.0016343804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbia Financial Inc.</name>
        <lei>N/A</lei>
        <title>COLUMBIA FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>197641103</cusip>
        <identifiers>
          <isin value="US1976411033"/>
          <ticker value="CLBK "/>
        </identifiers>
        <balance>9109</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154306.46</valUSD>
        <pctVal>0.0015773903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbus McKinnon Corporation</name>
        <lei>549300W3HQB0HO1F3G69</lei>
        <title>COLUMBUS MCKINNON CORP/NY COMMON STOCK USD.01</title>
        <cusip>199333105</cusip>
        <identifiers>
          <isin value="US1993331057"/>
          <ticker value="CMCO "/>
        </identifiers>
        <balance>3964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158678.92</valUSD>
        <pctVal>0.0016220876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Community Healthcare Trust Incorporated</name>
        <lei>549300FATSRCMKOV9536</lei>
        <title>COMMUNITY HEALTHCARE TRUST INC REIT USD.01</title>
        <cusip>20369C106</cusip>
        <identifiers>
          <isin value="US20369C1062"/>
          <ticker value="CHCT "/>
        </identifiers>
        <balance>3102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132951.72</valUSD>
        <pctVal>0.0013590925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142101.96</valUSD>
        <pctVal>0.0014526304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143466.16</valUSD>
        <pctVal>0.0014665759</pctVal>
        <payoffProfile>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="122976.000000000000"/>
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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 "/>
        </identifiers>
        <balance>1536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134184.96</valUSD>
        <pctVal>0.0013716993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167985.09</valUSD>
        <pctVal>0.0017172195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>20235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300287.4</valUSD>
        <pctVal>0.0030696735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>6215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249656.55</valUSD>
        <pctVal>0.0025521020</pctVal>
        <payoffProfile>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="250078.800000000000"/>
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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>8330</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145108.6</valUSD>
        <pctVal>0.0014833657</pctVal>
        <payoffProfile>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="150426.120000000000"/>
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      <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>11238</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>176886.12</valUSD>
        <pctVal>0.0018082098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>13244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139856.64</valUSD>
        <pctVal>0.0014296778</pctVal>
        <payoffProfile>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="99152.250000000000"/>
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      </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>6068</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160255.88</valUSD>
        <pctVal>0.0016382080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6186</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>290185.26</valUSD>
        <pctVal>0.0029664048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>5754</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279817.02</valUSD>
        <pctVal>0.0028604160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4005</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133807.05</valUSD>
        <pctVal>0.0013678361</pctVal>
        <payoffProfile>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="126747.300000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134326.98</valUSD>
        <pctVal>0.0013731511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>13366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>317175.18</valUSD>
        <pctVal>0.0032423080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8527</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252484.47</valUSD>
        <pctVal>0.0025810103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11673</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156768.39</valUSD>
        <pctVal>0.0016025573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>20170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148652.9</valUSD>
        <pctVal>0.0015195971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2986</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150345.1</valUSD>
        <pctVal>0.0015368955</pctVal>
        <payoffProfile>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="28806.950000000000"/>
        </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>8987</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175875.59</valUSD>
        <pctVal>0.0017978797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>15961</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292086.3</valUSD>
        <pctVal>0.0029858381</pctVal>
        <payoffProfile>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="57856.000000000000"/>
        </securityLending>
      </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>4275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254918.25</valUSD>
        <pctVal>0.0026058895</pctVal>
        <payoffProfile>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="252057.920000000000"/>
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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>5218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153774.46</valUSD>
        <pctVal>0.0015719520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>3863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152086.31</valUSD>
        <pctVal>0.0015546950</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>18164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155483.84</valUSD>
        <pctVal>0.0015894261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5858</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154826.94</valUSD>
        <pctVal>0.0015827109</pctVal>
        <payoffProfile>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="159878.430000000000"/>
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      </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>12678</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314541.18</valUSD>
        <pctVal>0.0032153820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>12835</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243223.25</valUSD>
        <pctVal>0.0024863379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>5421</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146800.68</valUSD>
        <pctVal>0.0015006629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>4171</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148571.02</valUSD>
        <pctVal>0.0015187601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>7521</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>137634.3</valUSD>
        <pctVal>0.0014069600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>9165</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168452.7</valUSD>
        <pctVal>0.0017219996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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 "/>
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        <balance>8760</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240900</valUSD>
        <pctVal>0.0024625886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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 "/>
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        <balance>16509</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239545.59</valUSD>
        <pctVal>0.0024487432</pctVal>
        <payoffProfile>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="236646.640000000000"/>
        </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 "/>
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        <balance>5479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177683.97</valUSD>
        <pctVal>0.0018163658</pctVal>
        <payoffProfile>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="81600.000000000000"/>
        </securityLending>
      </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>6202</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171237.22</valUSD>
        <pctVal>0.0017504642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>7868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165621.4</valUSD>
        <pctVal>0.0016930568</pctVal>
        <payoffProfile>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="110206.560000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>10153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147320.03</valUSD>
        <pctVal>0.0015059719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166601.45</valUSD>
        <pctVal>0.0017030753</pctVal>
        <payoffProfile>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="164939.060000000000"/>
        </securityLending>
      </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>11034</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156241.44</valUSD>
        <pctVal>0.0015971706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1825</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138462.75</valUSD>
        <pctVal>0.0014154288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9903</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164290.77</valUSD>
        <pctVal>0.0016794545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135552.08</valUSD>
        <pctVal>0.0013856746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1974</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143115</valUSD>
        <pctVal>0.0014629862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>6594</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134187.9</valUSD>
        <pctVal>0.0013717293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3683</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146215.1</valUSD>
        <pctVal>0.0014946768</pctVal>
        <payoffProfile>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="3992.000000000000"/>
        </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>5321</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>134727.72</valUSD>
        <pctVal>0.0013772476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144549.46</valUSD>
        <pctVal>0.0014776499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>6405</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>268497.6</valUSD>
        <pctVal>0.0027447038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>38484</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252839.88</valUSD>
        <pctVal>0.0025846435</pctVal>
        <payoffProfile>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="246881.520000000000"/>
        </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>11275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142290.5</valUSD>
        <pctVal>0.0014545578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6029</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178096.66</valUSD>
        <pctVal>0.0018205845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7765</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>260127.5</valUSD>
        <pctVal>0.0026591408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5630</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249915.7</valUSD>
        <pctVal>0.0025547512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278933.2</valUSD>
        <pctVal>0.0028513812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>14475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>293553</valUSD>
        <pctVal>0.0030008314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1855</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178061.45</valUSD>
        <pctVal>0.0018202246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>167238.36</valUSD>
        <pctVal>0.0017095861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299100</valUSD>
        <pctVal>0.0030575353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>13652</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314132.52</valUSD>
        <pctVal>0.0032112045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5952</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296052.48</valUSD>
        <pctVal>0.0030263822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>82661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280220.79</valUSD>
        <pctVal>0.0028645435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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/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>4467</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175776.45</valUSD>
        <pctVal>0.0017968663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>9944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173025.6</valUSD>
        <pctVal>0.0017687458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149709.51</valUSD>
        <pctVal>0.0015303982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>3603</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147542.85</valUSD>
        <pctVal>0.0015082497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3907</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145535.75</valUSD>
        <pctVal>0.0014877322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>145723.69</valUSD>
        <pctVal>0.0014896534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>12660</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297510</valUSD>
        <pctVal>0.0030412816</pctVal>
        <payoffProfile>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="267510.000000000000"/>
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      <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 "/>
        </identifiers>
        <balance>17342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273136.5</valUSD>
        <pctVal>0.0027921247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
        </identifiers>
        <balance>12107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>301827.51</valUSD>
        <pctVal>0.0030854172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>20714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>307810.04</valUSD>
        <pctVal>0.0031465733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>7063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>308370.58</valUSD>
        <pctVal>0.0031523034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>20380</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296325.2</valUSD>
        <pctVal>0.0030291701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>10377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162607.59</valUSD>
        <pctVal>0.0016622482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>8270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>166144.3</valUSD>
        <pctVal>0.0016984021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>5521</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283172.09</valUSD>
        <pctVal>0.0028947130</pctVal>
        <payoffProfile>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="144676.000000000000"/>
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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>3806</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261548.32</valUSD>
        <pctVal>0.0026736651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160613.6</valUSD>
        <pctVal>0.0016418648</pctVal>
        <payoffProfile>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="157542.840000000000"/>
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      </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 "/>
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        <balance>2748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174690.36</valUSD>
        <pctVal>0.0017857638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3088</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282922.56</valUSD>
        <pctVal>0.0028921622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>4234</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288293.06</valUSD>
        <pctVal>0.0029470619</pctVal>
        <payoffProfile>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="29995.780000000000"/>
        </securityLending>
      </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>13073</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163543.23</valUSD>
        <pctVal>0.0016718128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158240.16</valUSD>
        <pctVal>0.0016176024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5017</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>176698.74</valUSD>
        <pctVal>0.0018062943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177613.65</valUSD>
        <pctVal>0.0018156470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2061</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135902.34</valUSD>
        <pctVal>0.0013892551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>3023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>176059.52</valUSD>
        <pctVal>0.0017997600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AGCO Corporation</name>
        <lei>LYOM0B2GCF1JWXK5ZG04</lei>
        <title>AGCO CORP COMMON STOCK USD.01</title>
        <cusip>001084102</cusip>
        <identifiers>
          <isin value="US0010841023"/>
          <ticker value="AGCO "/>
        </identifiers>
        <balance>24032</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1856472</valUSD>
        <pctVal>0.0189776955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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 "/>
        </identifiers>
        <balance>3174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142830</valUSD>
        <pctVal>0.0014600728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149434.93</valUSD>
        <pctVal>0.0015275914</pctVal>
        <payoffProfile>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="1629.000000000000"/>
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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 "/>
        </identifiers>
        <balance>28942</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2054013.74</valUSD>
        <pctVal>0.0209970564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>37228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2126091.08</valUSD>
        <pctVal>0.0217338635</pctVal>
        <payoffProfile>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="383044.000000000000"/>
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      </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>10315</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168237.65</valUSD>
        <pctVal>0.0017198013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>3080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142234.4</valUSD>
        <pctVal>0.0014539843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>11042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247561.64</valUSD>
        <pctVal>0.0025306869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>30011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238287.34</valUSD>
        <pctVal>0.0024358808</pctVal>
        <payoffProfile>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="231143.800000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Acuity Brands Inc.</name>
        <lei>N/A</lei>
        <title>ACUITY BRANDS INC COMMON STOCK USD.01</title>
        <cusip>00508Y102</cusip>
        <identifiers>
          <isin value="US00508Y1029"/>
          <ticker value="AYI "/>
        </identifiers>
        <balance>15191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2096358</valUSD>
        <pctVal>0.0214299185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barratt Developments P L C</name>
        <lei>N/A</lei>
        <title>BARRATT DEVELOPMENTS PLC COMMON STOCK GBP.1</title>
        <cusip>008118002</cusip>
        <identifiers>
          <isin value="GB0000811801"/>
          <ticker value="BDEV "/>
        </identifiers>
        <balance>211793</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2097052.98</valUSD>
        <pctVal>0.0214370229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>9822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146446.02</valUSD>
        <pctVal>0.0014970374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>3854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173931.02</valUSD>
        <pctVal>0.0017780015</pctVal>
        <payoffProfile>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="116376.000000000000"/>
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      </invstOrSec>
      <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>3858</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>265700.46</valUSD>
        <pctVal>0.0027161101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>5783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278798.43</valUSD>
        <pctVal>0.0028500035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
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        <balance>7804</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>267755.24</valUSD>
        <pctVal>0.0027371150</pctVal>
        <payoffProfile>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="272113.130000000000"/>
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      </invstOrSec>
      <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>14836</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239304.68</valUSD>
        <pctVal>0.0024462805</pctVal>
        <payoffProfile>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="237488.790000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alaska Air Group Inc.</name>
        <lei>N/A</lei>
        <title>ALASKA AIR GROUP INC COMMON STOCK USD.01</title>
        <cusip>011659109</cusip>
        <identifiers>
          <isin value="US0116591092"/>
          <ticker value="ALK "/>
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        <balance>24799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1680132.25</valUSD>
        <pctVal>0.0171750709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DCC plc</name>
        <lei>N/A</lei>
        <title>DCC PLC COMMON STOCK EUR.25</title>
        <cusip>024249906</cusip>
        <identifiers>
          <isin value="IE0002424939"/>
          <ticker value="DCC "/>
        </identifiers>
        <balance>20532</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1780927.34</valUSD>
        <pctVal>0.0182054438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apache Corporation</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APACHE CORP COMMON STOCK USD.625</title>
        <cusip>037411105</cusip>
        <identifiers>
          <isin value="US0374111054"/>
          <ticker value="APA "/>
        </identifiers>
        <balance>75709</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1937393.31</valUSD>
        <pctVal>0.0198049097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ashland Global Holdings Inc.</name>
        <lei>N/A</lei>
        <title>ASHLAND GLOBAL HOLDINGS INC COMMON STOCK</title>
        <cusip>044186104</cusip>
        <identifiers>
          <isin value="US0441861046"/>
          <ticker value="ASH "/>
        </identifiers>
        <balance>23090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1767077.7</valUSD>
        <pctVal>0.0180638665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avery Dennison Corporation</name>
        <lei>549300PW7VPFCYKLIV37</lei>
        <title>AVERY DENNISON CORP COMMON STOCK USD1.0</title>
        <cusip>053611109</cusip>
        <identifiers>
          <isin value="US0536111091"/>
          <ticker value="AVY "/>
        </identifiers>
        <balance>16812</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2199345.84</valUSD>
        <pctVal>0.0224827068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avnet Inc.</name>
        <lei>XJI53DCPL7QABOWK4Z75</lei>
        <title>AVNET INC COMMON STOCK USD1.0</title>
        <cusip>053807103</cusip>
        <identifiers>
          <isin value="US0538071038"/>
          <ticker value="AVT "/>
        </identifiers>
        <balance>38707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1642725.08</valUSD>
        <pctVal>0.0167926779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6037</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140299.88</valUSD>
        <pctVal>0.0014342088</pctVal>
        <payoffProfile>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="141392.160000000000"/>
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      </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>3221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132962.88</valUSD>
        <pctVal>0.0013592066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11610</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271790.1</valUSD>
        <pctVal>0.0027783612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303727.71</valUSD>
        <pctVal>0.0031048419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>52900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1661589</valUSD>
        <pctVal>0.0169855134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>St. James's Place PLC</name>
        <lei>N/A</lei>
        <title>ST JAMES'S PLACE PLC COMMON STOCK GBP.15</title>
        <cusip>076693902</cusip>
        <identifiers>
          <isin value="GB0007669376"/>
          <ticker value="STJ "/>
        </identifiers>
        <balance>110632</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1705363.24</valUSD>
        <pctVal>0.0174329935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Pennant Group Inc.</name>
        <lei>N/A</lei>
        <title>PENNANT GROUP INC/THE COMMON STOCK USD.001</title>
        <cusip>70805E109</cusip>
        <identifiers>
          <isin value="US70805E1091"/>
          <ticker value="PNTG "/>
        </identifiers>
        <balance>4338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143457.66</valUSD>
        <pctVal>0.0014664890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142968</valUSD>
        <pctVal>0.0014614835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11029</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173817.04</valUSD>
        <pctVal>0.0017768363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158134.56</valUSD>
        <pctVal>0.0016165229</pctVal>
        <payoffProfile>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="89498.780000000000"/>
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      </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>2364</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142052.76</valUSD>
        <pctVal>0.0014521275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7718</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171648.32</valUSD>
        <pctVal>0.0017546667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>13662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>153697.5</valUSD>
        <pctVal>0.0015711653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7674</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154707.84</valUSD>
        <pctVal>0.0015814934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>W. R. Berkley Corporation</name>
        <lei>SQOAGCLKBDWNVYV1OV80</lei>
        <title>WR BERKLEY CORP COMMON STOCK USD.2</title>
        <cusip>084423102</cusip>
        <identifiers>
          <isin value="US0844231029"/>
          <ticker value="WRB "/>
        </identifiers>
        <balance>29214</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2018687.4</valUSD>
        <pctVal>0.0206359346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taylor Wimpey plc</name>
        <lei>N/A</lei>
        <title>TAYLOR WIMPEY PLC COMMON STOCK GBP.01</title>
        <cusip>087823001</cusip>
        <identifiers>
          <isin value="GB0008782301"/>
          <ticker value="TW/ "/>
        </identifiers>
        <balance>682121</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1749006.15</valUSD>
        <pctVal>0.0178791310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>308637.44</valUSD>
        <pctVal>0.0031550313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9693</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262195.65</valUSD>
        <pctVal>0.0026802824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7122</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144576.6</valUSD>
        <pctVal>0.0014779273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6387</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172129.65</valUSD>
        <pctVal>0.0017595870</pctVal>
        <payoffProfile>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="48996.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147119.7</valUSD>
        <pctVal>0.0015039240</pctVal>
        <payoffProfile>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="191104.200000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3845</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163143.35</valUSD>
        <pctVal>0.0016677250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>14166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>276661.98</valUSD>
        <pctVal>0.0028281637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>13853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292990.95</valUSD>
        <pctVal>0.0029950859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>41382</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>170493.84</valUSD>
        <pctVal>0.0017428651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133725.2</valUSD>
        <pctVal>0.0013669994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>27176</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2163209.6</valUSD>
        <pctVal>0.0221133058</pctVal>
        <payoffProfile>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="589575.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BorgWarner Inc.</name>
        <lei>549300DSFX2IE88NSX47</lei>
        <title>BORGWARNER INC COMMON STOCK USD.01</title>
        <cusip>099724106</cusip>
        <identifiers>
          <isin value="US0997241064"/>
          <ticker value="BWA "/>
        </identifiers>
        <balance>41574</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1803480.12</valUSD>
        <pctVal>0.0184359885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4946</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1868846.1</valUSD>
        <pctVal>0.0191041891</pctVal>
        <payoffProfile>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="1136250.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brighthouse Financial Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>10922N103</cusip>
        <identifiers>
          <isin value="US10922N1037"/>
          <ticker value="BHF "/>
        </identifiers>
        <balance>41890</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1643344.7</valUSD>
        <pctVal>0.0167990119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>289814.6</valUSD>
        <pctVal>0.0029626158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316352.66</valUSD>
        <pctVal>0.0032338998</pctVal>
        <payoffProfile>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="140217.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brunswick Corporation</name>
        <lei>YM4O38W15AX4YLLQKU27</lei>
        <title>BRUNSWICK CORP/DE COMMON STOCK USD.75</title>
        <cusip>117043109</cusip>
        <identifiers>
          <isin value="US1170431092"/>
          <ticker value="BC "/>
        </identifiers>
        <balance>31274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1875814.52</valUSD>
        <pctVal>0.0191754234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CF Industries Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>125269100</cusip>
        <identifiers>
          <isin value="US1252691001"/>
          <ticker value="CF "/>
        </identifiers>
        <balance>43777</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2089913.98</valUSD>
        <pctVal>0.0213640448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>C.H. Robinson Worldwide Inc.</name>
        <lei>N/A</lei>
        <title>CH ROBINSON WORLDWIDE INC COMMON STOCK USD.1</title>
        <cusip>12541W209</cusip>
        <identifiers>
          <isin value="US12541W2098"/>
          <ticker value="CHRW "/>
        </identifiers>
        <balance>27231</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2129464.2</valUSD>
        <pctVal>0.0217683451</pctVal>
        <payoffProfile>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="2096940.440000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Campbell Soup Company</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO COMMON STOCK USD.0375</title>
        <cusip>134429109</cusip>
        <identifiers>
          <isin value="US1344291091"/>
          <ticker value="CPB "/>
        </identifiers>
        <balance>34011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1680823.62</valUSD>
        <pctVal>0.0171821384</pctVal>
        <payoffProfile>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="1665318.200000000000"/>
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      </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>15402</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>277390.02</valUSD>
        <pctVal>0.0028356061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3386</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239220.9</valUSD>
        <pctVal>0.0024454241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>6708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300317.16</valUSD>
        <pctVal>0.0030699777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>240444.24</valUSD>
        <pctVal>0.0024579296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carter's Inc.</name>
        <lei>N/A</lei>
        <title>CARTER'S INC COMMON STOCK USD.01</title>
        <cusip>146229109</cusip>
        <identifiers>
          <isin value="US1462291097"/>
          <ticker value="CRI "/>
        </identifiers>
        <balance>16925</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1850579.5</valUSD>
        <pctVal>0.0189174597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Harbors Inc.</name>
        <lei>N/A</lei>
        <title>CLEAN HARBORS INC COMMON STOCK USD.01</title>
        <cusip>184496107</cusip>
        <identifiers>
          <isin value="US1844961078"/>
          <ticker value="CLH "/>
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        <balance>19685</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1687988.75</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>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 "/>
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        <balance>19781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165566.97</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>
      <invstOrSec>
        <name>ScanSource Inc.</name>
        <lei>7FHBAN017QDY4K2KP156</lei>
        <title>SCANSOURCE INC COMMON STOCK</title>
        <cusip>806037107</cusip>
        <identifiers>
          <isin value="US8060371072"/>
          <ticker value="SCSC "/>
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        <balance>4458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164723.1</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>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 "/>
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        <balance>9394</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147579.74</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>
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      <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>3280</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140646.4</valUSD>
        <pctVal>0.0014377510</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>Comerica Incorporated</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>COMERICA INC COMMON STOCK USD5.0</title>
        <cusip>200340107</cusip>
        <identifiers>
          <isin value="US2003401070"/>
          <ticker value="CMA "/>
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        <balance>29023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2082400.25</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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      </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>12491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1920366.34</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>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 "/>
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        <balance>2126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168698.1</valUSD>
        <pctVal>0.0017245082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>3951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161161.29</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>Crane Co.</name>
        <lei>549300X1RO9ID7AUCA83</lei>
        <title>CRANE CO COMMON STOCK USD1.0</title>
        <cusip>224399105</cusip>
        <identifiers>
          <isin value="US2243991054"/>
          <ticker value="CR "/>
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        <balance>19546</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1688383.48</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>Cree Inc.</name>
        <lei>549300OGU88P3AW3TO93</lei>
        <title>CREE INC COMMON STOCK USD.00125</title>
        <cusip>225447101</cusip>
        <identifiers>
          <isin value="US2254471012"/>
          <ticker value="CREE "/>
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        <balance>41294</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1905718.1</valUSD>
        <pctVal>0.0194811113</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>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>3361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138002.66</valUSD>
        <pctVal>0.0014107255</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>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>2845</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133800.35</valUSD>
        <pctVal>0.0013677676</pctVal>
        <payoffProfile>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="131197.440000000000"/>
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      <invstOrSec>
        <name>Cullen/Frost Bankers Inc.</name>
        <lei>N/A</lei>
        <title>CULLEN/FROST BANKERS INC COMMON STOCK USD.01</title>
        <cusip>229899109</cusip>
        <identifiers>
          <isin value="US2298991090"/>
          <ticker value="CFR "/>
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        <balance>21827</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2134244.06</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>DXC Technology Company</name>
        <lei>549300DOVZ3EDJB7O259</lei>
        <title>DXC TECHNOLOGY CO COMMON STOCK USD.01</title>
        <cusip>23355L106</cusip>
        <identifiers>
          <isin value="US23355L1061"/>
          <ticker value="DXC "/>
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        <balance>51541</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1937426.19</valUSD>
        <pctVal>0.0198052458</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>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>17454</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314870.16</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>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 "/>
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        <balance>17767</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>312876.87</valUSD>
        <pctVal>0.0031983687</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>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>8166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165524.82</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>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>3363</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>163710.84</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>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DEVON ENERGY CORP COMMON STOCK USD.1</title>
        <cusip>25179M103</cusip>
        <identifiers>
          <isin value="US25179M1036"/>
          <ticker value="DVN "/>
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        <balance>77917</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2023504.49</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>Discovery Inc.</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>DISCOVERY INC COMMON STOCK USD.01</title>
        <cusip>25470F302</cusip>
        <identifiers>
          <isin value="US25470F3029"/>
          <ticker value="DISCK "/>
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        <balance>67534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2059111.66</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>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 "/>
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        <balance>8378</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>319704.48</valUSD>
        <pctVal>0.0032681636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>3736</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292342</valUSD>
        <pctVal>0.0029884520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DISH Network Corporation</name>
        <lei>N/A</lei>
        <title>DISH NETWORK CORP COMMON STOCK USD.01</title>
        <cusip>25470M109</cusip>
        <identifiers>
          <isin value="US25470M1099"/>
          <ticker value="DISH "/>
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        <balance>51338</balance>
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        <curCd>USD</curCd>
        <valUSD>1820958.86</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>EPR Properties</name>
        <lei>549300YSSXFHMPOWZ492</lei>
        <title>EPR PROPERTIES REIT USD.01</title>
        <cusip>26884U109</cusip>
        <identifiers>
          <isin value="US26884U1097"/>
          <ticker value="EPR "/>
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        <balance>30079</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2124780.56</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>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 "/>
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        <balance>6360</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152385.6</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>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 "/>
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        <balance>14125</balance>
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        <curCd>USD</curCd>
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        <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>E*TRADE Financial Corporation</name>
        <lei>549300LYE2HSVYJFJD24</lei>
        <title>E*TRADE FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>269246401</cusip>
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          <isin value="US2692464017"/>
          <ticker value="ETFC "/>
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        <balance>45485</balance>
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        <curCd>USD</curCd>
        <valUSD>2063654.45</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>Eastman Chemical Company</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>EASTMAN CHEMICAL CO COMMON STOCK USD.01</title>
        <cusip>277432100</cusip>
        <identifiers>
          <isin value="US2774321002"/>
          <ticker value="EMN "/>
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        <balance>27377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2169901.02</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>5590</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149812</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>3D Systems Corporation</name>
        <lei>5493003HHDOCCW4OP744</lei>
        <title>3D SYSTEMS CORP COMMON STOCK USD.001</title>
        <cusip>88554D205</cusip>
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          <isin value="US88554D2053"/>
          <ticker value="DDD "/>
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        <balance>19720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172550</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>Eaton Vance Corp.</name>
        <lei>4JJ8ORNW1AFZPSV8GJ79</lei>
        <title>EATON VANCE CORP COMMON STOCK USD.00390625</title>
        <cusip>278265103</cusip>
        <identifiers>
          <isin value="US2782651036"/>
          <ticker value="EV "/>
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        <balance>43377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2025272.13</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>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 "/>
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        <balance>36273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2163321.72</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>EnerSys</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>ENERSYS COMMON STOCK USD.01</title>
        <cusip>29275Y102</cusip>
        <identifiers>
          <isin value="US29275Y1029"/>
          <ticker value="ENS "/>
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        <balance>23484</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1757307.72</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>Etsy Inc.</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>ETSY INC COMMON STOCK USD.001</title>
        <cusip>29786A106</cusip>
        <identifiers>
          <isin value="US29786A1060"/>
          <ticker value="ETSY "/>
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        <balance>45427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2012416.1</valUSD>
        <pctVal>0.0205718265</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>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>21120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179097.6</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>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>8087</balance>
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        <curCd>USD</curCd>
        <valUSD>164530.02</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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      <invstOrSec>
        <name>Exelixis Inc.</name>
        <lei>N/A</lei>
        <title>EXELIXIS INC COMMON STOCK USD.001</title>
        <cusip>30161Q104</cusip>
        <identifiers>
          <isin value="US30161Q1040"/>
          <ticker value="EXEL "/>
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        <balance>116489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2052536.18</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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      <invstOrSec>
        <name>Federal Realty Investment Trust</name>
        <lei>549300LI6XZ51GOCJ427</lei>
        <title>FEDERAL REALTY INVESTMENT TRUS REIT USD.01</title>
        <cusip>313747206</cusip>
        <identifiers>
          <isin value="US3137472060"/>
          <ticker value="FRT "/>
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        <balance>14141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1820370.93</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>Federated Investors Inc.</name>
        <lei>R05X5UQ874RGFF7HHD84</lei>
        <title>FEDERATED INVESTORS INC COMMON STOCK</title>
        <cusip>314211103</cusip>
        <identifiers>
          <isin value="US3142111034"/>
          <ticker value="FII "/>
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        <balance>53156</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1732354.04</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>F5 Networks Inc.</name>
        <lei>N/A</lei>
        <title>F5 NETWORKS INC COMMON STOCK</title>
        <cusip>315616102</cusip>
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          <isin value="US3156161024"/>
          <ticker value="FFIV "/>
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        <balance>12240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1709316</valUSD>
        <pctVal>0.0174734004</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>Tricida Inc.</name>
        <lei>N/A</lei>
        <title>TRICIDA INC COMMON STOCK</title>
        <cusip>89610F101</cusip>
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          <isin value="US89610F1012"/>
          <ticker value="TCDA "/>
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        <balance>3763</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142015.62</valUSD>
        <pctVal>0.0014517478</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>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>4142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157478.84</valUSD>
        <pctVal>0.0016098198</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>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>6828</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>164281.68</valUSD>
        <pctVal>0.0016793615</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>TrustCo Bank Corp NY</name>
        <lei>N/A</lei>
        <title>TRUSTCO BANK CORP NY COMMON STOCK USD1.0</title>
        <cusip>898349105</cusip>
        <identifiers>
          <isin value="US8983491056"/>
          <ticker value="TRST "/>
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        <balance>16853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146115.51</valUSD>
        <pctVal>0.0014936588</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>Masonite International Corporation</name>
        <lei>549300H0H07ZFT4JYM32</lei>
        <title>MASONITE INTERNATIONAL CORP COMMON STOCK</title>
        <cusip>575385109</cusip>
        <identifiers>
          <isin value="CA5753851099"/>
          <ticker value="DOOR "/>
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        <balance>4258</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>307470.18</valUSD>
        <pctVal>0.0031430991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Matson Inc.</name>
        <lei>549300OI5H3Y0I9I4I12</lei>
        <title>MATSON INC COMMON STOCK</title>
        <cusip>57686G105</cusip>
        <identifiers>
          <isin value="US57686G1058"/>
          <ticker value="MATX "/>
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        <balance>7275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>296820</valUSD>
        <pctVal>0.0030342281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Horizon National Corporation</name>
        <lei>TF3RXI1ZB1TQ30H9JV10</lei>
        <title>FIRST HORIZON NATIONAL CORP COMMON STOCK USD.625</title>
        <cusip>320517105</cusip>
        <identifiers>
          <isin value="US3205171057"/>
          <ticker value="FHN "/>
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        <balance>119301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1975624.56</valUSD>
        <pctVal>0.0201957268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>23581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1901336.03</valUSD>
        <pctVal>0.0194363158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>4117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>315115.18</valUSD>
        <pctVal>0.0032212497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>9187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286818.14</valUSD>
        <pctVal>0.0029319846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fortune Brands Home and Security Inc.</name>
        <lei>54930032LHW54PQUJD44</lei>
        <title>FORTUNE BRANDS HOME and SECURITY COMMON STOCK USD.01</title>
        <cusip>34964C106</cusip>
        <identifiers>
          <isin value="US34964C1062"/>
          <ticker value="FBHS "/>
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        <balance>28016</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1830565.44</valUSD>
        <pctVal>0.0187128669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Globe Life Inc.</name>
        <lei>N/A</lei>
        <title>GLOBE LIFE INC COMMON STOCK USD1.0</title>
        <cusip>37959E102</cusip>
        <identifiers>
          <isin value="US37959E1029"/>
          <ticker value="GL "/>
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        <balance>20058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2111104.5</valUSD>
        <pctVal>0.0215806639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Grand Canyon Education Inc.</name>
        <lei>N/A</lei>
        <title>GRAND CANYON EDUCATION INC COMMON STOCK USD.01</title>
        <cusip>38526M106</cusip>
        <identifiers>
          <isin value="US38526M1062"/>
          <ticker value="LOPE "/>
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        <balance>18489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1771061.31</valUSD>
        <pctVal>0.0181045888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Grubhub Inc.</name>
        <lei>N/A</lei>
        <title>GRUBHUB INC COMMON STOCK USD.0001</title>
        <cusip>400110102</cusip>
        <identifiers>
          <isin value="US4001101025"/>
          <ticker value="GRUB "/>
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        <balance>35060</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1705318.4</valUSD>
        <pctVal>0.0174325351</pctVal>
        <payoffProfile>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="1702823.540000000000"/>
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      <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 "/>
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        <balance>2202</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>172967.1</valUSD>
        <pctVal>0.0017681478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>6666</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156451.02</valUSD>
        <pctVal>0.0015993130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>6229</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245111.15</valUSD>
        <pctVal>0.0025056369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>7661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>290428.51</valUSD>
        <pctVal>0.0029688914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bouygues SA</name>
        <lei>N/A</lei>
        <title>BOUYGUES SA COMMON STOCK EUR1.0</title>
        <cusip>400212908</cusip>
        <identifiers>
          <isin value="FR0000120503"/>
          <ticker value="EN "/>
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        <balance>46600</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1986415.37</valUSD>
        <pctVal>0.0203060353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>48717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2137701.96</valUSD>
        <pctVal>0.0218525552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3594</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157165.62</valUSD>
        <pctVal>0.0016066180</pctVal>
        <payoffProfile>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>Unitil Corporation</name>
        <lei>N/A</lei>
        <title>UNITIL CORP COMMON STOCK</title>
        <cusip>913259107</cusip>
        <identifiers>
          <isin value="US9132591077"/>
          <ticker value="UTL "/>
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        <balance>2495</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154240.9</valUSD>
        <pctVal>0.0015767202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>8131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259541.52</valUSD>
        <pctVal>0.0026531507</pctVal>
        <payoffProfile>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>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 "/>
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        <balance>9501</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>301656.75</valUSD>
        <pctVal>0.0030836716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 "/>
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        <balance>26737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>320309.26</valUSD>
        <pctVal>0.0032743460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>7217</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292721.52</valUSD>
        <pctVal>0.0029923316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Hanover Insurance Group Inc.</name>
        <lei>JJYR6MFKFF6CF8DBZ078</lei>
        <title>HANOVER INSURANCE GROUP INC/TH COMMON STOCK USD.01</title>
        <cusip>410867105</cusip>
        <identifiers>
          <isin value="US4108671052"/>
          <ticker value="THG "/>
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        <balance>15102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2063990.34</valUSD>
        <pctVal>0.0210990417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hawaiian Electric Industries Inc.</name>
        <lei>JJ8FWOCWCV22X7GUPJ23</lei>
        <title>HAWAIIAN ELECTRIC INDUSTRIES I COMMON STOCK</title>
        <cusip>419870100</cusip>
        <identifiers>
          <isin value="US4198701009"/>
          <ticker value="HE "/>
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        <balance>41778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1957717.08</valUSD>
        <pctVal>0.0200126684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>A.P. Moeller - Maersk A/S</name>
        <lei>549300D2K6PKKKXVNN73</lei>
        <title>AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.0</title>
        <cusip>425304003</cusip>
        <identifiers>
          <isin value="DK0010244508"/>
          <ticker value="MAERSKB "/>
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        <balance>1353</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>1952143.75</valUSD>
        <pctVal>0.0199556953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Highwoods Properties Inc.</name>
        <lei>ZIIGTYKL9T0X3HLTDX53</lei>
        <title>HIGHWOODS PROPERTIES INC REIT USD.01</title>
        <cusip>431284108</cusip>
        <identifiers>
          <isin value="US4312841087"/>
          <ticker value="HIW "/>
        </identifiers>
        <balance>39774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1945346.34</valUSD>
        <pctVal>0.0198862091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146779.56</valUSD>
        <pctVal>0.0015004470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3907</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139518.97</valUSD>
        <pctVal>0.0014262259</pctVal>
        <payoffProfile>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="140256.090000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250565.85</valUSD>
        <pctVal>0.0025613973</pctVal>
        <payoffProfile>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="251369.700000000000"/>
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      </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>9556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>321941.64</valUSD>
        <pctVal>0.0032910329</pctVal>
        <payoffProfile>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="97585.000000000000"/>
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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 "/>
        </identifiers>
        <balance>8941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146721.81</valUSD>
        <pctVal>0.0014998566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>3013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140767.36</valUSD>
        <pctVal>0.0014389875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>85886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1688518.76</valUSD>
        <pctVal>0.0172608016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Publicis Groupe Sa</name>
        <lei>N/A</lei>
        <title>PUBLICIS GROUPE SA COMMON STOCK EUR.4</title>
        <cusip>438042905</cusip>
        <identifiers>
          <isin value="FR0000130577"/>
          <ticker value="PUB "/>
        </identifiers>
        <balance>44964</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2038730.38</valUSD>
        <pctVal>0.0208408230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.B. Hunt Transport Services Inc.</name>
        <lei>549300XCD1MPI1C5GK90</lei>
        <title>JB HUNT TRANSPORT SERVICES INC COMMON STOCK USD.01</title>
        <cusip>445658107</cusip>
        <identifiers>
          <isin value="US4456581077"/>
          <ticker value="JBHT "/>
        </identifiers>
        <balance>17166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2004645.48</valUSD>
        <pctVal>0.0204923917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Ingalls Industries Inc.</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>HUNTINGTON INGALLS INDUSTRIES COMMON STOCK USD.01</title>
        <cusip>446413106</cusip>
        <identifiers>
          <isin value="US4464131063"/>
          <ticker value="HII "/>
        </identifiers>
        <balance>8235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2065996.8</valUSD>
        <pctVal>0.0211195526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1145</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139369.4</valUSD>
        <pctVal>0.0014246970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>9085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133458.65</valUSD>
        <pctVal>0.0013642746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kingspan Group PLC</name>
        <lei>N/A</lei>
        <title>KINGSPAN GROUP PLC COMMON STOCK EUR.13</title>
        <cusip>449123900</cusip>
        <identifiers>
          <isin value="IE0004927939"/>
          <ticker value="KSP "/>
        </identifiers>
        <balance>32055</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1962813.37</valUSD>
        <pctVal>0.0200647650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IDACORP Inc.</name>
        <lei>N134NUJDWN8UEFA8B673</lei>
        <title>IDACORP INC COMMON STOCK</title>
        <cusip>451107106</cusip>
        <identifiers>
          <isin value="US4511071064"/>
          <ticker value="IDA "/>
        </identifiers>
        <balance>19321</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2063482.8</valUSD>
        <pctVal>0.0210938534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>11615</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256691.5</valUSD>
        <pctVal>0.0026240165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>8477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245324.38</valUSD>
        <pctVal>0.0025078166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>137809.98</valUSD>
        <pctVal>0.0014087559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>8972</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165892.28</valUSD>
        <pctVal>0.0016958258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>23197</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2026953.86</valUSD>
        <pctVal>0.0207204381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>21020</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1808560.8</valUSD>
        <pctVal>0.0184879255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S COMMON STOCK DKK10.</title>
        <cusip>458882909</cusip>
        <identifiers>
          <isin value="DK0010274414"/>
          <ticker value="DANSKE "/>
        </identifiers>
        <balance>134259</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>2172081.45</valUSD>
        <pctVal>0.0222039978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Interpublic Group of Companies Inc.</name>
        <lei>5493008IUOJ5VWTRC333</lei>
        <title>INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1</title>
        <cusip>460690100</cusip>
        <identifiers>
          <isin value="US4606901001"/>
          <ticker value="IPG "/>
        </identifiers>
        <balance>78064</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1803278.4</valUSD>
        <pctVal>0.0184339265</pctVal>
        <payoffProfile>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="1429720.000000000000"/>
        </securityLending>
      </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 "/>
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        <balance>8401</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155418.5</valUSD>
        <pctVal>0.0015887581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>15623</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155761.31</valUSD>
        <pctVal>0.0015922625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>60549</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174381.12</valUSD>
        <pctVal>0.0017826026</pctVal>
        <payoffProfile>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="5880.000000000000"/>
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      </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 "/>
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        <balance>12881</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135508.12</valUSD>
        <pctVal>0.0013852252</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>Iron Mountain Incorporated</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRON MOUNTAIN INC REIT USD.01</title>
        <cusip>46284V101</cusip>
        <identifiers>
          <isin value="US46284V1017"/>
          <ticker value="IRM "/>
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        <balance>57812</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1842468.44</valUSD>
        <pctVal>0.0188345447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OMV Aktiengesellschaft</name>
        <lei>549300V62YJ9HTLRI486</lei>
        <title>OMV AG COMMON STOCK</title>
        <cusip>465145001</cusip>
        <identifiers>
          <isin value="AT0000743059"/>
          <ticker value="OMV "/>
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        <balance>30682</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1718953.01</valUSD>
        <pctVal>0.0175719142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>8299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160170.7</valUSD>
        <pctVal>0.0016373373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>15608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178243.36</valUSD>
        <pctVal>0.0018220841</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>
        <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 "/>
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        <balance>39926</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248738.98</valUSD>
        <pctVal>0.0025427222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>17050</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>283541.5</valUSD>
        <pctVal>0.0028984893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JBG SMITH Properties</name>
        <lei>N/A</lei>
        <title>JBG SMITH PROPERTIES REIT USD.01</title>
        <cusip>46590V100</cusip>
        <identifiers>
          <isin value="US46590V1008"/>
          <ticker value="JBGS "/>
        </identifiers>
        <balance>45252</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1805102.28</valUSD>
        <pctVal>0.0184525710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jabil Inc.</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JABIL INC COMMON STOCK USD.001</title>
        <cusip>466313103</cusip>
        <identifiers>
          <isin value="US4663131039"/>
          <ticker value="JBL "/>
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        <balance>53258</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2201153.14</valUSD>
        <pctVal>0.0225011818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>2831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>285194.94</valUSD>
        <pctVal>0.0029153915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>17041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254081.31</valUSD>
        <pctVal>0.0025973339</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>Renault</name>
        <lei>N/A</lei>
        <title>RENAULT SA COMMON STOCK EUR3.81</title>
        <cusip>471279901</cusip>
        <identifiers>
          <isin value="FR0000131906"/>
          <ticker value="RNO "/>
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        <balance>39956</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1897407.22</valUSD>
        <pctVal>0.0193961538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jefferies Financial Group Inc.</name>
        <lei>549300HOF34RGOJ5YL07</lei>
        <title>JEFFERIES FINANCIAL GROUP INC COMMON STOCK USD1.0</title>
        <cusip>47233W109</cusip>
        <identifiers>
          <isin value="US47233W1099"/>
          <ticker value="JEF "/>
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        <balance>96571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2063722.27</valUSD>
        <pctVal>0.0210963014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>93115</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255135.1</valUSD>
        <pctVal>0.0026081063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>8250</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>265155</valUSD>
        <pctVal>0.0027105342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JetBlue Airways Corporation</name>
        <lei>54930070J9H97ZO93T57</lei>
        <title>JETBLUE AIRWAYS CORP COMMON STOCK USD.01</title>
        <cusip>477143101</cusip>
        <identifiers>
          <isin value="US4771431016"/>
          <ticker value="JBLU "/>
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        <balance>110680</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2071929.6</valUSD>
        <pctVal>0.0211802004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Juniper Networks Inc.</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>JUNIPER NETWORKS INC COMMON STOCK USD.00001</title>
        <cusip>48203R104</cusip>
        <identifiers>
          <isin value="US48203R1041"/>
          <ticker value="JNPR "/>
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        <balance>67388</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1659766.44</valUSD>
        <pctVal>0.0169668824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sankyo Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SANKYO CO LTD COMMON STOCK</title>
        <cusip>677543001</cusip>
        <identifiers>
          <isin value="JP3326410002"/>
          <ticker value="6417 "/>
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        <balance>9451</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>313893.67</valUSD>
        <pctVal>0.0032087629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Onto Innovation Inc.</name>
        <lei>549300V1USTYXJ7TNR79</lei>
        <title>ONTO INNOVATION INC COMMON STOCK</title>
        <cusip>683344105</cusip>
        <identifiers>
          <isin value="US6833441057"/>
          <ticker value="ONTO "/>
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        <balance>8217</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300249.18</valUSD>
        <pctVal>0.0030692828</pctVal>
        <payoffProfile>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="76251.000000000000"/>
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      </invstOrSec>
      <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>8870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179395.75</valUSD>
        <pctVal>0.0018338644</pctVal>
        <payoffProfile>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="83578.880000000000"/>
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      </invstOrSec>
      <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>10790</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>
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          <isin value="US69354N1063"/>
          <ticker value="PRAA "/>
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        <balance>7692</balance>
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        <curCd>USD</curCd>
        <valUSD>279219.6</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Solvay SA</name>
        <lei>549300MMVL80RTBP3O28</lei>
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        <cusip>482110004</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>BE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Kemper Corporation</name>
        <lei>549300FNI1JKTRY2PV09</lei>
        <title>KEMPER CORP COMMON STOCK USD.1</title>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pacira Biosciences Inc.</name>
        <lei>N/A</lei>
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        <cusip>695127100</cusip>
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          <isin value="US6951271005"/>
          <ticker value="PCRX "/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314699.1</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pennymac Mortgage Investment Trust</name>
        <lei>N/A</lei>
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        <balance>14444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>321956.76</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>Kennametal Inc.</name>
        <lei>549300GZDSG25XUV0Y08</lei>
        <title>KENNAMETAL INC COMMON STOCK USD1.25</title>
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        <identifiers>
          <isin value="US4891701009"/>
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        <balance>45776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1688676.64</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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      <invstOrSec>
        <name>Kimco Realty Corporation</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP REIT USD.01</title>
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          <isin value="US49446R1095"/>
          <ticker value="KIM "/>
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        <balance>85010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1760557.1</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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      <invstOrSec>
        <name>Perficient Inc.</name>
        <lei>549300HTBXKL2755T650</lei>
        <title>PERFICIENT INC COMMON STOCK USD.001</title>
        <cusip>71375U101</cusip>
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          <isin value="US71375U1016"/>
          <ticker value="PRFT "/>
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        <balance>5486</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252740.02</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>Portola Pharmaceuticals Inc.</name>
        <lei>549300BM3O4O0CNBGJ64</lei>
        <title>PORTOLA PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>737010108</cusip>
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          <isin value="US7370101088"/>
          <ticker value="PTLA "/>
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        <balance>12801</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305687.88</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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      <invstOrSec>
        <name>Kirby Corporation</name>
        <lei>I7NO6FZO5GUCG585T325</lei>
        <title>KIRBY CORP COMMON STOCK USD.1</title>
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          <isin value="US4972661064"/>
          <ticker value="KEX "/>
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        <balance>22983</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2057667.99</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>Knight-Swift Transportation Holdings Inc.</name>
        <lei>N/A</lei>
        <title>KNIGHT-SWIFT TRANSPORTATION HO COMMON STOCK USD.001</title>
        <cusip>499049104</cusip>
        <identifiers>
          <isin value="US4990491049"/>
          <ticker value="KNX "/>
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        <balance>47104</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1688207.36</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>Henkel AG and Co. KGaA</name>
        <lei>549300VZCL1HTH4O4Y49</lei>
        <title>HENKEL AG and CO KGAA COMMON STOCK</title>
        <cusip>500246905</cusip>
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          <isin value="DE0006048408"/>
          <ticker value="HEN "/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Swedish Match AB</name>
        <lei>N/A</lei>
        <title>SWEDISH MATCH AB COMMON STOCK SEK1.9823</title>
        <cusip>504856907</cusip>
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          <isin value="SE0000310336"/>
          <ticker value="SWMA "/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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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>3850</balance>
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        <curCd>USD</curCd>
        <valUSD>273427</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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      <invstOrSec>
        <name>Progress Software Corporation</name>
        <lei>549300R65B3JG6972S24</lei>
        <title>PROGRESS SOFTWARE CORP COMMON STOCK USD.01</title>
        <cusip>743312100</cusip>
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          <isin value="US7433121008"/>
          <ticker value="PRGS "/>
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        <curCd>USD</curCd>
        <valUSD>315115.2</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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      <invstOrSec>
        <name>Stora Enso Oyj</name>
        <lei>N/A</lei>
        <title>STORA ENSO OYJ COMMON STOCK EUR1.7</title>
        <cusip>507267904</cusip>
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          <isin value="FI0009005961"/>
          <ticker value="STERV "/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
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      <invstOrSec>
        <name>Lancaster Colony Corporation</name>
        <lei>N/A</lei>
        <title>LANCASTER COLONY CORP COMMON STOCK</title>
        <cusip>513847103</cusip>
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          <ticker value="LANC "/>
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        <curCd>USD</curCd>
        <valUSD>1729400.2</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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      <invstOrSec>
        <name>Landstar System Inc.</name>
        <lei>N/A</lei>
        <title>LANDSTAR SYSTEM INC COMMON STOCK USD.01</title>
        <cusip>515098101</cusip>
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          <isin value="US5150981018"/>
          <ticker value="LSTR "/>
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        <curCd>USD</curCd>
        <valUSD>1722739.23</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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      <invstOrSec>
        <name>Endesa SA</name>
        <lei>549300LHK07F2CHV4X31</lei>
        <title>ENDESA SA COMMON STOCK EUR1.2</title>
        <cusip>527178909</cusip>
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          <isin value="ES0130670112"/>
          <ticker value="ELE "/>
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        <balance>66144</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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      <invstOrSec>
        <name>Life Storage Inc.</name>
        <lei>W9EE01AFDDF9DQCQZC68</lei>
        <title>LIFE STORAGE INC REIT USD.01</title>
        <cusip>53223X107</cusip>
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          <ticker value="LSI "/>
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        <balance>17885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1936587.8</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>Littelfuse Inc.</name>
        <lei>549300MY7HLQFYTPCX75</lei>
        <title>LITTELFUSE INC COMMON STOCK USD.01</title>
        <cusip>537008104</cusip>
        <identifiers>
          <isin value="US5370081045"/>
          <ticker value="LFUS "/>
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        <balance>9338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1786359.4</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Live Nation Entertainment Inc.</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>LIVE NATION ENTERTAINMENT INC COMMON STOCK USD.01</title>
        <cusip>538034109</cusip>
        <identifiers>
          <isin value="US5380341090"/>
          <ticker value="LYV "/>
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        <balance>28371</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2027675.37</valUSD>
        <pctVal>0.0207278137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>37385</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1797096.95</valUSD>
        <pctVal>0.0183707369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>10412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256655.8</valUSD>
        <pctVal>0.0026236515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278529.55</valUSD>
        <pctVal>0.0028472549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>18755</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258350.13</valUSD>
        <pctVal>0.0026409717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>12047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288525.65</valUSD>
        <pctVal>0.0029494395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>66043</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1959495.81</valUSD>
        <pctVal>0.0200308514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UCB SA</name>
        <lei>N/A</lei>
        <title>UCB SA COMMON STOCK</title>
        <cusip>559699905</cusip>
        <identifiers>
          <isin value="BE0003739530"/>
          <ticker value="UCBB "/>
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        <balance>26327</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2094959.81</valUSD>
        <pctVal>0.0214156256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Manhattan Associates Inc.</name>
        <lei>N/A</lei>
        <title>MANHATTAN ASSOCIATES INC COMMON STOCK USD.01</title>
        <cusip>562750109</cusip>
        <identifiers>
          <isin value="US5627501092"/>
          <ticker value="MANH "/>
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        <balance>24499</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1953795.25</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>Carrefour SA</name>
        <lei>549300B8P6MUJ1YWTS08</lei>
        <title>CARREFOUR SA COMMON STOCK EUR2.5</title>
        <cusip>564156909</cusip>
        <identifiers>
          <isin value="FR0000120172"/>
          <ticker value="CA "/>
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        <balance>125927</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2117922.03</valUSD>
        <pctVal>0.0216503558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
        </identifiers>
        <balance>15236</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>322089.04</valUSD>
        <pctVal>0.0032925397</pctVal>
        <payoffProfile>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="318318.000000000000"/>
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      <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 "/>
        </identifiers>
        <balance>16225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>268361.5</valUSD>
        <pctVal>0.0027433125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6414</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258420.06</valUSD>
        <pctVal>0.0026416866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>4460</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316927.6</valUSD>
        <pctVal>0.0032397771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ManpowerGroup Inc.</name>
        <lei>ERO1WSFOSR0JJ6CRQ987</lei>
        <title>MANPOWERGROUP INC COMMON STOCK USD.01</title>
        <cusip>56418H100</cusip>
        <identifiers>
          <isin value="US56418H1005"/>
          <ticker value="MAN "/>
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        <balance>22605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2194945.5</valUSD>
        <pctVal>0.0224377245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atos Se</name>
        <lei>5493001EZOOA66PTBR68</lei>
        <title>ATOS SE COMMON STOCK EUR1.0</title>
        <cusip>565478906</cusip>
        <identifiers>
          <isin value="FR0000051732"/>
          <ticker value="ATO "/>
        </identifiers>
        <balance>20411</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1705602.32</valUSD>
        <pctVal>0.0174354374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marathon Oil Corporation</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>MARATHON OIL CORP COMMON STOCK USD1.0</title>
        <cusip>565849106</cusip>
        <identifiers>
          <isin value="US5658491064"/>
          <ticker value="MRO "/>
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        <balance>161054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2187113.32</valUSD>
        <pctVal>0.0223576604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>33291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2135950.56</valUSD>
        <pctVal>0.0218346516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mattel Inc.</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC COMMON STOCK USD1.0</title>
        <cusip>577081102</cusip>
        <identifiers>
          <isin value="US5770811025"/>
          <ticker value="MAT "/>
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        <balance>132925</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1801133.75</valUSD>
        <pctVal>0.0184120029</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>Accor SA</name>
        <lei>N/A</lei>
        <title>ACCOR SA COMMON STOCK EUR3.0</title>
        <cusip>585284904</cusip>
        <identifiers>
          <isin value="FR0000120404"/>
          <ticker value="AC "/>
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        <balance>36503</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1713406.2</valUSD>
        <pctVal>0.0175152122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>14677</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262277.99</valUSD>
        <pctVal>0.0026811241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>8596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>262779.72</valUSD>
        <pctVal>0.0026862530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>30528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2109790.08</valUSD>
        <pctVal>0.0215672273</pctVal>
        <payoffProfile>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="189810.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Aegon N.V.</name>
        <lei>O4QK7KMMK83ITNTHUG69</lei>
        <title>AEGON NV COMMON STOCK EUR.12</title>
        <cusip>592737902</cusip>
        <identifiers>
          <isin value="NL0000303709"/>
          <ticker value="AGN "/>
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        <balance>370528</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1696130.75</valUSD>
        <pctVal>0.0173386148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke KPN N.V.</name>
        <lei>549300YO0JZHAL7FVP81</lei>
        <title>KONINKLIJKE KPN NV COMMON STOCK EUR.04</title>
        <cusip>595607904</cusip>
        <identifiers>
          <isin value="NL0000009082"/>
          <ticker value="KPN "/>
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        <balance>743716</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2200934.82</valUSD>
        <pctVal>0.0224989500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chocoladefabriken Lindt and Spruengli AG</name>
        <lei>N/A</lei>
        <title>CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF10.0</title>
        <cusip>596228908</cusip>
        <identifiers>
          <isin value="CH0010570767"/>
          <ticker value="LISP "/>
        </identifiers>
        <balance>221</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1714799.21</valUSD>
        <pctVal>0.0175294522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chocoladefabriken Lindt and Spruengli AG</name>
        <lei>N/A</lei>
        <title>CHOCOLADEFABRIKEN LINDT and SPRU COMMON STOCK CHF100.0</title>
        <cusip>596230904</cusip>
        <identifiers>
          <isin value="CH0010570759"/>
          <ticker value="LISN "/>
        </identifiers>
        <balance>21</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1854453.92</valUSD>
        <pctVal>0.0189570657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ramsay Health Care Limited</name>
        <lei>N/A</lei>
        <title>RAMSAY HEALTH CARE LTD COMMON STOCK</title>
        <cusip>604199901</cusip>
        <identifiers>
          <isin value="AU000000RHC8"/>
          <ticker value="RHC "/>
        </identifiers>
        <balance>33680</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1713564.95</valUSD>
        <pctVal>0.0175168350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank Hapoalim Ltd</name>
        <lei>B6ARUI4946ST4S7WOU88</lei>
        <title>BANK HAPOALIM BM COMMON STOCK ILS1.</title>
        <cusip>607580909</cusip>
        <identifiers>
          <isin value="IL0006625771"/>
          <ticker value="POLI "/>
        </identifiers>
        <balance>247094</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>2052062.04</valUSD>
        <pctVal>0.0209771052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fortescue Metals Group Limited</name>
        <lei>N/A</lei>
        <title>FORTESCUE METALS GROUP LTD COMMON STOCK</title>
        <cusip>608625901</cusip>
        <identifiers>
          <isin value="AU000000FMG4"/>
          <ticker value="FMG "/>
        </identifiers>
        <balance>288383</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2173932.68</valUSD>
        <pctVal>0.0222229220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>8028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254567.88</valUSD>
        <pctVal>0.0026023079</pctVal>
        <payoffProfile>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="256052.340000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>307619.52</valUSD>
        <pctVal>0.0031446257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>4945</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294573.65</valUSD>
        <pctVal>0.0030112649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>8616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273127.2</valUSD>
        <pctVal>0.0027920296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4915</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242014.6</valUSD>
        <pctVal>0.0024739826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>267608.53</valUSD>
        <pctVal>0.0027356153</pctVal>
        <payoffProfile>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="274918.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Molson Coors Brewing Company</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BREWING CO COMMON STOCK USD.01</title>
        <cusip>60871R209</cusip>
        <identifiers>
          <isin value="US60871R2094"/>
          <ticker value="TAP "/>
        </identifiers>
        <balance>37822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2038605.8</valUSD>
        <pctVal>0.0208395494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telstra Corporation Limited</name>
        <lei>PCTXNQGRJVR3OG33JG65</lei>
        <title>TELSTRA CORP LTD COMMON STOCK</title>
        <cusip>608728903</cusip>
        <identifiers>
          <isin value="AU000000TLS2"/>
          <ticker value="TLS "/>
        </identifiers>
        <balance>866197</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2151625.23</valUSD>
        <pctVal>0.0219948851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>2863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239117.76</valUSD>
        <pctVal>0.0024443698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>14843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303687.78</valUSD>
        <pctVal>0.0031044337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>19287</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266353.47</valUSD>
        <pctVal>0.0027227855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6525</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241359.75</valUSD>
        <pctVal>0.0024672884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>16991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255714.55</valUSD>
        <pctVal>0.0026140297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>3058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238279.36</valUSD>
        <pctVal>0.0024357993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aflac Incorporated</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>AFLAC INC COMMON STOCK USD.1</title>
        <cusip>001055102</cusip>
        <identifiers>
          <isin value="US0010551028"/>
          <ticker value="AFL "/>
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        <balance>147784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7817773.6</valUSD>
        <pctVal>0.0799168135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Activision Blizzard Inc.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ACTIVISION BLIZZARD INC COMMON STOCK USD.000001</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
          <ticker value="ATVI "/>
        </identifiers>
        <balance>154678</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9190966.76</valUSD>
        <pctVal>0.0939542143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Advanced Micro Devices Inc.</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>ADVANCED MICRO DEVICES INC COMMON STOCK USD.01</title>
        <cusip>007903107</cusip>
        <identifiers>
          <isin value="US0079031078"/>
          <ticker value="AMD "/>
        </identifiers>
        <balance>224212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10282362.32</valUSD>
        <pctVal>0.1051109528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Agilent Technologies Inc.</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>AGILENT TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>00846U101</cusip>
        <identifiers>
          <isin value="US00846U1016"/>
          <ticker value="A "/>
        </identifiers>
        <balance>62307</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5315410.17</valUSD>
        <pctVal>0.0543365240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>314395.26</valUSD>
        <pctVal>0.0032138904</pctVal>
        <payoffProfile>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="313438.250000000000"/>
        </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 "/>
        </identifiers>
        <balance>11263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>313336.66</valUSD>
        <pctVal>0.0032030689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NTT DATA Corporation</name>
        <lei>N/A</lei>
        <title>NTT DATA CORP COMMON STOCK</title>
        <cusip>612563908</cusip>
        <identifiers>
          <isin value="JP3165700000"/>
          <ticker value="9613 "/>
        </identifiers>
        <balance>131110</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1753462.83</valUSD>
        <pctVal>0.0179246892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OBIC Co. Ltd.</name>
        <lei>N/A</lei>
        <title>OBIC CO LTD COMMON STOCK</title>
        <cusip>613674902</cusip>
        <identifiers>
          <isin value="JP3173400007"/>
          <ticker value="4684 "/>
        </identifiers>
        <balance>13500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1818460.46</valUSD>
        <pctVal>0.0185891243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mirvac Group</name>
        <lei>N/A</lei>
        <title>MIRVAC GROUP REIT</title>
        <cusip>616197901</cusip>
        <identifiers>
          <isin value="AU000000MGR9"/>
          <ticker value="MGR "/>
        </identifiers>
        <balance>818285</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1831565.23</valUSD>
        <pctVal>0.0187230872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chubu Electric Power Company Incorpoated</name>
        <lei>N/A</lei>
        <title>CHUBU ELECTRIC POWER CO INC COMMON STOCK</title>
        <cusip>619560006</cusip>
        <identifiers>
          <isin value="JP3526600006"/>
          <ticker value="9502 "/>
        </identifiers>
        <balance>133929</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1893199.98</valUSD>
        <pctVal>0.0193531455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cochlear Limited</name>
        <lei>5493001OLLWY8KV5UC08</lei>
        <title>COCHLEAR LTD COMMON STOCK</title>
        <cusip>621179902</cusip>
        <identifiers>
          <isin value="AU000000COH5"/>
          <ticker value="COH "/>
        </identifiers>
        <balance>12036</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1896946.03</valUSD>
        <pctVal>0.0193914393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Origin Energy Limited</name>
        <lei>ZSN2LWNPYW6ISMRUC664</lei>
        <title>ORIGIN ENERGY LTD COMMON STOCK</title>
        <cusip>621486901</cusip>
        <identifiers>
          <isin value="AU000000ORG5"/>
          <ticker value="ORG "/>
        </identifiers>
        <balance>366493</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2173025.38</valUSD>
        <pctVal>0.0222136471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APA Group</name>
        <lei>549300T9RBSX164T8H40</lei>
        <title>APA GROUP STAPLED SECURITY</title>
        <cusip>624730909</cusip>
        <identifiers>
          <isin value="AU000000APA1"/>
          <ticker value="APA "/>
        </identifiers>
        <balance>245687</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1912535.53</valUSD>
        <pctVal>0.0195508022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daito Trust Construction Co. Ltd.</name>
        <lei>N/A</lei>
        <title>DAITO TRUST CONSTRUCTION CO LT COMMON STOCK</title>
        <cusip>625050000</cusip>
        <identifiers>
          <isin value="JP3486800000"/>
          <ticker value="1878 "/>
        </identifiers>
        <balance>14911</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1842644.7</valUSD>
        <pctVal>0.0188363466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Products and Chemicals Inc.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>AIR PRODUCTS and CHEMICALS INC COMMON STOCK USD1.0</title>
        <cusip>009158106</cusip>
        <identifiers>
          <isin value="US0091581068"/>
          <ticker value="APD "/>
        </identifiers>
        <balance>44381</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10429091.19</valUSD>
        <pctVal>0.1066108816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Allstate Corporation</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
        <title>ALLSTATE CORP/THE COMMON STOCK USD.01</title>
        <cusip>020002101</cusip>
        <identifiers>
          <isin value="US0200021014"/>
          <ticker value="ALL "/>
        </identifiers>
        <balance>65224</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7334438.8</valUSD>
        <pctVal>0.0749759468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>16259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1902303</valUSD>
        <pctVal>0.0194462007</pctVal>
        <payoffProfile>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="612027.780000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Mylan N.V.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV COMMON STOCK EUR.01</title>
        <cusip>628530107</cusip>
        <identifiers>
          <isin value="NL0011031208"/>
          <ticker value="MYL "/>
        </identifiers>
        <balance>103916</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2088711.6</valUSD>
        <pctVal>0.0213517536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NCR Corporation</name>
        <lei>549300YKTY8JX1DV2R67</lei>
        <title>NCR CORP COMMON STOCK USD.01</title>
        <cusip>62886E108</cusip>
        <identifiers>
          <isin value="US62886E1082"/>
          <ticker value="NCR "/>
        </identifiers>
        <balance>48920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1720027.2</valUSD>
        <pctVal>0.0175828951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MTR Corporation Limited</name>
        <lei>N/A</lei>
        <title>MTR CORP LTD COMMON STOCK</title>
        <cusip>629005901</cusip>
        <identifiers>
          <isin value="HK0066009694"/>
          <ticker value="66 "/>
        </identifiers>
        <balance>320315</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>1892906.14</valUSD>
        <pctVal>0.0193501417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>7748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243364.68</valUSD>
        <pctVal>0.0024877837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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. 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>2144</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245166.4</valUSD>
        <pctVal>0.0025062017</pctVal>
        <payoffProfile>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>American Electric Power Company Inc.</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER CO INC COMMON STOCK USD6.5</title>
        <cusip>025537101</cusip>
        <identifiers>
          <isin value="US0255371017"/>
          <ticker value="AEPN "/>
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        <balance>99450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9399019.5</valUSD>
        <pctVal>0.0960810234</pctVal>
        <payoffProfile>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="838291.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>BAE Systems PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
        <title>BAE SYSTEMS PLC COMMON STOCK GBP.025</title>
        <cusip>026349902</cusip>
        <identifiers>
          <isin value="GB0002634946"/>
          <ticker value="BA/ "/>
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        <balance>667757</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4999707.87</valUSD>
        <pctVal>0.0511092725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>32092</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263475.32</valUSD>
        <pctVal>0.0026933637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Corporation</name>
        <lei>549300BZXZ66F6DTIF20</lei>
        <title>UNIVERSAL CORP/VA COMMON STOCK</title>
        <cusip>913456109</cusip>
        <identifiers>
          <isin value="US9134561094"/>
          <ticker value="UVV "/>
        </identifiers>
        <balance>4181</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238567.86</valUSD>
        <pctVal>0.0024387484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2171</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254788.56</valUSD>
        <pctVal>0.0026045638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>N/A</lei>
        <title>US ECOLOGY INC COMMON STOCK USD.01</title>
        <cusip>91734M103</cusip>
        <identifiers>
          <isin value="US91734M1036"/>
          <ticker value="ECOL "/>
        </identifiers>
        <balance>4144</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239979.04</valUSD>
        <pctVal>0.0024531742</pctVal>
        <payoffProfile>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="232419.320000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NRG Energy Inc.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG ENERGY INC COMMON STOCK USD.01</title>
        <cusip>629377508</cusip>
        <identifiers>
          <isin value="US6293775085"/>
          <ticker value="NRG "/>
        </identifiers>
        <balance>50655</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2013536.25</valUSD>
        <pctVal>0.0205832772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fisher and Paykel Healthcare Corporation Limited</name>
        <lei>N/A</lei>
        <title>FISHER and PAYKEL HEALTHCARE COR COMMON STOCK</title>
        <cusip>634025001</cusip>
        <identifiers>
          <isin value="NZFAPE0001S2"/>
          <ticker value="FPH "/>
        </identifiers>
        <balance>119531</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>1788896.12</valUSD>
        <pctVal>0.0182869043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American International Group Inc.</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>AMERICAN INTERNATIONAL GROUP I COMMON STOCK USD2.5</title>
        <cusip>026874784</cusip>
        <identifiers>
          <isin value="US0268747849"/>
          <ticker value="AIG "/>
        </identifiers>
        <balance>175152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8990552.16</valUSD>
        <pctVal>0.0919054858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amphenol Corporation</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>AMPHENOL CORP COMMON STOCK USD.001</title>
        <cusip>032095101</cusip>
        <identifiers>
          <isin value="US0320951017"/>
          <ticker value="APH "/>
        </identifiers>
        <balance>59694</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6460681.62</valUSD>
        <pctVal>0.0660440062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>18987</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254235.93</valUSD>
        <pctVal>0.0025989145</pctVal>
        <payoffProfile>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="194916.000000000000"/>
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      </invstOrSec>
      <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>8807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>256547.91</valUSD>
        <pctVal>0.0026225486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Analog Devices Inc.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC COMMON STOCK USD.167</title>
        <cusip>032654105</cusip>
        <identifiers>
          <isin value="US0326541051"/>
          <ticker value="ADI "/>
        </identifiers>
        <balance>74152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8812223.68</valUSD>
        <pctVal>0.0900825315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Archer-Daniels-Midland Company</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ARCHER-DANIELS-MIDLAND CO COMMON STOCK</title>
        <cusip>039483102</cusip>
        <identifiers>
          <isin value="US0394831020"/>
          <ticker value="ADM "/>
        </identifiers>
        <balance>112080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5194908</valUSD>
        <pctVal>0.0531046964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Chartered PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC COMMON STOCK USD.5</title>
        <cusip>040828907</cusip>
        <identifiers>
          <isin value="GB0004082847"/>
          <ticker value="STAN "/>
        </identifiers>
        <balance>566781</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>5340826.36</valUSD>
        <pctVal>0.0545963398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Imperial Brands PLC</name>
        <lei>549300DFVPOB67JL3A42</lei>
        <title>IMPERIAL BRANDS PLC COMMON STOCK GBP.1</title>
        <cusip>045449907</cusip>
        <identifiers>
          <isin value="GB0004544929"/>
          <ticker value="IMB "/>
        </identifiers>
        <balance>198336</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4906888.52</valUSD>
        <pctVal>0.0501604312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Autodesk Inc.</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>AUTODESK INC COMMON STOCK USD.01</title>
        <cusip>052769106</cusip>
        <identifiers>
          <isin value="US0527691069"/>
          <ticker value="ADSK "/>
        </identifiers>
        <balance>44300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8127278</valUSD>
        <pctVal>0.0830807073</pctVal>
        <payoffProfile>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="111228.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>AutoZone Inc.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AUTOZONE INC COMMON STOCK USD.01</title>
        <cusip>053332102</cusip>
        <identifiers>
          <isin value="US0533321024"/>
          <ticker value="AZO "/>
        </identifiers>
        <balance>4797</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5714714.07</valUSD>
        <pctVal>0.0584183889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Instruments Corporation</name>
        <lei>549300TP4OOPCYWDUP86</lei>
        <title>NATIONAL INSTRUMENTS CORP COMMON STOCK USD.01</title>
        <cusip>636518102</cusip>
        <identifiers>
          <isin value="US6365181022"/>
          <ticker value="NATI "/>
        </identifiers>
        <balance>45221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1914657.14</valUSD>
        <pctVal>0.0195724903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Oilwell Varco Inc.</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>NATIONAL OILWELL VARCO INC COMMON STOCK USD.01</title>
        <cusip>637071101</cusip>
        <identifiers>
          <isin value="US6370711011"/>
          <ticker value="NOV "/>
        </identifiers>
        <balance>77681</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1945909.05</valUSD>
        <pctVal>0.0198919614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Building Fund Inc.</name>
        <lei>N/A</lei>
        <title>NIPPON BUILDING FUND INC REIT</title>
        <cusip>639680909</cusip>
        <identifiers>
          <isin value="JP3027670003"/>
          <ticker value="8951 "/>
        </identifiers>
        <balance>279</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2045139.88</valUSD>
        <pctVal>0.0209063438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Real Estate Investment Corporation</name>
        <lei>N/A</lei>
        <title>JAPAN REAL ESTATE INVESTMENT C REIT</title>
        <cusip>639758903</cusip>
        <identifiers>
          <isin value="JP3027680002"/>
          <ticker value="8952 "/>
        </identifiers>
        <balance>274</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1818398.51</valUSD>
        <pctVal>0.0185884910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hankyu Hanshin Holdings Inc.</name>
        <lei>N/A</lei>
        <title>HANKYU HANSHIN HOLDINGS INC COMMON STOCK</title>
        <cusip>640866000</cusip>
        <identifiers>
          <isin value="JP3774200004"/>
          <ticker value="9042 "/>
        </identifiers>
        <balance>47600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2036120.64</valUSD>
        <pctVal>0.0208141450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>James Hardie Industries plc</name>
        <lei>N/A</lei>
        <title>JAMES HARDIE INDUSTRIES PLC CDI EUR.59</title>
        <cusip>641297908</cusip>
        <identifiers>
          <isin value="AU000000JHX1"/>
          <ticker value="JHX "/>
        </identifiers>
        <balance>92097</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1799985.4</valUSD>
        <pctVal>0.0184002639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AvalonBay Communities Inc.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVALONBAY COMMUNITIES INC REIT USD.01</title>
        <cusip>053484101</cusip>
        <identifiers>
          <isin value="US0534841012"/>
          <ticker value="AVB "/>
        </identifiers>
        <balance>28119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5896554.3</valUSD>
        <pctVal>0.0602772419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legal and General Group PLC</name>
        <lei>N/A</lei>
        <title>LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025</title>
        <cusip>056039902</cusip>
        <identifiers>
          <isin value="GB0005603997"/>
          <ticker value="LGEN "/>
        </identifiers>
        <balance>1240614</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4983616.99</valUSD>
        <pctVal>0.0509447843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>19672</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>275211.28</valUSD>
        <pctVal>0.0028133340</pctVal>
        <payoffProfile>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="273078.000000000000"/>
        </securityLending>
      </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>38629</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286240.89</valUSD>
        <pctVal>0.0029260837</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>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NEW YORK MELLON CORP/T COMMON STOCK USD.01</title>
        <cusip>064058100</cusip>
        <identifiers>
          <isin value="US0640581007"/>
          <ticker value="BK "/>
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        <balance>168961</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8503807.13</valUSD>
        <pctVal>0.0869297582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prudential Public Limited Company</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>PRUDENTIAL PLC COMMON STOCK GBP.05</title>
        <cusip>070995006</cusip>
        <identifiers>
          <isin value="GB0007099541"/>
          <ticker value="PRU "/>
        </identifiers>
        <balance>540917</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>10364310.63</valUSD>
        <pctVal>0.1059486654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Baxter International Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAXTER INTERNATIONAL INC COMMON STOCK USD1.0</title>
        <cusip>071813109</cusip>
        <identifiers>
          <isin value="US0718131099"/>
          <ticker value="BAX "/>
        </identifiers>
        <balance>102793</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8595550.66</valUSD>
        <pctVal>0.0878676020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tesco PLC</name>
        <lei>N/A</lei>
        <title>TESCO PLC COMMON STOCK GBP.05</title>
        <cusip>088470000</cusip>
        <identifiers>
          <isin value="GB0008847096"/>
          <ticker value="TSCO "/>
        </identifiers>
        <balance>2037579</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>6886266.43</valUSD>
        <pctVal>0.0703945264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Resona Holdings Inc.</name>
        <lei>N/A</lei>
        <title>RESONA HOLDINGS INC COMMON STOCK</title>
        <cusip>642155907</cusip>
        <identifiers>
          <isin value="JP3500610005"/>
          <ticker value="8308 "/>
        </identifiers>
        <balance>433746</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1890493.86</valUSD>
        <pctVal>0.0193254823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Power Assets Holdings Limited</name>
        <lei>N/A</lei>
        <title>POWER ASSETS HOLDINGS LTD COMMON STOCK</title>
        <cusip>643532005</cusip>
        <identifiers>
          <isin value="HK0006000050"/>
          <ticker value="6 "/>
        </identifiers>
        <balance>288736</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>2112281.61</valUSD>
        <pctVal>0.0215926969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>4688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303219.84</valUSD>
        <pctVal>0.0030996502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4416</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299272.32</valUSD>
        <pctVal>0.0030592969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc.</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC COMMON STOCK USD.0005</title>
        <cusip>09062X103</cusip>
        <identifiers>
          <isin value="US09062X1037"/>
          <ticker value="BIIB "/>
        </identifiers>
        <balance>36329</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10779904.17</valUSD>
        <pctVal>0.1101970504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>14040H105</cusip>
        <identifiers>
          <isin value="US14040H1059"/>
          <ticker value="COF "/>
        </identifiers>
        <balance>93766</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9649459.06</valUSD>
        <pctVal>0.0986411298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Kansai Electric Power Company Incorporated</name>
        <lei>N/A</lei>
        <title>KANSAI ELECTRIC POWER CO INC/T COMMON STOCK</title>
        <cusip>648348001</cusip>
        <identifiers>
          <isin value="JP3228600007"/>
          <ticker value="9503 "/>
        </identifiers>
        <balance>146324</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1695134.38</valUSD>
        <pctVal>0.0173284294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kintetsu Group Holdings Co.Ltd.</name>
        <lei>N/A</lei>
        <title>KINTETSU GROUP HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>649296001</cusip>
        <identifiers>
          <isin value="JP3260800002"/>
          <ticker value="9041 "/>
        </identifiers>
        <balance>35774</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1940372.54</valUSD>
        <pctVal>0.0198353647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New York Community Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>NEW YORK COMMUNITY BANCORP INC COMMON STOCK USD.01</title>
        <cusip>649445103</cusip>
        <identifiers>
          <isin value="US6494451031"/>
          <ticker value="NYCB "/>
        </identifiers>
        <balance>179174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2153671.48</valUSD>
        <pctVal>0.0220158028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 New York Times Company</name>
        <lei>N/A</lei>
        <title>NEW YORK TIMES CO/THE COMMON STOCK USD.1</title>
        <cusip>650111107</cusip>
        <identifiers>
          <isin value="US6501111073"/>
          <ticker value="NYT "/>
        </identifiers>
        <balance>55113</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1772985.21</valUSD>
        <pctVal>0.0181242558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>5264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278886.72</valUSD>
        <pctVal>0.0028509060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>6271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>263695.55</valUSD>
        <pctVal>0.0026956150</pctVal>
        <payoffProfile>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="258190.720000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>NiSource Inc.</name>
        <lei>N/A</lei>
        <title>NISOURCE INC COMMON STOCK USD.01</title>
        <cusip>65473P105</cusip>
        <identifiers>
          <isin value="US65473P1057"/>
          <ticker value="NI "/>
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        <balance>75207</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2093762.88</valUSD>
        <pctVal>0.0214033900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 World Development Company Limited</name>
        <lei>N/A</lei>
        <title>NEW WORLD DEVELOPMENT CO LTD COMMON STOCK</title>
        <cusip>663376002</cusip>
        <identifiers>
          <isin value="HK0017000149"/>
          <ticker value="17 "/>
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        <balance>1275569</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>1748476.84</valUSD>
        <pctVal>0.0178737202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>8101</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278593.39</valUSD>
        <pctVal>0.0028479075</pctVal>
        <payoffProfile>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="283551.840000000000"/>
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      </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 "/>
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        <balance>6868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238869.04</valUSD>
        <pctVal>0.0024418272</pctVal>
        <payoffProfile>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="234366.000000000000"/>
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      </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 "/>
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        <balance>8880</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284248.8</valUSD>
        <pctVal>0.0029057196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>25049</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>266771.85</valUSD>
        <pctVal>0.0027270624</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>Centene Corporation</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP COMMON STOCK USD.001</title>
        <cusip>15135B101</cusip>
        <identifiers>
          <isin value="US15135B1017"/>
          <ticker value="CNC "/>
        </identifiers>
        <balance>83312</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5237825.44</valUSD>
        <pctVal>0.0535434179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cognizant Technology Solutions Corporation</name>
        <lei>N/A</lei>
        <title>COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01</title>
        <cusip>192446102</cusip>
        <identifiers>
          <isin value="US1924461023"/>
          <ticker value="CTSH "/>
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        <balance>110244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6837332.88</valUSD>
        <pctVal>0.0698943055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6875</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>255818.75</valUSD>
        <pctVal>0.0026150948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>7373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>290053.82</valUSD>
        <pctVal>0.0029650612</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="271195.250000000000"/>
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      <invstOrSec>
        <name>Consolidated Edison Inc.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>CONSOLIDATED EDISON INC COMMON STOCK USD.1</title>
        <cusip>209115104</cusip>
        <identifiers>
          <isin value="US2091151041"/>
          <ticker value="ED "/>
        </identifiers>
        <balance>66930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6055157.1</valUSD>
        <pctVal>0.0618985514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Constellation Brands Inc.</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC COMMON STOCK USD.01</title>
        <cusip>21036P108</cusip>
        <identifiers>
          <isin value="US21036P1084"/>
          <ticker value="STZ "/>
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        <balance>33723</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6398939.25</valUSD>
        <pctVal>0.0654128478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEC Corporation</name>
        <lei>5493000QYMPFRTEY4K28</lei>
        <title>NEC CORP COMMON STOCK</title>
        <cusip>664040003</cusip>
        <identifiers>
          <isin value="JP3733000008"/>
          <ticker value="6701 "/>
        </identifiers>
        <balance>52484</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2172021.31</valUSD>
        <pctVal>0.0222033831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nitto Denko Corporation</name>
        <lei>N/A</lei>
        <title>NITTO DENKO CORP COMMON STOCK</title>
        <cusip>664180007</cusip>
        <identifiers>
          <isin value="JP3684000007"/>
          <ticker value="6988 "/>
        </identifiers>
        <balance>32987</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1854786.13</valUSD>
        <pctVal>0.0189604617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Yamaha Corporation</name>
        <lei>N/A</lei>
        <title>YAMAHA CORP COMMON STOCK</title>
        <cusip>664238003</cusip>
        <identifiers>
          <isin value="JP3942600002"/>
          <ticker value="7951 "/>
        </identifiers>
        <balance>29873</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1656262.69</valUSD>
        <pctVal>0.0169310655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NICE Ltd.</name>
        <lei>N/A</lei>
        <title>NICE LTD COMMON STOCK ILS1.0</title>
        <cusip>664713906</cusip>
        <identifiers>
          <isin value="IL0002730112"/>
          <ticker value="NICE "/>
        </identifiers>
        <balance>13228</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>2051123.73</valUSD>
        <pctVal>0.0209675134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cummins Inc.</name>
        <lei>ZUNI8PYC725B6H8JU438</lei>
        <title>CUMMINS INC COMMON STOCK USD2.5</title>
        <cusip>231021106</cusip>
        <identifiers>
          <isin value="US2310211063"/>
          <ticker value="CMI "/>
        </identifiers>
        <balance>30845</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5520021.2</valUSD>
        <pctVal>0.0564281504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO COMMON STOCK</title>
        <cusip>233331107</cusip>
        <identifiers>
          <isin value="US2333311072"/>
          <ticker value="DTE "/>
        </identifiers>
        <balance>38677</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5022981.99</valUSD>
        <pctVal>0.0513471911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ono Pharmaceutical Co. Ltd.</name>
        <lei>N/A</lei>
        <title>ONO PHARMACEUTICAL CO LTD COMMON STOCK</title>
        <cusip>666010004</cusip>
        <identifiers>
          <isin value="JP3197600004"/>
          <ticker value="4528 "/>
        </identifiers>
        <balance>79200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1808160.98</valUSD>
        <pctVal>0.0184838384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 "/>
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        <balance>27889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1998804.63</valUSD>
        <pctVal>0.0204326839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deere and Company</name>
        <lei>PWFTNG3EI0Y73OXWDH08</lei>
        <title>DEERE and CO COMMON STOCK USD1.0</title>
        <cusip>244199105</cusip>
        <identifiers>
          <isin value="US2441991054"/>
          <ticker value="DE "/>
        </identifiers>
        <balance>63395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10983817.7</valUSD>
        <pctVal>0.1122815466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Delta Air Lines Inc.</name>
        <lei>Q2CCMS6R0AS67HJMBN42</lei>
        <title>DELTA AIR LINES INC COMMON STOCK USD.0001</title>
        <cusip>247361702</cusip>
        <identifiers>
          <isin value="US2473617023"/>
          <ticker value="DAL "/>
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        <balance>115889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6777188.72</valUSD>
        <pctVal>0.0692794848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Exchange Group Inc.</name>
        <lei>N/A</lei>
        <title>JAPAN EXCHANGE GROUP INC COMMON STOCK</title>
        <cusip>674388905</cusip>
        <identifiers>
          <isin value="JP3183200009"/>
          <ticker value="8697 "/>
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        <balance>106000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1866137.51</valUSD>
        <pctVal>0.0190765007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santos Limited</name>
        <lei>N/A</lei>
        <title>Santos Ltd COMMON STOCK</title>
        <cusip>677670002</cusip>
        <identifiers>
          <isin value="AU000000STO6"/>
          <ticker value="STO "/>
        </identifiers>
        <balance>368504</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2119988.83</valUSD>
        <pctVal>0.0216714835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sonic Healthcare Limited</name>
        <lei>N/A</lei>
        <title>SONIC HEALTHCARE LTD COMMON STOCK</title>
        <cusip>682112909</cusip>
        <identifiers>
          <isin value="AU000000SHL7"/>
          <ticker value="SHL "/>
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        <balance>93843</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1892149.2</valUSD>
        <pctVal>0.0193424039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Taisei Corporation</name>
        <lei>N/A</lei>
        <title>TAISEI CORP COMMON STOCK</title>
        <cusip>687010009</cusip>
        <identifiers>
          <isin value="JP3443600006"/>
          <ticker value="1801 "/>
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        <balance>42173</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1746848.28</valUSD>
        <pctVal>0.0178570723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Digital Realty Trust Inc.</name>
        <lei>N/A</lei>
        <title>DIGITAL REALTY TRUST INC REIT USD.01</title>
        <cusip>253868103</cusip>
        <identifiers>
          <isin value="US2538681030"/>
          <ticker value="DLR "/>
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        <balance>42023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5031834.02</valUSD>
        <pctVal>0.0514376805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01</title>
        <cusip>254709108</cusip>
        <identifiers>
          <isin value="US2547091080"/>
          <ticker value="DFS "/>
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        <balance>63112</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5353159.84</valUSD>
        <pctVal>0.0547224182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokyo Gas Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TOKYO GAS CO LTD COMMON STOCK</title>
        <cusip>689544005</cusip>
        <identifiers>
          <isin value="JP3573000001"/>
          <ticker value="9531 "/>
        </identifiers>
        <balance>78196</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1900076.55</valUSD>
        <pctVal>0.0194234409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokyu Corporation</name>
        <lei>N/A</lei>
        <title>TOKYU CORP COMMON STOCK</title>
        <cusip>689654002</cusip>
        <identifiers>
          <isin value="JP3574200006"/>
          <ticker value="9005 "/>
        </identifiers>
        <balance>104008</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1923387.42</valUSD>
        <pctVal>0.0196617351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toray Industries Inc.</name>
        <lei>N/A</lei>
        <title>TORAY INDUSTRIES INC COMMON STOCK</title>
        <cusip>689714004</cusip>
        <identifiers>
          <isin value="JP3621000003"/>
          <ticker value="3402 "/>
        </identifiers>
        <balance>288572</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1955224.81</valUSD>
        <pctVal>0.0199871913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Toyota Industries Corporation</name>
        <lei>N/A</lei>
        <title>TOYOTA INDUSTRIES CORP COMMON STOCK</title>
        <cusip>690054002</cusip>
        <identifiers>
          <isin value="JP3634600005"/>
          <ticker value="6201 "/>
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        <balance>30553</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1758021.22</valUSD>
        <pctVal>0.0179712871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dollar General Corporation</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DOLLAR GENERAL CORP COMMON STOCK USD.875</title>
        <cusip>256677105</cusip>
        <identifiers>
          <isin value="US2566771059"/>
          <ticker value="DG "/>
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        <balance>51260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7995534.8</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>Dow Inc.</name>
        <lei>N/A</lei>
        <title>DOW INC COMMON STOCK USD.01</title>
        <cusip>260557103</cusip>
        <identifiers>
          <isin value="US2605571031"/>
          <ticker value="DOW "/>
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        <balance>149289</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8170586.97</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>
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          <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>11019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1816702.53</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>Packaging Corporation of America</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>PACKAGING CORP OF AMERICA COMMON STOCK USD.01</title>
        <cusip>695156109</cusip>
        <identifiers>
          <isin value="US6951561090"/>
          <ticker value="PKG "/>
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        <balance>19058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2134305.42</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>PacWest Bancorp</name>
        <lei>549300YI8VMFO7G36V04</lei>
        <title>PACWEST BANCORP COMMON STOCK</title>
        <cusip>695263103</cusip>
        <identifiers>
          <isin value="US6952631033"/>
          <ticker value="PACW "/>
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        <balance>45941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1758162.07</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>YASKAWA Electric Corporation</name>
        <lei>N/A</lei>
        <title>YASKAWA ELECTRIC CORP COMMON STOCK</title>
        <cusip>698604006</cusip>
        <identifiers>
          <isin value="JP3932000007"/>
          <ticker value="6506 "/>
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        <balance>49910</balance>
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        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1880157.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DuPont de Nemours Inc.</name>
        <lei>N/A</lei>
        <title>DUPONT DE NEMOURS INC COMMON STOCK USD.01</title>
        <cusip>26614N102</cusip>
        <identifiers>
          <isin value="US26614N1028"/>
          <ticker value="DD "/>
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        <balance>149151</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9575494.2</valUSD>
        <pctVal>0.0978850275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EOG Resources Inc.</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG RESOURCES INC COMMON STOCK USD.01</title>
        <cusip>26875P101</cusip>
        <identifiers>
          <isin value="US26875P1012"/>
          <ticker value="EOG "/>
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        <balance>117130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9810808.8</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>
        <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 "/>
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        <balance>72305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1938497.05</valUSD>
        <pctVal>0.0198161926</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>Sodexo SA</name>
        <lei>N/A</lei>
        <title>SODEXO SA COMMON STOCK EUR4.0</title>
        <cusip>706271905</cusip>
        <identifiers>
          <isin value="FR0000121220"/>
          <ticker value="SW "/>
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        <balance>18413</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2183974.5</valUSD>
        <pctVal>0.0223255740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>eBay Inc.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC COMMON STOCK USD.001</title>
        <cusip>278642103</cusip>
        <identifiers>
          <isin value="US2786421030"/>
          <ticker value="EBAY "/>
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        <balance>153964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5559640.04</valUSD>
        <pctVal>0.0568331521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ecolab Inc.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECOLAB INC COMMON STOCK USD1.0</title>
        <cusip>278865100</cusip>
        <identifiers>
          <isin value="US2788651006"/>
          <ticker value="ECL "/>
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        <balance>50489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9743872.11</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Edison International</name>
        <lei>N/A</lei>
        <title>EDISON INTERNATIONAL COMMON STOCK</title>
        <cusip>281020107</cusip>
        <identifiers>
          <isin value="US2810201077"/>
          <ticker value="EIX "/>
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        <balance>72199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5444526.59</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>Edwards Lifesciences Corporation</name>
        <lei>YA13X31F3V31L8TMPR58</lei>
        <title>EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0</title>
        <cusip>28176E108</cusip>
        <identifiers>
          <isin value="US28176E1082"/>
          <ticker value="EW "/>
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        <balance>41992</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9796313.68</valUSD>
        <pctVal>0.1001423440</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>Groupe Bruxelles Lambert SA</name>
        <lei>549300KV0ZEHT2KVU152</lei>
        <title>GROUPE BRUXELLES LAMBERT SA COMMON STOCK</title>
        <cusip>709732903</cusip>
        <identifiers>
          <isin value="BE0003797140"/>
          <ticker value="GBLB "/>
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        <balance>16813</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1774122.47</valUSD>
        <pctVal>0.0181358814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Penumbra Inc.</name>
        <lei>549300RGE06P3ECANU72</lei>
        <title>PENUMBRA INC COMMON STOCK USD.001</title>
        <cusip>70975L107</cusip>
        <identifiers>
          <isin value="US70975L1070"/>
          <ticker value="PEN "/>
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        <balance>12315</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2022985.05</valUSD>
        <pctVal>0.0206798671</pctVal>
        <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>Electronic Arts Inc.</name>
        <lei>549300O7A67PUEYKDL45</lei>
        <title>ELECTRONIC ARTS INC COMMON STOCK USD.01</title>
        <cusip>285512109</cusip>
        <identifiers>
          <isin value="US2855121099"/>
          <ticker value="EA "/>
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        <balance>58786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6320082.86</valUSD>
        <pctVal>0.0646067422</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>Emerson Electric Co.</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>EMERSON ELECTRIC CO COMMON STOCK USD.5</title>
        <cusip>291011104</cusip>
        <identifiers>
          <isin value="US2910111044"/>
          <ticker value="EMR "/>
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        <balance>122644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9352831.44</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Adecco Group AG</name>
        <lei>NI14Y5UMU60O7JE9P611</lei>
        <title>ADECCO GROUP AG COMMON STOCK CHF.1</title>
        <cusip>711072900</cusip>
        <identifiers>
          <isin value="CH0012138605"/>
          <ticker value="ADEN "/>
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        <balance>32306</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>2042456.59</valUSD>
        <pctVal>0.0208789140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Baloise Holding AG</name>
        <lei>N/A</lei>
        <title>BALOISE HOLDING AG COMMON STOCK CHF.1</title>
        <cusip>712459908</cusip>
        <identifiers>
          <isin value="CH0012410517"/>
          <ticker value="BALN "/>
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        <balance>10149</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1836820.87</valUSD>
        <pctVal>0.0187768127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinix Inc.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC REIT USD.001</title>
        <cusip>29444U700</cusip>
        <identifiers>
          <isin value="US29444U7000"/>
          <ticker value="EQIX "/>
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        <balance>17170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10022129</valUSD>
        <pctVal>0.1024507302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Residential</name>
        <lei>5493008RACSH5EP3PI59</lei>
        <title>EQUITY RESIDENTIAL REIT USD.01</title>
        <cusip>29476L107</cusip>
        <identifiers>
          <isin value="US29476L1070"/>
          <ticker value="EQR "/>
        </identifiers>
        <balance>70281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5687138.52</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>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY COMMON STOCK USD5.0</title>
        <cusip>30040W108</cusip>
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          <isin value="US30040W1080"/>
          <ticker value="ES "/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5545202.88</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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      <invstOrSec>
        <name>Exelon Corporation</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP COMMON STOCK</title>
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          <isin value="US30161N1019"/>
          <ticker value="EXC "/>
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        <balance>195720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8922874.8</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>PerkinElmer Inc.</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PERKINELMER INC COMMON STOCK USD1.0</title>
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          <isin value="US7140461093"/>
          <ticker value="PKI "/>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>Temenos AG</name>
        <lei>N/A</lei>
        <title>TEMENOS AG COMMON STOCK CHF5.0</title>
        <cusip>714789906</cusip>
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          <isin value="CH0012453913"/>
          <ticker value="TEMN "/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Perspecta Inc.</name>
        <lei>N/A</lei>
        <title>PERSPECTA INC COMMON STOCK USD.01</title>
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          <isin value="US7153471005"/>
          <ticker value="PRSP "/>
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        <curCd>USD</curCd>
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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>Straumann Holding AG</name>
        <lei>N/A</lei>
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          <isin value="CH0012280076"/>
          <ticker value="STMN "/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Swatch Group AG</name>
        <lei>N/A</lei>
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          <isin value="CH0012255151"/>
          <ticker value="UHR "/>
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        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pinnacle Financial Partners Inc.</name>
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        <curCd>USD</curCd>
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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>Federal Home Loan Bank Discount Notes</name>
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          <isin value="US313384SR10"/>
          <ticker value="FHLBDN"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4993033.35</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>N/A</lei>
        <title>BARCLAYS PLC COMMON STOCK GBP.25</title>
        <cusip>313486904</cusip>
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          <ticker value="BARC "/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Pinnacle West Capital Corporation</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>PINNACLE WEST CAPITAL CORP COMMON STOCK</title>
        <cusip>723484101</cusip>
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        <curCd>USD</curCd>
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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>Alfa Laval AB</name>
        <lei>549300UCKT2UK88AG251</lei>
        <title>ALFA LAVAL AB COMMON STOCK SEK2.84</title>
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        <assetCat>EC</assetCat>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Primerica Inc.</name>
        <lei>N/A</lei>
        <title>PRIMERICA INC COMMON STOCK</title>
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          <isin value="US74164M1080"/>
          <ticker value="PRI "/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PulteGroup Inc.</name>
        <lei>N/A</lei>
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        <cusip>745867101</cusip>
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          <ticker value="PHM "/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FedEx Corporation</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FEDEX CORP COMMON STOCK USD.1</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FirstEnergy Corp.</name>
        <lei>549300SVYJS666PQJH88</lei>
        <title>FIRSTENERGY CORP COMMON STOCK USD.1</title>
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          <ticker value="FE "/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FLEETCOR Technologies Inc.</name>
        <lei>549300DG6RR0NQSFLN74</lei>
        <title>FLEETCOR TECHNOLOGIES INC COMMON STOCK USD.001</title>
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      <invstOrSec>
        <name>Ford Motor Company</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>FORD MOTOR CO COMMON STOCK USD.01</title>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RLI Corp.</name>
        <lei>N/A</lei>
        <title>RLI CORP COMMON STOCK USD1.0</title>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Regency Centers Corporation</name>
        <lei>N/A</lei>
        <title>REGENCY CENTERS CORP REIT USD.01</title>
        <cusip>758849103</cusip>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>Gecina SA</name>
        <lei>N/A</lei>
        <title>GECINA SA REIT EUR7.5</title>
        <cusip>774246904</cusip>
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          <isin value="FR0010040865"/>
          <ticker value="GFC "/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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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>10934</balance>
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        <curCd>USD</curCd>
        <valUSD>1926789.48</valUSD>
        <pctVal>0.0196965125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>General Dynamics Corporation</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
        <title>GENERAL DYNAMICS CORP COMMON STOCK USD1.0</title>
        <cusip>369550108</cusip>
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          <isin value="US3695501086"/>
          <ticker value="GD "/>
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        <balance>47180</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8320193</valUSD>
        <pctVal>0.0850527716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Mills Inc.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC COMMON STOCK USD.1</title>
        <cusip>370334104</cusip>
        <identifiers>
          <isin value="US3703341046"/>
          <ticker value="GIS "/>
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        <balance>121686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6517502.16</valUSD>
        <pctVal>0.0666248514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Henry Schein Inc.</name>
        <lei>VGO3WGL8H45T73F4RR92</lei>
        <title>HENRY SCHEIN INC COMMON STOCK USD.01</title>
        <cusip>806407102</cusip>
        <identifiers>
          <isin value="US8064071025"/>
          <ticker value="HSIC "/>
        </identifiers>
        <balance>29544</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1971175.68</valUSD>
        <pctVal>0.0201502483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>32706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2132104.14</valUSD>
        <pctVal>0.0217953317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>General Motors Company</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO COMMON STOCK USD.01</title>
        <cusip>37045V100</cusip>
        <identifiers>
          <isin value="US37045V1008"/>
          <ticker value="GM "/>
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        <balance>253145</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9265107</valUSD>
        <pctVal>0.0947121094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA Healthcare Inc.</name>
        <lei>N/A</lei>
        <title>HCA HEALTHCARE INC COMMON STOCK USD.01</title>
        <cusip>40412C101</cusip>
        <identifiers>
          <isin value="US40412C1018"/>
          <ticker value="HCA "/>
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        <balance>53265</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7873099.65</valUSD>
        <pctVal>0.0804823814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>36652</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1938890.8</valUSD>
        <pctVal>0.0198202177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Snap-on Incorporated</name>
        <lei>HHWAT5TDOYZMM26KKQ73</lei>
        <title>SNAP-ON INC COMMON STOCK USD1.0</title>
        <cusip>833034101</cusip>
        <identifiers>
          <isin value="US8330341012"/>
          <ticker value="SNA "/>
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        <balance>11042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1870514.8</valUSD>
        <pctVal>0.0191212473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HP Inc.</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP INC COMMON STOCK USD.01</title>
        <cusip>40434L105</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
          <ticker value="HPQ "/>
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        <balance>298361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6131318.55</valUSD>
        <pctVal>0.0626771081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intesa Sanpaolo S.p.A.</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA COMMON STOCK NPV</title>
        <cusip>407683002</cusip>
        <identifiers>
          <isin value="IT0000072618"/>
          <ticker value="ISP "/>
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        <balance>3093571</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>8149047.13</valUSD>
        <pctVal>0.0833032412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CRH public limited company</name>
        <lei>549300MIDJNNTH068E74</lei>
        <title>CRH PLC COMMON STOCK EUR.32</title>
        <cusip>418224002</cusip>
        <identifiers>
          <isin value="IE0001827041"/>
          <ticker value="CRGI "/>
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        <balance>165805</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>6650256.76</valUSD>
        <pctVal>0.0679819289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hilton Worldwide Holdings Inc.</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>43300A203</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
          <ticker value="HLT "/>
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        <balance>56809</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6300686.19</valUSD>
        <pctVal>0.0644084606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fresenius SE and Co. KGaA</name>
        <lei>XDFJ0CYCOO1FXRFTQS51</lei>
        <title>FRESENIUS SE and CO KGAA COMMON STOCK</title>
        <cusip>435209903</cusip>
        <identifiers>
          <isin value="DE0005785604"/>
          <ticker value="FRE "/>
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        <balance>86951</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4893032.77</valUSD>
        <pctVal>0.0500187915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc.</name>
        <lei>N/A</lei>
        <title>HUMANA INC COMMON STOCK USD.166</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
          <ticker value="HUM "/>
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        <balance>26662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9772156.24</valUSD>
        <pctVal>0.0998953958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illinois Tool Works Inc.</name>
        <lei>76NA4I14SZCFAYMNSV04</lei>
        <title>ILLINOIS TOOL WORKS INC COMMON STOCK USD.01</title>
        <cusip>452308109</cusip>
        <identifiers>
          <isin value="US4523081093"/>
          <ticker value="ITW "/>
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        <balance>58886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10577692.18</valUSD>
        <pctVal>0.1081299480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Illumina Inc.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>ILLUMINA INC COMMON STOCK USD.01</title>
        <cusip>452327109</cusip>
        <identifiers>
          <isin value="US4523271090"/>
          <ticker value="ILMN "/>
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        <balance>29596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9818177.04</valUSD>
        <pctVal>0.1003658412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SolarEdge Technologies Inc.</name>
        <lei>5493000K6Y58XXPDF853</lei>
        <title>SOLAREDGE TECHNOLOGIES INC COMMON STOCK USD.0001</title>
        <cusip>83417M104</cusip>
        <identifiers>
          <isin value="US83417M1045"/>
          <ticker value="SEDG "/>
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        <balance>18637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1772192.33</valUSD>
        <pctVal>0.0181161506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Spirit Realty Capital Inc.</name>
        <lei>549300LTU6LVPZSHMJ25</lei>
        <title>SPIRIT REALTY CAPITAL INC REIT USD.05</title>
        <cusip>84860W300</cusip>
        <identifiers>
          <isin value="US84860W3007"/>
          <ticker value="SRC "/>
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        <balance>38235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1880397.3</valUSD>
        <pctVal>0.0192222707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Intercontinental Exchange Inc.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>INTERCONTINENTAL EXCHANGE INC COMMON STOCK USD.01</title>
        <cusip>45866F104</cusip>
        <identifiers>
          <isin value="US45866F1049"/>
          <ticker value="ICE "/>
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        <balance>112113</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10376058.15</valUSD>
        <pctVal>0.1060687539</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Post AG</name>
        <lei>8ER8GIG7CSMVD8VUFE78</lei>
        <title>DEUTSCHE POST AG COMMON STOCK</title>
        <cusip>461785909</cusip>
        <identifiers>
          <isin value="DE0005552004"/>
          <ticker value="DPW "/>
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        <balance>205809</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>7825713.02</valUSD>
        <pctVal>0.0799979738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IQVIA Holdings Inc.</name>
        <lei>N/A</lei>
        <title>IQVIA HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>46266C105</cusip>
        <identifiers>
          <isin value="US46266C1053"/>
          <ticker value="IQV "/>
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        <balance>36332</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5613657.32</valUSD>
        <pctVal>0.0573853412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pernod Ricard</name>
        <lei>N/A</lei>
        <title>PERNOD RICARD SA COMMON STOCK EUR1.55</title>
        <cusip>468232004</cusip>
        <identifiers>
          <isin value="FR0000120693"/>
          <ticker value="RI "/>
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        <balance>44186</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>7906534.26</valUSD>
        <pctVal>0.0808241651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synovus Financial Corp.</name>
        <lei>549300EIUS8UN5JTLE54</lei>
        <title>SYNOVUS FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>87161C501</cusip>
        <identifiers>
          <isin value="US87161C5013"/>
          <ticker value="SNV "/>
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        <balance>56183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2202373.6</valUSD>
        <pctVal>0.0225136579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNNEX Corporation</name>
        <lei>5493004HI6PFLF46NS53</lei>
        <title>SYNNEX CORP COMMON STOCK USD.001</title>
        <cusip>87162W100</cusip>
        <identifiers>
          <isin value="US87162W1009"/>
          <ticker value="SNX "/>
        </identifiers>
        <balance>15665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2017652</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <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 "/>
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        <balance>34491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2051352.23</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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      <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>120115</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2004719.35</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Johnson Controls International plc</name>
        <lei>549300XQ6S1GYKGBL205</lei>
        <title>JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01</title>
        <cusip>478366107</cusip>
        <identifiers>
          <isin value="IE00BY7QL619"/>
          <ticker value="JCI "/>
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        <balance>155314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6322832.94</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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      <invstOrSec>
        <name>KLA Corporation</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP COMMON STOCK USD.001</title>
        <cusip>482480100</cusip>
        <identifiers>
          <isin value="US4824801009"/>
          <ticker value="KLAC "/>
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        <balance>31769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5660282.73</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>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 "/>
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        <balance>57365</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2181590.95</valUSD>
        <pctVal>0.0223012082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <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 "/>
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        <balance>36278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2043176.96</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>Textron Inc.</name>
        <lei>3PPKBHUG1HD6BO7RNR87</lei>
        <title>TEXTRON INC COMMON STOCK USD.125</title>
        <cusip>883203101</cusip>
        <identifiers>
          <isin value="US8832031012"/>
          <ticker value="TXT "/>
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        <balance>45957</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2049682.2</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>Toll Brothers Inc.</name>
        <lei>N/A</lei>
        <title>TOLL BROTHERS INC COMMON STOCK USD.01</title>
        <cusip>889478103</cusip>
        <identifiers>
          <isin value="US8894781033"/>
          <ticker value="TOL "/>
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        <balance>49531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1956969.81</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>Vivendi S.A.</name>
        <lei>N/A</lei>
        <title>VIVENDI SA COMMON STOCK EUR5.5</title>
        <cusip>483477907</cusip>
        <identifiers>
          <isin value="FR0000127771"/>
          <ticker value="VIV "/>
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        <balance>177591</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <pctVal>0.0525699165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>E.ON SE</name>
        <lei>Q9MAIUP40P25UFBFG033</lei>
        <title>E.ON SE COMMON STOCK</title>
        <cusip>494290901</cusip>
        <identifiers>
          <isin value="DE000ENAG999"/>
          <ticker value="EOAN "/>
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        <balance>467098</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <pctVal>0.0510286084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kimberly-Clark Corporation</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KIMBERLY-CLARK CORP COMMON STOCK USD1.25</title>
        <cusip>494368103</cusip>
        <identifiers>
          <isin value="US4943681035"/>
          <ticker value="KMB "/>
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        <balance>69019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9493563.45</valUSD>
        <pctVal>0.0970474944</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>Kinder Morgan Inc.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC/DE COMMON STOCK USD.01</title>
        <cusip>49456B101</cusip>
        <identifiers>
          <isin value="US49456B1017"/>
          <ticker value="KMI "/>
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        <balance>392175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8302344.75</valUSD>
        <pctVal>0.0848703187</pctVal>
        <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>L3Harris Technologies Inc.</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3HARRIS TECHNOLOGIES INC COMMON STOCK USD1.0</title>
        <cusip>502431109</cusip>
        <identifiers>
          <isin value="US5024311095"/>
          <ticker value="0L3HL "/>
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        <balance>44508</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8806797.96</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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      <invstOrSec>
        <name>Lam Research Corporation</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP COMMON STOCK USD.001</title>
        <cusip>512807108</cusip>
        <identifiers>
          <isin value="US5128071082"/>
          <ticker value="LRCX "/>
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        <balance>29209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8540711.6</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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      <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 "/>
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        <balance>24022</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1648870.08</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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      <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 "/>
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        <balance>55454</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2143851.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Vornado Realty Trust</name>
        <lei>N/A</lei>
        <title>VORNADO REALTY TRUST REIT USD.04</title>
        <cusip>929042109</cusip>
        <identifiers>
          <isin value="US9290421091"/>
          <ticker value="VNO "/>
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        <balance>31893</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2120884.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Webster Financial Corporation</name>
        <lei>KMRURHT0VWKYS6Z5KU67</lei>
        <title>WEBSTER FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>947890109</cusip>
        <identifiers>
          <isin value="US9478901096"/>
          <ticker value="WBS "/>
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        <balance>35283</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1882700.88</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Whirlpool Corporation</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>WHIRLPOOL CORP COMMON STOCK USD1.0</title>
        <cusip>963320106</cusip>
        <identifiers>
          <isin value="US9633201069"/>
          <ticker value="WHR "/>
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        <balance>12724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1877171.72</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Williams-Sonoma Inc.</name>
        <lei>549300IARG6YWVTZ1I92</lei>
        <title>WILLIAMS-SONOMA INC COMMON STOCK USD.01</title>
        <cusip>969904101</cusip>
        <identifiers>
          <isin value="US9699041011"/>
          <ticker value="WSM "/>
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        <balance>29755</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2185207.2</valUSD>
        <pctVal>0.0223381752</pctVal>
        <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>Orange SA</name>
        <lei>N/A</lei>
        <title>ORANGE SA COMMON STOCK EUR4.0</title>
        <cusip>517617908</cusip>
        <identifiers>
          <isin value="FR0000133308"/>
          <ticker value="ORA "/>
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        <balance>414986</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Estee Lauder Companies Inc.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>ESTEE LAUDER COS INC/THE COMMON STOCK USD.01</title>
        <cusip>518439104</cusip>
        <identifiers>
          <isin value="US5184391044"/>
          <ticker value="EL "/>
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        <balance>44807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9254437.78</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>Hermes International</name>
        <lei>N/A</lei>
        <title>HERMES INTERNATIONAL COMMON STOCK</title>
        <cusip>525397907</cusip>
        <identifiers>
          <isin value="FR0000052292"/>
          <ticker value="RMS "/>
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        <balance>6596</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4941116.94</valUSD>
        <pctVal>0.0505103296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen</name>
        <lei>N/A</lei>
        <title>MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK</title>
        <cusip>529412900</cusip>
        <identifiers>
          <isin value="DE0008430026"/>
          <ticker value="MUV2 "/>
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        <balance>30027</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>8860755.6</valUSD>
        <pctVal>0.0905786467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WPX Energy Inc.</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX ENERGY INC COMMON STOCK USD.01</title>
        <cusip>98212B103</cusip>
        <identifiers>
          <isin value="US98212B1035"/>
          <ticker value="WPX "/>
        </identifiers>
        <balance>159771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2195253.54</valUSD>
        <pctVal>0.0224408734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wyndham Destinations Inc.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC COMMON STOCK USD.01</title>
        <cusip>98310W108</cusip>
        <identifiers>
          <isin value="US98310W1080"/>
          <ticker value="WYND "/>
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        <balance>34774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1797468.06</valUSD>
        <pctVal>0.0183745305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zions Bancorporation N.A.</name>
        <lei>N/A</lei>
        <title>ZIONS BANCORP NA COMMON STOCK USD.001</title>
        <cusip>989701107</cusip>
        <identifiers>
          <isin value="US9897011071"/>
          <ticker value="ZION "/>
        </identifiers>
        <balance>34320</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1781894.4</valUSD>
        <pctVal>0.0182153295</pctVal>
        <payoffProfile>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="448050.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Moncler S.p.A.</name>
        <lei>N/A</lei>
        <title>MONCLER SPA COMMON STOCK NPV</title>
        <cusip>ACI07BQ96</cusip>
        <identifiers>
          <isin value="IT0004965148"/>
          <ticker value="MONC "/>
        </identifiers>
        <balance>37578</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1691288.79</valUSD>
        <pctVal>0.0172891181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen AG</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AG PREFERENCE</title>
        <cusip>549716900</cusip>
        <identifiers>
          <isin value="DE0007664039"/>
          <ticker value="VOW3 "/>
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        <balance>38524</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>7583000.23</valUSD>
        <pctVal>0.0775168541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Banco Bilbao Vizcaya Argentaria S.A.</name>
        <lei>K8MS7FD7N5Z2WQ51AZ71</lei>
        <title>BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49</title>
        <cusip>550190904</cusip>
        <identifiers>
          <isin value="ES0113211835"/>
          <ticker value="BBVA "/>
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        <balance>1386221</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>7782696.47</valUSD>
        <pctVal>0.0795582392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vifor Pharma AG</name>
        <lei>N/A</lei>
        <title>VIFOR PHARMA AG COMMON STOCK CHF.01</title>
        <cusip>ACI0V5L30</cusip>
        <identifiers>
          <isin value="CH0364749348"/>
          <ticker value="VIFN "/>
        </identifiers>
        <balance>9471</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1728507.66</valUSD>
        <pctVal>0.0176695862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="127191.440000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Aroundtown SA</name>
        <lei>N/A</lei>
        <title>AROUNDTOWN SA COMMON STOCK EUR.01</title>
        <cusip>ACI0XQVJ6</cusip>
        <identifiers>
          <isin value="LU1673108939"/>
          <ticker value="AT1 "/>
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        <balance>190795</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1713677.9</valUSD>
        <pctVal>0.0175179897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kering</name>
        <lei>549300VGEJKB7SVUZR78</lei>
        <title>KERING SA COMMON STOCK EUR4.0</title>
        <cusip>550507909</cusip>
        <identifiers>
          <isin value="FR0000121485"/>
          <ticker value="KER "/>
        </identifiers>
        <balance>15768</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>10389764.15</valUSD>
        <pctVal>0.1062088628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daimler AG</name>
        <lei>N/A</lei>
        <title>DAIMLER AG COMMON STOCK</title>
        <cusip>552902900</cusip>
        <identifiers>
          <isin value="DE0007100000"/>
          <ticker value="DAI "/>
        </identifiers>
        <balance>189233</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>10461612.76</valUSD>
        <pctVal>0.1069433318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="10353446.550000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Umicore SA</name>
        <lei>N/A</lei>
        <title>UMICORE SA COMMON STOCK</title>
        <cusip>ACI0Y2NL2</cusip>
        <identifiers>
          <isin value="BE0974320526"/>
          <ticker value="UMI "/>
        </identifiers>
        <balance>41011</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1998629.62</valUSD>
        <pctVal>0.0204308949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Terna S.p.A.</name>
        <lei>N/A</lei>
        <title>TERNA RETE ELETTRICA NAZIONALE COMMON STOCK EUR.22</title>
        <cusip>B01BN5908</cusip>
        <identifiers>
          <isin value="IT0003242622"/>
          <ticker value="TRN "/>
        </identifiers>
        <balance>292662</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1957297.28</valUSD>
        <pctVal>0.0200083770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACS Actividades de Construccion y Servicios SA.</name>
        <lei>N/A</lei>
        <title>ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5</title>
        <cusip>B01FLQ905</cusip>
        <identifiers>
          <isin value="ES0167050915"/>
          <ticker value="ACS "/>
        </identifiers>
        <balance>54696</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2194082.31</valUSD>
        <pctVal>0.0224289006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dexus</name>
        <lei>N/A</lei>
        <title>DEXUS REIT</title>
        <cusip>B033YN903</cusip>
        <identifiers>
          <isin value="AU000000DXS1"/>
          <ticker value="DXS "/>
        </identifiers>
        <balance>228087</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1877562.07</valUSD>
        <pctVal>0.0191932877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bunzl plc</name>
        <lei>N/A</lei>
        <title>BUNZL PLC COMMON STOCK GBP.3214286</title>
        <cusip>B0744B906</cusip>
        <identifiers>
          <isin value="GB00B0744B38"/>
          <ticker value="BNZL "/>
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        <balance>70337</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1923767.28</valUSD>
        <pctVal>0.0196656182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Galapagos NV</name>
        <lei>549300QKJ78IY0IOV655</lei>
        <title>GALAPAGOS NV COMMON STOCK</title>
        <cusip>B07Q2V905</cusip>
        <identifiers>
          <isin value="BE0003818359"/>
          <ticker value="GLPG "/>
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        <balance>9014</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1877142.93</valUSD>
        <pctVal>0.0191890030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marathon Petroleum Corporation</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MARATHON PETROLEUM CORP COMMON STOCK USD.01</title>
        <cusip>56585A102</cusip>
        <identifiers>
          <isin value="US56585A1025"/>
          <ticker value="MPC "/>
        </identifiers>
        <balance>130731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7876542.75</valUSD>
        <pctVal>0.0805175783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Investor Aktiebolag</name>
        <lei>549300VEBQPHRZBKUX38</lei>
        <title>INVESTOR AB COMMON STOCK SEK6.25</title>
        <cusip>567959903</cusip>
        <identifiers>
          <isin value="SE0000107419"/>
          <ticker value="INVEB "/>
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        <balance>94782</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>5174509.86</valUSD>
        <pctVal>0.0528961774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marriott International Inc.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC/MD COMMON STOCK USD.01</title>
        <cusip>571903202</cusip>
        <identifiers>
          <isin value="US5719032022"/>
          <ticker value="MAR "/>
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        <balance>54634</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8273226.62</valUSD>
        <pctVal>0.0845726600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bayerische Motoren Werke Aktiengesellschaft</name>
        <lei>YEH5ZCD6E441RHVHD759</lei>
        <title>BAYERISCHE MOTOREN WERKE AG COMMON STOCK EUR1.0</title>
        <cusip>575602909</cusip>
        <identifiers>
          <isin value="DE0005190003"/>
          <ticker value="BMW "/>
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        <balance>68921</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>5645021.65</valUSD>
        <pctVal>0.0577059615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="484147.570000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swiss Prime Site AG</name>
        <lei>N/A</lei>
        <title>SWISS PRIME SITE AG COMMON STOCK</title>
        <cusip>B083BH906</cusip>
        <identifiers>
          <isin value="CH0008038389"/>
          <ticker value="SPSN "/>
        </identifiers>
        <balance>15811</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1829240.52</valUSD>
        <pctVal>0.0186993230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alstom SA</name>
        <lei>N/A</lei>
        <title>ALSTOM SA COMMON STOCK EUR7.0</title>
        <cusip>B0DJ8Q909</cusip>
        <identifiers>
          <isin value="FR0010220475"/>
          <ticker value="ALO "/>
        </identifiers>
        <balance>39868</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1894488.63</valUSD>
        <pctVal>0.0193663186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Chemical Holdings Corporation</name>
        <lei>N/A</lei>
        <title>MITSUBISHI CHEMICAL HOLDINGS C COMMON STOCK</title>
        <cusip>B0JQTJ900</cusip>
        <identifiers>
          <isin value="JP3897700005"/>
          <ticker value="4188 "/>
        </identifiers>
        <balance>266259</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1983943.47</valUSD>
        <pctVal>0.0202807664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schindler Holding AG</name>
        <lei>N/A</lei>
        <title>SCHINDLER HOLDING AG COMMON STOCK CHF.1</title>
        <cusip>B11TCY906</cusip>
        <identifiers>
          <isin value="CH0024638196"/>
          <ticker value="SCHP "/>
        </identifiers>
        <balance>8441</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>2146555.54</valUSD>
        <pctVal>0.0219430605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McKesson Corporation</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>MCKESSON CORP COMMON STOCK USD.01</title>
        <cusip>58155Q103</cusip>
        <identifiers>
          <isin value="US58155Q1031"/>
          <ticker value="MCK "/>
        </identifiers>
        <balance>36278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5017972.96</valUSD>
        <pctVal>0.0512959865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Infineon Technologies AG</name>
        <lei>TSI2PJM6EPETEQ4X1U25</lei>
        <title>INFINEON TECHNOLOGIES AG COMMON STOCK</title>
        <cusip>588950907</cusip>
        <identifiers>
          <isin value="DE0006231004"/>
          <ticker value="IFX "/>
        </identifiers>
        <balance>260090</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>5876563.5</valUSD>
        <pctVal>0.0600728869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1848150.700000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eiffage SA</name>
        <lei>N/A</lei>
        <title>EIFFAGE SA COMMON STOCK EUR4.0</title>
        <cusip>B13X01900</cusip>
        <identifiers>
          <isin value="FR0000130452"/>
          <ticker value="FGR "/>
        </identifiers>
        <balance>16405</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1882092.73</valUSD>
        <pctVal>0.0192396021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kuehne + Nagel International AG</name>
        <lei>N/A</lei>
        <title>KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0</title>
        <cusip>B142S6906</cusip>
        <identifiers>
          <isin value="CH0025238863"/>
          <ticker value="KNIN "/>
        </identifiers>
        <balance>11236</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1895138.4</valUSD>
        <pctVal>0.0193729609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MetLife Inc.</name>
        <lei>C4BXATY60WC6XEOZDX54</lei>
        <title>METLIFE INC COMMON STOCK USD.01</title>
        <cusip>59156R108</cusip>
        <identifiers>
          <isin value="US59156R1086"/>
          <ticker value="MET "/>
        </identifiers>
        <balance>157381</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8021709.57</valUSD>
        <pctVal>0.0820015391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Microchip Technology Incorporated</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001</title>
        <cusip>595017104</cusip>
        <identifiers>
          <isin value="US5950171042"/>
          <ticker value="MCHP "/>
        </identifiers>
        <balance>48115</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5038602.8</valUSD>
        <pctVal>0.0515068741</pctVal>
        <payoffProfile>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="5024328.840000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonaktiebolaget LM Ericsson</name>
        <lei>549300W9JLPW15XIFM52</lei>
        <title>TELEFONAKTIEBOLAGET LM ERICSSO COMMON STOCK SEK5.0</title>
        <cusip>595937905</cusip>
        <identifiers>
          <isin value="SE0000108656"/>
          <ticker value="ERICB "/>
        </identifiers>
        <balance>639386</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>5586833.06</valUSD>
        <pctVal>0.0571111314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Societe Generale SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SOCIETE GENERALE SA COMMON STOCK EUR1.25</title>
        <cusip>596651901</cusip>
        <identifiers>
          <isin value="FR0000130809"/>
          <ticker value="GLE "/>
        </identifiers>
        <balance>168478</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>5879538.89</valUSD>
        <pctVal>0.0601033027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Severn Trent Plc</name>
        <lei>N/A</lei>
        <title>SEVERN TRENT PLC COMMON STOCK GBP.9789</title>
        <cusip>B1FH8J905</cusip>
        <identifiers>
          <isin value="GB00B1FH8J72"/>
          <ticker value="SVT "/>
        </identifiers>
        <balance>49493</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1650131.35</valUSD>
        <pctVal>0.0168683881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galp Energia SGPS S.A.</name>
        <lei>N/A</lei>
        <title>GALP ENERGIA SGPS SA COMMON STOCK EUR1.</title>
        <cusip>B1FW75903</cusip>
        <identifiers>
          <isin value="PTGAL0AM0009"/>
          <ticker value="GALP "/>
        </identifiers>
        <balance>104186</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1749080.16</valUSD>
        <pctVal>0.0178798876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Whitbread PLC</name>
        <lei>N/A</lei>
        <title>WHITBREAD PLC COMMON STOCK GBP.767974</title>
        <cusip>B1KJJ4906</cusip>
        <identifiers>
          <isin value="GB00B1KJJ408"/>
          <ticker value="WTB "/>
        </identifiers>
        <balance>27804</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1784422.23</valUSD>
        <pctVal>0.0182411702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Smurfit Kappa Group plc</name>
        <lei>N/A</lei>
        <title>SMURFIT KAPPA GROUP PLC COMMON STOCK EUR.001</title>
        <cusip>B1RR82907</cusip>
        <identifiers>
          <isin value="IE00B1RR8406"/>
          <ticker value="SKG "/>
        </identifiers>
        <balance>46971</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1811067.44</valUSD>
        <pctVal>0.0185135495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Smiths Group PLC</name>
        <lei>N/A</lei>
        <title>SMITHS GROUP PLC COMMON STOCK GBP.375</title>
        <cusip>B1WY23900</cusip>
        <identifiers>
          <isin value="GB00B1WY2338"/>
          <ticker value="SMIN "/>
        </identifiers>
        <balance>82815</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1849684.48</valUSD>
        <pctVal>0.0189083104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Utilities Group PLC</name>
        <lei>N/A</lei>
        <title>UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05</title>
        <cusip>B39J2M903</cusip>
        <identifiers>
          <isin value="GB00B39J2M42"/>
          <ticker value="UU/ "/>
        </identifiers>
        <balance>141884</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1775521.21</valUSD>
        <pctVal>0.0181501799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4469</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205350.55</valUSD>
        <pctVal>0.0020991861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11206</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193751.74</valUSD>
        <pctVal>0.0019806178</pctVal>
        <payoffProfile>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="70587.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brenntag AG</name>
        <lei>NNROIXVWJ7CPSR27SV97</lei>
        <title>BRENNTAG AG COMMON STOCK</title>
        <cusip>B4YVF5909</cusip>
        <identifiers>
          <isin value="DE000A1DAHH0"/>
          <ticker value="BNR "/>
        </identifiers>
        <balance>32301</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1752545.01</valUSD>
        <pctVal>0.0179153068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chr. Hansen Holding A/S</name>
        <lei>549300MKPW8ZF3E8MW37</lei>
        <title>CHR HANSEN HOLDING A/S COMMON STOCK DKK10.</title>
        <cusip>B573M1909</cusip>
        <identifiers>
          <isin value="DK0060227585"/>
          <ticker value="CHR "/>
        </identifiers>
        <balance>21948</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>1744754.3</valUSD>
        <pctVal>0.0178356667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="592691.350000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Givaudan SA</name>
        <lei>N/A</lei>
        <title>GIVAUDAN SA COMMON STOCK CHF10.0</title>
        <cusip>598061901</cusip>
        <identifiers>
          <isin value="CH0010645932"/>
          <ticker value="GIVN "/>
        </identifiers>
        <balance>1923</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>6024749.02</valUSD>
        <pctVal>0.0615877062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Philips N.V.</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
        <title>KONINKLIJKE PHILIPS NV COMMON STOCK EUR.2</title>
        <cusip>598662906</cusip>
        <identifiers>
          <isin value="NL0000009538"/>
          <ticker value="PHIA "/>
        </identifiers>
        <balance>188430</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>9211155.58</valUSD>
        <pctVal>0.0941605936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Treasury Wine Estates Limited</name>
        <lei>N/A</lei>
        <title>TREASURY WINE ESTATES LTD COMMON STOCK</title>
        <cusip>B61JC6908</cusip>
        <identifiers>
          <isin value="AU000000TWE9"/>
          <ticker value="TWE "/>
        </identifiers>
        <balance>149744</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1705695.49</valUSD>
        <pctVal>0.0174363899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novozymes A/S</name>
        <lei>N/A</lei>
        <title>NOVOZYMES A/S COMMON STOCK DKK2.0</title>
        <cusip>B798FW902</cusip>
        <identifiers>
          <isin value="DK0060336014"/>
          <ticker value="NZYMB "/>
        </identifiers>
        <balance>44427</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>2174570.65</valUSD>
        <pctVal>0.0222294436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="799497.670000000000"/>
        </securityLending>
      </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>5961</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193732.5</valUSD>
        <pctVal>0.0019804211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3663</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226153.62</valUSD>
        <pctVal>0.0023118445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ageas SA/NV</name>
        <lei>N/A</lei>
        <title>AGEAS COMMON STOCK</title>
        <cusip>B86S2N903</cusip>
        <identifiers>
          <isin value="BE0974264930"/>
          <ticker value="AGS "/>
        </identifiers>
        <balance>37112</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2194528.16</valUSD>
        <pctVal>0.0224334583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Red Electrica Corporacion S.A.</name>
        <lei>5493009HMD0C90GUV498</lei>
        <title>RED ELECTRICA CORP SA COMMON STOCK EUR.5</title>
        <cusip>BD6FXN906</cusip>
        <identifiers>
          <isin value="ES0173093024"/>
          <ticker value="REE "/>
        </identifiers>
        <balance>90104</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1815574.01</valUSD>
        <pctVal>0.0185596177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Australia and New Zealand Banking Group Limited</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>AUSTRALIA and NEW ZEALAND BANKIN COMMON STOCK</title>
        <cusip>606558005</cusip>
        <identifiers>
          <isin value="AU000000ANZ3"/>
          <ticker value="ANZ "/>
        </identifiers>
        <balance>589706</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>10170053.45</valUSD>
        <pctVal>0.1039628808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Monster Beverage Corporation</name>
        <lei>N/A</lei>
        <title>MONSTER BEVERAGE CORP COMMON STOCK</title>
        <cusip>61174X109</cusip>
        <identifiers>
          <isin value="US61174X1090"/>
          <ticker value="MNST "/>
        </identifiers>
        <balance>76861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4884516.55</valUSD>
        <pctVal>0.0499317348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234083.88</valUSD>
        <pctVal>0.0023929112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1658</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208161.9</valUSD>
        <pctVal>0.0021279250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valeo SA</name>
        <lei>5493006IH2N2WMIBB742</lei>
        <title>VALEO SA COMMON STOCK EUR1.0</title>
        <cusip>BDC5ST904</cusip>
        <identifiers>
          <isin value="FR0013176526"/>
          <ticker value="FR "/>
        </identifiers>
        <balance>50142</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1777195.49</valUSD>
        <pctVal>0.0181672952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Epiroc Aktiebolag</name>
        <lei>N/A</lei>
        <title>EPIROC AB COMMON STOCK SEK.412413</title>
        <cusip>BDZV11902</cusip>
        <identifiers>
          <isin value="SE0011166933"/>
          <ticker value="EPIA "/>
        </identifiers>
        <balance>137239</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1678330.69</valUSD>
        <pctVal>0.0171566545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Standard Life Aberdeen plc</name>
        <lei>0TMBS544NMO7GLCE7H90</lei>
        <title>STANDARD LIFE ABERDEEN PLC COMMON STOCK GBP.122222</title>
        <cusip>BF8Q6K901</cusip>
        <identifiers>
          <isin value="GB00BF8Q6K64"/>
          <ticker value="SLA "/>
        </identifiers>
        <balance>499076</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2171291.47</valUSD>
        <pctVal>0.0221959223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Croda International Public Limited Company</name>
        <lei>N/A</lei>
        <title>CRODA INTERNATIONAL PLC COMMON STOCK GBP.1060976</title>
        <cusip>BJFFLV908</cusip>
        <identifiers>
          <isin value="GB00BJFFLV09"/>
          <ticker value="CRDAL "/>
        </identifiers>
        <balance>26754</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1817362.58</valUSD>
        <pctVal>0.0185779013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NTT DOCOMO Inc.</name>
        <lei>N/A</lei>
        <title>NTT DOCOMO INC COMMON STOCK</title>
        <cusip>612927905</cusip>
        <identifiers>
          <isin value="JP3165650007"/>
          <ticker value="9437 "/>
        </identifiers>
        <balance>277552</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7731524.46</valUSD>
        <pctVal>0.0790351358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moody's Corporation</name>
        <lei>549300GCEDD8YCF5WU84</lei>
        <title>MOODY'S CORP COMMON STOCK USD.01</title>
        <cusip>615369105</cusip>
        <identifiers>
          <isin value="US6153691059"/>
          <ticker value="MCO "/>
        </identifiers>
        <balance>32690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7760932.9</valUSD>
        <pctVal>0.0793357622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MandG PLC</name>
        <lei>N/A</lei>
        <title>MandG PLC COMMON STOCK GBP.05</title>
        <cusip>BKFB1C908</cusip>
        <identifiers>
          <isin value="GB00BKFB1C65"/>
          <ticker value="MNG "/>
        </identifiers>
        <balance>532074</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1671750.3</valUSD>
        <pctVal>0.0170893868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WH Group Limited</name>
        <lei>N/A</lei>
        <title>WH GROUP LTD COMMON STOCK USD.0001</title>
        <cusip>BLLHKZ904</cusip>
        <identifiers>
          <isin value="KYG960071028"/>
          <ticker value="288 "/>
        </identifiers>
        <balance>1989000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>2056574.13</valUSD>
        <pctVal>0.0210232298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>5975</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72715.75</valUSD>
        <pctVal>0.0007433332</pctVal>
        <payoffProfile>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="902.160000000000"/>
        </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>9077</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65717.48</valUSD>
        <pctVal>0.0006717938</pctVal>
        <payoffProfile>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="65597.800000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68280.93</valUSD>
        <pctVal>0.0006979985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canon Inc.</name>
        <lei>N/A</lei>
        <title>CANON INC COMMON STOCK</title>
        <cusip>617232004</cusip>
        <identifiers>
          <isin value="JP3242800005"/>
          <ticker value="7751 "/>
        </identifiers>
        <balance>208277</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5700222.17</valUSD>
        <pctVal>0.0582702462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="5624702.410000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DBS Group Holdings Ltd</name>
        <lei>N/A</lei>
        <title>DBS GROUP HOLDINGS LTD COMMON STOCK</title>
        <cusip>617520903</cusip>
        <identifiers>
          <isin value="SG1L01001701"/>
          <ticker value="DBS "/>
        </identifiers>
        <balance>373183</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>7195430.78</valUSD>
        <pctVal>0.0735549440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AGL Energy Limited</name>
        <lei>549300QAZ8A74DEDXO80</lei>
        <title>AGL ENERGY LTD COMMON STOCK</title>
        <cusip>BSS7GP901</cusip>
        <identifiers>
          <isin value="AU000000AGL7"/>
          <ticker value="AGL "/>
        </identifiers>
        <balance>136433</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1963760.06</valUSD>
        <pctVal>0.0200744425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirax-Sarco Engineering plc</name>
        <lei>N/A</lei>
        <title>SPIRAX-SARCO ENGINEERING PLC COMMON STOCK GBP.269231</title>
        <cusip>BWFGQN900</cusip>
        <identifiers>
          <isin value="GB00BWFGQN14"/>
          <ticker value="SPX "/>
        </identifiers>
        <balance>15365</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1808667.45</valUSD>
        <pctVal>0.0184890158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>South32 Limited</name>
        <lei>N/A</lei>
        <title>SOUTH32 LTD COMMON STOCK</title>
        <cusip>BWSW5D906</cusip>
        <identifiers>
          <isin value="AU000000S320"/>
          <ticker value="S32 "/>
        </identifiers>
        <balance>1039929</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1963506.37</valUSD>
        <pctVal>0.0200718491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flutter Entertainment Public Limited Company</name>
        <lei>N/A</lei>
        <title>PADDY POWER BETFAIR PLC COMMON STOCK EUR.09</title>
        <cusip>BWT6H8900</cusip>
        <identifiers>
          <isin value="IE00BWT6H894"/>
          <ticker value="FLTR "/>
        </identifiers>
        <balance>16263</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1982035.86</valUSD>
        <pctVal>0.0202612660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>19160</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206161.6</valUSD>
        <pctVal>0.0021074770</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212616.6</valUSD>
        <pctVal>0.0021734629</pctVal>
        <payoffProfile>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="85358.000000000000"/>
        </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>18736</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76255.52</valUSD>
        <pctVal>0.0007795184</pctVal>
        <payoffProfile>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="76788.720000000000"/>
        </securityLending>
      </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>1270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61595</valUSD>
        <pctVal>0.0006296519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Central Japan Railway Company</name>
        <lei>N/A</lei>
        <title>CENTRAL JAPAN RAILWAY CO COMMON STOCK</title>
        <cusip>618355903</cusip>
        <identifiers>
          <isin value="JP3566800003"/>
          <ticker value="9022 "/>
        </identifiers>
        <balance>29976</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>6027236.01</valUSD>
        <pctVal>0.0616131294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Motorola Solutions Inc.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC COMMON STOCK USD.01</title>
        <cusip>620076307</cusip>
        <identifiers>
          <isin value="US6200763075"/>
          <ticker value="MSI "/>
        </identifiers>
        <balance>34496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5558685.44</valUSD>
        <pctVal>0.0568233938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXOR N.V.</name>
        <lei>N/A</lei>
        <title>EXOR NV COMMON STOCK EUR.01</title>
        <cusip>BYSLCX904</cusip>
        <identifiers>
          <isin value="NL0012059018"/>
          <ticker value="EXO "/>
        </identifiers>
        <balance>22552</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1748488.86</valUSD>
        <pctVal>0.0178738430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covestro AG</name>
        <lei>N/A</lei>
        <title>COVESTRO AG COMMON STOCK</title>
        <cusip>BYTBWY901</cusip>
        <identifiers>
          <isin value="DE0006062144"/>
          <ticker value="1COV "/>
        </identifiers>
        <balance>36158</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1682434.54</valUSD>
        <pctVal>0.0171986059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>16771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218023</valUSD>
        <pctVal>0.0022287296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202818.68</valUSD>
        <pctVal>0.0020733042</pctVal>
        <payoffProfile>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="198233.420000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Land Securities Group PLC</name>
        <lei>N/A</lei>
        <title>LAND SECURITIES GROUP PLC REIT GBP.1066667</title>
        <cusip>BYW0PQ906</cusip>
        <identifiers>
          <isin value="GB00BYW0PQ60"/>
          <ticker value="LAND "/>
        </identifiers>
        <balance>146358</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1921169.34</valUSD>
        <pctVal>0.0196390609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Grifols S.A.</name>
        <lei>N/A</lei>
        <title>GRIFOLS SA COMMON STOCK EUR.25</title>
        <cusip>BYY3DX906</cusip>
        <identifiers>
          <isin value="ES0171996087"/>
          <ticker value="GRF "/>
        </identifiers>
        <balance>61988</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2190126.68</valUSD>
        <pctVal>0.0223884643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>3399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74064.21</valUSD>
        <pctVal>0.0007571178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3921</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68617.5</valUSD>
        <pctVal>0.0007014391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Transurban Group</name>
        <lei>N/A</lei>
        <title>Transurban Group STAPLED SECURITY</title>
        <cusip>620088906</cusip>
        <identifiers>
          <isin value="AU000000TCL6"/>
          <ticker value="TCL "/>
        </identifiers>
        <balance>564492</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>5908563.83</valUSD>
        <pctVal>0.0604000087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto Limited</name>
        <lei>N/A</lei>
        <title>RIO TINTO LTD COMMON STOCK</title>
        <cusip>622010007</cusip>
        <identifiers>
          <isin value="AU000000RIO1"/>
          <ticker value="RIO "/>
        </identifiers>
        <balance>77258</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>5466002.59</valUSD>
        <pctVal>0.0558759478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65844.48</valUSD>
        <pctVal>0.0006730920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2768</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75815.52</valUSD>
        <pctVal>0.0007750205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74563.68</valUSD>
        <pctVal>0.0007622236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68851.25</valUSD>
        <pctVal>0.0007038286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Adyen N.V.</name>
        <lei>N/A</lei>
        <title>ADYEN NV COMMON STOCK EUR.01</title>
        <cusip>BZ1HM4902</cusip>
        <identifiers>
          <isin value="NL0012969182"/>
          <ticker value="ADYEN "/>
        </identifiers>
        <balance>2157</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1774338.65</valUSD>
        <pctVal>0.0181380913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1311974.980000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delivery Hero AG</name>
        <lei>N/A</lei>
        <title>DELIVERY HERO SE COMMON STOCK</title>
        <cusip>BZCNB4909</cusip>
        <identifiers>
          <isin value="DE000A2E4K43"/>
          <ticker value="DHER "/>
        </identifiers>
        <balance>23568</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1867981.31</valUSD>
        <pctVal>0.0190953488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="599719.210000000000"/>
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      </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>18316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64472.32</valUSD>
        <pctVal>0.0006590652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>8312</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62381.56</valUSD>
        <pctVal>0.0006376925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>2739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196495.86</valUSD>
        <pctVal>0.0020086694</pctVal>
        <payoffProfile>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="193673.840000000000"/>
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      </invstOrSec>
      <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>22109</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>221974.36</valUSD>
        <pctVal>0.0022691222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>6346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206308.46</valUSD>
        <pctVal>0.0021089783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183366</valUSD>
        <pctVal>0.0018744501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>26833</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2024013.19</valUSD>
        <pctVal>0.0206903772</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>TechnipFMC plc</name>
        <lei>549300D5I93QWCJTCK36</lei>
        <title>TECHNIPFMC PLC COMMON STOCK USD1.0</title>
        <cusip>G87110105</cusip>
        <identifiers>
          <isin value="GB00BDSFG982"/>
          <ticker value="FTI "/>
        </identifiers>
        <balance>84609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1814016.96</valUSD>
        <pctVal>0.0185437009</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>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 "/>
        </identifiers>
        <balance>11038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197911.34</valUSD>
        <pctVal>0.0020231391</pctVal>
        <payoffProfile>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="199089.940000000000"/>
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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 "/>
        </identifiers>
        <balance>3120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>194812.8</valUSD>
        <pctVal>0.0019914645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6339</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217808.04</valUSD>
        <pctVal>0.0022265322</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>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 "/>
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        <balance>6675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>191706</valUSD>
        <pctVal>0.0019597053</pctVal>
        <payoffProfile>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="188394.080000000000"/>
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      <invstOrSec>
        <name>KDDI Corporation</name>
        <lei>N/A</lei>
        <title>KDDI CORP COMMON STOCK</title>
        <cusip>624899902</cusip>
        <identifiers>
          <isin value="JP3496400007"/>
          <ticker value="9433 "/>
        </identifiers>
        <balance>367543</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>10966140.32</valUSD>
        <pctVal>0.1121008404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daikin Industries Ltd.</name>
        <lei>549300Y7FWSTSHMW5Y57</lei>
        <title>DAIKIN INDUSTRIES LTD COMMON STOCK</title>
        <cusip>625072004</cusip>
        <identifiers>
          <isin value="JP3481800005"/>
          <ticker value="6367 "/>
        </identifiers>
        <balance>51897</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7322135.34</valUSD>
        <pctVal>0.0748501753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>8246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215550.44</valUSD>
        <pctVal>0.0022034540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>4774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212586.22</valUSD>
        <pctVal>0.0021731524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>31635</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229986.45</valUSD>
        <pctVal>0.0023510254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>13480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>221880.8</valUSD>
        <pctVal>0.0022681658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60236.4</valUSD>
        <pctVal>0.0006157637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>4552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72103.68</valUSD>
        <pctVal>0.0007370764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ashtead Group PLC</name>
        <lei>N/A</lei>
        <title>ASHTEAD GROUP PLC COMMON STOCK GBP.1</title>
        <cusip>005367008</cusip>
        <identifiers>
          <isin value="GB0000536739"/>
          <ticker value="AHT "/>
        </identifiers>
        <balance>96104</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>3072898.49</valUSD>
        <pctVal>0.0314125566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alexandria Real Estate Equities Inc.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01</title>
        <cusip>015271109</cusip>
        <identifiers>
          <isin value="US0152711091"/>
          <ticker value="ARE "/>
        </identifiers>
        <balance>23184</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3746070.72</valUSD>
        <pctVal>0.0382940272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>2340</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67906.8</valUSD>
        <pctVal>0.0006941740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4066</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74611.1</valUSD>
        <pctVal>0.0007627084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alexion Pharmaceuticals Inc.</name>
        <lei>M1YXUUZR0EIMU8T0EM75</lei>
        <title>ALEXION PHARMACEUTICALS INC COMMON STOCK USD.0001</title>
        <cusip>015351109</cusip>
        <identifiers>
          <isin value="US0153511094"/>
          <ticker value="ALXN "/>
        </identifiers>
        <balance>44554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4818515.1</valUSD>
        <pctVal>0.0492570382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Align Technology Inc.</name>
        <lei>549300N5YSE0U3LCP840</lei>
        <title>ALIGN TECHNOLOGY INC COMMON STOCK USD.0001</title>
        <cusip>016255101</cusip>
        <identifiers>
          <isin value="US0162551016"/>
          <ticker value="ALGN "/>
        </identifiers>
        <balance>14440</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4029337.6</valUSD>
        <pctVal>0.0411897092</pctVal>
        <payoffProfile>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="249876.000000000000"/>
        </securityLending>
      </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>8683</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234093.68</valUSD>
        <pctVal>0.0023930114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2484</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>191268</valUSD>
        <pctVal>0.0019552279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alleghany Corporation</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>ALLEGHANY CORP COMMON STOCK USD1.0</title>
        <cusip>017175100</cusip>
        <identifiers>
          <isin value="US0171751003"/>
          <ticker value="Y "/>
        </identifiers>
        <balance>5518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4412027.26</valUSD>
        <pctVal>0.0451017358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aviva PLC</name>
        <lei>YF0Y5B0IB8SM0ZFG9G81</lei>
        <title>AVIVA PLC COMMON STOCK GBP.25</title>
        <cusip>021623004</cusip>
        <identifiers>
          <isin value="GB0002162385"/>
          <ticker value="AV/ "/>
        </identifiers>
        <balance>814541</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4521147.34</valUSD>
        <pctVal>0.0462172106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>5027</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203241.61</valUSD>
        <pctVal>0.0020776276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5382</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230080.5</valUSD>
        <pctVal>0.0023519868</pctVal>
        <payoffProfile>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="184814.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7045</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206841.2</valUSD>
        <pctVal>0.0021144242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2631</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215610.45</valUSD>
        <pctVal>0.0022040674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameren Corporation</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AMEREN CORP COMMON STOCK USD.01</title>
        <cusip>023608102</cusip>
        <identifiers>
          <isin value="US0236081024"/>
          <ticker value="AEE "/>
        </identifiers>
        <balance>49534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3804211.2</valUSD>
        <pctVal>0.0388883655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Financial Group Inc.</name>
        <lei>549300AFOM7IVKIU1G39</lei>
        <title>AMERICAN FINANCIAL GROUP INC/O COMMON STOCK</title>
        <cusip>025932104</cusip>
        <identifiers>
          <isin value="US0259321042"/>
          <ticker value="AFG "/>
        </identifiers>
        <balance>28695</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3146406.75</valUSD>
        <pctVal>0.0321639912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73639.67</valUSD>
        <pctVal>0.0007527780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3666</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73796.58</valUSD>
        <pctVal>0.0007543820</pctVal>
        <payoffProfile>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="71055.820000000000"/>
        </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>11921</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237823.95</valUSD>
        <pctVal>0.0024311439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>797</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226387.85</valUSD>
        <pctVal>0.0023142389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Water Works Company Inc.</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>AMERICAN WATER WORKS CO INC COMMON STOCK USD.01</title>
        <cusip>030420103</cusip>
        <identifiers>
          <isin value="US0304201033"/>
          <ticker value="AWK "/>
        </identifiers>
        <balance>36397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4471371.45</valUSD>
        <pctVal>0.0457083790</pctVal>
        <payoffProfile>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="4430617.680000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ameriprise Financial Inc.</name>
        <lei>6ZLKQF7QB6JAEKQS5388</lei>
        <title>AMERIPRISE FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>03076C106</cusip>
        <identifiers>
          <isin value="US03076C1062"/>
          <ticker value="AMP "/>
        </identifiers>
        <balance>25508</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4249122.64</valUSD>
        <pctVal>0.0434364512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hong Kong Exchanges and Clearing Limited</name>
        <lei>N/A</lei>
        <title>HONG KONG EXCHANGES and CLEARING COMMON STOCK</title>
        <cusip>626735906</cusip>
        <identifiers>
          <isin value="HK0388045442"/>
          <ticker value="388 "/>
        </identifiers>
        <balance>248671</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>8078754.34</valUSD>
        <pctVal>0.0825846765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>East Japan Railway Company</name>
        <lei>N/A</lei>
        <title>EAST JAPAN RAILWAY CO COMMON STOCK</title>
        <cusip>629854902</cusip>
        <identifiers>
          <isin value="JP3783600004"/>
          <ticker value="9020 "/>
        </identifiers>
        <balance>62940</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5681085.14</valUSD>
        <pctVal>0.0580746188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72794.17</valUSD>
        <pctVal>0.0007441349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>983</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68819.83</valUSD>
        <pctVal>0.0007035074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fast Retailing Co. Ltd.</name>
        <lei>N/A</lei>
        <title>FAST RETAILING CO LTD COMMON STOCK</title>
        <cusip>633243902</cusip>
        <identifiers>
          <isin value="JP3802300008"/>
          <ticker value="9983 "/>
        </identifiers>
        <balance>12146</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7215621.07</valUSD>
        <pctVal>0.0737613383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANUC Corporation</name>
        <lei>N/A</lei>
        <title>FANUC CORP COMMON STOCK</title>
        <cusip>635693005</cusip>
        <identifiers>
          <isin value="JP3802400006"/>
          <ticker value="6954 "/>
        </identifiers>
        <balance>40318</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7445315.65</valUSD>
        <pctVal>0.0761093801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMETEK Inc.</name>
        <lei>549300WZDEF9KKE40E98</lei>
        <title>AMETEK INC COMMON STOCK USD.01</title>
        <cusip>031100100</cusip>
        <identifiers>
          <isin value="US0311001004"/>
          <ticker value="AME "/>
        </identifiers>
        <balance>46024</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4590433.76</valUSD>
        <pctVal>0.0469254877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANSYS Inc.</name>
        <lei>549300VJV8H15Z5FJ571</lei>
        <title>ANSYS INC COMMON STOCK USD.01</title>
        <cusip>03662Q105</cusip>
        <identifiers>
          <isin value="US03662Q1058"/>
          <ticker value="ANSS "/>
        </identifiers>
        <balance>17230</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4435174.3</valUSD>
        <pctVal>0.0453383553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>10562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190168.81</valUSD>
        <pctVal>0.0019439915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colony Credit Real Estate Inc.</name>
        <lei>N/A</lei>
        <title>COLONY CREDIT REAL ESTATE INC REIT USD.01</title>
        <cusip>19625T101</cusip>
        <identifiers>
          <isin value="US19625T1016"/>
          <ticker value="CLNC "/>
        </identifiers>
        <balance>14039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184753.24</valUSD>
        <pctVal>0.0018886311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hitachi Ltd.</name>
        <lei>549300T6IPOCDWLKC615</lei>
        <title>HITACHI LTD COMMON STOCK</title>
        <cusip>642910004</cusip>
        <identifiers>
          <isin value="JP3788600009"/>
          <ticker value="6501 "/>
        </identifiers>
        <balance>201294</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>8493748.52</valUSD>
        <pctVal>0.0868269345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Honda Motor Co. Ltd.</name>
        <lei>549300P7ZYCQJ36CCS16</lei>
        <title>HONDA MOTOR CO LTD COMMON STOCK</title>
        <cusip>643514003</cusip>
        <identifiers>
          <isin value="JP3854600008"/>
          <ticker value="7267 "/>
        </identifiers>
        <balance>339273</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>9601947.7</valUSD>
        <pctVal>0.0981554472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hoya Corporation</name>
        <lei>N/A</lei>
        <title>HOYA CORP COMMON STOCK</title>
        <cusip>644150005</cusip>
        <identifiers>
          <isin value="JP3837800006"/>
          <ticker value="7741 "/>
        </identifiers>
        <balance>79407</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7580347.81</valUSD>
        <pctVal>0.0774897398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITOCHU Corporation</name>
        <lei>J48DJYXDTLHM30UMYI18</lei>
        <title>ITOCHU CORP COMMON STOCK</title>
        <cusip>646780007</cusip>
        <identifiers>
          <isin value="JP3143600009"/>
          <ticker value="8001 "/>
        </identifiers>
        <balance>280804</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>6508102.62</valUSD>
        <pctVal>0.0665287651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Tobacco Inc.</name>
        <lei>N/A</lei>
        <title>JAPAN TOBACCO INC COMMON STOCK</title>
        <cusip>647453901</cusip>
        <identifiers>
          <isin value="JP3726800000"/>
          <ticker value="2914 "/>
        </identifiers>
        <balance>249666</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5566689.78</valUSD>
        <pctVal>0.0569052177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="5491713.300000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Kao Corporation</name>
        <lei>N/A</lei>
        <title>KAO CORP COMMON STOCK</title>
        <cusip>648380004</cusip>
        <identifiers>
          <isin value="JP3205800000"/>
          <ticker value="4452 "/>
        </identifiers>
        <balance>100275</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>8270187.55</valUSD>
        <pctVal>0.0845415933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aqua America Inc.</name>
        <lei>N/A</lei>
        <title>AQUA AMERICA INC COMMON STOCK USD.5</title>
        <cusip>03836W103</cusip>
        <identifiers>
          <isin value="US03836W1036"/>
          <ticker value="WTR "/>
        </identifiers>
        <balance>82750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3884285</valUSD>
        <pctVal>0.0397069160</pctVal>
        <payoffProfile>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="1350497.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>54281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3443043.83</valUSD>
        <pctVal>0.0351963495</pctVal>
        <payoffProfile>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="2731410.310000000000"/>
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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 "/>
        </identifiers>
        <balance>29829</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184939.8</valUSD>
        <pctVal>0.0018905382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214827.71</valUSD>
        <pctVal>0.0021960659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2782</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70634.98</valUSD>
        <pctVal>0.0007220627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4963</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70127.19</valUSD>
        <pctVal>0.0007168718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokio Marine Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TOKIO MARINE HOLDINGS INC COMMON STOCK</title>
        <cusip>651312902</cusip>
        <identifiers>
          <isin value="JP3910660004"/>
          <ticker value="8766 "/>
        </identifiers>
        <balance>132985</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7445667.86</valUSD>
        <pctVal>0.0761129805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newmont Goldcorp Corporation</name>
        <lei>549300VSP3RIX7FGDZ51</lei>
        <title>NEWMONT GOLDCORP CORP COMMON STOCK USD1.6</title>
        <cusip>651639106</cusip>
        <identifiers>
          <isin value="US6516391066"/>
          <ticker value="NEM "/>
        </identifiers>
        <balance>165062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7171943.9</valUSD>
        <pctVal>0.0733148505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>16387</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198282.7</valUSD>
        <pctVal>0.0020269353</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>
      <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>7757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210912.83</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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          <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 "/>
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        <balance>3237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201470.88</valUSD>
        <pctVal>0.0020595264</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>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>9927</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197348.76</valUSD>
        <pctVal>0.0020173882</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>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 "/>
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        <balance>20003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69010.35</valUSD>
        <pctVal>0.0007054550</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>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 "/>
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        <balance>1097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62463.18</valUSD>
        <pctVal>0.0006385268</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>Baker Hughes Company</name>
        <lei>N/A</lei>
        <title>BAKER HUGHES A GE CO COMMON STOCK USD.0001</title>
        <cusip>05722G100</cusip>
        <identifiers>
          <isin value="US05722G1004"/>
          <ticker value="BHGE "/>
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        <balance>130841</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3353454.83</valUSD>
        <pctVal>0.0342805302</pctVal>
        <payoffProfile>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="10196.000000000000"/>
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      <invstOrSec>
        <name>Ball Corporation</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>BALL CORP COMMON STOCK</title>
        <cusip>058498106</cusip>
        <identifiers>
          <isin value="US0584981064"/>
          <ticker value="BLL "/>
        </identifiers>
        <balance>65863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4259360.21</valUSD>
        <pctVal>0.0435411043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>9757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72884.79</valUSD>
        <pctVal>0.0007450612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2667</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61127.64</valUSD>
        <pctVal>0.0006248744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SSE PLC</name>
        <lei>549300KI75VYLLMSK856</lei>
        <title>SSE PLC COMMON STOCK GBP.5</title>
        <cusip>079087003</cusip>
        <identifiers>
          <isin value="GB0007908733"/>
          <ticker value="SSE "/>
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        <balance>212445</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4051802.25</valUSD>
        <pctVal>0.0414193530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Best Buy Co. Inc.</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>BEST BUY CO INC COMMON STOCK USD.1</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
          <ticker value="BBY "/>
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        <balance>45849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4025542.2</valUSD>
        <pctVal>0.0411509109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bio-Rad Laboratories Inc.</name>
        <lei>549300ZC1GPV35XYDK53</lei>
        <title>BIO-RAD LABORATORIES INC COMMON STOCK USD.0001</title>
        <cusip>090572207</cusip>
        <identifiers>
          <isin value="US0905722072"/>
          <ticker value="BIO "/>
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        <balance>8284</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3065328.52</valUSD>
        <pctVal>0.0313351729</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>Bio-Techne Corporation</name>
        <lei>N/A</lei>
        <title>BIO-TECHNE CORP COMMON STOCK USD.01</title>
        <cusip>09073M104</cusip>
        <identifiers>
          <isin value="US09073M1045"/>
          <ticker value="TECH "/>
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        <balance>14611</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3207260.61</valUSD>
        <pctVal>0.0327860669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Norfolk Southern Corporation</name>
        <lei>N/A</lei>
        <title>NORFOLK SOUTHERN CORP COMMON STOCK USD1.0</title>
        <cusip>655844108</cusip>
        <identifiers>
          <isin value="US6558441084"/>
          <ticker value="NSC "/>
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        <balance>52498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10191436.74</valUSD>
        <pctVal>0.1041814704</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>Sumitomo Mitsui Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK</title>
        <cusip>656302908</cusip>
        <identifiers>
          <isin value="JP3890350006"/>
          <ticker value="8316 "/>
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        <balance>276458</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>10211073.66</valUSD>
        <pctVal>0.1043822079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>8872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195450.16</valUSD>
        <pctVal>0.0019979798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>2770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>231350.4</valUSD>
        <pctVal>0.0023649683</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>Mizuho Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>MIZUHO FINANCIAL GROUP INC COMMON STOCK</title>
        <cusip>659101901</cusip>
        <identifiers>
          <isin value="JP3885780001"/>
          <ticker value="8411 "/>
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        <balance>5013200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7722426.43</valUSD>
        <pctVal>0.0789421317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mitsubishi Corporation</name>
        <lei>KVIPTY4PULAPGC1VVD26</lei>
        <title>MITSUBISHI CORP COMMON STOCK</title>
        <cusip>659678007</cusip>
        <identifiers>
          <isin value="JP3898400001"/>
          <ticker value="8058 "/>
        </identifiers>
        <balance>281606</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7460124.57</valUSD>
        <pctVal>0.0762607635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mitsubishi Electric Corporation</name>
        <lei>549300TRXM9Y6561AX39</lei>
        <title>MITSUBISHI ELECTRIC CORP COMMON STOCK</title>
        <cusip>659704001</cusip>
        <identifiers>
          <isin value="JP3902400005"/>
          <ticker value="6503 "/>
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        <balance>380297</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5178003.65</valUSD>
        <pctVal>0.0529318925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsui and Co. Ltd.</name>
        <lei>2NRSB4GOU9DD6CNW5R48</lei>
        <title>MITSUI and CO LTD COMMON STOCK</title>
        <cusip>659730006</cusip>
        <identifiers>
          <isin value="JP3893600001"/>
          <ticker value="8031 "/>
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        <balance>345203</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>6136162.95</valUSD>
        <pctVal>0.0627266298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>3831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210705</valUSD>
        <pctVal>0.0021539217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>5274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220189.5</valUSD>
        <pctVal>0.0022508765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Smith and Nephew plc</name>
        <lei>N/A</lei>
        <title>SMITH and NEPHEW PLC COMMON STOCK USD.2</title>
        <cusip>092232909</cusip>
        <identifiers>
          <isin value="GB0009223206"/>
          <ticker value="SN/ "/>
        </identifiers>
        <balance>182027</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4386983.91</valUSD>
        <pctVal>0.0448457314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boston Properties Inc.</name>
        <lei>549300OF70FSEUQBT254</lei>
        <title>BOSTON PROPERTIES LP REIT USD.01</title>
        <cusip>101121101</cusip>
        <identifiers>
          <isin value="US1011211018"/>
          <ticker value="BXP "/>
        </identifiers>
        <balance>28952</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3991322.72</valUSD>
        <pctVal>0.0408011040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brown and Brown Inc.</name>
        <lei>N/A</lei>
        <title>BROWN and BROWN INC COMMON STOCK USD.1</title>
        <cusip>115236101</cusip>
        <identifiers>
          <isin value="US1152361010"/>
          <ticker value="BRO "/>
        </identifiers>
        <balance>89654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3539539.92</valUSD>
        <pctVal>0.0361827761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CBRE Group Inc.</name>
        <lei>N/A</lei>
        <title>CBRE GROUP INC COMMON STOCK USD.01</title>
        <cusip>12504L109</cusip>
        <identifiers>
          <isin value="US12504L1098"/>
          <ticker value="CBRE "/>
        </identifiers>
        <balance>67397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4130762.13</valUSD>
        <pctVal>0.0422265166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDW Corporation</name>
        <lei>N/A</lei>
        <title>CDW CORP/DE COMMON STOCK USD.01</title>
        <cusip>12514G108</cusip>
        <identifiers>
          <isin value="US12514G1085"/>
          <ticker value="CDW "/>
        </identifiers>
        <balance>28928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4132075.52</valUSD>
        <pctVal>0.0422399427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CMS Energy Corporation</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>125896100</cusip>
        <identifiers>
          <isin value="US1258961002"/>
          <ticker value="CMS "/>
        </identifiers>
        <balance>57147</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3591117.48</valUSD>
        <pctVal>0.0367100252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Murata Manufacturing Co. Ltd.</name>
        <lei>N/A</lei>
        <title>MURATA MANUFACTURING CO LTD COMMON STOCK</title>
        <cusip>661040006</cusip>
        <identifiers>
          <isin value="JP3914400001"/>
          <ticker value="6981 "/>
        </identifiers>
        <balance>119539</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7357453.99</valUSD>
        <pctVal>0.0752112185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Australia Bank Limited</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>NATIONAL AUSTRALIA BANK LTD COMMON STOCK</title>
        <cusip>662460005</cusip>
        <identifiers>
          <isin value="AU000000NAB4"/>
          <ticker value="NAB "/>
        </identifiers>
        <balance>599760</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>10378306.07</valUSD>
        <pctVal>0.1060917332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nintendo Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NINTENDO CO LTD COMMON STOCK</title>
        <cusip>663955003</cusip>
        <identifiers>
          <isin value="JP3756600007"/>
          <ticker value="7974 "/>
        </identifiers>
        <balance>23239</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>9294672.1</valUSD>
        <pctVal>0.0950143372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nidec Corporation</name>
        <lei>N/A</lei>
        <title>NIDEC CORP COMMON STOCK</title>
        <cusip>664068004</cusip>
        <identifiers>
          <isin value="JP3734800000"/>
          <ticker value="6594 "/>
        </identifiers>
        <balance>46593</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>6363843.59</valUSD>
        <pctVal>0.0650540841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Telegraph and Telephone Corporation</name>
        <lei>N/A</lei>
        <title>NIPPON TELEGRAPH and TELEPHONE C COMMON STOCK</title>
        <cusip>664137007</cusip>
        <identifiers>
          <isin value="JP3735400008"/>
          <ticker value="9432 "/>
        </identifiers>
        <balance>267716</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>6766170.75</valUSD>
        <pctVal>0.0691668541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oriental Land Co. Ltd.</name>
        <lei>N/A</lei>
        <title>ORIENTAL LAND CO LTD/JAPAN COMMON STOCK</title>
        <cusip>664889904</cusip>
        <identifiers>
          <isin value="JP3198900007"/>
          <ticker value="4661 "/>
        </identifiers>
        <balance>41600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5675959.55</valUSD>
        <pctVal>0.0580222227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Northrop Grumman Corporation</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>NORTHROP GRUMMAN CORP COMMON STOCK USD1.0</title>
        <cusip>666807102</cusip>
        <identifiers>
          <isin value="US6668071029"/>
          <ticker value="NOC "/>
        </identifiers>
        <balance>31556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10854317.32</valUSD>
        <pctVal>0.1109577352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>O'Reilly Automotive Inc.</name>
        <lei>549300K2RLMQL149Q332</lei>
        <title>O'REILLY AUTOMOTIVE INC COMMON STOCK USD.01</title>
        <cusip>67103H107</cusip>
        <identifiers>
          <isin value="US67103H1077"/>
          <ticker value="ORLY "/>
        </identifiers>
        <balance>15233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6676014.58</valUSD>
        <pctVal>0.0682452370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2994</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64191.36</valUSD>
        <pctVal>0.0006561931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73425.56</valUSD>
        <pctVal>0.0007505892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180891.84</valUSD>
        <pctVal>0.0018491581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184190.24</valUSD>
        <pctVal>0.0018828758</pctVal>
        <payoffProfile>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="185409.760000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Cadence Design Systems Inc.</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>CADENCE DESIGN SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>127387108</cusip>
        <identifiers>
          <isin value="US1273871087"/>
          <ticker value="CDNS "/>
        </identifiers>
        <balance>56493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3918354.48</valUSD>
        <pctVal>0.0400551897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Property Trust</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CAMDEN PROPERTY TRUST REIT USD.01</title>
        <cusip>133131102</cusip>
        <identifiers>
          <isin value="US1331311027"/>
          <ticker value="CPT "/>
        </identifiers>
        <balance>37124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3938856.4</valUSD>
        <pctVal>0.0402647695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>8312</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75057.36</valUSD>
        <pctVal>0.0007672702</pctVal>
        <payoffProfile>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="75203.920000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67528</valUSD>
        <pctVal>0.0006903017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cardinal Health Inc.</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>CARDINAL HEALTH INC COMMON STOCK</title>
        <cusip>14149Y108</cusip>
        <identifiers>
          <isin value="US14149Y1082"/>
          <ticker value="CAH "/>
        </identifiers>
        <balance>58888</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2978555.04</valUSD>
        <pctVal>0.0304481352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlisle Companies Incorporated</name>
        <lei>XR64VGX1ZPX6G7ZN7Z11</lei>
        <title>CARLISLE COS INC COMMON STOCK USD1.0</title>
        <cusip>142339100</cusip>
        <identifiers>
          <isin value="US1423391002"/>
          <ticker value="CSL "/>
        </identifiers>
        <balance>21727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3516297.68</valUSD>
        <pctVal>0.0359451834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3474</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199407.6</valUSD>
        <pctVal>0.0020384346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>38444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180302.36</valUSD>
        <pctVal>0.0018431322</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="169362.550000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corporation</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP COMMON STOCK USD.2</title>
        <cusip>674599105</cusip>
        <identifiers>
          <isin value="US6745991058"/>
          <ticker value="OXY "/>
        </identifiers>
        <balance>179856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7411865.76</valUSD>
        <pctVal>0.0757674402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SMC Corporation</name>
        <lei>N/A</lei>
        <title>SMC CORP/JAPAN COMMON STOCK</title>
        <cusip>676396005</cusip>
        <identifiers>
          <isin value="JP3162600005"/>
          <ticker value="6273 "/>
        </identifiers>
        <balance>11947</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5463545.2</valUSD>
        <pctVal>0.0558508272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>782</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62677.3</valUSD>
        <pctVal>0.0006407157</pctVal>
        <payoffProfile>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="51485.170000000000"/>
        </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>2440</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74420</valUSD>
        <pctVal>0.0007607549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72115.2</valUSD>
        <pctVal>0.0007371942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>16740</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62775</valUSD>
        <pctVal>0.0006417144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shin-Etsu Chemical Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SHIN-ETSU CHEMICAL CO LTD COMMON STOCK</title>
        <cusip>680458007</cusip>
        <identifiers>
          <isin value="JP3371200001"/>
          <ticker value="4063 "/>
        </identifiers>
        <balance>75646</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>8319020.37</valUSD>
        <pctVal>0.0850407844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shiseido Company Limited</name>
        <lei>N/A</lei>
        <title>SHISEIDO CO LTD COMMON STOCK</title>
        <cusip>680526001</cusip>
        <identifiers>
          <isin value="JP3351600006"/>
          <ticker value="4911 "/>
        </identifiers>
        <balance>83260</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5912290.2</valUSD>
        <pctVal>0.0604381014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>3864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67233.6</valUSD>
        <pctVal>0.0006872922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59654.4</valUSD>
        <pctVal>0.0006098142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233611.84</valUSD>
        <pctVal>0.0023880858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199637.61</valUSD>
        <pctVal>0.0020407858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP COMMON STOCK USD.01</title>
        <cusip>143658300</cusip>
        <identifiers>
          <isin value="PA1436583006"/>
          <ticker value="CCL "/>
        </identifiers>
        <balance>80647</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4099287.01</valUSD>
        <pctVal>0.0419047637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Catalent Inc.</name>
        <lei>N/A</lei>
        <title>CATALENT INC COMMON STOCK USD.01</title>
        <cusip>148806102</cusip>
        <identifiers>
          <isin value="US1488061029"/>
          <ticker value="CTLT "/>
        </identifiers>
        <balance>56092</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3157979.6</valUSD>
        <pctVal>0.0322822941</pctVal>
        <payoffProfile>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="129722.100000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>ONEOK Inc.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC COMMON STOCK USD.01</title>
        <cusip>682680103</cusip>
        <identifiers>
          <isin value="US6826801036"/>
          <ticker value="OKE "/>
        </identifiers>
        <balance>83169</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6293398.23</valUSD>
        <pctVal>0.0643339598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sun Hung Kai Properties Limited</name>
        <lei>N/A</lei>
        <title>SUN HUNG KAI PROPERTIES LTD COMMON STOCK</title>
        <cusip>685992000</cusip>
        <identifiers>
          <isin value="HK0016000132"/>
          <ticker value="16 "/>
        </identifiers>
        <balance>331314</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>5074030.61</valUSD>
        <pctVal>0.0518690331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Celanese Corporation</name>
        <lei>549300FHJQTDPPN41627</lei>
        <title>CELANESE CORP COMMON STOCK USD.0001</title>
        <cusip>150870103</cusip>
        <identifiers>
          <isin value="US1508701034"/>
          <ticker value="CE "/>
        </identifiers>
        <balance>24336</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2996248.32</valUSD>
        <pctVal>0.0306290039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cerner Corporation</name>
        <lei>549300L4UJ40IEVVI304</lei>
        <title>CERNER CORP COMMON STOCK USD.01</title>
        <cusip>156782104</cusip>
        <identifiers>
          <isin value="US1567821046"/>
          <ticker value="CERN "/>
        </identifiers>
        <balance>63239</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4641110.21</valUSD>
        <pctVal>0.0474435252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66718.17</valUSD>
        <pctVal>0.0006820233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>20355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77552.55</valUSD>
        <pctVal>0.0007927772</pctVal>
        <payoffProfile>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="76581.000000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193108.39</valUSD>
        <pctVal>0.0019740412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>207901.77</valUSD>
        <pctVal>0.0021252658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokyo Electron Limited</name>
        <lei>549300H5LSF8DP3RIJ34</lei>
        <title>TOKYO ELECTRON LTD COMMON STOCK</title>
        <cusip>689567006</cusip>
        <identifiers>
          <isin value="JP3571400005"/>
          <ticker value="8035 "/>
        </identifiers>
        <balance>32660</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7130656.66</valUSD>
        <pctVal>0.0728927937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Overseas Bank Limited</name>
        <lei>IO66REGK3RCBAMA8HR66</lei>
        <title>UNITED OVERSEAS BANK LTD COMMON STOCK</title>
        <cusip>691678007</cusip>
        <identifiers>
          <isin value="SG1M31001969"/>
          <ticker value="UOB "/>
        </identifiers>
        <balance>262039</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>5153420.94</valUSD>
        <pctVal>0.0526805970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>2905</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75297.6</valUSD>
        <pctVal>0.0007697261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63280</valUSD>
        <pctVal>0.0006468767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PPG Industries Inc.</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG INDUSTRIES INC COMMON STOCK USD1.67</title>
        <cusip>693506107</cusip>
        <identifiers>
          <isin value="US6935061076"/>
          <ticker value="PPG "/>
        </identifiers>
        <balance>47608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6355191.92</valUSD>
        <pctVal>0.0649656428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PPL Corporation</name>
        <lei>9N3UAJSNOUXFKQLF3V18</lei>
        <title>PPL CORP COMMON STOCK USD.01</title>
        <cusip>69351T106</cusip>
        <identifiers>
          <isin value="US69351T1060"/>
          <ticker value="PPL "/>
        </identifiers>
        <balance>145572</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5223123.36</valUSD>
        <pctVal>0.0533931266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chipotle Mexican Grill Inc.</name>
        <lei>N/A</lei>
        <title>CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01</title>
        <cusip>169656105</cusip>
        <identifiers>
          <isin value="US1696561059"/>
          <ticker value="CMG "/>
        </identifiers>
        <balance>5148</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4309442.28</valUSD>
        <pctVal>0.0440530658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Church and Dwight Co. Inc.</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
        <title>CHURCH and DWIGHT CO INC COMMON STOCK USD1.0</title>
        <cusip>171340102</cusip>
        <identifiers>
          <isin value="US1713401024"/>
          <ticker value="CHD "/>
        </identifiers>
        <balance>49408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3475358.72</valUSD>
        <pctVal>0.0355266869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Financial Corporation</name>
        <lei>N/A</lei>
        <title>CINCINNATI FINANCIAL CORP COMMON STOCK USD2.0</title>
        <cusip>172062101</cusip>
        <identifiers>
          <isin value="US1720621010"/>
          <ticker value="CINF "/>
        </identifiers>
        <balance>30590</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3216538.5</valUSD>
        <pctVal>0.0328809097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cintas Corporation</name>
        <lei>N/A</lei>
        <title>CINTAS CORP COMMON STOCK</title>
        <cusip>172908105</cusip>
        <identifiers>
          <isin value="US1729081059"/>
          <ticker value="CTAS "/>
        </identifiers>
        <balance>16879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4541801.32</valUSD>
        <pctVal>0.0464283449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62039.25</valUSD>
        <pctVal>0.0006341932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2795</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67080</valUSD>
        <pctVal>0.0006857221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>4970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198352.7</valUSD>
        <pctVal>0.0020276509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4756</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181917</valUSD>
        <pctVal>0.0018596378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>174610105</cusip>
        <identifiers>
          <isin value="US1746101054"/>
          <ticker value="CFG "/>
        </identifiers>
        <balance>87524</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3554349.64</valUSD>
        <pctVal>0.0363341677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Clorox Company</name>
        <lei>54930044KVSC06Z79I06</lei>
        <title>CLOROX CO/THE COMMON STOCK USD1.0</title>
        <cusip>189054109</cusip>
        <identifiers>
          <isin value="US1890541097"/>
          <ticker value="CLX "/>
        </identifiers>
        <balance>25268</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3879648.72</valUSD>
        <pctVal>0.0396595219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>7117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233437.6</valUSD>
        <pctVal>0.0023863046</pctVal>
        <payoffProfile>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="232062.300000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210385.44</valUSD>
        <pctVal>0.0021506550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PACCAR Inc</name>
        <lei>KDTEY8BWE486IKZ3CC07</lei>
        <title>PACCAR INC COMMON STOCK USD1.0</title>
        <cusip>693718108</cusip>
        <identifiers>
          <isin value="US6937181088"/>
          <ticker value="PCAR "/>
        </identifiers>
        <balance>69637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5508286.7</valUSD>
        <pctVal>0.0563081951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wesfarmers Limited</name>
        <lei>5493003L32ZX9557ST85</lei>
        <title>WESFARMERS LTD COMMON STOCK</title>
        <cusip>694883000</cusip>
        <identifiers>
          <isin value="AU000000WES1"/>
          <ticker value="WES "/>
        </identifiers>
        <balance>235972</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>6857751.11</valUSD>
        <pctVal>0.0701030299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>2853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60940.08</valUSD>
        <pctVal>0.0006229570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Computer Programs and Systems Inc.</name>
        <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>2252</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <pctVal>0.0006077534</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>Cognex Corporation</name>
        <lei>549300JQTYZCLC43S226</lei>
        <title>COGNEX CORP COMMON STOCK USD.002</title>
        <cusip>192422103</cusip>
        <identifiers>
          <isin value="US1924221039"/>
          <ticker value="CGNX "/>
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        <balance>65519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3671684.76</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>
      <invstOrSec>
        <name>Conagra Brands Inc.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC COMMON STOCK USD5.0</title>
        <cusip>205887102</cusip>
        <identifiers>
          <isin value="US2058871029"/>
          <ticker value="CAG "/>
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        <balance>97981</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3354869.44</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>Woolworths Group Limited</name>
        <lei>QNWEWQBS7HP85QHXQL92</lei>
        <title>WOOLWORTHS GROUP LTD COMMON STOCK</title>
        <cusip>698123908</cusip>
        <identifiers>
          <isin value="AU000000WOW2"/>
          <ticker value="WOW "/>
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        <balance>261997</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Astellas Pharma Inc.</name>
        <lei>N/A</lei>
        <title>ASTELLAS PHARMA INC COMMON STOCK</title>
        <cusip>698538006</cusip>
        <identifiers>
          <isin value="JP3942400007"/>
          <ticker value="4503 "/>
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        <balance>393047</balance>
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        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>4743</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68820.93</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>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>8338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70956.38</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>
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      <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 "/>
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        <balance>5592</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86228.64</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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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>5584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183546.08</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>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>8034</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222300.78</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>Parker-Hannifin Corporation</name>
        <lei>5493002CONDB4N2HKI23</lei>
        <title>PARKER-HANNIFIN CORP COMMON STOCK USD.5</title>
        <cusip>701094104</cusip>
        <identifiers>
          <isin value="US7010941042"/>
          <ticker value="PH "/>
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        <balance>25865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5323534.3</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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      <invstOrSec>
        <name>Deutsche Boerse Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BOERSE AG COMMON STOCK</title>
        <cusip>702196908</cusip>
        <identifiers>
          <isin value="DE0005810055"/>
          <ticker value="DB1 "/>
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        <balance>39544</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <pctVal>0.0633893991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>1581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97500.27</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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      <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>4794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81018.6</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>Concho Resources Inc.</name>
        <lei>SYHS7HRDXLL4I0IQ8776</lei>
        <title>CONCHO RESOURCES INC COMMON STOCK USD.001</title>
        <cusip>20605P101</cusip>
        <identifiers>
          <isin value="US20605P1012"/>
          <ticker value="CXO "/>
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        <balance>40474</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3544308.18</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>The Cooper Companies Inc.</name>
        <lei>QJKMVPIGLH7530PCUE20</lei>
        <title>COOPER COS INC/THE COMMON STOCK USD.1</title>
        <cusip>216648402</cusip>
        <identifiers>
          <isin value="US2166484020"/>
          <ticker value="COO "/>
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        <balance>9981</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3206795.49</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>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 "/>
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        <balance>6276</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72927.12</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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      <invstOrSec>
        <name>CytomX Therapeutics Inc.</name>
        <lei>5493004VW2FW0QLL3345</lei>
        <title>CYTOMX THERAPEUTICS INC COMMON STOCK USD.00001</title>
        <cusip>23284F105</cusip>
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          <isin value="US23284F1057"/>
          <ticker value="CTMX "/>
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        <balance>8159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67801.29</valUSD>
        <pctVal>0.0006930954</pctVal>
        <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>ADTRAN Inc.</name>
        <lei>549300XWTHXJVGKWU616</lei>
        <title>ADTRAN INC COMMON STOCK USD.01</title>
        <cusip>00738A106</cusip>
        <identifiers>
          <isin value="US00738A1060"/>
          <ticker value="ADTN "/>
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        <balance>8534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84401.26</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>AdvanSix Inc.</name>
        <lei>5493009TPRODMCAZLF67</lei>
        <title>ADVANSIX INC COMMON STOCK USD.01</title>
        <cusip>00773T101</cusip>
        <identifiers>
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          <ticker value="ASIX "/>
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        <balance>4848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96766.08</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>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>3894</balance>
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        <curCd>USD</curCd>
        <valUSD>61291.56</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <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>2033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68227.48</valUSD>
        <pctVal>0.0006974521</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="64624.770000000000"/>
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      <invstOrSec>
        <name>Paychex Inc.</name>
        <lei>N/A</lei>
        <title>PAYCHEX INC COMMON STOCK USD.01</title>
        <cusip>704326107</cusip>
        <identifiers>
          <isin value="US7043261079"/>
          <ticker value="PAYX "/>
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        <balance>64139</balance>
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        <curCd>USD</curCd>
        <valUSD>5455663.34</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>ABB Ltd</name>
        <lei>5493000LKVGOO9PELI61</lei>
        <title>ABB LTD COMMON STOCK CHF.12</title>
        <cusip>710889908</cusip>
        <identifiers>
          <isin value="CH0012221716"/>
          <ticker value="ABBN "/>
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        <balance>383943</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>9261909.59</valUSD>
        <pctVal>0.0946794240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>3062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66506.64</valUSD>
        <pctVal>0.0006798609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>4264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72232.16</valUSD>
        <pctVal>0.0007383898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LafargeHolcim Ltd</name>
        <lei>N/A</lei>
        <title>LAFARGEHOLCIM LTD COMMON STOCK CHF2.0</title>
        <cusip>711075903</cusip>
        <identifiers>
          <isin value="CH0012214059"/>
          <ticker value="LHN "/>
        </identifiers>
        <balance>102535</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>5688381.28</valUSD>
        <pctVal>0.0581492032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Eni SpA</name>
        <lei>BUCRF72VH5RBN7X3VL35</lei>
        <title>ENI SPA COMMON STOCK</title>
        <cusip>714505906</cusip>
        <identifiers>
          <isin value="IT0003132476"/>
          <ticker value="ENI "/>
        </identifiers>
        <balance>529215</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>8219358.89</valUSD>
        <pctVal>0.0840219998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Copart Inc.</name>
        <lei>549300KVYX3JWMYEHU61</lei>
        <title>COPART INC COMMON STOCK</title>
        <cusip>217204106</cusip>
        <identifiers>
          <isin value="US2172041061"/>
          <ticker value="CPRT "/>
        </identifiers>
        <balance>41185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3745363.9</valUSD>
        <pctVal>0.0382868018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Corning Incorporated</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>CORNING INC COMMON STOCK USD.5</title>
        <cusip>219350105</cusip>
        <identifiers>
          <isin value="US2193501051"/>
          <ticker value="GLW "/>
        </identifiers>
        <balance>154849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4507654.39</valUSD>
        <pctVal>0.0460792796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3582</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91018.62</valUSD>
        <pctVal>0.0009304335</pctVal>
        <payoffProfile>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="57859.500000000000"/>
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      </invstOrSec>
      <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 "/>
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        <balance>5260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90629.8</valUSD>
        <pctVal>0.0009264588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>4550</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73391.5</valUSD>
        <pctVal>0.0007502411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62952.5</valUSD>
        <pctVal>0.0006435289</pctVal>
        <payoffProfile>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="64402.800000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Corteva Inc.</name>
        <lei>N/A</lei>
        <title>CORTEVA INC COMMON STOCK USD.01</title>
        <cusip>22052L104</cusip>
        <identifiers>
          <isin value="US22052L1044"/>
          <ticker value="CTVA "/>
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        <balance>150679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4454071.24</valUSD>
        <pctVal>0.0455315284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cypress Semiconductor Corporation</name>
        <lei>549300T2071OM26ZSE13</lei>
        <title>CYPRESS SEMICONDUCTOR CORP COMMON STOCK USD.01</title>
        <cusip>232806109</cusip>
        <identifiers>
          <isin value="US2328061096"/>
          <ticker value="CY "/>
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        <balance>141589</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3303271.37</valUSD>
        <pctVal>0.0337675322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>6552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64144.08</valUSD>
        <pctVal>0.0006557098</pctVal>
        <payoffProfile>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="7088.670000000000"/>
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      <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 "/>
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        <balance>12915</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60700.5</valUSD>
        <pctVal>0.0006205079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE GROUP AG COMMON STOCK CHF.04</title>
        <cusip>717158901</cusip>
        <identifiers>
          <isin value="CH0012138530"/>
          <ticker value="CSGN "/>
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        <balance>531596</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>7185942.03</valUSD>
        <pctVal>0.0734579458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Phillips 66</name>
        <lei>N/A</lei>
        <title>PHILLIPS 66 COMMON STOCK</title>
        <cusip>718546104</cusip>
        <identifiers>
          <isin value="US7185461040"/>
          <ticker value="PSX "/>
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        <balance>89465</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9967295.65</valUSD>
        <pctVal>0.1018901990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>D.R. Horton Inc.</name>
        <lei>N/A</lei>
        <title>DR HORTON INC COMMON STOCK USD.01</title>
        <cusip>23331A109</cusip>
        <identifiers>
          <isin value="US23331A1097"/>
          <ticker value="DHI "/>
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        <balance>67513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3561310.75</valUSD>
        <pctVal>0.0364053273</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Diamondback Energy Inc.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>DIAMONDBACK ENERGY INC COMMON STOCK USD.01</title>
        <cusip>25278X109</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
          <ticker value="FANG "/>
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        <balance>32444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3012749.84</valUSD>
        <pctVal>0.0307976899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>77327</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184811.53</valUSD>
        <pctVal>0.0018892270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>8525</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190789.5</valUSD>
        <pctVal>0.0019503365</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="185236.050000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>EssilorLuxottica</name>
        <lei>549300M3VH1A3ER1TB49</lei>
        <title>ESSILORLUXOTTICA SA COMMON STOCK EUR.18</title>
        <cusip>721247906</cusip>
        <identifiers>
          <isin value="FR0000121667"/>
          <ticker value="EL "/>
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        <balance>58997</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>9019548.41</valUSD>
        <pctVal>0.0922018985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pioneer Natural Resources Company</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO COMMON STOCK USD.01</title>
        <cusip>723787107</cusip>
        <identifiers>
          <isin value="US7237871071"/>
          <ticker value="PXD "/>
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        <balance>33351</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5048340.87</valUSD>
        <pctVal>0.0516064210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dollar Tree Inc.</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>DOLLAR TREE INC COMMON STOCK USD.01</title>
        <cusip>256746108</cusip>
        <identifiers>
          <isin value="US2567461080"/>
          <ticker value="DLTR "/>
        </identifiers>
        <balance>47648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4481294.4</valUSD>
        <pctVal>0.0458098158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Domino's Pizza Inc.</name>
        <lei>N/A</lei>
        <title>DOMINO'S PIZZA INC COMMON STOCK USD.01</title>
        <cusip>25754A201</cusip>
        <identifiers>
          <isin value="US25754A2015"/>
          <ticker value="DPZ "/>
        </identifiers>
        <balance>15680</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4606470.4</valUSD>
        <pctVal>0.0470894214</pctVal>
        <payoffProfile>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="3387288.280000000000"/>
        </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>5441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181892.63</valUSD>
        <pctVal>0.0018593886</pctVal>
        <payoffProfile>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="130728.000000000000"/>
        </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>3706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220877.6</valUSD>
        <pctVal>0.0022579106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9394</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87176.32</valUSD>
        <pctVal>0.0008911557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99043.89</valUSD>
        <pctVal>0.0010124714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>5453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64399.93</valUSD>
        <pctVal>0.0006583252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>9078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61911.96</valUSD>
        <pctVal>0.0006328920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>8009</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234583.61</valUSD>
        <pctVal>0.0023980196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>233091.66</valUSD>
        <pctVal>0.0023827683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>24414</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235106.82</valUSD>
        <pctVal>0.0024033681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4110</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201143.4</valUSD>
        <pctVal>0.0020561787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1250</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47275</valUSD>
        <pctVal>0.0004832664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>15915</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44880.3</valUSD>
        <pctVal>0.0004587867</pctVal>
        <payoffProfile>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="40904.100000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dover Corporation</name>
        <lei>549300FMC2ALGA7N9E80</lei>
        <title>DOVER CORP COMMON STOCK USD1.0</title>
        <cusip>260003108</cusip>
        <identifiers>
          <isin value="US2600031080"/>
          <ticker value="DOV "/>
        </identifiers>
        <balance>29247</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3371009.22</valUSD>
        <pctVal>0.0344599791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Entergy Corporation</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORP COMMON STOCK USD.01</title>
        <cusip>29364G103</cusip>
        <identifiers>
          <isin value="US29364G1031"/>
          <ticker value="ETR "/>
        </identifiers>
        <balance>40086</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4802302.8</valUSD>
        <pctVal>0.0490913087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6344</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179535.2</valUSD>
        <pctVal>0.0018352899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMAX Corporation</name>
        <lei>5493002KS2T1Q0X7VZ21</lei>
        <title>IMAX CORP COMMON STOCK</title>
        <cusip>45245E109</cusip>
        <identifiers>
          <isin value="CA45245E1097"/>
          <ticker value="IMAX "/>
        </identifiers>
        <balance>8930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182439.9</valUSD>
        <pctVal>0.0018649831</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>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 "/>
        </identifiers>
        <balance>15272</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>215029.76</valUSD>
        <pctVal>0.0021981313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213872.9</valUSD>
        <pctVal>0.0021863054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>16781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80884.42</valUSD>
        <pctVal>0.0008268371</pctVal>
        <payoffProfile>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="74924.630000000000"/>
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      </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"/>
        </identifiers>
        <balance>1904</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82271.84</valUSD>
        <pctVal>0.0008410199</pctVal>
        <payoffProfile>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="75532.800000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equifax Inc.</name>
        <lei>5493004MCF8JDC86VS77</lei>
        <title>EQUIFAX INC COMMON STOCK USD1.25</title>
        <cusip>294429105</cusip>
        <identifiers>
          <isin value="US2944291051"/>
          <ticker value="EFX "/>
        </identifiers>
        <balance>24378</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3415845.36</valUSD>
        <pctVal>0.0349183144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Essex Property Trust Inc.</name>
        <lei>N/A</lei>
        <title>ESSEX PROPERTY TRUST INC REIT USD.0001</title>
        <cusip>297178105</cusip>
        <identifiers>
          <isin value="US2971781057"/>
          <ticker value="ESS "/>
        </identifiers>
        <balance>13305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4002942.3</valUSD>
        <pctVal>0.0409198846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evergy Inc.</name>
        <lei>N/A</lei>
        <title>EVERGY INC COMMON STOCK</title>
        <cusip>30034W106</cusip>
        <identifiers>
          <isin value="US30034W1062"/>
          <ticker value="EVRG "/>
        </identifiers>
        <balance>45885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2986654.65</valUSD>
        <pctVal>0.0305309331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Expedia Group Inc.</name>
        <lei>CI7MUJI4USF3V0NJ1H64</lei>
        <title>EXPEDIA GROUP INC COMMON STOCK USD.001</title>
        <cusip>30212P303</cusip>
        <identifiers>
          <isin value="US30212P3038"/>
          <ticker value="EXPE "/>
        </identifiers>
        <balance>28136</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3042627.04</valUSD>
        <pctVal>0.0311031081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lonza Group AG</name>
        <lei>549300EFW4H2TCZ71055</lei>
        <title>LONZA GROUP AG COMMON STOCK CHF1.0</title>
        <cusip>733337901</cusip>
        <identifiers>
          <isin value="CH0013841017"/>
          <ticker value="LONN "/>
        </identifiers>
        <balance>15499</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>5654148.04</valUSD>
        <pctVal>0.0577992556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T. Rowe Price Group Inc.</name>
        <lei>N/A</lei>
        <title>T ROWE PRICE GROUP INC COMMON STOCK USD.2</title>
        <cusip>74144T108</cusip>
        <identifiers>
          <isin value="US74144T1088"/>
          <ticker value="TROW "/>
        </identifiers>
        <balance>47047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5732206.48</valUSD>
        <pctVal>0.0585972042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Progressive Corporation</name>
        <lei>N/A</lei>
        <title>PROGRESSIVE CORP/THE COMMON STOCK USD1.0</title>
        <cusip>743315103</cusip>
        <identifiers>
          <isin value="US7433151039"/>
          <ticker value="PGR "/>
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        <balance>117707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8520809.73</valUSD>
        <pctVal>0.0871035664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Prudential Financial Inc.</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>744320102</cusip>
        <identifiers>
          <isin value="US7443201022"/>
          <ticker value="PRU "/>
        </identifiers>
        <balance>80937</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7587034.38</valUSD>
        <pctVal>0.0775580930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Public Service Enterprise Group Incorporated</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUBLIC SERVICE ENTERPRISE GROU COMMON STOCK</title>
        <cusip>744573106</cusip>
        <identifiers>
          <isin value="US7445731067"/>
          <ticker value="PEG "/>
        </identifiers>
        <balance>101821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6012530.05</valUSD>
        <pctVal>0.0614627984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Public Storage</name>
        <lei>N/A</lei>
        <title>PUBLIC STORAGE REIT USD.1</title>
        <cusip>74460D109</cusip>
        <identifiers>
          <isin value="US74460D1090"/>
          <ticker value="PSA "/>
        </identifiers>
        <balance>30246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6441188.16</valUSD>
        <pctVal>0.0658447352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63408.13</valUSD>
        <pctVal>0.0006481866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4598</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75039.36</valUSD>
        <pctVal>0.0007670862</pctVal>
        <payoffProfile>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="71547.600000000000"/>
        </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 "/>
        </identifiers>
        <balance>2019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51322.98</valUSD>
        <pctVal>0.0005246467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6709</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47600.36</valUSD>
        <pctVal>0.0004865924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64994.24</valUSD>
        <pctVal>0.0006644005</pctVal>
        <payoffProfile>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="53947.800000000000"/>
        </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>2266</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77791.78</valUSD>
        <pctVal>0.0007952227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84823.2</valUSD>
        <pctVal>0.0008671011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4005</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81942.3</valUSD>
        <pctVal>0.0008376512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5891</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66862.85</valUSD>
        <pctVal>0.0006835023</pctVal>
        <payoffProfile>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="59309.890000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5490</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72632.7</valUSD>
        <pctVal>0.0007424843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>2496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48547.2</valUSD>
        <pctVal>0.0004962714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1780</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49946.8</valUSD>
        <pctVal>0.0005105788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>9763</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62483.2</valUSD>
        <pctVal>0.0006387315</pctVal>
        <payoffProfile>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="60502.900000000000"/>
        </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>3124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60043.28</valUSD>
        <pctVal>0.0006137895</pctVal>
        <payoffProfile>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="10625.720000000000"/>
        </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>3483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87701.94</valUSD>
        <pctVal>0.0008965289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>14445</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91292.4</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>
      <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>12135</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>228380.7</valUSD>
        <pctVal>0.0023346107</pctVal>
        <payoffProfile>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="225003.490000000000"/>
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      </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 "/>
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        <balance>2983</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216893.93</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="181525.000000000000"/>
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      </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 "/>
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        <balance>4686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237252.18</valUSD>
        <pctVal>0.0024252990</pctVal>
        <payoffProfile>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="242155.800000000000"/>
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      <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 "/>
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        <balance>1838</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>193614.92</valUSD>
        <pctVal>0.0019792192</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 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 "/>
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        <balance>4346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70144.44</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>
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          <isLoanByFund>N</isLoanByFund>
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      <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>3097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62435.52</valUSD>
        <pctVal>0.0006382441</pctVal>
        <payoffProfile>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="60752.310000000000"/>
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      <invstOrSec>
        <name>FactSet Research Systems Inc.</name>
        <lei>549300ZSJE7NBK6K9P30</lei>
        <title>FACTSET RESEARCH SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>303075105</cusip>
        <identifiers>
          <isin value="US3030751057"/>
          <ticker value="FDS "/>
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        <balance>14547</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3902960.1</valUSD>
        <pctVal>0.0398978213</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>Fair Isaac Corporation</name>
        <lei>RI6HET5SJUEY30V1PS26</lei>
        <title>FAIR ISAAC CORP COMMON STOCK USD.01</title>
        <cusip>303250104</cusip>
        <identifiers>
          <isin value="US3032501047"/>
          <ticker value="FICO "/>
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        <balance>11104</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4160446.72</valUSD>
        <pctVal>0.0425299659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Regeneron Pharmaceuticals Inc.</name>
        <lei>549300RCBFWIRX3HYQ56</lei>
        <title>REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>75886F107</cusip>
        <identifiers>
          <isin value="US75886F1075"/>
          <ticker value="REGN "/>
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        <balance>16083</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6038844.84</valUSD>
        <pctVal>0.0617318001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Roper Technologies Inc.</name>
        <lei>N/A</lei>
        <title>ROPER TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>776696106</cusip>
        <identifiers>
          <isin value="US7766961061"/>
          <ticker value="ROP "/>
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        <balance>20951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7421472.73</valUSD>
        <pctVal>0.0758656470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>10014</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>191968.38</valUSD>
        <pctVal>0.0019623875</pctVal>
        <payoffProfile>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="190825.250000000000"/>
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      <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>14174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196026.42</valUSD>
        <pctVal>0.0020038706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BT Group plc</name>
        <lei>N/A</lei>
        <title>BT GROUP PLC COMMON STOCK GBP.05</title>
        <cusip>309135903</cusip>
        <identifiers>
          <isin value="GB0030913577"/>
          <ticker value="BT/A "/>
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        <balance>1747338</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4452548.53</valUSD>
        <pctVal>0.0455159626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fastenal Company</name>
        <lei>N/A</lei>
        <title>FASTENAL CO COMMON STOCK USD.01</title>
        <cusip>311900104</cusip>
        <identifiers>
          <isin value="US3119001044"/>
          <ticker value="FAST "/>
        </identifiers>
        <balance>115471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4266653.45</valUSD>
        <pctVal>0.0436156591</pctVal>
        <payoffProfile>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="88752.000000000000"/>
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      <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 "/>
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        <balance>7479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81895.05</valUSD>
        <pctVal>0.0008371682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3381</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78912.54</valUSD>
        <pctVal>0.0008066796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fifth Third Bancorp</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP COMMON STOCK</title>
        <cusip>316773100</cusip>
        <identifiers>
          <isin value="US3167731005"/>
          <ticker value="FITB "/>
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        <balance>142881</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4392161.94</valUSD>
        <pctVal>0.0448986636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Republic Bank</name>
        <lei>YWC0TIKBQM2JV8L4IV08</lei>
        <title>FIRST REPUBLIC BANK/CA COMMON STOCK USD.01</title>
        <cusip>33616C100</cusip>
        <identifiers>
          <isin value="US33616C1009"/>
          <ticker value="FRC "/>
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        <balance>33929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3984961.05</valUSD>
        <pctVal>0.0407360721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ross Stores Inc.</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>ROSS STORES INC COMMON STOCK USD.01</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
          <ticker value="ROST "/>
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        <balance>72829</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8478752.18</valUSD>
        <pctVal>0.0866736351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Heineken N.V.</name>
        <lei>N/A</lei>
        <title>HEINEKEN NV COMMON STOCK EUR1.6</title>
        <cusip>779255900</cusip>
        <identifiers>
          <isin value="NL0000009165"/>
          <ticker value="HEIA "/>
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        <balance>53978</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>5760954.49</valUSD>
        <pctVal>0.0588910794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62235.25</valUSD>
        <pctVal>0.0006361968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>2850</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76465.5</valUSD>
        <pctVal>0.0007816649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94521.07</valUSD>
        <pctVal>0.0009662371</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>BrightView Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01</title>
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          <ticker value="BV "/>
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        <curCd>USD</curCd>
        <valUSD>91334.18</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>SBA Communications Corporation</name>
        <lei>N/A</lei>
        <title>SBA COMMUNICATIONS CORP REIT USD.01</title>
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          <isin value="US78410G1040"/>
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        <balance>22671</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5463484.29</valUSD>
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        <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>The Charles  Schwab Corporation</name>
        <lei>N/A</lei>
        <title>CHARLES SCHWAB CORP/THE COMMON STOCK USD.01</title>
        <cusip>808513105</cusip>
        <identifiers>
          <isin value="US8085131055"/>
          <ticker value="SCHW "/>
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        <balance>230182</balance>
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        <curCd>USD</curCd>
        <valUSD>10947455.92</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>Apyx Medical Corporation</name>
        <lei>N/A</lei>
        <title>APYX MEDICAL CORP COMMON STOCK USD.001</title>
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          <isin value="US03837C1062"/>
          <ticker value="APYX "/>
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        <balance>5944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50286.24</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>Arlo Technologies Inc.</name>
        <lei>N/A</lei>
        <title>ARLO TECHNOLOGIES INC COMMON STOCK USD.001</title>
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          <isin value="US04206A1016"/>
          <ticker value="ARLO "/>
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        <balance>13236</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55723.56</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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      <invstOrSec>
        <name>Impinj Inc.</name>
        <lei>549300M26VGKSMMWWN17</lei>
        <title>IMPINJ INC COMMON STOCK USD.001</title>
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        <balance>2560</balance>
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        <curCd>USD</curCd>
        <valUSD>66201.6</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>Insteel Industries Inc.</name>
        <lei>N/A</lei>
        <title>INSTEEL INDUSTRIES INC COMMON STOCK</title>
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        <curCd>USD</curCd>
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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>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SEMPRA ENERGY COMMON STOCK</title>
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        <balance>56756</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ServiceNow Inc.</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>SERVICENOW INC COMMON STOCK USD.001</title>
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          <isin value="US81762P1021"/>
          <ticker value="NOW "/>
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        <balance>37972</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10720255.04</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>
          <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>8386</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211830.36</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>4128</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201983.04</valUSD>
        <pctVal>0.0020647619</pctVal>
        <payoffProfile>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>The Sherwin-Williams Company</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHERWIN-WILLIAMS CO/THE COMMON STOCK USD1.0</title>
        <cusip>824348106</cusip>
        <identifiers>
          <isin value="US8243481061"/>
          <ticker value="SHW "/>
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        <balance>16541</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9652335.14</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>
        <name>Simon Property Group Inc.</name>
        <lei>N/A</lei>
        <title>SIMON PROPERTY GROUP INC REIT USD.0001</title>
        <cusip>828806109</cusip>
        <identifiers>
          <isin value="US8288061091"/>
          <ticker value="SPG "/>
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        <balance>61782</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9203046.72</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>Intrexon Corporation</name>
        <lei>N/A</lei>
        <title>INTREXON CORP COMMON STOCK</title>
        <cusip>46122T102</cusip>
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          <ticker value="XON "/>
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        <balance>12781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70039.88</valUSD>
        <pctVal>0.0007159793</pctVal>
        <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>i3 Verticals Inc.</name>
        <lei>N/A</lei>
        <title>I3 VERTICALS INC COMMON STOCK USD.0001</title>
        <cusip>46571Y107</cusip>
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          <isin value="US46571Y1073"/>
          <ticker value="IIIV "/>
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        <balance>2512</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70964</valUSD>
        <pctVal>0.0007254261</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>Livent Corporation</name>
        <lei>N/A</lei>
        <title>LIVENT CORP COMMON STOCK USD.001</title>
        <cusip>53814L108</cusip>
        <identifiers>
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          <ticker value="LTHM "/>
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        <balance>25412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217272.6</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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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>13635</balance>
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        <curCd>USD</curCd>
        <valUSD>185981.4</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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      <invstOrSec>
        <name>Fortinet Inc.</name>
        <lei>549300O0QJWDBAS0QX03</lei>
        <title>FORTINET INC COMMON STOCK USD.001</title>
        <cusip>34959E109</cusip>
        <identifiers>
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          <ticker value="FTNT "/>
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        <balance>28581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3051307.56</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>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fortive Corporation</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>FORTIVE CORP COMMON STOCK USD.01</title>
        <cusip>34959J108</cusip>
        <identifiers>
          <isin value="US34959J1088"/>
          <ticker value="FTV "/>
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        <balance>59496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4544899.44</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>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 "/>
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        <balance>3775</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72253.5</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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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>866</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66422.2</valUSD>
        <pctVal>0.0006789977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freeport-McMoRan Inc.</name>
        <lei>N/A</lei>
        <title>FREEPORT-MCMORAN INC COMMON STOCK USD.1</title>
        <cusip>35671D857</cusip>
        <identifiers>
          <isin value="US35671D8570"/>
          <ticker value="FCX "/>
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        <balance>292120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3832614.4</valUSD>
        <pctVal>0.0391787158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Arthur J. Gallagher and Co.</name>
        <lei>54930049QLLMPART6V29</lei>
        <title>ARTHUR J GALLAGHER and CO COMMON STOCK USD1.0</title>
        <cusip>363576109</cusip>
        <identifiers>
          <isin value="US3635761097"/>
          <ticker value="AJG "/>
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        <balance>37554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3576267.42</valUSD>
        <pctVal>0.0365582212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80980.66</valUSD>
        <pctVal>0.0008278209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79231.32</valUSD>
        <pctVal>0.0008099383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57080.14</valUSD>
        <pctVal>0.0005834990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>16936</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47251.44</valUSD>
        <pctVal>0.0004830256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>8325</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45787.5</valUSD>
        <pctVal>0.0004680605</pctVal>
        <payoffProfile>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="45243.090000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>20331</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47371.23</valUSD>
        <pctVal>0.0004842501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4364</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76588.2</valUSD>
        <pctVal>0.0007829192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>20549</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71510.52</valUSD>
        <pctVal>0.0007310128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58189.23</valUSD>
        <pctVal>0.0005948366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2149</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48868.26</valUSD>
        <pctVal>0.0004995534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Southwest Airlines Co.</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>SOUTHWEST AIRLINES CO COMMON STOCK USD1.0</title>
        <cusip>844741108</cusip>
        <identifiers>
          <isin value="US8447411088"/>
          <ticker value="LUV "/>
        </identifiers>
        <balance>95362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5147640.76</valUSD>
        <pctVal>0.0526215093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stanley Black and Decker Inc.</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>STANLEY BLACK and DECKER INC COMMON STOCK USD2.5</title>
        <cusip>854502101</cusip>
        <identifiers>
          <isin value="US8545021011"/>
          <ticker value="SWK "/>
        </identifiers>
        <balance>30605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5072472.7</valUSD>
        <pctVal>0.0518531075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Street Corporation</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP COMMON STOCK USD1.0</title>
        <cusip>857477103</cusip>
        <identifiers>
          <isin value="US8574771031"/>
          <ticker value="STT "/>
        </identifiers>
        <balance>73210</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5790911</valUSD>
        <pctVal>0.0591973083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>26214000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26214000</valUSD>
        <pctVal>0.2679713504</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>0.550000000000000</repurchaseRt>
          <maturityDt>2020-01-02</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>9525000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>9610229.7</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
            <repurchaseCollateral>
              <principalAmt>165000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>166476.42</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
            <repurchaseCollateral>
              <principalAmt>8645000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>8722355.46</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
            <repurchaseCollateral>
              <principalAmt>8175000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>8248149.9</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Genuine Parts Company</name>
        <lei>N/A</lei>
        <title>GENUINE PARTS CO COMMON STOCK USD1.0</title>
        <cusip>372460105</cusip>
        <identifiers>
          <isin value="US3724601055"/>
          <ticker value="GPC "/>
        </identifiers>
        <balance>29253</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3107546.19</valUSD>
        <pctVal>0.0317667410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Graco Inc.</name>
        <lei>4T5VJ4S81BRT6Q7GGT78</lei>
        <title>GRACO INC COMMON STOCK USD1.0</title>
        <cusip>384109104</cusip>
        <identifiers>
          <isin value="US3841091040"/>
          <ticker value="GGG "/>
        </identifiers>
        <balance>63941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3324932</valUSD>
        <pctVal>0.0339889570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100455.36</valUSD>
        <pctVal>0.0010269001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2539</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82974.52</valUSD>
        <pctVal>0.0008482030</pctVal>
        <payoffProfile>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="30654.000000000000"/>
        </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>7831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208304.6</valUSD>
        <pctVal>0.0021293837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>17578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>221131.24</valUSD>
        <pctVal>0.0022605034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sysco Corporation</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP COMMON STOCK USD1.0</title>
        <cusip>871829107</cusip>
        <identifiers>
          <isin value="US8718291078"/>
          <ticker value="SYY "/>
        </identifiers>
        <balance>102727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8787267.58</valUSD>
        <pctVal>0.0898274189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-Mobile US Inc.</name>
        <lei>549300QHIJYOHPACPG31</lei>
        <title>T-MOBILE USA INC COMMON STOCK USD.0001</title>
        <cusip>872590104</cusip>
        <identifiers>
          <isin value="US8725901040"/>
          <ticker value="TMUS "/>
        </identifiers>
        <balance>63735</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4998098.7</valUSD>
        <pctVal>0.0510928229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Veolia Environnement SA</name>
        <lei>N/A</lei>
        <title>VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0</title>
        <cusip>403187909</cusip>
        <identifiers>
          <isin value="FR0000124141"/>
          <ticker value="VIE "/>
        </identifiers>
        <balance>111780</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2974281.43</valUSD>
        <pctVal>0.0304044484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>28141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3233400.9</valUSD>
        <pctVal>0.0330532847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>3459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205637.55</valUSD>
        <pctVal>0.0021021199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202415.51</valUSD>
        <pctVal>0.0020691828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>4150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50007.5</valUSD>
        <pctVal>0.0005111993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>5714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51026.02</valUSD>
        <pctVal>0.0005216110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teledyne Technologies Incorporated</name>
        <lei>549300VSMO9KYQWDND94</lei>
        <title>TELEDYNE TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>879360105</cusip>
        <identifiers>
          <isin value="US8793601050"/>
          <ticker value="TDY "/>
        </identifiers>
        <balance>13982</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4845322.28</valUSD>
        <pctVal>0.0495310733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Telefonica S.A.</name>
        <lei>549300EEJH4FEPDBBR25</lei>
        <title>TELEFONICA SA COMMON STOCK EUR1.</title>
        <cusip>879382109</cusip>
        <identifiers>
          <isin value="ES0178430E18"/>
          <ticker value="TEF "/>
        </identifiers>
        <balance>972198</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>6798679.33</valUSD>
        <pctVal>0.0694991715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>11127</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>236114.94</valUSD>
        <pctVal>0.0024136736</pctVal>
        <payoffProfile>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="8893.450000000000"/>
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      </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>1931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211598.98</valUSD>
        <pctVal>0.0021630604</pctVal>
        <payoffProfile>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="207018.630000000000"/>
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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 "/>
        </identifiers>
        <balance>4087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56318.86</valUSD>
        <pctVal>0.0005757168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7365</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49050.9</valUSD>
        <pctVal>0.0005014205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9255</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37020</valUSD>
        <pctVal>0.0003784352</pctVal>
        <payoffProfile>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="36189.900000000000"/>
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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>4853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41250.5</valUSD>
        <pctVal>0.0004216812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58909.51</valUSD>
        <pctVal>0.0006021996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52427.79</valUSD>
        <pctVal>0.0005359406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>5767</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85005.58</valUSD>
        <pctVal>0.0008689654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>3959</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93907.48</valUSD>
        <pctVal>0.0009599647</pctVal>
        <payoffProfile>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="72439.650000000000"/>
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      <invstOrSec>
        <name>Assicurazioni Generali S.p.A.</name>
        <lei>549300X5UKJVE386ZB61</lei>
        <title>ASSICURAZIONI GENERALI SPA COMMON STOCK EUR1.0</title>
        <cusip>405671009</cusip>
        <identifiers>
          <isin value="IT0000062072"/>
          <ticker value="G "/>
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        <balance>228594</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4719275.42</valUSD>
        <pctVal>0.0482425653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Halliburton Company</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HALLIBURTON CO COMMON STOCK USD2.5</title>
        <cusip>406216101</cusip>
        <identifiers>
          <isin value="US4062161017"/>
          <ticker value="HAL "/>
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        <balance>176733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4324656.51</valUSD>
        <pctVal>0.0442085926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4125</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67443.75</valUSD>
        <pctVal>0.0006894405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2509</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62875.54</valUSD>
        <pctVal>0.0006427422</pctVal>
        <payoffProfile>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="60187.920000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capgemini SE</name>
        <lei>N/A</lei>
        <title>CAPGEMINI SE COMMON STOCK EUR8.0</title>
        <cusip>416343002</cusip>
        <identifiers>
          <isin value="FR0000125338"/>
          <ticker value="CAP "/>
        </identifiers>
        <balance>33037</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4040584.96</valUSD>
        <pctVal>0.0413046848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Hartford Financial Services Group Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
        <title>HARTFORD FINANCIAL SERVICES GR COMMON STOCK USD.01</title>
        <cusip>416515104</cusip>
        <identifiers>
          <isin value="US4165151048"/>
          <ticker value="HIG "/>
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        <balance>72565</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4409775.05</valUSD>
        <pctVal>0.0450787127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54807.18</valUSD>
        <pctVal>0.0005602638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8527</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48689.17</valUSD>
        <pctVal>0.0004977227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6975</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344634.75</valUSD>
        <pctVal>0.0035230121</pctVal>
        <payoffProfile>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="343938.050000000000"/>
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      </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>2306</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74529.92</valUSD>
        <pctVal>0.0007618785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>2931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60144.12</valUSD>
        <pctVal>0.0006148204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>6033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220264.83</valUSD>
        <pctVal>0.0022516466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>1393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198683.59</valUSD>
        <pctVal>0.0020310334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TransDigm Group Incorporated</name>
        <lei>N/A</lei>
        <title>TRANSDIGM GROUP INC COMMON STOCK USD.01</title>
        <cusip>893641100</cusip>
        <identifiers>
          <isin value="US8936411003"/>
          <ticker value="TDG "/>
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        <balance>10026</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5614560</valUSD>
        <pctVal>0.0573945688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Travelers Companies Inc.</name>
        <lei>549300Y650407RU8B149</lei>
        <title>TRAVELERS COS INC/THE COMMON STOCK NPV</title>
        <cusip>89417E109</cusip>
        <identifiers>
          <isin value="US89417E1091"/>
          <ticker value="TRV "/>
        </identifiers>
        <balance>51967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7116880.65</valUSD>
        <pctVal>0.0727519691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>11297</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>426009.87</valUSD>
        <pctVal>0.0043548653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6457</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>437849.17</valUSD>
        <pctVal>0.0044758920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>5475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>192008.25</valUSD>
        <pctVal>0.0019627951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>15796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>228726.08</valUSD>
        <pctVal>0.0023381413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>14216</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368620.88</valUSD>
        <pctVal>0.0037682092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7716</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>409102.32</valUSD>
        <pctVal>0.0041820287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46120.5</valUSD>
        <pctVal>0.0004714646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
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        <balance>3846</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57805.38</valUSD>
        <pctVal>0.0005909127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12277</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>403544.99</valUSD>
        <pctVal>0.0041252192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6490</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462088</valUSD>
        <pctVal>0.0047236723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>4702</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35923.28</valUSD>
        <pctVal>0.0003672240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38538.5</valUSD>
        <pctVal>0.0003939580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5732</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>189098.68</valUSD>
        <pctVal>0.0019330521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>2857</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201218.51</valUSD>
        <pctVal>0.0020569465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3575</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59666.75</valUSD>
        <pctVal>0.0006099405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>12778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64017.78</valUSD>
        <pctVal>0.0006544187</pctVal>
        <payoffProfile>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="63403.200000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carlsberg A/S</name>
        <lei>N/A</lei>
        <title>CARLSBERG A/S COMMON STOCK DKK20.</title>
        <cusip>416921005</cusip>
        <identifiers>
          <isin value="DK0010181759"/>
          <ticker value="CARLB "/>
        </identifiers>
        <balance>22246</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>3319903.17</valUSD>
        <pctVal>0.0339375500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Healthpeak Properties Inc.</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HEALTHPEAK PROPERTIES INC REIT USD1.0</title>
        <cusip>42250P103</cusip>
        <identifiers>
          <isin value="US42250P1030"/>
          <ticker value="PEAK "/>
        </identifiers>
        <balance>99651</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3434969.97</valUSD>
        <pctVal>0.0351138148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>7365</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71956.05</valUSD>
        <pctVal>0.0007355672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1266</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61059.18</valUSD>
        <pctVal>0.0006241745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6411</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45197.55</valUSD>
        <pctVal>0.0004620298</pctVal>
        <payoffProfile>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="42271.110000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>15807</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46630.65</valUSD>
        <pctVal>0.0004766796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>8583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98447.01</valUSD>
        <pctVal>0.0010063698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89371.92</valUSD>
        <pctVal>0.0009136001</pctVal>
        <payoffProfile>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="5260.000000000000"/>
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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>5214</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395846.88</valUSD>
        <pctVal>0.0040465256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>383758.2</valUSD>
        <pctVal>0.0039229497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nextier Oilfield Solutions Inc.</name>
        <lei>N/A</lei>
        <title>NEXTIER OILFIELD SOLUTIONS INC COMMON STOCK USD.01</title>
        <cusip>65290C105</cusip>
        <identifiers>
          <isin value="US65290C1053"/>
          <ticker value="NEX"/>
        </identifiers>
        <balance>27410</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183647</valUSD>
        <pctVal>0.0018773226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>8562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202148.82</valUSD>
        <pctVal>0.0020664566</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>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 "/>
        </identifiers>
        <balance>2161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46828.87</valUSD>
        <pctVal>0.0004787059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45879.6</valUSD>
        <pctVal>0.0004690020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>2099</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48528.88</valUSD>
        <pctVal>0.0004960841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58063.92</valUSD>
        <pctVal>0.0005935556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6639</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89759.28</valUSD>
        <pctVal>0.0009175599</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>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>8606</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89717.55</valUSD>
        <pctVal>0.0009171333</pctVal>
        <payoffProfile>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="94351.300000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Twitter Inc.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>TWITTER INC COMMON STOCK USD.000005</title>
        <cusip>90184L102</cusip>
        <identifiers>
          <isin value="US90184L1026"/>
          <ticker value="TWTR "/>
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        <balance>156308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5009671.4</valUSD>
        <pctVal>0.0512111242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tyson Foods Inc.</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TYSON FOODS INC COMMON STOCK USD.1</title>
        <cusip>902494103</cusip>
        <identifiers>
          <isin value="US9024941034"/>
          <ticker value="TSN "/>
        </identifiers>
        <balance>59431</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5410598.24</valUSD>
        <pctVal>0.0553095795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>55107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>179648.82</valUSD>
        <pctVal>0.0018364514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>8725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222836.5</valUSD>
        <pctVal>0.0022779354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2109</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76409.07</valUSD>
        <pctVal>0.0007810880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1892</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70249.96</valUSD>
        <pctVal>0.0007181268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DNB ASA</name>
        <lei>5967007LIEEXZX78M803</lei>
        <title>DNB ASA COMMON STOCK NOK10.0</title>
        <cusip>426330007</cusip>
        <identifiers>
          <isin value="NO0010031479"/>
          <ticker value="DNB "/>
        </identifiers>
        <balance>197131</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>3688893.07</valUSD>
        <pctVal>0.0377095315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Hershey Company</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>HERSHEY CO/THE COMMON STOCK USD1.0</title>
        <cusip>427866108</cusip>
        <identifiers>
          <isin value="US4278661081"/>
          <ticker value="HSY "/>
        </identifiers>
        <balance>29860</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4388822.8</valUSD>
        <pctVal>0.0448645294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hess Corporation</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>HESS CORP COMMON STOCK USD1.0</title>
        <cusip>42809H107</cusip>
        <identifiers>
          <isin value="US42809H1077"/>
          <ticker value="HES "/>
        </identifiers>
        <balance>52146</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3483874.26</valUSD>
        <pctVal>0.0356137366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hewlett Packard Enterprise Company</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01</title>
        <cusip>42824C109</cusip>
        <identifiers>
          <isin value="US42824C1099"/>
          <ticker value="HPE "/>
        </identifiers>
        <balance>260528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4131974.08</valUSD>
        <pctVal>0.0422389057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398418.63</valUSD>
        <pctVal>0.0040728152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8180</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375462</valUSD>
        <pctVal>0.0038381422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2815</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212307.3</valUSD>
        <pctVal>0.0021703011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2134</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218478.92</valUSD>
        <pctVal>0.0022333902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hubbell Incorporated</name>
        <lei>54930088VDQ6840Y6597</lei>
        <title>HUBBELL INC COMMON STOCK USD.01</title>
        <cusip>443510607</cusip>
        <identifiers>
          <isin value="US4435106079"/>
          <ticker value="HUBB "/>
        </identifiers>
        <balance>20851</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3082194.82</valUSD>
        <pctVal>0.0315075879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntington Bancshares Incorporated</name>
        <lei>549300XTVCVV9I7B5T19</lei>
        <title>HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01</title>
        <cusip>446150104</cusip>
        <identifiers>
          <isin value="US4461501045"/>
          <ticker value="HBAN "/>
        </identifiers>
        <balance>207931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3135599.48</valUSD>
        <pctVal>0.0320535144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>V.F. Corporation</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF CORP COMMON STOCK</title>
        <cusip>918204108</cusip>
        <identifiers>
          <isin value="US9182041080"/>
          <ticker value="VFC "/>
        </identifiers>
        <balance>65935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6571082.1</valUSD>
        <pctVal>0.0671725698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valero Energy Corporation</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>91913Y100</cusip>
        <identifiers>
          <isin value="US91913Y1001"/>
          <ticker value="VLO "/>
        </identifiers>
        <balance>82679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7742888.35</valUSD>
        <pctVal>0.0791513026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KBC Group NV</name>
        <lei>N/A</lei>
        <title>KBC GROUP NV COMMON STOCK</title>
        <cusip>449774009</cusip>
        <identifiers>
          <isin value="BE0003565737"/>
          <ticker value="KBC "/>
        </identifiers>
        <balance>51894</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3912526.53</valUSD>
        <pctVal>0.0399956137</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IDEXX Laboratories Inc.</name>
        <lei>OGMTXK0LUU1HKV2P0J84</lei>
        <title>IDEXX LABORATORIES INC COMMON STOCK USD.1</title>
        <cusip>45168D104</cusip>
        <identifiers>
          <isin value="US45168D1046"/>
          <ticker value="IDXX "/>
        </identifiers>
        <balance>17271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4509976.23</valUSD>
        <pctVal>0.0461030145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>2939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97457.24</valUSD>
        <pctVal>0.0009962519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99256.2</valUSD>
        <pctVal>0.0010146417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3866</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202694.38</valUSD>
        <pctVal>0.0020720335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>11757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216211.23</valUSD>
        <pctVal>0.0022102089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>15458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462657.94</valUSD>
        <pctVal>0.0047294985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>10409</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442798.86</valUSD>
        <pctVal>0.0045264900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>2314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184981.16</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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      </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 "/>
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        <balance>41225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185512.5</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>
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      <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 "/>
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        <balance>4517</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36136</valUSD>
        <pctVal>0.0003693985</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>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 "/>
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        <balance>3428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35548.36</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>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 "/>
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        <balance>8874</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68329.8</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>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>3295</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72588.85</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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      <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 "/>
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        <balance>17723</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230044.54</valUSD>
        <pctVal>0.0023516192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>13166</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198016.64</valUSD>
        <pctVal>0.0020242156</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>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 "/>
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        <balance>24339</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56953.26</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>Community Health Systems Inc.</name>
        <lei>N/A</lei>
        <title>COMMUNITY HEALTH SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>203668108</cusip>
        <identifiers>
          <isin value="US2036681086"/>
          <ticker value="CYH "/>
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        <balance>15206</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44097.4</valUSD>
        <pctVal>0.0004507835</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="41696.810000000000"/>
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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 "/>
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        <balance>6162</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212342.52</valUSD>
        <pctVal>0.0021706612</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>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 "/>
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        <balance>19532</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>189069.76</valUSD>
        <pctVal>0.0019327565</pctVal>
        <payoffProfile>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="186012.320000000000"/>
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      <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 "/>
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        <balance>3462</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41128.56</valUSD>
        <pctVal>0.0004204347</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="39444.480000000000"/>
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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>6472</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36049.04</valUSD>
        <pctVal>0.0003685096</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>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>5038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43226.04</valUSD>
        <pctVal>0.0004418761</pctVal>
        <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>BCB Bancorp Inc.</name>
        <lei>54930024V6Z8FYSN4291</lei>
        <title>BCB BANCORP INC COMMON STOCK</title>
        <cusip>055298103</cusip>
        <identifiers>
          <isin value="US0552981039"/>
          <ticker value="BCBP "/>
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        <balance>2692</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37122.68</valUSD>
        <pctVal>0.0003794848</pctVal>
        <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>Verisk Analytics Inc.</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>VERISK ANALYTICS INC COMMON STOCK USD.001</title>
        <cusip>92345Y106</cusip>
        <identifiers>
          <isin value="US92345Y1064"/>
          <ticker value="VRSK "/>
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        <balance>32993</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4927174.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aktiebolaget Volvo</name>
        <lei>549300HGV012CNC8JD22</lei>
        <title>VOLVO AB COMMON STOCK SEK1.2</title>
        <cusip>928856301</cusip>
        <identifiers>
          <isin value="SE0000115446"/>
          <ticker value="VOLVB "/>
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        <balance>309675</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <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 "/>
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        <balance>7494</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80035.92</valUSD>
        <pctVal>0.0008181633</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>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>5021</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79080.75</valUSD>
        <pctVal>0.0008083992</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>WEC Energy Group Inc.</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC ENERGY GROUP INC COMMON STOCK USD.01</title>
        <cusip>92939U106</cusip>
        <identifiers>
          <isin value="US92939U1060"/>
          <ticker value="WEC "/>
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        <balance>63508</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5857342.84</valUSD>
        <pctVal>0.0598764046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Walgreens Boots Alliance Inc.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS ALLIANCE INC COMMON STOCK USD.01</title>
        <cusip>931427108</cusip>
        <identifiers>
          <isin value="US9314271084"/>
          <ticker value="WBA "/>
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        <balance>150948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8899894.08</valUSD>
        <pctVal>0.0909787379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>43794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>426553.56</valUSD>
        <pctVal>0.0043604232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Industrial Technologies Inc.</name>
        <lei>549300NU173IJRC6PO38</lei>
        <title>APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK</title>
        <cusip>03820C105</cusip>
        <identifiers>
          <isin value="US03820C1053"/>
          <ticker value="AIT "/>
        </identifiers>
        <balance>6524</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435085.56</valUSD>
        <pctVal>0.0044476411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39029.87</valUSD>
        <pctVal>0.0003989810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3559</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41177.63</valUSD>
        <pctVal>0.0004209363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5726</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234594.22</valUSD>
        <pctVal>0.0023981281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>238247.24</valUSD>
        <pctVal>0.0024354709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89509.48</valUSD>
        <pctVal>0.0009150063</pctVal>
        <payoffProfile>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="86765.580000000000"/>
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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>2337</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83687.97</valUSD>
        <pctVal>0.0008554962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8182</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364508.1</valUSD>
        <pctVal>0.0037261665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11405</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>407044.45</valUSD>
        <pctVal>0.0041609923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37819.49</valUSD>
        <pctVal>0.0003866079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2943</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38494.44</valUSD>
        <pctVal>0.0003935076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33490.65</valUSD>
        <pctVal>0.0003423566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Acacia Research Corporation</name>
        <lei>N/A</lei>
        <title>ACACIA RESEARCH CORP COMMON STOCK USD.001</title>
        <cusip>003881307</cusip>
        <identifiers>
          <isin value="US0038813079"/>
          <ticker value="ACTG "/>
        </identifiers>
        <balance>10035</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26693.1</valUSD>
        <pctVal>0.0002728689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2812</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61132.88</valUSD>
        <pctVal>0.0006249279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>7502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69393.5</valUSD>
        <pctVal>0.0007093717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>387886.8</valUSD>
        <pctVal>0.0039651541</pctVal>
        <payoffProfile>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="161175.000000000000"/>
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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>19156</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382353.76</valUSD>
        <pctVal>0.0039085929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40231.8</valUSD>
        <pctVal>0.0004112676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
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        <balance>1886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38663</valUSD>
        <pctVal>0.0003952307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365217.93</valUSD>
        <pctVal>0.0037334227</pctVal>
        <payoffProfile>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="136260.000000000000"/>
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      </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 "/>
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        <balance>7714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>461605.76</valUSD>
        <pctVal>0.0047187426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1857</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39071.28</valUSD>
        <pctVal>0.0003994043</pctVal>
        <payoffProfile>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="36487.800000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>615</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34027.95</valUSD>
        <pctVal>0.0003478491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43832.62</valUSD>
        <pctVal>0.0004480768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>12770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49547.6</valUSD>
        <pctVal>0.0005064980</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>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 "/>
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        <balance>898</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54167.36</valUSD>
        <pctVal>0.0005537232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>10372</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56631.12</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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          <loanByFundCondition isLoanByFund="Y" loanVal="53926.880000000000"/>
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      </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>14959</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31563.49</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>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 "/>
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        <balance>2951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30985.5</valUSD>
        <pctVal>0.0003167478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>32277</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33890.85</valUSD>
        <pctVal>0.0003464476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>5552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42528.32</valUSD>
        <pctVal>0.0004347437</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>Waste Management Inc.</name>
        <lei>549300YX8JIID70NFS41</lei>
        <title>WASTE MANAGEMENT INC COMMON STOCK USD.01</title>
        <cusip>94106L109</cusip>
        <identifiers>
          <isin value="US94106L1098"/>
          <ticker value="WM "/>
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        <balance>78581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8955090.76</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>Welltower Inc.</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC REIT USD1.0</title>
        <cusip>95040Q104</cusip>
        <identifiers>
          <isin value="US95040Q1040"/>
          <ticker value="WELL "/>
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        <balance>81693</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6680853.54</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 Williams Companies Inc.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE COMMON STOCK USD1.0</title>
        <cusip>969457100</cusip>
        <identifiers>
          <isin value="US9694571004"/>
          <ticker value="WMB "/>
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        <balance>244028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5788344.16</valUSD>
        <pctVal>0.0591710689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC COMMON STOCK USD2.5</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
          <ticker value="XEL "/>
        </identifiers>
        <balance>105578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6703147.22</valUSD>
        <pctVal>0.0685225991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51007.97</valUSD>
        <pctVal>0.0005214265</pctVal>
        <payoffProfile>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>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 "/>
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        <balance>3438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54578.25</valUSD>
        <pctVal>0.0005579235</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>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 "/>
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        <balance>573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80483.58</valUSD>
        <pctVal>0.0008227395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>11280</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81103.2</valUSD>
        <pctVal>0.0008290735</pctVal>
        <payoffProfile>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="75600.590000000000"/>
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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>1921</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106404.19</valUSD>
        <pctVal>0.0010877117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>198</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57503.16</valUSD>
        <pctVal>0.0005878233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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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>12482</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49303.9</valUSD>
        <pctVal>0.0005040067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>4870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86296.4</valUSD>
        <pctVal>0.0008821608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>13201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94123.13</valUSD>
        <pctVal>0.0009621692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>4773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43672.95</valUSD>
        <pctVal>0.0004464446</pctVal>
        <payoffProfile>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="40540.500000000000"/>
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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 "/>
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        <balance>2229</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36198.96</valUSD>
        <pctVal>0.0003700421</pctVal>
        <payoffProfile>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="33230.190000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Kerry Group plc</name>
        <lei>N/A</lei>
        <title>KERRY GROUP PLC COMMON STOCK EUR.125</title>
        <cusip>451957906</cusip>
        <identifiers>
          <isin value="IE0004906560"/>
          <ticker value="KYG "/>
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        <balance>31839</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3972894.41</valUSD>
        <pctVal>0.0406127215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Incyte Corporation</name>
        <lei>549300Z4WN6JVZ3T4680</lei>
        <title>INCYTE CORP COMMON STOCK USD.001</title>
        <cusip>45337C102</cusip>
        <identifiers>
          <isin value="US45337C1027"/>
          <ticker value="INCY "/>
        </identifiers>
        <balance>35995</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3143083.4</valUSD>
        <pctVal>0.0321300184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>16537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24805.5</valUSD>
        <pctVal>0.0002535730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4344</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25238.64</valUSD>
        <pctVal>0.0002580008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>5451</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43171.92</valUSD>
        <pctVal>0.0004413229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>4811</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43491.44</valUSD>
        <pctVal>0.0004445891</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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 "/>
        </identifiers>
        <balance>5579</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58412.13</valUSD>
        <pctVal>0.0005971152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
        </identifiers>
        <balance>3668</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55533.52</valUSD>
        <pctVal>0.0005676887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>5350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119679.5</valUSD>
        <pctVal>0.0012234179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>9121</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105073.92</valUSD>
        <pctVal>0.0010741131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>781846209</cusip>
        <identifiers>
          <isin value="US7818462092"/>
          <ticker value="RUSHA "/>
        </identifiers>
        <balance>4475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208087.5</valUSD>
        <pctVal>0.0021271644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 "/>
        </identifiers>
        <balance>19306</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216999.44</valUSD>
        <pctVal>0.0022182663</pctVal>
        <payoffProfile>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="69632.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27624.93</valUSD>
        <pctVal>0.0002823945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>10209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29197.74</valUSD>
        <pctVal>0.0002984725</pctVal>
        <payoffProfile>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="30115.880000000000"/>
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      <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>4001</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31407.85</valUSD>
        <pctVal>0.0003210652</pctVal>
        <payoffProfile>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="31646.920000000000"/>
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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>25304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31123.92</valUSD>
        <pctVal>0.0003181628</pctVal>
        <payoffProfile>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="31312.500000000000"/>
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      <invstOrSec>
        <name>Xilinx Inc.</name>
        <lei>6EY4K7ZMF9UX1CU6KC79</lei>
        <title>XILINX INC COMMON STOCK USD.01</title>
        <cusip>983919101</cusip>
        <identifiers>
          <isin value="US9839191015"/>
          <ticker value="XLNX "/>
        </identifiers>
        <balance>50629</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4949997.33</valUSD>
        <pctVal>0.0506011089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>YUM! Brands Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
        <title>YUM! BRANDS INC COMMON STOCK</title>
        <cusip>988498101</cusip>
        <identifiers>
          <isin value="US9884981013"/>
          <ticker value="YUM "/>
        </identifiers>
        <balance>60896</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6134054.08</valUSD>
        <pctVal>0.0627050719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2851</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41596.09</valUSD>
        <pctVal>0.0004252140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
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        <balance>1902</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43803.06</valUSD>
        <pctVal>0.0004477747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2481</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229566.93</valUSD>
        <pctVal>0.0023467369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5840</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>221219.2</valUSD>
        <pctVal>0.0022614026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Compagnie Generale des Etablissements Michelin</name>
        <lei>549300SOSI58J6VIW052</lei>
        <title>CIE GENERALE DES ETABLISSEMENT COMMON STOCK EUR2.0</title>
        <cusip>458836004</cusip>
        <identifiers>
          <isin value="FR0000121261"/>
          <ticker value="ML "/>
        </identifiers>
        <balance>35557</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4375612.71</valUSD>
        <pctVal>0.0447294899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Genmab A/S</name>
        <lei>N/A</lei>
        <title>GENMAB A/S COMMON STOCK DKK1.0</title>
        <cusip>459573903</cusip>
        <identifiers>
          <isin value="DK0010272202"/>
          <ticker value="GMAB "/>
        </identifiers>
        <balance>13509</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>3004448.4</valUSD>
        <pctVal>0.0307128288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Paper Company</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>INTERNATIONAL PAPER CO COMMON STOCK USD1.0</title>
        <cusip>460146103</cusip>
        <identifiers>
          <isin value="US4601461035"/>
          <ticker value="IP "/>
        </identifiers>
        <balance>78947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3635509.35</valUSD>
        <pctVal>0.0371638190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Merck KGaA</name>
        <lei>N/A</lei>
        <title>MERCK KGAA COMMON STOCK</title>
        <cusip>474184900</cusip>
        <identifiers>
          <isin value="DE0006599905"/>
          <ticker value="MRK "/>
        </identifiers>
        <balance>26905</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3171931.14</valUSD>
        <pctVal>0.0324249131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48624.95</valUSD>
        <pctVal>0.0004970662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1511</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51902.85</valUSD>
        <pctVal>0.0005305744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5172</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198863.4</valUSD>
        <pctVal>0.0020328715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>220867.4</valUSD>
        <pctVal>0.0022578063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zimmer Biomet Holdings Inc.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>98956P102</cusip>
        <identifiers>
          <isin value="US98956P1021"/>
          <ticker value="ZBH "/>
        </identifiers>
        <balance>41411</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6198398.48</valUSD>
        <pctVal>0.0633628295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swiss Re AG</name>
        <lei>N/A</lei>
        <title>SWISS RE AG COMMON STOCK CHF.1</title>
        <cusip>ACI00MQT5</cusip>
        <identifiers>
          <isin value="CH0126881561"/>
          <ticker value="SREN "/>
        </identifiers>
        <balance>61310</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>6887714.21</valUSD>
        <pctVal>0.0704093263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>441037.12</valUSD>
        <pctVal>0.0045084807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>325401.98</valUSD>
        <pctVal>0.0033264060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>895</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63903</valUSD>
        <pctVal>0.0006532453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>10639</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77558.31</valUSD>
        <pctVal>0.0007928361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>20519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129680.08</valUSD>
        <pctVal>0.0013256484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>375</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123881.25</valUSD>
        <pctVal>0.0012663701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5788</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327542.92</valUSD>
        <pctVal>0.0033482917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>11650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>372567</valUSD>
        <pctVal>0.0038085482</pctVal>
        <payoffProfile>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="120422.000000000000"/>
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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 "/>
        </identifiers>
        <balance>1809</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91408.77</valUSD>
        <pctVal>0.0009344217</pctVal>
        <payoffProfile>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="90216.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>14289</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81733.08</valUSD>
        <pctVal>0.0008355125</pctVal>
        <payoffProfile>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="83985.790000000000"/>
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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>868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76722.52</valUSD>
        <pctVal>0.0007842923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6764</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59658.48</valUSD>
        <pctVal>0.0006098559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1836</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31156.92</valUSD>
        <pctVal>0.0003185001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barnes and Noble Education Inc.</name>
        <lei>549300JQGDS5THBPED41</lei>
        <title>BARNES and NOBLE EDUCATION INC COMMON STOCK USD.01</title>
        <cusip>06777U101</cusip>
        <identifiers>
          <isin value="US06777U1016"/>
          <ticker value="BNED "/>
        </identifiers>
        <balance>7492</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31990.84</valUSD>
        <pctVal>0.0003270248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>2064</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66976.8</valUSD>
        <pctVal>0.0006846671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>5489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73936.83</valUSD>
        <pctVal>0.0007558157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commercial Vehicle Group Inc.</name>
        <lei>5493006OG8I91X0K7Q22</lei>
        <title>COMMERCIAL VEHICLE GROUP INC COMMON STOCK USD.01</title>
        <cusip>202608105</cusip>
        <identifiers>
          <isin value="US2026081057"/>
          <ticker value="CVGI "/>
        </identifiers>
        <balance>5469</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34728.15</valUSD>
        <pctVal>0.0003550068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Community Bankers Trust Corporation</name>
        <lei>N/A</lei>
        <title>COMMUNITY BANKERS TRUST CORP COMMON STOCK USD.01</title>
        <cusip>203612106</cusip>
        <identifiers>
          <isin value="US2036121067"/>
          <ticker value="ESXB "/>
        </identifiers>
        <balance>4399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39063.12</valUSD>
        <pctVal>0.0003993209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Compagnie Financiere Richemont SA</name>
        <lei>N/A</lei>
        <title>CIE FINANCIERE RICHEMONT SA COMMON STOCK CHF1.0</title>
        <cusip>ACI06R7K8</cusip>
        <identifiers>
          <isin value="CH0210483332"/>
          <ticker value="CFR "/>
        </identifiers>
        <balance>108637</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>8490079.65</valUSD>
        <pctVal>0.0867894297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vodafone Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>VODAFONE GROUP PLC COMMON STOCK USD.2095</title>
        <cusip>ACI07KLY6</cusip>
        <identifiers>
          <isin value="GB00BH4HKS39"/>
          <ticker value="VOD "/>
        </identifiers>
        <balance>5569528</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>10812532.46</valUSD>
        <pctVal>0.1105305915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>3355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126148</valUSD>
        <pctVal>0.0012895418</pctVal>
        <payoffProfile>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="124172.190000000000"/>
        </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>1059</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116129.94</valUSD>
        <pctVal>0.0011871327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1994</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33259.92</valUSD>
        <pctVal>0.0003399979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29180.96</valUSD>
        <pctVal>0.0002983010</pctVal>
        <payoffProfile>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="28660.200000000000"/>
        </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 "/>
        </identifiers>
        <balance>7642</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77260.62</valUSD>
        <pctVal>0.0007897930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2834</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77056.46</valUSD>
        <pctVal>0.0007877059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RWE AG</name>
        <lei>N/A</lei>
        <title>RWE AG COMMON STOCK</title>
        <cusip>476896907</cusip>
        <identifiers>
          <isin value="DE0007037129"/>
          <ticker value="RWE "/>
        </identifiers>
        <balance>121489</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3722660.55</valUSD>
        <pctVal>0.0380547179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jones Lang LaSalle Incorporated</name>
        <lei>6SYKCME112RT8TQUO411</lei>
        <title>JONES LANG LASALLE INC COMMON STOCK USD.01</title>
        <cusip>48020Q107</cusip>
        <identifiers>
          <isin value="US48020Q1076"/>
          <ticker value="JLL "/>
        </identifiers>
        <balance>19758</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3439670.22</valUSD>
        <pctVal>0.0351618629</pctVal>
        <payoffProfile>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="17325.000000000000"/>
        </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>11643</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56701.41</valUSD>
        <pctVal>0.0005796274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45343.53</valUSD>
        <pctVal>0.0004635220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25767</valUSD>
        <pctVal>0.0002634019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29450.79</valUSD>
        <pctVal>0.0003010593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Skandinaviska Enskilda Banken AB</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SKANDINAVISKA ENSKILDA BANKEN COMMON STOCK SEK10.0</title>
        <cusip>481334902</cusip>
        <identifiers>
          <isin value="SE0000148884"/>
          <ticker value="SEBA "/>
        </identifiers>
        <balance>338286</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>3179835.06</valUSD>
        <pctVal>0.0325057105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SGS SA</name>
        <lei>N/A</lei>
        <title>SGS SA COMMON STOCK CHF1.0</title>
        <cusip>482477007</cusip>
        <identifiers>
          <isin value="CH0002497458"/>
          <ticker value="SGSN "/>
        </identifiers>
        <balance>1104</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>3023495.71</valUSD>
        <pctVal>0.0309075390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46247.75</valUSD>
        <pctVal>0.0004727654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49511.78</valUSD>
        <pctVal>0.0005061318</pctVal>
        <payoffProfile>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="48246.900000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>231221.52</valUSD>
        <pctVal>0.0023636508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>12172</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190126.64</valUSD>
        <pctVal>0.0019435604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Industria de Diseno Textil S.A.</name>
        <lei>549300TTCXZOGZM2EY83</lei>
        <title>INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03</title>
        <cusip>ACI08XL68</cusip>
        <identifiers>
          <isin value="ES0148396007"/>
          <ticker value="ITX "/>
        </identifiers>
        <balance>227008</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>8022577.22</valUSD>
        <pctVal>0.0820104086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG COMMON STOCK CHF.1</title>
        <cusip>ACI09N1W4</cusip>
        <identifiers>
          <isin value="CH0244767585"/>
          <ticker value="UBSG "/>
        </identifiers>
        <balance>802793</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>10130755.77</valUSD>
        <pctVal>0.1035611622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1570</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47335.5</valUSD>
        <pctVal>0.0004838849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1957</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59160.11</valUSD>
        <pctVal>0.0006047614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kansas City Southern</name>
        <lei>5493008C12PZMWP3WY03</lei>
        <title>KANSAS CITY SOUTHERN COMMON STOCK USD.01</title>
        <cusip>485170302</cusip>
        <identifiers>
          <isin value="US4851703029"/>
          <ticker value="KSU "/>
        </identifiers>
        <balance>19956</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3056460.96</valUSD>
        <pctVal>0.0312445247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kellogg Company</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>KELLOGG CO COMMON STOCK USD.25</title>
        <cusip>487836108</cusip>
        <identifiers>
          <isin value="US4878361082"/>
          <ticker value="K "/>
        </identifiers>
        <balance>50132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3467129.12</valUSD>
        <pctVal>0.0354425602</pctVal>
        <payoffProfile>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="539448.000000000000"/>
        </securityLending>
      </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>6250</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120562.5</valUSD>
        <pctVal>0.0012324443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102351.93</valUSD>
        <pctVal>0.0010462877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52032.8</valUSD>
        <pctVal>0.0005319028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>12700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44196</valUSD>
        <pctVal>0.0004517915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KeyCorp</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
        <title>KEYCORP COMMON STOCK USD1.0</title>
        <cusip>493267108</cusip>
        <identifiers>
          <isin value="US4932671088"/>
          <ticker value="KEY "/>
        </identifiers>
        <balance>198306</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4013713.44</valUSD>
        <pctVal>0.0410299920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keysight Technologies Inc.</name>
        <lei>549300GLKVIO8YRCYN02</lei>
        <title>KEYSIGHT TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>49338L103</cusip>
        <identifiers>
          <isin value="US49338L1035"/>
          <ticker value="KEYS "/>
        </identifiers>
        <balance>37766</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3875924.58</valUSD>
        <pctVal>0.0396214520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199107.54</valUSD>
        <pctVal>0.0020353672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>93010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>225084.2</valUSD>
        <pctVal>0.0023009124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASSA ABLOY AB</name>
        <lei>549300YECS8HKCIMMB67</lei>
        <title>ASSA ABLOY AB COMMON STOCK SEK1.0</title>
        <cusip>ACI0CQYQ0</cusip>
        <identifiers>
          <isin value="SE0007100581"/>
          <ticker value="ASSAB "/>
        </identifiers>
        <balance>208919</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>4883575.1</valUSD>
        <pctVal>0.0499221109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sika AG</name>
        <lei>549300R3N69ECGYPU434</lei>
        <title>SIKA AG COMMON STOCK CHF.01</title>
        <cusip>ACI136GD1</cusip>
        <identifiers>
          <isin value="CH0418792922"/>
          <ticker value="SIKA "/>
        </identifiers>
        <balance>26558</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>4987469.05</valUSD>
        <pctVal>0.0509841618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3565</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>189729.3</valUSD>
        <pctVal>0.0019394986</pctVal>
        <payoffProfile>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="188448.600000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183238.06</valUSD>
        <pctVal>0.0018731422</pctVal>
        <payoffProfile>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="177228.240000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4376</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63452</valUSD>
        <pctVal>0.0006486350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>10900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63765</valUSD>
        <pctVal>0.0006518346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2257</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117025.45</valUSD>
        <pctVal>0.0011962870</pctVal>
        <payoffProfile>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="118022.220000000000"/>
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      </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>27613</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129781.1</valUSD>
        <pctVal>0.0013266810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Castle Biosciences Inc.</name>
        <lei>N/A</lei>
        <title>CASTLE BIOSCIENCES INC COMMON STOCK</title>
        <cusip>14843C105</cusip>
        <identifiers>
          <isin value="US14843C1053"/>
          <ticker value="CSTL "/>
        </identifiers>
        <balance>686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23577.82</valUSD>
        <pctVal>0.0002410231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>19777</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26303.41</valUSD>
        <pctVal>0.0002688853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Community Financial Corporation</name>
        <lei>549300IM1P8BVV642449</lei>
        <title>COMMUNITY FINANCIAL CORP/THE COMMON STOCK USD.01</title>
        <cusip>20368X101</cusip>
        <identifiers>
          <isin value="US20368X1019"/>
          <ticker value="TCFC "/>
        </identifiers>
        <balance>1006</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35783.42</valUSD>
        <pctVal>0.0003657943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37730.25</valUSD>
        <pctVal>0.0003856957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alcon Inc.</name>
        <lei>N/A</lei>
        <title>ALCON INC COMMON STOCK CHF.04</title>
        <cusip>ACI198PY5</cusip>
        <identifiers>
          <isin value="CH0432492467"/>
          <ticker value="ALC "/>
        </identifiers>
        <balance>86474</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>4898027.02</valUSD>
        <pctVal>0.0500698449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Safran</name>
        <lei>N/A</lei>
        <title>SAFRAN SA COMMON STOCK EUR.2</title>
        <cusip>B058TZ909</cusip>
        <identifiers>
          <isin value="FR0000073272"/>
          <ticker value="SAF "/>
        </identifiers>
        <balance>68163</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>10528408.06</valUSD>
        <pctVal>0.1076261435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94385.68</valUSD>
        <pctVal>0.0009648531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4723</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97766.1</valUSD>
        <pctVal>0.0009994092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42547.26</valUSD>
        <pctVal>0.0004349373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37265.83</valUSD>
        <pctVal>0.0003809481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7286</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>375666.16</valUSD>
        <pctVal>0.0038402292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>14847</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327673.29</valUSD>
        <pctVal>0.0033496244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>17672</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218072.48</valUSD>
        <pctVal>0.0022292354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8484</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201240.48</valUSD>
        <pctVal>0.0020571711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kilroy Realty Corporation</name>
        <lei>549300CXXI18B214UN80</lei>
        <title>KILROY REALTY CORP REIT USD.01</title>
        <cusip>49427F108</cusip>
        <identifiers>
          <isin value="US49427F1084"/>
          <ticker value="KRC "/>
        </identifiers>
        <balance>37392</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3137188.8</valUSD>
        <pctVal>0.0320697612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kirin Holdings Company Limited</name>
        <lei>N/A</lei>
        <title>KIRIN HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>497350108</cusip>
        <identifiers>
          <isin value="JP3258000003"/>
          <ticker value="2503 "/>
        </identifiers>
        <balance>171092</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3734351.46</valUSD>
        <pctVal>0.0381742277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1541</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72411.59</valUSD>
        <pctVal>0.0007402240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3116</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63099</valUSD>
        <pctVal>0.0006450265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1323</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21578.13</valUSD>
        <pctVal>0.0002205814</pctVal>
        <payoffProfile>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="21203.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Celsius Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CELSIUS HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>15118V207</cusip>
        <identifiers>
          <isin value="US15118V2079"/>
          <ticker value="CELH "/>
        </identifiers>
        <balance>4611</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22271.13</valUSD>
        <pctVal>0.0002276656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4859</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89065.47</valUSD>
        <pctVal>0.0009104675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4529</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98052.85</valUSD>
        <pctVal>0.0010023405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122902.8</valUSD>
        <pctVal>0.0012563679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101955.6</valUSD>
        <pctVal>0.0010422362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>7340</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393424</valUSD>
        <pctVal>0.0040217579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>24446</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>410203.88</valUSD>
        <pctVal>0.0041932894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208268.35</valUSD>
        <pctVal>0.0021290132</pctVal>
        <payoffProfile>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="208679.820000000000"/>
        </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>12404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190897.56</valUSD>
        <pctVal>0.0019514411</pctVal>
        <payoffProfile>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="132153.000000000000"/>
        </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>2390</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41992.3</valUSD>
        <pctVal>0.0004292643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36881.04</valUSD>
        <pctVal>0.0003770147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENGIE SA</name>
        <lei>LAXUQCHT4FH58LRZDY46</lei>
        <title>ENGIE SA COMMON STOCK EUR1.0</title>
        <cusip>B0C2CQ902</cusip>
        <identifiers>
          <isin value="FR0010208488"/>
          <ticker value="ENGI "/>
        </identifiers>
        <balance>379910</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>6153903.72</valUSD>
        <pctVal>0.0629079839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oversea-Chinese Banking Corporation Limited</name>
        <lei>5493007O3QFXCPOGWK22</lei>
        <title>OVERSEA-CHINESE BANKING CORP L COMMON STOCK</title>
        <cusip>B0F9V2906</cusip>
        <identifiers>
          <isin value="SG1S04926220"/>
          <ticker value="OCBC "/>
        </identifiers>
        <balance>674024</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>5513893.19</valUSD>
        <pctVal>0.0563655071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
        </identifiers>
        <balance>708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30090</valUSD>
        <pctVal>0.0003075936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>6387</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31679.52</valUSD>
        <pctVal>0.0003238424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8075</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>462374.5</valUSD>
        <pctVal>0.0047266010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>21419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>388326.47</valUSD>
        <pctVal>0.0039696486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>21532</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99908.48</valUSD>
        <pctVal>0.0010213096</pctVal>
        <payoffProfile>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="101453.130000000000"/>
        </securityLending>
      </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>2749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84861.63</valUSD>
        <pctVal>0.0008674939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49942.35</valUSD>
        <pctVal>0.0005105333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1694</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54597.62</valUSD>
        <pctVal>0.0005581215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3158</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129762.22</valUSD>
        <pctVal>0.0013264880</pctVal>
        <payoffProfile>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="122265.000000000000"/>
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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 "/>
        </identifiers>
        <balance>4248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118731.6</valUSD>
        <pctVal>0.0012137281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2363</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216214.5</valUSD>
        <pctVal>0.0022102423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>4455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181808.55</valUSD>
        <pctVal>0.0018585291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7497</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32312.07</valUSD>
        <pctVal>0.0003303086</pctVal>
        <payoffProfile>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="31678.890000000000"/>
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      </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>9490</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27141.4</valUSD>
        <pctVal>0.0002774517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Kraft Heinz Company</name>
        <lei>N/A</lei>
        <title>KRAFT HEINZ CO/THE COMMON STOCK USD.01</title>
        <cusip>500754106</cusip>
        <identifiers>
          <isin value="US5007541064"/>
          <ticker value="KHC "/>
        </identifiers>
        <balance>125390</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4028780.7</valUSD>
        <pctVal>0.0411840164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO/THE COMMON STOCK USD1.0</title>
        <cusip>501044101</cusip>
        <identifiers>
          <isin value="US5010441013"/>
          <ticker value="KR "/>
        </identifiers>
        <balance>161471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4681044.29</valUSD>
        <pctVal>0.0478517494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seven and i Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SEVEN and I HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>B0FS5D909</cusip>
        <identifiers>
          <isin value="JP3422950000"/>
          <ticker value="3382 "/>
        </identifiers>
        <balance>156729</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>5744964.72</valUSD>
        <pctVal>0.0587276247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke DSM N.V.</name>
        <lei>N/A</lei>
        <title>KONINKLIJKE DSM NV COMMON STOCK EUR1.5</title>
        <cusip>B0HZL9902</cusip>
        <identifiers>
          <isin value="NL0000009827"/>
          <ticker value="DSM "/>
        </identifiers>
        <balance>37772</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4938522.58</valUSD>
        <pctVal>0.0504838088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>19764</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64134.18</valUSD>
        <pctVal>0.0006556086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>1935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59481.9</valUSD>
        <pctVal>0.0006080509</pctVal>
        <payoffProfile>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="59250.100000000000"/>
        </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>3143</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53933.88</valUSD>
        <pctVal>0.0005513365</pctVal>
        <payoffProfile>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="51939.760000000000"/>
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      </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 "/>
        </identifiers>
        <balance>4752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58877.28</valUSD>
        <pctVal>0.0006018702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>6776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41265.84</valUSD>
        <pctVal>0.0004218381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>5308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41959.74</valUSD>
        <pctVal>0.0004289314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3112</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32987.2</valUSD>
        <pctVal>0.0003372101</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coastal Financial Corporation</name>
        <lei>N/A</lei>
        <title>COASTAL FINANCIAL CORP/WA COMMON STOCK</title>
        <cusip>19046P209</cusip>
        <identifiers>
          <isin value="US19046P2092"/>
          <ticker value="CCB "/>
        </identifiers>
        <balance>1729</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28476.63</valUSD>
        <pctVal>0.0002911010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8487</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214466.49</valUSD>
        <pctVal>0.0021923733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>4897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183441.62</valUSD>
        <pctVal>0.0018752231</pctVal>
        <payoffProfile>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="176515.680000000000"/>
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      </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>4187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>79804.22</valUSD>
        <pctVal>0.0008157948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2723</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87408.3</valUSD>
        <pctVal>0.0008935271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 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>8191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>422327.96</valUSD>
        <pctVal>0.0043172272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>15915</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337398</valUSD>
        <pctVal>0.0034490348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74357.5</valUSD>
        <pctVal>0.0007601160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>56454</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63228.48</valUSD>
        <pctVal>0.0006463501</pctVal>
        <payoffProfile>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="63713.460000000000"/>
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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 "/>
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        <balance>6441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>192006.21</valUSD>
        <pctVal>0.0019627742</pctVal>
        <payoffProfile>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="193384.080000000000"/>
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      </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 "/>
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        <balance>8045</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>224616.4</valUSD>
        <pctVal>0.0022961303</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>UPM-Kymmene Corporation</name>
        <lei>N/A</lei>
        <title>UPM-KYMMENE OYJ COMMON STOCK</title>
        <cusip>505125906</cusip>
        <identifiers>
          <isin value="FI0009005987"/>
          <ticker value="UPM "/>
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        <balance>111045</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3852649.57</valUSD>
        <pctVal>0.0393835244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Laboratory Corporation of America Holdings</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>LABORATORY CORP OF AMERICA HOL COMMON STOCK USD.1</title>
        <cusip>50540R409</cusip>
        <identifiers>
          <isin value="US50540R4092"/>
          <ticker value="LH "/>
        </identifiers>
        <balance>19550</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3307273.5</valUSD>
        <pctVal>0.0338084438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Collectors Universe Inc.</name>
        <lei>N/A</lei>
        <title>COLLECTORS UNIVERSE INC COMMON STOCK USD.001</title>
        <cusip>19421R200</cusip>
        <identifiers>
          <isin value="US19421R2004"/>
          <ticker value="CLCT "/>
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        <balance>1442</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33238.1</valUSD>
        <pctVal>0.0003397749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colony Bankcorp Inc.</name>
        <lei>N/A</lei>
        <title>COLONY BANKCORP INC COMMON STOCK USD1.0</title>
        <cusip>19623P101</cusip>
        <identifiers>
          <isin value="US19623P1012"/>
          <ticker value="CBAN "/>
        </identifiers>
        <balance>1709</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28198.5</valUSD>
        <pctVal>0.0002882578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4030</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111107.1</valUSD>
        <pctVal>0.0011357870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5804</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103833.56</valUSD>
        <pctVal>0.0010614336</pctVal>
        <payoffProfile>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="64077.000000000000"/>
        </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>2838</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100805.76</valUSD>
        <pctVal>0.0010304820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2743</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85087.86</valUSD>
        <pctVal>0.0008698065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65846.82</valUSD>
        <pctVal>0.0006731159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1204</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60621.4</valUSD>
        <pctVal>0.0006196993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428168.47</valUSD>
        <pctVal>0.0043769315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>16350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337300.5</valUSD>
        <pctVal>0.0034480381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>3600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32580</valUSD>
        <pctVal>0.0003330475</pctVal>
        <payoffProfile>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="3395.920000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31245.76</valUSD>
        <pctVal>0.0003194083</pctVal>
        <payoffProfile>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="5712.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113915.51</valUSD>
        <pctVal>0.0011644958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104335.8</valUSD>
        <pctVal>0.0010665677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34116.7</valUSD>
        <pctVal>0.0003487563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>10528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42112</valUSD>
        <pctVal>0.0004304879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>446434.2</valUSD>
        <pctVal>0.0045636521</pctVal>
        <payoffProfile>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="3573.000000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>349643.88</valUSD>
        <pctVal>0.0035742177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9834</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47301.54</valUSD>
        <pctVal>0.0004835377</pctVal>
        <payoffProfile>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="46169.680000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47989</valUSD>
        <pctVal>0.0004905652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Henkel AG and Co. KGaA</name>
        <lei>549300VZCL1HTH4O4Y49</lei>
        <title>HENKEL AG and CO KGAA PREFERENCE</title>
        <cusip>507670909</cusip>
        <identifiers>
          <isin value="DE0006048432"/>
          <ticker value="HEN3 "/>
        </identifiers>
        <balance>37032</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3825422.54</valUSD>
        <pctVal>0.0391051974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fresenius Medical Care AG and Co. KGaA</name>
        <lei>549300CP8NY40UP89Q40</lei>
        <title>FRESENIUS MEDICAL CARE AG and CO COMMON STOCK</title>
        <cusip>512907908</cusip>
        <identifiers>
          <isin value="DE0005785802"/>
          <ticker value="FME "/>
        </identifiers>
        <balance>44327</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3263700.58</valUSD>
        <pctVal>0.0333630217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>11303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41368.98</valUSD>
        <pctVal>0.0004228924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37028.97</valUSD>
        <pctVal>0.0003785269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229027.5</valUSD>
        <pctVal>0.0023412226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>4992</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226287.36</valUSD>
        <pctVal>0.0023132116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Las Vegas Sands Corp.</name>
        <lei>N/A</lei>
        <title>LAS VEGAS SANDS CORP COMMON STOCK USD.001</title>
        <cusip>517834107</cusip>
        <identifiers>
          <isin value="US5178341070"/>
          <ticker value="LVS "/>
        </identifiers>
        <balance>68038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4697343.52</valUSD>
        <pctVal>0.0480183675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sampo plc</name>
        <lei>N/A</lei>
        <title>SAMPO OYJ COMMON STOCK</title>
        <cusip>522603901</cusip>
        <identifiers>
          <isin value="FI0009003305"/>
          <ticker value="SAMPO "/>
        </identifiers>
        <balance>92191</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4025345.65</valUSD>
        <pctVal>0.0411489017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
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        <balance>1582</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77502.18</valUSD>
        <pctVal>0.0007922623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
        </identifiers>
        <balance>6175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69314.38</valUSD>
        <pctVal>0.0007085629</pctVal>
        <payoffProfile>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="70421.760000000000"/>
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      </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>10444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57859.76</valUSD>
        <pctVal>0.0005914686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 "/>
        </identifiers>
        <balance>4354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49983.92</valUSD>
        <pctVal>0.0005109582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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 "/>
        </identifiers>
        <balance>2566</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90451.5</valUSD>
        <pctVal>0.0009246361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78479.4</valUSD>
        <pctVal>0.0008022519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38303.2</valUSD>
        <pctVal>0.0003915526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2076</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35188.2</valUSD>
        <pctVal>0.0003597097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34255.98</valUSD>
        <pctVal>0.0003501801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>957</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38375.7</valUSD>
        <pctVal>0.0003922937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daiichi Sankyo Company Limited</name>
        <lei>N/A</lei>
        <title>DAIICHI SANKYO CO LTD COMMON STOCK</title>
        <cusip>B0J7D9901</cusip>
        <identifiers>
          <isin value="JP3475350009"/>
          <ticker value="4568 "/>
        </identifiers>
        <balance>118086</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>7798901.22</valUSD>
        <pctVal>0.0797238915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>London Stock Exchange Group Plc</name>
        <lei>N/A</lei>
        <title>LONDON STOCK EXCHANGE GROUP PL COMMON STOCK GBP.06918605</title>
        <cusip>B0SWJX907</cusip>
        <identifiers>
          <isin value="GB00B0SWJX34"/>
          <ticker value="LSE "/>
        </identifiers>
        <balance>65503</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>6731872.53</valUSD>
        <pctVal>0.0688162422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cortexyme Inc.</name>
        <lei>N/A</lei>
        <title>CORTEXYME INC COMMON STOCK USD.001</title>
        <cusip>22053A107</cusip>
        <identifiers>
          <isin value="US22053A1079"/>
          <ticker value="CRTX "/>
        </identifiers>
        <balance>557</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31269.98</valUSD>
        <pctVal>0.0003196559</pctVal>
        <payoffProfile>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="33065.510000000000"/>
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      </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 "/>
        </identifiers>
        <balance>2399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31007.08</valUSD>
        <pctVal>0.0003169684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>15475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94088</valUSD>
        <pctVal>0.0009618100</pctVal>
        <payoffProfile>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="90234.600000000000"/>
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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 "/>
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        <balance>1943</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82383.2</valUSD>
        <pctVal>0.0008421583</pctVal>
        <payoffProfile>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="81015.990000000000"/>
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      </invstOrSec>
      <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>6150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>415063.5</valUSD>
        <pctVal>0.0042429666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Chesapeake Energy Corporation</name>
        <lei>X2MT1W32SPAZ9WSKLE78</lei>
        <title>CHESAPEAKE ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>165167107</cusip>
        <identifiers>
          <isin value="US1651671075"/>
          <ticker value="CHK "/>
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        <balance>449517</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371121.24</valUSD>
        <pctVal>0.0037937690</pctVal>
        <payoffProfile>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="363603.180000000000"/>
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      </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>21748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94386.32</valUSD>
        <pctVal>0.0009648596</pctVal>
        <payoffProfile>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="92471.350000000000"/>
        </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 "/>
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        <balance>6186</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95449.98</valUSD>
        <pctVal>0.0009757328</pctVal>
        <payoffProfile>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="73680.160000000000"/>
        </securityLending>
      </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>1227</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110994.42</valUSD>
        <pctVal>0.0011346351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113715.02</valUSD>
        <pctVal>0.0011624463</pctVal>
        <payoffProfile>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="113754.270000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Experian plc</name>
        <lei>N/A</lei>
        <title>EXPERIAN PLC COMMON STOCK USD.1</title>
        <cusip>B19NLV907</cusip>
        <identifiers>
          <isin value="GB00B19NLV48"/>
          <ticker value="EXPN "/>
        </identifiers>
        <balance>189688</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>6430319.06</valUSD>
        <pctVal>0.0657336264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DSV Panalpina A/S</name>
        <lei>N/A</lei>
        <title>DSV PANALPINA A/S COMMON STOCK DKK1.0</title>
        <cusip>B1WT5G909</cusip>
        <identifiers>
          <isin value="DK0060079531"/>
          <ticker value="DSV "/>
        </identifiers>
        <balance>45216</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>5212323.71</valUSD>
        <pctVal>0.0532827277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
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        <balance>45858</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>385207.2</valUSD>
        <pctVal>0.0039377620</pctVal>
        <payoffProfile>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="373179.780000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>40332</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469061.16</valUSD>
        <pctVal>0.0047949551</pctVal>
        <payoffProfile>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="469952.560000000000"/>
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      </invstOrSec>
      <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>12359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206642.48</valUSD>
        <pctVal>0.0021123928</pctVal>
        <payoffProfile>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="203957.450000000000"/>
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      <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>8663</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183049.19</valUSD>
        <pctVal>0.0018712115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>11123</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104889.89</valUSD>
        <pctVal>0.0010722318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>12119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123856.18</valUSD>
        <pctVal>0.0012661138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>7121</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>468633.01</valUSD>
        <pctVal>0.0047905783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>10571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442819.19</valUSD>
        <pctVal>0.0045266978</pctVal>
        <payoffProfile>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="37134.000000000000"/>
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      </invstOrSec>
      <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>27580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83843.2</valUSD>
        <pctVal>0.0008570831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>1721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78839.01</valUSD>
        <pctVal>0.0008059280</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>Anglo American plc</name>
        <lei>549300S9XF92D1X8ME43</lei>
        <title>ANGLO AMERICAN PLC COMMON STOCK USD.54945</title>
        <cusip>B1XZS8907</cusip>
        <identifiers>
          <isin value="GB00B1XZS820"/>
          <ticker value="AAL "/>
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        <balance>215760</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>6198334.71</valUSD>
        <pctVal>0.0633621776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Danone</name>
        <lei>N/A</lei>
        <title>DANONE SA COMMON STOCK EUR.25</title>
        <cusip>B1Y9TB906</cusip>
        <identifiers>
          <isin value="FR0000120644"/>
          <ticker value="BN "/>
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        <balance>128485</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>10670152.74</valUSD>
        <pctVal>0.1090751217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>15289</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77821.01</valUSD>
        <pctVal>0.0007955215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>3064</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64864.88</valUSD>
        <pctVal>0.0006630781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2816</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34270.72</valUSD>
        <pctVal>0.0003503308</pctVal>
        <payoffProfile>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="32103.000000000000"/>
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      </invstOrSec>
      <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>2988</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33854.04</valUSD>
        <pctVal>0.0003460713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>5333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339018.81</valUSD>
        <pctVal>0.0034656034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>12796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>429049.88</valUSD>
        <pctVal>0.0043859417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>15932</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229739.44</valUSD>
        <pctVal>0.0023485003</pctVal>
        <payoffProfile>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="230428.920000000000"/>
        </securityLending>
      </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>14917</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213760.61</valUSD>
        <pctVal>0.0021851575</pctVal>
        <payoffProfile>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="209668.550000000000"/>
        </securityLending>
      </invstOrSec>
      <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>2196</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78572.88</valUSD>
        <pctVal>0.0008032075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93671.83</valUSD>
        <pctVal>0.0009575558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>2862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48882.96</valUSD>
        <pctVal>0.0004997037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>1082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56015.14</valUSD>
        <pctVal>0.0005726121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>4876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131847.04</valUSD>
        <pctVal>0.0013478000</pctVal>
        <payoffProfile>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="128880.900000000000"/>
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      </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 "/>
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        <balance>2631</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121183.86</valUSD>
        <pctVal>0.0012387962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>1967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32455.5</valUSD>
        <pctVal>0.0003317748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Crawford and Company</name>
        <lei>7TZZFJ2GPOGLWIKIXY82</lei>
        <title>CRAWFORD and CO COMMON STOCK USD1.0</title>
        <cusip>224633206</cusip>
        <identifiers>
          <isin value="US2246332066"/>
          <ticker value="CRD/A "/>
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        <balance>2932</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33630.04</valUSD>
        <pctVal>0.0003437815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184379.58</valUSD>
        <pctVal>0.0018848114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>208646.23</valUSD>
        <pctVal>0.0021328760</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="116172.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83506.94</valUSD>
        <pctVal>0.0008536457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90573.75</valUSD>
        <pctVal>0.0009258858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lennar Corporation</name>
        <lei>N/A</lei>
        <title>LENNAR CORP COMMON STOCK USD.1</title>
        <cusip>526057104</cusip>
        <identifiers>
          <isin value="US5260571048"/>
          <ticker value="LEN "/>
        </identifiers>
        <balance>56350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3143766.5</valUSD>
        <pctVal>0.0321370014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lennox International Inc.</name>
        <lei>S7DWAC87RDMPBF77GJ92</lei>
        <title>LENNOX INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>526107107</cusip>
        <identifiers>
          <isin value="US5261071071"/>
          <ticker value="LII "/>
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        <balance>13443</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3279688.71</valUSD>
        <pctVal>0.0335264596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>34260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>379600.8</valUSD>
        <pctVal>0.0038804509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>5520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>405609.6</valUSD>
        <pctVal>0.0041463246</pctVal>
        <payoffProfile>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="399309.120000000000"/>
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      </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 "/>
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        <balance>2161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29432.82</valUSD>
        <pctVal>0.0003008756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>12121</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23757.16</valUSD>
        <pctVal>0.0002428564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Macquarie Group Limited</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD COMMON STOCK</title>
        <cusip>B28YTC906</cusip>
        <identifiers>
          <isin value="AU000000MQG1"/>
          <ticker value="MQG "/>
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        <balance>67313</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>6518879.37</valUSD>
        <pctVal>0.0666389299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RELX PLC</name>
        <lei>549300WSX3VBUFFJOO66</lei>
        <title>RELX PLC COMMON STOCK GBP.144397</title>
        <cusip>B2B0DG904</cusip>
        <identifiers>
          <isin value="GB00B2B0DG97"/>
          <ticker value="REL "/>
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        <balance>404667</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>10215141.67</valUSD>
        <pctVal>0.1044237929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SFL Corporation Ltd.</name>
        <lei>549300RLYYPSB0C7RH77</lei>
        <title>SFL CORP LTD COMMON STOCK USD.01</title>
        <cusip>G7738W106</cusip>
        <identifiers>
          <isin value="BMG7738W1064"/>
          <ticker value="SFL "/>
        </identifiers>
        <balance>13555</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197089.7</valUSD>
        <pctVal>0.0020147400</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="195649.020000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8851</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>192420.74</valUSD>
        <pctVal>0.0019670117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7002</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>394702.74</valUSD>
        <pctVal>0.0040348297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>347403.36</valUSD>
        <pctVal>0.0035513141</pctVal>
        <payoffProfile>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="341149.620000000000"/>
        </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>16190</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128224.8</valUSD>
        <pctVal>0.0013107718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110869.02</valUSD>
        <pctVal>0.0011333532</pctVal>
        <payoffProfile>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="113163.930000000000"/>
        </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 "/>
        </identifiers>
        <balance>5267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35710.26</valUSD>
        <pctVal>0.0003650464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2231</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37101.53</valUSD>
        <pctVal>0.0003792686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5913</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22765.05</valUSD>
        <pctVal>0.0002327146</pctVal>
        <payoffProfile>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="19150.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28272.93</valUSD>
        <pctVal>0.0002890187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Property Trust</name>
        <lei>N/A</lei>
        <title>LIBERTY PROPERTY TRUST REIT USD.001</title>
        <cusip>531172104</cusip>
        <identifiers>
          <isin value="US5311721048"/>
          <ticker value="LPT "/>
        </identifiers>
        <balance>60487</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3632244.35</valUSD>
        <pctVal>0.0371304426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dassault Systemes</name>
        <lei>N/A</lei>
        <title>DASSAULT SYSTEMES SE COMMON STOCK EUR.5</title>
        <cusip>533004909</cusip>
        <identifiers>
          <isin value="FR0000130650"/>
          <ticker value="DSY "/>
        </identifiers>
        <balance>27336</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4508397.95</valUSD>
        <pctVal>0.0460868806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4840</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59193.2</valUSD>
        <pctVal>0.0006050996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2287</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75516.74</valUSD>
        <pctVal>0.0007719662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8754</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27662.64</valUSD>
        <pctVal>0.0002827800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22176.18</valUSD>
        <pctVal>0.0002266949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7607</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196945.23</valUSD>
        <pctVal>0.0020132631</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>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>16282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>231530.04</valUSD>
        <pctVal>0.0023668047</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="223248.150000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84652.76</valUSD>
        <pctVal>0.0008653588</pctVal>
        <payoffProfile>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="80974.800000000000"/>
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      </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>4383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90728.1</valUSD>
        <pctVal>0.0009274636</pctVal>
        <payoffProfile>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="41582.340000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48761.04</valUSD>
        <pctVal>0.0004984574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1098</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50123.7</valUSD>
        <pctVal>0.0005123871</pctVal>
        <payoffProfile>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="49172.640000000000"/>
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      </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>42620</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3379766</valUSD>
        <pctVal>0.0345494949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MandT Bank Corporation</name>
        <lei>N/A</lei>
        <title>MandT BANK CORP COMMON STOCK USD.5</title>
        <cusip>55261F104</cusip>
        <identifiers>
          <isin value="US55261F1049"/>
          <ticker value="MTB "/>
        </identifiers>
        <balance>26568</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4509918</valUSD>
        <pctVal>0.0461024192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43140.18</valUSD>
        <pctVal>0.0004409984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3516</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38851.8</valUSD>
        <pctVal>0.0003971607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4368</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119464.8</valUSD>
        <pctVal>0.0012212232</pctVal>
        <payoffProfile>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="1472.580000000000"/>
        </securityLending>
      </invstOrSec>
      <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>24314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102605.08</valUSD>
        <pctVal>0.0010488755</pctVal>
        <payoffProfile>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="99206.120000000000"/>
        </securityLending>
      </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>3805</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365584.4</valUSD>
        <pctVal>0.0037371689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>6862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>465861.18</valUSD>
        <pctVal>0.0047622434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
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        <balance>10296</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198712.8</valUSD>
        <pctVal>0.0020313320</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>Amadeus IT Holding S.A.</name>
        <lei>N/A</lei>
        <title>AMADEUS IT GROUP SA COMMON STOCK EUR.01</title>
        <cusip>B3MSM2900</cusip>
        <identifiers>
          <isin value="ES0109067019"/>
          <ticker value="AMS "/>
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        <balance>89713</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>7347201.61</valUSD>
        <pctVal>0.0751064140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Glencore plc</name>
        <lei>N/A</lei>
        <title>GLENCORE PLC COMMON STOCK USD.01</title>
        <cusip>B4T3BW902</cusip>
        <identifiers>
          <isin value="JE00B4T3BW64"/>
          <ticker value="GLEN "/>
        </identifiers>
        <balance>2256094</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>7024837.99</valUSD>
        <pctVal>0.0718110675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42259.65</valUSD>
        <pctVal>0.0004319972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Capital Inc.</name>
        <lei>N/A</lei>
        <title>FIRST CAPITAL INC COMMON STOCK USD.01</title>
        <cusip>31942S104</cusip>
        <identifiers>
          <isin value="US31942S1042"/>
          <ticker value="FCAP "/>
        </identifiers>
        <balance>575</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41975</valUSD>
        <pctVal>0.0004290874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102205.36</valUSD>
        <pctVal>0.0010447894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6695</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128008.4</valUSD>
        <pctVal>0.0013085597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>825</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22308</valUSD>
        <pctVal>0.0002280425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Earthstone Energy Inc.</name>
        <lei>N/A</lei>
        <title>EARTHSTONE ENERGY INC COMMON STOCK USD.001</title>
        <cusip>27032D304</cusip>
        <identifiers>
          <isin value="US27032D3044"/>
          <ticker value="ESTE "/>
        </identifiers>
        <balance>4066</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25737.78</valUSD>
        <pctVal>0.0002631032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Collegium Pharmaceutical Inc.</name>
        <lei>54930049FXZMTLW8D496</lei>
        <title>COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD.001</title>
        <cusip>19459J104</cusip>
        <identifiers>
          <isin value="US19459J1043"/>
          <ticker value="COLL "/>
        </identifiers>
        <balance>5494</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113066.52</valUSD>
        <pctVal>0.0011558170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Community Trust Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>COMMUNITY TRUST BANCORP INC COMMON STOCK USD5.0</title>
        <cusip>204149108</cusip>
        <identifiers>
          <isin value="US2041491083"/>
          <ticker value="CTBI "/>
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        <balance>2605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121497.2</valUSD>
        <pctVal>0.0012419993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Vonovia SE</name>
        <lei>N/A</lei>
        <title>VONOVIA SE COMMON STOCK</title>
        <cusip>BBJPFY900</cusip>
        <identifiers>
          <isin value="DE000A1ML7J1"/>
          <ticker value="VNA "/>
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        <balance>107188</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>5756999.21</valUSD>
        <pctVal>0.0588506467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Ahold Delhaize N.V.</name>
        <lei>N/A</lei>
        <title>KONINKLIJKE AHOLD DELHAIZE NV COMMON STOCK EUR.01</title>
        <cusip>BD0Q39902</cusip>
        <identifiers>
          <isin value="NL0011794037"/>
          <ticker value="AD "/>
        </identifiers>
        <balance>246418</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>6178289.87</valUSD>
        <pctVal>0.0631572702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>7791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>420324.45</valUSD>
        <pctVal>0.0042967464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>15636</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>408568.68</valUSD>
        <pctVal>0.0041765736</pctVal>
        <payoffProfile>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="414140.640000000000"/>
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      <invstOrSec>
        <name>The Eastern Company</name>
        <lei>5493005F8SU7UCM5D285</lei>
        <title>EASTERN CO/THE COMMON STOCK</title>
        <cusip>276317104</cusip>
        <identifiers>
          <isin value="US2763171046"/>
          <ticker value="EML "/>
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        <balance>1056</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32239.68</valUSD>
        <pctVal>0.0003295686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>3791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30024.72</valUSD>
        <pctVal>0.0003069263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Compass Group PLC</name>
        <lei>N/A</lei>
        <title>COMPASS GROUP PLC COMMON STOCK GBP.1105</title>
        <cusip>BD6K45906</cusip>
        <identifiers>
          <isin value="GB00BD6K4575"/>
          <ticker value="CPG "/>
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        <balance>330161</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>8274419.94</valUSD>
        <pctVal>0.0845848587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atlas Copco AB</name>
        <lei>N/A</lei>
        <title>ATLAS COPCO AB COMMON STOCK SEK.639</title>
        <cusip>BD97BN905</cusip>
        <identifiers>
          <isin value="SE0011166610"/>
          <ticker value="ATCOA "/>
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        <balance>139871</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>5583044.67</valUSD>
        <pctVal>0.0570724048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1610</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75348</valUSD>
        <pctVal>0.0007702413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77862</valUSD>
        <pctVal>0.0007959405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1535</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33969.55</valUSD>
        <pctVal>0.0003472521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1806</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42820.26</valUSD>
        <pctVal>0.0004377280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50455.09</valUSD>
        <pctVal>0.0005157747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1422</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49343.4</valUSD>
        <pctVal>0.0005044105</pctVal>
        <payoffProfile>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="48034.980000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGM Resorts International</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM RESORTS INTERNATIONAL COMMON STOCK USD.01</title>
        <cusip>552953101</cusip>
        <identifiers>
          <isin value="US5529531015"/>
          <ticker value="MGM "/>
        </identifiers>
        <balance>103684</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3449566.68</valUSD>
        <pctVal>0.0352630290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSCI Inc.</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COMMON STOCK USD.01</title>
        <cusip>55354G100</cusip>
        <identifiers>
          <isin value="US55354G1004"/>
          <ticker value="MSCI "/>
        </identifiers>
        <balance>17055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4403259.9</valUSD>
        <pctVal>0.0450121119</pctVal>
        <payoffProfile>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="25999.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Grid plc</name>
        <lei>8R95QZMKZLJX5Q2XR704</lei>
        <title>NATIONAL GRID PLC COMMON STOCK GBP.1243129</title>
        <cusip>BDR05C901</cusip>
        <identifiers>
          <isin value="GB00BDR05C01"/>
          <ticker value="NG/ "/>
        </identifiers>
        <balance>724230</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>9050820.63</valUSD>
        <pctVal>0.0925215773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP Group PLC</name>
        <lei>549300C116EOWV835768</lei>
        <title>BHP GROUP PLC COMMON STOCK USD.5</title>
        <cusip>BH0P3Z907</cusip>
        <identifiers>
          <isin value="GB00BH0P3Z91"/>
          <ticker value="BHP "/>
        </identifiers>
        <balance>439530</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>10299906.35</valUSD>
        <pctVal>0.1052902958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>30033</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64270.62</valUSD>
        <pctVal>0.0006570033</pctVal>
        <payoffProfile>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="61842.560000000000"/>
        </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>3498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63453.72</valUSD>
        <pctVal>0.0006486526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3287</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48811.95</valUSD>
        <pctVal>0.0004989778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54862.2</valUSD>
        <pctVal>0.0005608262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akzo Nobel N.V.</name>
        <lei>N/A</lei>
        <title>AKZO NOBEL NV COMMON STOCK EUR.5</title>
        <cusip>BJ2KSG907</cusip>
        <identifiers>
          <isin value="NL0013267909"/>
          <ticker value="AKZA "/>
        </identifiers>
        <balance>47434</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4844146.44</valUSD>
        <pctVal>0.0495190533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prosus N.V.</name>
        <lei>N/A</lei>
        <title>PROSUS NV COMMON STOCK EUR.05</title>
        <cusip>BJDS7L900</cusip>
        <identifiers>
          <isin value="NL0013654783"/>
          <ticker value="PRX "/>
        </identifiers>
        <balance>101436</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>7591627.22</valUSD>
        <pctVal>0.0776050430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Northwest Bancorp</name>
        <lei>549300YDR3VSTKB9DQ65</lei>
        <title>FIRST NORTHWEST BANCORP COMMON STOCK</title>
        <cusip>335834107</cusip>
        <identifiers>
          <isin value="US3358341077"/>
          <ticker value="FNWB "/>
        </identifiers>
        <balance>1950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35353.5</valUSD>
        <pctVal>0.0003613994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40532.4</valUSD>
        <pctVal>0.0004143405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Repsol S.A.</name>
        <lei>BSYCX13Y0NOTV14V9N85</lei>
        <title>REPSOL SA COMMON STOCK EUR1.</title>
        <cusip>566935904</cusip>
        <identifiers>
          <isin value="ES0173516115"/>
          <ticker value="REP "/>
        </identifiers>
        <balance>299333</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4702568.15</valUSD>
        <pctVal>0.0480717761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wolters Kluwer N.V.</name>
        <lei>N/A</lei>
        <title>WOLTERS KLUWER NV COMMON STOCK EUR.12</title>
        <cusip>567151907</cusip>
        <identifiers>
          <isin value="NL0000395903"/>
          <ticker value="WKL "/>
        </identifiers>
        <balance>58321</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4258336.43</valUSD>
        <pctVal>0.0435306387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1409</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55218.71</valUSD>
        <pctVal>0.0005644706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53846.24</valUSD>
        <pctVal>0.0005504406</pctVal>
        <payoffProfile>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="52926.480000000000"/>
        </securityLending>
      </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>2619</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123381.09</valUSD>
        <pctVal>0.0012612572</pctVal>
        <payoffProfile>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="118497.600000000000"/>
        </securityLending>
      </invstOrSec>
      <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>4767</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113502.27</valUSD>
        <pctVal>0.0011602715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>3748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84892.2</valUSD>
        <pctVal>0.0008678064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6660</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97702.2</valUSD>
        <pctVal>0.0009987560</pctVal>
        <payoffProfile>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="65395.760000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>H and M Hennes and Mauritz AB</name>
        <lei>N/A</lei>
        <title>HENNES and MAURITZ AB COMMON STOCK</title>
        <cusip>568743900</cusip>
        <identifiers>
          <isin value="SE0000106270"/>
          <ticker value="HMB "/>
        </identifiers>
        <balance>167140</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>3409244.63</valUSD>
        <pctVal>0.0348508388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="501052.840000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Martin Marietta Materials Inc.</name>
        <lei>N/A</lei>
        <title>MARTIN MARIETTA MATERIALS INC COMMON STOCK USD.01</title>
        <cusip>573284106</cusip>
        <identifiers>
          <isin value="US5732841060"/>
          <ticker value="MLM "/>
        </identifiers>
        <balance>12584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3518989.76</valUSD>
        <pctVal>0.0359727031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>9726</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103192.86</valUSD>
        <pctVal>0.0010548840</pctVal>
        <payoffProfile>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="99061.830000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2415</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108530.1</valUSD>
        <pctVal>0.0011094437</pctVal>
        <payoffProfile>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="107024.200000000000"/>
        </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>8483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69221.28</valUSD>
        <pctVal>0.0007076112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1818</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73265.4</valUSD>
        <pctVal>0.0007489520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45456.6</valUSD>
        <pctVal>0.0004646779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>17581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58017.3</valUSD>
        <pctVal>0.0005930791</pctVal>
        <payoffProfile>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="58116.000000000000"/>
        </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>2950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65195</valUSD>
        <pctVal>0.0006664527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1602</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59722.56</valUSD>
        <pctVal>0.0006105110</pctVal>
        <payoffProfile>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="58423.100000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Recruit Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>RECRUIT HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>BQRRZ0906</cusip>
        <identifiers>
          <isin value="JP3970300004"/>
          <ticker value="6098 "/>
        </identifiers>
        <balance>282300</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>10573638.79</valUSD>
        <pctVal>0.1080885125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CK Hutchison Holdings Limited</name>
        <lei>N/A</lei>
        <title>CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0</title>
        <cusip>BW9P81905</cusip>
        <identifiers>
          <isin value="KYG217651051"/>
          <ticker value="1 "/>
        </identifiers>
        <balance>563238</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>5370746.29</valUSD>
        <pctVal>0.0549021949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>8173</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45033.23</valUSD>
        <pctVal>0.0004603500</pctVal>
        <payoffProfile>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="38529.750000000000"/>
        </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>7852</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57555.16</valUSD>
        <pctVal>0.0005883548</pctVal>
        <payoffProfile>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="55266.030000000000"/>
        </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>4454</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32781.44</valUSD>
        <pctVal>0.0003351067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>17051</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32567.41</valUSD>
        <pctVal>0.0003329188</pctVal>
        <payoffProfile>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="31396.800000000000"/>
        </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>2788</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110990.28</valUSD>
        <pctVal>0.0011345928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>80009</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112812.69</valUSD>
        <pctVal>0.0011532223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Forterra Inc.</name>
        <lei>549300M8CB93DI1JD480</lei>
        <title>FORTERRA INC COMMON STOCK USD.001</title>
        <cusip>34960W106</cusip>
        <identifiers>
          <isin value="US34960W1062"/>
          <ticker value="FRTA "/>
        </identifiers>
        <balance>3323</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38413.88</valUSD>
        <pctVal>0.0003926840</pctVal>
        <payoffProfile>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="11224.760000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1887</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36570.06</valUSD>
        <pctVal>0.0003738357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100131.06</valUSD>
        <pctVal>0.0010235849</pctVal>
        <payoffProfile>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="98195.160000000000"/>
        </securityLending>
      </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>3976</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81189.92</valUSD>
        <pctVal>0.0008299600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126934.68</valUSD>
        <pctVal>0.0012975836</pctVal>
        <payoffProfile>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="1818.750000000000"/>
        </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>5568</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116315.52</valUSD>
        <pctVal>0.0011890298</pctVal>
        <payoffProfile>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="41230.250000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UniCredit SpA</name>
        <lei>549300TRUWO2CD2G5692</lei>
        <title>UNICREDIT SPA COMMON STOCK NPV</title>
        <cusip>BYMXPS901</cusip>
        <identifiers>
          <isin value="IT0005239360"/>
          <ticker value="UCG "/>
        </identifiers>
        <balance>417853</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>6107741.38</valUSD>
        <pctVal>0.0624360916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordea Bank Abp</name>
        <lei>N/A</lei>
        <title>NORDEA BANK ABP COMMON STOCK EUR1.0</title>
        <cusip>BYZF9J904</cusip>
        <identifiers>
          <isin value="FI4000297767"/>
          <ticker value="NDA "/>
        </identifiers>
        <balance>673556</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>5449190.25</valUSD>
        <pctVal>0.0557040845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Bank AG</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG COMMON STOCK</title>
        <cusip>575035902</cusip>
        <identifiers>
          <isin value="DE0005140008"/>
          <ticker value="DBK "/>
        </identifiers>
        <balance>408479</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3165106.52</valUSD>
        <pctVal>0.0323551487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="2317061.700000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Maxim Integrated Products Inc.</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MAXIM INTEGRATED PRODUCTS INC COMMON STOCK USD.001</title>
        <cusip>57772K101</cusip>
        <identifiers>
          <isin value="US57772K1016"/>
          <ticker value="MXIM "/>
        </identifiers>
        <balance>54483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3351249.33</valUSD>
        <pctVal>0.0342579846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30491.56</valUSD>
        <pctVal>0.0003116985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8506</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22370.78</valUSD>
        <pctVal>0.0002286842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>22203</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100579.59</valUSD>
        <pctVal>0.0010281700</pctVal>
        <payoffProfile>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="105064.400000000000"/>
        </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>1769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97967.22</valUSD>
        <pctVal>0.0010014652</pctVal>
        <payoffProfile>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="105322.650000000000"/>
        </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>1154</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46090.76</valUSD>
        <pctVal>0.0004711606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>5897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53190.94</valUSD>
        <pctVal>0.0005437418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31961.21</valUSD>
        <pctVal>0.0003267219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>14816</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31409.92</valUSD>
        <pctVal>0.0003210864</pctVal>
        <payoffProfile>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="29126.380000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2364</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41299.08</valUSD>
        <pctVal>0.0004221779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>14450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39015</valUSD>
        <pctVal>0.0003988290</pctVal>
        <payoffProfile>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="38051.300000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV COMMON STOCK EUR.01</title>
        <cusip>BZ5739900</cusip>
        <identifiers>
          <isin value="NL0011821202"/>
          <ticker value="INGA "/>
        </identifiers>
        <balance>810500</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>9744159.12</valUSD>
        <pctVal>0.0996091965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aon PLC</name>
        <lei>VVT2B79I2Z4U3R6BY589</lei>
        <title>AON PLC COMMON STOCK USD.01</title>
        <cusip>G0408V102</cusip>
        <identifiers>
          <isin value="GB00B5BT0K07"/>
          <ticker value="AON "/>
        </identifiers>
        <balance>47140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9818790.6</valUSD>
        <pctVal>0.1003721133</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>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>2840</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61060</valUSD>
        <pctVal>0.0006241829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73702.72</valUSD>
        <pctVal>0.0007534225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McCormick and Company Incorporated</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>MCCORMICK and CO INC/MD COMMON STOCK</title>
        <cusip>579780206</cusip>
        <identifiers>
          <isin value="US5797802064"/>
          <ticker value="MKC "/>
        </identifiers>
        <balance>24879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4222712.67</valUSD>
        <pctVal>0.0431664766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medical Properties Trust Inc.</name>
        <lei>N/A</lei>
        <title>MEDICAL PROPERTIES TRUST INC REIT USD.001</title>
        <cusip>58463J304</cusip>
        <identifiers>
          <isin value="US58463J3041"/>
          <ticker value="MPW "/>
        </identifiers>
        <balance>198377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4187738.47</valUSD>
        <pctVal>0.0428089545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107663.64</valUSD>
        <pctVal>0.0011005864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6335</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127776.95</valUSD>
        <pctVal>0.0013061937</pctVal>
        <payoffProfile>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="124365.600000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eaton Corporation Public Limited Company</name>
        <lei>549300VDIGTMXUNT7H71</lei>
        <title>EATON CORP PLC COMMON STOCK USD.01</title>
        <cusip>G29183103</cusip>
        <identifiers>
          <isin value="IE00B8KQN827"/>
          <ticker value="ETN "/>
        </identifiers>
        <balance>83232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7883735.04</valUSD>
        <pctVal>0.0805911011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHS Markit Ltd.</name>
        <lei>549300HLPTRASHS0E726</lei>
        <title>IHS MARKIT LTD COMMON STOCK USD.01</title>
        <cusip>G47567105</cusip>
        <identifiers>
          <isin value="BMG475671050"/>
          <ticker value="INFO "/>
        </identifiers>
        <balance>80733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6083231.55</valUSD>
        <pctVal>0.0621855411</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>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>12902</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116763.1</valUSD>
        <pctVal>0.0011936052</pctVal>
        <payoffProfile>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="8053.500000000000"/>
        </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>1744</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102773.92</valUSD>
        <pctVal>0.0010506014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113662.89</valUSD>
        <pctVal>0.0011619134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1523</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127170.5</valUSD>
        <pctVal>0.0012999943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>USGSE</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 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 "/>
        </identifiers>
        <balance>8627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>391406.99</valUSD>
        <pctVal>0.0040011391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>13319</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327647.4</valUSD>
        <pctVal>0.0033493597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>3349</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105460.01</valUSD>
        <pctVal>0.0010780599</pctVal>
        <payoffProfile>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="102433.500000000000"/>
        </securityLending>
      </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>2254</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103052.88</valUSD>
        <pctVal>0.0010534531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nokia Oyj</name>
        <lei>549300A0JPRWG1KI7U06</lei>
        <title>NOKIA OYJ COMMON STOCK</title>
        <cusip>590294906</cusip>
        <identifiers>
          <isin value="FI0009000681"/>
          <ticker value="NOKIA "/>
        </identifiers>
        <balance>1172413</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4336600.12</valUSD>
        <pctVal>0.0443306855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mettler-Toledo International Inc.</name>
        <lei>5493000BD5GJNUDIUG10</lei>
        <title>METTLER-TOLEDO INTERNATIONAL I COMMON STOCK USD.01</title>
        <cusip>592688105</cusip>
        <identifiers>
          <isin value="US5926881054"/>
          <ticker value="MTD "/>
        </identifiers>
        <balance>4903</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3889451.84</valUSD>
        <pctVal>0.0397597338</pctVal>
        <payoffProfile>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="79283.000000000000"/>
        </securityLending>
      </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>6872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61435.68</valUSD>
        <pctVal>0.0006280233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74438</valUSD>
        <pctVal>0.0007609389</pctVal>
        <payoffProfile>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="75155.640000000000"/>
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      </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>5984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82280</valUSD>
        <pctVal>0.0008411033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>31964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91736.68</valUSD>
        <pctVal>0.0009377738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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-America Apartment Communities Inc.</name>
        <lei>549300FQZKFR5YNSHZ21</lei>
        <title>MID-AMERICA APARTMENT COMMUNIT REIT USD.01</title>
        <cusip>59522J103</cusip>
        <identifiers>
          <isin value="US59522J1034"/>
          <ticker value="MAA "/>
        </identifiers>
        <balance>22965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3028164.9</valUSD>
        <pctVal>0.0309552696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STMicroelectronics N.V.</name>
        <lei>N/A</lei>
        <title>STMICROELECTRONICS NV COMMON STOCK EUR1.04</title>
        <cusip>596233908</cusip>
        <identifiers>
          <isin value="NL0000226223"/>
          <ticker value="STM "/>
        </identifiers>
        <balance>142038</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3832271.44</valUSD>
        <pctVal>0.0391752099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4331</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>400617.5</valUSD>
        <pctVal>0.0040952931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442088.96</valUSD>
        <pctVal>0.0045192331</pctVal>
        <payoffProfile>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="135132.260000000000"/>
        </securityLending>
      </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>21455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72517.9</valUSD>
        <pctVal>0.0007413107</pctVal>
        <payoffProfile>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="71258.880000000000"/>
        </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>19240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70033.6</valUSD>
        <pctVal>0.0007159151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>6683</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116284.2</valUSD>
        <pctVal>0.0011887096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>4069</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102050.52</valUSD>
        <pctVal>0.0010432065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3852</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32549.4</valUSD>
        <pctVal>0.0003327347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30948.3</valUSD>
        <pctVal>0.0003163675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>17376</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47088.96</valUSD>
        <pctVal>0.0004813646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44760</valUSD>
        <pctVal>0.0004575569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4577</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64444.16</valUSD>
        <pctVal>0.0006587773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4254</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66596.37</valUSD>
        <pctVal>0.0006807782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97784</valUSD>
        <pctVal>0.0009995922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>12761</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93793.35</valUSD>
        <pctVal>0.0009587980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vestas Wind Systems A/S</name>
        <lei>549300DYMC8BGZZC8844</lei>
        <title>VESTAS WIND SYSTEMS A/S COMMON STOCK DKK1.</title>
        <cusip>596465906</cusip>
        <identifiers>
          <isin value="DK0010268606"/>
          <ticker value="VWS "/>
        </identifiers>
        <balance>39351</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>3974703.84</valUSD>
        <pctVal>0.0406312183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Teleperformance SE</name>
        <lei>N/A</lei>
        <title>TELEPERFORMANCE COMMON STOCK EUR2.5</title>
        <cusip>599933900</cusip>
        <identifiers>
          <isin value="FR0000051807"/>
          <ticker value="TEP "/>
        </identifiers>
        <balance>12196</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2979699.03</valUSD>
        <pctVal>0.0304598296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32349.2</valUSD>
        <pctVal>0.0003306881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>6661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30573.99</valUSD>
        <pctVal>0.0003125411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>3825</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61123.5</valUSD>
        <pctVal>0.0006248320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>7474</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65845.94</valUSD>
        <pctVal>0.0006731069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>6936</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40853.04</valUSD>
        <pctVal>0.0004176182</pctVal>
        <payoffProfile>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="39136.200000000000"/>
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      <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 "/>
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        <balance>2420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40583.4</valUSD>
        <pctVal>0.0004148618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>1502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29919.84</valUSD>
        <pctVal>0.0003058541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>16602</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27891.36</valUSD>
        <pctVal>0.0002851181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Source Corporation</name>
        <lei>N/A</lei>
        <title>1ST SOURCE CORP COMMON STOCK</title>
        <cusip>336901103</cusip>
        <identifiers>
          <isin value="US3369011032"/>
          <ticker value="SRCE "/>
        </identifiers>
        <balance>2347</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121762.36</valUSD>
        <pctVal>0.0012447099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5798</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120018.6</valUSD>
        <pctVal>0.0012268843</pctVal>
        <payoffProfile>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="119169.540000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72665.7</valUSD>
        <pctVal>0.0007428216</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="73637.700000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73788</valUSD>
        <pctVal>0.0007542943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>19787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80730.96</valUSD>
        <pctVal>0.0008252683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85906.19</valUSD>
        <pctVal>0.0008781719</pctVal>
        <payoffProfile>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="85210.650000000000"/>
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      </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>30193</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41062.48</valUSD>
        <pctVal>0.0004197592</pctVal>
        <payoffProfile>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="10412.100000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39033.92</valUSD>
        <pctVal>0.0003990224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asahi Group Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>ASAHI GROUP HOLDINGS LTD COMMON STOCK</title>
        <cusip>605440007</cusip>
        <identifiers>
          <isin value="JP3116000005"/>
          <ticker value="2502 "/>
        </identifiers>
        <balance>75481</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3443480.01</valUSD>
        <pctVal>0.0352008083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Molina Healthcare Inc.</name>
        <lei>549300NQQCEQ46YHZ591</lei>
        <title>MOLINA HEALTHCARE INC COMMON STOCK USD.001</title>
        <cusip>60855R100</cusip>
        <identifiers>
          <isin value="US60855R1005"/>
          <ticker value="MOH "/>
        </identifiers>
        <balance>24038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3261716.22</valUSD>
        <pctVal>0.0333427367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ingersoll-Rand Public Limited Company</name>
        <lei>N/A</lei>
        <title>INGERSOLL-RAND PLC COMMON STOCK USD1.0</title>
        <cusip>G47791101</cusip>
        <identifiers>
          <isin value="IE00B6330302"/>
          <ticker value="IR "/>
        </identifiers>
        <balance>48239</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6411927.88</valUSD>
        <pctVal>0.0655456234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aptiv PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC COMMON STOCK USD.01</title>
        <cusip>G6095L109</cusip>
        <identifiers>
          <isin value="JE00B783TY65"/>
          <ticker value="APTV "/>
        </identifiers>
        <balance>51398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4881268.06</valUSD>
        <pctVal>0.0498985273</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>Karuna Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>KARUNA THERAPEUTICS INC COMMON STOCK</title>
        <cusip>48576A100</cusip>
        <identifiers>
          <isin value="US48576A1007"/>
          <ticker value="KRTX "/>
        </identifiers>
        <balance>773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58237.82</valUSD>
        <pctVal>0.0005953333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55823.84</valUSD>
        <pctVal>0.0005706565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85238.55</valUSD>
        <pctVal>0.0008713470</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>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>2815</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91740.85</valUSD>
        <pctVal>0.0009378164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>838</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32422.22</valUSD>
        <pctVal>0.0003314346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GAMCO Investors Inc.</name>
        <lei>51A2MDO9SJ2HTOSMLZ76</lei>
        <title>GAMCO INVESTORS INC COMMON STOCK USD.001</title>
        <cusip>361438104</cusip>
        <identifiers>
          <isin value="US3614381040"/>
          <ticker value="GBL "/>
        </identifiers>
        <balance>1238</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24128.62</valUSD>
        <pctVal>0.0002466537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>10324</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>351428.96</valUSD>
        <pctVal>0.0035924656</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>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 "/>
        </identifiers>
        <balance>5711</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>396686.06</valUSD>
        <pctVal>0.0040551041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104179.31</valUSD>
        <pctVal>0.0010649680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106592.92</valUSD>
        <pctVal>0.0010896410</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>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>10154</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>327466.5</valUSD>
        <pctVal>0.0033475105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>36480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>386323.2</valUSD>
        <pctVal>0.0039491703</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>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>4001</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53613.4</valUSD>
        <pctVal>0.0005480604</pctVal>
        <payoffProfile>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="52905.600000000000"/>
        </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>2273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43868.9</valUSD>
        <pctVal>0.0004484477</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>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 "/>
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        <balance>1155</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71944.95</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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      </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>1201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59581.61</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>Landec Corporation</name>
        <lei>549300EHBZ5OM9ND9O43</lei>
        <title>LANDEC CORP COMMON STOCK USD.001</title>
        <cusip>514766104</cusip>
        <identifiers>
          <isin value="US5147661046"/>
          <ticker value="LNDC "/>
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        <balance>4461</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50453.91</valUSD>
        <pctVal>0.0005157627</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>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 "/>
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        <balance>5504</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48545.28</valUSD>
        <pctVal>0.0004962518</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>Willis Towers Watson Public Limited Company</name>
        <lei>549300WHC56FF48KL350</lei>
        <title>WILLIS TOWERS WATSON PLC COMMON STOCK USD.000304635</title>
        <cusip>G96629103</cusip>
        <identifiers>
          <isin value="IE00BDB6Q211"/>
          <ticker value="WLTW "/>
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        <balance>25886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5227418.84</valUSD>
        <pctVal>0.0534370369</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>TE Connectivity Ltd.</name>
        <lei>N/A</lei>
        <title>TE CONNECTIVITY LTD COMMON STOCK CHF.57</title>
        <cusip>H84989104</cusip>
        <identifiers>
          <isin value="CH0102993182"/>
          <ticker value="TEL "/>
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        <balance>67342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6454057.28</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLP Holdings Limited</name>
        <lei>N/A</lei>
        <title>CLP HOLDINGS LTD COMMON STOCK</title>
        <cusip>609701909</cusip>
        <identifiers>
          <isin value="HK0002007356"/>
          <ticker value="2 "/>
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        <balance>341834</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>3588373.8</valUSD>
        <pctVal>0.0366819781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bridgestone Corporation</name>
        <lei>549300DHPOF90OYYD780</lei>
        <title>BRIDGESTONE CORP COMMON STOCK</title>
        <cusip>613210004</cusip>
        <identifiers>
          <isin value="JP3830800003"/>
          <ticker value="5108 "/>
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        <balance>118906</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4417370.32</valUSD>
        <pctVal>0.0451563550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LyondellBasell Industries N.V.</name>
        <lei>BN6WCCZ8OVP3ITUUVN49</lei>
        <title>LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04</title>
        <cusip>N53745100</cusip>
        <identifiers>
          <isin value="NL0009434992"/>
          <ticker value="LYB "/>
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        <balance>51688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4883482.24</valUSD>
        <pctVal>0.0499211616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NXP Semiconductors N.V.</name>
        <lei>N/A</lei>
        <title>NXP SEMICONDUCTORS NV COMMON STOCK</title>
        <cusip>N6596X109</cusip>
        <identifiers>
          <isin value="NL0009538784"/>
          <ticker value="NXPI "/>
        </identifiers>
        <balance>58000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7381080</valUSD>
        <pctVal>0.0754527342</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>
      <invstOrSec>
        <name>Gannett Co. Inc.</name>
        <lei>549300JQ2PU0RI3ZBA32</lei>
        <title>GANNETT CO INC COMMON STOCK USD.01</title>
        <cusip>36472T109</cusip>
        <identifiers>
          <isin value="US36472T1097"/>
          <ticker value="GCI "/>
        </identifiers>
        <balance>20362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129909.56</valUSD>
        <pctVal>0.0013279942</pctVal>
        <payoffProfile>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="60233.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2726</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130629.92</valUSD>
        <pctVal>0.0013353581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>1037</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27459.76</valUSD>
        <pctVal>0.0002807061</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>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2413</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31923.99</valUSD>
        <pctVal>0.0003263414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>5439</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118896.54</valUSD>
        <pctVal>0.0012154141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>19598</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118567.9</valUSD>
        <pctVal>0.0012120546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 "/>
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        <balance>2897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42904.57</valUSD>
        <pctVal>0.0004385899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>4627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41504.19</valUSD>
        <pctVal>0.0004242746</pctVal>
        <payoffProfile>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="10998.000000000000"/>
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      </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 "/>
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        <balance>1885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55890.25</valUSD>
        <pctVal>0.0005713354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2847</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54747.81</valUSD>
        <pctVal>0.0005596568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63933.06</valUSD>
        <pctVal>0.0006535526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>604</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65171.6</valUSD>
        <pctVal>0.0006662135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>2971</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111412.5</valUSD>
        <pctVal>0.0011389089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114692.94</valUSD>
        <pctVal>0.0011724430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8464</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92088.32</valUSD>
        <pctVal>0.0009413684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100547.79</valUSD>
        <pctVal>0.0010278449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7857</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22471.02</valUSD>
        <pctVal>0.0002297089</pctVal>
        <payoffProfile>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="22176.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Finance Corporation</name>
        <lei>N/A</lei>
        <title>GENERAL FINANCE CORP COMMON STOCK USD.0001</title>
        <cusip>369822101</cusip>
        <identifiers>
          <isin value="US3698221013"/>
          <ticker value="GFN "/>
        </identifiers>
        <balance>2308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25549.56</valUSD>
        <pctVal>0.0002611791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>16661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423855.84</valUSD>
        <pctVal>0.0043328459</pctVal>
        <payoffProfile>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="84084.000000000000"/>
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      </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>9271</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>385580.89</valUSD>
        <pctVal>0.0039415820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>10397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117798.01</valUSD>
        <pctVal>0.0012041845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117395.28</valUSD>
        <pctVal>0.0012000676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1835</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62390</valUSD>
        <pctVal>0.0006377788</pctVal>
        <payoffProfile>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="60396.640000000000"/>
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      </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>10245</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76632.6</valUSD>
        <pctVal>0.0007833731</pctVal>
        <payoffProfile>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="183.250000000000"/>
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      </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>3796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39592.28</valUSD>
        <pctVal>0.0004047302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2325</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40850.25</valUSD>
        <pctVal>0.0004175897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>18161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418792.66</valUSD>
        <pctVal>0.0042810878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>12681</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329325.57</valUSD>
        <pctVal>0.0033665148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59413.05</valUSD>
        <pctVal>0.0006073470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>4013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76367.39</valUSD>
        <pctVal>0.0007806620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Genesis Healthcare Inc.</name>
        <lei>549300Z1J6S3Q8CY1F48</lei>
        <title>GENESIS HEALTHCARE INC COMMON STOCK USD.001</title>
        <cusip>37185X106</cusip>
        <identifiers>
          <isin value="US37185X1063"/>
          <ticker value="GEN "/>
        </identifiers>
        <balance>15971</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26192.44</valUSD>
        <pctVal>0.0002677510</pctVal>
        <payoffProfile>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="20828.000000000000"/>
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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 "/>
        </identifiers>
        <balance>2835</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21914.55</valUSD>
        <pctVal>0.0002240204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chugai Pharmaceutical Co. Ltd.</name>
        <lei>N/A</lei>
        <title>CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK</title>
        <cusip>619640006</cusip>
        <identifiers>
          <isin value="JP3519400000"/>
          <ticker value="4519 "/>
        </identifiers>
        <balance>46634</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4294769.09</valUSD>
        <pctVal>0.0439030698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daiwa House Industry Co. Ltd.</name>
        <lei>N/A</lei>
        <title>DAIWA HOUSE INDUSTRY CO LTD COMMON STOCK</title>
        <cusip>625136007</cusip>
        <identifiers>
          <isin value="JP3505000004"/>
          <ticker value="1925 "/>
        </identifiers>
        <balance>117766</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3645663.41</valUSD>
        <pctVal>0.0372676183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6202</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126086.66</valUSD>
        <pctVal>0.0012889148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5343</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106833.29</valUSD>
        <pctVal>0.0010920982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eisai Co. Ltd.</name>
        <lei>N/A</lei>
        <title>EISAI CO LTD COMMON STOCK</title>
        <cusip>630720001</cusip>
        <identifiers>
          <isin value="JP3160400002"/>
          <ticker value="4523 "/>
        </identifiers>
        <balance>52468</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3925967.76</valUSD>
        <pctVal>0.0401330160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Subaru Corporation</name>
        <lei>549300N244BVAEE6HH86</lei>
        <title>SUBARU CORP COMMON STOCK</title>
        <cusip>635640006</cusip>
        <identifiers>
          <isin value="JP3814800003"/>
          <ticker value="7270 "/>
        </identifiers>
        <balance>128027</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3171207.14</valUSD>
        <pctVal>0.0324175120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6148</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32522.92</valUSD>
        <pctVal>0.0003324640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25350</valUSD>
        <pctVal>0.0002591392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>16806</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81677.16</valUSD>
        <pctVal>0.0008349408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99090.55</valUSD>
        <pctVal>0.0010129484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335760</valUSD>
        <pctVal>0.0034322904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11587</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326637.53</valUSD>
        <pctVal>0.0033390364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49260.34</valUSD>
        <pctVal>0.0005035614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45404.24</valUSD>
        <pctVal>0.0004641427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>21446</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36243.74</valUSD>
        <pctVal>0.0003704999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2514</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42436.32</valUSD>
        <pctVal>0.0004338032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FUJIFILM Holdings Corporation</name>
        <lei>N/A</lei>
        <title>FUJIFILM HOLDINGS CORP COMMON STOCK</title>
        <cusip>635652001</cusip>
        <identifiers>
          <isin value="JP3814000000"/>
          <ticker value="4901 "/>
        </identifiers>
        <balance>75038</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3583504.33</valUSD>
        <pctVal>0.0366322001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fujitsu Limited</name>
        <lei>N/A</lei>
        <title>FUJITSU LTD COMMON STOCK</title>
        <cusip>635694003</cusip>
        <identifiers>
          <isin value="JP3818000006"/>
          <ticker value="6702 "/>
        </identifiers>
        <balance>40923</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3849046.62</valUSD>
        <pctVal>0.0393466934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66970.46</valUSD>
        <pctVal>0.0006846023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71840.89</valUSD>
        <pctVal>0.0007343900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>14739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114964.2</valUSD>
        <pctVal>0.0011752160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4456</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121203.2</valUSD>
        <pctVal>0.0012389939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1810</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91314.5</valUSD>
        <pctVal>0.0009334581</pctVal>
        <payoffProfile>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="55314.950000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>15648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98112.96</valUSD>
        <pctVal>0.0010029550</pctVal>
        <payoffProfile>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="93419.200000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106535</valUSD>
        <pctVal>0.0010890489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112921.38</valUSD>
        <pctVal>0.0011543334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6430</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>447335.1</valUSD>
        <pctVal>0.0045728615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7870</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>451108.4</valUSD>
        <pctVal>0.0046114339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62210.45</valUSD>
        <pctVal>0.0006359433</pctVal>
        <payoffProfile>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="59647.050000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64030.32</valUSD>
        <pctVal>0.0006545469</pctVal>
        <payoffProfile>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="40392.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38823.58</valUSD>
        <pctVal>0.0003968722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5698</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42336.14</valUSD>
        <pctVal>0.0004327791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 HOLDING COMMON STOCK</title>
        <cusip>40701T104</cusip>
        <identifiers>
          <isin value="US40701T1043"/>
          <ticker value="HBB "/>
        </identifiers>
        <balance>1305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24925.5</valUSD>
        <pctVal>0.0002547997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hawthorn Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>HAWTHORN BANCSHARES INC COMMON STOCK USD1.0</title>
        <cusip>420476103</cusip>
        <identifiers>
          <isin value="US4204761039"/>
          <ticker value="HWBK "/>
        </identifiers>
        <balance>1157</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29503.5</valUSD>
        <pctVal>0.0003015981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346917.39</valUSD>
        <pctVal>0.0035463463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>8661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>446647.77</valUSD>
        <pctVal>0.0045658353</pctVal>
        <payoffProfile>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="33171.200000000000"/>
        </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>2544</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68993.28</valUSD>
        <pctVal>0.0007052805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>15717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71198.01</valUSD>
        <pctVal>0.0007278182</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>National Retail Properties Inc.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NATIONAL RETAIL PROPERTIES INC REIT USD.01</title>
        <cusip>637417106</cusip>
        <identifiers>
          <isin value="US6374171063"/>
          <ticker value="NNN "/>
        </identifiers>
        <balance>65803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3528356.86</valUSD>
        <pctVal>0.0360684578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hang Seng Bank Limited</name>
        <lei>5493009Z5F07LWZYMK62</lei>
        <title>HANG SENG BANK LTD COMMON STOCK</title>
        <cusip>640837001</cusip>
        <identifiers>
          <isin value="HK0011000095"/>
          <ticker value="11 "/>
        </identifiers>
        <balance>158890</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>3284252.49</valUSD>
        <pctVal>0.0335731126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69920.18</valUSD>
        <pctVal>0.0007147557</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>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>3015</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60360.3</valUSD>
        <pctVal>0.0006170303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6628</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361027.16</valUSD>
        <pctVal>0.0036905827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>15559</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>333584.96</valUSD>
        <pctVal>0.0034100562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132090</valUSD>
        <pctVal>0.0013502837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6379</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121201</valUSD>
        <pctVal>0.0012389714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100362.15</valUSD>
        <pctVal>0.0010259472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95717.92</valUSD>
        <pctVal>0.0009784718</pctVal>
        <payoffProfile>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="16988.400000000000"/>
        </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>4939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54971.07</valUSD>
        <pctVal>0.0005619391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3490</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52908.4</valUSD>
        <pctVal>0.0005408536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Hong Kong and China Gas Company Limited</name>
        <lei>N/A</lei>
        <title>HONG KONG and CHINA GAS CO LTD COMMON STOCK</title>
        <cusip>643655004</cusip>
        <identifiers>
          <isin value="HK0003000038"/>
          <ticker value="3 "/>
        </identifiers>
        <balance>2113470</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>4129442.32</valUSD>
        <pctVal>0.0422130249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy Entertainment Group Limited</name>
        <lei>N/A</lei>
        <title>GALAXY ENTERTAINMENT GROUP LTD COMMON STOCK</title>
        <cusip>646587006</cusip>
        <identifiers>
          <isin value="HK0027032686"/>
          <ticker value="27 "/>
        </identifiers>
        <balance>451153</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>3321213.68</valUSD>
        <pctVal>0.0339509466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33390.99</valUSD>
        <pctVal>0.0003413378</pctVal>
        <payoffProfile>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="30993.330000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22646.61</valUSD>
        <pctVal>0.0002315039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62540.5</valUSD>
        <pctVal>0.0006393172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</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>3897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65235.78</valUSD>
        <pctVal>0.0006668696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>62579</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91991.13</valUSD>
        <pctVal>0.0009403749</pctVal>
        <payoffProfile>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="92658.000000000000"/>
        </securityLending>
      </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>3692</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95512.04</valUSD>
        <pctVal>0.0009763672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>257</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40914.4</valUSD>
        <pctVal>0.0004182455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7805</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38946.95</valUSD>
        <pctVal>0.0003981333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>18397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114981.25</valUSD>
        <pctVal>0.0011753903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105007.76</valUSD>
        <pctVal>0.0010734368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337672.8</valUSD>
        <pctVal>0.0034518439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14846</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>439441.6</valUSD>
        <pctVal>0.0044921706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4743</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73421.64</valUSD>
        <pctVal>0.0007505492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>9634</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61368.58</valUSD>
        <pctVal>0.0006273373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>34281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44222.49</valUSD>
        <pctVal>0.0004520623</pctVal>
        <payoffProfile>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="41142.470000000000"/>
        </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>3354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52825.5</valUSD>
        <pctVal>0.0005400061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29558.2</valUSD>
        <pctVal>0.0003021573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1501</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27018</valUSD>
        <pctVal>0.0002761902</pctVal>
        <payoffProfile>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="1505.280000000000"/>
        </securityLending>
      </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>2285</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36879.9</valUSD>
        <pctVal>0.0003770030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3121</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34736.73</valUSD>
        <pctVal>0.0003550945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>12145</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64611.4</valUSD>
        <pctVal>0.0006604869</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="56944.980000000000"/>
        </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>24460</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>433675.8</valUSD>
        <pctVal>0.0044332299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>10812</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>347930.16</valUSD>
        <pctVal>0.0035566993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Komatsu Ltd.</name>
        <lei>5493004LQ0B4T7QPQV17</lei>
        <title>KOMATSU LTD COMMON STOCK</title>
        <cusip>649658002</cusip>
        <identifiers>
          <isin value="JP3304200003"/>
          <ticker value="6301 "/>
        </identifiers>
        <balance>192376</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4617300.07</valUSD>
        <pctVal>0.0472001272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kubota Corporation</name>
        <lei>549300CSY4INHEHQQT13</lei>
        <title>KUBOTA CORP COMMON STOCK</title>
        <cusip>649750007</cusip>
        <identifiers>
          <isin value="JP3266400005"/>
          <ticker value="6326 "/>
        </identifiers>
        <balance>218352</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3428833.92</valUSD>
        <pctVal>0.0350510893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>7299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49195.26</valUSD>
        <pctVal>0.0005028962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47133.81</valUSD>
        <pctVal>0.0004818231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>25272</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129013.56</valUSD>
        <pctVal>0.0013188349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2424</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115164.24</valUSD>
        <pctVal>0.0011772609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>12455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414876.05</valUSD>
        <pctVal>0.0042410504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6986</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>341405.82</valUSD>
        <pctVal>0.0034900045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kyocera Corporation</name>
        <lei>N/A</lei>
        <title>KYOCERA CORP COMMON STOCK</title>
        <cusip>649926003</cusip>
        <identifiers>
          <isin value="JP3249600002"/>
          <ticker value="6971 "/>
        </identifiers>
        <balance>66763</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4550276.99</valUSD>
        <pctVal>0.0465149870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordson Corporation</name>
        <lei>14OS6Q5N55N95WM84M53</lei>
        <title>NORDSON CORP COMMON STOCK</title>
        <cusip>655663102</cusip>
        <identifiers>
          <isin value="US6556631025"/>
          <ticker value="NDSN "/>
        </identifiers>
        <balance>19616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3194269.44</valUSD>
        <pctVal>0.0326532653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3356</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107324.88</valUSD>
        <pctVal>0.0010971234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5251</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130749.9</valUSD>
        <pctVal>0.0013365845</pctVal>
        <payoffProfile>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="112005.000000000000"/>
        </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>5625</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>468281.25</valUSD>
        <pctVal>0.0047869825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>337463.28</valUSD>
        <pctVal>0.0034497021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51691.05</valUSD>
        <pctVal>0.0005284093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1993</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58574.27</valUSD>
        <pctVal>0.0005987726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>6025</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423497.25</valUSD>
        <pctVal>0.0043291802</pctVal>
        <payoffProfile>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="262034.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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>15251</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364193.88</valUSD>
        <pctVal>0.0037229544</pctVal>
        <payoffProfile>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="185172.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>21583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80504.59</valUSD>
        <pctVal>0.0008229543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>10781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86571.43</valUSD>
        <pctVal>0.0008849723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2154</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38362.74</valUSD>
        <pctVal>0.0003921613</pctVal>
        <payoffProfile>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="33779.790000000000"/>
        </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>749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39022.9</valUSD>
        <pctVal>0.0003989097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1157</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51984.01</valUSD>
        <pctVal>0.0005314040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1254</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48028.2</valUSD>
        <pctVal>0.0004909660</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128864.06</valUSD>
        <pctVal>0.0013173066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128815.44</valUSD>
        <pctVal>0.0013168096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1887</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93708.42</valUSD>
        <pctVal>0.0009579298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4921</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83115.69</valUSD>
        <pctVal>0.0008496461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2478</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38681.58</valUSD>
        <pctVal>0.0003954206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42903.13</valUSD>
        <pctVal>0.0004385752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55794.25</valUSD>
        <pctVal>0.0005703540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>1177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45785.3</valUSD>
        <pctVal>0.0004680380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Panasonic Corporation</name>
        <lei>N/A</lei>
        <title>PANASONIC CORP COMMON STOCK</title>
        <cusip>657270005</cusip>
        <identifiers>
          <isin value="JP3866800000"/>
          <ticker value="6752 "/>
        </identifiers>
        <balance>459409</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4308879.87</valUSD>
        <pctVal>0.0440473166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Estate Company Limited</name>
        <lei>N/A</lei>
        <title>MITSUBISHI ESTATE CO LTD COMMON STOCK</title>
        <cusip>659672000</cusip>
        <identifiers>
          <isin value="JP3899600005"/>
          <ticker value="8802 "/>
        </identifiers>
        <balance>245924</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4705721.89</valUSD>
        <pctVal>0.0481040150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2785</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83884.2</valUSD>
        <pctVal>0.0008575022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78886.08</valUSD>
        <pctVal>0.0008064091</pctVal>
        <payoffProfile>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="76824.800000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Malvern Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>MALVERN BANCORP INC COMMON STOCK USD.01</title>
        <cusip>561409103</cusip>
        <identifiers>
          <isin value="US5614091032"/>
          <ticker value="MLVF "/>
        </identifiers>
        <balance>1520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35096.8</valUSD>
        <pctVal>0.0003587753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33849.2</valUSD>
        <pctVal>0.0003460218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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. 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 "/>
        </identifiers>
        <balance>2552</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24397.12</valUSD>
        <pctVal>0.0002493984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jounce Therapeutics Inc.</name>
        <lei>5493004MZJQIV2K8ZT61</lei>
        <title>JOUNCE THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>481116101</cusip>
        <identifiers>
          <isin value="US4811161011"/>
          <ticker value="JNCE "/>
        </identifiers>
        <balance>3132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27342.36</valUSD>
        <pctVal>0.0002795060</pctVal>
        <payoffProfile>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="26102.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsui Fudosan Co. Ltd.</name>
        <lei>N/A</lei>
        <title>MITSUI FUDOSAN CO LTD COMMON STOCK</title>
        <cusip>659760003</cusip>
        <identifiers>
          <isin value="JP3893200000"/>
          <ticker value="8801 "/>
        </identifiers>
        <balance>185626</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4536683.9</valUSD>
        <pctVal>0.0463760323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newcrest Mining Limited</name>
        <lei>N/A</lei>
        <title>NEWCREST MINING LTD COMMON STOCK</title>
        <cusip>663710002</cusip>
        <identifiers>
          <isin value="AU000000NCM7"/>
          <ticker value="NCM "/>
        </identifiers>
        <balance>159830</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>3375445.39</valUSD>
        <pctVal>0.0345053277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>490</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52572.1</valUSD>
        <pctVal>0.0005374158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11979</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49593.06</valUSD>
        <pctVal>0.0005069627</pctVal>
        <payoffProfile>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="47436.000000000000"/>
        </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>3189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121883.58</valUSD>
        <pctVal>0.0012459490</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>6436</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132002.36</valUSD>
        <pctVal>0.0013493878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4133</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>427517.52</valUSD>
        <pctVal>0.0043702772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>5533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445019.19</valUSD>
        <pctVal>0.0045491872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3390</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84919.5</valUSD>
        <pctVal>0.0008680855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3592</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89189.36</valUSD>
        <pctVal>0.0009117339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9178</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102059.36</valUSD>
        <pctVal>0.0010432969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5394</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107772.12</valUSD>
        <pctVal>0.0011016953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>13583</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126321.9</valUSD>
        <pctVal>0.0012913195</pctVal>
        <payoffProfile>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="124084.000000000000"/>
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      </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>2253</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109157.85</valUSD>
        <pctVal>0.0011158609</pctVal>
        <payoffProfile>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="108998.100000000000"/>
        </securityLending>
      </invstOrSec>
      <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>24261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>403945.65</valUSD>
        <pctVal>0.0041293149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>38873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>463171.8</valUSD>
        <pctVal>0.0047347514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4002</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25772.88</valUSD>
        <pctVal>0.0002634620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lands' End Inc.</name>
        <lei>54930016WOL7P2P67Q43</lei>
        <title>LANDS' END INC COMMON STOCK USD.01</title>
        <cusip>51509F105</cusip>
        <identifiers>
          <isin value="US51509F1057"/>
          <ticker value="LE "/>
        </identifiers>
        <balance>1955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32844</valUSD>
        <pctVal>0.0003357462</pctVal>
        <payoffProfile>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="33959.250000000000"/>
        </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>1900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96767</valUSD>
        <pctVal>0.0009891960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5728</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97834.24</valUSD>
        <pctVal>0.0010001058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1746</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34413.66</valUSD>
        <pctVal>0.0003517920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mersana Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>MERSANA THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>59045L106</cusip>
        <identifiers>
          <isin value="US59045L1061"/>
          <ticker value="MRSN "/>
        </identifiers>
        <balance>6697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38373.81</valUSD>
        <pctVal>0.0003922744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5344</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82404.48</valUSD>
        <pctVal>0.0008423758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88063.36</valUSD>
        <pctVal>0.0009002234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3368</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44558.64</valUSD>
        <pctVal>0.0004554985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1713</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47073.24</valUSD>
        <pctVal>0.0004812039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1406</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40492.8</valUSD>
        <pctVal>0.0004139357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38621.52</valUSD>
        <pctVal>0.0003948066</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DENSO Corporation</name>
        <lei>549300RYPA10CQM3QK38</lei>
        <title>DENSO CORP COMMON STOCK</title>
        <cusip>664038007</cusip>
        <identifiers>
          <isin value="JP3551500006"/>
          <ticker value="6902 "/>
        </identifiers>
        <balance>90195</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4073416.53</valUSD>
        <pctVal>0.0416403040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Holdings Inc.</name>
        <lei>549300B3CEAHYG7K8164</lei>
        <title>NOMURA HOLDINGS INC COMMON STOCK</title>
        <cusip>664310000</cusip>
        <identifiers>
          <isin value="JP3762600009"/>
          <ticker value="8604 "/>
        </identifiers>
        <balance>690513</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3553231.91</valUSD>
        <pctVal>0.0363227418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1341</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122178.51</valUSD>
        <pctVal>0.0012489639</pctVal>
        <payoffProfile>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="123716.210000000000"/>
        </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>6025</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105437.5</valUSD>
        <pctVal>0.0010778298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5422</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88541.26</valUSD>
        <pctVal>0.0009051088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>2635</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96968</valUSD>
        <pctVal>0.0009912507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40025.07</valUSD>
        <pctVal>0.0004091543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mutualfirst Financial Inc.</name>
        <lei>5493004W2SYBLE5X7W66</lei>
        <title>MUTUALFIRST FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>62845B104</cusip>
        <identifiers>
          <isin value="US62845B1044"/>
          <ticker value="MFSF "/>
        </identifiers>
        <balance>1091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43279.97</valUSD>
        <pctVal>0.0004424274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Level One Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>LEVEL ONE BANCORP INC COMMON STOCK</title>
        <cusip>52730D208</cusip>
        <identifiers>
          <isin value="US52730D2080"/>
          <ticker value="LEVL "/>
        </identifiers>
        <balance>1167</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29361.72</valUSD>
        <pctVal>0.0003001488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7309</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30332.35</valUSD>
        <pctVal>0.0003100710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Trust Corporation</name>
        <lei>549300GLF98S992BC502</lei>
        <title>NORTHERN TRUST CORP COMMON STOCK USD1.667</title>
        <cusip>665859104</cusip>
        <identifiers>
          <isin value="US6658591044"/>
          <ticker value="NTRS "/>
        </identifiers>
        <balance>42659</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4532092.16</valUSD>
        <pctVal>0.0463290935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Olympus Corporation</name>
        <lei>N/A</lei>
        <title>OLYMPUS CORP COMMON STOCK</title>
        <cusip>665880001</cusip>
        <identifiers>
          <isin value="JP3201200007"/>
          <ticker value="7733 "/>
        </identifiers>
        <balance>242508</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3737703.56</valUSD>
        <pctVal>0.0382084943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>13768</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57963.28</valUSD>
        <pctVal>0.0005925268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44900.7</valUSD>
        <pctVal>0.0004589952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>4864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28989.44</valUSD>
        <pctVal>0.0002963432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 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 "/>
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        <balance>1643</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26370.15</valUSD>
        <pctVal>0.0002695676</pctVal>
        <payoffProfile>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="24113.580000000000"/>
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      <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 "/>
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        <balance>526</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37282.88</valUSD>
        <pctVal>0.0003811224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>25071</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34347.27</valUSD>
        <pctVal>0.0003511133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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 "/>
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        <balance>3906</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124093.62</valUSD>
        <pctVal>0.0012685410</pctVal>
        <payoffProfile>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="119894.940000000000"/>
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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 "/>
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        <balance>4520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103417.6</valUSD>
        <pctVal>0.0010571814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34231.68</valUSD>
        <pctVal>0.0003499317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oil-Dri Corporation of America</name>
        <lei>549300RSG5KPUH16WH66</lei>
        <title>OIL-DRI CORP OF AMERICA COMMON STOCK USD.1</title>
        <cusip>677864100</cusip>
        <identifiers>
          <isin value="US6778641000"/>
          <ticker value="ODC "/>
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        <balance>962</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34872.5</valUSD>
        <pctVal>0.0003564824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4589</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42310.58</valUSD>
        <pctVal>0.0004325179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>4872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34347.6</valUSD>
        <pctVal>0.0003511167</pctVal>
        <payoffProfile>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="32736.000000000000"/>
        </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 "/>
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        <balance>14713</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119028.17</valUSD>
        <pctVal>0.0012167597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110945.76</valUSD>
        <pctVal>0.0011341377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>16936</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417303.04</valUSD>
        <pctVal>0.0042658602</pctVal>
        <payoffProfile>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="421329.580000000000"/>
        </securityLending>
      </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>26384</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>351171.04</valUSD>
        <pctVal>0.0035898290</pctVal>
        <payoffProfile>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="27209.400000000000"/>
        </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>10500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54285</valUSD>
        <pctVal>0.0005549258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51651.27</valUSD>
        <pctVal>0.0005280026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6188</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103215.84</valUSD>
        <pctVal>0.0010551189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>2046</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104386.92</valUSD>
        <pctVal>0.0010670903</pctVal>
        <payoffProfile>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="104672.250000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORIX Corporation</name>
        <lei>N/A</lei>
        <title>ORIX CORP COMMON STOCK</title>
        <cusip>666114004</cusip>
        <identifiers>
          <isin value="JP3200450009"/>
          <ticker value="8591 "/>
        </identifiers>
        <balance>275483</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4565128.66</valUSD>
        <pctVal>0.0466668075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nucor Corporation</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUCOR CORP COMMON STOCK USD.4</title>
        <cusip>670346105</cusip>
        <identifiers>
          <isin value="US6703461052"/>
          <ticker value="NUE "/>
        </identifiers>
        <balance>61048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3435781.44</valUSD>
        <pctVal>0.0351221100</pctVal>
        <payoffProfile>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="3425569.160000000000"/>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>2350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40608</valUSD>
        <pctVal>0.0004151133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39787.36</valUSD>
        <pctVal>0.0004067244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>409</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118969.92</valUSD>
        <pctVal>0.0012161643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128530.44</valUSD>
        <pctVal>0.0013138962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OGE Energy Corp.</name>
        <lei>CE5OG6JPOZMDSA0LAQ19</lei>
        <title>OGE ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>670837103</cusip>
        <identifiers>
          <isin value="US6708371033"/>
          <ticker value="OGE "/>
        </identifiers>
        <balance>76744</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3412805.68</valUSD>
        <pctVal>0.0348872414</pctVal>
        <payoffProfile>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="2157.470000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SECOM Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SECOM CO LTD COMMON STOCK</title>
        <cusip>679159004</cusip>
        <identifiers>
          <isin value="JP3421800008"/>
          <ticker value="9735 "/>
        </identifiers>
        <balance>43755</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3904813.06</valUSD>
        <pctVal>0.0399167631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>4047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92919.12</valUSD>
        <pctVal>0.0009498612</pctVal>
        <payoffProfile>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="92057.880000000000"/>
        </securityLending>
      </invstOrSec>
      <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>4476</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97039.68</valUSD>
        <pctVal>0.0009919834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>10540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29301.2</valUSD>
        <pctVal>0.0002995301</pctVal>
        <payoffProfile>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="27160.210000000000"/>
        </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 "/>
        </identifiers>
        <balance>13564</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33638.72</valUSD>
        <pctVal>0.0003438702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Mercantile Bancorp</name>
        <lei>N/A</lei>
        <title>PACIFIC MERCANTILE BANCORP COMMON STOCK</title>
        <cusip>694552100</cusip>
        <identifiers>
          <isin value="US6945521002"/>
          <ticker value="PMBC "/>
        </identifiers>
        <balance>4455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36174.6</valUSD>
        <pctVal>0.0003697931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3079</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34515.59</valUSD>
        <pctVal>0.0003528340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>20999</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>468277.7</valUSD>
        <pctVal>0.0047869462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>3455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>351235.3</valUSD>
        <pctVal>0.0035904859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shionogi and Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SHIONOGI and CO LTD COMMON STOCK</title>
        <cusip>680468006</cusip>
        <identifiers>
          <isin value="JP3347200002"/>
          <ticker value="4507 "/>
        </identifiers>
        <balance>56011</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3464923.61</valUSD>
        <pctVal>0.0354200145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Omnicom Group Inc.</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>OMNICOM GROUP INC COMMON STOCK USD.15</title>
        <cusip>681919106</cusip>
        <identifiers>
          <isin value="US6819191064"/>
          <ticker value="OMC "/>
        </identifiers>
        <balance>43837</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3551673.74</valUSD>
        <pctVal>0.0363068135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>10274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95342.72</valUSD>
        <pctVal>0.0009746364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2027</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81850.26</valUSD>
        <pctVal>0.0008367103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>3362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54699.74</valUSD>
        <pctVal>0.0005591655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1607</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54075.55</valUSD>
        <pctVal>0.0005527847</pctVal>
        <payoffProfile>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="34775.640000000000"/>
        </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>926</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29446.8</valUSD>
        <pctVal>0.0003010185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1464</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33672</valUSD>
        <pctVal>0.0003442104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Omega Healthcare Investors Inc.</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HEALTHCARE INVESTORS INC REIT USD.1</title>
        <cusip>681936100</cusip>
        <identifiers>
          <isin value="US6819361006"/>
          <ticker value="OHI "/>
        </identifiers>
        <balance>83770</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3547659.5</valUSD>
        <pctVal>0.0362657781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Corporation</name>
        <lei>V82KK8NH1P0JS71FJC05</lei>
        <title>SUMITOMO CORP COMMON STOCK</title>
        <cusip>685894008</cusip>
        <identifiers>
          <isin value="JP3404600003"/>
          <ticker value="8053 "/>
        </identifiers>
        <balance>248138</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3685676.52</valUSD>
        <pctVal>0.0376766504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1603</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40700.17</valUSD>
        <pctVal>0.0004160555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1759</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39577.5</valUSD>
        <pctVal>0.0004045791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26864.46</valUSD>
        <pctVal>0.0002746206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>33842</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22897.5</valUSD>
        <pctVal>0.0002340686</pctVal>
        <payoffProfile>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="49919.470000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suzuki Motor Corporation</name>
        <lei>N/A</lei>
        <title>SUZUKI MOTOR CORP COMMON STOCK</title>
        <cusip>686550005</cusip>
        <identifiers>
          <isin value="JP3397200001"/>
          <ticker value="7269 "/>
        </identifiers>
        <balance>76643</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3199226.76</valUSD>
        <pctVal>0.0327039412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TDK Corporation</name>
        <lei>N/A</lei>
        <title>TDK CORP COMMON STOCK</title>
        <cusip>686930009</cusip>
        <identifiers>
          <isin value="JP3538800008"/>
          <ticker value="6762 "/>
        </identifiers>
        <balance>26921</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3025358.87</valUSD>
        <pctVal>0.0309265851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The AES Corporation</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES CORP/VA COMMON STOCK USD.01</title>
        <cusip>00130H105</cusip>
        <identifiers>
          <isin value="US00130H1059"/>
          <ticker value="AES "/>
        </identifiers>
        <balance>133665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2659933.5</valUSD>
        <pctVal>0.0271910419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>63924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2421760.75</valUSD>
        <pctVal>0.0247563324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6155</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87647.2</valUSD>
        <pctVal>0.0008959693</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>3003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93153.06</valUSD>
        <pctVal>0.0009522527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Terumo Corporation</name>
        <lei>N/A</lei>
        <title>TERUMO CORP COMMON STOCK</title>
        <cusip>688507003</cusip>
        <identifiers>
          <isin value="JP3546800008"/>
          <ticker value="4543 "/>
        </identifiers>
        <balance>134334</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4765404.55</valUSD>
        <pctVal>0.0487141181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toshiba Corporation</name>
        <lei>549300LBHTST91VKHO68</lei>
        <title>TOSHIBA CORP COMMON STOCK</title>
        <cusip>689721009</cusip>
        <identifiers>
          <isin value="JP3592200004"/>
          <ticker value="6502 "/>
        </identifiers>
        <balance>103128</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3500342.54</valUSD>
        <pctVal>0.0357820828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>14658</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112133.7</valUSD>
        <pctVal>0.0011462813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116224.68</valUSD>
        <pctVal>0.0011881012</pctVal>
        <payoffProfile>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="94608.000000000000"/>
        </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>5108</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51846.2</valUSD>
        <pctVal>0.0005299953</pctVal>
        <payoffProfile>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="50509.440000000000"/>
        </securityLending>
      </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>1337</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47543.72</valUSD>
        <pctVal>0.0004860134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Advance Auto Parts Inc.</name>
        <lei>N/A</lei>
        <title>ADVANCE AUTO PARTS INC COMMON STOCK USD.0001</title>
        <cusip>00751Y106</cusip>
        <identifiers>
          <isin value="US00751Y1064"/>
          <ticker value="AAP "/>
        </identifiers>
        <balance>13944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2233271.04</valUSD>
        <pctVal>0.0228295055</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AECOM</name>
        <lei>0EEB8GF0W0NPCIHZX097</lei>
        <title>AECOM COMMON STOCK USD.01</title>
        <cusip>00766T100</cusip>
        <identifiers>
          <isin value="US00766T1007"/>
          <ticker value="ACM "/>
        </identifiers>
        <balance>60224</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2597461.12</valUSD>
        <pctVal>0.0265524210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PTC Inc.</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC INC COMMON STOCK USD.01</title>
        <cusip>69370C100</cusip>
        <identifiers>
          <isin value="US69370C1009"/>
          <ticker value="PTC "/>
        </identifiers>
        <balance>39850</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2984366.5</valUSD>
        <pctVal>0.0305075426</pctVal>
        <payoffProfile>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="454680.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Equinor ASA</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>EQUINOR ASA COMMON STOCK NOK2.5</title>
        <cusip>713360907</cusip>
        <identifiers>
          <isin value="NO0010096985"/>
          <ticker value="EQNR "/>
        </identifiers>
        <balance>208431</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>4156586.8</valUSD>
        <pctVal>0.0424905081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7923</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84221.49</valUSD>
        <pctVal>0.0008609501</pctVal>
        <payoffProfile>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="81525.600000000000"/>
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      </invstOrSec>
      <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>13501</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84111.23</valUSD>
        <pctVal>0.0008598230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Akamai Technologies Inc.</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>AKAMAI TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>00971T101</cusip>
        <identifiers>
          <isin value="US00971T1016"/>
          <ticker value="AKAM "/>
        </identifiers>
        <balance>32536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2810459.68</valUSD>
        <pctVal>0.0287297885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>28596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2321137.32</valUSD>
        <pctVal>0.0237277143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pure Cycle Corporation</name>
        <lei>N/A</lei>
        <title>PURE CYCLE CORP COMMON STOCK USD.0033</title>
        <cusip>746228303</cusip>
        <identifiers>
          <isin value="US7462283034"/>
          <ticker value="PCYO "/>
        </identifiers>
        <balance>3362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42327.58</valUSD>
        <pctVal>0.0004326916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1728</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35424</valUSD>
        <pctVal>0.0003621201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>5238</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57513.24</valUSD>
        <pctVal>0.0005879263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47525.76</valUSD>
        <pctVal>0.0004858298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Agricole S.A.</name>
        <lei>N/A</lei>
        <title>CREDIT AGRICOLE SA COMMON STOCK EUR3.0</title>
        <cusip>726261902</cusip>
        <identifiers>
          <isin value="FR0000045072"/>
          <ticker value="ACA "/>
        </identifiers>
        <balance>239561</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3485933.07</valUSD>
        <pctVal>0.0356347826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pool Corporation</name>
        <lei>5493005VZK1KMN6CO617</lei>
        <title>POOL CORP COMMON STOCK USD.001</title>
        <cusip>73278L105</cusip>
        <identifiers>
          <isin value="US73278L1052"/>
          <ticker value="POOL "/>
        </identifiers>
        <balance>15350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3260033</valUSD>
        <pctVal>0.0333255301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3880</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28207.6</valUSD>
        <pctVal>0.0002883508</pctVal>
        <payoffProfile>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="27463.150000000000"/>
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      </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>3609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32264.46</valUSD>
        <pctVal>0.0003298219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alliant Energy Corporation</name>
        <lei>N/A</lei>
        <title>ALLIANT ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>018802108</cusip>
        <identifiers>
          <isin value="US0188021085"/>
          <ticker value="LNT "/>
        </identifiers>
        <balance>48391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2647955.52</valUSD>
        <pctVal>0.0270685976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>17704</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2955151.68</valUSD>
        <pctVal>0.0302088955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>10931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85261.8</valUSD>
        <pctVal>0.0008715846</pctVal>
        <payoffProfile>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="86243.370000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2280</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94460.4</valUSD>
        <pctVal>0.0009656169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>49504</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115839.36</valUSD>
        <pctVal>0.0011841623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>7710</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130761.6</valUSD>
        <pctVal>0.0013367041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Compagnie de Saint-Gobain SA</name>
        <lei>NFONVGN05Z0FMN5PEC35</lei>
        <title>CIE DE SAINT-GOBAIN COMMON STOCK EUR4.0</title>
        <cusip>738048909</cusip>
        <identifiers>
          <isin value="FR0000125007"/>
          <ticker value="SGO "/>
        </identifiers>
        <balance>102515</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4199612.6</valUSD>
        <pctVal>0.0429303372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Swiss Life Holding Ltd</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>SWISS LIFE HOLDING AG COMMON STOCK CHF5.1</title>
        <cusip>743780900</cusip>
        <identifiers>
          <isin value="CH0014852781"/>
          <ticker value="SLHN "/>
        </identifiers>
        <balance>6987</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>3505168.76</valUSD>
        <pctVal>0.0358314186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Airlines Group Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES GROUP INC COMMON STOCK</title>
        <cusip>02376R102</cusip>
        <identifiers>
          <isin value="US02376R1023"/>
          <ticker value="AAL "/>
        </identifiers>
        <balance>78495</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2251236.6</valUSD>
        <pctVal>0.0230131575</pctVal>
        <payoffProfile>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="2125975.320000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>American Campus Communities Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN CAMPUS COMMUNITIES IN REIT USD.01</title>
        <cusip>024835100</cusip>
        <identifiers>
          <isin value="US0248351001"/>
          <ticker value="ACC "/>
        </identifiers>
        <balance>52679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2477493.37</valUSD>
        <pctVal>0.0253260565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RPM International Inc.</name>
        <lei>549300TJCKW4BRXPJ474</lei>
        <title>RPM INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>749685103</cusip>
        <identifiers>
          <isin value="US7496851038"/>
          <ticker value="RPM "/>
        </identifiers>
        <balance>49717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3816276.92</valUSD>
        <pctVal>0.0390117067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Realty Income Corporation</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>REALTY INCOME CORP REIT USD1.0</title>
        <cusip>756109104</cusip>
        <identifiers>
          <isin value="US7561091049"/>
          <ticker value="O "/>
        </identifiers>
        <balance>65619</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4831526.97</valUSD>
        <pctVal>0.0493900514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93568.05</valUSD>
        <pctVal>0.0009564949</pctVal>
        <payoffProfile>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="85858.080000000000"/>
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      </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>5198</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83012.06</valUSD>
        <pctVal>0.0008485868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AmerisourceBergen Corporation</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>AMERISOURCEBERGEN CORP COMMON STOCK USD.01</title>
        <cusip>03073E105</cusip>
        <identifiers>
          <isin value="US03073E1055"/>
          <ticker value="ABC "/>
        </identifiers>
        <balance>30265</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2573130.3</valUSD>
        <pctVal>0.0263037004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AptarGroup Inc.</name>
        <lei>VNPEQDQFAA7IY1T2PX43</lei>
        <title>APTARGROUP INC COMMON STOCK USD.01</title>
        <cusip>038336103</cusip>
        <identifiers>
          <isin value="US0383361039"/>
          <ticker value="ATR "/>
        </identifiers>
        <balance>24509</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2833730.58</valUSD>
        <pctVal>0.0289676742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58224</valUSD>
        <pctVal>0.0005951920</pctVal>
        <payoffProfile>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="55645.920000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45313.72</valUSD>
        <pctVal>0.0004632173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>REGIONS FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>7591EP100</cusip>
        <identifiers>
          <isin value="US7591EP1005"/>
          <ticker value="RF "/>
        </identifiers>
        <balance>194215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3332729.4</valUSD>
        <pctVal>0.0340686655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Reinsurance Group of America Incorporated</name>
        <lei>LORM1GNEU1DKEW527V90</lei>
        <title>REINSURANCE GROUP OF AMERICA I COMMON STOCK USD.01</title>
        <cusip>759351604</cusip>
        <identifiers>
          <isin value="US7593516047"/>
          <ticker value="RGA "/>
        </identifiers>
        <balance>24004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3914092.24</valUSD>
        <pctVal>0.0400116191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3837</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100145.7</valUSD>
        <pctVal>0.0010237346</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>34477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83434.34</valUSD>
        <pctVal>0.0008529035</pctVal>
        <payoffProfile>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="33335.120000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Arconic Inc.</name>
        <lei>N/A</lei>
        <title>ARCONIC INC COMMON STOCK</title>
        <cusip>03965L100</cusip>
        <identifiers>
          <isin value="US03965L1008"/>
          <ticker value="ARNC "/>
        </identifiers>
        <balance>77990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2399752.3</valUSD>
        <pctVal>0.0245313521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arista Networks Inc.</name>
        <lei>N/A</lei>
        <title>ARISTA NETWORKS INC COMMON STOCK USD.0001</title>
        <cusip>040413106</cusip>
        <identifiers>
          <isin value="US0404131064"/>
          <ticker value="ANET "/>
        </identifiers>
        <balance>10921</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2221331.4</valUSD>
        <pctVal>0.0227074531</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25216.55</valUSD>
        <pctVal>0.0002577750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Montage Resources Corporation</name>
        <lei>54930070862I62NN3X72</lei>
        <title>MONTAGE RESOURCES CORP COMMON STOCK USD.01</title>
        <cusip>61179L100</cusip>
        <identifiers>
          <isin value="US61179L1008"/>
          <ticker value="MR "/>
        </identifiers>
        <balance>4132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32808.08</valUSD>
        <pctVal>0.0003353790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113945.83</valUSD>
        <pctVal>0.0011648058</pctVal>
        <payoffProfile>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="118725.000000000000"/>
        </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>3290</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124493.6</valUSD>
        <pctVal>0.0012726298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
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        <balance>5523</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48326.25</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>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 "/>
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        <balance>2293</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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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>AMC Networks Inc.</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC NETWORKS INC COMMON STOCK</title>
        <cusip>00164V103</cusip>
        <identifiers>
          <isin value="US00164V1035"/>
          <ticker value="AMCX "/>
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        <balance>16897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>667431.5</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>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>1515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43298.7</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>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 "/>
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        <balance>7048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39257.36</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>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>4515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100910.25</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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      <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>17752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84322</valUSD>
        <pctVal>0.0008619776</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>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"/>
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        <balance>24682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126865.48</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>Peabody Energy Corporation</name>
        <lei>EJCO258LNNVSKAR2JX59</lei>
        <title>PEABODY ENERGY CORP COMMON STOCK</title>
        <cusip>704551100</cusip>
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          <isin value="US7045511000"/>
          <ticker value="BTU "/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109029.6</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>Reliance Steel and Aluminum Co.</name>
        <lei>549300E287ZOFT3C5Z56</lei>
        <title>RELIANCE STEEL and ALUMINUM CO COMMON STOCK</title>
        <cusip>759509102</cusip>
        <identifiers>
          <isin value="US7595091023"/>
          <ticker value="RS "/>
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        <balance>25555</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3060466.8</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>Republic Services Inc.</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
        <title>REPUBLIC SERVICES INC COMMON STOCK USD.01</title>
        <cusip>760759100</cusip>
        <identifiers>
          <isin value="US7607591002"/>
          <ticker value="RSG "/>
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        <balance>42408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3801029.04</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>Mustang Bio Inc.</name>
        <lei>N/A</lei>
        <title>MUSTANG BIO INC COMMON STOCK USD.0001</title>
        <cusip>62818Q104</cusip>
        <identifiers>
          <isin value="US62818Q1040"/>
          <ticker value="MBIO "/>
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        <balance>5929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24190.32</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>NGM Biopharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>NGM BIOPHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>62921N105</cusip>
        <identifiers>
          <isin value="US62921N1054"/>
          <ticker value="NGM "/>
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        <balance>1290</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>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>2459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97425.58</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>
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      <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>6955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89441.3</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Halma Public Limited Company</name>
        <lei>N/A</lei>
        <title>HALMA PLC COMMON STOCK GBP.1</title>
        <cusip>040520009</cusip>
        <identifiers>
          <isin value="GB0004052071"/>
          <ticker value="HLMA "/>
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        <balance>79063</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Arrow Electronics Inc.</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>ARROW ELECTRONICS INC COMMON STOCK USD1.0</title>
        <cusip>042735100</cusip>
        <identifiers>
          <isin value="US0427351004"/>
          <ticker value="ARW "/>
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        <balance>31226</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2646091.24</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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      <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>9125</balance>
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        <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>
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      <invstOrSec>
        <name>Reading International Inc.</name>
        <lei>549300OHQRI7MW2NQU72</lei>
        <title>READING INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>755408101</cusip>
        <identifiers>
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          <ticker value="RDI "/>
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        <balance>3664</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>
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      <invstOrSec>
        <name>Peapack-Gladstone Financial Corporation</name>
        <lei>549300G8DN2UK8K0ET30</lei>
        <title>PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK</title>
        <cusip>704699107</cusip>
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          <ticker value="PGC "/>
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        <balance>3286</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>
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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>3065</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106232.9</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>NACCO Industries Inc.</name>
        <lei>N/A</lei>
        <title>NACCO INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>629579103</cusip>
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          <ticker value="NC "/>
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        <balance>651</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30486.33</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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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27817.94</valUSD>
        <pctVal>0.0002843675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88082.1</valUSD>
        <pctVal>0.0009004150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3754</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78834</valUSD>
        <pctVal>0.0008058768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>10717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56157.08</valUSD>
        <pctVal>0.0005740630</pctVal>
        <payoffProfile>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="53257.180000000000"/>
        </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>3221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59040.93</valUSD>
        <pctVal>0.0006035431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7817</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>487077.27</valUSD>
        <pctVal>0.0049791239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>17965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>768542.7</valUSD>
        <pctVal>0.0078563907</pctVal>
        <payoffProfile>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="634750.920000000000"/>
        </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>9342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39049.56</valUSD>
        <pctVal>0.0003991822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>11155</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34580.5</valUSD>
        <pctVal>0.0003534975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>9620</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>407888</valUSD>
        <pctVal>0.0041696154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>4132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442661.16</valUSD>
        <pctVal>0.0045250824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12425</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>567325.5</valUSD>
        <pctVal>0.0057994576</pctVal>
        <payoffProfile>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="284067.000000000000"/>
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      </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>6877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>482559.09</valUSD>
        <pctVal>0.0049329370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Richmond Mutual Bancorporation Inc.</name>
        <lei>N/A</lei>
        <title>RICHMOND MUTUAL BANCORPORATION COMMON STOCK</title>
        <cusip>76525P100</cusip>
        <identifiers>
          <isin value="US76525P1003"/>
          <ticker value="RMBI "/>
        </identifiers>
        <balance>2627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41926.92</valUSD>
        <pctVal>0.0004285959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>4216</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34613.36</valUSD>
        <pctVal>0.0003538334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ResMed Inc.</name>
        <lei>N/A</lei>
        <title>RESMED INC COMMON STOCK USD.004</title>
        <cusip>761152107</cusip>
        <identifiers>
          <isin value="US7611521078"/>
          <ticker value="RMD "/>
        </identifiers>
        <balance>28949</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4486226.53</valUSD>
        <pctVal>0.0458602343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rockwell Automation Inc.</name>
        <lei>VH3R4HHBHH12O0EXZJ88</lei>
        <title>ROCKWELL AUTOMATION INC COMMON STOCK USD1.0</title>
        <cusip>773903109</cusip>
        <identifiers>
          <isin value="US7739031091"/>
          <ticker value="ROK "/>
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        <balance>23264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4714914.88</valUSD>
        <pctVal>0.0481979899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>21225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>406246.5</valUSD>
        <pctVal>0.0041528352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>38971</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>413872.02</valUSD>
        <pctVal>0.0042307868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>6187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>536041.68</valUSD>
        <pctVal>0.0054796602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5179</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>476985.9</valUSD>
        <pctVal>0.0048759654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46636.59</valUSD>
        <pctVal>0.0004767403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>6161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58529.5</valUSD>
        <pctVal>0.0005983150</pctVal>
        <payoffProfile>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="70382.460000000000"/>
        </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>1252</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36846.36</valUSD>
        <pctVal>0.0003766601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ryerson Holding Corporation</name>
        <lei>549300JMA41B3ZHOVE45</lei>
        <title>RYERSON HOLDING CORP COMMON STOCK USD.01</title>
        <cusip>783754104</cusip>
        <identifiers>
          <isin value="US7837541041"/>
          <ticker value="RYI "/>
        </identifiers>
        <balance>2903</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34342.49</valUSD>
        <pctVal>0.0003510644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>29629</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119404.87</valUSD>
        <pctVal>0.0012206105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>40621</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128362.36</valUSD>
        <pctVal>0.0013121780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>13931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25354.42</valUSD>
        <pctVal>0.0002591843</pctVal>
        <payoffProfile>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="25208.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>NI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NI HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>65342T106</cusip>
        <identifiers>
          <isin value="US65342T1060"/>
          <ticker value="NODK "/>
        </identifiers>
        <balance>1833</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31527.6</valUSD>
        <pctVal>0.0003222894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Gold Inc.</name>
        <lei>5493001NGRU6SFL04184</lei>
        <title>ROYAL GOLD INC COMMON STOCK USD.01</title>
        <cusip>780287108</cusip>
        <identifiers>
          <isin value="US7802871084"/>
          <ticker value="RGLD "/>
        </identifiers>
        <balance>25147</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3074220.75</valUSD>
        <pctVal>0.0314260733</pctVal>
        <payoffProfile>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="2922945.750000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>SEI Investments Company</name>
        <lei>5LJTIFADGZ6XH1RVOC11</lei>
        <title>SEI INVESTMENTS CO COMMON STOCK USD.01</title>
        <cusip>784117103</cusip>
        <identifiers>
          <isin value="US7841171033"/>
          <ticker value="SEIC "/>
        </identifiers>
        <balance>48389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3168511.72</valUSD>
        <pctVal>0.0323899582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6250</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98312.5</valUSD>
        <pctVal>0.0010049948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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. 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 "/>
        </identifiers>
        <balance>13104</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80589.6</valUSD>
        <pctVal>0.0008238233</pctVal>
        <payoffProfile>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="78845.440000000000"/>
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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 "/>
        </identifiers>
        <balance>6556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112632.08</valUSD>
        <pctVal>0.0011513760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>7746</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103176.72</valUSD>
        <pctVal>0.0010547190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1585</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39498.2</valUSD>
        <pctVal>0.0004037684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41493.42</valUSD>
        <pctVal>0.0004241645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atmos Energy Corporation</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATMOS ENERGY CORP COMMON STOCK</title>
        <cusip>049560105</cusip>
        <identifiers>
          <isin value="US0495601058"/>
          <ticker value="ATO "/>
        </identifiers>
        <balance>24028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2687772.08</valUSD>
        <pctVal>0.0274756204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>32686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2395230.08</valUSD>
        <pctVal>0.0244851239</pctVal>
        <payoffProfile>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="277020.000000000000"/>
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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 "/>
        </identifiers>
        <balance>25955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>474716.95</valUSD>
        <pctVal>0.0048527711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>13821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>518978.55</valUSD>
        <pctVal>0.0053052332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125336.64</valUSD>
        <pctVal>0.0012812478</pctVal>
        <payoffProfile>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="95520.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119129.34</valUSD>
        <pctVal>0.0012177939</pctVal>
        <payoffProfile>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="117235.960000000000"/>
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      </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>11183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>537790.47</valUSD>
        <pctVal>0.0054975371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>558558.48</valUSD>
        <pctVal>0.0057098371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110088.6</valUSD>
        <pctVal>0.0011253754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117871.69</valUSD>
        <pctVal>0.0012049377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2975</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35729.75</valUSD>
        <pctVal>0.0003652456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33928.26</valUSD>
        <pctVal>0.0003468300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>8248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96171.68</valUSD>
        <pctVal>0.0009831104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80600.76</valUSD>
        <pctVal>0.0008239374</pctVal>
        <payoffProfile>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="7491.720000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextCure Inc.</name>
        <lei>N/A</lei>
        <title>NEXTCURE INC COMMON STOCK USD.001</title>
        <cusip>65343E108</cusip>
        <identifiers>
          <isin value="US65343E1082"/>
          <ticker value="NXTC "/>
        </identifiers>
        <balance>496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27939.68</valUSD>
        <pctVal>0.0002856120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26009.32</valUSD>
        <pctVal>0.0002658790</pctVal>
        <payoffProfile>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="25216.720000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Associated British Foods plc</name>
        <lei>GBQKSY6W7G0OHCQ8OQ72</lei>
        <title>ASSOCIATED BRITISH FOODS PLC COMMON STOCK GBP.0568</title>
        <cusip>067312900</cusip>
        <identifiers>
          <isin value="GB0006731235"/>
          <ticker value="ABF "/>
        </identifiers>
        <balance>74128</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2550068.89</valUSD>
        <pctVal>0.0260679562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Persimmon Public Limited Company</name>
        <lei>N/A</lei>
        <title>PERSIMMON PLC COMMON STOCK GBP.1</title>
        <cusip>068253004</cusip>
        <identifiers>
          <isin value="GB0006825383"/>
          <ticker value="PSN "/>
        </identifiers>
        <balance>66261</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2366783.12</valUSD>
        <pctVal>0.0241943263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126237.58</valUSD>
        <pctVal>0.0012904576</pctVal>
        <payoffProfile>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="101438.160000000000"/>
        </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>2626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119850.64</valUSD>
        <pctVal>0.0012251674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5398</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29904.92</valUSD>
        <pctVal>0.0003057016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
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        <balance>1433</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31511.67</valUSD>
        <pctVal>0.0003221265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>33913</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2663527.02</valUSD>
        <pctVal>0.0272277765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>27672</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2509296.96</valUSD>
        <pctVal>0.0256511671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>10483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>387871</valUSD>
        <pctVal>0.0039649926</pctVal>
        <payoffProfile>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="358798.000000000000"/>
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      </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 "/>
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        <balance>4548</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363294.24</valUSD>
        <pctVal>0.0037137578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>3064</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117933.36</valUSD>
        <pctVal>0.0012055681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>7281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103390.2</valUSD>
        <pctVal>0.0010569013</pctVal>
        <payoffProfile>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="23092.590000000000"/>
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      <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 "/>
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        <balance>4705</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395502.3</valUSD>
        <pctVal>0.0040430032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>6125</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>374298.75</valUSD>
        <pctVal>0.0038262509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Brixmor Property Group Inc.</name>
        <lei>N/A</lei>
        <title>BRIXMOR PROPERTY GROUP INC REIT USD.01</title>
        <cusip>11120U105</cusip>
        <identifiers>
          <isin value="US11120U1051"/>
          <ticker value="BRX "/>
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        <balance>114189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2467624.29</valUSD>
        <pctVal>0.0252251703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Broadridge Financial Solutions Inc.</name>
        <lei>N/A</lei>
        <title>BROADRIDGE FINANCIAL SOLUTIONS COMMON STOCK USD.01</title>
        <cusip>11133T103</cusip>
        <identifiers>
          <isin value="US11133T1034"/>
          <ticker value="BR "/>
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        <balance>23082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2851550.28</valUSD>
        <pctVal>0.0291498352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Service Corporation International</name>
        <lei>549300RKVM2ME20JHZ15</lei>
        <title>SERVICE CORP INTERNATIONAL/US COMMON STOCK USD1.0</title>
        <cusip>817565104</cusip>
        <identifiers>
          <isin value="US8175651046"/>
          <ticker value="SCI "/>
        </identifiers>
        <balance>70076</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3225598.28</valUSD>
        <pctVal>0.0329735228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Skyworks Solutions Inc.</name>
        <lei>549300WZ3ORQ2BVKBD96</lei>
        <title>SKYWORKS SOLUTIONS INC COMMON STOCK USD.25</title>
        <cusip>83088M102</cusip>
        <identifiers>
          <isin value="US83088M1027"/>
          <ticker value="SWKS "/>
        </identifiers>
        <balance>34302</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4146425.76</valUSD>
        <pctVal>0.0423866373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Synopsys Inc.</name>
        <lei>QG7T915N9S0NY5UKNE63</lei>
        <title>SYNOPSYS INC COMMON STOCK USD.01</title>
        <cusip>871607107</cusip>
        <identifiers>
          <isin value="US8716071076"/>
          <ticker value="SNPS "/>
        </identifiers>
        <balance>30267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4213166.4</valUSD>
        <pctVal>0.0430688903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Synchrony Financial</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL COMMON STOCK USD.001</title>
        <cusip>87165B103</cusip>
        <identifiers>
          <isin value="US87165B1035"/>
          <ticker value="SYF "/>
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        <balance>119693</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4310144.93</valUSD>
        <pctVal>0.0440602486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>13441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>352019.79</valUSD>
        <pctVal>0.0035985053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AEON Financial Service Co. Ltd.</name>
        <lei>N/A</lei>
        <title>AEON FINANCIAL SERVICE CO LTD COMMON STOCK</title>
        <cusip>603773904</cusip>
        <identifiers>
          <isin value="JP3131400008"/>
          <ticker value="8570 "/>
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        <balance>23453</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>369540.01</valUSD>
        <pctVal>0.0037776049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brown-Forman Corporation</name>
        <lei>549300873K3LXF7ARU34</lei>
        <title>BROWN-FORMAN CORP COMMON STOCK USD.15</title>
        <cusip>115637209</cusip>
        <identifiers>
          <isin value="US1156372096"/>
          <ticker value="BF/B "/>
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        <balance>36682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2479703.2</valUSD>
        <pctVal>0.0253486463</pctVal>
        <payoffProfile>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="2365331.100000000000"/>
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      <invstOrSec>
        <name>Cboe Global Markets Inc.</name>
        <lei>N/A</lei>
        <title>CBOE GLOBAL MARKETS INC COMMON STOCK</title>
        <cusip>12503M108</cusip>
        <identifiers>
          <isin value="US12503M1080"/>
          <ticker value="CBOE "/>
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        <balance>22320</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2678400</valUSD>
        <pctVal>0.0273798148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teleflex Incorporated</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TELEFLEX INC COMMON STOCK USD1.0</title>
        <cusip>879369106</cusip>
        <identifiers>
          <isin value="US8793691069"/>
          <ticker value="TFX "/>
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        <balance>9321</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3508797.24</valUSD>
        <pctVal>0.0358685105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Teradyne Inc.</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>TERADYNE INC COMMON STOCK USD.125</title>
        <cusip>880770102</cusip>
        <identifiers>
          <isin value="US8807701029"/>
          <ticker value="TER "/>
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        <balance>64246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4380934.74</valUSD>
        <pctVal>0.0447838940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1922</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98521.72</valUSD>
        <pctVal>0.0010071335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>11336</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90914.72</valUSD>
        <pctVal>0.0009293713</pctVal>
        <payoffProfile>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="54961.340000000000"/>
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      <invstOrSec>
        <name>The Toro Company</name>
        <lei>YJKE4YIT6BWQHVEW0D14</lei>
        <title>TORO CO/THE COMMON STOCK USD1.0</title>
        <cusip>891092108</cusip>
        <identifiers>
          <isin value="US8910921084"/>
          <ticker value="TTC "/>
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        <balance>40869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3256033.23</valUSD>
        <pctVal>0.0332846426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Trimble Inc.</name>
        <lei>549300E2MI7NSZFQWS19</lei>
        <title>TRIMBLE INC COMMON STOCK</title>
        <cusip>896239100</cusip>
        <identifiers>
          <isin value="US8962391004"/>
          <ticker value="TRMB "/>
        </identifiers>
        <balance>95514</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3981978.66</valUSD>
        <pctVal>0.0407055848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>1009</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46111.3</valUSD>
        <pctVal>0.0004713705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3243</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44720.97</valUSD>
        <pctVal>0.0004571580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACOM Co. Ltd.</name>
        <lei>N/A</lei>
        <title>ACOM CO LTD COMMON STOCK</title>
        <cusip>604978908</cusip>
        <identifiers>
          <isin value="JP3108600002"/>
          <ticker value="8572 "/>
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        <balance>83310</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>377990.89</valUSD>
        <pctVal>0.0038639936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank of Kyoto Ltd.</name>
        <lei>549300LRPVT8N6FNFC04</lei>
        <title>BANK OF KYOTO LTD/THE COMMON STOCK</title>
        <cusip>607575008</cusip>
        <identifiers>
          <isin value="JP3251200006"/>
          <ticker value="8369 "/>
        </identifiers>
        <balance>11014</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>469646.42</valUSD>
        <pctVal>0.0048009379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CDK Global Inc.</name>
        <lei>5493000L10CYRTHIJ385</lei>
        <title>CDK GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>12508E101</cusip>
        <identifiers>
          <isin value="US12508E1010"/>
          <ticker value="CDK "/>
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        <balance>46542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2544916.56</valUSD>
        <pctVal>0.0260152868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cable One Inc.</name>
        <lei>N/A</lei>
        <title>CABLE ONE INC COMMON STOCK USD.01</title>
        <cusip>12685J105</cusip>
        <identifiers>
          <isin value="US12685J1051"/>
          <ticker value="CABO "/>
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        <balance>1927</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2868281.69</valUSD>
        <pctVal>0.0293208712</pctVal>
        <payoffProfile>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="7487.550000000000"/>
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      <invstOrSec>
        <name>Tyler Technologies Inc.</name>
        <lei>N/A</lei>
        <title>TYLER TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>902252105</cusip>
        <identifiers>
          <isin value="US9022521051"/>
          <ticker value="TYL "/>
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        <balance>14947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4484398.94</valUSD>
        <pctVal>0.0458415518</pctVal>
        <payoffProfile>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="120228.000000000000"/>
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      <invstOrSec>
        <name>UGI Corporation</name>
        <lei>DX6GCWD4Q1JO9CRE5I40</lei>
        <title>UGI CORP COMMON STOCK</title>
        <cusip>902681105</cusip>
        <identifiers>
          <isin value="US9026811052"/>
          <ticker value="UGI "/>
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        <balance>80131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3618715.96</valUSD>
        <pctVal>0.0369921493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>16718</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92952.08</valUSD>
        <pctVal>0.0009501982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>8821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97207.42</valUSD>
        <pctVal>0.0009936982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>3513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43209.9</valUSD>
        <pctVal>0.0004417111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37867.5</valUSD>
        <pctVal>0.0003870987</pctVal>
        <payoffProfile>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="35981.250000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>122731.26</valUSD>
        <pctVal>0.0012546144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117031.92</valUSD>
        <pctVal>0.0011963532</pctVal>
        <payoffProfile>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="122465.400000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>497105.08</valUSD>
        <pctVal>0.0050816327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8334</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>667636.74</valUSD>
        <pctVal>0.0068248844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>16094</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2322686.08</valUSD>
        <pctVal>0.0237435464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CACI International Inc.</name>
        <lei>SYRPI2D1O9WRTS2WX210</lei>
        <title>CACI INTERNATIONAL INC COMMON STOCK USD.1</title>
        <cusip>127190304</cusip>
        <identifiers>
          <isin value="US1271903049"/>
          <ticker value="CACI "/>
        </identifiers>
        <balance>9601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2400153.99</valUSD>
        <pctVal>0.0245354584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>8781</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90707.73</valUSD>
        <pctVal>0.0009272554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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 "/>
        </identifiers>
        <balance>6799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92602.38</valUSD>
        <pctVal>0.0009466234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>507841.88</valUSD>
        <pctVal>0.0051913891</pctVal>
        <payoffProfile>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="503920.860000000000"/>
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      </invstOrSec>
      <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>19430</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>493716.3</valUSD>
        <pctVal>0.0050469911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3352</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44179.36</valUSD>
        <pctVal>0.0004516214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1202</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49029.58</valUSD>
        <pctVal>0.0005012025</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>16929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>334009.17</valUSD>
        <pctVal>0.0034143926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5564</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435104.8</valUSD>
        <pctVal>0.0044478378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50595.84</valUSD>
        <pctVal>0.0005172135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2545</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44181.2</valUSD>
        <pctVal>0.0004516402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3463</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42352.49</valUSD>
        <pctVal>0.0004329463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>9014</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37317.96</valUSD>
        <pctVal>0.0003814810</pctVal>
        <payoffProfile>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="37476.600000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>United Airlines Holdings Inc.</name>
        <lei>N/A</lei>
        <title>UNITED AIRLINES HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>910047109</cusip>
        <identifiers>
          <isin value="US9100471096"/>
          <ticker value="UAL "/>
        </identifiers>
        <balance>43814</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3859575.26</valUSD>
        <pctVal>0.0394543219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Universal Display Corporation</name>
        <lei>N/A</lei>
        <title>UNIVERSAL DISPLAY CORP COMMON STOCK USD.01</title>
        <cusip>91347P105</cusip>
        <identifiers>
          <isin value="US91347P1057"/>
          <ticker value="OLED "/>
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        <balance>16255</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3349667.85</valUSD>
        <pctVal>0.0342418180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>22661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>489024.38</valUSD>
        <pctVal>0.0049990281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>21130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>527827.4</valUSD>
        <pctVal>0.0053956901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Benesse Holdings Inc.</name>
        <lei>549300XOPEJA8L2IV934</lei>
        <title>BENESSE HOLDINGS INC COMMON STOCK</title>
        <cusip>612192906</cusip>
        <identifiers>
          <isin value="JP3835620000"/>
          <ticker value="9783 "/>
        </identifiers>
        <balance>14955</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>393088.3</valUSD>
        <pctVal>0.0040183262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>5476</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467267.08</valUSD>
        <pctVal>0.0047766152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Harvey Norman Holdings Limited</name>
        <lei>N/A</lei>
        <title>HARVEY NORMAN HLDGS COMMON STOCK</title>
        <cusip>617350905</cusip>
        <identifiers>
          <isin value="AU000000HVN7"/>
          <ticker value="HVN "/>
        </identifiers>
        <balance>116858</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>333758.69</valUSD>
        <pctVal>0.0034118321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dairy Farm International Holdings Limited</name>
        <lei>N/A</lei>
        <title>DAIRY FARM INTERNATIONAL HOLDI COMMON STOCK USD.0555</title>
        <cusip>618027908</cusip>
        <identifiers>
          <isin value="BMG2624N1535"/>
          <ticker value="DFI "/>
        </identifiers>
        <balance>70500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402562.19</valUSD>
        <pctVal>0.0041151726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>9772</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46612.44</valUSD>
        <pctVal>0.0004764934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2020</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58721.4</valUSD>
        <pctVal>0.0006002767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42438.98</valUSD>
        <pctVal>0.0004338304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4680</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38095.2</valUSD>
        <pctVal>0.0003894263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56145.1</valUSD>
        <pctVal>0.0005739406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53919.81</valUSD>
        <pctVal>0.0005511927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80906.4</valUSD>
        <pctVal>0.0008270618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93139.2</valUSD>
        <pctVal>0.0009521110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27895.3</valUSD>
        <pctVal>0.0002851584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7703</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30426.85</valUSD>
        <pctVal>0.0003110370</pctVal>
        <payoffProfile>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="26397.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ventas Inc.</name>
        <lei>ORQTRC074CWLT3DKHT41</lei>
        <title>VENTAS INC REIT USD.25</title>
        <cusip>92276F100</cusip>
        <identifiers>
          <isin value="US92276F1003"/>
          <ticker value="VTR "/>
        </identifiers>
        <balance>75045</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4333098.3</valUSD>
        <pctVal>0.0442948883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VeriSign Inc.</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VERISIGN INC COMMON STOCK USD.001</title>
        <cusip>92343E102</cusip>
        <identifiers>
          <isin value="US92343E1029"/>
          <ticker value="VRSN "/>
        </identifiers>
        <balance>20802</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4008129.36</valUSD>
        <pctVal>0.0409729090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4911</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106887.92</valUSD>
        <pctVal>0.0010926566</pctVal>
        <payoffProfile>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="66929.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118385.1</valUSD>
        <pctVal>0.0012101860</pctVal>
        <payoffProfile>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="116308.800000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jardine Cycle and Carriage Limited</name>
        <lei>N/A</lei>
        <title>JARDINE CYCLE and CARRIAGE LTD COMMON STOCK</title>
        <cusip>624226007</cusip>
        <identifiers>
          <isin value="SG1B51001017"/>
          <ticker value="JCNC "/>
        </identifiers>
        <balance>20567</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>459934.85</valUSD>
        <pctVal>0.0047016618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11999</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>326732.77</valUSD>
        <pctVal>0.0033400100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>19754</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>748874.14</valUSD>
        <pctVal>0.0076553298</pctVal>
        <payoffProfile>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="501785.280000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Columbia Banking System Inc.</name>
        <lei>N/A</lei>
        <title>COLUMBIA BANKING SYSTEM INC COMMON STOCK</title>
        <cusip>197236102</cusip>
        <identifiers>
          <isin value="US1972361026"/>
          <ticker value="COLB "/>
        </identifiers>
        <balance>12475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>507545.38</valUSD>
        <pctVal>0.0051883582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caesars Entertainment Corporation</name>
        <lei>N/A</lei>
        <title>CAESARS ENTERTAINMENT CORP COMMON STOCK USD.01</title>
        <cusip>127686103</cusip>
        <identifiers>
          <isin value="US1276861036"/>
          <ticker value="CZR "/>
        </identifiers>
        <balance>213980</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2910128</valUSD>
        <pctVal>0.0297486431</pctVal>
        <payoffProfile>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="2884201.600000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CarMax Inc.</name>
        <lei>N/A</lei>
        <title>CARMAX INC COMMON STOCK USD.5</title>
        <cusip>143130102</cusip>
        <identifiers>
          <isin value="US1431301027"/>
          <ticker value="KMX "/>
        </identifiers>
        <balance>33106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2902403.02</valUSD>
        <pctVal>0.0296696749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ViacomCBS Inc.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC COMMON STOCK USD.001</title>
        <cusip>92556H206</cusip>
        <identifiers>
          <isin value="US92556H2067"/>
          <ticker value="VIAC "/>
        </identifiers>
        <balance>108801</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4566377.97</valUSD>
        <pctVal>0.0466795785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vulcan Materials Company</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO COMMON STOCK USD1.0</title>
        <cusip>929160109</cusip>
        <identifiers>
          <isin value="US9291601097"/>
          <ticker value="VMC "/>
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        <balance>26648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3837045.52</valUSD>
        <pctVal>0.0392240127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Olympic Steel Inc.</name>
        <lei>549300GQ061U6N6KWJ49</lei>
        <title>OLYMPIC STEEL INC COMMON STOCK</title>
        <cusip>68162K106</cusip>
        <identifiers>
          <isin value="US68162K1060"/>
          <ticker value="ZEUS "/>
        </identifiers>
        <balance>1746</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31288.32</valUSD>
        <pctVal>0.0003198433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2572</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26414.44</valUSD>
        <pctVal>0.0002700203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Community Bank System Inc.</name>
        <lei>N/A</lei>
        <title>COMMUNITY BANK SYSTEM INC COMMON STOCK USD1.0</title>
        <cusip>203607106</cusip>
        <identifiers>
          <isin value="US2036071064"/>
          <ticker value="CBU "/>
        </identifiers>
        <balance>8546</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>606253.24</valUSD>
        <pctVal>0.0061973945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>4616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>516207.28</valUSD>
        <pctVal>0.0052769040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2093</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110468.54</valUSD>
        <pctVal>0.0011292593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2925</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126213.75</valUSD>
        <pctVal>0.0012902140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11109</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368596.62</valUSD>
        <pctVal>0.0037679612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABC-MART Inc.</name>
        <lei>N/A</lei>
        <title>ABC-MART INC COMMON STOCK</title>
        <cusip>629210907</cusip>
        <identifiers>
          <isin value="JP3152740001"/>
          <ticker value="2670 "/>
        </identifiers>
        <balance>6864</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>468545.84</valUSD>
        <pctVal>0.0047896872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Waters Corporation</name>
        <lei>5T547R1474YC9HOD8Q74</lei>
        <title>WATERS CORP COMMON STOCK USD.01</title>
        <cusip>941848103</cusip>
        <identifiers>
          <isin value="US9418481035"/>
          <ticker value="WAT "/>
        </identifiers>
        <balance>12973</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3031141.45</valUSD>
        <pctVal>0.0309856973</pctVal>
        <payoffProfile>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="647047.680000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>WellCare Health Plans Inc.</name>
        <lei>N/A</lei>
        <title>WELLCARE HEALTH PLANS INC COMMON STOCK USD.01</title>
        <cusip>94946T106</cusip>
        <identifiers>
          <isin value="US94946T1060"/>
          <ticker value="WCG "/>
        </identifiers>
        <balance>10127</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3344036.67</valUSD>
        <pctVal>0.0341842535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Overseas Shipholding Group Inc.</name>
        <lei>N/A</lei>
        <title>OVERSEAS SHIPHOLDING GROUP INC COMMON STOCK</title>
        <cusip>69036R863</cusip>
        <identifiers>
          <isin value="US69036R8631"/>
          <ticker value="OSG "/>
        </identifiers>
        <balance>12741</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29304.3</valUSD>
        <pctVal>0.0002995618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>37609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29417.76</valUSD>
        <pctVal>0.0003007216</pctVal>
        <payoffProfile>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="29785.600000000000"/>
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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>9787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35428.94</valUSD>
        <pctVal>0.0003621706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1241</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39538.26</valUSD>
        <pctVal>0.0004041780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2257</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85630.58</valUSD>
        <pctVal>0.0008753545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>3497</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87984.52</valUSD>
        <pctVal>0.0008994175</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>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 "/>
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        <balance>6313</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25441.39</valUSD>
        <pctVal>0.0002600734</pctVal>
        <payoffProfile>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="27058.170000000000"/>
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      </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>10467</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24492.78</valUSD>
        <pctVal>0.0002503763</pctVal>
        <payoffProfile>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="22431.290000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>TPG Telecom Limited</name>
        <lei>N/A</lei>
        <title>TPG TELECOM LTD COMMON STOCK</title>
        <cusip>635187909</cusip>
        <identifiers>
          <isin value="AU000000TPM6"/>
          <ticker value="TPM "/>
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        <balance>77379</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>364586.91</valUSD>
        <pctVal>0.0037269721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flight Centre Travel Group Limited</name>
        <lei>N/A</lei>
        <title>FLIGHT CENTRE TRAVEL GROUP LTD COMMON STOCK</title>
        <cusip>635214901</cusip>
        <identifiers>
          <isin value="AU000000FLT9"/>
          <ticker value="FLT "/>
        </identifiers>
        <balance>11573</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>357953.8</valUSD>
        <pctVal>0.0036591655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Casey's General Stores Inc.</name>
        <lei>549300CAFWSI86V66Q65</lei>
        <title>CASEY'S GENERAL STORES INC COMMON STOCK NPV</title>
        <cusip>147528103</cusip>
        <identifiers>
          <isin value="US1475281036"/>
          <ticker value="CASY "/>
        </identifiers>
        <balance>14102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2242076.98</valUSD>
        <pctVal>0.0229195238</pctVal>
        <payoffProfile>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="220332.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CenterPoint Energy Inc.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC COMMON STOCK USD.01</title>
        <cusip>15189T107</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
          <ticker value="CNP "/>
        </identifiers>
        <balance>101119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2757515.13</valUSD>
        <pctVal>0.0281885654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>975</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32028.75</valUSD>
        <pctVal>0.0003274124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31265.94</valUSD>
        <pctVal>0.0003196146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>10093</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339326.66</valUSD>
        <pctVal>0.0034687504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>13401</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>434594.43</valUSD>
        <pctVal>0.0044426206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Pharmaceutical Services Inc.</name>
        <lei>5493007NKRGM1RJQ1P16</lei>
        <title>WEST PHARMACEUTICAL SERVICES I COMMON STOCK USD.25</title>
        <cusip>955306105</cusip>
        <identifiers>
          <isin value="US9553061055"/>
          <ticker value="WST "/>
        </identifiers>
        <balance>28367</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4264411.11</valUSD>
        <pctVal>0.0435927369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Digital Corporation</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>WESTERN DIGITAL CORP COMMON STOCK USD.01</title>
        <cusip>958102105</cusip>
        <identifiers>
          <isin value="US9581021055"/>
          <ticker value="WDC "/>
        </identifiers>
        <balance>59878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3800456.66</valUSD>
        <pctVal>0.0388499849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEX Inc.</name>
        <lei>T9M5IGROL1TL1G5OV478</lei>
        <title>WEX INC COMMON STOCK USD.01</title>
        <cusip>96208T104</cusip>
        <identifiers>
          <isin value="US96208T1043"/>
          <ticker value="WEX "/>
        </identifiers>
        <balance>16597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3476407.62</valUSD>
        <pctVal>0.0355374092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Weyerhaeuser Company</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>WEYERHAEUSER CO REIT USD1.25</title>
        <cusip>962166104</cusip>
        <identifiers>
          <isin value="US9621661043"/>
          <ticker value="WY "/>
        </identifiers>
        <balance>150023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4530694.6</valUSD>
        <pctVal>0.0463148070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CenturyLink Inc.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CENTURYLINK INC COMMON STOCK USD1.0</title>
        <cusip>156700106</cusip>
        <identifiers>
          <isin value="US1567001060"/>
          <ticker value="CTL "/>
        </identifiers>
        <balance>197551</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2609648.71</valUSD>
        <pctVal>0.0266770080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ceridian HCM Holding Inc.</name>
        <lei>N/A</lei>
        <title>CERIDIAN HCM HOLDING INC COMMON STOCK USD.01</title>
        <cusip>15677J108</cusip>
        <identifiers>
          <isin value="US15677J1088"/>
          <ticker value="CDAY "/>
        </identifiers>
        <balance>38639</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2622815.32</valUSD>
        <pctVal>0.0268116031</pctVal>
        <payoffProfile>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="877979.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Woodside Petroleum Ltd</name>
        <lei>N/A</lei>
        <title>WOODSIDE PETROLEUM LTD COMMON STOCK</title>
        <cusip>980228100</cusip>
        <identifiers>
          <isin value="AU000000WPL2"/>
          <ticker value="WPL "/>
        </identifiers>
        <balance>194841</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>4710980.47</valUSD>
        <pctVal>0.0481577706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coloplast A/S</name>
        <lei>N/A</lei>
        <title>COLOPLAST A/S COMMON STOCK DKK1.</title>
        <cusip>ACI04G724</cusip>
        <identifiers>
          <isin value="DK0060448595"/>
          <ticker value="COLOB "/>
        </identifiers>
        <balance>24725</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>3067409.17</valUSD>
        <pctVal>0.0313564423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charles River Laboratories International Inc.</name>
        <lei>549300BSQ0R4UZ5KX287</lei>
        <title>CHARLES RIVER LABORATORIES INT COMMON STOCK USD.01</title>
        <cusip>159864107</cusip>
        <identifiers>
          <isin value="US1598641074"/>
          <ticker value="CRL "/>
        </identifiers>
        <balance>18724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2860278.24</valUSD>
        <pctVal>0.0292390563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chemed Corporation</name>
        <lei>54930020031IDJT2IM79</lei>
        <title>CHEMED CORP COMMON STOCK USD1.0</title>
        <cusip>16359R103</cusip>
        <identifiers>
          <isin value="US16359R1032"/>
          <ticker value="CHE "/>
        </identifiers>
        <balance>6138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2696177.88</valUSD>
        <pctVal>0.0275615483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52668.28</valUSD>
        <pctVal>0.0005383990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>3616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59121.6</valUSD>
        <pctVal>0.0006043677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pioneer Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PIONEER BANCORP INC/NY COMMON STOCK USD.01</title>
        <cusip>723561106</cusip>
        <identifiers>
          <isin value="US7235611065"/>
          <ticker value="PBFS "/>
        </identifiers>
        <balance>2062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31569.22</valUSD>
        <pctVal>0.0003227148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>549</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33132.15</valUSD>
        <pctVal>0.0003386918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>11705</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82286.15</valUSD>
        <pctVal>0.0008411662</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="79602.690000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>18945</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97945.65</valUSD>
        <pctVal>0.0010012447</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiat Chrysler Automobiles N.V.</name>
        <lei>549300LKT9PW7ZIBDF31</lei>
        <title>FIAT CHRYSLER AUTOMOBILES NV COMMON STOCK EUR.01</title>
        <cusip>ACI09N1H7</cusip>
        <identifiers>
          <isin value="NL0010877643"/>
          <ticker value="FCA "/>
        </identifiers>
        <balance>225760</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3347236.45</valUSD>
        <pctVal>0.0342169631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferrari N V</name>
        <lei>549300RIVY5EX8RCON76</lei>
        <title>FERRARI NV COMMON STOCK EUR.01</title>
        <cusip>ACI0JKHV4</cusip>
        <identifiers>
          <isin value="NL0011585146"/>
          <ticker value="RACE "/>
        </identifiers>
        <balance>25085</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4165003.69</valUSD>
        <pctVal>0.0425765493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>9710</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>568520.5</valUSD>
        <pctVal>0.0058116734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coty Inc.</name>
        <lei>549300BO9IWPF3S48F93</lei>
        <title>COTY INC COMMON STOCK USD.01</title>
        <cusip>222070203</cusip>
        <identifiers>
          <isin value="US2220702037"/>
          <ticker value="COTY "/>
        </identifiers>
        <balance>59510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>669487.5</valUSD>
        <pctVal>0.0068438037</pctVal>
        <payoffProfile>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="317658.290000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5208</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42393.12</valUSD>
        <pctVal>0.0004333616</pctVal>
        <payoffProfile>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="42064.800000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42388.36</valUSD>
        <pctVal>0.0004333130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127162</valUSD>
        <pctVal>0.0012999074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106256.16</valUSD>
        <pctVal>0.0010861985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prevail Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>PREVAIL THERAPEUTICS INC COMMON STOCK</title>
        <cusip>74140Y101</cusip>
        <identifiers>
          <isin value="US74140Y1010"/>
          <ticker value="PRVL "/>
        </identifiers>
        <balance>1425</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22557.75</valUSD>
        <pctVal>0.0002305955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ProSight Global Inc.</name>
        <lei>N/A</lei>
        <title>PROSIGHT GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>74349J103</cusip>
        <identifiers>
          <isin value="US74349J1034"/>
          <ticker value="PROS "/>
        </identifiers>
        <balance>1652</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26646.76</valUSD>
        <pctVal>0.0002723952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>19565</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2684318</valUSD>
        <pctVal>0.0274403113</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ciena Corporation</name>
        <lei>W0CZ7N0GH8UIGXDM1H41</lei>
        <title>CIENA CORP COMMON STOCK USD.01</title>
        <cusip>171779309</cusip>
        <identifiers>
          <isin value="US1717793095"/>
          <ticker value="CIEN "/>
        </identifiers>
        <balance>59308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2531858.52</valUSD>
        <pctVal>0.0258818016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 of Texas Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>SPIRIT OF TEXAS BANCSHARES INC COMMON STOCK NPV</title>
        <cusip>84861D103</cusip>
        <identifiers>
          <isin value="US84861D1037"/>
          <ticker value="STXB "/>
        </identifiers>
        <balance>2358</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54234</valUSD>
        <pctVal>0.0005544044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7127</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57229.81</valUSD>
        <pctVal>0.0005850290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132321.16</valUSD>
        <pctVal>0.0013526467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114479.82</valUSD>
        <pctVal>0.0011702644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22482.45</valUSD>
        <pctVal>0.0002298258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2006</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32276.54</valUSD>
        <pctVal>0.0003299454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Melrose Industries PLC</name>
        <lei>N/A</lei>
        <title>MELROSE INDUSTRIES PLC COMMON STOCK GBP.06857143</title>
        <cusip>ACI0JVL94</cusip>
        <identifiers>
          <isin value="GB00BZ1G4322"/>
          <ticker value="MRO "/>
        </identifiers>
        <balance>1011979</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>3223378.55</valUSD>
        <pctVal>0.0329508317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Essity Aktiebolag</name>
        <lei>549300G8E6YUVJ1DA153</lei>
        <title>ESSITY AB COMMON STOCK SEK3.35</title>
        <cusip>ACI0V9407</cusip>
        <identifiers>
          <isin value="SE0009922164"/>
          <ticker value="ESSITYB "/>
        </identifiers>
        <balance>126207</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>4064651.83</valUSD>
        <pctVal>0.0415507073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41698.8</valUSD>
        <pctVal>0.0004262640</pctVal>
        <payoffProfile>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="303.270000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Unity Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>UNITY BANCORP INC COMMON STOCK</title>
        <cusip>913290102</cusip>
        <identifiers>
          <isin value="US9132901029"/>
          <ticker value="UNTY "/>
        </identifiers>
        <balance>1516</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34216.12</valUSD>
        <pctVal>0.0003497726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kerry Properties Limited</name>
        <lei>N/A</lei>
        <title>KERRY PROPERTIES LTD COMMON STOCK HKD1.0</title>
        <cusip>648631901</cusip>
        <identifiers>
          <isin value="BMG524401079"/>
          <ticker value="683 "/>
        </identifiers>
        <balance>136064</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>432150.01</valUSD>
        <pctVal>0.0044176326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>24613</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>331167.92</valUSD>
        <pctVal>0.0033853481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8136</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>566509.68</valUSD>
        <pctVal>0.0057911179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>606528.89</valUSD>
        <pctVal>0.0062002123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Singapore Telecommunications Limited</name>
        <lei>N/A</lei>
        <title>SINGAPORE TELECOMMUNICATIONS L COMMON STOCK</title>
        <cusip>B02PY2901</cusip>
        <identifiers>
          <isin value="SG1T75931496"/>
          <ticker value="ST "/>
        </identifiers>
        <balance>1437549</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>3604103.53</valUSD>
        <pctVal>0.0368427745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferrovial S.A.</name>
        <lei>N/A</lei>
        <title>FERROVIAL SA COMMON STOCK EUR.2</title>
        <cusip>B03851902</cusip>
        <identifiers>
          <isin value="ES0118900010"/>
          <ticker value="FER "/>
        </identifiers>
        <balance>102720</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3112122.39</valUSD>
        <pctVal>0.0318135210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="2819112.930000000000"/>
        </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>3467</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104530.05</valUSD>
        <pctVal>0.0010685534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>16430</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119610.4</valUSD>
        <pctVal>0.0012227115</pctVal>
        <payoffProfile>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="119059.800000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>News Corporation</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP COMMON STOCK</title>
        <cusip>65249B208</cusip>
        <identifiers>
          <isin value="US65249B2088"/>
          <ticker value="NWS "/>
        </identifiers>
        <balance>24515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355712.65</valUSD>
        <pctVal>0.0036362554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AEON Mall Co. Ltd.</name>
        <lei>N/A</lei>
        <title>AEON MALL CO LTD COMMON STOCK</title>
        <cusip>653420901</cusip>
        <identifiers>
          <isin value="JP3131430005"/>
          <ticker value="8905 "/>
        </identifiers>
        <balance>21231</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>376585.48</valUSD>
        <pctVal>0.0038496269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>1608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45538.56</valUSD>
        <pctVal>0.0004655157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2008</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54396.72</valUSD>
        <pctVal>0.0005560678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>4784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34492.64</valUSD>
        <pctVal>0.0003525993</pctVal>
        <payoffProfile>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="33957.120000000000"/>
        </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>3581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42255.8</valUSD>
        <pctVal>0.0004319579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>13259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>568678.51</valUSD>
        <pctVal>0.0058132886</pctVal>
        <payoffProfile>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="589226.140000000000"/>
        </securityLending>
      </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>10183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>667801.14</valUSD>
        <pctVal>0.0068265649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44458.94</valUSD>
        <pctVal>0.0004544794</pctVal>
        <payoffProfile>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="43852.040000000000"/>
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      </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>2141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53867.56</valUSD>
        <pctVal>0.0005506585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2068</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27731.88</valUSD>
        <pctVal>0.0002834878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29248.21</valUSD>
        <pctVal>0.0002989884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>8789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115135.9</valUSD>
        <pctVal>0.0011769712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6763</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130390.64</valUSD>
        <pctVal>0.0013329120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>1453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44955.82</valUSD>
        <pctVal>0.0004595587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>22709</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44509.64</valUSD>
        <pctVal>0.0004549976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Gap Inc.</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
        <title>GAP INC/THE COMMON STOCK USD.05</title>
        <cusip>364760108</cusip>
        <identifiers>
          <isin value="US3647601083"/>
          <ticker value="GPS "/>
        </identifiers>
        <balance>42840</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>757411.2</valUSD>
        <pctVal>0.0077425995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>14678</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>675041.22</valUSD>
        <pctVal>0.0069005763</pctVal>
        <payoffProfile>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="667408.830000000000"/>
        </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>8217</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78308.01</valUSD>
        <pctVal>0.0008004999</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>Teekay Tankers Ltd.</name>
        <lei>549300DE8ZAIYS2T6Q22</lei>
        <title>TEEKAY TANKERS LTD CLASS A COMMON STOCK USD.01</title>
        <cusip>Y8565N300</cusip>
        <identifiers>
          <isin value="MHY8565N3002"/>
          <ticker value="TNK "/>
        </identifiers>
        <balance>3980</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95400.6</valUSD>
        <pctVal>0.0009752280</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>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>3047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57435.95</valUSD>
        <pctVal>0.0005871362</pctVal>
        <payoffProfile>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="55253.120000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44957.5</valUSD>
        <pctVal>0.0004595759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30532.04</valUSD>
        <pctVal>0.0003121123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30216.72</valUSD>
        <pctVal>0.0003088890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NWS Holdings Limited</name>
        <lei>N/A</lei>
        <title>NWS HOLDINGS LTD COMMON STOCK HKD1.0</title>
        <cusip>656835907</cusip>
        <identifiers>
          <isin value="BMG668971101"/>
          <ticker value="659 "/>
        </identifiers>
        <balance>329599</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>461953.66</valUSD>
        <pctVal>0.0047222990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="113140.270000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Maruichi Steel Tube Ltd.</name>
        <lei>N/A</lei>
        <title>MARUICHI STEEL TUBE LTD COMMON STOCK</title>
        <cusip>656950003</cusip>
        <identifiers>
          <isin value="JP3871200006"/>
          <ticker value="5463 "/>
        </identifiers>
        <balance>11861</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>333323.52</valUSD>
        <pctVal>0.0034073836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Goodman Group</name>
        <lei>N/A</lei>
        <title>GOODMAN GROUP REIT</title>
        <cusip>B03FYZ909</cusip>
        <identifiers>
          <isin value="AU000000GMG2"/>
          <ticker value="GMG "/>
        </identifiers>
        <balance>342360</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>3217219.73</valUSD>
        <pctVal>0.0328878735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Neste Oyj</name>
        <lei>5493009GY1X8GQ66AM14</lei>
        <title>NESTE OYJ COMMON STOCK</title>
        <cusip>B06YV4907</cusip>
        <identifiers>
          <isin value="FI0009013296"/>
          <ticker value="NESTE "/>
        </identifiers>
        <balance>88030</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3063530.08</valUSD>
        <pctVal>0.0313167885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>26450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>616285</valUSD>
        <pctVal>0.0062999437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14381</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>635640.2</valUSD>
        <pctVal>0.0064978013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yue Yuen Industrial (Holdings) Limited</name>
        <lei>N/A</lei>
        <title>YUE YUEN INDUSTRIAL HOLDINGS L COMMON STOCK HKD.25</title>
        <cusip>658653902</cusip>
        <identifiers>
          <isin value="BMG988031446"/>
          <ticker value="551 "/>
        </identifiers>
        <balance>151487</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>447082.42</valUSD>
        <pctVal>0.0045702785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5182</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>382068.86</valUSD>
        <pctVal>0.0039056805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33218.08</valUSD>
        <pctVal>0.0003395702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2144</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30766.4</valUSD>
        <pctVal>0.0003145080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dassault Aviation</name>
        <lei>N/A</lei>
        <title>DASSAULT AVIATION SA COMMON STOCK EUR8.0</title>
        <cusip>406716001</cusip>
        <identifiers>
          <isin value="FR0000121725"/>
          <ticker value="AM "/>
        </identifiers>
        <balance>527</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>691548.75</valUSD>
        <pctVal>0.0070693237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Casino Guichard Perrachon</name>
        <lei>N/A</lei>
        <title>CASINO GUICHARD PERRACHON SA COMMON STOCK EUR1.53</title>
        <cusip>417841004</cusip>
        <identifiers>
          <isin value="FR0000125585"/>
          <ticker value="CO "/>
        </identifiers>
        <balance>11272</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>528049.53</valUSD>
        <pctVal>0.0053979608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="534497.930000000000"/>
        </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 "/>
        </identifiers>
        <balance>39219</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>351402.24</valUSD>
        <pctVal>0.0035921924</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>SHIMAMURA CO. Ltd.</name>
        <lei>N/A</lei>
        <title>SHIMAMURA CO LTD COMMON STOCK</title>
        <cusip>680403003</cusip>
        <identifiers>
          <isin value="JP3358200008"/>
          <ticker value="8227 "/>
        </identifiers>
        <balance>4570</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>347428.96</valUSD>
        <pctVal>0.0035515758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26732.16</valUSD>
        <pctVal>0.0002732682</pctVal>
        <payoffProfile>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="26364.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12279</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32416.56</valUSD>
        <pctVal>0.0003313767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4231</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110513.72</valUSD>
        <pctVal>0.0011297212</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1639</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101257.42</valUSD>
        <pctVal>0.0010350991</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>Hino Motors Ltd.</name>
        <lei>N/A</lei>
        <title>HINO MOTORS LTD COMMON STOCK</title>
        <cusip>433406105</cusip>
        <identifiers>
          <isin value="JP3792600003"/>
          <ticker value="7205 "/>
        </identifiers>
        <balance>60342</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>638146.14</valUSD>
        <pctVal>0.0065234181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FUCHS PETROLUB SE</name>
        <lei>N/A</lei>
        <title>FUCHS PETROLUB SE PREFERENCE</title>
        <cusip>435435003</cusip>
        <identifiers>
          <isin value="DE0005790430"/>
          <ticker value="FPE3D "/>
        </identifiers>
        <balance>14467</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>718769.99</valUSD>
        <pctVal>0.0073475915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MTU Aero Engines AG</name>
        <lei>N/A</lei>
        <title>MTU AERO ENGINES AG COMMON STOCK</title>
        <cusip>B09DHL908</cusip>
        <identifiers>
          <isin value="DE000A0D9PT0"/>
          <ticker value="MTX "/>
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        <balance>10844</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3089734.07</valUSD>
        <pctVal>0.0315846575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kone OYJ</name>
        <lei>N/A</lei>
        <title>KONE OYJ COMMON STOCK</title>
        <cusip>B09M9D905</cusip>
        <identifiers>
          <isin value="FI0009013403"/>
          <ticker value="KNEBV "/>
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        <balance>70898</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4635867.01</valUSD>
        <pctVal>0.0473899269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114856.62</valUSD>
        <pctVal>0.0011741163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>8755</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103834.3</valUSD>
        <pctVal>0.0010614411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>12001</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29282.44</valUSD>
        <pctVal>0.0002993383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>5869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24884.56</valUSD>
        <pctVal>0.0002543812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>7364</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57881.04</valUSD>
        <pctVal>0.0005916861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>3361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49675.58</valUSD>
        <pctVal>0.0005078062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>32064</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2642394.24</valUSD>
        <pctVal>0.0270117477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citrix Systems Inc.</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>CITRIX SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>177376100</cusip>
        <identifiers>
          <isin value="US1773761002"/>
          <ticker value="CTXS "/>
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        <balance>24645</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2733130.5</valUSD>
        <pctVal>0.0279392947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38199.56</valUSD>
        <pctVal>0.0003904932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34266.4</valUSD>
        <pctVal>0.0003502866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Coca-Cola European Partners plc</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPEAN PARTNERS PL COMMON STOCK EUR.01</title>
        <cusip>19122T109</cusip>
        <identifiers>
          <isin value="GB00BDCPN049"/>
          <ticker value="CCEP "/>
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        <balance>48258</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2455367.04</valUSD>
        <pctVal>0.0250998711</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Commerce Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>COMMERCE BANCSHARES INC/MO COMMON STOCK USD5.0</title>
        <cusip>200525103</cusip>
        <identifiers>
          <isin value="US2005251036"/>
          <ticker value="CBSH "/>
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        <balance>39761</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2701362.34</valUSD>
        <pctVal>0.0276145462</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>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 "/>
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        <balance>3833</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48334.13</valUSD>
        <pctVal>0.0004940933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>1531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58239.24</valUSD>
        <pctVal>0.0005953478</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>SecureWorks Corp.</name>
        <lei>N/A</lei>
        <title>SECUREWORKS CORP COMMON STOCK USD.01</title>
        <cusip>81374A105</cusip>
        <identifiers>
          <isin value="US81374A1051"/>
          <ticker value="SCWX "/>
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        <balance>1621</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27005.86</valUSD>
        <pctVal>0.0002760661</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>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 "/>
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        <balance>23632</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21646.91</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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      <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>8863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>663218.29</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>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>29878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>632218.48</valUSD>
        <pctVal>0.0064628229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>2354</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46303.18</valUSD>
        <pctVal>0.0004733320</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="44775.060000000000"/>
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      </invstOrSec>
      <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 "/>
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        <balance>12105</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51083.1</valUSD>
        <pctVal>0.0005221945</pctVal>
        <payoffProfile>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="20450.430000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Link Real Estate Investment Trust</name>
        <lei>N/A</lei>
        <title>LINK REIT REIT</title>
        <cusip>B0PB4M906</cusip>
        <identifiers>
          <isin value="HK0823032773"/>
          <ticker value="823 "/>
        </identifiers>
        <balance>438106</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>4641282.08</valUSD>
        <pctVal>0.0474452822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Wohnen SE</name>
        <lei>N/A</lei>
        <title>DEUTSCHE WOHNEN SE COMMON STOCK</title>
        <cusip>B0YZ0Z908</cusip>
        <identifiers>
          <isin value="DE000A0HN5C6"/>
          <ticker value="DWNI "/>
        </identifiers>
        <balance>74840</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>3044252.48</valUSD>
        <pctVal>0.0311197241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24715.8</valUSD>
        <pctVal>0.0002526561</pctVal>
        <payoffProfile>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="28248.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SharpSpring Inc.</name>
        <lei>N/A</lei>
        <title>SHARPSPRING INC COMMON STOCK USD.001</title>
        <cusip>820054104</cusip>
        <identifiers>
          <isin value="US8200541048"/>
          <ticker value="SHSP "/>
        </identifiers>
        <balance>1982</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22733.54</valUSD>
        <pctVal>0.0002323925</pctVal>
        <payoffProfile>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="22366.800000000000"/>
        </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>2332</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121870.32</valUSD>
        <pctVal>0.0012458135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4945</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132427.1</valUSD>
        <pctVal>0.0013537296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Washington H. Soul Pattinson and Company Limited</name>
        <lei>N/A</lei>
        <title>WASHINGTON H SOUL PATTINSON and COMMON STOCK</title>
        <cusip>682180005</cusip>
        <identifiers>
          <isin value="AU000000SOL3"/>
          <ticker value="SOL "/>
        </identifiers>
        <balance>24939</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>376230.37</valUSD>
        <pctVal>0.0038459968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Rubber Industries Ltd.</name>
        <lei>N/A</lei>
        <title>SUMITOMO RUBBER INDUSTRIES LTD COMMON STOCK</title>
        <cusip>685899007</cusip>
        <identifiers>
          <isin value="JP3404200002"/>
          <ticker value="5110 "/>
        </identifiers>
        <balance>35656</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>434780</valUSD>
        <pctVal>0.0044445176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>9920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105846.4</valUSD>
        <pctVal>0.0010820097</pctVal>
        <payoffProfile>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="102324.400000000000"/>
        </securityLending>
      </invstOrSec>
      <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>5087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126361.08</valUSD>
        <pctVal>0.0012917200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>10928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41526.4</valUSD>
        <pctVal>0.0004245016</pctVal>
        <payoffProfile>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="17325.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4694</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34829.48</valUSD>
        <pctVal>0.0003560427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>6789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>348207.81</valUSD>
        <pctVal>0.0035595375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyoda Gosei Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TOYODA GOSEI CO LTD COMMON STOCK</title>
        <cusip>690055009</cusip>
        <identifiers>
          <isin value="JP3634200004"/>
          <ticker value="7282 "/>
        </identifiers>
        <balance>13503</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>337161.56</valUSD>
        <pctVal>0.0034466178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>3187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25432.26</valUSD>
        <pctVal>0.0002599801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24632.1</valUSD>
        <pctVal>0.0002518005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Partners Group Holding AG</name>
        <lei>549300I3IVVWZWDHI788</lei>
        <title>PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01</title>
        <cusip>B119QG904</cusip>
        <identifiers>
          <isin value="CH0024608827"/>
          <ticker value="PGHN "/>
        </identifiers>
        <balance>3889</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>3564373.65</valUSD>
        <pctVal>0.0364366377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Legrand</name>
        <lei>N/A</lei>
        <title>LEGRAND SA COMMON STOCK EUR4.0</title>
        <cusip>B11ZRK906</cusip>
        <identifiers>
          <isin value="FR0010307819"/>
          <ticker value="LR "/>
        </identifiers>
        <balance>55674</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4546549.19</valUSD>
        <pctVal>0.0464768798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>8386</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123148.41</valUSD>
        <pctVal>0.0012588787</pctVal>
        <payoffProfile>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="109534.740000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vericel Corporation</name>
        <lei>54930076YM3PLTDR4B91</lei>
        <title>VERICEL CORP COMMON STOCK</title>
        <cusip>92346J108</cusip>
        <identifiers>
          <isin value="US92346J1088"/>
          <ticker value="VCEL "/>
        </identifiers>
        <balance>7497</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130447.8</valUSD>
        <pctVal>0.0013334963</pctVal>
        <payoffProfile>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="129513.900000000000"/>
        </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>5917</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106683.51</valUSD>
        <pctVal>0.0010905670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111564.24</valUSD>
        <pctVal>0.0011404601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>7718</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56032.68</valUSD>
        <pctVal>0.0005727914</pctVal>
        <payoffProfile>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="57680.080000000000"/>
        </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>4769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45925.47</valUSD>
        <pctVal>0.0004694709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sunnova Energy International Inc.</name>
        <lei>N/A</lei>
        <title>SUNNOVA ENERGY INTERNATIONAL I COMMON STOCK USD.001</title>
        <cusip>86745K104</cusip>
        <identifiers>
          <isin value="US86745K1043"/>
          <ticker value="NOVA "/>
        </identifiers>
        <balance>2662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29707.92</valUSD>
        <pctVal>0.0003036878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Superior Group of Companies Inc.</name>
        <lei>UOX145EEO0TB0ZWX2152</lei>
        <title>SUPERIOR GROUP OF COS INC COMMON STOCK</title>
        <cusip>868358102</cusip>
        <identifiers>
          <isin value="US8683581024"/>
          <ticker value="SGC "/>
        </identifiers>
        <balance>2085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28230.9</valUSD>
        <pctVal>0.0002885890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9775</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>469493.25</valUSD>
        <pctVal>0.0047993721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>10100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>329310.5</valUSD>
        <pctVal>0.0033663607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cousins Properties Incorporated</name>
        <lei>N/A</lei>
        <title>COUSINS PROPERTIES INC REIT USD1.0</title>
        <cusip>222795502</cusip>
        <identifiers>
          <isin value="US2227955026"/>
          <ticker value="CUZ"/>
        </identifiers>
        <balance>56266</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2318159.2</valUSD>
        <pctVal>0.0236972706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Curtiss-Wright Corporation</name>
        <lei>TEL51ETZWP7D0ZM4X325</lei>
        <title>CURTISS-WRIGHT CORP COMMON STOCK USD1.0</title>
        <cusip>231561101</cusip>
        <identifiers>
          <isin value="US2315611010"/>
          <ticker value="CW "/>
        </identifiers>
        <balance>16366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2305805.74</valUSD>
        <pctVal>0.0235709879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sutro Biopharma Inc.</name>
        <lei>N/A</lei>
        <title>SUTRO BIOPHARMA INC COMMON STOCK USD.001</title>
        <cusip>869367102</cusip>
        <identifiers>
          <isin value="US8693671021"/>
          <ticker value="STRO "/>
        </identifiers>
        <balance>2182</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24002</valUSD>
        <pctVal>0.0002453593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7070</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33582.5</valUSD>
        <pctVal>0.0003432955</pctVal>
        <payoffProfile>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="32685.330000000000"/>
        </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>4958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34953.9</valUSD>
        <pctVal>0.0003573146</pctVal>
        <payoffProfile>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="36564.600000000000"/>
        </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>5025</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40752.75</valUSD>
        <pctVal>0.0004165930</pctVal>
        <payoffProfile>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="38200.320000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2250</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34875</valUSD>
        <pctVal>0.0003565080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>2675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43602.5</valUSD>
        <pctVal>0.0004457245</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>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>3774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33135.72</valUSD>
        <pctVal>0.0003387283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30275</valUSD>
        <pctVal>0.0003094847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1508</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44666.96</valUSD>
        <pctVal>0.0004566058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1789</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56854.42</valUSD>
        <pctVal>0.0005811916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L E Lundbergforetagen AB</name>
        <lei>N/A</lei>
        <title>L E LUNDBERGFORETAGEN AB COMMON STOCK</title>
        <cusip>453800005</cusip>
        <identifiers>
          <isin value="SE0000108847"/>
          <ticker value="LUNDB "/>
        </identifiers>
        <balance>15839</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>695307.99</valUSD>
        <pctVal>0.0071077524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICADE</name>
        <lei>N/A</lei>
        <title>ICADE REIT</title>
        <cusip>455440909</cusip>
        <identifiers>
          <isin value="FR0000035081"/>
          <ticker value="ICAD "/>
        </identifiers>
        <balance>6198</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>674881.62</valUSD>
        <pctVal>0.0068989448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>32141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116993.24</valUSD>
        <pctVal>0.0011959578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>15621</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114658.14</valUSD>
        <pctVal>0.0011720873</pctVal>
        <payoffProfile>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="102088.710000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sandvik AB</name>
        <lei>N/A</lei>
        <title>SANDVIK AB COMMON STOCK SEK1.2</title>
        <cusip>B1VQ25903</cusip>
        <identifiers>
          <isin value="SE0000667891"/>
          <ticker value="SAND "/>
        </identifiers>
        <balance>235240</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>4581853.22</valUSD>
        <pctVal>0.0468377735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Geberit AG</name>
        <lei>N/A</lei>
        <title>GEBERIT AG COMMON STOCK CHF.1</title>
        <cusip>B1WGG9901</cusip>
        <identifiers>
          <isin value="CH0030170408"/>
          <ticker value="GEBN "/>
        </identifiers>
        <balance>7734</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>4340950.42</valUSD>
        <pctVal>0.0443751563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CyrusOne Inc.</name>
        <lei>5493006S177ZK2ZNBU43</lei>
        <title>CYRUSONE INC REIT USD.01</title>
        <cusip>23283R100</cusip>
        <identifiers>
          <isin value="US23283R1005"/>
          <ticker value="CONE "/>
        </identifiers>
        <balance>43399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2839596.57</valUSD>
        <pctVal>0.0290276390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Darden Restaurants Inc.</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>DARDEN RESTAURANTS INC COMMON STOCK</title>
        <cusip>237194105</cusip>
        <identifiers>
          <isin value="US2371941053"/>
          <ticker value="DRI "/>
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        <balance>24684</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2690802.84</valUSD>
        <pctVal>0.0275066022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>15138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>405017.19</valUSD>
        <pctVal>0.0041402687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>378852.56</valUSD>
        <pctVal>0.0038728020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>9089</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>328476.46</valUSD>
        <pctVal>0.0033578348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>5600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>335552</valUSD>
        <pctVal>0.0034301641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hexagon AB</name>
        <lei>549300WJFW6ILNI4TA80</lei>
        <title>HEXAGON AB COMMON STOCK EUR.22</title>
        <cusip>B1XFTL901</cusip>
        <identifiers>
          <isin value="SE0000103699"/>
          <ticker value="HEXAB "/>
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        <balance>54663</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>3063930.5</valUSD>
        <pctVal>0.0313208817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MSandAD Insurance Group Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK</title>
        <cusip>B2Q4CS905</cusip>
        <identifiers>
          <isin value="JP3890310000"/>
          <ticker value="8725 "/>
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        <balance>98751</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3259639.26</valUSD>
        <pctVal>0.0333215051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2136</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30502.08</valUSD>
        <pctVal>0.0003118060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>5997</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29145.42</valUSD>
        <pctVal>0.0002979376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>12441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42174.99</valUSD>
        <pctVal>0.0004311318</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>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>4080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37209.6</valUSD>
        <pctVal>0.0003803733</pctVal>
        <payoffProfile>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="36876.070000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Otsuka Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>OTSUKA HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>B5LTM9909</cusip>
        <identifiers>
          <isin value="JP3188220002"/>
          <ticker value="4578 "/>
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        <balance>81293</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3623573.15</valUSD>
        <pctVal>0.0370418017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dai-ichi Life Holdings Inc.</name>
        <lei>549300ZUFXI7JXZVTZ25</lei>
        <title>DAI-ICHI LIFE HOLDINGS INC COMMON STOCK</title>
        <cusip>B601QS905</cusip>
        <identifiers>
          <isin value="JP3476480003"/>
          <ticker value="8750 "/>
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        <balance>224337</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3697134.71</valUSD>
        <pctVal>0.0377937812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>1543</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45719.09</valUSD>
        <pctVal>0.0004673612</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>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 "/>
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        <balance>5351</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54098.61</valUSD>
        <pctVal>0.0005530204</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="52372.360000000000"/>
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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>1238</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23534.38</valUSD>
        <pctVal>0.0002405791</pctVal>
        <payoffProfile>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="22308.000000000000"/>
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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>4212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30115.8</valUSD>
        <pctVal>0.0003078573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>4604</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467536.2</valUSD>
        <pctVal>0.0047793663</pctVal>
        <payoffProfile>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="430467.840000000000"/>
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      </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 "/>
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        <balance>2240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368524.8</valUSD>
        <pctVal>0.0037672270</pctVal>
        <payoffProfile>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="361188.380000000000"/>
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      </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 "/>
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        <balance>6048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>453781.44</valUSD>
        <pctVal>0.0046387589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>8309</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>465470.18</valUSD>
        <pctVal>0.0047582465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>23513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113802.92</valUSD>
        <pctVal>0.0011633449</pctVal>
        <payoffProfile>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="113358.990000000000"/>
        </securityLending>
      </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>3512</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109750</valUSD>
        <pctVal>0.0011219141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>14968</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52238.32</valUSD>
        <pctVal>0.0005340037</pctVal>
        <payoffProfile>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="50087.100000000000"/>
        </securityLending>
      </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>3622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49331.64</valUSD>
        <pctVal>0.0005042903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JXTG Holdings Inc.</name>
        <lei>N/A</lei>
        <title>JXTG HOLDINGS INC COMMON STOCK</title>
        <cusip>B627LW906</cusip>
        <identifiers>
          <isin value="JP3386450005"/>
          <ticker value="5020 "/>
        </identifiers>
        <balance>657811</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2985525.85</valUSD>
        <pctVal>0.0305193940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rolls-Royce Holdings plc</name>
        <lei>N/A</lei>
        <title>ROLLS-ROYCE HOLDINGS PLC COMMON STOCK GBP.2</title>
        <cusip>B63H84900</cusip>
        <identifiers>
          <isin value="GB00B63H8491"/>
          <ticker value="RR/ "/>
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        <balance>360037</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>3254017.79</valUSD>
        <pctVal>0.0332640399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2279</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105084.69</valUSD>
        <pctVal>0.0010742232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>27350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129092</valUSD>
        <pctVal>0.0013196367</pctVal>
        <payoffProfile>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="139245.700000000000"/>
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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>7649</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>566178.98</valUSD>
        <pctVal>0.0057877373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>4298</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>532608.16</valUSD>
        <pctVal>0.0054445612</pctVal>
        <payoffProfile>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="281091.880000000000"/>
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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>45459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55459.98</valUSD>
        <pctVal>0.0005669370</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>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>5002</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53571.42</valUSD>
        <pctVal>0.0005476313</pctVal>
        <payoffProfile>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="52678.640000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>The Royal Bank Of Scotland Group Public Limited Company</name>
        <lei>N/A</lei>
        <title>ROYAL BANK OF SCOTLAND GROUP P COMMON STOCK GBP1.0</title>
        <cusip>B7T772907</cusip>
        <identifiers>
          <isin value="GB00B7T77214"/>
          <ticker value="RBS "/>
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        <balance>1005603</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>3225916.4</valUSD>
        <pctVal>0.0329767748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WPP plc</name>
        <lei>549300LSGBXPYHXGDT93</lei>
        <title>WPP PLC COMMON STOCK GBP.1</title>
        <cusip>B8KF9B904</cusip>
        <identifiers>
          <isin value="JE00B8KF9B49"/>
          <ticker value="WPP "/>
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        <balance>262450</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>3693263.48</valUSD>
        <pctVal>0.0377542078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>21820</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24002</valUSD>
        <pctVal>0.0002453593</pctVal>
        <payoffProfile>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="10068.480000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2195</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24188.9</valUSD>
        <pctVal>0.0002472699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>3439</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118783.06</valUSD>
        <pctVal>0.0012142541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EMIN RUSSELL 2000 0320</name>
        <lei>N/A</lei>
        <title>EMIN RUSSELL 2000 0320</title>
        <cusip>ADI1B84L1</cusip>
        <identifiers>
          <isin value="BBG00MSHZRH7"/>
          <ticker value="RTYH0"/>
        </identifiers>
        <balance>115</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>129734.5</valUSD>
        <pctVal>0.0013262047</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>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>Russell 2000 Index</indexName>
                <indexIdentifier>RTY</indexIdentifier>
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            </descRefInstrmnt>
            <expDate>2020-03-20</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>129734.500000000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>9747</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>345238.74</valUSD>
        <pctVal>0.0035291864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>19329</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>341350.14</valUSD>
        <pctVal>0.0034894353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>5894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53340.7</valUSD>
        <pctVal>0.0005452727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</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>Unibail-Rodamco-Westfield</name>
        <lei>N/A</lei>
        <title>UNIBAIL-RODAMCO-WESTFIELD REIT EUR.5</title>
        <cusip>BF2PQ0901</cusip>
        <identifiers>
          <isin value="FR0013326246"/>
          <ticker value="URW "/>
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        <balance>28766</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>4538328.38</valUSD>
        <pctVal>0.0463928429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Corp.</name>
        <lei>N/A</lei>
        <title>SOFTBANK CORP COMMON STOCK</title>
        <cusip>BF5M0K909</cusip>
        <identifiers>
          <isin value="JP3732000009"/>
          <ticker value="9434 "/>
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        <balance>348600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>4674610.68</valUSD>
        <pctVal>0.0477859822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
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        <balance>3158</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393897.34</valUSD>
        <pctVal>0.0040265966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>376715.52</valUSD>
        <pctVal>0.0038509562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferguson PLC</name>
        <lei>N/A</lei>
        <title>FERGUSON PLC COMMON STOCK GBP.1</title>
        <cusip>BJVNSS903</cusip>
        <identifiers>
          <isin value="JE00BJVNSS43"/>
          <ticker value="FERG "/>
        </identifiers>
        <balance>47738</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>4344484.41</valUSD>
        <pctVal>0.0444112823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scentre Group</name>
        <lei>N/A</lei>
        <title>SCENTRE GROUP REIT</title>
        <cusip>BLZH0Z901</cusip>
        <identifiers>
          <isin value="AU000000SCG8"/>
          <ticker value="SCG "/>
        </identifiers>
        <balance>1106198</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2977061.21</valUSD>
        <pctVal>0.0304328646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>330857.4</valUSD>
        <pctVal>0.0033821738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7147</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>349273.89</valUSD>
        <pctVal>0.0035704355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SandP MID 400 EMINI 0320</name>
        <lei>N/A</lei>
        <title>SandP MID 400 EMINI 0320</title>
        <cusip>ADI1H5ZZ6</cusip>
        <identifiers>
          <ticker value="FAH0"/>
        </identifiers>
        <balance>51</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>129670.05</valUSD>
        <pctVal>0.0013255458</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>S and P Midcap 400 Index</indexName>
                <indexIdentifier>MID</indexIdentifier>
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            <expDate>2020-03-20</expDate>
            <notionalAmt>10407439.950000000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>129670.050000000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105999.4</valUSD>
        <pctVal>0.0010835738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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. Xpress Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>US XPRESS ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>90338N202</cusip>
        <identifiers>
          <isin value="US90338N2027"/>
          <ticker value="USX "/>
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        <balance>4379</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22026.37</valUSD>
        <pctVal>0.0002251635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32598.3</valUSD>
        <pctVal>0.0003332345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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>8141</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37448.6</valUSD>
        <pctVal>0.0003828165</pctVal>
        <payoffProfile>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="37554.940000000000"/>
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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 "/>
        </identifiers>
        <balance>19575</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>541836</valUSD>
        <pctVal>0.0055388924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Axel Springer SE</name>
        <lei>N/A</lei>
        <title>AXEL SPRINGER SE COMMON STOCK EUR1.0</title>
        <cusip>464731900</cusip>
        <identifiers>
          <isin value="DE0005501357"/>
          <ticker value="SPR "/>
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        <balance>9961</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>700735.85</valUSD>
        <pctVal>0.0071632384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>15687</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2648906.82</valUSD>
        <pctVal>0.0270783222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DENTSPLY SIRONA Inc.</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
        <title>DENTSPLY SIRONA INC COMMON STOCK USD.01</title>
        <cusip>24906P109</cusip>
        <identifiers>
          <isin value="US24906P1093"/>
          <ticker value="XRAY "/>
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        <balance>44780</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2534100.2</valUSD>
        <pctVal>0.0259047171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>1540</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29198.4</valUSD>
        <pctVal>0.0002984792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>34350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31574.52</valUSD>
        <pctVal>0.0003227690</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>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 "/>
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        <balance>2717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33038.72</valUSD>
        <pctVal>0.0003377367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32057.4</valUSD>
        <pctVal>0.0003277052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>5841</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>490351.95</valUSD>
        <pctVal>0.0050125992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
        </identifiers>
        <balance>2559</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>471546.93</valUSD>
        <pctVal>0.0048203657</pctVal>
        <payoffProfile>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="287970.090000000000"/>
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      </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>3714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123564.78</valUSD>
        <pctVal>0.0012631350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>23946</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117814.32</valUSD>
        <pctVal>0.0012043512</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>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Donaldson Company Inc.</name>
        <lei>OZE6KXY9QQPR8EJ8WL20</lei>
        <title>DONALDSON CO INC COMMON STOCK USD5.0</title>
        <cusip>257651109</cusip>
        <identifiers>
          <isin value="US2576511099"/>
          <ticker value="DCI "/>
        </identifiers>
        <balance>48521</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2795780.02</valUSD>
        <pctVal>0.0285797264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Emmett Inc.</name>
        <lei>N/A</lei>
        <title>DOUGLAS EMMETT INC REIT USD.01</title>
        <cusip>25960P109</cusip>
        <identifiers>
          <isin value="US25960P1093"/>
          <ticker value="DEI "/>
        </identifiers>
        <balance>63192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2774128.8</valUSD>
        <pctVal>0.0283583978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109844.37</valUSD>
        <pctVal>0.0011228788</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>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 "/>
        </identifiers>
        <balance>3285</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109620.45</valUSD>
        <pctVal>0.0011205898</pctVal>
        <payoffProfile>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="66458.780000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4405</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>410193.6</valUSD>
        <pctVal>0.0041931843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>14644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>345598.4</valUSD>
        <pctVal>0.0035328630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>11553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395574.72</valUSD>
        <pctVal>0.0040437435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>18752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>437671.68</valUSD>
        <pctVal>0.0044740776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110855.3</valUSD>
        <pctVal>0.0011332130</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>
        <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>7830</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131857.2</valUSD>
        <pctVal>0.0013479039</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="130863.720000000000"/>
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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 "/>
        </identifiers>
        <balance>515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30338.65</valUSD>
        <pctVal>0.0003101354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23914.5</valUSD>
        <pctVal>0.0002444648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Realty Corporation</name>
        <lei>N/A</lei>
        <title>DUKE REALTY CORP REIT USD.01</title>
        <cusip>264411505</cusip>
        <identifiers>
          <isin value="US2644115055"/>
          <ticker value="DRE "/>
        </identifiers>
        <balance>74005</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2565753.35</valUSD>
        <pctVal>0.0262282898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dunkin' Brands Group Inc.</name>
        <lei>N/A</lei>
        <title>DUNKIN' BRANDS GROUP INC COMMON STOCK USD.001</title>
        <cusip>265504100</cusip>
        <identifiers>
          <isin value="US2655041000"/>
          <ticker value="DNKN "/>
        </identifiers>
        <balance>31761</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2399225.94</valUSD>
        <pctVal>0.0245259714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERBUND AG</name>
        <lei>N/A</lei>
        <title>VERBUND AG COMMON STOCK</title>
        <cusip>466160009</cusip>
        <identifiers>
          <isin value="AT0000746409"/>
          <ticker value="VER "/>
        </identifiers>
        <balance>14192</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>712433.58</valUSD>
        <pctVal>0.0072828179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Remy Cointreau SA</name>
        <lei>5493004V6A3Z027YT216</lei>
        <title>REMY COINTREAU SA COMMON STOCK EUR1.6</title>
        <cusip>474171006</cusip>
        <identifiers>
          <isin value="FR0000130395"/>
          <ticker value="RCO "/>
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        <balance>4693</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>576778.17</valUSD>
        <pctVal>0.0058960870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="5942.630000000000"/>
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      <invstOrSec>
        <name>Svenska Handelsbanken AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55</title>
        <cusip>BXDZ9Q900</cusip>
        <identifiers>
          <isin value="SE0007100599"/>
          <ticker value="SHBA "/>
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        <balance>319192</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>3437776.65</valUSD>
        <pctVal>0.0351425060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Orsted A/S</name>
        <lei>W9NG6WMZIYEU8VEDOG48</lei>
        <title>ORSTED A/S COMMON STOCK DKK10.0</title>
        <cusip>BYT16L900</cusip>
        <identifiers>
          <isin value="DK0060094928"/>
          <ticker value="ORSTED "/>
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        <balance>39357</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>4071589.98</valUSD>
        <pctVal>0.0416216322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan Post Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>JAPAN POST HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>BYT814908</cusip>
        <identifiers>
          <isin value="JP3752900005"/>
          <ticker value="6178 "/>
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        <balance>327700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>3081841.6</valUSD>
        <pctVal>0.0315039771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CK Asset Holdings Limited</name>
        <lei>N/A</lei>
        <title>CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0</title>
        <cusip>BYZQ07905</cusip>
        <identifiers>
          <isin value="KYG2177B1014"/>
          <ticker value="1113 "/>
        </identifiers>
        <balance>537562</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>3879168.13</valUSD>
        <pctVal>0.0396546091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
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        <balance>14899</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123363.72</valUSD>
        <pctVal>0.0012610797</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>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>4224</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125706.24</valUSD>
        <pctVal>0.0012850260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>East West Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>EAST WEST BANCORP INC COMMON STOCK USD.001</title>
        <cusip>27579R104</cusip>
        <identifiers>
          <isin value="US27579R1041"/>
          <ticker value="EWBC "/>
        </identifiers>
        <balance>55830</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2718921</valUSD>
        <pctVal>0.0277940388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>20974</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2782620.58</valUSD>
        <pctVal>0.0284452046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>30992</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2674609.6</valUSD>
        <pctVal>0.0273410676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encompass Health Corporation</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>ENCOMPASS HEALTH CORP COMMON STOCK USD.01</title>
        <cusip>29261A100</cusip>
        <identifiers>
          <isin value="US29261A1007"/>
          <ticker value="EHC "/>
        </identifiers>
        <balance>37801</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2618475.27</valUSD>
        <pctVal>0.0267672371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>8220</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342034.2</valUSD>
        <pctVal>0.0034964281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>15480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414709.2</valUSD>
        <pctVal>0.0042393448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>14044</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>400815.76</valUSD>
        <pctVal>0.0040973198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3466</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355057.04</valUSD>
        <pctVal>0.0036295535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amcor plc</name>
        <lei>N/A</lei>
        <title>AMCOR PLC COMMON STOCK USD.01</title>
        <cusip>G0250X107</cusip>
        <identifiers>
          <isin value="JE00BJ1F3079"/>
          <ticker value="AMCR "/>
        </identifiers>
        <balance>326192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3535921.28</valUSD>
        <pctVal>0.0361457847</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="3536083.500000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RenaissanceRe Holdings Ltd.</name>
        <lei>EK6GB9U3U58PDI411C94</lei>
        <title>RENAISSANCERE HOLDINGS LTD COMMON STOCK USD1.0</title>
        <cusip>G7496G103</cusip>
        <identifiers>
          <isin value="BMG7496G1033"/>
          <ticker value="RNR "/>
        </identifiers>
        <balance>16931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3318814.62</valUSD>
        <pctVal>0.0339264224</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>Royal Caribbean Cruises Ltd.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD COMMON STOCK USD.01</title>
        <cusip>V7780T103</cusip>
        <identifiers>
          <isin value="LR0008862868"/>
          <ticker value="RCL "/>
        </identifiers>
        <balance>34609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4620647.59</valUSD>
        <pctVal>0.0472343471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>5301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>597210.66</valUSD>
        <pctVal>0.0061049572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seb S.A.</name>
        <lei>N/A</lei>
        <title>SEB SA COMMON STOCK EUR1.0</title>
        <cusip>479213001</cusip>
        <identifiers>
          <isin value="FR0000121709"/>
          <ticker value="SK "/>
        </identifiers>
        <balance>4715</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>701250.99</valUSD>
        <pctVal>0.0071685044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Expeditors International of Washington Inc.</name>
        <lei>N/A</lei>
        <title>EXPEDITORS INTERNATIONAL OF WA COMMON STOCK USD.01</title>
        <cusip>302130109</cusip>
        <identifiers>
          <isin value="US3021301094"/>
          <ticker value="EXPD "/>
        </identifiers>
        <balance>34288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2675149.76</valUSD>
        <pctVal>0.0273465894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extra Space Storage Inc.</name>
        <lei>N/A</lei>
        <title>EXTRA SPACE STORAGE INC REIT USD.01</title>
        <cusip>30225T102</cusip>
        <identifiers>
          <isin value="US30225T1025"/>
          <ticker value="EXR "/>
        </identifiers>
        <balance>26075</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2754041.5</valUSD>
        <pctVal>0.0281530564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FMC Corporation</name>
        <lei>CKDHZ2X64EEBQCSP7013</lei>
        <title>FMC CORP COMMON STOCK USD.1</title>
        <cusip>302491303</cusip>
        <identifiers>
          <isin value="US3024913036"/>
          <ticker value="FMC "/>
        </identifiers>
        <balance>26096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2604902.72</valUSD>
        <pctVal>0.0266284924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>20733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2294313.78</valUSD>
        <pctVal>0.0234535119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>voestalpine AG</name>
        <lei>N/A</lei>
        <title>VOESTALPINE AG COMMON STOCK</title>
        <cusip>494340904</cusip>
        <identifiers>
          <isin value="AT0000937503"/>
          <ticker value="VOE "/>
        </identifiers>
        <balance>24249</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>672561.35</valUSD>
        <pctVal>0.0068752260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="69703.100000000000"/>
        </securityLending>
      </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>5118</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>705055.68</valUSD>
        <pctVal>0.0072073977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intertek Group PLC</name>
        <lei>N/A</lei>
        <title>INTERTEK GROUP PLC COMMON STOCK GBP.01</title>
        <cusip>316383900</cusip>
        <identifiers>
          <isin value="GB0031638363"/>
          <ticker value="ITRK "/>
        </identifiers>
        <balance>33611</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2604453.83</valUSD>
        <pctVal>0.0266239036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Burberry Group plc</name>
        <lei>N/A</lei>
        <title>BURBERRY GROUP PLC COMMON STOCK GBP.0005</title>
        <cusip>317430908</cusip>
        <identifiers>
          <isin value="GB0031743007"/>
          <ticker value="BRBY "/>
        </identifiers>
        <balance>85631</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2500048.06</valUSD>
        <pctVal>0.0255566207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25591.48</valUSD>
        <pctVal>0.0002616077</pctVal>
        <payoffProfile>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="9792.000000000000"/>
        </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>2579</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28523.74</valUSD>
        <pctVal>0.0002915826</pctVal>
        <payoffProfile>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="19702.800000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOCHTIEF Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>HOCHTIEF AG COMMON STOCK</title>
        <cusip>510866908</cusip>
        <identifiers>
          <isin value="DE0006070006"/>
          <ticker value="HOT "/>
        </identifiers>
        <balance>5187</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>660387.47</valUSD>
        <pctVal>0.0067507791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>3751</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>551397</valUSD>
        <pctVal>0.0056366292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5993</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>472368.26</valUSD>
        <pctVal>0.0048287618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CNP Assurances</name>
        <lei>N/A</lei>
        <title>CNP ASSURANCES COMMON STOCK EUR1.0</title>
        <cusip>554398909</cusip>
        <identifiers>
          <isin value="FR0000120222"/>
          <ticker value="CNP "/>
        </identifiers>
        <balance>35735</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>712025.2</valUSD>
        <pctVal>0.0072786433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First American Financial Corporation</name>
        <lei>549300B6VEZK3N0A1P55</lei>
        <title>FIRST AMERICAN FINANCIAL CORP COMMON STOCK USD.00001</title>
        <cusip>31847R102</cusip>
        <identifiers>
          <isin value="US31847R1023"/>
          <ticker value="FAF "/>
        </identifiers>
        <balance>43068</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2511725.76</valUSD>
        <pctVal>0.0256759954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>74107</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2601155.7</valUSD>
        <pctVal>0.0265901887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>5975</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24378</valUSD>
        <pctVal>0.0002492029</pctVal>
        <payoffProfile>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="21175.700000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>11237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30789.38</valUSD>
        <pctVal>0.0003147430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>14288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>614526.88</valUSD>
        <pctVal>0.0062819714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bayerische Motoren Werke Aktiengesellschaft</name>
        <lei>YEH5ZCD6E441RHVHD759</lei>
        <title>BAYERISCHE MOTOREN WERKE AG PREFERENCE</title>
        <cusip>575603907</cusip>
        <identifiers>
          <isin value="DE0005190037"/>
          <ticker value="BMW3 "/>
        </identifiers>
        <balance>11670</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>718428.4</valUSD>
        <pctVal>0.0073440997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>19176</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458306.4</valUSD>
        <pctVal>0.0046850151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>17784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>388758.24</valUSD>
        <pctVal>0.0039740624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mercury General Corporation</name>
        <lei>5493001Q9EXPCEL4W527</lei>
        <title>MERCURY GENERAL CORP COMMON STOCK</title>
        <cusip>589400100</cusip>
        <identifiers>
          <isin value="US5894001008"/>
          <ticker value="MCY "/>
        </identifiers>
        <balance>10399</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>506743.27</valUSD>
        <pctVal>0.0051801586</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>22228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>721743.16</valUSD>
        <pctVal>0.0073779846</pctVal>
        <payoffProfile>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="722498.220000000000"/>
        </securityLending>
      </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>69958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2903956.58</valUSD>
        <pctVal>0.0296855561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXT plc</name>
        <lei>N/A</lei>
        <title>NEXT PLC COMMON STOCK GBP.1</title>
        <cusip>320898901</cusip>
        <identifiers>
          <isin value="GB0032089863"/>
          <ticker value="NXT "/>
        </identifiers>
        <balance>27712</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2582278.48</valUSD>
        <pctVal>0.0263972172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7617</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>431198.37</valUSD>
        <pctVal>0.0044079045</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>400021.86</valUSD>
        <pctVal>0.0040892042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4642</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>598168.12</valUSD>
        <pctVal>0.0061147448</pctVal>
        <payoffProfile>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="577935.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of East Asia Limited</name>
        <lei>CO6GC26LCGGRTUESIP55</lei>
        <title>BANK OF EAST ASIA LTD/THE COMMON STOCK</title>
        <cusip>607564002</cusip>
        <identifiers>
          <isin value="HK0023000190"/>
          <ticker value="23 "/>
        </identifiers>
        <balance>270399</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>603701.41</valUSD>
        <pctVal>0.0061713085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Five Below Inc.</name>
        <lei>N/A</lei>
        <title>FIVE BELOW INC COMMON STOCK USD.01</title>
        <cusip>33829M101</cusip>
        <identifiers>
          <isin value="US33829M1018"/>
          <ticker value="FIVE "/>
        </identifiers>
        <balance>21344</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2729043.84</valUSD>
        <pctVal>0.0278975190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>N/A</lei>
        <title>FOX CORP COMMON STOCK USD.01</title>
        <cusip>35137L105</cusip>
        <identifiers>
          <isin value="US35137L1052"/>
          <ticker value="FOXA "/>
        </identifiers>
        <balance>71375</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2645871.25</valUSD>
        <pctVal>0.0270472912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>13350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>412248</valUSD>
        <pctVal>0.0042141853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5053</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>392668.63</valUSD>
        <pctVal>0.0040140361</pctVal>
        <payoffProfile>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="78450.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Genco Shipping and Trading Limited</name>
        <lei>5493003MBZ5GU8QHXZ58</lei>
        <title>GENCO SHIPPING + TRADING LTD COMMON STOCK</title>
        <cusip>Y2685T131</cusip>
        <identifiers>
          <isin value="MHY2685T1313"/>
          <ticker value="GNK "/>
        </identifiers>
        <balance>2787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29597.94</valUSD>
        <pctVal>0.0003025635</pctVal>
        <payoffProfile>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="29245.400000000000"/>
        </securityLending>
      </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>3914</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31370.71</valUSD>
        <pctVal>0.0003206856</pctVal>
        <payoffProfile>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="61247.940000000000"/>
        </securityLending>
      </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>2324</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>451181.36</valUSD>
        <pctVal>0.0046121797</pctVal>
        <payoffProfile>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="216502.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8934</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393006.66</valUSD>
        <pctVal>0.0040174916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bendigo and Adelaide Bank Limited</name>
        <lei>549300Y9URD6W70K0360</lei>
        <title>BENDIGO and ADELAIDE BANK LTD COMMON STOCK</title>
        <cusip>609128905</cusip>
        <identifiers>
          <isin value="AU000000BEN6"/>
          <ticker value="BEN "/>
        </identifiers>
        <balance>101954</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>699592.48</valUSD>
        <pctVal>0.0071515504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation Japan</name>
        <lei>N/A</lei>
        <title>ORACLE CORP JAPAN COMMON STOCK</title>
        <cusip>614168904</cusip>
        <identifiers>
          <isin value="JP3689500001"/>
          <ticker value="4716 "/>
        </identifiers>
        <balance>8006</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>726614.79</valUSD>
        <pctVal>0.0074277846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>13672</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398948.96</valUSD>
        <pctVal>0.0040782365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>4655</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>464382.8</valUSD>
        <pctVal>0.0047471308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gartner Inc.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>GARTNER INC COMMON STOCK USD.0005</title>
        <cusip>366651107</cusip>
        <identifiers>
          <isin value="US3666511072"/>
          <ticker value="IT "/>
        </identifiers>
        <balance>18010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2775341</valUSD>
        <pctVal>0.0283707895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gentex Corporation</name>
        <lei>549300S3UD8XV1MN0287</lei>
        <title>GENTEX CORP COMMON STOCK USD.06</title>
        <cusip>371901109</cusip>
        <identifiers>
          <isin value="US3719011096"/>
          <ticker value="GNTX "/>
        </identifiers>
        <balance>96985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2810625.3</valUSD>
        <pctVal>0.0287314815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola Bottlers Japan Holdings Inc.</name>
        <lei>N/A</lei>
        <title>COCA-COLA BOTTLERS JAPAN HOLDI COMMON STOCK</title>
        <cusip>616328902</cusip>
        <identifiers>
          <isin value="JP3293200006"/>
          <ticker value="2579 "/>
        </identifiers>
        <balance>25700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>656642.23</valUSD>
        <pctVal>0.0067124935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="603470.150000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Chiba Bank Ltd.</name>
        <lei>FGJPAKKCTZVSKZXNBS63</lei>
        <title>CHIBA BANK LTD/THE COMMON STOCK</title>
        <cusip>619056005</cusip>
        <identifiers>
          <isin value="JP3511800009"/>
          <ticker value="8331 "/>
        </identifiers>
        <balance>112864</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>648961.1</valUSD>
        <pctVal>0.0066339735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>42416</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2497454.08</valUSD>
        <pctVal>0.0255301039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>W.W. Grainger Inc.</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW GRAINGER INC COMMON STOCK USD.5</title>
        <cusip>384802104</cusip>
        <identifiers>
          <isin value="US3848021040"/>
          <ticker value="GWW "/>
        </identifiers>
        <balance>8785</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2973898.2</valUSD>
        <pctVal>0.0304005309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>22096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344918.56</valUSD>
        <pctVal>0.0035259133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11066</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418184.14</valUSD>
        <pctVal>0.0042748672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4996</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>430805.08</valUSD>
        <pctVal>0.0044038841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>19374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418672.14</valUSD>
        <pctVal>0.0042798558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Chugoku Electric Power Co. Inc.</name>
        <lei>N/A</lei>
        <title>CHUGOKU ELECTRIC POWER CO INC/ COMMON STOCK</title>
        <cusip>619590003</cusip>
        <identifiers>
          <isin value="JP3522200009"/>
          <ticker value="9504 "/>
        </identifiers>
        <balance>57836</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>760260.16</valUSD>
        <pctVal>0.0077717228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="713164.450000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>City Developments Limited</name>
        <lei>N/A</lei>
        <title>CITY DEVELOPMENTS LTD COMMON STOCK</title>
        <cusip>619792005</cusip>
        <identifiers>
          <isin value="SG1R89002252"/>
          <ticker value="CIT "/>
        </identifiers>
        <balance>94613</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>770039.16</valUSD>
        <pctVal>0.0078716882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITOCHU Techno-Solutions Corporation</name>
        <lei>N/A</lei>
        <title>ITOCHU TECHNO-SOLUTIONS CORP COMMON STOCK</title>
        <cusip>620019901</cusip>
        <identifiers>
          <isin value="JP3143900003"/>
          <ticker value="4739 "/>
        </identifiers>
        <balance>19900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>560426.55</valUSD>
        <pctVal>0.0057289334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boral Limited</name>
        <lei>549300KLCHOLFEMSPR08</lei>
        <title>BORAL LTD COMMON STOCK</title>
        <cusip>621867902</cusip>
        <identifiers>
          <isin value="AU000000BLD2"/>
          <ticker value="BLD "/>
        </identifiers>
        <balance>244077</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>767886.06</valUSD>
        <pctVal>0.0078496782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CyberAgent Inc.</name>
        <lei>N/A</lei>
        <title>CYBERAGENT INC COMMON STOCK</title>
        <cusip>622050904</cusip>
        <identifiers>
          <isin value="JP3311400000"/>
          <ticker value="4751 "/>
        </identifiers>
        <balance>21000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>731550.85</valUSD>
        <pctVal>0.0074782433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SATS Ltd.</name>
        <lei>N/A</lei>
        <title>SATS LTD COMMON STOCK</title>
        <cusip>624358909</cusip>
        <identifiers>
          <isin value="SG1I52882764"/>
          <ticker value="SATS "/>
        </identifiers>
        <balance>141000</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>530740.59</valUSD>
        <pctVal>0.0054254701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yamazaki Baking Co. Ltd.</name>
        <lei>N/A</lei>
        <title>YAMAZAKI BAKING CO LTD COMMON STOCK</title>
        <cusip>984632109</cusip>
        <identifiers>
          <isin value="JP3935600001"/>
          <ticker value="2212 "/>
        </identifiers>
        <balance>25190</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>450127.02</valUSD>
        <pctVal>0.0046014017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>7297</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>380392.61</valUSD>
        <pctVal>0.0038885451</pctVal>
        <payoffProfile>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="372902.880000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AusNet Services Ltd</name>
        <lei>N/A</lei>
        <title>AUSNET SERVICES COMMON STOCK</title>
        <cusip>ACI092GB0</cusip>
        <identifiers>
          <isin value="AU000000AST5"/>
          <ticker value="AST "/>
        </identifiers>
        <balance>386096</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>460414</valUSD>
        <pctVal>0.0047065599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sembcorp Industries Limited</name>
        <lei>N/A</lei>
        <title>SEMBCORP INDUSTRIES LTD COMMON STOCK</title>
        <cusip>B08X16905</cusip>
        <identifiers>
          <isin value="SG1R50925390"/>
          <ticker value="SCI "/>
        </identifiers>
        <balance>209122</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>356133.86</valUSD>
        <pctVal>0.0036405612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDP - Energias de Portugal S.A.</name>
        <lei>N/A</lei>
        <title>EDP - ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.</title>
        <cusip>410359905</cusip>
        <identifiers>
          <isin value="PTEDP0AM0009"/>
          <ticker value="EDP "/>
        </identifiers>
        <balance>531781</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2307606.62</valUSD>
        <pctVal>0.0235893974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thales SA</name>
        <lei>N/A</lei>
        <title>THALES SA COMMON STOCK EUR3.0</title>
        <cusip>416279008</cusip>
        <identifiers>
          <isin value="FR0000121329"/>
          <ticker value="HO "/>
        </identifiers>
        <balance>22253</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2315531.45</valUSD>
        <pctVal>0.0236704085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telenet Group Holding NV</name>
        <lei>N/A</lei>
        <title>TELENET GROUP HOLDING NV COMMON STOCK</title>
        <cusip>B0LKSK908</cusip>
        <identifiers>
          <isin value="BE0003826436"/>
          <ticker value="TNET "/>
        </identifiers>
        <balance>9625</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>432673.1</valUSD>
        <pctVal>0.0044229799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yangzijiang Shipbuilding (Holdings) Ltd.</name>
        <lei>N/A</lei>
        <title>YANGZIJIANG SHIPBUILDING HOLDI COMMON STOCK</title>
        <cusip>B1VT03904</cusip>
        <identifiers>
          <isin value="SG1U76934819"/>
          <ticker value="YZJSGD "/>
        </identifiers>
        <balance>498515</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>415545.68</valUSD>
        <pctVal>0.0042478957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZOZO Inc.</name>
        <lei>549300GC7XPQMZA0OW13</lei>
        <title>ZOZO INC COMMON STOCK</title>
        <cusip>B292RC907</cusip>
        <identifiers>
          <isin value="JP3399310006"/>
          <ticker value="3092 "/>
        </identifiers>
        <balance>22600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>432220.89</valUSD>
        <pctVal>0.0044183572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seven Bank Ltd.</name>
        <lei>N/A</lei>
        <title>SEVEN BANK LTD COMMON STOCK</title>
        <cusip>B2NT8S908</cusip>
        <identifiers>
          <isin value="JP3105220002"/>
          <ticker value="8410 "/>
        </identifiers>
        <balance>121640</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>398504.14</valUSD>
        <pctVal>0.0040736893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daicel Corporation</name>
        <lei>N/A</lei>
        <title>DAICEL CORP COMMON STOCK</title>
        <cusip>625054002</cusip>
        <identifiers>
          <isin value="JP3485800001"/>
          <ticker value="4202 "/>
        </identifiers>
        <balance>51785</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>495082.61</valUSD>
        <pctVal>0.0050609581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Dainippon Pharma Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SUMITOMO DAINIPPON PHARMA CO L COMMON STOCK</title>
        <cusip>625086004</cusip>
        <identifiers>
          <isin value="JP3495000006"/>
          <ticker value="4506 "/>
        </identifiers>
        <balance>33092</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>641161.78</valUSD>
        <pctVal>0.0065542454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lawson Inc.</name>
        <lei>N/A</lei>
        <title>LAWSON INC COMMON STOCK</title>
        <cusip>626691901</cusip>
        <identifiers>
          <isin value="JP3982100004"/>
          <ticker value="2651 "/>
        </identifiers>
        <balance>10389</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>589706.88</valUSD>
        <pctVal>0.0060282501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Lease and Finance Company Limited</name>
        <lei>N/A</lei>
        <title>MITSUBISHI UFJ LEASE and FINANCE COMMON STOCK</title>
        <cusip>626897003</cusip>
        <identifiers>
          <isin value="JP3499800005"/>
          <ticker value="8593 "/>
        </identifiers>
        <balance>83796</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>539452.63</valUSD>
        <pctVal>0.0055145285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pola Orbis Holdings Inc.</name>
        <lei>N/A</lei>
        <title>POLA ORBIS HOLDINGS INC COMMON STOCK</title>
        <cusip>B5N4QN907</cusip>
        <identifiers>
          <isin value="JP3855900001"/>
          <ticker value="4927 "/>
        </identifiers>
        <balance>18972</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>451894.98</valUSD>
        <pctVal>0.0046194746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NMC Health plc</name>
        <lei>N/A</lei>
        <title>NMC HEALTH PLC COMMON STOCK GBP.1</title>
        <cusip>B7FC07907</cusip>
        <identifiers>
          <isin value="GB00B7FC0762"/>
          <ticker value="NMC "/>
        </identifiers>
        <balance>19536</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>457716.07</valUSD>
        <pctVal>0.0046789804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mercari Inc.</name>
        <lei>N/A</lei>
        <title>MERCARI INC COMMON STOCK</title>
        <cusip>BG0GM1903</cusip>
        <identifiers>
          <isin value="JP3921290007"/>
          <ticker value="4385 "/>
        </identifiers>
        <balance>15800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>323015.07</valUSD>
        <pctVal>0.0033020060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mebuki Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>MEBUKI FINANCIAL GROUP INC COMMON STOCK</title>
        <cusip>BH0VTS902</cusip>
        <identifiers>
          <isin value="JP3117700009"/>
          <ticker value="7167 "/>
        </identifiers>
        <balance>181900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>463764.56</valUSD>
        <pctVal>0.0047408108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>325994.48</valUSD>
        <pctVal>0.0033324628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5546</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>364649.5</valUSD>
        <pctVal>0.0037276119</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>MyoKardia Inc.</name>
        <lei>549300OLNNNZ1NI9UY54</lei>
        <title>MYOKARDIA INC COMMON STOCK USD.0001</title>
        <cusip>62857M105</cusip>
        <identifiers>
          <isin value="US62857M1053"/>
          <ticker value="MYOK "/>
        </identifiers>
        <balance>7588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>553051.38</valUSD>
        <pctVal>0.0056535411</pctVal>
        <payoffProfile>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="556789.440000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fletcher Building Limited</name>
        <lei>549300UPHQTT2LG75045</lei>
        <title>FLETCHER BUILDING LTD COMMON STOCK</title>
        <cusip>634160907</cusip>
        <identifiers>
          <isin value="NZFBUE0001S0"/>
          <ticker value="FBU "/>
        </identifiers>
        <balance>177854</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>609627.77</valUSD>
        <pctVal>0.0062318905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hasbro Inc.</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>HASBRO INC COMMON STOCK USD.5</title>
        <cusip>418056107</cusip>
        <identifiers>
          <isin value="US4180561072"/>
          <ticker value="HAS "/>
        </identifiers>
        <balance>25621</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2705833.81</valUSD>
        <pctVal>0.0276602556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>72960</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2434675.2</valUSD>
        <pctVal>0.0248883498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>9323</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>345137.46</valUSD>
        <pctVal>0.0035281510</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>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 "/>
        </identifiers>
        <balance>6674</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363332.56</valUSD>
        <pctVal>0.0037141496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>7036</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>573293.28</valUSD>
        <pctVal>0.0058604629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Holdings Company (Japan) Ltd.</name>
        <lei>N/A</lei>
        <title>MCDONALD'S HOLDINGS CO JAPAN L COMMON STOCK</title>
        <cusip>637186909</cusip>
        <identifiers>
          <isin value="JP3750500005"/>
          <ticker value="2702 "/>
        </identifiers>
        <balance>13861</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>667806</valUSD>
        <pctVal>0.0068266146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="76579.460000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimpress PLC</name>
        <lei>N/A</lei>
        <title>CIMPRESS PLC COMMON STOCK EUR.01</title>
        <cusip>G2143T103</cusip>
        <identifiers>
          <isin value="IE00BKYC3F77"/>
          <ticker value="CMPR "/>
        </identifiers>
        <balance>3695</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>464720.15</valUSD>
        <pctVal>0.0047505793</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="379140.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Delphi Technologies PLC</name>
        <lei>N/A</lei>
        <title>DELPHI TECHNOLOGIES PLC COMMON STOCK USD.01</title>
        <cusip>G2709G107</cusip>
        <identifiers>
          <isin value="JE00BD85SC56"/>
          <ticker value="DLPH "/>
        </identifiers>
        <balance>32998</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423364.34</valUSD>
        <pctVal>0.0043278215</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>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 "/>
        </identifiers>
        <balance>38989</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2887915.23</valUSD>
        <pctVal>0.0295215741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Henry and Associates Inc.</name>
        <lei>N/A</lei>
        <title>JACK HENRY and ASSOCIATES INC COMMON STOCK USD.01</title>
        <cusip>426281101</cusip>
        <identifiers>
          <isin value="US4262811015"/>
          <ticker value="JKHY "/>
        </identifiers>
        <balance>15490</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2256428.3</valUSD>
        <pctVal>0.0230662294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>17544</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>358599.36</valUSD>
        <pctVal>0.0036657647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1938</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>400894.68</valUSD>
        <pctVal>0.0040981265</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>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>8745</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>570698.7</valUSD>
        <pctVal>0.0058339399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>16258</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>475546.5</valUSD>
        <pctVal>0.0048612512</pctVal>
        <payoffProfile>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="473501.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fabrinet</name>
        <lei>5493004TETZ6IYF7CV44</lei>
        <title>FABRINET COMMON STOCK USD.01</title>
        <cusip>G3323L100</cusip>
        <identifiers>
          <isin value="KYG3323L1005"/>
          <ticker value="FN "/>
        </identifiers>
        <balance>6189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401294.76</valUSD>
        <pctVal>0.0041022163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TH</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>19057</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>370849.22</valUSD>
        <pctVal>0.0037909883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5079</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>596985.66</valUSD>
        <pctVal>0.0061026571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hisamitsu Pharmaceutical Co. Inc.</name>
        <lei>N/A</lei>
        <title>HISAMITSU PHARMACEUTICAL CO IN COMMON STOCK</title>
        <cusip>642890008</cusip>
        <identifiers>
          <isin value="JP3784600003"/>
          <ticker value="4530 "/>
        </identifiers>
        <balance>10884</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>530066.8</valUSD>
        <pctVal>0.0054185823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hitachi Metals Ltd.</name>
        <lei>N/A</lei>
        <title>HITACHI METALS LTD COMMON STOCK</title>
        <cusip>642920003</cusip>
        <identifiers>
          <isin value="JP3786200000"/>
          <ticker value="5486 "/>
        </identifiers>
        <balance>44764</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>658913.12</valUSD>
        <pctVal>0.0067357076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hitachi Construction Machinery Co. Ltd.</name>
        <lei>5493009B7C53PDH8W826</lei>
        <title>HITACHI CONSTRUCTION MACHINERY COMMON STOCK</title>
        <cusip>642940001</cusip>
        <identifiers>
          <isin value="JP3787000003"/>
          <ticker value="6305 "/>
        </identifiers>
        <balance>22452</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>668785.26</valUSD>
        <pctVal>0.0068366251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Air Water Inc.</name>
        <lei>N/A</lei>
        <title>AIR WATER INC COMMON STOCK</title>
        <cusip>644146003</cusip>
        <identifiers>
          <isin value="JP3160670000"/>
          <ticker value="4088 "/>
        </identifiers>
        <balance>37607</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>548747.17</valUSD>
        <pctVal>0.0056095415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Israel Chemicals Ltd.</name>
        <lei>N/A</lei>
        <title>ISRAEL CHEMICALS LTD COMMON STOCK ILS1.</title>
        <cusip>645553900</cusip>
        <identifiers>
          <isin value="IL0002810146"/>
          <ticker value="ICL "/>
        </identifiers>
        <balance>155630</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>734964.78</valUSD>
        <pctVal>0.0075131420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IHI Corporation</name>
        <lei>549300ETQIESIUQ2OE26</lei>
        <title>IHI CORP COMMON STOCK</title>
        <cusip>646698001</cusip>
        <identifiers>
          <isin value="JP3134800006"/>
          <ticker value="7013 "/>
        </identifiers>
        <balance>30676</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>717848.39</valUSD>
        <pctVal>0.0073381705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JSR Corporation</name>
        <lei>N/A</lei>
        <title>JSR CORP COMMON STOCK</title>
        <cusip>647098003</cusip>
        <identifiers>
          <isin value="JP3385980002"/>
          <ticker value="4185 "/>
        </identifiers>
        <balance>39990</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>731521.78</valUSD>
        <pctVal>0.0074779461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hill-Rom Holdings Inc.</name>
        <lei>JLZ01A0E2071OH26RE45</lei>
        <title>HILL-ROM HOLDINGS INC COMMON STOCK</title>
        <cusip>431475102</cusip>
        <identifiers>
          <isin value="US4314751029"/>
          <ticker value="HRC "/>
        </identifiers>
        <balance>25595</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2905800.35</valUSD>
        <pctVal>0.0297044039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hologic Inc.</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>HOLOGIC INC COMMON STOCK USD.01</title>
        <cusip>436440101</cusip>
        <identifiers>
          <isin value="US4364401012"/>
          <ticker value="HOLX "/>
        </identifiers>
        <balance>53987</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2818661.27</valUSD>
        <pctVal>0.0288136289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>378684</valUSD>
        <pctVal>0.0038710789</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>Japan Airport Terminal Co. Ltd.</name>
        <lei>N/A</lei>
        <title>JAPAN AIRPORT TERMINAL CO LTD COMMON STOCK</title>
        <cusip>647217009</cusip>
        <identifiers>
          <isin value="JP3699400002"/>
          <ticker value="9706 "/>
        </identifiers>
        <balance>10500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>582593.65</valUSD>
        <pctVal>0.0059555355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JGC Holdings Corporation</name>
        <lei>5493003WMGG79YLARU68</lei>
        <title>JGC CORP COMMON STOCK</title>
        <cusip>647346006</cusip>
        <identifiers>
          <isin value="JP3667600005"/>
          <ticker value="1963 "/>
        </identifiers>
        <balance>46006</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>732232.75</valUSD>
        <pctVal>0.0074852140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kamigumi Co. Ltd.</name>
        <lei>N/A</lei>
        <title>KAMIGUMI CO LTD COMMON STOCK</title>
        <cusip>648266005</cusip>
        <identifiers>
          <isin value="JP3219000001"/>
          <ticker value="9364 "/>
        </identifiers>
        <balance>22306</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>490327.49</valUSD>
        <pctVal>0.0050123491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kawasaki Heavy Industries Ltd.</name>
        <lei>5493008FFSI8SQ74AT93</lei>
        <title>KAWASAKI HEAVY INDUSTRIES LTD COMMON STOCK</title>
        <cusip>648462000</cusip>
        <identifiers>
          <isin value="JP3224200000"/>
          <ticker value="7012 "/>
        </identifiers>
        <balance>29720</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>649581.7</valUSD>
        <pctVal>0.0066403176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Konica Minolta Inc.</name>
        <lei>549300SVK6KRUOL1A740</lei>
        <title>KONICA MINOLTA INC COMMON STOCK</title>
        <cusip>649670007</cusip>
        <identifiers>
          <isin value="JP3300600008"/>
          <ticker value="4902 "/>
        </identifiers>
        <balance>94186</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>613535.67</valUSD>
        <pctVal>0.0062718388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JTEKT Corporation</name>
        <lei>N/A</lei>
        <title>JTEKT CORP COMMON STOCK</title>
        <cusip>649708005</cusip>
        <identifiers>
          <isin value="JP3292200007"/>
          <ticker value="6473 "/>
        </identifiers>
        <balance>43193</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>510243.19</valUSD>
        <pctVal>0.0052159364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hormel Foods Corporation</name>
        <lei>MSD54751OJP1FS2ND863</lei>
        <title>HORMEL FOODS CORP COMMON STOCK USD.01465</title>
        <cusip>440452100</cusip>
        <identifiers>
          <isin value="US4404521001"/>
          <ticker value="HRL "/>
        </identifiers>
        <balance>55984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2525438.24</valUSD>
        <pctVal>0.0258161706</pctVal>
        <payoffProfile>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="1870007.420000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Host Hotels and Resorts Inc.</name>
        <lei>N6EL63S0K3PB1YFTDI24</lei>
        <title>HOST HOTELS and RESORTS INC REIT USD.01</title>
        <cusip>44107P104</cusip>
        <identifiers>
          <isin value="US44107P1049"/>
          <ticker value="HST "/>
        </identifiers>
        <balance>144393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2678490.15</valUSD>
        <pctVal>0.0273807363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITT Inc.</name>
        <lei>549300KDSERHTJOXUS80</lei>
        <title>ITT INC COMMON STOCK USD1.0</title>
        <cusip>45073V108</cusip>
        <identifiers>
          <isin value="US45073V1089"/>
          <ticker value="ITT "/>
        </identifiers>
        <balance>33623</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2485075.93</valUSD>
        <pctVal>0.0254035688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hannover Rueck SE</name>
        <lei>N/A</lei>
        <title>HANNOVER RUECK SE COMMON STOCK</title>
        <cusip>451180905</cusip>
        <identifiers>
          <isin value="DE0008402215"/>
          <ticker value="HNR1 "/>
        </identifiers>
        <balance>12556</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2420979.2</valUSD>
        <pctVal>0.0247483431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kurita Water Industries Ltd.</name>
        <lei>N/A</lei>
        <title>KURITA WATER INDUSTRIES LTD COMMON STOCK</title>
        <cusip>649796000</cusip>
        <identifiers>
          <isin value="JP3270000007"/>
          <ticker value="6370 "/>
        </identifiers>
        <balance>20727</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>615072.63</valUSD>
        <pctVal>0.0062875503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kyushu Electric Power Company Incorporated</name>
        <lei>549300BYNZPLKQVQH430</lei>
        <title>KYUSHU ELECTRIC POWER CO INC COMMON STOCK</title>
        <cusip>649980000</cusip>
        <identifiers>
          <isin value="JP3246400000"/>
          <ticker value="9508 "/>
        </identifiers>
        <balance>78818</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>683823.34</valUSD>
        <pctVal>0.0069903511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Prime Realty Investment Corporation</name>
        <lei>N/A</lei>
        <title>JAPAN PRIME REALTY INVESTMENT REIT</title>
        <cusip>652817909</cusip>
        <identifiers>
          <isin value="JP3040890000"/>
          <ticker value="8955 "/>
        </identifiers>
        <balance>163</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>716691.01</valUSD>
        <pctVal>0.0073263393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Worley Limited</name>
        <lei>549300XDR86FY8OLGP97</lei>
        <title>WORLEYPARSONS LTD COMMON STOCK</title>
        <cusip>656247905</cusip>
        <identifiers>
          <isin value="AU000000WOR2"/>
          <ticker value="WOR "/>
        </identifiers>
        <balance>70116</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>757431.55</valUSD>
        <pctVal>0.0077428075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IDEX Corporation</name>
        <lei>549300U5Y5EL6PHYLF13</lei>
        <title>IDEX CORP COMMON STOCK USD.01</title>
        <cusip>45167R104</cusip>
        <identifiers>
          <isin value="US45167R1041"/>
          <ticker value="IEX "/>
        </identifiers>
        <balance>15314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2634008</valUSD>
        <pctVal>0.0269260197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ingredion Incorporated</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>INGREDION INC COMMON STOCK USD.01</title>
        <cusip>457187102</cusip>
        <identifiers>
          <isin value="US4571871023"/>
          <ticker value="INGR "/>
        </identifiers>
        <balance>25596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2379148.2</valUSD>
        <pctVal>0.0243207277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PCCW Limited</name>
        <lei>N/A</lei>
        <title>PCCW LTD COMMON STOCK</title>
        <cusip>657407904</cusip>
        <identifiers>
          <isin value="HK0008011667"/>
          <ticker value="8 "/>
        </identifiers>
        <balance>886317</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>524430.25</valUSD>
        <pctVal>0.0053609629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Credit Saison Co.Ltd.</name>
        <lei>N/A</lei>
        <title>CREDIT SAISON CO LTD COMMON STOCK</title>
        <cusip>659180004</cusip>
        <identifiers>
          <isin value="JP3271400008"/>
          <ticker value="8253 "/>
        </identifiers>
        <balance>32699</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>567123.54</valUSD>
        <pctVal>0.0057973930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Gas Chemical Company Inc.</name>
        <lei>N/A</lei>
        <title>MITSUBISHI GAS CHEMICAL CO INC COMMON STOCK</title>
        <cusip>659692008</cusip>
        <identifiers>
          <isin value="JP3896800004"/>
          <ticker value="4182 "/>
        </identifiers>
        <balance>33270</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>506841.1</valUSD>
        <pctVal>0.0051811587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Materials Corporation</name>
        <lei>N/A</lei>
        <title>MITSUBISHI MATERIALS CORP COMMON STOCK</title>
        <cusip>659708002</cusip>
        <identifiers>
          <isin value="JP3903000002"/>
          <ticker value="5711 "/>
        </identifiers>
        <balance>23269</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>631513.1</valUSD>
        <pctVal>0.0064556122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Flavors and Fragrances Inc.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125</title>
        <cusip>459506101</cusip>
        <identifiers>
          <isin value="US4595061015"/>
          <ticker value="IFF "/>
        </identifiers>
        <balance>21498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2773671.96</valUSD>
        <pctVal>0.0283537278</pctVal>
        <payoffProfile>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="2705847.660000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Continental AG</name>
        <lei>N/A</lei>
        <title>CONTINENTAL AG COMMON STOCK</title>
        <cusip>459858908</cusip>
        <identifiers>
          <isin value="DE0005439004"/>
          <ticker value="CON "/>
        </identifiers>
        <balance>22889</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2957951.19</valUSD>
        <pctVal>0.0302375133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsui O.S.K. Lines Ltd.</name>
        <lei>N/A</lei>
        <title>MITSUI OSK LINES LTD COMMON STOCK</title>
        <cusip>659758007</cusip>
        <identifiers>
          <isin value="JP3362700001"/>
          <ticker value="9104 "/>
        </identifiers>
        <balance>23804</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>654620.12</valUSD>
        <pctVal>0.0066918226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Motors Corporation</name>
        <lei>N/A</lei>
        <title>MITSUBISHI MOTORS CORP COMMON STOCK</title>
        <cusip>659844005</cusip>
        <identifiers>
          <isin value="JP3899800001"/>
          <ticker value="7211 "/>
        </identifiers>
        <balance>139537</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>581627.89</valUSD>
        <pctVal>0.0059456630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jacobs Engineering Group Inc.</name>
        <lei>549300CZ8QS1GE53O776</lei>
        <title>JACOBS ENGINEERING GROUP INC COMMON STOCK USD1.0</title>
        <cusip>469814107</cusip>
        <identifiers>
          <isin value="US4698141078"/>
          <ticker value="JEC "/>
        </identifiers>
        <balance>27281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2450652.23</valUSD>
        <pctVal>0.0250516742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telenor ASA</name>
        <lei>549300IM1QSBY4SLPM26</lei>
        <title>TELENOR ASA COMMON STOCK NOK6.</title>
        <cusip>473249902</cusip>
        <identifiers>
          <isin value="NO0010063308"/>
          <ticker value="TEL "/>
        </identifiers>
        <balance>150106</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>2690751.67</valUSD>
        <pctVal>0.0275060791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NGK Spark Plug Co. Ltd.</name>
        <lei>549300RG3XQGTFM4HH31</lei>
        <title>NGK SPARK PLUG CO LTD COMMON STOCK</title>
        <cusip>661960005</cusip>
        <identifiers>
          <isin value="JP3738600000"/>
          <ticker value="5334 "/>
        </identifiers>
        <balance>32599</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>631898.97</valUSD>
        <pctVal>0.0064595567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taiyo Nippon Sanso Corporation</name>
        <lei>N/A</lei>
        <title>TAIYO NIPPON SANSO CORP COMMON STOCK</title>
        <cusip>664054004</cusip>
        <identifiers>
          <isin value="JP3711600001"/>
          <ticker value="4091 "/>
        </identifiers>
        <balance>27057</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>598877.99</valUSD>
        <pctVal>0.0061220014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NH Foods Ltd.</name>
        <lei>N/A</lei>
        <title>NH FOODS LTD COMMON STOCK</title>
        <cusip>664076007</cusip>
        <identifiers>
          <isin value="JP3743000006"/>
          <ticker value="2282 "/>
        </identifiers>
        <balance>17141</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>710039.01</valUSD>
        <pctVal>0.0072583395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nisshin Seifun Group Inc.</name>
        <lei>N/A</lei>
        <title>NISSHIN SEIFUN GROUP INC COMMON STOCK</title>
        <cusip>664096005</cusip>
        <identifiers>
          <isin value="JP3676800000"/>
          <ticker value="2002 "/>
        </identifiers>
        <balance>41100</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>717090.45</valUSD>
        <pctVal>0.0073304225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>25665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2405067.15</valUSD>
        <pctVal>0.0245856829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>78413</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2391596.5</valUSD>
        <pctVal>0.0244479799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NSK Ltd.</name>
        <lei>N/A</lei>
        <title>NSK LTD COMMON STOCK</title>
        <cusip>664154002</cusip>
        <identifiers>
          <isin value="JP3720800006"/>
          <ticker value="6471 "/>
        </identifiers>
        <balance>74998</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>708970.79</valUSD>
        <pctVal>0.0072474197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Yusen Kabushiki Kaisha</name>
        <lei>N/A</lei>
        <title>NIPPON YUSEN KK COMMON STOCK</title>
        <cusip>664396009</cusip>
        <identifiers>
          <isin value="JP3753000003"/>
          <ticker value="9101 "/>
        </identifiers>
        <balance>31825</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>573603.08</valUSD>
        <pctVal>0.0058636298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swedbank AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>SWEDBANK AB COMMON STOCK SEK22.0</title>
        <cusip>484652904</cusip>
        <identifiers>
          <isin value="SE0000242455"/>
          <ticker value="SWEDA "/>
        </identifiers>
        <balance>188198</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>2797748.03</valUSD>
        <pctVal>0.0285998443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LKQ Corporation</name>
        <lei>DS830JTTZQN6GK0I2E41</lei>
        <title>LKQ CORP COMMON STOCK USD.01</title>
        <cusip>501889208</cusip>
        <identifiers>
          <isin value="US5018892084"/>
          <ticker value="LKQ "/>
        </identifiers>
        <balance>61702</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2202761.4</valUSD>
        <pctVal>0.0225176222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Beiersdorf AG</name>
        <lei>L47NHHI0Z9X22DV46U41</lei>
        <title>BEIERSDORF AG COMMON STOCK</title>
        <cusip>510740905</cusip>
        <identifiers>
          <isin value="DE0005200000"/>
          <ticker value="BEI "/>
        </identifiers>
        <balance>20982</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2505536.34</valUSD>
        <pctVal>0.0256127244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HeidelbergCement AG</name>
        <lei>LZ2C6E0W5W7LQMX5ZI37</lei>
        <title>HEIDELBERGCEMENT AG COMMON STOCK</title>
        <cusip>512067901</cusip>
        <identifiers>
          <isin value="DE0006047004"/>
          <ticker value="HEI "/>
        </identifiers>
        <balance>30962</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2249850.15</valUSD>
        <pctVal>0.0229989846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taiheiyo Cement Corporation</name>
        <lei>N/A</lei>
        <title>TAIHEIYO CEMENT CORP COMMON STOCK</title>
        <cusip>666020003</cusip>
        <identifiers>
          <isin value="JP3449020001"/>
          <ticker value="5233 "/>
        </identifiers>
        <balance>25070</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>735882.05</valUSD>
        <pctVal>0.0075225188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PARK24 Co. Ltd.</name>
        <lei>549300LFG2WZWCWM4M68</lei>
        <title>PARK24 CO LTD COMMON STOCK</title>
        <cusip>666773908</cusip>
        <identifiers>
          <isin value="JP3780100008"/>
          <ticker value="4666 "/>
        </identifiers>
        <balance>24200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>592561.7</valUSD>
        <pctVal>0.0060574334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lamar Advertising Company</name>
        <lei>N/A</lei>
        <title>LAMAR ADVERTISING CO REIT USD.001</title>
        <cusip>512816109</cusip>
        <identifiers>
          <isin value="US5128161099"/>
          <ticker value="LAMR "/>
        </identifiers>
        <balance>32975</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2943348.5</valUSD>
        <pctVal>0.0300882381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lamb Weston Holdings Inc.</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>LAMB WESTON HOLDINGS INC COMMON STOCK USD1.0</title>
        <cusip>513272104</cusip>
        <identifiers>
          <isin value="US5132721045"/>
          <ticker value="LW "/>
        </identifiers>
        <balance>29408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2529970.24</valUSD>
        <pctVal>0.0258624987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lear Corporation</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>LEAR CORP COMMON STOCK USD.01</title>
        <cusip>521865204</cusip>
        <identifiers>
          <isin value="US5218652049"/>
          <ticker value="LEA "/>
        </identifiers>
        <balance>21097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2894508.4</valUSD>
        <pctVal>0.0295889725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Leidos Holdings Inc.</name>
        <lei>549300IUTGTP6EJP8124</lei>
        <title>LEIDOS HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>525327102</cusip>
        <identifiers>
          <isin value="US5253271028"/>
          <ticker value="LDOS "/>
        </identifiers>
        <balance>26792</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2622668.88</valUSD>
        <pctVal>0.0268101061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Erste Group Bank AG</name>
        <lei>PQOH26KWDF7CG10L6792</lei>
        <title>ERSTE GROUP BANK AG COMMON STOCK</title>
        <cusip>528983901</cusip>
        <identifiers>
          <isin value="AT0000652011"/>
          <ticker value="EBS "/>
        </identifiers>
        <balance>62559</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2349850.4</valUSD>
        <pctVal>0.0240212324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lincoln Electric Holdings Inc.</name>
        <lei>BIMGBY40SIN95O01BN93</lei>
        <title>LINCOLN ELECTRIC HOLDINGS INC COMMON STOCK</title>
        <cusip>533900106</cusip>
        <identifiers>
          <isin value="US5339001068"/>
          <ticker value="LECO "/>
        </identifiers>
        <balance>23444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2267738.12</valUSD>
        <pctVal>0.0231818435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Incitec Pivot Limited</name>
        <lei>N/A</lei>
        <title>INCITEC PIVOT LTD COMMON STOCK</title>
        <cusip>667304901</cusip>
        <identifiers>
          <isin value="AU000000IPL1"/>
          <ticker value="IPL "/>
        </identifiers>
        <balance>334552</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>747417.31</valUSD>
        <pctVal>0.0076404374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tokyo Century Corporation</name>
        <lei>N/A</lei>
        <title>TOKYO CENTURY CORP COMMON STOCK</title>
        <cusip>667979900</cusip>
        <identifiers>
          <isin value="JP3424950008"/>
          <ticker value="8439 "/>
        </identifiers>
        <balance>8900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>473870.8</valUSD>
        <pctVal>0.0048441214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lincoln National Corporation</name>
        <lei>EFQMQROEDSNBRIP7LE47</lei>
        <title>LINCOLN NATIONAL CORP COMMON STOCK</title>
        <cusip>534187109</cusip>
        <identifiers>
          <isin value="US5341871094"/>
          <ticker value="LNC "/>
        </identifiers>
        <balance>39931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2356328.31</valUSD>
        <pctVal>0.0240874525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Loews Corporation</name>
        <lei>R8V1FN4M5ITGZOG7BS19</lei>
        <title>LOEWS CORP COMMON STOCK USD.01</title>
        <cusip>540424108</cusip>
        <identifiers>
          <isin value="US5404241086"/>
          <ticker value="L "/>
        </identifiers>
        <balance>51501</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2703287.49</valUSD>
        <pctVal>0.0276342260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABIOMED Inc.</name>
        <lei>5493001EZN4ZTB4Z5887</lei>
        <title>ABIOMED INC COMMON STOCK USD.01</title>
        <cusip>003654100</cusip>
        <identifiers>
          <isin value="US0036541003"/>
          <ticker value="ABMD "/>
        </identifiers>
        <balance>9091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1550833.69</valUSD>
        <pctVal>0.0158533226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Affiliated Managers Group Inc.</name>
        <lei>2JE75BUE3T1BLCYYGK54</lei>
        <title>AFFILIATED MANAGERS GROUP INC COMMON STOCK USD.01</title>
        <cusip>008252108</cusip>
        <identifiers>
          <isin value="US0082521081"/>
          <ticker value="AMG "/>
        </identifiers>
        <balance>18890</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1600738.6</valUSD>
        <pctVal>0.0163634731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MDU Resources Group Inc.</name>
        <lei>N/A</lei>
        <title>MDU RESOURCES GROUP INC COMMON STOCK USD1.0</title>
        <cusip>552690109</cusip>
        <identifiers>
          <isin value="US5526901096"/>
          <ticker value="MDU "/>
        </identifiers>
        <balance>76824</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2282441.04</valUSD>
        <pctVal>0.0233321434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MKS Instruments Inc.</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKS INSTRUMENTS INC COMMON STOCK</title>
        <cusip>55306N104</cusip>
        <identifiers>
          <isin value="US55306N1046"/>
          <ticker value="MKSI "/>
        </identifiers>
        <balance>20898</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2298988.98</valUSD>
        <pctVal>0.0235013039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nabtesco Corporation</name>
        <lei>N/A</lei>
        <title>NABTESCO CORP COMMON STOCK</title>
        <cusip>668757909</cusip>
        <identifiers>
          <isin value="JP3651210001"/>
          <ticker value="6268 "/>
        </identifiers>
        <balance>23489</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>692149.05</valUSD>
        <pctVal>0.0070754603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="241562.330000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Kakaku.com Inc.</name>
        <lei>N/A</lei>
        <title>KAKAKU.COM INC COMMON STOCK</title>
        <cusip>668953904</cusip>
        <identifiers>
          <isin value="JP3206000006"/>
          <ticker value="2371 "/>
        </identifiers>
        <balance>28200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>720033.18</valUSD>
        <pctVal>0.0073605044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Albemarle Corporation</name>
        <lei>HDBLS2Q6GV1LSKQPBS54</lei>
        <title>ALBEMARLE CORP COMMON STOCK USD.01</title>
        <cusip>012653101</cusip>
        <identifiers>
          <isin value="US0126531013"/>
          <ticker value="ALB "/>
        </identifiers>
        <balance>21348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1559257.92</valUSD>
        <pctVal>0.0159394389</pctVal>
        <payoffProfile>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="1521859.340000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>British Land Company Public Limited Company(The)</name>
        <lei>RV5B68J2GV3QGMRPW209</lei>
        <title>BRITISH LAND CO PLC/THE REIT GBP.25</title>
        <cusip>013670005</cusip>
        <identifiers>
          <isin value="GB0001367019"/>
          <ticker value="BLND "/>
        </identifiers>
        <balance>183373</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1552744.93</valUSD>
        <pctVal>0.0158728601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5736</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>507291.84</valUSD>
        <pctVal>0.0051857664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>60108</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>675613.92</valUSD>
        <pctVal>0.0069064307</pctVal>
        <payoffProfile>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="463258.320000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>69826</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1442605.16</valUSD>
        <pctVal>0.0147469617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>88523</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1301288.1</valUSD>
        <pctVal>0.0133023548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apartment Investment and Management Company</name>
        <lei>N/A</lei>
        <title>APARTMENT INVESTMENT and MANAGEM REIT USD.01</title>
        <cusip>03748R754</cusip>
        <identifiers>
          <isin value="US03748R7540"/>
          <ticker value="AIV "/>
        </identifiers>
        <balance>29976</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1548260.4</valUSD>
        <pctVal>0.0158270173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Associated Banc-Corp</name>
        <lei>549300N3CIN473IW5094</lei>
        <title>ASSOCIATED BANC-CORP COMMON STOCK USD.01</title>
        <cusip>045487105</cusip>
        <identifiers>
          <isin value="US0454871056"/>
          <ticker value="ASB "/>
        </identifiers>
        <balance>61089</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1346401.56</valUSD>
        <pctVal>0.0137635250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>O-I Glass Inc.</name>
        <lei>N/A</lei>
        <title>O-I GLASS INC COMMON STOCK</title>
        <cusip>67098H104</cusip>
        <identifiers>
          <isin value="US67098H1041"/>
          <ticker value="OI "/>
        </identifiers>
        <balance>59666</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>711815.38</valUSD>
        <pctVal>0.0072764984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qantas Airways Limited</name>
        <lei>YLXNW6TI6QSK1H8H0N82</lei>
        <title>QANTAS AIRWAYS LTD COMMON STOCK</title>
        <cusip>671034908</cusip>
        <identifiers>
          <isin value="AU000000QAN2"/>
          <ticker value="QAN "/>
        </identifiers>
        <balance>151847</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>756880.9</valUSD>
        <pctVal>0.0077371785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Assurant Inc.</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>ASSURANT INC COMMON STOCK USD.01</title>
        <cusip>04621X108</cusip>
        <identifiers>
          <isin value="US04621X1081"/>
          <ticker value="AIZ "/>
        </identifiers>
        <balance>12208</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1600224.64</valUSD>
        <pctVal>0.0163582192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>65832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1497019.68</valUSD>
        <pctVal>0.0153032115</pctVal>
        <payoffProfile>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="584795.440000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swisscom AG</name>
        <lei>5493005SL9HHOXS3B739</lei>
        <title>SWISSCOM AG COMMON STOCK CHF1.0</title>
        <cusip>553397902</cusip>
        <identifiers>
          <isin value="CH0008742519"/>
          <ticker value="SCMN "/>
        </identifiers>
        <balance>5389</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>2852805.96</valUSD>
        <pctVal>0.0291626713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>19645</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2482342.2</valUSD>
        <pctVal>0.0253756234</pctVal>
        <payoffProfile>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="996444.580000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Challenger Limited</name>
        <lei>N/A</lei>
        <title>CHALLENGER LTD COMMON STOCK</title>
        <cusip>672630902</cusip>
        <identifiers>
          <isin value="AU000000CGF5"/>
          <ticker value="CGF "/>
        </identifiers>
        <balance>114542</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>651804.25</valUSD>
        <pctVal>0.0066630375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shinsei Bank Limited</name>
        <lei>549300PZYOQ2NW83V760</lei>
        <title>SHINSEI BANK LTD COMMON STOCK</title>
        <cusip>673093902</cusip>
        <identifiers>
          <isin value="JP3729000004"/>
          <ticker value="8303 "/>
        </identifiers>
        <balance>40166</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>612820.03</valUSD>
        <pctVal>0.0062645232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rinnai Corporation</name>
        <lei>N/A</lei>
        <title>RINNAI CORP COMMON STOCK</title>
        <cusip>674058003</cusip>
        <identifiers>
          <isin value="JP3977400005"/>
          <ticker value="5947 "/>
        </identifiers>
        <balance>6978</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>545325.31</valUSD>
        <pctVal>0.0055745617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>28966</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>529788.14</valUSD>
        <pctVal>0.0054157337</pctVal>
        <payoffProfile>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="140563.500000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sharp Corporation</name>
        <lei>N/A</lei>
        <title>SHARP CORP/JAPAN COMMON STOCK</title>
        <cusip>680060001</cusip>
        <identifiers>
          <isin value="JP3359600008"/>
          <ticker value="6753 "/>
        </identifiers>
        <balance>44300</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>677014.87</valUSD>
        <pctVal>0.0069207518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hulic Co.Ltd.</name>
        <lei>N/A</lei>
        <title>HULIC CO LTD COMMON STOCK</title>
        <cusip>680531902</cusip>
        <identifiers>
          <isin value="JP3360800001"/>
          <ticker value="3003 "/>
        </identifiers>
        <balance>63069</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>759363.24</valUSD>
        <pctVal>0.0077625541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meggitt PLC</name>
        <lei>YMFO3TKB4UAWQTDZJJ31</lei>
        <title>MEGGITT PLC COMMON STOCK GBP.05</title>
        <cusip>057580003</cusip>
        <identifiers>
          <isin value="GB0005758098"/>
          <ticker value="MGGT "/>
        </identifiers>
        <balance>162346</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1414028.29</valUSD>
        <pctVal>0.0144548360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WM Morrison Supermarkets P L C</name>
        <lei>N/A</lei>
        <title>WM MORRISON SUPERMARKETS PLC COMMON STOCK GBP.1</title>
        <cusip>060431004</cusip>
        <identifiers>
          <isin value="GB0006043169"/>
          <ticker value="MRW "/>
        </identifiers>
        <balance>498771</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1320824.66</valUSD>
        <pctVal>0.0135020664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Shizuoka Bank Ltd.</name>
        <lei>549300TJ1GRR4PX8GJ82</lei>
        <title>SHIZUOKA BANK LTD/THE COMMON STOCK</title>
        <cusip>680532009</cusip>
        <identifiers>
          <isin value="JP3351200005"/>
          <ticker value="8355 "/>
        </identifiers>
        <balance>93708</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>697023.32</valUSD>
        <pctVal>0.0071252873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Showa Denko K.K.</name>
        <lei>5493006AIPA1V92YPP18</lei>
        <title>SHOWA DENKO KK COMMON STOCK</title>
        <cusip>680546009</cusip>
        <identifiers>
          <isin value="JP3368000000"/>
          <ticker value="4004 "/>
        </identifiers>
        <balance>28000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>737954.37</valUSD>
        <pctVal>0.0075437029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of Hawaii Corporation</name>
        <lei>5493006Q8BQ8AD8M2U33</lei>
        <title>BANK OF HAWAII CORP COMMON STOCK USD.01</title>
        <cusip>062540109</cusip>
        <identifiers>
          <isin value="US0625401098"/>
          <ticker value="BOH "/>
        </identifiers>
        <balance>15440</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1469270.4</valUSD>
        <pctVal>0.0150195458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 OZK</name>
        <lei>N/A</lei>
        <title>BANK OZK COMMON STOCK</title>
        <cusip>06417N103</cusip>
        <identifiers>
          <isin value="US06417N1037"/>
          <ticker value="OZK "/>
        </identifiers>
        <balance>46345</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1413754.23</valUSD>
        <pctVal>0.0144520344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pearson plc</name>
        <lei>N/A</lei>
        <title>PEARSON PLC COMMON STOCK GBP.25</title>
        <cusip>067760009</cusip>
        <identifiers>
          <isin value="GB0006776081"/>
          <ticker value="PSON "/>
        </identifiers>
        <balance>162526</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1373035.07</valUSD>
        <pctVal>0.0140357848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>69342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1199616.6</valUSD>
        <pctVal>0.0122630228</pctVal>
        <payoffProfile>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="969802.400000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Singapore Airlines Limited</name>
        <lei>549300ZG62N2599PWR15</lei>
        <title>SINGAPORE AIRLINES LTD COMMON STOCK</title>
        <cusip>681173001</cusip>
        <identifiers>
          <isin value="SG1V61937297"/>
          <ticker value="SIA "/>
        </identifiers>
        <balance>112927</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>759241.48</valUSD>
        <pctVal>0.0077613094</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sundrug Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SUNDRUG CO LTD COMMON STOCK</title>
        <cusip>681789905</cusip>
        <identifiers>
          <isin value="JP3336600006"/>
          <ticker value="9989 "/>
        </identifiers>
        <balance>14892</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>538821.51</valUSD>
        <pctVal>0.0055080769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BeiGene Ltd.</name>
        <lei>549300JFUK6FRD5MH739</lei>
        <title>BEIGENE LTD ADR USD.0001</title>
        <cusip>07725L102</cusip>
        <identifiers>
          <isin value="US07725L1026"/>
          <ticker value="BGNE "/>
        </identifiers>
        <balance>7500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1243200</valUSD>
        <pctVal>0.0127085520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="317642.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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>21486</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1181730</valUSD>
        <pctVal>0.0120801779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>44427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1330144.38</valUSD>
        <pctVal>0.0135973368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>84633</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1534396.29</valUSD>
        <pctVal>0.0156852921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cabot Oil and Gas Corporation</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>CABOT OIL and GAS CORP COMMON STOCK USD.1</title>
        <cusip>127097103</cusip>
        <identifiers>
          <isin value="US1270971039"/>
          <ticker value="COG "/>
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        <balance>82130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1429883.3</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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      </invstOrSec>
      <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 "/>
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        <balance>26344</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1311404.32</valUSD>
        <pctVal>0.0134057674</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="5028.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Fortum Oyj</name>
        <lei>N/A</lei>
        <title>FORTUM OYJ COMMON STOCK EUR3.4</title>
        <cusip>557955903</cusip>
        <identifiers>
          <isin value="FI0009007132"/>
          <ticker value="FORTUM "/>
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        <balance>92293</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <pctVal>0.0232878381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MarketAxess Holdings Inc.</name>
        <lei>5493002U1CA1XJOVID83</lei>
        <title>MARKETAXESS HOLDINGS INC COMMON STOCK USD.003</title>
        <cusip>57060D108</cusip>
        <identifiers>
          <isin value="US57060D1081"/>
          <ticker value="MKTX "/>
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        <balance>7635</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2894504.85</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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          <isLoanByFund>N</isLoanByFund>
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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>7062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>577106.64</valUSD>
        <pctVal>0.0058994448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Heavy Industries Ltd.</name>
        <lei>N/A</lei>
        <title>SUMITOMO HEAVY INDUSTRIES LTD COMMON STOCK</title>
        <cusip>685873002</cusip>
        <identifiers>
          <isin value="JP3405400007"/>
          <ticker value="6302 "/>
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        <balance>23125</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
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        <pctVal>0.0067147308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>21639</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2786237.64</valUSD>
        <pctVal>0.0284821799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Masco Corporation</name>
        <lei>5GCSNMQXHEYA1JO8QN11</lei>
        <title>MASCO CORP COMMON STOCK USD1.0</title>
        <cusip>574599106</cusip>
        <identifiers>
          <isin value="US5745991068"/>
          <ticker value="MAS "/>
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        <balance>57199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2744980.01</valUSD>
        <pctVal>0.0280604257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Masimo Corporation</name>
        <lei>549300Q4A8JK0PIYCU29</lei>
        <title>MASIMO CORP COMMON STOCK USD.001</title>
        <cusip>574795100</cusip>
        <identifiers>
          <isin value="US5747951003"/>
          <ticker value="MASI "/>
        </identifiers>
        <balance>18809</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2972950.54</valUSD>
        <pctVal>0.0303908435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>35315</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2627082.85</valUSD>
        <pctVal>0.0268552277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>41962</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1596654.1</valUSD>
        <pctVal>0.0163217195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Choice Hotels International Inc.</name>
        <lei>5493003CYRY5RFGTIR97</lei>
        <title>CHOICE HOTELS INTERNATIONAL IN COMMON STOCK USD.01</title>
        <cusip>169905106</cusip>
        <identifiers>
          <isin value="US1699051066"/>
          <ticker value="CHH "/>
        </identifiers>
        <balance>12179</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1259673.97</valUSD>
        <pctVal>0.0128769564</pctVal>
        <payoffProfile>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="1264176.450000000000"/>
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      <invstOrSec>
        <name>Telia Company AB</name>
        <lei>N/A</lei>
        <title>TELIA CO AB COMMON STOCK SEK3.2</title>
        <cusip>597838903</cusip>
        <identifiers>
          <isin value="SE0000667925"/>
          <ticker value="TELIA "/>
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        <balance>569099</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>2445147.96</valUSD>
        <pctVal>0.0249954071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="498745.460000000000"/>
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      <invstOrSec>
        <name>Asahi Kasei Corporation</name>
        <lei>N/A</lei>
        <title>ASAHI KASEI CORP COMMON STOCK</title>
        <cusip>605460005</cusip>
        <identifiers>
          <isin value="JP3111200006"/>
          <ticker value="3407 "/>
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        <balance>262657</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2949219.5</valUSD>
        <pctVal>0.0301482541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cinemark Holdings Inc.</name>
        <lei>N/A</lei>
        <title>CINEMARK HOLDINGS INC COMMON STOCK USD.001</title>
        <cusip>17243V102</cusip>
        <identifiers>
          <isin value="US17243V1026"/>
          <ticker value="CNK "/>
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        <balance>40871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1383483.35</valUSD>
        <pctVal>0.0141425918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coherent Inc.</name>
        <lei>549300RYOCKUMWACR010</lei>
        <title>COHERENT INC COMMON STOCK USD.01</title>
        <cusip>192479103</cusip>
        <identifiers>
          <isin value="US1924791031"/>
          <ticker value="COHR "/>
        </identifiers>
        <balance>9259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1540234.65</valUSD>
        <pctVal>0.0157449744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Leumi Bank inc</name>
        <lei>7JDSZWRGUQY2DSTWCR57</lei>
        <title>BANK LEUMI LE-ISRAEL BM COMMON STOCK ILS.1</title>
        <cusip>607642907</cusip>
        <identifiers>
          <isin value="IL0006046119"/>
          <ticker value="LUMI "/>
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        <balance>321195</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>2342452.45</valUSD>
        <pctVal>0.0239456072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Z Holdings Corporation</name>
        <lei>N/A</lei>
        <title>YAHOO JAPAN CORP COMMON STOCK</title>
        <cusip>608484903</cusip>
        <identifiers>
          <isin value="JP3933800009"/>
          <ticker value="4689 "/>
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        <balance>551054</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2326611.54</valUSD>
        <pctVal>0.0237836742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commercial Metals Company</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
        <title>COMMERCIAL METALS CO COMMON STOCK USD.01</title>
        <cusip>201723103</cusip>
        <identifiers>
          <isin value="US2017231034"/>
          <ticker value="CMC "/>
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        <balance>65573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1460310.71</valUSD>
        <pctVal>0.0149279558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CoreSite Realty Corporation</name>
        <lei>N/A</lei>
        <title>CORESITE REALTY CORP REIT USD.01</title>
        <cusip>21870Q105</cusip>
        <identifiers>
          <isin value="US21870Q1058"/>
          <ticker value="COR "/>
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        <balance>14449</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1620021.88</valUSD>
        <pctVal>0.0165605955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Suzuken Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SUZUKEN CO LTD/AICHI JAPAN COMMON STOCK</title>
        <cusip>686556903</cusip>
        <identifiers>
          <isin value="JP3398000004"/>
          <ticker value="9987 "/>
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        <balance>15048</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>613324.62</valUSD>
        <pctVal>0.0062696813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
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        <balance>6729</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>501445.08</valUSD>
        <pctVal>0.0051259981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Monolithic Power Systems Inc.</name>
        <lei>N/A</lei>
        <title>MONOLITHIC POWER SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>609839105</cusip>
        <identifiers>
          <isin value="US6098391054"/>
          <ticker value="MPWR "/>
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        <balance>15488</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2757173.76</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASX Limited</name>
        <lei>N/A</lei>
        <title>ASX LTD COMMON STOCK</title>
        <cusip>612922906</cusip>
        <identifiers>
          <isin value="AU000000ASX7"/>
          <ticker value="ASX "/>
        </identifiers>
        <balance>40329</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2220520.56</valUSD>
        <pctVal>0.0226991643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CoreLogic Inc.</name>
        <lei>54930086CD8K2UIL0516</lei>
        <title>CORELOGIC INC/UNITED STATES COMMON STOCK USD1.0</title>
        <cusip>21871D103</cusip>
        <identifiers>
          <isin value="US21871D1037"/>
          <ticker value="CLGX "/>
        </identifiers>
        <balance>30486</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1332543.06</valUSD>
        <pctVal>0.0136218571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Corporate Office Properties Trust</name>
        <lei>YY1J47X6LF9TYY8JY420</lei>
        <title>CORPORATE OFFICE PROPERTIES TR REIT USD.01</title>
        <cusip>22002T108</cusip>
        <identifiers>
          <isin value="US22002T1088"/>
          <ticker value="OFC "/>
        </identifiers>
        <balance>42962</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1262223.56</valUSD>
        <pctVal>0.0129030195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THK Co. Ltd.</name>
        <lei>N/A</lei>
        <title>THK CO LTD COMMON STOCK</title>
        <cusip>686913005</cusip>
        <identifiers>
          <isin value="JP3539250005"/>
          <ticker value="6481 "/>
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        <balance>25152</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>675287.22</valUSD>
        <pctVal>0.0069030910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Teijin Limited</name>
        <lei>N/A</lei>
        <title>TEIJIN LTD COMMON STOCK</title>
        <cusip>688050004</cusip>
        <identifiers>
          <isin value="JP3544000007"/>
          <ticker value="3401 "/>
        </identifiers>
        <balance>37048</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>692135.92</valUSD>
        <pctVal>0.0070753261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>79737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1451213.4</valUSD>
        <pctVal>0.0148349590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DaVita Inc.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC COMMON STOCK USD.001</title>
        <cusip>23918K108</cusip>
        <identifiers>
          <isin value="US23918K1088"/>
          <ticker value="DVA "/>
        </identifiers>
        <balance>18055</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1354666.65</valUSD>
        <pctVal>0.0138480145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aristocrat Leisure Limited</name>
        <lei>N/A</lei>
        <title>ARISTOCRAT LEISURE LTD COMMON STOCK</title>
        <cusip>625398904</cusip>
        <identifiers>
          <isin value="AU000000ALL7"/>
          <ticker value="ALL "/>
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        <balance>119606</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2826188</valUSD>
        <pctVal>0.0288905705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Insurance Australia Group Limited</name>
        <lei>N/A</lei>
        <title>INSURANCE AUSTRALIA GROUP LTD COMMON STOCK</title>
        <cusip>627102908</cusip>
        <identifiers>
          <isin value="AU000000IAG3"/>
          <ticker value="IAG "/>
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        <balance>481234</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2585725.21</valUSD>
        <pctVal>0.0264324512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVR Inc.</name>
        <lei>N/A</lei>
        <title>NVR INC COMMON STOCK USD.01</title>
        <cusip>62944T105</cusip>
        <identifiers>
          <isin value="US62944T1051"/>
          <ticker value="NVR "/>
        </identifiers>
        <balance>699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2662078.59</valUSD>
        <pctVal>0.0272129700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nasdaq Inc.</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>NASDAQ INC COMMON STOCK USD.01</title>
        <cusip>631103108</cusip>
        <identifiers>
          <isin value="US6311031081"/>
          <ticker value="NDAQ "/>
        </identifiers>
        <balance>23101</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2474117.1</valUSD>
        <pctVal>0.0252915427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dick's Sporting Goods Inc.</name>
        <lei>N/A</lei>
        <title>DICK'S SPORTING GOODS INC COMMON STOCK USD.01</title>
        <cusip>253393102</cusip>
        <identifiers>
          <isin value="US2533931026"/>
          <ticker value="DKS "/>
        </identifiers>
        <balance>24382</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1206665.18</valUSD>
        <pctVal>0.0123350766</pctVal>
        <payoffProfile>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="1163934.360000000000"/>
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      <invstOrSec>
        <name>Eagle Materials Inc.</name>
        <lei>N/A</lei>
        <title>EAGLE MATERIALS INC COMMON STOCK USD.01</title>
        <cusip>26969P108</cusip>
        <identifiers>
          <isin value="US26969P1084"/>
          <ticker value="EXP "/>
        </identifiers>
        <balance>15961</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1447024.26</valUSD>
        <pctVal>0.0147921357</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>Energizer Holdings Inc.</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>ENERGIZER HOLDINGS INC COMMON STOCK</title>
        <cusip>29272W109</cusip>
        <identifiers>
          <isin value="US29272W1099"/>
          <ticker value="ENR "/>
        </identifiers>
        <balance>24665</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1238676.3</valUSD>
        <pctVal>0.0126623087</pctVal>
        <payoffProfile>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="1230685.440000000000"/>
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      <invstOrSec>
        <name>FLIR Systems Inc.</name>
        <lei>VOBD35NEPH6WISIRTJ85</lei>
        <title>FLIR SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>302445101</cusip>
        <identifiers>
          <isin value="US3024451011"/>
          <ticker value="FLIR "/>
        </identifiers>
        <balance>27010</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1406410.7</valUSD>
        <pctVal>0.0143769655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>F.N.B. Corporation</name>
        <lei>PCYSKIGYNYFDTBLVZU83</lei>
        <title>FNB CORP/PA COMMON STOCK USD.01</title>
        <cusip>302520101</cusip>
        <identifiers>
          <isin value="US3025201019"/>
          <ticker value="FNB "/>
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        <balance>124570</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1582039</valUSD>
        <pctVal>0.0161723174</pctVal>
        <payoffProfile>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="71593.200000000000"/>
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      <invstOrSec>
        <name>Carnival plc</name>
        <lei>4DR1VPDQMHD3N3QW8W95</lei>
        <title>CARNIVAL PLC COMMON STOCK USD1.66</title>
        <cusip>312152903</cusip>
        <identifiers>
          <isin value="GB0031215220"/>
          <ticker value="CCL "/>
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        <balance>33278</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1595132.02</valUSD>
        <pctVal>0.0163061601</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>
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      </invstOrSec>
      <invstOrSec>
        <name>TOHO GAS Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TOHO GAS CO LTD COMMON STOCK</title>
        <cusip>689522001</cusip>
        <identifiers>
          <isin value="JP3600200004"/>
          <ticker value="9533 "/>
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        <balance>15484</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>632245.5</valUSD>
        <pctVal>0.0064630991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Toyo Seikan Group Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>TOYO SEIKAN GROUP HOLDINGS LTD COMMON STOCK</title>
        <cusip>690026000</cusip>
        <identifiers>
          <isin value="JP3613400005"/>
          <ticker value="5901 "/>
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        <balance>29529</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>508317.94</valUSD>
        <pctVal>0.0051962556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NetApp Inc.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NETAPP INC COMMON STOCK USD.001</title>
        <cusip>64110D104</cusip>
        <identifiers>
          <isin value="US64110D1046"/>
          <ticker value="NTAP "/>
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        <balance>45950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2860387.5</valUSD>
        <pctVal>0.0292401732</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>Sumitomo Mitsui Trust Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SUMITOMO MITSUI TRUST HOLDINGS COMMON STOCK</title>
        <cusip>643189905</cusip>
        <identifiers>
          <isin value="JP3892100003"/>
          <ticker value="8309 "/>
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        <balance>68883</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2723010</valUSD>
        <pctVal>0.0278358384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kingfisher plc</name>
        <lei>N/A</lei>
        <title>KINGFISHER PLC COMMON STOCK GBP.157143</title>
        <cusip>331952903</cusip>
        <identifiers>
          <isin value="GB0033195214"/>
          <ticker value="KGF "/>
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        <balance>438227</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1261536.15</valUSD>
        <pctVal>0.0128959924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Solar Inc.</name>
        <lei>549300NPYMLM4NHTOF27</lei>
        <title>FIRST SOLAR INC COMMON STOCK USD.001</title>
        <cusip>336433107</cusip>
        <identifiers>
          <isin value="US3364331070"/>
          <ticker value="FSLR "/>
        </identifiers>
        <balance>29096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1628212.16</valUSD>
        <pctVal>0.0166443203</pctVal>
        <payoffProfile>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="1607741.410000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UOL Group Limited</name>
        <lei>N/A</lei>
        <title>UOL GROUP LTD COMMON STOCK</title>
        <cusip>691684005</cusip>
        <identifiers>
          <isin value="SG1S83002349"/>
          <ticker value="UOL "/>
        </identifiers>
        <balance>96370</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>596434.97</valUSD>
        <pctVal>0.0060970277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Venture Corporation Limited</name>
        <lei>N/A</lei>
        <title>VENTURE CORP LTD COMMON STOCK</title>
        <cusip>692737000</cusip>
        <identifiers>
          <isin value="SG0531000230"/>
          <ticker value="VMS "/>
        </identifiers>
        <balance>57300</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>691253.62</valUSD>
        <pctVal>0.0070663068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ITV plc</name>
        <lei>ZLECI7ED2QMWFGYCXZ59</lei>
        <title>ITV PLC COMMON STOCK GBP.1</title>
        <cusip>339864902</cusip>
        <identifiers>
          <isin value="GB0033986497"/>
          <ticker value="ITV "/>
        </identifiers>
        <balance>752926</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1506435.44</valUSD>
        <pctVal>0.0153994636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flowers Foods Inc.</name>
        <lei>7YNCQQNDK8FBM9BBTK25</lei>
        <title>FLOWERS FOODS INC COMMON STOCK USD.01</title>
        <cusip>343498101</cusip>
        <identifiers>
          <isin value="US3434981011"/>
          <ticker value="FLO "/>
        </identifiers>
        <balance>73792</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1604238.08</valUSD>
        <pctVal>0.0163992464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>51734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2305784.38</valUSD>
        <pctVal>0.0235707696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jardine Matheson Holdings Limited</name>
        <lei>N/A</lei>
        <title>JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25</title>
        <cusip>647211002</cusip>
        <identifiers>
          <isin value="BMG507361001"/>
          <ticker value="JM "/>
        </identifiers>
        <balance>46300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2576488.7</valUSD>
        <pctVal>0.0263380314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vitasoy International Holdings Limited</name>
        <lei>N/A</lei>
        <title>VITASOY INTERNATIONAL HOLDINGS COMMON STOCK</title>
        <cusip>692759905</cusip>
        <identifiers>
          <isin value="HK0345001611"/>
          <ticker value="345 "/>
        </identifiers>
        <balance>154000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>558652.58</valUSD>
        <pctVal>0.0057107990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yamada Denki Co. Ltd.</name>
        <lei>N/A</lei>
        <title>YAMADA DENKI CO LTD COMMON STOCK</title>
        <cusip>698502002</cusip>
        <identifiers>
          <isin value="JP3939000000"/>
          <ticker value="9831 "/>
        </identifiers>
        <balance>130608</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>693009.95</valUSD>
        <pctVal>0.0070842608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flowserve Corporation</name>
        <lei>6Y0GK87T6V7NJKZJVM41</lei>
        <title>FLOWSERVE CORP COMMON STOCK USD1.25</title>
        <cusip>34354P105</cusip>
        <identifiers>
          <isin value="US34354P1057"/>
          <ticker value="FLS "/>
        </identifiers>
        <balance>26347</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1311290.19</valUSD>
        <pctVal>0.0134046007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Foot Locker Inc.</name>
        <lei>549300X383CBNP6MTV94</lei>
        <title>FOOT LOCKER INC COMMON STOCK USD.01</title>
        <cusip>344849104</cusip>
        <identifiers>
          <isin value="US3448491049"/>
          <ticker value="FL "/>
        </identifiers>
        <balance>41037</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1600032.63</valUSD>
        <pctVal>0.0163562564</pctVal>
        <payoffProfile>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="473524.590000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AEON Co.Ltd.</name>
        <lei>N/A</lei>
        <title>AEON CO LTD COMMON STOCK</title>
        <cusip>648004000</cusip>
        <identifiers>
          <isin value="JP3388200002"/>
          <ticker value="8267 "/>
        </identifiers>
        <balance>136078</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2808158.34</valUSD>
        <pctVal>0.0287062632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOC Hong Kong (Holdings) Limited</name>
        <lei>N/A</lei>
        <title>BOC HONG KONG HOLDINGS LTD COMMON STOCK</title>
        <cusip>653611905</cusip>
        <identifiers>
          <isin value="HK2388011192"/>
          <ticker value="2388 "/>
        </identifiers>
        <balance>768741</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>2668626.03</valUSD>
        <pctVal>0.0272799009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fox Corporation</name>
        <lei>N/A</lei>
        <title>FOX CORP COMMON STOCK USD.01</title>
        <cusip>35137L204</cusip>
        <identifiers>
          <isin value="US35137L2043"/>
          <ticker value="FOX "/>
        </identifiers>
        <balance>32690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1189916</valUSD>
        <pctVal>0.0121638589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Resources Inc.</name>
        <lei>RIFQSET379FOGTEFKS80</lei>
        <title>FRANKLIN RESOURCES INC COMMON STOCK USD.1</title>
        <cusip>354613101</cusip>
        <identifiers>
          <isin value="US3546131018"/>
          <ticker value="BEN "/>
        </identifiers>
        <balance>56156</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1458932.88</valUSD>
        <pctVal>0.0149138710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Noble Energy Inc.</name>
        <lei>02VFQXG2D1LR5ZH3K186</lei>
        <title>NOBLE ENERGY INC COMMON STOCK USD.01</title>
        <cusip>655044105</cusip>
        <identifiers>
          <isin value="US6550441058"/>
          <ticker value="NBL "/>
        </identifiers>
        <balance>96298</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2392042.32</valUSD>
        <pctVal>0.0244525372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marubeni Corporation</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
        <title>MARUBENI CORP COMMON STOCK</title>
        <cusip>656946001</cusip>
        <identifiers>
          <isin value="JP3877600001"/>
          <ticker value="8002 "/>
        </identifiers>
        <balance>326659</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2413477.68</valUSD>
        <pctVal>0.0246716592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Yokohama Rubber Co. Ltd.</name>
        <lei>N/A</lei>
        <title>YOKOHAMA RUBBER CO LTD/THE COMMON STOCK</title>
        <cusip>698646007</cusip>
        <identifiers>
          <isin value="JP3955800002"/>
          <ticker value="5101 "/>
        </identifiers>
        <balance>24654</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>478162.7</valUSD>
        <pctVal>0.0048879951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12204</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>770682.6</valUSD>
        <pctVal>0.0078782657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suncorp Group Limited</name>
        <lei>549300BVOKRTHDIWVT46</lei>
        <title>SUNCORP GROUP LTD COMMON STOCK</title>
        <cusip>658508007</cusip>
        <identifiers>
          <isin value="AU000000SUN6"/>
          <ticker value="SUN "/>
        </identifiers>
        <balance>262614</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2385540.65</valUSD>
        <pctVal>0.0243860742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Heavy Industries Ltd.</name>
        <lei>N/A</lei>
        <title>MITSUBISHI HEAVY INDUSTRIES LT COMMON STOCK</title>
        <cusip>659706006</cusip>
        <identifiers>
          <isin value="JP3900000005"/>
          <ticker value="7011 "/>
        </identifiers>
        <balance>66963</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2596613.87</valUSD>
        <pctVal>0.0265437600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Steel Corporation</name>
        <lei>N/A</lei>
        <title>NIPPON STEEL CORP COMMON STOCK</title>
        <cusip>664256005</cusip>
        <identifiers>
          <isin value="JP3381000003"/>
          <ticker value="5401 "/>
        </identifiers>
        <balance>168300</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2536771.93</valUSD>
        <pctVal>0.0259320287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissan Motor Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NISSAN MOTOR CO LTD COMMON STOCK</title>
        <cusip>664286002</cusip>
        <identifiers>
          <isin value="JP3672400003"/>
          <ticker value="7201 "/>
        </identifiers>
        <balance>483076</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2799297.91</valUSD>
        <pctVal>0.0286156878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>90309</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1574085.87</valUSD>
        <pctVal>0.0160910169</pctVal>
        <payoffProfile>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="499035.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>19496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1615243.6</valUSD>
        <pctVal>0.0165117498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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-UTI Energy Inc.</name>
        <lei>N/A</lei>
        <title>PATTERSON-UTI ENERGY INC COMMON STOCK USD.01</title>
        <cusip>703481101</cusip>
        <identifiers>
          <isin value="US7034811015"/>
          <ticker value="PTEN "/>
        </identifiers>
        <balance>74584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>783132</valUSD>
        <pctVal>0.0080055291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eurazeo SE</name>
        <lei>N/A</lei>
        <title>EURAZEO SE COMMON STOCK</title>
        <cusip>704239904</cusip>
        <identifiers>
          <isin value="FR0000121121"/>
          <ticker value="RF "/>
        </identifiers>
        <balance>8182</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>561621.32</valUSD>
        <pctVal>0.0057411469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>279578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1230143.2</valUSD>
        <pctVal>0.0125750795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Goodyear Tire and Rubber Company</name>
        <lei>5493002BI0S2ZQUY3437</lei>
        <title>GOODYEAR TIRE and RUBBER CO/THE COMMON STOCK</title>
        <cusip>382550101</cusip>
        <identifiers>
          <isin value="US3825501014"/>
          <ticker value="GT "/>
        </identifiers>
        <balance>89161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1386899.36</valUSD>
        <pctVal>0.0141775118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nitori Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NITORI HOLDINGS CO LTD COMMON STOCK NPV</title>
        <cusip>664480902</cusip>
        <identifiers>
          <isin value="JP3756100008"/>
          <ticker value="9843 "/>
        </identifiers>
        <balance>16711</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2637852.41</valUSD>
        <pctVal>0.0269653190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OMRON Corporation</name>
        <lei>549300ZHW0TR2QZ0NY83</lei>
        <title>OMRON CORP COMMON STOCK</title>
        <cusip>665942009</cusip>
        <identifiers>
          <isin value="JP3197800000"/>
          <ticker value="6645 "/>
        </identifiers>
        <balance>40118</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2338403.62</valUSD>
        <pctVal>0.0239042182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>H. Lundbeck A/S</name>
        <lei>5493006R4KC2OI5D3470</lei>
        <title>H LUNDBECK A/S COMMON STOCK DKK5.</title>
        <cusip>708525902</cusip>
        <identifiers>
          <isin value="DK0010287234"/>
          <ticker value="LUN "/>
        </identifiers>
        <balance>14499</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>554304.21</valUSD>
        <pctVal>0.0056663480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fraport AG Frankfurt Airport Services Worldwide</name>
        <lei>N/A</lei>
        <title>FRAPORT AG FRANKFURT AIRPORT S COMMON STOCK</title>
        <cusip>710755901</cusip>
        <identifiers>
          <isin value="DE0005773303"/>
          <ticker value="FRA "/>
        </identifiers>
        <balance>8661</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>735189.28</valUSD>
        <pctVal>0.0075154369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JCDecaux SA</name>
        <lei>N/A</lei>
        <title>JCDECAUX SA COMMON STOCK</title>
        <cusip>713666907</cusip>
        <identifiers>
          <isin value="FR0000077919"/>
          <ticker value="DEC "/>
        </identifiers>
        <balance>17655</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>545503.36</valUSD>
        <pctVal>0.0055763818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Swatch Group AG</name>
        <lei>N/A</lei>
        <title>SWATCH GROUP AG/THE COMMON STOCK CHF.45</title>
        <cusip>718473903</cusip>
        <identifiers>
          <isin value="CH0012255144"/>
          <ticker value="UHRN "/>
        </identifiers>
        <balance>11269</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>596127.45</valUSD>
        <pctVal>0.0060938841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NortonLifeLock Inc.</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NORTONLIFELOCK INC COMMON STOCK USD.01</title>
        <cusip>668771108</cusip>
        <identifiers>
          <isin value="US6687711084"/>
          <ticker value="0LBI "/>
        </identifiers>
        <balance>115443</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2946105.36</valUSD>
        <pctVal>0.0301164199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>28803</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2227624.02</valUSD>
        <pctVal>0.0227717791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ingenico Group SA</name>
        <lei>N/A</lei>
        <title>INGENICO GROUP SA COMMON STOCK EUR1.0</title>
        <cusip>419689906</cusip>
        <identifiers>
          <isin value="FR0000125346"/>
          <ticker value="ING "/>
        </identifiers>
        <balance>12601</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1370715.11</valUSD>
        <pctVal>0.0140120691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HollyFrontier Corporation</name>
        <lei>549300J3U2WK73C9ZK26</lei>
        <title>HOLLYFRONTIER CORP COMMON STOCK USD.01</title>
        <cusip>436106108</cusip>
        <identifiers>
          <isin value="US4361061082"/>
          <ticker value="HFC "/>
        </identifiers>
        <balance>29894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1515924.74</valUSD>
        <pctVal>0.0154964675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>31482</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>596269.08</valUSD>
        <pctVal>0.0060953319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>21234</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>472244.16</valUSD>
        <pctVal>0.0048274931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QBE Insurance Group Limited</name>
        <lei>549300D2FBW76FPUSG65</lei>
        <title>QBE INSURANCE GROUP LTD COMMON STOCK</title>
        <cusip>671574002</cusip>
        <identifiers>
          <isin value="AU000000QBE9"/>
          <ticker value="QBE "/>
        </identifiers>
        <balance>273589</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2472276.09</valUSD>
        <pctVal>0.0252727231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sekisui House Ltd.</name>
        <lei>N/A</lei>
        <title>SEKISUI HOUSE LTD COMMON STOCK</title>
        <cusip>679390005</cusip>
        <identifiers>
          <isin value="JP3420600003"/>
          <ticker value="1928 "/>
        </identifiers>
        <balance>129326</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2761737.13</valUSD>
        <pctVal>0.0282317246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Old Dominion Freight Line Inc.</name>
        <lei>N/A</lei>
        <title>OLD DOMINION FREIGHT LINE INC COMMON STOCK USD.1</title>
        <cusip>679580100</cusip>
        <identifiers>
          <isin value="US6795801009"/>
          <ticker value="ODFL "/>
        </identifiers>
        <balance>12857</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2440001.46</valUSD>
        <pctVal>0.0249427972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Republic International Corporation</name>
        <lei>N/A</lei>
        <title>OLD REPUBLIC INTERNATIONAL COR COMMON STOCK USD1.0</title>
        <cusip>680223104</cusip>
        <identifiers>
          <isin value="US6802231042"/>
          <ticker value="ORI "/>
        </identifiers>
        <balance>109400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2447278</valUSD>
        <pctVal>0.0250171813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shimano Inc.</name>
        <lei>N/A</lei>
        <title>SHIMANO INC COMMON STOCK</title>
        <cusip>680482007</cusip>
        <identifiers>
          <isin value="JP3358000002"/>
          <ticker value="7309 "/>
        </identifiers>
        <balance>15481</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2511496.83</valUSD>
        <pctVal>0.0256736552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>29066</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2719705.62</valUSD>
        <pctVal>0.0278020595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Electric Industries Ltd.</name>
        <lei>5493005SP87FL5TOS202</lei>
        <title>SUMITOMO ELECTRIC INDUSTRIES L COMMON STOCK</title>
        <cusip>685870008</cusip>
        <identifiers>
          <isin value="JP3407400005"/>
          <ticker value="5802 "/>
        </identifiers>
        <balance>156943</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2356994.39</valUSD>
        <pctVal>0.0240942615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Realty and Development Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SUMITOMO REALTY and DEVELOPMENT COMMON STOCK</title>
        <cusip>685890006</cusip>
        <identifiers>
          <isin value="JP3409000001"/>
          <ticker value="8830 "/>
        </identifiers>
        <balance>69283</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2417247.45</valUSD>
        <pctVal>0.0247101955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pilgrim's Pride Corporation</name>
        <lei>549300ZSLGV64ZL3HD75</lei>
        <title>PILGRIM'S PRIDE CORP COMMON STOCK USD.01</title>
        <cusip>72147K108</cusip>
        <identifiers>
          <isin value="US72147K1088"/>
          <ticker value="PPC "/>
        </identifiers>
        <balance>20093</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>657342.5</valUSD>
        <pctVal>0.0067196520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wendel SA</name>
        <lei>N/A</lei>
        <title>WENDEL SA COMMON STOCK EUR4.0</title>
        <cusip>739011906</cusip>
        <identifiers>
          <isin value="FR0000121204"/>
          <ticker value="MF "/>
        </identifiers>
        <balance>5651</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>752755.53</valUSD>
        <pctVal>0.0076950071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>6190</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20241.3</valUSD>
        <pctVal>0.0002069157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15868.73</valUSD>
        <pctVal>0.0001622173</pctVal>
        <payoffProfile>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="15958.250000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>ICU Medical Inc.</name>
        <lei>N/A</lei>
        <title>ICU MEDICAL INC COMMON STOCK USD.1</title>
        <cusip>44930G107</cusip>
        <identifiers>
          <isin value="US44930G1076"/>
          <ticker value="ICUI "/>
        </identifiers>
        <balance>7371</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1379261.52</valUSD>
        <pctVal>0.0140994344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mediobanca Banca di Credito Finanziario Societa Per Azioni</name>
        <lei>PSNL19R2RXX5U3QWHI44</lei>
        <title>MEDIOBANCA BANCA DI CREDITO FI COMMON STOCK EUR.5</title>
        <cusip>457481000</cusip>
        <identifiers>
          <isin value="IT0000062957"/>
          <ticker value="MB "/>
        </identifiers>
        <balance>128779</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1417925.26</valUSD>
        <pctVal>0.0144946726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>4822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>476944.02</valUSD>
        <pctVal>0.0048755372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>9281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>503679.87</valUSD>
        <pctVal>0.0051488432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Advantest Corporation</name>
        <lei>N/A</lei>
        <title>ADVANTEST CORP COMMON STOCK</title>
        <cusip>687049007</cusip>
        <identifiers>
          <isin value="JP3122400009"/>
          <ticker value="6857 "/>
        </identifiers>
        <balance>41500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2340521.78</valUSD>
        <pctVal>0.0239258710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oshkosh Corporation</name>
        <lei>N/A</lei>
        <title>OSHKOSH CORP COMMON STOCK USD.01</title>
        <cusip>688239201</cusip>
        <identifiers>
          <isin value="US6882392011"/>
          <ticker value="OSK "/>
        </identifiers>
        <balance>26092</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2469607.8</valUSD>
        <pctVal>0.0252454466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7341</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>595208.28</valUSD>
        <pctVal>0.0060844879</pctVal>
        <payoffProfile>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="305028.000000000000"/>
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      </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>5786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>482378.82</valUSD>
        <pctVal>0.0049310942</pctVal>
        <payoffProfile>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="448592.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Sysmex Corporation</name>
        <lei>N/A</lei>
        <title>SYSMEX CORP COMMON STOCK</title>
        <cusip>688380906</cusip>
        <identifiers>
          <isin value="JP3351100007"/>
          <ticker value="6869 "/>
        </identifiers>
        <balance>34779</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2367925.05</valUSD>
        <pctVal>0.0242059996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Owens Corning</name>
        <lei>JO5M6676RDJIZ2U8X907</lei>
        <title>OWENS CORNING COMMON STOCK USD.001</title>
        <cusip>690742101</cusip>
        <identifiers>
          <isin value="US6907421019"/>
          <ticker value="OC "/>
        </identifiers>
        <balance>41707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2715959.84</valUSD>
        <pctVal>0.0277637684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19573.39</valUSD>
        <pctVal>0.0002000880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Akero Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>AKERO THERAPEUTICS INC COMMON STOCK</title>
        <cusip>00973Y108</cusip>
        <identifiers>
          <isin value="US00973Y1082"/>
          <ticker value="AKRO "/>
        </identifiers>
        <balance>889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19731.36</valUSD>
        <pctVal>0.0002017029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Integra LifeSciences Holdings Corporation</name>
        <lei>WB7IJCYY8YFTENS4O147</lei>
        <title>INTEGRA LIFESCIENCES HOLDINGS COMMON STOCK USD.01</title>
        <cusip>457985208</cusip>
        <identifiers>
          <isin value="US4579852082"/>
          <ticker value="IART "/>
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        <balance>27323</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1592384.44</valUSD>
        <pctVal>0.0162780731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Interactive Brokers Group Inc.</name>
        <lei>N/A</lei>
        <title>INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01</title>
        <cusip>45841N107</cusip>
        <identifiers>
          <isin value="US45841N1072"/>
          <ticker value="IBKR "/>
        </identifiers>
        <balance>29424</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1371746.88</valUSD>
        <pctVal>0.0140226163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>31391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1352010.37</valUSD>
        <pctVal>0.0138208608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Israel Discount Bank Limited</name>
        <lei>549300XWZ7BG5G23OF51</lei>
        <title>ISRAEL DISCOUNT BANK LTD COMMON STOCK ILS.1</title>
        <cusip>465074201</cusip>
        <identifiers>
          <isin value="IL0006912120"/>
          <ticker value="DSCT "/>
        </identifiers>
        <balance>259046</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>1203064.52</valUSD>
        <pctVal>0.0122982690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALDER BIOPHARMACEUTICALS INC COMMON STOCK</name>
        <lei>N/A</lei>
        <title>ALDER BIOPHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>014CVR013</cusip>
        <identifiers>
          <isin value="US014CVR0133"/>
        </identifiers>
        <balance>13115</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11541.2</valUSD>
        <pctVal>0.0001179794</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>Amyris Inc.</name>
        <lei>549300BG17WCUK6EIM58</lei>
        <title>AMYRIS INC COMMON STOCK</title>
        <cusip>03236M200</cusip>
        <identifiers>
          <isin value="US03236M2008"/>
          <ticker value="AMRS "/>
        </identifiers>
        <balance>6946</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21463.14</valUSD>
        <pctVal>0.0002194059</pctVal>
        <payoffProfile>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="22007.100000000000"/>
        </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>29428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>521464.16</valUSD>
        <pctVal>0.0053306422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2815</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>601002.5</valUSD>
        <pctVal>0.0061437191</pctVal>
        <payoffProfile>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="598627.820000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unicharm Corporation</name>
        <lei>N/A</lei>
        <title>UNICHARM CORP COMMON STOCK</title>
        <cusip>691148001</cusip>
        <identifiers>
          <isin value="JP3951600000"/>
          <ticker value="8113 "/>
        </identifiers>
        <balance>84000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2836445.1</valUSD>
        <pctVal>0.0289954232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>44042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2233369.82</valUSD>
        <pctVal>0.0228305152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>47366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1623232.82</valUSD>
        <pctVal>0.0165934192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kohl's Corporation</name>
        <lei>549300JF6LPRTRJ0FH50</lei>
        <title>KOHL'S CORP COMMON STOCK USD.01</title>
        <cusip>500255104</cusip>
        <identifiers>
          <isin value="US5002551043"/>
          <ticker value="KSS "/>
        </identifiers>
        <balance>31523</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1606096.85</valUSD>
        <pctVal>0.0164182476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRA Health Sciences Inc.</name>
        <lei>549300R1HR1VWWHIAK47</lei>
        <title>PRA HEALTH SCIENCES INC COMMON STOCK USD.01</title>
        <cusip>69354M108</cusip>
        <identifiers>
          <isin value="US69354M1080"/>
          <ticker value="PRAH "/>
        </identifiers>
        <balance>24248</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2695165.2</valUSD>
        <pctVal>0.0275511962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Japan Railway Company</name>
        <lei>N/A</lei>
        <title>WEST JAPAN RAILWAY CO COMMON STOCK</title>
        <cusip>695799908</cusip>
        <identifiers>
          <isin value="JP3659000008"/>
          <ticker value="9021 "/>
        </identifiers>
        <balance>33825</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2925644.89</valUSD>
        <pctVal>0.0299072638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>8191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21214.69</valUSD>
        <pctVal>0.0002168661</pctVal>
        <payoffProfile>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="20515.580000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BioLife Solutions Inc.</name>
        <lei>N/A</lei>
        <title>BIOLIFE SOLUTIONS INC COMMON STOCK USD.001</title>
        <cusip>09062W204</cusip>
        <identifiers>
          <isin value="US09062W2044"/>
          <ticker value="BLFS "/>
        </identifiers>
        <balance>1229</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19885.22</valUSD>
        <pctVal>0.0002032757</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Hotels and Resorts Inc.</name>
        <lei>5493005UZ5TQN0H6HS73</lei>
        <title>PARK HOTELS and RESORTS INC REIT USD.01</title>
        <cusip>700517105</cusip>
        <identifiers>
          <isin value="US7005171050"/>
          <ticker value="PK "/>
        </identifiers>
        <balance>91776</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2374245.12</valUSD>
        <pctVal>0.0242706062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Porsche Automobil Holding SE</name>
        <lei>N/A</lei>
        <title>PORSCHE AUTOMOBIL HOLDING SE PREFERENCE</title>
        <cusip>710106907</cusip>
        <identifiers>
          <isin value="DE000PAH0038"/>
          <ticker value="PAH3 "/>
        </identifiers>
        <balance>31841</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2362545.03</valUSD>
        <pctVal>0.0241510026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4116</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>651727.44</valUSD>
        <pctVal>0.0066622523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3762</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>769065.66</valUSD>
        <pctVal>0.0078617366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Puma SE</name>
        <lei>N/A</lei>
        <title>PUMA SE COMMON STOCK</title>
        <cusip>506472901</cusip>
        <identifiers>
          <isin value="DE0006969603"/>
          <ticker value="PUM "/>
        </identifiers>
        <balance>17271</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1324374.7</valUSD>
        <pctVal>0.0135383565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1322291.710000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Randstad N.V.</name>
        <lei>N/A</lei>
        <title>RANDSTAD NV COMMON STOCK EUR.1</title>
        <cusip>522865906</cusip>
        <identifiers>
          <isin value="NL0000379121"/>
          <ticker value="RAND "/>
        </identifiers>
        <balance>24840</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1522073.6</valUSD>
        <pctVal>0.0155593240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>3053</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18073.76</valUSD>
        <pctVal>0.0001847581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>9106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18485.18</valUSD>
        <pctVal>0.0001889639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peugeot SA</name>
        <lei>N/A</lei>
        <title>PEUGEOT SA COMMON STOCK EUR1.0</title>
        <cusip>710352907</cusip>
        <identifiers>
          <isin value="FR0000121501"/>
          <ticker value="UG "/>
        </identifiers>
        <balance>122297</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2944564.24</valUSD>
        <pctVal>0.0301006659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sonova Holding AG</name>
        <lei>N/A</lei>
        <title>SONOVA HOLDING AG COMMON STOCK CHF.05</title>
        <cusip>715603908</cusip>
        <identifiers>
          <isin value="CH0012549785"/>
          <ticker value="SOON "/>
        </identifiers>
        <balance>11559</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>2642485.19</valUSD>
        <pctVal>0.0270126774</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATandT Inc.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>ATandT INC COMMON STOCK USD1.0</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <isin value="US00206R1023"/>
          <ticker value="T "/>
        </identifiers>
        <balance>1470753</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57477027.24</valUSD>
        <pctVal>0.5875561383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Abbott Laboratories</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABBOTT LABORATORIES COMMON STOCK</title>
        <cusip>002824100</cusip>
        <identifiers>
          <isin value="US0028241000"/>
          <ticker value="ABT "/>
        </identifiers>
        <balance>355839</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30908175.54</valUSD>
        <pctVal>0.3159573335</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Resideo Technologies Inc.</name>
        <lei>N/A</lei>
        <title>RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>76118Y104</cusip>
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          <isin value="US76118Y1047"/>
          <ticker value="REZI "/>
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        <curCd>USD</curCd>
        <valUSD>561735.98</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Rexnord Corporation</name>
        <lei>549300AM3633XDFU1Q85</lei>
        <title>REXNORD CORP COMMON STOCK USD.01</title>
        <cusip>76169B102</cusip>
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          <isin value="US76169B1026"/>
          <ticker value="RXN "/>
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        <curCd>USD</curCd>
        <valUSD>582658.44</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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      <invstOrSec>
        <name>Leggett and Platt Incorporated</name>
        <lei>DKOVQUCDW4ZLYCUD4T55</lei>
        <title>LEGGETT and PLATT INC COMMON STOCK USD.01</title>
        <cusip>524660107</cusip>
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          <isin value="US5246601075"/>
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        <curCd>USD</curCd>
        <valUSD>1346791.68</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>LogMeIn Inc.</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>LOGMEIN INC COMMON STOCK USD.01</title>
        <cusip>54142L109</cusip>
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          <ticker value="LOGM "/>
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        <curCd>USD</curCd>
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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>Snam S.p.A.</name>
        <lei>N/A</lei>
        <title>SNAM SPA COMMON STOCK</title>
        <cusip>725147904</cusip>
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          <isin value="IT0003153415"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Polaris Inc.</name>
        <lei>549300QJSN8UVWN1EI78</lei>
        <title>POLARIS INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>731068102</cusip>
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          <isin value="US7310681025"/>
          <ticker value="PII "/>
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        <balance>22045</balance>
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        <curCd>USD</curCd>
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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>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 "/>
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        <balance>12175</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>
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      <invstOrSec>
        <name>Corium International Inc.</name>
        <lei>549300OGJMOXT00S0K11</lei>
        <title>CORIUM INTL INC and COMMON STOCK</title>
        <cusip>218CVR918</cusip>
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        <balance>5285</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>TIM S.p.A.</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>TELECOM ITALIA SPA/MILANO COMMON STOCK</title>
        <cusip>763440906</cusip>
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          <isin value="IT0003497176"/>
          <ticker value="TITR "/>
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        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Iliad S.A.</name>
        <lei>N/A</lei>
        <title>ILIAD SA COMMON STOCK</title>
        <cusip>775943905</cusip>
        <identifiers>
          <isin value="FR0004035913"/>
          <ticker value="ILD "/>
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        <balance>5532</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CrossFirst Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>CROSSFIRST BANKSHARES INC COMMON STOCK USD.01</title>
        <cusip>22766M109</cusip>
        <identifiers>
          <isin value="US22766M1099"/>
          <ticker value="CFB "/>
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        <balance>1347</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19423.74</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>Elanco Animal Health Incorporated</name>
        <lei>N/A</lei>
        <title>ELANCO ANIMAL HEALTH INC COMMON STOCK</title>
        <cusip>284CVR016</cusip>
        <identifiers>
          <isin value="US284CVR0169"/>
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        <balance>9534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241.21</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Post Holdings Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>737446104</cusip>
        <identifiers>
          <isin value="US7374461041"/>
          <ticker value="POST "/>
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        <balance>25481</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2779977.1</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>Principal Financial Group Inc.</name>
        <lei>CUMYEZJOAF02RYZ1JJ85</lei>
        <title>PRINCIPAL FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>74251V102</cusip>
        <identifiers>
          <isin value="US74251V1026"/>
          <ticker value="PFG "/>
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        <balance>51992</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2859560</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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      <invstOrSec>
        <name>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC COMMON STOCK USD.01</title>
        <cusip>00287Y109</cusip>
        <identifiers>
          <isin value="US00287Y1091"/>
          <ticker value="ABBV "/>
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        <balance>297739</balance>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>Adobe Inc.</name>
        <lei>FU4LY2G4933NH2E1CP29</lei>
        <title>ADOBE INC COMMON STOCK USD.0001</title>
        <cusip>00724F101</cusip>
        <identifiers>
          <isin value="US00724F1012"/>
          <ticker value="ADBE "/>
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        <balance>97462</balance>
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        <curCd>USD</curCd>
        <valUSD>32143942.22</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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      <invstOrSec>
        <name>Allergan Public Limited Company</name>
        <lei>N/A</lei>
        <title>ALLERGAN PLC COMMON STOCK USD.0033</title>
        <cusip>018490102</cusip>
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          <isin value="IE00BY9D5467"/>
          <ticker value="AGN "/>
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        <balance>66094</balance>
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        <curCd>USD</curCd>
        <valUSD>12635189.98</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>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC COMMON STOCK USD.001</title>
        <cusip>02079K107</cusip>
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          <ticker value="GOOG "/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Alphabet Inc.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC COMMON STOCK USD.001</title>
        <cusip>02079K305</cusip>
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          <ticker value="GOOGL "/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Altria Group Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC COMMON STOCK USD.333</title>
        <cusip>02209S103</cusip>
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          <isin value="US02209S1033"/>
          <ticker value="MO "/>
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        <balance>376120</balance>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>Acadia Healthcare Company Inc.</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>ACADIA HEALTHCARE CO INC COMMON STOCK USD.01</title>
        <cusip>00404A109</cusip>
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          <ticker value="ACHC "/>
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        <balance>33956</balance>
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        <curCd>USD</curCd>
        <valUSD>1128018.32</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Antofagasta PLC</name>
        <lei>N/A</lei>
        <title>ANTOFAGASTA PLC COMMON STOCK GBP.05</title>
        <cusip>004561908</cusip>
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          <isin value="GB0000456144"/>
          <ticker value="ANTO "/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>EyePoint Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>EYEPOINT PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>30233G100</cusip>
        <identifiers>
          <isin value="US30233G1004"/>
          <ticker value="EYPT "/>
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        <balance>12181</balance>
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        <curCd>USD</curCd>
        <valUSD>18880.55</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>
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          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>10750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21500</valUSD>
        <pctVal>0.0002197827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Barry Callebaut AG</name>
        <lei>N/A</lei>
        <title>BARRY CALLEBAUT AG COMMON STOCK CHF.02</title>
        <cusip>547692905</cusip>
        <identifiers>
          <isin value="CH0009002962"/>
          <ticker value="BARN "/>
        </identifiers>
        <balance>628</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1386301.27</valUSD>
        <pctVal>0.0141713979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Volkswagen AG</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AG COMMON STOCK</title>
        <cusip>549710903</cusip>
        <identifiers>
          <isin value="DE0007664005"/>
          <ticker value="VOW "/>
        </identifiers>
        <balance>6863</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1329259.17</valUSD>
        <pctVal>0.0135882877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>8567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21417.5</valUSD>
        <pctVal>0.0002189394</pctVal>
        <payoffProfile>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="4302.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Espirito Santo SA</name>
        <lei>N/A</lei>
        <title>BANCO ESPIRITO SANTO SA COMMON STOCK</title>
        <cusip>405806902</cusip>
        <identifiers>
          <isin value="PTBES0AM0007"/>
          <ticker value="BES "/>
        </identifiers>
        <balance>625609</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>938.93</valUSD>
        <pctVal>0.0000095982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSC Industrial Direct Co. Inc.</name>
        <lei>0XVKH0LN6YGOWO2EGO17</lei>
        <title>MSC INDUSTRIAL DIRECT CO INC COMMON STOCK USD.001</title>
        <cusip>553530106</cusip>
        <identifiers>
          <isin value="US5535301064"/>
          <ticker value="MSM "/>
        </identifiers>
        <balance>17269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1355098.43</valUSD>
        <pctVal>0.0138524283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Naturgy Energy Group S.A.</name>
        <lei>TL2N6M87CW970S5SV098</lei>
        <title>NATURGY ENERGY GROUP SA COMMON STOCK EUR1.0</title>
        <cusip>565042900</cusip>
        <identifiers>
          <isin value="ES0116870314"/>
          <ticker value="NTGY "/>
        </identifiers>
        <balance>61463</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1547700.07</valUSD>
        <pctVal>0.0158212893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>30356</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1061549.32</valUSD>
        <pctVal>0.0108516367</pctVal>
        <payoffProfile>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="364416.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alexander and Baldwin Inc.</name>
        <lei>N/A</lei>
        <title>ALEXANDER and BALDWIN INC REIT</title>
        <cusip>014491104</cusip>
        <identifiers>
          <isin value="US0144911049"/>
          <ticker value="ALEX "/>
        </identifiers>
        <balance>37895</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>794279.2</valUSD>
        <pctVal>0.0081194808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16292.3</valUSD>
        <pctVal>0.0001665473</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>Harpoon Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>HARPOON THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>41358P106</cusip>
        <identifiers>
          <isin value="US41358P1066"/>
          <ticker value="HARP "/>
        </identifiers>
        <balance>1291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19093.89</valUSD>
        <pctVal>0.0001951864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prosperity Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>PROSPERITY BANCSHARES INC COMMON STOCK USD1.0</title>
        <cusip>743606105</cusip>
        <identifiers>
          <isin value="US7436061052"/>
          <ticker value="PB "/>
        </identifiers>
        <balance>36193</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2601914.77</valUSD>
        <pctVal>0.0265979482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qorvo Inc.</name>
        <lei>N/A</lei>
        <title>QORVO INC COMMON STOCK USD.0001</title>
        <cusip>74736K101</cusip>
        <identifiers>
          <isin value="US74736K1016"/>
          <ticker value="QRVO "/>
        </identifiers>
        <balance>23390</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2718619.7</valUSD>
        <pctVal>0.0277909587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alliance Data Systems Corporation</name>
        <lei>549300G8S4PO686J7H97</lei>
        <title>ALLIANCE DATA SYSTEMS CORP COMMON STOCK USD.01</title>
        <cusip>018581108</cusip>
        <identifiers>
          <isin value="US0185811082"/>
          <ticker value="ADS "/>
        </identifiers>
        <balance>8253</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>925986.6</valUSD>
        <pctVal>0.0094658533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>90627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>889504.01</valUSD>
        <pctVal>0.0090929118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>7784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>674561.44</valUSD>
        <pctVal>0.0068956718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>7577</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>607902.71</valUSD>
        <pctVal>0.0062142561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Flavors and Fragrances Inc.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS and FRAGRA COMMON STOCK USD.125</title>
        <cusip>459506101</cusip>
        <identifiers>
          <isin value="US4595061015"/>
          <ticker value="IFF "/>
        </identifiers>
        <balance>0.14</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>18</valUSD>
        <pctVal>0.0000001840</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>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>4738</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17483.22</valUSD>
        <pctVal>0.0001787214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quest Diagnostics Incorporated</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>QUEST DIAGNOSTICS INC COMMON STOCK USD.01</title>
        <cusip>74834L100</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
          <ticker value="DGX "/>
        </identifiers>
        <balance>27119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2896038.01</valUSD>
        <pctVal>0.0296046089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wirecard AG</name>
        <lei>N/A</lei>
        <title>WIRECARD AG COMMON STOCK</title>
        <cusip>750892903</cusip>
        <identifiers>
          <isin value="DE0007472060"/>
          <ticker value="WDI "/>
        </identifiers>
        <balance>24416</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2924292.98</valUSD>
        <pctVal>0.0298934439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="2851430.340000000000"/>
        </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>6958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>630742.7</valUSD>
        <pctVal>0.0064477368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>550195.19</valUSD>
        <pctVal>0.0056243438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raymond James Financial Inc.</name>
        <lei>RGUZHJ05YTITL6D76949</lei>
        <title>RAYMOND JAMES FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>754730109</cusip>
        <identifiers>
          <isin value="US7547301090"/>
          <ticker value="RJF "/>
        </identifiers>
        <balance>24858</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2223796.68</valUSD>
        <pctVal>0.0227326543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>26778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2476965</valUSD>
        <pctVal>0.0253206552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Elisa Oyj</name>
        <lei>N/A</lei>
        <title>ELISA OYJ COMMON STOCK</title>
        <cusip>570151902</cusip>
        <identifiers>
          <isin value="FI0009007884"/>
          <ticker value="ELISA "/>
        </identifiers>
        <balance>29585</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1634692.81</valUSD>
        <pctVal>0.0167105684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sartorius AG</name>
        <lei>N/A</lei>
        <title>SARTORIUS AG PREFERENCE</title>
        <cusip>584332902</cusip>
        <identifiers>
          <isin value="DE0007165631"/>
          <ticker value="SRT3 "/>
        </identifiers>
        <balance>7403</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1582478.71</valUSD>
        <pctVal>0.0161768123</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amazon.com Inc.</name>
        <lei>ZXTILKJKG63JELOEG630</lei>
        <title>AMAZON.COM INC COMMON STOCK USD.01</title>
        <cusip>023135106</cusip>
        <identifiers>
          <isin value="US0231351067"/>
          <ticker value="AMZN "/>
        </identifiers>
        <balance>83850</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>154941384</valUSD>
        <pctVal>1.5838808236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diageo plc</name>
        <lei>N/A</lei>
        <title>DIAGEO PLC COMMON STOCK GBP.2893518</title>
        <cusip>023740905</cusip>
        <identifiers>
          <isin value="GB0002374006"/>
          <ticker value="DGE "/>
        </identifiers>
        <balance>492265</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>20742400.47</valUSD>
        <pctVal>0.2120381882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>5173</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14898.24</valUSD>
        <pctVal>0.0001522965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>23288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2235.65</valUSD>
        <pctVal>0.0000228538</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>Schroders plc</name>
        <lei>N/A</lei>
        <title>SCHRODERS PLC COMMON STOCK GBP1.0</title>
        <cusip>024054900</cusip>
        <identifiers>
          <isin value="GB0002405495"/>
          <ticker value="SDR "/>
        </identifiers>
        <balance>25861</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1141921.08</valUSD>
        <pctVal>0.0116732332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Antero Midstream Corporation</name>
        <lei>N/A</lei>
        <title>ANTERO MIDSTREAM CORP COMMON STOCK</title>
        <cusip>03676B102</cusip>
        <identifiers>
          <isin value="US03676B1026"/>
          <ticker value="AM "/>
        </identifiers>
        <balance>113871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>864280.89</valUSD>
        <pctVal>0.0088350697</pctVal>
        <payoffProfile>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="830636.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eurofins Scientific SE</name>
        <lei>N/A</lei>
        <title>EUROFINS SCIENTIFIC SE COMMON STOCK EUR.1</title>
        <cusip>597264902</cusip>
        <identifiers>
          <isin value="FR0000038259"/>
          <ticker value="ERF "/>
        </identifiers>
        <balance>2405</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1336054.64</valUSD>
        <pctVal>0.0136577541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1332204.260000000000"/>
        </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>32684</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1361288.6</valUSD>
        <pctVal>0.0139157070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atlantia SpA</name>
        <lei>N/A</lei>
        <title>ATLANTIA SPA COMMON STOCK EUR1.0</title>
        <cusip>766716906</cusip>
        <identifiers>
          <isin value="IT0003506190"/>
          <ticker value="ATL "/>
        </identifiers>
        <balance>103092</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2406052.98</valUSD>
        <pctVal>0.0245957605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SVB Financial Group</name>
        <lei>549300D2KJ20JMXE7542</lei>
        <title>SVB FINANCIAL GROUP COMMON STOCK USD.001</title>
        <cusip>78486Q101</cusip>
        <identifiers>
          <isin value="US78486Q1013"/>
          <ticker value="SIVB "/>
        </identifiers>
        <balance>10382</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2606297.28</valUSD>
        <pctVal>0.0266427482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>15839</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>522370.22</valUSD>
        <pctVal>0.0053399044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>495949.75</valUSD>
        <pctVal>0.0050698224</pctVal>
        <payoffProfile>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="491144.610000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>American Express Company</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO COMMON STOCK USD.2</title>
        <cusip>025816109</cusip>
        <identifiers>
          <isin value="US0258161092"/>
          <ticker value="AXP "/>
        </identifiers>
        <balance>135092</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16817603.08</valUSD>
        <pctVal>0.1719171362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>British American Tobacco P.L.C.</name>
        <lei>N/A</lei>
        <title>BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25</title>
        <cusip>028758902</cusip>
        <identifiers>
          <isin value="GB0002875804"/>
          <ticker value="BATS "/>
        </identifiers>
        <balance>477324</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>20287258.54</valUSD>
        <pctVal>0.2073855218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>11677</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>470699.87</valUSD>
        <pctVal>0.0048117067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>21740</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>686331.8</valUSD>
        <pctVal>0.0070159937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Apergy Corporation</name>
        <lei>N/A</lei>
        <title>APERGY CORP COMMON STOCK USD.01</title>
        <cusip>03755L104</cusip>
        <identifiers>
          <isin value="US03755L1044"/>
          <ticker value="APY "/>
        </identifiers>
        <balance>29697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1003164.66</valUSD>
        <pctVal>0.0102548023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AutoNation Inc.</name>
        <lei>N/A</lei>
        <title>AUTONATION INC COMMON STOCK USD.01</title>
        <cusip>05329W102</cusip>
        <identifiers>
          <isin value="US05329W1027"/>
          <ticker value="AN "/>
        </identifiers>
        <balance>22574</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1097773.62</valUSD>
        <pctVal>0.0112219379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3634</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>577442.6</valUSD>
        <pctVal>0.0059028791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>38126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>530713.92</valUSD>
        <pctVal>0.0054251974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>American Tower Corporation</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP REIT USD.01</title>
        <cusip>03027X100</cusip>
        <identifiers>
          <isin value="US03027X1000"/>
          <ticker value="AMT "/>
        </identifiers>
        <balance>89179</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20495117.78</valUSD>
        <pctVal>0.2095103528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amgen Inc.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC COMMON STOCK USD.0001</title>
        <cusip>031162100</cusip>
        <identifiers>
          <isin value="US0311621009"/>
          <ticker value="AMGN "/>
        </identifiers>
        <balance>119630</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28839204.1</valUSD>
        <pctVal>0.2948073727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>106466</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2271984.44</valUSD>
        <pctVal>0.0232252513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sabre Corporation</name>
        <lei>N/A</lei>
        <title>SABRE CORP COMMON STOCK USD.01</title>
        <cusip>78573M104</cusip>
        <identifiers>
          <isin value="US78573M1045"/>
          <ticker value="SABR "/>
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        <balance>105003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2356267.32</valUSD>
        <pctVal>0.0240868290</pctVal>
        <payoffProfile>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="201080.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Anthem Inc.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC COMMON STOCK USD.01</title>
        <cusip>036752103</cusip>
        <identifiers>
          <isin value="US0367521038"/>
          <ticker value="ANTM "/>
        </identifiers>
        <balance>51051</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15418933.53</valUSD>
        <pctVal>0.1576193042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Inc.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC COMMON STOCK USD.00001</title>
        <cusip>037833100</cusip>
        <identifiers>
          <isin value="US0378331005"/>
          <ticker value="AAPL "/>
        </identifiers>
        <balance>840910</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>246933221.5</valUSD>
        <pctVal>2.5242629448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>9534</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>568321.74</valUSD>
        <pctVal>0.0058096416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>51321</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>755958.33</valUSD>
        <pctVal>0.0077277476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aisin Seiki Co. Ltd.</name>
        <lei>N/A</lei>
        <title>AISIN SEIKI CO LTD COMMON STOCK</title>
        <cusip>601070006</cusip>
        <identifiers>
          <isin value="JP3102000001"/>
          <ticker value="7259 "/>
        </identifiers>
        <balance>33758</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1250385.46</valUSD>
        <pctVal>0.0127820050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ajinomoto Co. Inc.</name>
        <lei>N/A</lei>
        <title>AJINOMOTO CO INC COMMON STOCK</title>
        <cusip>601090004</cusip>
        <identifiers>
          <isin value="JP3119600009"/>
          <ticker value="2802 "/>
        </identifiers>
        <balance>91396</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1521496.87</valUSD>
        <pctVal>0.0155534284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>26477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>892274.9</valUSD>
        <pctVal>0.0091212371</pctVal>
        <payoffProfile>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="571392.560000000000"/>
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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 "/>
        </identifiers>
        <balance>31886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1028004.64</valUSD>
        <pctVal>0.0105087278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>28894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2514355.88</valUSD>
        <pctVal>0.0257028817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Signature Bank</name>
        <lei>VLP5AP0XK2GM6GKD1007</lei>
        <title>SIGNATURE BANK/NEW YORK NY COMMON STOCK USD.01</title>
        <cusip>82669G104</cusip>
        <identifiers>
          <isin value="US82669G1040"/>
          <ticker value="SBNY "/>
        </identifiers>
        <balance>20698</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2827553.78</valUSD>
        <pctVal>0.0289045321</pctVal>
        <payoffProfile>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="54612.000000000000"/>
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      <invstOrSec>
        <name>Taubman Centers Inc.</name>
        <lei>N/A</lei>
        <title>TAUBMAN CENTERS INC REIT USD.01</title>
        <cusip>876664103</cusip>
        <identifiers>
          <isin value="US8766641034"/>
          <ticker value="TCO "/>
        </identifiers>
        <balance>23471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>729713.39</valUSD>
        <pctVal>0.0074594599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>10905</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>590396.7</valUSD>
        <pctVal>0.0060353018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>23948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2777489.04</valUSD>
        <pctVal>0.0283927477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Skechers U.S.A. Inc.</name>
        <lei>N/A</lei>
        <title>SKECHERS U.S.A. INC COMMON STOCK USD.001</title>
        <cusip>830566105</cusip>
        <identifiers>
          <isin value="US8305661055"/>
          <ticker value="SKX "/>
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        <balance>51340</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2217374.6</valUSD>
        <pctVal>0.0226670049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Natural Grocers by Vitamin Cottage Inc.</name>
        <lei>N/A</lei>
        <title>NATURAL GROCERS BY VITAMIN COT COMMON STOCK USD.001</title>
        <cusip>63888U108</cusip>
        <identifiers>
          <isin value="US63888U1088"/>
          <ticker value="NGVC "/>
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        <balance>1947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19216.89</valUSD>
        <pctVal>0.0001964437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>6344</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1531.95</valUSD>
        <pctVal>0.0000156603</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>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>21123</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>786198.06</valUSD>
        <pctVal>0.0080368717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HandR Block Inc.</name>
        <lei>N/A</lei>
        <title>HandR BLOCK INC COMMON STOCK</title>
        <cusip>093671105</cusip>
        <identifiers>
          <isin value="US0936711052"/>
          <ticker value="HRB "/>
        </identifiers>
        <balance>39309</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>922975.32</valUSD>
        <pctVal>0.0094350707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AGC Inc.</name>
        <lei>JE4WFFEELMVPFZ0G1E77</lei>
        <title>AGC INC/JAPAN COMMON STOCK</title>
        <cusip>605520006</cusip>
        <identifiers>
          <isin value="JP3112000009"/>
          <ticker value="5201 "/>
        </identifiers>
        <balance>37976</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1357944.07</valUSD>
        <pctVal>0.0138815177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mohawk Industries Inc.</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>MOHAWK INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>608190104</cusip>
        <identifiers>
          <isin value="US6081901042"/>
          <ticker value="MHK "/>
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        <balance>11969</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1632332.22</valUSD>
        <pctVal>0.0166864374</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>
      <invstOrSec>
        <name>Applied Materials Inc.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC COMMON STOCK USD.01</title>
        <cusip>038222105</cusip>
        <identifiers>
          <isin value="US0382221051"/>
          <ticker value="AMAT "/>
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        <balance>185984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11352463.36</valUSD>
        <pctVal>0.1160500091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Automatic Data Processing Inc.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA PROCESSING INC COMMON STOCK USD.1</title>
        <cusip>053015103</cusip>
        <identifiers>
          <isin value="US0530151036"/>
          <ticker value="ADP "/>
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        <balance>87117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14853448.5</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>Weir Group Plc(The)</name>
        <lei>549300KDR56WHY9I3D10</lei>
        <title>WEIR GROUP PLC/THE COMMON STOCK GBP.125</title>
        <cusip>094658903</cusip>
        <identifiers>
          <isin value="GB0009465807"/>
          <ticker value="WEIR "/>
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        <balance>54143</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1082858.5</valUSD>
        <pctVal>0.0110694688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>20675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>868350</valUSD>
        <pctVal>0.0088766660</pctVal>
        <payoffProfile>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>The J. M. Smucker Company</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
        <cusip>832696405</cusip>
        <identifiers>
          <isin value="US8326964058"/>
          <ticker value="SJM "/>
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        <balance>22963</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2391137.19</valUSD>
        <pctVal>0.0244432846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sonoco Products Company</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
        <title>SONOCO PRODUCTS CO COMMON STOCK</title>
        <cusip>835495102</cusip>
        <identifiers>
          <isin value="US8354951027"/>
          <ticker value="SON "/>
        </identifiers>
        <balance>38376</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2368566.72</valUSD>
        <pctVal>0.0242125590</pctVal>
        <payoffProfile>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="613300.000000000000"/>
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      <invstOrSec>
        <name>Trend Micro Incorporated</name>
        <lei>N/A</lei>
        <title>TREND MICRO INC/JAPAN COMMON STOCK</title>
        <cusip>612528901</cusip>
        <identifiers>
          <isin value="JP3637300009"/>
          <ticker value="4704 "/>
        </identifiers>
        <balance>26264</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1343923.38</valUSD>
        <pctVal>0.0137381919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caltex Australia Limited</name>
        <lei>5493009TD1CGVRZ27U11</lei>
        <title>CALTEX AUSTRALIA LTD COMMON STOCK</title>
        <cusip>616150009</cusip>
        <identifiers>
          <isin value="AU000000CTX1"/>
          <ticker value="CTX "/>
        </identifiers>
        <balance>51956</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1238855.91</valUSD>
        <pctVal>0.0126641448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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 "/>
        </identifiers>
        <balance>30164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2291559.08</valUSD>
        <pctVal>0.0234253522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>27967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2329930.77</valUSD>
        <pctVal>0.0238176049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Steel Dynamics Inc.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>STEEL DYNAMICS INC COMMON STOCK USD.005</title>
        <cusip>858119100</cusip>
        <identifiers>
          <isin value="US8581191009"/>
          <ticker value="STLD "/>
        </identifiers>
        <balance>82600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2811704</valUSD>
        <pctVal>0.0287425085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Stericycle Inc.</name>
        <lei>B8PTJH2P0AXSWSMP2136</lei>
        <title>STERICYCLE INC COMMON STOCK USD.01</title>
        <cusip>858912108</cusip>
        <identifiers>
          <isin value="US8589121081"/>
          <ticker value="SRCL "/>
        </identifiers>
        <balance>34937</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2229329.97</valUSD>
        <pctVal>0.0227892181</pctVal>
        <payoffProfile>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="2209123.840000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC Holdings plc</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC COMMON STOCK USD.5</title>
        <cusip>054052907</cusip>
        <identifiers>
          <isin value="GB0005405286"/>
          <ticker value="HSBA "/>
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        <balance>4200749</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>32885291.27</valUSD>
        <pctVal>0.3361683036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP COMMON STOCK USD.01</title>
        <cusip>060505104</cusip>
        <identifiers>
          <isin value="US0605051046"/>
          <ticker value="BAC "/>
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        <balance>1629928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57406064.16</valUSD>
        <pctVal>0.5868307216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5741</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>591782.28</valUSD>
        <pctVal>0.0060494658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Toyo Suisan Kaisha Ltd.</name>
        <lei>N/A</lei>
        <title>TOYO SUISAN KAISHA LTD COMMON STOCK</title>
        <cusip>892306101</cusip>
        <identifiers>
          <isin value="JP3613000003"/>
          <ticker value="2875 "/>
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        <balance>18450</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>783493.6</valUSD>
        <pctVal>0.0080092255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brother Industries Ltd.</name>
        <lei>549300O5FACQ67KI6R92</lei>
        <title>BROTHER INDUSTRIES LTD COMMON STOCK</title>
        <cusip>114813108</cusip>
        <identifiers>
          <isin value="JP3830000000"/>
          <ticker value="6448 "/>
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        <balance>46436</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>959053.64</valUSD>
        <pctVal>0.0098038796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>103451</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>915541.35</valUSD>
        <pctVal>0.0093590773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STERIS plc</name>
        <lei>N/A</lei>
        <title>STERIS PLC COMMON STOCK USD75.0</title>
        <cusip>859152100</cusip>
        <identifiers>
          <isin value="IE00BFY8C754"/>
          <ticker value="STE "/>
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        <balance>17070</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2601809.4</valUSD>
        <pctVal>0.0265968711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>37719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2287657.35</valUSD>
        <pctVal>0.0233854669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>3149</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>598.31</valUSD>
        <pctVal>0.0000061162</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>4634</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18443.32</valUSD>
        <pctVal>0.0001885359</pctVal>
        <payoffProfile>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="18302.130000000000"/>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>54671</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14094.18</valUSD>
        <pctVal>0.0001440771</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>
        </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>4750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2056.75</valUSD>
        <pctVal>0.0000210250</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="2900.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TCF Financial Corporation</name>
        <lei>N/A</lei>
        <title>CHEMICAL FINANCIAL CORP COMMON STOCK USD1.0</title>
        <cusip>872307103</cusip>
        <identifiers>
          <isin value="US8723071036"/>
          <ticker value="TCF "/>
        </identifiers>
        <balance>58814</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2752495.2</valUSD>
        <pctVal>0.0281372494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Take-Two Interactive Software Inc.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
        <title>TAKE-TWO INTERACTIVE SOFTWARE COMMON STOCK USD.01</title>
        <cusip>874054109</cusip>
        <identifiers>
          <isin value="US8740541094"/>
          <ticker value="TTWO "/>
        </identifiers>
        <balance>22787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2789812.41</valUSD>
        <pctVal>0.0285187228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rio Tinto PLC</name>
        <lei>N/A</lei>
        <title>RIO TINTO PLC COMMON STOCK GBP.1</title>
        <cusip>071887004</cusip>
        <identifiers>
          <isin value="GB0007188757"/>
          <ticker value="RIO "/>
        </identifiers>
        <balance>235150</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>13919695.75</valUSD>
        <pctVal>0.1422934183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Becton Dickinson and Company</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>BECTON DICKINSON AND CO COMMON STOCK USD1.0</title>
        <cusip>075887109</cusip>
        <identifiers>
          <isin value="US0758871091"/>
          <ticker value="BDX "/>
        </identifiers>
        <balance>54453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14809582.41</valUSD>
        <pctVal>0.1513902418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>19766</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2838397.6</valUSD>
        <pctVal>0.0290153825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Teva Pharmaceutical Industries Limited</name>
        <lei>549300BAFGM4RC74ZJ94</lei>
        <title>TEVA PHARMACEUTICAL INDUSTRIES ADR</title>
        <cusip>881624209</cusip>
        <identifiers>
          <isin value="US8816242098"/>
          <ticker value="TEVA "/>
        </identifiers>
        <balance>228808</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2242318.4</valUSD>
        <pctVal>0.0229219917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cabot Corporation</name>
        <lei>K05C0SER542GQ6VLRO68</lei>
        <title>CABOT CORP COMMON STOCK USD1.0</title>
        <cusip>127055101</cusip>
        <identifiers>
          <isin value="US1270551013"/>
          <ticker value="CBT "/>
        </identifiers>
        <balance>21844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1038026.88</valUSD>
        <pctVal>0.0106111797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cantel Medical Corp.</name>
        <lei>549300ZFW3JXCDHTGW91</lei>
        <title>CANTEL MEDICAL CORP COMMON STOCK USD.1</title>
        <cusip>138098108</cusip>
        <identifiers>
          <isin value="US1380981084"/>
          <ticker value="CMD "/>
        </identifiers>
        <balance>14364</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018407.6</valUSD>
        <pctVal>0.0104106226</pctVal>
        <payoffProfile>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="92963.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Under Armour Inc.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>UNDER ARMOUR INC COMMON STOCK USD.000333</title>
        <cusip>904311206</cusip>
        <identifiers>
          <isin value="US9043112062"/>
          <ticker value="UA "/>
        </identifiers>
        <balance>39175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>751376.5</valUSD>
        <pctVal>0.0076809100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>2556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>516260.88</valUSD>
        <pctVal>0.0052774519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP p.l.c.</name>
        <lei>N/A</lei>
        <title>BP PLC COMMON STOCK USD.25</title>
        <cusip>079805909</cusip>
        <identifiers>
          <isin value="GB0007980591"/>
          <ticker value="BP/ "/>
        </identifiers>
        <balance>4239118</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>26667454.72</valUSD>
        <pctVal>0.2726067694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Berkshire Hathaway Inc.</name>
        <lei>5493000C01ZX7D35SD85</lei>
        <title>BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033</title>
        <cusip>084670702</cusip>
        <identifiers>
          <isin value="US0846707026"/>
          <ticker value="BRK/B "/>
        </identifiers>
        <balance>393819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89200003.5</valUSD>
        <pctVal>0.9118427328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>22836</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>887406.96</valUSD>
        <pctVal>0.0090714748</pctVal>
        <payoffProfile>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="592009.880000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>The Chemours Company</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CHEMOURS CO/THE COMMON STOCK</title>
        <cusip>163851108</cusip>
        <identifiers>
          <isin value="US1638511089"/>
          <ticker value="CC "/>
        </identifiers>
        <balance>62683</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1133935.47</valUSD>
        <pctVal>0.0115916006</pctVal>
        <payoffProfile>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="51802.800000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Computershare Limited</name>
        <lei>N/A</lei>
        <title>COMPUTERSHARE LTD COMMON STOCK</title>
        <cusip>618041909</cusip>
        <identifiers>
          <isin value="AU000000CPU5"/>
          <ticker value="CPU "/>
        </identifiers>
        <balance>101531</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1197041.01</valUSD>
        <pctVal>0.0122366940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Mosaic Company</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOSAIC CO/THE COMMON STOCK USD.01</title>
        <cusip>61945C103</cusip>
        <identifiers>
          <isin value="US61945C1036"/>
          <ticker value="MOS "/>
        </identifiers>
        <balance>70395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1523347.8</valUSD>
        <pctVal>0.0155723494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rakuten Inc.</name>
        <lei>N/A</lei>
        <title>RAKUTEN INC COMMON STOCK</title>
        <cusip>622959906</cusip>
        <identifiers>
          <isin value="JP3967200001"/>
          <ticker value="4755 "/>
        </identifiers>
        <balance>179005</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1529272.53</valUSD>
        <pctVal>0.0156329147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daifuku Co. Ltd.</name>
        <lei>N/A</lei>
        <title>DAIFUKU CO LTD COMMON STOCK</title>
        <cusip>625002001</cusip>
        <identifiers>
          <isin value="JP3497400006"/>
          <ticker value="6383 "/>
        </identifiers>
        <balance>21100</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1275175</valUSD>
        <pctVal>0.0130354149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dai Nippon Printing Co. Ltd.</name>
        <lei>N/A</lei>
        <title>DAI NIPPON PRINTING CO LTD COMMON STOCK</title>
        <cusip>625090006</cusip>
        <identifiers>
          <isin value="JP3493800001"/>
          <ticker value="7912 "/>
        </identifiers>
        <balance>50673</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1370580.15</valUSD>
        <pctVal>0.0140106895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daiwa Securities Group Inc.</name>
        <lei>N/A</lei>
        <title>DAIWA SECURITIES GROUP INC COMMON STOCK</title>
        <cusip>625144001</cusip>
        <identifiers>
          <isin value="JP3502200003"/>
          <ticker value="8601 "/>
        </identifiers>
        <balance>318208</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1606444.71</valUSD>
        <pctVal>0.0164218036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lloyds Banking Group plc</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>LLOYDS BANKING GROUP PLC COMMON STOCK</title>
        <cusip>087061008</cusip>
        <identifiers>
          <isin value="GB0008706128"/>
          <ticker value="LLOY "/>
        </identifiers>
        <balance>14585790</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>12083169.11</valUSD>
        <pctVal>0.1235196133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlackRock Inc.</name>
        <lei>549300LRIF3NWCU26A80</lei>
        <title>BLACKROCK INC COMMON STOCK USD.01</title>
        <cusip>09247X101</cusip>
        <identifiers>
          <isin value="US09247X1019"/>
          <ticker value="BLK "/>
        </identifiers>
        <balance>23744</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11936108.8</valUSD>
        <pctVal>0.1220162964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Oil Corporation</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
        <title>MURPHY OIL CORP COMMON STOCK USD1.0</title>
        <cusip>626717102</cusip>
        <identifiers>
          <isin value="US6267171022"/>
          <ticker value="MUR "/>
        </identifiers>
        <balance>57265</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1534702</valUSD>
        <pctVal>0.0156884172</pctVal>
        <payoffProfile>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="103428.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pan Pacific International Holdings Corporation</name>
        <lei>N/A</lei>
        <title>PAN PACIFIC INTERNATIONAL HOLD COMMON STOCK</title>
        <cusip>626986905</cusip>
        <identifiers>
          <isin value="JP3639650005"/>
          <ticker value="7532 "/>
        </identifiers>
        <balance>92200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1529716.03</valUSD>
        <pctVal>0.0156374483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cimarex Energy Co.</name>
        <lei>11KYOFXPU1C4CQL1CL44</lei>
        <title>CIMAREX ENERGY CO COMMON STOCK USD.01</title>
        <cusip>171798101</cusip>
        <identifiers>
          <isin value="US1717981013"/>
          <ticker value="XEC "/>
        </identifiers>
        <balance>20498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1075940.02</valUSD>
        <pctVal>0.0109987450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Colfax Corporation</name>
        <lei>N/A</lei>
        <title>COLFAX CORP COMMON STOCK USD.001</title>
        <cusip>194014106</cusip>
        <identifiers>
          <isin value="US1940141062"/>
          <ticker value="CFX "/>
        </identifiers>
        <balance>32054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1166124.52</valUSD>
        <pctVal>0.0119206517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2279</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21035.17</valUSD>
        <pctVal>0.0002150310</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spero Therapeutics Inc</name>
        <lei>N/A</lei>
        <title>SPERO THERAPEUTICS INC COMMON STOCK USD.001</title>
        <cusip>84833T103</cusip>
        <identifiers>
          <isin value="US84833T1034"/>
          <ticker value="SPRO "/>
        </identifiers>
        <balance>2198</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21133.77</valUSD>
        <pctVal>0.0002160389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Steel Corporation</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
        <title>UNITED STATES STEEL CORP COMMON STOCK USD1.0</title>
        <cusip>912909108</cusip>
        <identifiers>
          <isin value="US9129091081"/>
          <ticker value="X "/>
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        <balance>65190</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>743817.9</valUSD>
        <pctVal>0.0076036426</pctVal>
        <payoffProfile>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="718663.680000000000"/>
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      </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 "/>
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        <balance>10131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>483248.7</valUSD>
        <pctVal>0.0049399865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>30201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2602118.16</valUSD>
        <pctVal>0.0266000274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tiffany and Co.</name>
        <lei>549300EJG9IEYQL5XT21</lei>
        <title>TIFFANY and CO COMMON STOCK USD.01</title>
        <cusip>886547108</cusip>
        <identifiers>
          <isin value="US8865471085"/>
          <ticker value="TIF "/>
        </identifiers>
        <balance>21734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2904749.1</valUSD>
        <pctVal>0.0296936576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AZ. BGP HOLDINGS COMMON STOCK</name>
        <lei>N/A</lei>
        <title>AZ. BGP HOLDINGS COMMON STOCK</title>
        <cusip>929AQT906</cusip>
        <identifiers>
          <ticker value="929AQT906"/>
        </identifiers>
        <balance>1525695</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1.72</valUSD>
        <pctVal>0.0000000176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</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>15626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.02</valUSD>
        <pctVal>0.0000000002</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>Urban Outfitters Inc.</name>
        <lei>549300N3DUFR5U6NRN38</lei>
        <title>URBAN OUTFITTERS INC COMMON STOCK USD.0001</title>
        <cusip>917047102</cusip>
        <identifiers>
          <isin value="US9170471026"/>
          <ticker value="URBN "/>
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        <balance>27045</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>751039.65</valUSD>
        <pctVal>0.0076774666</pctVal>
        <payoffProfile>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="83250.000000000000"/>
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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 "/>
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        <balance>11149</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>617208.64</valUSD>
        <pctVal>0.0063093855</pctVal>
        <payoffProfile>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="224762.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>GlaxoSmithKline PLC</name>
        <lei>5493000HZTVUYLO1D793</lei>
        <title>GLAXOSMITHKLINE PLC COMMON STOCK GBP.25</title>
        <cusip>092528900</cusip>
        <identifiers>
          <isin value="GB0009252882"/>
          <ticker value="GSK "/>
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        <balance>1038227</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>24395243.65</valUSD>
        <pctVal>0.2493792014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Boeing Company</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE COMMON STOCK USD5.0</title>
        <cusip>097023105</cusip>
        <identifiers>
          <isin value="US0970231058"/>
          <ticker value="BA "/>
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        <balance>107644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35066109.44</valUSD>
        <pctVal>0.3584616122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Disco Corporation</name>
        <lei>N/A</lei>
        <title>DISCO CORP COMMON STOCK</title>
        <cusip>627094006</cusip>
        <identifiers>
          <isin value="JP3548600000"/>
          <ticker value="6146 "/>
        </identifiers>
        <balance>5600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1315020.43</valUSD>
        <pctVal>0.0134427329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The a2 Milk Company Limited</name>
        <lei>N/A</lei>
        <title>A2 MILK CO LTD COMMON STOCK</title>
        <cusip>628725905</cusip>
        <identifiers>
          <isin value="NZATME0002S8"/>
          <ticker value="ATM "/>
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        <balance>153003</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>1549211.16</valUSD>
        <pctVal>0.0158367363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YRC Worldwide Inc.</name>
        <lei>N/A</lei>
        <title>YRC WORLDWIDE INC COMMON STOCK USD1.0</title>
        <cusip>984249607</cusip>
        <identifiers>
          <isin value="US9842496070"/>
          <ticker value="YRCW "/>
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        <balance>6518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16620.9</valUSD>
        <pctVal>0.0001699063</pctVal>
        <payoffProfile>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="15291.240000000000"/>
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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 "/>
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        <balance>2704</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21280.48</valUSD>
        <pctVal>0.0002175387</pctVal>
        <payoffProfile>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="21421.050000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Booking Holdings Inc.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BOOKING HOLDINGS INC COMMON STOCK USD.008</title>
        <cusip>09857L108</cusip>
        <identifiers>
          <isin value="US09857L1089"/>
          <ticker value="BKNGUSD "/>
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        <balance>8427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17306782.71</valUSD>
        <pctVal>0.1769177514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC COMMON STOCK USD.25</title>
        <cusip>098952906</cusip>
        <identifiers>
          <isin value="GB0009895292"/>
          <ticker value="AZN "/>
        </identifiers>
        <balance>273019</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>27327000.05</valUSD>
        <pctVal>0.2793489398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CapitaLand Limited</name>
        <lei>N/A</lei>
        <title>CAPITALAND LTD COMMON STOCK</title>
        <cusip>630930907</cusip>
        <identifiers>
          <isin value="SG1J27887962"/>
          <ticker value="CAPL "/>
        </identifiers>
        <balance>534584</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>1491765.4</valUSD>
        <pctVal>0.0152494998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FamilyMart Co. Ltd.</name>
        <lei>N/A</lei>
        <title>FAMILYMART UNY HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>633127006</cusip>
        <identifiers>
          <isin value="JP3802600001"/>
          <ticker value="8028 "/>
        </identifiers>
        <balance>52664</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1261286.87</valUSD>
        <pctVal>0.0128934442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Fuel Gas Company</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>NATIONAL FUEL GAS CO COMMON STOCK USD1.0</title>
        <cusip>636180101</cusip>
        <identifiers>
          <isin value="US6361801011"/>
          <ticker value="NFG "/>
        </identifiers>
        <balance>33096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1540287.84</valUSD>
        <pctVal>0.0157455181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 GPT Group</name>
        <lei>N/A</lei>
        <title>GPT GROUP/THE REIT</title>
        <cusip>636586000</cusip>
        <identifiers>
          <isin value="AU000000GPT8"/>
          <ticker value="GPT "/>
        </identifiers>
        <balance>405136</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1595847.92</valUSD>
        <pctVal>0.0163134784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nomura Research Institute Ltd.</name>
        <lei>N/A</lei>
        <title>NOMURA RESEARCH INSTITUTE LTD COMMON STOCK</title>
        <cusip>639092907</cusip>
        <identifiers>
          <isin value="JP3762800005"/>
          <ticker value="4307 "/>
        </identifiers>
        <balance>70500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1507714.7</valUSD>
        <pctVal>0.0154125408</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nektar Therapeutics</name>
        <lei>N/A</lei>
        <title>NEKTAR THERAPEUTICS COMMON STOCK USD.0001</title>
        <cusip>640268108</cusip>
        <identifiers>
          <isin value="US6402681083"/>
          <ticker value="NKTR "/>
        </identifiers>
        <balance>67445</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1455800.33</valUSD>
        <pctVal>0.0148818486</pctVal>
        <payoffProfile>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="1440228.900000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Tractor Supply Company</name>
        <lei>549300OJ9VZHZRO6I137</lei>
        <title>TRACTOR SUPPLY CO COMMON STOCK USD.008</title>
        <cusip>892356106</cusip>
        <identifiers>
          <isin value="US8923561067"/>
          <ticker value="TSCO "/>
        </identifiers>
        <balance>23835</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2227142.4</valUSD>
        <pctVal>0.0227668557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>32355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2908067.4</valUSD>
        <pctVal>0.0297275787</pctVal>
        <payoffProfile>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="289344.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Boston Scientific Corporation</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORP COMMON STOCK USD.01</title>
        <cusip>101137107</cusip>
        <identifiers>
          <isin value="US1011371077"/>
          <ticker value="BSX "/>
        </identifiers>
        <balance>280626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12689907.72</valUSD>
        <pctVal>0.1297219695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Company</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1</title>
        <cusip>110122108</cusip>
        <identifiers>
          <isin value="US1101221083"/>
          <ticker value="BMY "/>
        </identifiers>
        <balance>471967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30295561.73</valUSD>
        <pctVal>0.3096949183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UDR Inc.</name>
        <lei>P3CH2EG5X6Z1XWU1OO74</lei>
        <title>UDR INC REIT USD.01</title>
        <cusip>902653104</cusip>
        <identifiers>
          <isin value="US9026531049"/>
          <ticker value="UDR "/>
        </identifiers>
        <balance>59002</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2755393.4</valUSD>
        <pctVal>0.0281668761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ulta Beauty Inc.</name>
        <lei>N/A</lei>
        <title>ULTA BEAUTY INC COMMON STOCK USD.01</title>
        <cusip>90384S303</cusip>
        <identifiers>
          <isin value="US90384S3031"/>
          <ticker value="ULTA "/>
        </identifiers>
        <balance>11509</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2913388.26</valUSD>
        <pctVal>0.0297819709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>39164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587460</valUSD>
        <pctVal>0.0060052815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>14297</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>482380.78</valUSD>
        <pctVal>0.0049311143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hamamatsu Photonics K.K.</name>
        <lei>N/A</lei>
        <title>HAMAMATSU PHOTONICS KK COMMON STOCK</title>
        <cusip>640587002</cusip>
        <identifiers>
          <isin value="JP3771800004"/>
          <ticker value="6965 "/>
        </identifiers>
        <balance>29300</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1200726.71</valUSD>
        <pctVal>0.0122743709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dentsu Group Inc.</name>
        <lei>N/A</lei>
        <title>DENTSU INC COMMON STOCK</title>
        <cusip>641628904</cusip>
        <identifiers>
          <isin value="JP3551520004"/>
          <ticker value="4324 "/>
        </identifiers>
        <balance>44965</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1549306.98</valUSD>
        <pctVal>0.0158377159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Columbia Sportswear Company</name>
        <lei>549300OTMCIEUXAH5Z60</lei>
        <title>COLUMBIA SPORTSWEAR CO COMMON STOCK</title>
        <cusip>198516106</cusip>
        <identifiers>
          <isin value="US1985161066"/>
          <ticker value="COLM "/>
        </identifiers>
        <balance>11132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1115315.08</valUSD>
        <pctVal>0.0114012546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commvault Systems Inc.</name>
        <lei>65T5VRP62VXG39YFML83</lei>
        <title>COMMVAULT SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>204166102</cusip>
        <identifiers>
          <isin value="US2041661024"/>
          <ticker value="CVLT "/>
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        <balance>23030</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1028059.2</valUSD>
        <pctVal>0.0105092856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Broadcom Inc.</name>
        <lei>N/A</lei>
        <title>BROADCOM INC COMMON STOCK</title>
        <cusip>11135F101</cusip>
        <identifiers>
          <isin value="US11135F1012"/>
          <ticker value="AVGO "/>
        </identifiers>
        <balance>79864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25238621.28</valUSD>
        <pctVal>0.2580005885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cigna Corporation</name>
        <lei>N/A</lei>
        <title>CIGNA CORP COMMON STOCK USD.01</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
          <ticker value="CI "/>
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        <balance>75184</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15374376.16</valUSD>
        <pctVal>0.1571638186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Compass Minerals International Inc.</name>
        <lei>N/A</lei>
        <title>COMPASS MINERALS INTERNATIONAL COMMON STOCK USD.01</title>
        <cusip>20451N101</cusip>
        <identifiers>
          <isin value="US20451N1019"/>
          <ticker value="CMP "/>
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        <balance>18823</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1147450.08</valUSD>
        <pctVal>0.0117297531</pctVal>
        <payoffProfile>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="269287.680000000000"/>
        </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>66100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1148818</valUSD>
        <pctVal>0.0117437366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Henderson Land Development Company Limited</name>
        <lei>N/A</lei>
        <title>HENDERSON LAND DEVELOPMENT CO COMMON STOCK</title>
        <cusip>642053003</cusip>
        <identifiers>
          <isin value="HK0012000102"/>
          <ticker value="12 "/>
        </identifiers>
        <balance>301709</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>1480501.86</valUSD>
        <pctVal>0.0151343588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hongkong Land Holdings Limited</name>
        <lei>N/A</lei>
        <title>HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1</title>
        <cusip>643491905</cusip>
        <identifiers>
          <isin value="BMG4587L1090"/>
          <ticker value="HKL "/>
        </identifiers>
        <balance>242434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1394492.97</valUSD>
        <pctVal>0.0142551371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orica Limited</name>
        <lei>N/A</lei>
        <title>ORICA LTD COMMON STOCK</title>
        <cusip>645800004</cusip>
        <identifiers>
          <isin value="AU000000ORI1"/>
          <ticker value="ORI "/>
        </identifiers>
        <balance>79310</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1222998.61</valUSD>
        <pctVal>0.0125020443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Isuzu Motors Limited</name>
        <lei>N/A</lei>
        <title>ISUZU MOTORS LTD COMMON STOCK</title>
        <cusip>646710004</cusip>
        <identifiers>
          <isin value="JP3137200006"/>
          <ticker value="7202 "/>
        </identifiers>
        <balance>114746</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1356385.22</valUSD>
        <pctVal>0.0138655825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>27968</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>785341.44</valUSD>
        <pctVal>0.0080281150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>23516</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1173918.72</valUSD>
        <pctVal>0.0120003275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>21506</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>655502.88</valUSD>
        <pctVal>0.0067008466</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Etablissements Fr. Colruyt NV</name>
        <lei>N/A</lei>
        <title>COLRUYT SA COMMON STOCK</title>
        <cusip>ACI009ZR8</cusip>
        <identifiers>
          <isin value="BE0974256852"/>
          <ticker value="COLR "/>
        </identifiers>
        <balance>11495</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>599484.77</valUSD>
        <pctVal>0.0061282041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="273291.250000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jardine Strategic Holdings Limited</name>
        <lei>N/A</lei>
        <title>JARDINE STRATEGIC HOLDINGS LTD COMMON STOCK USD.05</title>
        <cusip>647296904</cusip>
        <identifiers>
          <isin value="BMG507641022"/>
          <ticker value="JS "/>
        </identifiers>
        <balance>46400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1422999.05</valUSD>
        <pctVal>0.0145465391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kajima Corporation</name>
        <lei>N/A</lei>
        <title>KAJIMA CORP COMMON STOCK</title>
        <cusip>648132009</cusip>
        <identifiers>
          <isin value="JP3210200006"/>
          <ticker value="1812 "/>
        </identifiers>
        <balance>93885</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1248218.04</valUSD>
        <pctVal>0.0127598487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mapletree Commercial Trust</name>
        <lei>549300BF18K4IC5LZ208</lei>
        <title>MAPLETREE COMMERCIAL TRUST REIT</title>
        <cusip>ACI00LNQ6</cusip>
        <identifiers>
          <isin value="SG2D18969584"/>
          <ticker value="MCT "/>
        </identifiers>
        <balance>419300</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>745621.37</valUSD>
        <pctVal>0.0076220785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mercury NZ Limited</name>
        <lei>N/A</lei>
        <title>MERCURY NZ LTD COMMON STOCK</title>
        <cusip>ACI05YT61</cusip>
        <identifiers>
          <isin value="NZMRPE0001S2"/>
          <ticker value="MCY "/>
        </identifiers>
        <balance>141947</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>482857.05</valUSD>
        <pctVal>0.0049359829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Discovery Inc.</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>DISCOVERY INC COMMON STOCK USD.01</title>
        <cusip>25470F104</cusip>
        <identifiers>
          <isin value="US25470F1049"/>
          <ticker value="DISCA "/>
        </identifiers>
        <balance>31837</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1042343.38</valUSD>
        <pctVal>0.0106553049</pctVal>
        <payoffProfile>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="1044191.340000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Diversified Healthcare Trust</name>
        <lei>N/A</lei>
        <title>SENIOR HOUSING PROP TRUST REIT USD.01</title>
        <cusip>25525P107</cusip>
        <identifiers>
          <isin value="US25525P1075"/>
          <ticker value="DHC "/>
        </identifiers>
        <balance>132090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1114839.6</valUSD>
        <pctVal>0.0113963940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iida Group Holdings Co.Ltd.</name>
        <lei>N/A</lei>
        <title>IIDA GROUP HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>ACI06XDV4</cusip>
        <identifiers>
          <isin value="JP3131090007"/>
          <ticker value="3291 "/>
        </identifiers>
        <balance>30700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>538033.42</valUSD>
        <pctVal>0.0055000207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="440692.650000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIMIC Group Limited</name>
        <lei>N/A</lei>
        <title>CIMIC GROUP LTD COMMON STOCK</title>
        <cusip>ACI0CFB22</cusip>
        <identifiers>
          <isin value="AU000000CIM7"/>
          <ticker value="CIM "/>
        </identifiers>
        <balance>20429</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>474966.5</valUSD>
        <pctVal>0.0048553221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keio Corporation</name>
        <lei>N/A</lei>
        <title>KEIO CORP COMMON STOCK</title>
        <cusip>648736007</cusip>
        <identifiers>
          <isin value="JP3277800003"/>
          <ticker value="9008 "/>
        </identifiers>
        <balance>21415</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1295805.06</valUSD>
        <pctVal>0.0132463047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kikkoman Corporation</name>
        <lei>N/A</lei>
        <title>KIKKOMAN CORP COMMON STOCK</title>
        <cusip>649080009</cusip>
        <identifiers>
          <isin value="JP3240400006"/>
          <ticker value="2801 "/>
        </identifiers>
        <balance>30246</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1480685.36</valUSD>
        <pctVal>0.0151362347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CME Group Inc.</name>
        <lei>LCZ7XYGSLJUHFXXNXD88</lei>
        <title>CME GROUP INC COMMON STOCK USD.01</title>
        <cusip>12572Q105</cusip>
        <identifiers>
          <isin value="US12572Q1058"/>
          <ticker value="CME "/>
        </identifiers>
        <balance>72151</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14482148.72</valUSD>
        <pctVal>0.1480430667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSX Corporation</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX CORP COMMON STOCK USD1.0</title>
        <cusip>126408103</cusip>
        <identifiers>
          <isin value="US1264081035"/>
          <ticker value="CSX "/>
        </identifiers>
        <balance>156566</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11329115.76</valUSD>
        <pctVal>0.1158113393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kyowa Kirin Co. Ltd.</name>
        <lei>N/A</lei>
        <title>KYOWA KIRIN CO LTD COMMON STOCK</title>
        <cusip>649955002</cusip>
        <identifiers>
          <isin value="JP3256000005"/>
          <ticker value="4151 "/>
        </identifiers>
        <balance>50659</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1193543.73</valUSD>
        <pctVal>0.0122009432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lendlease Corporation Limited</name>
        <lei>N/A</lei>
        <title>LENDLEASE GROUP STAPLED SECURITY</title>
        <cusip>651200008</cusip>
        <identifiers>
          <isin value="AU000000LLC3"/>
          <ticker value="LLC "/>
        </identifiers>
        <balance>117331</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1450624.23</valUSD>
        <pctVal>0.0148289362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Rentals Inc.</name>
        <lei>5323X5O7RN0NKFCDRY08</lei>
        <title>UNITED RENTALS INC COMMON STOCK USD.01</title>
        <cusip>911363109</cusip>
        <identifiers>
          <isin value="US9113631090"/>
          <ticker value="URI "/>
        </identifiers>
        <balance>15132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2523563.64</valUSD>
        <pctVal>0.0257970076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Services Inc.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES INC COMMON STOCK USD.01</title>
        <cusip>913903100</cusip>
        <identifiers>
          <isin value="US9139031002"/>
          <ticker value="UHS "/>
        </identifiers>
        <balance>16172</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2320035.12</valUSD>
        <pctVal>0.0237164471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Newell Brands Inc.</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>NEWELL BRANDS INC COMMON STOCK USD1.0</title>
        <cusip>651229106</cusip>
        <identifiers>
          <isin value="US6512291062"/>
          <ticker value="NWL "/>
        </identifiers>
        <balance>76721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1474577.62</valUSD>
        <pctVal>0.0150737986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NewMarket Corporation</name>
        <lei>54930082CG88ERDREQ47</lei>
        <title>NEWMARKET CORP COMMON STOCK</title>
        <cusip>651587107</cusip>
        <identifiers>
          <isin value="US6515871076"/>
          <ticker value="NEU "/>
        </identifiers>
        <balance>2831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1377338.12</valUSD>
        <pctVal>0.0140797725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Domtar Corporation</name>
        <lei>XYSIJOU3HNVROZWNA008</lei>
        <title>DOMTAR CORP COMMON STOCK USD.01</title>
        <cusip>257559203</cusip>
        <identifiers>
          <isin value="US2575592033"/>
          <ticker value="UFS "/>
        </identifiers>
        <balance>21957</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>839635.68</valUSD>
        <pctVal>0.0085831352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>17292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>815317.8</valUSD>
        <pctVal>0.0083345469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORIX JREIT Inc.</name>
        <lei>N/A</lei>
        <title>ORIX JREIT INC REIT</title>
        <cusip>652777905</cusip>
        <identifiers>
          <isin value="JP3040880001"/>
          <ticker value="8954 "/>
        </identifiers>
        <balance>545</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1181310.8</valUSD>
        <pctVal>0.0120758927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JFE Holdings Inc.</name>
        <lei>N/A</lei>
        <title>JFE HOLDINGS INC COMMON STOCK</title>
        <cusip>654379908</cusip>
        <identifiers>
          <isin value="JP3386030005"/>
          <ticker value="5411 "/>
        </identifiers>
        <balance>102333</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1313078.91</valUSD>
        <pctVal>0.0134228858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>216028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2473520.6</valUSD>
        <pctVal>0.0252854450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Varian Medical Systems Inc.</name>
        <lei>TK3LAKL7I0QNTCVWSY07</lei>
        <title>VARIAN MEDICAL SYSTEMS INC COMMON STOCK USD1.0</title>
        <cusip>92220P105</cusip>
        <identifiers>
          <isin value="US92220P1057"/>
          <ticker value="VAR "/>
        </identifiers>
        <balance>18301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2598925.01</valUSD>
        <pctVal>0.0265673855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQT Corporation</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP COMMON STOCK</title>
        <cusip>26884L109</cusip>
        <identifiers>
          <isin value="US26884L1098"/>
          <ticker value="EQT "/>
        </identifiers>
        <balance>98009</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1068298.1</valUSD>
        <pctVal>0.0109206258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>30036</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>929914.56</valUSD>
        <pctVal>0.0095060067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schibsted ASA</name>
        <lei>N/A</lei>
        <title>SCHIBSTED ASA COMMON STOCK NOK.5</title>
        <cusip>ACI0CS7P8</cusip>
        <identifiers>
          <isin value="NO0010736879"/>
          <ticker value="SCHB "/>
        </identifiers>
        <balance>20387</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>582600.84</valUSD>
        <pctVal>0.0059556090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LINE Corporation</name>
        <lei>N/A</lei>
        <title>LINE CORP COMMON STOCK</title>
        <cusip>ACI0N3CD2</cusip>
        <identifiers>
          <isin value="JP3966750006"/>
          <ticker value="3938 "/>
        </identifiers>
        <balance>12500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>614152.6</valUSD>
        <pctVal>0.0062781453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="604727.890000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westinghouse Air Brake Technologies Corporation</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WABTEC CORP COMMON STOCK USD.01</title>
        <cusip>929740108</cusip>
        <identifiers>
          <isin value="US9297401088"/>
          <ticker value="WAB "/>
        </identifiers>
        <balance>36663</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2852381.4</valUSD>
        <pctVal>0.0291583313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Watsco Inc.</name>
        <lei>549300F1Y3LN5BX5WN75</lei>
        <title>WATSCO INC COMMON STOCK USD.5</title>
        <cusip>942622200</cusip>
        <identifiers>
          <isin value="US9426222009"/>
          <ticker value="WSO "/>
        </identifiers>
        <balance>12517</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2254937.55</valUSD>
        <pctVal>0.0230509903</pctVal>
        <payoffProfile>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="180730.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corporation</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP COMMON STOCK USD.01</title>
        <cusip>126650100</cusip>
        <identifiers>
          <isin value="US1266501006"/>
          <ticker value="CVS "/>
        </identifiers>
        <balance>261930</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19458779.7</valUSD>
        <pctVal>0.1989164368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc.</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>CATERPILLAR INC COMMON STOCK USD1.0</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
          <ticker value="CAT "/>
        </identifiers>
        <balance>111269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16432205.92</valUSD>
        <pctVal>0.1679774323</pctVal>
        <payoffProfile>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="59312.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Makita Corporation</name>
        <lei>N/A</lei>
        <title>MAKITA CORP COMMON STOCK</title>
        <cusip>655580009</cusip>
        <identifiers>
          <isin value="JP3862400003"/>
          <ticker value="6586 "/>
        </identifiers>
        <balance>46752</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1614573.76</valUSD>
        <pctVal>0.0165049024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ascendas Real Estate Investment Trust</name>
        <lei>549300ILIBAEMQZK3L20</lei>
        <title>ASCENDAS REAL ESTATE INVESTMEN REIT</title>
        <cusip>656387909</cusip>
        <identifiers>
          <isin value="SG1M77906915"/>
          <ticker value="AREIT "/>
        </identifiers>
        <balance>600678</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>1327110.05</valUSD>
        <pctVal>0.0135663185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equitrans Midstream Corporation</name>
        <lei>N/A</lei>
        <title>EQUITRANS MIDSTREAM CORP COMMON STOCK</title>
        <cusip>294600101</cusip>
        <identifiers>
          <isin value="US2946001011"/>
          <ticker value="ETRN "/>
        </identifiers>
        <balance>78132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1043843.52</valUSD>
        <pctVal>0.0106706400</pctVal>
        <payoffProfile>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="1005815.900000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evercore Inc.</name>
        <lei>N/A</lei>
        <title>EVERCORE INC COMMON STOCK USD.01</title>
        <cusip>29977A105</cusip>
        <identifiers>
          <isin value="US29977A1051"/>
          <ticker value="EVR "/>
        </identifiers>
        <balance>14985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1120278.6</valUSD>
        <pctVal>0.0114519939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Inc.</name>
        <lei>N/A</lei>
        <title>CHARTER COMMUNICATIONS INC COMMON STOCK USD.001</title>
        <cusip>16119P108</cusip>
        <identifiers>
          <isin value="US16119P1084"/>
          <ticker value="CHTR "/>
        </identifiers>
        <balance>31567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15312520.36</valUSD>
        <pctVal>0.1565315007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chevron Corporation</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP COMMON STOCK USD.75</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
          <ticker value="CVX "/>
        </identifiers>
        <balance>380699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45878036.49</valUSD>
        <pctVal>0.4689860149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>METRO AG</name>
        <lei>N/A</lei>
        <title>METRO AG COMMON STOCK</title>
        <cusip>ACI0W3ZM7</cusip>
        <identifiers>
          <isin value="DE000BFB0019"/>
          <ticker value="B4B "/>
        </identifiers>
        <balance>37497</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>603370.92</valUSD>
        <pctVal>0.0061679301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Singapore Press Holdings Limited</name>
        <lei>N/A</lei>
        <title>SINGAPORE PRESS HOLDINGS LTD COMMON STOCK</title>
        <cusip>B01289907</cusip>
        <identifiers>
          <isin value="SG1P66918738"/>
          <ticker value="SPH "/>
        </identifiers>
        <balance>336332</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>544823.33</valUSD>
        <pctVal>0.0055694302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MISUMI Group Inc.</name>
        <lei>N/A</lei>
        <title>MISUMI GROUP INC COMMON STOCK</title>
        <cusip>659517908</cusip>
        <identifiers>
          <isin value="JP3885400006"/>
          <ticker value="9962 "/>
        </identifiers>
        <balance>59200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1465207.16</valUSD>
        <pctVal>0.0149780095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nagoya Railroad Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NAGOYA RAILROAD CO LTD COMMON STOCK</title>
        <cusip>661986000</cusip>
        <identifiers>
          <isin value="JP3649800004"/>
          <ticker value="9048 "/>
        </identifiers>
        <balance>38899</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1207928.18</valUSD>
        <pctVal>0.0123479876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chubb Limited</name>
        <lei>E0JAN6VLUDI1HITHT809</lei>
        <title>CHUBB LTD COMMON STOCK</title>
        <cusip>171232101</cusip>
        <identifiers>
          <isin value="CH0044328745"/>
          <ticker value="CB "/>
        </identifiers>
        <balance>91246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14203352.36</valUSD>
        <pctVal>0.1451930843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cisco Systems Inc.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CISCO SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO "/>
        </identifiers>
        <balance>854117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40963451.32</valUSD>
        <pctVal>0.4187469051</pctVal>
        <payoffProfile>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="778651.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Paint Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NIPPON PAINT HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>664050002</cusip>
        <identifiers>
          <isin value="JP3749400002"/>
          <ticker value="4612 "/>
        </identifiers>
        <balance>30500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1570190.9</valUSD>
        <pctVal>0.0160512007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MINEBEA MITSUMI Inc.</name>
        <lei>N/A</lei>
        <title>MINEBEA MITSUMI INC COMMON STOCK</title>
        <cusip>664240009</cusip>
        <identifiers>
          <isin value="JP3906000009"/>
          <ticker value="6479 "/>
        </identifiers>
        <balance>75700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1563670.12</valUSD>
        <pctVal>0.0159845424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marks and Spencer Group plc</name>
        <lei>N/A</lei>
        <title>MARKS and SPENCER GROUP PLC COMMON STOCK GBP.25</title>
        <cusip>312748908</cusip>
        <identifiers>
          <isin value="GB0031274896"/>
          <ticker value="MKS "/>
        </identifiers>
        <balance>405136</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1148746.2</valUSD>
        <pctVal>0.0117430026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fluor Corporation</name>
        <lei>CQ7WZ4NOFWT7FAE6Q943</lei>
        <title>FLUOR CORP COMMON STOCK USD.01</title>
        <cusip>343412102</cusip>
        <identifiers>
          <isin value="US3434121022"/>
          <ticker value="FLR "/>
        </identifiers>
        <balance>53740</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1014611.2</valUSD>
        <pctVal>0.0103718140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC COMMON STOCK USD.01</title>
        <cusip>172967424</cusip>
        <identifiers>
          <isin value="US1729674242"/>
          <ticker value="C "/>
        </identifiers>
        <balance>439554</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35115969.06</valUSD>
        <pctVal>0.3589712997</pctVal>
        <payoffProfile>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="3938008.430000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Coca-Cola Company</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE COMMON STOCK USD.25</title>
        <cusip>191216100</cusip>
        <identifiers>
          <isin value="US1912161007"/>
          <ticker value="KO "/>
        </identifiers>
        <balance>776357</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42971359.95</valUSD>
        <pctVal>0.4392726542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Odakyu Electric Railway Co. Ltd.</name>
        <lei>N/A</lei>
        <title>ODAKYU ELECTRIC RAILWAY CO LTD COMMON STOCK</title>
        <cusip>665610002</cusip>
        <identifiers>
          <isin value="JP3196000008"/>
          <ticker value="9007 "/>
        </identifiers>
        <balance>61379</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1431911.49</valUSD>
        <pctVal>0.0146376461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Obayashi Corporation</name>
        <lei>N/A</lei>
        <title>OBAYASHI CORP COMMON STOCK</title>
        <cusip>665640009</cusip>
        <identifiers>
          <isin value="JP3190000004"/>
          <ticker value="1802 "/>
        </identifiers>
        <balance>135615</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1506229.82</valUSD>
        <pctVal>0.0153973617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Western Union Company</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>WESTERN UNION CO/THE COMMON STOCK USD.01</title>
        <cusip>959802109</cusip>
        <identifiers>
          <isin value="US9598021098"/>
          <ticker value="WU "/>
        </identifiers>
        <balance>84411</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2260526.58</valUSD>
        <pctVal>0.0231081239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WestRock Company</name>
        <lei>N/A</lei>
        <title>WESTROCK CO COMMON STOCK</title>
        <cusip>96145D105</cusip>
        <identifiers>
          <isin value="US96145D1054"/>
          <ticker value="WRK "/>
        </identifiers>
        <balance>51923</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2228015.93</valUSD>
        <pctVal>0.0227757854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Singapore Telecommunications Limited</name>
        <lei>N/A</lei>
        <title>SINGAPORE TELECOMMUNICATIONS L COMMON STOCK</title>
        <cusip>B02PY0905</cusip>
        <identifiers>
          <isin value="SG1T75931496"/>
          <ticker value="ST10 "/>
        </identifiers>
        <balance>258829</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>639224.2</valUSD>
        <pctVal>0.0065344385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Electric Power Development Co. Ltd.</name>
        <lei>549300KMHPUAQI8VEH90</lei>
        <title>ELECTRIC POWER DEVELOPMENT CO COMMON STOCK</title>
        <cusip>B02Q32903</cusip>
        <identifiers>
          <isin value="JP3551200003"/>
          <ticker value="9513 "/>
        </identifiers>
        <balance>30448</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>739051.13</valUSD>
        <pctVal>0.0075549145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Colgate-Palmolive Company</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>COLGATE-PALMOLIVE CO COMMON STOCK USD1.0</title>
        <cusip>194162103</cusip>
        <identifiers>
          <isin value="US1941621039"/>
          <ticker value="CL "/>
        </identifiers>
        <balance>172553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11878548.52</valUSD>
        <pctVal>0.1214278892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comcast Corporation</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP COMMON STOCK USD.01</title>
        <cusip>20030N101</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
          <ticker value="CMCSA "/>
        </identifiers>
        <balance>914023</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41103614.31</valUSD>
        <pctVal>0.4201797145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>66950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1112039.5</valUSD>
        <pctVal>0.0113677701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>10393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1045431.87</valUSD>
        <pctVal>0.0106868769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Search Limited</name>
        <lei>N/A</lei>
        <title>OIL SEARCH LTD COMMON STOCK</title>
        <cusip>665760005</cusip>
        <identifiers>
          <isin value="PG0008579883"/>
          <ticker value="OSH "/>
        </identifiers>
        <balance>285669</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1456636.88</valUSD>
        <pctVal>0.0148904002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Osaka Gas Co. Ltd.</name>
        <lei>N/A</lei>
        <title>OSAKA GAS CO LTD COMMON STOCK</title>
        <cusip>666176003</cusip>
        <identifiers>
          <isin value="JP3180400008"/>
          <ticker value="9532 "/>
        </identifiers>
        <balance>77975</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1491129.72</valUSD>
        <pctVal>0.0152430016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Woodward Inc.</name>
        <lei>YPYKXXTR8TFDH54ZMB45</lei>
        <title>WOODWARD INC COMMON STOCK USD.00292</title>
        <cusip>980745103</cusip>
        <identifiers>
          <isin value="US9807451037"/>
          <ticker value="WWD "/>
        </identifiers>
        <balance>21618</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2560435.92</valUSD>
        <pctVal>0.0261739327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wyndham Hotels and Resorts Inc.</name>
        <lei>N/A</lei>
        <title>WYNDHAM HOTELS and RESORTS INC COMMON STOCK USD.01</title>
        <cusip>98311A105</cusip>
        <identifiers>
          <isin value="US98311A1051"/>
          <ticker value="WH "/>
        </identifiers>
        <balance>36485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2291622.85</valUSD>
        <pctVal>0.0234260040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sega Sammy Holdings Inc.</name>
        <lei>5493006B6WMKNQ8QNP51</lei>
        <title>SEGA SAMMY HOLDINGS INC COMMON STOCK</title>
        <cusip>B02RK0906</cusip>
        <identifiers>
          <isin value="JP3419050004"/>
          <ticker value="6460 "/>
        </identifiers>
        <balance>36036</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>521788.26</valUSD>
        <pctVal>0.0053339553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suntec Real Estate Investment Trust</name>
        <lei>549300C46QFXSI2F4K13</lei>
        <title>SUNTEC REAL ESTATE INVESTMENT REIT</title>
        <cusip>B04PZ7907</cusip>
        <identifiers>
          <isin value="SG1Q52922370"/>
          <ticker value="SUN "/>
        </identifiers>
        <balance>408300</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>558938.55</valUSD>
        <pctVal>0.0057137224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ricoh Company Ltd.</name>
        <lei>549300HFIB2GRUMDID72</lei>
        <title>RICOH CO LTD COMMON STOCK</title>
        <cusip>673822003</cusip>
        <identifiers>
          <isin value="JP3973400009"/>
          <ticker value="7752 "/>
        </identifiers>
        <balance>139577</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1518807.02</valUSD>
        <pctVal>0.0155259315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TandD Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TandD HOLDINGS INC COMMON STOCK</title>
        <cusip>674429907</cusip>
        <identifiers>
          <isin value="JP3539220008"/>
          <ticker value="8795 "/>
        </identifiers>
        <balance>115725</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1463424.34</valUSD>
        <pctVal>0.0149597847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9874</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>784884.26</valUSD>
        <pctVal>0.0080234415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Graham Holdings Company</name>
        <lei>N/A</lei>
        <title>GRAHAM HOLDINGS CO COMMON STOCK USD1.0</title>
        <cusip>384637104</cusip>
        <identifiers>
          <isin value="US3846371041"/>
          <ticker value="GHC "/>
        </identifiers>
        <balance>1668</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1065835.32</valUSD>
        <pctVal>0.0108954501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>CONOCOPHILLIPS COMMON STOCK USD.01</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
          <ticker value="COP "/>
        </identifiers>
        <balance>220919</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14366362.57</valUSD>
        <pctVal>0.1468594483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Costco Wholesale Corporation</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COSTCO WHOLESALE CORP COMMON STOCK USD.005</title>
        <cusip>22160K105</cusip>
        <identifiers>
          <isin value="US22160K1051"/>
          <ticker value="COST "/>
        </identifiers>
        <balance>88947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26143302.24</valUSD>
        <pctVal>0.2672486460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>23742</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>889375.32</valUSD>
        <pctVal>0.0090915963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Hain Celestial Group Inc.</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>HAIN CELESTIAL GROUP INC/THE COMMON STOCK USD.01</title>
        <cusip>405217100</cusip>
        <identifiers>
          <isin value="US4052171000"/>
          <ticker value="HAIN "/>
        </identifiers>
        <balance>30800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>799414</valUSD>
        <pctVal>0.0081719711</pctVal>
        <payoffProfile>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="774717.900000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Wynn Resorts Limited</name>
        <lei>N/A</lei>
        <title>WYNN RESORTS LTD COMMON STOCK USD.01</title>
        <cusip>983134107</cusip>
        <identifiers>
          <isin value="US9831341071"/>
          <ticker value="WYNN "/>
        </identifiers>
        <balance>19453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2701438.11</valUSD>
        <pctVal>0.0276153208</pctVal>
        <payoffProfile>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="97867.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>XPO Logistics Inc.</name>
        <lei>54930096DB9LCLPN7H13</lei>
        <title>XPO LOGISTICS INC COMMON STOCK USD.001</title>
        <cusip>983793100</cusip>
        <identifiers>
          <isin value="US9837931008"/>
          <ticker value="XPO "/>
        </identifiers>
        <balance>35386</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2820264.2</valUSD>
        <pctVal>0.0288300147</pctVal>
        <payoffProfile>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="1750218.800000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Hanesbrands Inc.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC COMMON STOCK USD.01</title>
        <cusip>410345102</cusip>
        <identifiers>
          <isin value="US4103451021"/>
          <ticker value="HBI "/>
        </identifiers>
        <balance>72822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1081406.7</valUSD>
        <pctVal>0.0110546278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Harley-Davidson Inc.</name>
        <lei>ZDNAWZWXIKMWI51R2A08</lei>
        <title>HARLEY-DAVIDSON INC COMMON STOCK USD.01</title>
        <cusip>412822108</cusip>
        <identifiers>
          <isin value="US4128221086"/>
          <ticker value="HOG "/>
        </identifiers>
        <balance>31064</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1155270.16</valUSD>
        <pctVal>0.0118096935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rohm Company Limited</name>
        <lei>5493009V2FGDEP7JFE59</lei>
        <title>ROHM CO LTD COMMON STOCK</title>
        <cusip>674720008</cusip>
        <identifiers>
          <isin value="JP3982800009"/>
          <ticker value="6963 "/>
        </identifiers>
        <balance>19442</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1551258.38</valUSD>
        <pctVal>0.0158576640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Santen Pharmaceutical Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SANTEN PHARMACEUTICAL CO LTD COMMON STOCK</title>
        <cusip>677660003</cusip>
        <identifiers>
          <isin value="JP3336000009"/>
          <ticker value="4536 "/>
        </identifiers>
        <balance>74900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1426331.34</valUSD>
        <pctVal>0.0145806033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hakuhodo DY Holdings Incorporated</name>
        <lei>N/A</lei>
        <title>HAKUHODO DY HOLDINGS INC COMMON STOCK</title>
        <cusip>B05LZ0900</cusip>
        <identifiers>
          <isin value="JP3766550002"/>
          <ticker value="2433 "/>
        </identifiers>
        <balance>48473</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>779980.07</valUSD>
        <pctVal>0.0079733086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMO Payment Gateway Inc.</name>
        <lei>N/A</lei>
        <title>GMO PAYMENT GATEWAY INC COMMON STOCK</title>
        <cusip>B06CMQ906</cusip>
        <identifiers>
          <isin value="JP3385890003"/>
          <ticker value="3769 "/>
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        <balance>8500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>582090.98</valUSD>
        <pctVal>0.0059503970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Crown Castle International Corp.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTERNATIONAL COR REIT USD.01</title>
        <cusip>22822V101</cusip>
        <identifiers>
          <isin value="US22822V1017"/>
          <ticker value="CCI "/>
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        <balance>83709</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11899234.35</valUSD>
        <pctVal>0.1216393491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danaher Corporation</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>DANAHER CORP COMMON STOCK USD.01</title>
        <cusip>235851102</cusip>
        <identifiers>
          <isin value="US2358511028"/>
          <ticker value="DHR "/>
        </identifiers>
        <balance>128708</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19754103.84</valUSD>
        <pctVal>0.2019353736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sekisui Chemical Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SEKISUI CHEMICAL CO LTD COMMON STOCK</title>
        <cusip>679382002</cusip>
        <identifiers>
          <isin value="JP3419400001"/>
          <ticker value="4204 "/>
        </identifiers>
        <balance>75644</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1312416.41</valUSD>
        <pctVal>0.0134161134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shimadzu Corporation</name>
        <lei>N/A</lei>
        <title>SHIMADZU CORP COMMON STOCK</title>
        <cusip>680436003</cusip>
        <identifiers>
          <isin value="JP3357200009"/>
          <ticker value="7701 "/>
        </identifiers>
        <balance>46192</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1444570.69</valUSD>
        <pctVal>0.0147670542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xylem Inc.</name>
        <lei>549300DF5MV96DRYLQ48</lei>
        <title>XYLEM INC/NY COMMON STOCK</title>
        <cusip>98419M100</cusip>
        <identifiers>
          <isin value="US98419M1009"/>
          <ticker value="XYL "/>
        </identifiers>
        <balance>36256</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2856610.24</valUSD>
        <pctVal>0.0292015604</pctVal>
        <payoffProfile>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="102492.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zebra Technologies Corporation</name>
        <lei>PO0I32GKZ3HZMMDPZZ08</lei>
        <title>ZEBRA TECHNOLOGIES CORP COMMON STOCK USD.01</title>
        <cusip>989207105</cusip>
        <identifiers>
          <isin value="US9892071054"/>
          <ticker value="ZBRA "/>
        </identifiers>
        <balance>10856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2773056.64</valUSD>
        <pctVal>0.0283474377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shimizu Corporation</name>
        <lei>N/A</lei>
        <title>SHIMIZU CORP COMMON STOCK</title>
        <cusip>680440005</cusip>
        <identifiers>
          <isin value="JP3358800005"/>
          <ticker value="1803 "/>
        </identifiers>
        <balance>123629</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1259386.23</valUSD>
        <pctVal>0.0128740150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ollie's Bargain Outlet Holdings Inc.</name>
        <lei>N/A</lei>
        <title>OLLIE'S BARGAIN OUTLET HOLDING COMMON STOCK USD.001</title>
        <cusip>681116109</cusip>
        <identifiers>
          <isin value="US6811161099"/>
          <ticker value="OLLI "/>
        </identifiers>
        <balance>20966</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1369289.46</valUSD>
        <pctVal>0.0139974955</pctVal>
        <payoffProfile>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="1157807.040000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raiffeisen Bank International AG</name>
        <lei>9ZHRYM6F437SQJ6OUG95</lei>
        <title>RAIFFEISEN BANK INTERNATIONAL COMMON STOCK</title>
        <cusip>B0704T905</cusip>
        <identifiers>
          <isin value="AT0000606306"/>
          <ticker value="RBI "/>
        </identifiers>
        <balance>30717</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>768829.48</valUSD>
        <pctVal>0.0078593223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nokian Tyres plc</name>
        <lei>N/A</lei>
        <title>NOKIAN RENKAAT OYJ COMMON STOCK</title>
        <cusip>B07G37909</cusip>
        <identifiers>
          <isin value="FI0009005318"/>
          <ticker value="TYRES "/>
        </identifiers>
        <balance>25981</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>747262.31</valUSD>
        <pctVal>0.0076388529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CNH Industrial N.V.</name>
        <lei>549300WGC2HZ5J67V817</lei>
        <title>CNH INDUSTRIAL NV COMMON STOCK EUR.01</title>
        <cusip>ACI06WQZ3</cusip>
        <identifiers>
          <isin value="NL0010545661"/>
          <ticker value="CNHI "/>
        </identifiers>
        <balance>211255</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2319557.41</valUSD>
        <pctVal>0.0237115637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="206029.840000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>ArcelorMittal SA</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ARCELORMITTAL COMMON STOCK</title>
        <cusip>ACI0V4RB9</cusip>
        <identifiers>
          <isin value="LU1598757687"/>
          <ticker value="MT "/>
        </identifiers>
        <balance>138171</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2434527.84</valUSD>
        <pctVal>0.0248868434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pargesa Holding SA</name>
        <lei>N/A</lei>
        <title>PARGESA HOLDING SA COMMON STOCK CHF20.0</title>
        <cusip>B0CDLF902</cusip>
        <identifiers>
          <isin value="CH0021783391"/>
          <ticker value="PARG "/>
        </identifiers>
        <balance>8083</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>671546.08</valUSD>
        <pctVal>0.0068648474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eutelsat Communications</name>
        <lei>549300EFWH9UR17YSK05</lei>
        <title>EUTELSAT COMMUNICATIONS SA COMMON STOCK EUR1.0</title>
        <cusip>B0M7KJ907</cusip>
        <identifiers>
          <isin value="FR0010221234"/>
          <ticker value="ETL "/>
        </identifiers>
        <balance>36242</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>590518.93</valUSD>
        <pctVal>0.0060365513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Walt Disney Company</name>
        <lei>N/A</lei>
        <title>WALT DISNEY CO/THE COMMON STOCK USD.01</title>
        <cusip>254687106</cusip>
        <identifiers>
          <isin value="US2546871060"/>
          <ticker value="DIS "/>
        </identifiers>
        <balance>362886</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52484202.18</valUSD>
        <pctVal>0.5365172250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dominion Energy Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC COMMON STOCK</title>
        <cusip>25746U109</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
          <ticker value="D "/>
        </identifiers>
        <balance>165718</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13724764.76</valUSD>
        <pctVal>0.1403007457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corporation</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP COMMON STOCK USD.001</title>
        <cusip>26441C204</cusip>
        <identifiers>
          <isin value="US26441C2044"/>
          <ticker value="DUK "/>
        </identifiers>
        <balance>146780</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13387803.8</valUSD>
        <pctVal>0.1368561785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Exxon Mobil Corporation</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP COMMON STOCK</title>
        <cusip>30231G102</cusip>
        <identifiers>
          <isin value="US30231G1022"/>
          <ticker value="XOM "/>
        </identifiers>
        <balance>851871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59443558.38</valUSD>
        <pctVal>0.6076589080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ipsen SA</name>
        <lei>549300M6SGDPB4Z94P11</lei>
        <title>IPSEN SA COMMON STOCK EUR1.0</title>
        <cusip>B0R7JF902</cusip>
        <identifiers>
          <isin value="FR0010259150"/>
          <ticker value="IPN "/>
        </identifiers>
        <balance>7851</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>696907.46</valUSD>
        <pctVal>0.0071241029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Husqvarna AB</name>
        <lei>549300GYQIIJ3UXB7655</lei>
        <title>HUSQVARNA AB COMMON STOCK SEK2.0</title>
        <cusip>B12PJ2906</cusip>
        <identifiers>
          <isin value="SE0001662230"/>
          <ticker value="HUSQB "/>
        </identifiers>
        <balance>86995</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>697151.52</valUSD>
        <pctVal>0.0071265978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="658617.610000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Techtronic Industries Company Limited</name>
        <lei>N/A</lei>
        <title>TECHTRONIC INDUSTRIES CO LTD COMMON STOCK</title>
        <cusip>B0190C903</cusip>
        <identifiers>
          <isin value="HK0669013440"/>
          <ticker value="669 "/>
        </identifiers>
        <balance>285742</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>2332138.5</valUSD>
        <pctVal>0.0238401733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="107198.530000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>M3 Inc.</name>
        <lei>N/A</lei>
        <title>M3 INC COMMON STOCK</title>
        <cusip>B02K2M903</cusip>
        <identifiers>
          <isin value="JP3435750009"/>
          <ticker value="2413 "/>
        </identifiers>
        <balance>91786</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2767862.28</valUSD>
        <pctVal>0.0282943386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>41232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002762.24</valUSD>
        <pctVal>0.0102506886</pctVal>
        <payoffProfile>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="980689.710000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Helmerich and Payne Inc.</name>
        <lei>N/A</lei>
        <title>HELMERICH and PAYNE INC COMMON STOCK USD.1</title>
        <cusip>423452101</cusip>
        <identifiers>
          <isin value="US4234521015"/>
          <ticker value="HP "/>
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        <balance>21834</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>991918.62</valUSD>
        <pctVal>0.0101398402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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.P. Moeller - Maersk A/S</name>
        <lei>549300D2K6PKKKXVNN73</lei>
        <title>AP MOLLER - MAERSK A/S COMMON STOCK DKK1000.</title>
        <cusip>425305000</cusip>
        <identifiers>
          <isin value="DK0010244425"/>
          <ticker value="MAERSKA "/>
        </identifiers>
        <balance>791</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>1071773.51</valUSD>
        <pctVal>0.0109561530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Internet AG</name>
        <lei>3VEKWPJHTD4NKMBVG947</lei>
        <title>UNITED INTERNET AG COMMON STOCK</title>
        <cusip>435413901</cusip>
        <identifiers>
          <isin value="DE0005089031"/>
          <ticker value="UTDI "/>
        </identifiers>
        <balance>25562</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>837136.2</valUSD>
        <pctVal>0.0085575844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Faurecia</name>
        <lei>N/A</lei>
        <title>FAURECIA SE COMMON STOCK EUR7.0</title>
        <cusip>440044907</cusip>
        <identifiers>
          <isin value="FR0000121147"/>
          <ticker value="EO "/>
        </identifiers>
        <balance>15782</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>856767.05</valUSD>
        <pctVal>0.0087582598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IPG Photonics Corporation</name>
        <lei>5493002KZ51CADQ94G15</lei>
        <title>IPG PHOTONICS CORP COMMON STOCK USD.0001</title>
        <cusip>44980X109</cusip>
        <identifiers>
          <isin value="US44980X1090"/>
          <ticker value="IPGP "/>
        </identifiers>
        <balance>7159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1037482.28</valUSD>
        <pctVal>0.0106056126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wartsila Corporation</name>
        <lei>N/A</lei>
        <title>WARTSILA OYJ ABP COMMON STOCK</title>
        <cusip>452518905</cusip>
        <identifiers>
          <isin value="FI0009003727"/>
          <ticker value="WRT1V "/>
        </identifiers>
        <balance>92598</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1023529.45</valUSD>
        <pctVal>0.0104629804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GEA Group Aktiengesellschaft</name>
        <lei>549300PHUU0ZZWO8EO07</lei>
        <title>GEA GROUP AG COMMON STOCK</title>
        <cusip>455710905</cusip>
        <identifiers>
          <isin value="DE0006602006"/>
          <ticker value="G1A "/>
        </identifiers>
        <balance>32025</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1060011.25</valUSD>
        <pctVal>0.0108359139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Real Estate Holdings Inc.</name>
        <lei>N/A</lei>
        <title>NOMURA REAL ESTATE HOLDINGS IN COMMON STOCK</title>
        <cusip>B1CWJM906</cusip>
        <identifiers>
          <isin value="JP3762900003"/>
          <ticker value="3231 "/>
        </identifiers>
        <balance>25963</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>622730.13</valUSD>
        <pctVal>0.0063658287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aozora Bank Ltd.</name>
        <lei>X0XUGKC9FD2CYUQNC010</lei>
        <title>AOZORA BANK LTD COMMON STOCK</title>
        <cusip>B1G185909</cusip>
        <identifiers>
          <isin value="JP3711200000"/>
          <ticker value="8304 "/>
        </identifiers>
        <balance>24427</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>645330.7</valUSD>
        <pctVal>0.0065968620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mowi ASA</name>
        <lei>549300W1OGQF5LZIH349</lei>
        <title>MOWI ASA COMMON STOCK NOK7.5</title>
        <cusip>B02L48900</cusip>
        <identifiers>
          <isin value="NO0003054108"/>
          <ticker value="MOWI "/>
        </identifiers>
        <balance>91481</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>2378589.66</valUSD>
        <pctVal>0.0243150181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rentokil Initial plc</name>
        <lei>549300VN4WV7Z6T14K68</lei>
        <title>RENTOKIL INITIAL PLC COMMON STOCK GBP.01</title>
        <cusip>B082RF905</cusip>
        <identifiers>
          <isin value="GB00B082RF11"/>
          <ticker value="RTO "/>
        </identifiers>
        <balance>385189</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2308655.85</valUSD>
        <pctVal>0.0236001231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stockland</name>
        <lei>N/A</lei>
        <title>STOCKLAND REIT NPV</title>
        <cusip>685085003</cusip>
        <identifiers>
          <isin value="AU000000SGP0"/>
          <ticker value="SGP "/>
        </identifiers>
        <balance>495899</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1608974.69</valUSD>
        <pctVal>0.0164476662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sumitomo Chemical Company Limited</name>
        <lei>N/A</lei>
        <title>SUMITOMO CHEMICAL CO LTD COMMON STOCK</title>
        <cusip>685856007</cusip>
        <identifiers>
          <isin value="JP3401400001"/>
          <ticker value="4005 "/>
        </identifiers>
        <balance>309644</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1405958.89</valUSD>
        <pctVal>0.0143723469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAPFRE S.A.</name>
        <lei>N/A</lei>
        <title>MAPFRE SA COMMON STOCK EUR.1</title>
        <cusip>B1G40S901</cusip>
        <identifiers>
          <isin value="ES0124244E34"/>
          <ticker value="MAP "/>
        </identifiers>
        <balance>224837</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>596164.67</valUSD>
        <pctVal>0.0060942646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MonotaRO Co. Ltd.</name>
        <lei>N/A</lei>
        <title>MONOTARO CO LTD COMMON STOCK</title>
        <cusip>B1GHR8907</cusip>
        <identifiers>
          <isin value="JP3922950005"/>
          <ticker value="3064 "/>
        </identifiers>
        <balance>26200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>697469.4</valUSD>
        <pctVal>0.0071298473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bollore</name>
        <lei>N/A</lei>
        <title>BOLLORE SA COMMON STOCK EUR.16</title>
        <cusip>457270007</cusip>
        <identifiers>
          <isin value="FR0000039299"/>
          <ticker value="BOL "/>
        </identifiers>
        <balance>183592</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>802280.46</valUSD>
        <pctVal>0.0082012733</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>17294</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>942350.06</valUSD>
        <pctVal>0.0096331280</pctVal>
        <payoffProfile>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="148500.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aker BP ASA</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>AKER BP ASA COMMON STOCK NOK1.0</title>
        <cusip>B1L95G905</cusip>
        <identifiers>
          <isin value="NO0010345853"/>
          <ticker value="AKERBP "/>
        </identifiers>
        <balance>22482</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>737867.8</valUSD>
        <pctVal>0.0075428180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fukuoka Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>FUKUOKA FINANCIAL GROUP INC COMMON STOCK</title>
        <cusip>B1TK1Y907</cusip>
        <identifiers>
          <isin value="JP3805010000"/>
          <ticker value="8354 "/>
        </identifiers>
        <balance>35620</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>680557.49</valUSD>
        <pctVal>0.0069569661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Heineken Holding N.V.</name>
        <lei>N/A</lei>
        <title>HEINEKEN HOLDING NV COMMON STOCK EUR1.6</title>
        <cusip>B0CCH4904</cusip>
        <identifiers>
          <isin value="NL0000008977"/>
          <ticker value="HEIO "/>
        </identifiers>
        <balance>24043</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2336797.84</valUSD>
        <pctVal>0.0238878032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANDAI NAMCO Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BANDAI NAMCO HOLDINGS INC COMMON STOCK</title>
        <cusip>B0JDQD905</cusip>
        <identifiers>
          <isin value="JP3778630008"/>
          <ticker value="7832 "/>
        </identifiers>
        <balance>41593</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2530193.09</valUSD>
        <pctVal>0.0258647768</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANDRITZ AG</name>
        <lei>549300VZKC61IR5U8G96</lei>
        <title>ANDRITZ AG COMMON STOCK</title>
        <cusip>B1WVF6905</cusip>
        <identifiers>
          <isin value="AT0000730007"/>
          <ticker value="ANDR "/>
        </identifiers>
        <balance>15292</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>657406.63</valUSD>
        <pctVal>0.0067203076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J.FRONT RETAILING Co. Ltd.</name>
        <lei>N/A</lei>
        <title>J FRONT RETAILING CO LTD COMMON STOCK</title>
        <cusip>B23TC1904</cusip>
        <identifiers>
          <isin value="JP3386380004"/>
          <ticker value="3086 "/>
        </identifiers>
        <balance>47800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>666679.46</valUSD>
        <pctVal>0.0068150986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Facebook Inc.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>FACEBOOK INC COMMON STOCK USD.000006</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
          <ticker value="FB "/>
        </identifiers>
        <balance>484507</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99445061.75</valUSD>
        <pctVal>1.0165723465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Bank Discount Notes</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 02/20 0.00000</title>
        <cusip>313384SX8</cusip>
        <identifiers>
          <isin value="US313384SX87"/>
          <ticker value="FHLBDN"/>
        </identifiers>
        <balance>33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32945659.89</valUSD>
        <pctVal>0.3367854189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INPEX Corporation</name>
        <lei>N/A</lei>
        <title>INPEX CORP COMMON STOCK</title>
        <cusip>B10RB1904</cusip>
        <identifiers>
          <isin value="JP3294460005"/>
          <ticker value="1605 "/>
        </identifiers>
        <balance>212941</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2206010.74</valUSD>
        <pctVal>0.0225508384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mondi PLC</name>
        <lei>N/A</lei>
        <title>MONDI PLC COMMON STOCK EUR.2</title>
        <cusip>B1CRLC906</cusip>
        <identifiers>
          <isin value="GB00B1CRLC47"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Brambles Limited</name>
        <lei>N/A</lei>
        <title>BRAMBLES LTD COMMON STOCK</title>
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          <isin value="AU000000BXB1"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Symrise AG</name>
        <lei>N/A</lei>
        <title>SYMRISE AG COMMON STOCK</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Bank Discount Notes</name>
        <lei>N/A</lei>
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        <cusip>313384TM1</cusip>
        <identifiers>
          <isin value="US313384TM14"/>
          <ticker value="FHLBDN"/>
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        <curCd>USD</curCd>
        <valUSD>79820977.6</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Bank Discount Notes</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 03/20 0.00000</title>
        <cusip>313384TU3</cusip>
        <identifiers>
          <isin value="US313384TU30"/>
          <ticker value="FHLBDN"/>
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        <curCd>USD</curCd>
        <valUSD>34909000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>None</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>3I Group PLC</name>
        <lei>35GDVHRBMFE7NWATNM84</lei>
        <title>3I GROUP PLC COMMON STOCK GBP.738636</title>
        <cusip>B1YW44908</cusip>
        <identifiers>
          <isin value="GB00B1YW4409"/>
          <ticker value="III "/>
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        <balance>202391</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CaixaBank S.A.</name>
        <lei>7CUNS533WID6K7DGFI87</lei>
        <title>CAIXABANK SA COMMON STOCK EUR1.0</title>
        <cusip>B283W9907</cusip>
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          <isin value="ES0140609019"/>
          <ticker value="CABK "/>
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        <balance>745451</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <pctVal>0.0239968845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sony Financial Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SONY FINANCIAL HOLDINGS INC COMMON STOCK</title>
        <cusip>B249SN902</cusip>
        <identifiers>
          <isin value="JP3435350008"/>
          <ticker value="8729 "/>
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        <balance>31716</balance>
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        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Crown Resorts Limited</name>
        <lei>549300D88XW2GD6R0Y98</lei>
        <title>CROWN RESORTS LTD COMMON STOCK</title>
        <cusip>B29LCJ906</cusip>
        <identifiers>
          <isin value="AU000000CWN6"/>
          <ticker value="CWN "/>
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        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Bank Discount Notes</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 03/20 0.00000</title>
        <cusip>313384UU1</cusip>
        <identifiers>
          <isin value="US313384UU11"/>
          <ticker value="FHLBDN"/>
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        <balance>30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29890800</valUSD>
        <pctVal>0.3055572611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-26</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fidelity National Information Services Inc.</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>FIDELITY NATIONAL INFORMATION COMMON STOCK USD.01</title>
        <cusip>31620M106</cusip>
        <identifiers>
          <isin value="US31620M1062"/>
          <ticker value="FIS "/>
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        <balance>123741</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17211135.69</valUSD>
        <pctVal>0.1759400043</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>Fiserv Inc.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC COMMON STOCK USD.01</title>
        <cusip>337738108</cusip>
        <identifiers>
          <isin value="US3377381088"/>
          <ticker value="FISV "/>
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        <balance>114985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13295715.55</valUSD>
        <pctVal>0.1359148108</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>General Electric Company</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO COMMON STOCK USD.06</title>
        <cusip>369604103</cusip>
        <identifiers>
          <isin value="US3696041033"/>
          <ticker value="GE "/>
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        <balance>1758370</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19623409.2</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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      <invstOrSec>
        <name>SJM Holdings Limited</name>
        <lei>N/A</lei>
        <title>SJM HOLDINGS LTD COMMON STOCK</title>
        <cusip>B2NR3Y904</cusip>
        <identifiers>
          <isin value="HK0880043028"/>
          <ticker value="880 "/>
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        <balance>412826</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>470069.6</valUSD>
        <pctVal>0.0048052638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Isetan Mitsukoshi Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>ISETAN MITSUKOSHI HOLDINGS LTD COMMON STOCK</title>
        <cusip>B2Q4CL900</cusip>
        <identifiers>
          <isin value="JP3894900004"/>
          <ticker value="3099 "/>
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        <balance>69828</balance>
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        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
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        <pctVal>0.0064098417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Julius Baer Group Ltd.</name>
        <lei>N/A</lei>
        <title>JULIUS BAER GROUP LTD COMMON STOCK CHF.02</title>
        <cusip>B4R2R5908</cusip>
        <identifiers>
          <isin value="CH0102484968"/>
          <ticker value="BAER "/>
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        <balance>46537</balance>
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        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sands China Ltd.</name>
        <lei>N/A</lei>
        <title>SANDS CHINA LTD COMMON STOCK USD.01</title>
        <cusip>B5B23W909</cusip>
        <identifiers>
          <isin value="KYG7800X1079"/>
          <ticker value="1928 "/>
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        <balance>504682</balance>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MO</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Gilead Sciences Inc.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC COMMON STOCK USD.001</title>
        <cusip>375558103</cusip>
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          <isin value="US3755581036"/>
          <ticker value="GILD "/>
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        <balance>254718</balance>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>Global Payments Inc.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC COMMON STOCK</title>
        <cusip>37940X102</cusip>
        <identifiers>
          <isin value="US37940X1028"/>
          <ticker value="GPN "/>
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        <balance>60511</balance>
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        <curCd>USD</curCd>
        <valUSD>11046888.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <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 "/>
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        <balance>13458</balance>
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        <curCd>USD</curCd>
        <valUSD>1050127.74</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>KAR Auction Services Inc.</name>
        <lei>5493004HKD20LBSG7D03</lei>
        <title>KAR AUCTION SERVICES INC COMMON STOCK USD.01</title>
        <cusip>48238T109</cusip>
        <identifiers>
          <isin value="US48238T1097"/>
          <ticker value="KAR "/>
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        <balance>49369</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1075750.51</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Sumitomo Metal Mining Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SUMITOMO METAL MINING CO LTD COMMON STOCK</title>
        <cusip>685884009</cusip>
        <identifiers>
          <isin value="JP3402600005"/>
          <ticker value="5713 "/>
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        <balance>48407</balance>
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        <pctVal>0.0159337861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tabcorp Holdings Limited</name>
        <lei>N/A</lei>
        <title>TABCORP HOLDINGS LTD COMMON STOCK</title>
        <cusip>687326900</cusip>
        <identifiers>
          <isin value="AU000000TAH8"/>
          <ticker value="TAH "/>
        </identifiers>
        <balance>420449</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1336651.45</valUSD>
        <pctVal>0.0136638550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Goldman Sachs Group Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01</title>
        <cusip>38141G104</cusip>
        <identifiers>
          <isin value="US38141G1040"/>
          <ticker value="GS "/>
        </identifiers>
        <balance>64161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14752538.73</valUSD>
        <pctVal>0.1508071155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Airbus SE</name>
        <lei>MINO79WLOO247M1IL051</lei>
        <title>AIRBUS SE COMMON STOCK EUR1.0</title>
        <cusip>401225909</cusip>
        <identifiers>
          <isin value="NL0000235190"/>
          <ticker value="AIRP "/>
        </identifiers>
        <balance>121496</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>17831374.81</valUSD>
        <pctVal>0.1822803688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tobu Railway Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TOBU RAILWAY CO LTD COMMON STOCK</title>
        <cusip>689516003</cusip>
        <identifiers>
          <isin value="JP3597800006"/>
          <ticker value="9001 "/>
        </identifiers>
        <balance>39773</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1439820.16</valUSD>
        <pctVal>0.0147184921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tokyo Electric Power Company Holdings Incorporated</name>
        <lei>N/A</lei>
        <title>TOKYO ELECTRC POWER COMPANY HO COMMON STOCK</title>
        <cusip>689540003</cusip>
        <identifiers>
          <isin value="JP3585800000"/>
          <ticker value="9501 "/>
        </identifiers>
        <balance>317128</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1357483.29</valUSD>
        <pctVal>0.0138768074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>adidas AG</name>
        <lei>549300JSX0Z4CW0V5023</lei>
        <title>ADIDAS AG COMMON STOCK</title>
        <cusip>403197908</cusip>
        <identifiers>
          <isin value="DE000A1EWWW0"/>
          <ticker value="ADS "/>
        </identifiers>
        <balance>37538</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>12219290.64</valUSD>
        <pctVal>0.1249111091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>L'Oreal</name>
        <lei>N/A</lei>
        <title>L'OREAL SA COMMON STOCK EUR.2</title>
        <cusip>405780909</cusip>
        <identifiers>
          <isin value="FR0000120321"/>
          <ticker value="OR "/>
        </identifiers>
        <balance>52585</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>15549773.52</valUSD>
        <pctVal>0.1589568097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOTO Ltd.</name>
        <lei>N/A</lei>
        <title>TOTO LTD COMMON STOCK</title>
        <cusip>689746006</cusip>
        <identifiers>
          <isin value="JP3596200000"/>
          <ticker value="5332 "/>
        </identifiers>
        <balance>29600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1249922.04</valUSD>
        <pctVal>0.0127772678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Tsusho Corporation</name>
        <lei>549300CEE2ENIUJNXB84</lei>
        <title>TOYOTA TSUSHO CORP COMMON STOCK</title>
        <cusip>690058003</cusip>
        <identifiers>
          <isin value="JP3635000007"/>
          <ticker value="8015 "/>
        </identifiers>
        <balance>44382</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1559033.87</valUSD>
        <pctVal>0.0159371485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Segro Public Limited Company</name>
        <lei>N/A</lei>
        <title>SEGRO PLC REIT GBP.1</title>
        <cusip>B5ZN1N909</cusip>
        <identifiers>
          <isin value="GB00B5ZN1N88"/>
          <ticker value="SGRO "/>
        </identifiers>
        <balance>227302</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2706589.35</valUSD>
        <pctVal>0.0276679791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Edenred</name>
        <lei>N/A</lei>
        <title>EDENRED COMMON STOCK EUR2.0</title>
        <cusip>B62G1B904</cusip>
        <identifiers>
          <isin value="FR0010908533"/>
          <ticker value="EDEN "/>
        </identifiers>
        <balance>50648</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2624804.26</valUSD>
        <pctVal>0.0268319349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>L Brands Inc.</name>
        <lei>GR3KVMWVCR54YWQNXU90</lei>
        <title>L BRANDS INC COMMON STOCK USD.5</title>
        <cusip>501797104</cusip>
        <identifiers>
          <isin value="US5017971046"/>
          <ticker value="LB "/>
        </identifiers>
        <balance>46758</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>847254.96</valUSD>
        <pctVal>0.0086610230</pctVal>
        <payoffProfile>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="45525.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Legg Mason Inc.</name>
        <lei>OWUNCC6U1ZJXMZKFBJ36</lei>
        <title>LEGG MASON INC COMMON STOCK USD.1</title>
        <cusip>524901105</cusip>
        <identifiers>
          <isin value="US5249011058"/>
          <ticker value="LM "/>
        </identifiers>
        <balance>31282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1123336.62</valUSD>
        <pctVal>0.0114832544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LendingTree Inc.</name>
        <lei>549300ISY5YHUJZTON08</lei>
        <title>LENDINGTREE INC COMMON STOCK USD.01</title>
        <cusip>52603B107</cusip>
        <identifiers>
          <isin value="US52603B1070"/>
          <ticker value="TREE "/>
        </identifiers>
        <balance>2940</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>892113.6</valUSD>
        <pctVal>0.0091195882</pctVal>
        <payoffProfile>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="18252.180000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Lufthansa Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>DEUTSCHE LUFTHANSA AG COMMON STOCK</title>
        <cusip>528748908</cusip>
        <identifiers>
          <isin value="DE0008232125"/>
          <ticker value="LHA "/>
        </identifiers>
        <balance>49294</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>905566.41</valUSD>
        <pctVal>0.0092571089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LVMH Moet Hennessy-Louis Vuitton SE</name>
        <lei>IOG4E947OATN0KJYSD45</lei>
        <title>LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3</title>
        <cusip>406141903</cusip>
        <identifiers>
          <isin value="FR0000121014"/>
          <ticker value="MC "/>
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        <balance>57851</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>26955883.33</valUSD>
        <pctVal>0.2755552170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Home Depot Inc.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC/THE COMMON STOCK USD.05</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
          <ticker value="HD "/>
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        <balance>219623</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47961270.74</valUSD>
        <pctVal>0.4902817765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PBF Energy Inc.</name>
        <lei>N/A</lei>
        <title>PBF ENERGY INC COMMON STOCK USD.001</title>
        <cusip>69318G106</cusip>
        <identifiers>
          <isin value="US69318G1067"/>
          <ticker value="PBF "/>
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        <balance>39054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1225123.98</valUSD>
        <pctVal>0.0125237708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PVH Corp.</name>
        <lei>123WALMHY1GZXG2YDL90</lei>
        <title>PVH CORP COMMON STOCK USD1.0</title>
        <cusip>693656100</cusip>
        <identifiers>
          <isin value="US6936561009"/>
          <ticker value="PVH "/>
        </identifiers>
        <balance>14928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1569679.2</valUSD>
        <pctVal>0.0160459699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Welcia Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>WELCIA HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>B3CF1G901</cusip>
        <identifiers>
          <isin value="JP3274280001"/>
          <ticker value="3141 "/>
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        <balance>9800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>622587.02</valUSD>
        <pctVal>0.0063643658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Persol Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>PERSOL HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>B3CY70909</cusip>
        <identifiers>
          <isin value="JP3547670004"/>
          <ticker value="2181 "/>
        </identifiers>
        <balance>36900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>691548.19</valUSD>
        <pctVal>0.0070693180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>9896</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1032053.84</valUSD>
        <pctVal>0.0105501206</pctVal>
        <payoffProfile>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="1046800.560000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bankinter S.A.</name>
        <lei>VWMYAEQSTOPNV0SUGU82</lei>
        <title>BANKINTER SA COMMON STOCK EUR.3</title>
        <cusip>547400903</cusip>
        <identifiers>
          <isin value="ES0113679I37"/>
          <ticker value="BKT "/>
        </identifiers>
        <balance>139957</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1028011.5</valUSD>
        <pctVal>0.0105087980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sompo Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SOMPO HOLDINGS INC COMMON STOCK</title>
        <cusip>B62G7K908</cusip>
        <identifiers>
          <isin value="JP3165000005"/>
          <ticker value="8630 "/>
        </identifiers>
        <balance>69891</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>2744591.62</valUSD>
        <pctVal>0.0280564554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Sage Group Plc.</name>
        <lei>N/A</lei>
        <title>SAGE GROUP PLC/THE COMMON STOCK GBP.01051948</title>
        <cusip>B8C3BL905</cusip>
        <identifiers>
          <isin value="GB00B8C3BL03"/>
          <ticker value="SGE "/>
        </identifiers>
        <balance>226268</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2244733.99</valUSD>
        <pctVal>0.0229466849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Honeywell International Inc.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0</title>
        <cusip>438516106</cusip>
        <identifiers>
          <isin value="US4385161066"/>
          <ticker value="HON "/>
        </identifiers>
        <balance>143861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25463397</valUSD>
        <pctVal>0.2602983475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intel Corporation</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP COMMON STOCK USD.001</title>
        <cusip>458140100</cusip>
        <identifiers>
          <isin value="US4581401001"/>
          <ticker value="INTC "/>
        </identifiers>
        <balance>875808</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52417108.8</valUSD>
        <pctVal>0.5358313661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yakult Honsha Co. Ltd.</name>
        <lei>N/A</lei>
        <title>YAKULT HONSHA CO LTD COMMON STOCK</title>
        <cusip>698511003</cusip>
        <identifiers>
          <isin value="JP3931600005"/>
          <ticker value="2267 "/>
        </identifiers>
        <balance>24903</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1372466.49</valUSD>
        <pctVal>0.0140299725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>60537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1547325.72</valUSD>
        <pctVal>0.0158174625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atlas Copco AB</name>
        <lei>N/A</lei>
        <title>ATLAS COPCO AB COMMON STOCK SEK.639</title>
        <cusip>BD97BS904</cusip>
        <identifiers>
          <isin value="SE0011166628"/>
          <ticker value="ATCOB "/>
        </identifiers>
        <balance>81256</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>2821292.97</valUSD>
        <pctVal>0.0288405313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>InterContinental Hotels Group PLC</name>
        <lei>N/A</lei>
        <title>INTERCONTINENTAL HOTELS GROUP COMMON STOCK GBP.2085213</title>
        <cusip>BHJYC0905</cusip>
        <identifiers>
          <isin value="GB00BHJYC057"/>
          <ticker value="IHG "/>
        </identifiers>
        <balance>35985</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2472699.76</valUSD>
        <pctVal>0.0252770540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Informa PLC</name>
        <lei>5493006VM2LKUPSEDU20</lei>
        <title>INFORMA PLC COMMON STOCK GBP.001</title>
        <cusip>BMJ6DW904</cusip>
        <identifiers>
          <isin value="GB00BMJ6DW54"/>
          <ticker value="INF "/>
        </identifiers>
        <balance>260309</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>2960657.19</valUSD>
        <pctVal>0.0302651753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NN Group N.V.</name>
        <lei>N/A</lei>
        <title>NN GROUP NV COMMON STOCK</title>
        <cusip>BNG8PQ901</cusip>
        <identifiers>
          <isin value="NL0010773842"/>
          <ticker value="NN "/>
        </identifiers>
        <balance>63699</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2422012.11</valUSD>
        <pctVal>0.0247589020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>People's United Financial Inc.</name>
        <lei>ROPY7PEPIPIDJNF0BO69</lei>
        <title>PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>712704105</cusip>
        <identifiers>
          <isin value="US7127041058"/>
          <ticker value="PBCT "/>
        </identifiers>
        <balance>89418</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1511164.2</valUSD>
        <pctVal>0.0154478031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Skanska AB</name>
        <lei>549300UINV5RINHGMG07</lei>
        <title>SKANSKA AB COMMON STOCK</title>
        <cusip>714209905</cusip>
        <identifiers>
          <isin value="SE0000113250"/>
          <ticker value="SKAB "/>
        </identifiers>
        <balance>71088</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1608124.5</valUSD>
        <pctVal>0.0164389751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aena SME S.A.</name>
        <lei>N/A</lei>
        <title>AENA SME SA COMMON STOCK</title>
        <cusip>BVRZ8L901</cusip>
        <identifiers>
          <isin value="ES0105046009"/>
          <ticker value="AENA "/>
        </identifiers>
        <balance>14056</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2694785.83</valUSD>
        <pctVal>0.0275473182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cellnex Telecom S.A.</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>DR.CELLNEX TELECOM RTS COMMON STOCK EUR.25</title>
        <cusip>BX90C0905</cusip>
        <identifiers>
          <isin value="ES0105066007"/>
          <ticker value="CLNX "/>
        </identifiers>
        <balance>52136</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>2248917.94</valUSD>
        <pctVal>0.0229894552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>International Business Machines Corporation</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
          <ticker value="IBM "/>
        </identifiers>
        <balance>178310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23900672.4</valUSD>
        <pctVal>0.2443234706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Intuit Inc.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC COMMON STOCK USD.01</title>
        <cusip>461202103</cusip>
        <identifiers>
          <isin value="US4612021034"/>
          <ticker value="INTU "/>
        </identifiers>
        <balance>52409</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13727489.37</valUSD>
        <pctVal>0.1403285979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lundin Petroleum AB</name>
        <lei>549300IULC8F8IGXKI15</lei>
        <title>LUNDIN PETROLEUM AB COMMON STOCK SEK.01</title>
        <cusip>718762909</cusip>
        <identifiers>
          <isin value="SE0000825820"/>
          <ticker value="LUPE "/>
        </identifiers>
        <balance>38659</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1312644.52</valUSD>
        <pctVal>0.0134184453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>42580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1566518.2</valUSD>
        <pctVal>0.0160136567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Taisho Pharmaceutical Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TAISHO PHARMACEUTICAL HOLDINGS COMMON STOCK</title>
        <cusip>B3QX5G903</cusip>
        <identifiers>
          <isin value="JP3442850008"/>
          <ticker value="4581 "/>
        </identifiers>
        <balance>7116</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>525126.22</valUSD>
        <pctVal>0.0053680775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Calbee Inc.</name>
        <lei>N/A</lei>
        <title>CALBEE INC COMMON STOCK</title>
        <cusip>B3TBRZ902</cusip>
        <identifiers>
          <isin value="JP3220580009"/>
          <ticker value="2229 "/>
        </identifiers>
        <balance>16700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>544107.89</valUSD>
        <pctVal>0.0055621167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coles Group Limited</name>
        <lei>N/A</lei>
        <title>COLES GROUP LTD COMMON STOCK</title>
        <cusip>BYWR0T908</cusip>
        <identifiers>
          <isin value="AU0000030678"/>
          <ticker value="COL "/>
        </identifiers>
        <balance>236044</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>2457161.77</valUSD>
        <pctVal>0.0251182177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allegion Public Limited Company</name>
        <lei>N/A</lei>
        <title>ALLEGION PLC COMMON STOCK USD.01</title>
        <cusip>G0176J109</cusip>
        <identifiers>
          <isin value="IE00BFRT3W74"/>
          <ticker value="ALLE "/>
        </identifiers>
        <balance>18707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2329769.78</valUSD>
        <pctVal>0.0238159592</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>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>37093</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1605014.11</valUSD>
        <pctVal>0.0164071793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enagas S.A.</name>
        <lei>N/A</lei>
        <title>ENAGAS SA COMMON STOCK EUR1.5</title>
        <cusip>738307909</cusip>
        <identifiers>
          <isin value="ES0130960018"/>
          <ticker value="ENG "/>
        </identifiers>
        <balance>47180</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1205080.86</valUSD>
        <pctVal>0.0123188810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Everest Re Group Ltd.</name>
        <lei>N/A</lei>
        <title>EVEREST RE GROUP LTD COMMON STOCK USD.01</title>
        <cusip>G3223R108</cusip>
        <identifiers>
          <isin value="BMG3223R1088"/>
          <ticker value="RE "/>
        </identifiers>
        <balance>8211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2273133.24</valUSD>
        <pctVal>0.0232369949</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>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>13912</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2501238.48</valUSD>
        <pctVal>0.0255687897</pctVal>
        <payoffProfile>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="6477.480000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Macerich Company</name>
        <lei>N/A</lei>
        <title>MACERICH CO/THE REIT USD.01</title>
        <cusip>554382101</cusip>
        <identifiers>
          <isin value="US5543821012"/>
          <ticker value="MAC "/>
        </identifiers>
        <balance>42243</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1137181.56</valUSD>
        <pctVal>0.0116247836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>49597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1147178.61</valUSD>
        <pctVal>0.0117269780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rayonier Inc.</name>
        <lei>HGV8VDVNL0W6SF2U9C50</lei>
        <title>RAYONIER INC REIT</title>
        <cusip>754907103</cusip>
        <identifiers>
          <isin value="US7549071030"/>
          <ticker value="RYN "/>
        </identifiers>
        <balance>49576</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1624109.76</valUSD>
        <pctVal>0.0166023837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Klepierre SA</name>
        <lei>N/A</lei>
        <title>KLEPIERRE SA REIT EUR1.4</title>
        <cusip>758255905</cusip>
        <identifiers>
          <isin value="FR0000121964"/>
          <ticker value="LI "/>
        </identifiers>
        <balance>41113</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1564099.93</valUSD>
        <pctVal>0.0159889361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Azrieli Group Ltd.</name>
        <lei>N/A</lei>
        <title>AZRIELI GROUP LTD COMMON STOCK ILS.1</title>
        <cusip>B5MN1W903</cusip>
        <identifiers>
          <isin value="IL0011194789"/>
          <ticker value="AZRG "/>
        </identifiers>
        <balance>9706</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>710986.56</valUSD>
        <pctVal>0.0072680258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evraz PLC</name>
        <lei>5493005B7DAN39RXLK23</lei>
        <title>EVRAZ PLC COMMON STOCK USD.05</title>
        <cusip>B71N6K903</cusip>
        <identifiers>
          <isin value="GB00B71N6K86"/>
          <ticker value="EVR "/>
        </identifiers>
        <balance>105802</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>566550.44</valUSD>
        <pctVal>0.0057915345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>RU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Regal Beloit Corporation</name>
        <lei>QH78R09VCJGQKPBPYU33</lei>
        <title>REGAL BELOIT CORP COMMON STOCK USD.01</title>
        <cusip>758750103</cusip>
        <identifiers>
          <isin value="US7587501039"/>
          <ticker value="RBC "/>
        </identifiers>
        <balance>15696</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1343734.56</valUSD>
        <pctVal>0.0137362617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIM S.p.A.</name>
        <lei>549300W384M3RI3VXU42</lei>
        <title>TELECOM ITALIA SPA/MILANO COMMON STOCK</title>
        <cusip>763439908</cusip>
        <identifiers>
          <isin value="IT0003497168"/>
          <ticker value="TIT "/>
        </identifiers>
        <balance>1897716</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1185140.15</valUSD>
        <pctVal>0.0121150380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norwegian Cruise Line Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>NORWEGIAN CRUISE LINE HOLDINGS COMMON STOCK USD.001</title>
        <cusip>G66721104</cusip>
        <identifiers>
          <isin value="BMG667211046"/>
          <ticker value="NCLH "/>
        </identifiers>
        <balance>42836</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2502050.76</valUSD>
        <pctVal>0.0255770932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seagate Technology Public Limited Company</name>
        <lei>396PBGKP6TE3O062MS44</lei>
        <title>SEAGATE TECHNOLOGY PLC COMMON STOCK USD.00001</title>
        <cusip>G7945M107</cusip>
        <identifiers>
          <isin value="IE00B58JVZ52"/>
          <ticker value="STX "/>
        </identifiers>
        <balance>46546</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2769487</valUSD>
        <pctVal>0.0283109473</pctVal>
        <payoffProfile>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="178740.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Securitas AB</name>
        <lei>N/A</lei>
        <title>SECURITAS AB COMMON STOCK SEK1.</title>
        <cusip>555404904</cusip>
        <identifiers>
          <isin value="SE0000163594"/>
          <ticker value="SECUB "/>
        </identifiers>
        <balance>65251</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1124222.85</valUSD>
        <pctVal>0.0114923139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Macy's Inc.</name>
        <lei>N/A</lei>
        <title>MACY'S INC COMMON STOCK USD.01</title>
        <cusip>55616P104</cusip>
        <identifiers>
          <isin value="US55616P1049"/>
          <ticker value="M "/>
        </identifiers>
        <balance>62212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1057604</valUSD>
        <pctVal>0.0108113059</pctVal>
        <payoffProfile>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="953353.440000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Intuitive Surgical Inc.</name>
        <lei>54930052SRG011710797</lei>
        <title>INTUITIVE SURGICAL INC COMMON STOCK USD.001</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
          <ticker value="ISRG "/>
        </identifiers>
        <balance>23269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13755469.35</valUSD>
        <pctVal>0.1406146219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMorgan Chase and Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO COMMON STOCK USD1.0</title>
        <cusip>46625H100</cusip>
        <identifiers>
          <isin value="US46625H1005"/>
          <ticker value="JPM "/>
        </identifiers>
        <balance>631485</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88029009</valUSD>
        <pctVal>0.8998722980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson and Johnson</name>
        <lei>549300G0CFPGEF6X2043</lei>
        <title>JOHNSON + JOHNSON COMMON STOCK USD1.0</title>
        <cusip>478160104</cusip>
        <identifiers>
          <isin value="US4781601046"/>
          <ticker value="JNJ "/>
        </identifiers>
        <balance>529888</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77294762.56</valUSD>
        <pctVal>0.7901419816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schneider Electric SE</name>
        <lei>N/A</lei>
        <title>SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0</title>
        <cusip>483410007</cusip>
        <identifiers>
          <isin value="FR0000121972"/>
          <ticker value="SU "/>
        </identifiers>
        <balance>115139</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>11829348.71</valUSD>
        <pctVal>0.1209249465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Garmin Ltd.</name>
        <lei>N/A</lei>
        <title>GARMIN LTD COMMON STOCK CHF.1</title>
        <cusip>H2906T109</cusip>
        <identifiers>
          <isin value="CH0114405324"/>
          <ticker value="GRMN "/>
        </identifiers>
        <balance>29089</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2837922.84</valUSD>
        <pctVal>0.0290105293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Check Point Software Technologies Ltd.</name>
        <lei>N/A</lei>
        <title>CHECK POINT SOFTWARE TECH COMMON STOCK USD.01</title>
        <cusip>M22465104</cusip>
        <identifiers>
          <isin value="IL0010824113"/>
          <ticker value="CHKP "/>
        </identifiers>
        <balance>25826</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2865652.96</valUSD>
        <pctVal>0.0292939991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="368940.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>easyJet plc</name>
        <lei>N/A</lei>
        <title>EASYJET PLC COMMON STOCK GBP.2728571</title>
        <cusip>B7KR2P906</cusip>
        <identifiers>
          <isin value="GB00B7KR2P84"/>
          <ticker value="EZJ "/>
        </identifiers>
        <balance>33008</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>621766.63</valUSD>
        <pctVal>0.0063559794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telefonica Deutschland Holding AG</name>
        <lei>N/A</lei>
        <title>TELEFONICA DEUTSCHLAND HOLDING COMMON STOCK</title>
        <cusip>B7VG6L903</cusip>
        <identifiers>
          <isin value="DE000A1J5RX9"/>
          <ticker value="O2D "/>
        </identifiers>
        <balance>185489</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>538086.3</valUSD>
        <pctVal>0.0055005612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAP SE</name>
        <lei>N/A</lei>
        <title>SAP SE COMMON STOCK</title>
        <cusip>484628904</cusip>
        <identifiers>
          <isin value="DE0007164600"/>
          <ticker value="SAP "/>
        </identifiers>
        <balance>204494</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>27524510.85</valUSD>
        <pctVal>0.2813679844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bayer AG</name>
        <lei>549300J4U55H3WP1XT59</lei>
        <title>BAYER AG COMMON STOCK</title>
        <cusip>506921907</cusip>
        <identifiers>
          <isin value="DE000BAY0017"/>
          <ticker value="BAYN "/>
        </identifiers>
        <balance>194064</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>15776742.06</valUSD>
        <pctVal>0.1612769846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>thyssenkrupp AG</name>
        <lei>549300UDG16DOYUPR330</lei>
        <title>THYSSENKRUPP AG COMMON STOCK</title>
        <cusip>563692904</cusip>
        <identifiers>
          <isin value="DE0007500001"/>
          <ticker value="TKA "/>
        </identifiers>
        <balance>84241</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1131955.27</valUSD>
        <pctVal>0.0115713581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1070287.470000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Metso Oyj</name>
        <lei>N/A</lei>
        <title>METSO OYJ COMMON STOCK</title>
        <cusip>571342906</cusip>
        <identifiers>
          <isin value="FI0009007835"/>
          <ticker value="METSO "/>
        </identifiers>
        <balance>21992</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>868795.04</valUSD>
        <pctVal>0.0088812154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Robert Half International Inc.</name>
        <lei>N/A</lei>
        <title>ROBERT HALF INTERNATIONAL INC COMMON STOCK USD.001</title>
        <cusip>770323103</cusip>
        <identifiers>
          <isin value="US7703231032"/>
          <ticker value="RHI "/>
        </identifiers>
        <balance>23669</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1494697.35</valUSD>
        <pctVal>0.0152794716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yara International ASA</name>
        <lei>N/A</lei>
        <title>YARA INTERNATIONAL ASA COMMON STOCK NOK1.7</title>
        <cusip>775125909</cusip>
        <identifiers>
          <isin value="NO0010208051"/>
          <ticker value="YAR "/>
        </identifiers>
        <balance>36848</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>1535227.04</valUSD>
        <pctVal>0.0156937844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allianz SE</name>
        <lei>N/A</lei>
        <title>ALLIANZ SE COMMON STOCK</title>
        <cusip>523148906</cusip>
        <identifiers>
          <isin value="DE0008404005"/>
          <ticker value="ALV "/>
        </identifiers>
        <balance>88321</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>21641098.27</valUSD>
        <pctVal>0.2212250831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eli Lilly and Company</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>ELI LILLY and CO COMMON STOCK</title>
        <cusip>532457108</cusip>
        <identifiers>
          <isin value="US5324571083"/>
          <ticker value="LLY "/>
        </identifiers>
        <balance>170111</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22357688.73</valUSD>
        <pctVal>0.2285503945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>61194</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1099656.18</valUSD>
        <pctVal>0.0112411823</pctVal>
        <payoffProfile>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="1063109.880000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Vopak N.V.</name>
        <lei>N/A</lei>
        <title>KONINKLIJKE VOPAK NV COMMON STOCK EUR.5</title>
        <cusip>580942902</cusip>
        <identifiers>
          <isin value="NL0009432491"/>
          <ticker value="VPK "/>
        </identifiers>
        <balance>14668</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>797064.23</valUSD>
        <pctVal>0.0081479506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>12868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1093007.92</valUSD>
        <pctVal>0.0111732207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEDNAX Inc.</name>
        <lei>N/A</lei>
        <title>MEDNAX INC COMMON STOCK USD.01</title>
        <cusip>58502B106</cusip>
        <identifiers>
          <isin value="US58502B1061"/>
          <ticker value="MD "/>
        </identifiers>
        <balance>32318</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>898117.22</valUSD>
        <pctVal>0.0091809600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sl Green Realty Corp.</name>
        <lei>N/A</lei>
        <title>SL GREEN REALTY CORP REIT USD.01</title>
        <cusip>78440X101</cusip>
        <identifiers>
          <isin value="US78440X1019"/>
          <ticker value="SLG "/>
        </identifiers>
        <balance>16412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1507934.56</valUSD>
        <pctVal>0.0154147883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLM Corporation</name>
        <lei>N/A</lei>
        <title>SLM CORP COMMON STOCK USD.2</title>
        <cusip>78442P106</cusip>
        <identifiers>
          <isin value="US78442P1066"/>
          <ticker value="SLM "/>
        </identifiers>
        <balance>161852</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1442101.32</valUSD>
        <pctVal>0.0147418112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lockheed Martin Corporation</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>LOCKHEED MARTIN CORP COMMON STOCK USD1.0</title>
        <cusip>539830109</cusip>
        <identifiers>
          <isin value="US5398301094"/>
          <ticker value="LMT "/>
        </identifiers>
        <balance>49976</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19459654.88</valUSD>
        <pctVal>0.1989253833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lowe's Companies Inc.</name>
        <lei>WAFCR4OKGSC504WU3E95</lei>
        <title>LOWE'S COS INC COMMON STOCK USD.5</title>
        <cusip>548661107</cusip>
        <identifiers>
          <isin value="US5486611073"/>
          <ticker value="LOW "/>
        </identifiers>
        <balance>154318</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18481123.68</valUSD>
        <pctVal>0.1889223953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>SANOFI COMMON STOCK EUR2.0</title>
        <cusip>567173901</cusip>
        <identifiers>
          <isin value="FR0000120578"/>
          <ticker value="SAN "/>
        </identifiers>
        <balance>234510</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>23551236.46</valUSD>
        <pctVal>0.2407513786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA COMMON STOCK EUR.5</title>
        <cusip>570594903</cusip>
        <identifiers>
          <isin value="ES0113900J37"/>
          <ticker value="SAN "/>
        </identifiers>
        <balance>3456654</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>14492876.77</valUSD>
        <pctVal>0.1481527337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marsh and McLennan Companies Inc.</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH and MCLENNAN COS INC COMMON STOCK USD1.0</title>
        <cusip>571748102</cusip>
        <identifiers>
          <isin value="US5717481023"/>
          <ticker value="MMC "/>
        </identifiers>
        <balance>101607</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11320035.87</valUSD>
        <pctVal>0.1157185206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIEMENS AG</name>
        <lei>W38RGI023J3WT1HWRP32</lei>
        <title>SIEMENS AG COMMON STOCK NPV</title>
        <cusip>572797900</cusip>
        <identifiers>
          <isin value="DE0007236101"/>
          <ticker value="SIE "/>
        </identifiers>
        <balance>159268</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>20799052.8</valUSD>
        <pctVal>0.2126173139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Melco Resorts and Entertainment Limited</name>
        <lei>N/A</lei>
        <title>MELCO RESORTS and ENTERTAINMENT ADR USD.01</title>
        <cusip>585464100</cusip>
        <identifiers>
          <isin value="US5854641009"/>
          <ticker value="MLCO "/>
        </identifiers>
        <balance>43700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1056229</valUSD>
        <pctVal>0.0107972500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carl Zeiss Meditec AG</name>
        <lei>N/A</lei>
        <title>CARL ZEISS MEDITEC AG COMMON STOCK</title>
        <cusip>592296909</cusip>
        <identifiers>
          <isin value="DE0005313704"/>
          <ticker value="AFX "/>
        </identifiers>
        <balance>8382</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1065599.87</valUSD>
        <pctVal>0.0108930433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>65152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1189024</valUSD>
        <pctVal>0.0121547405</pctVal>
        <payoffProfile>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="1165515.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Scotts Miracle-Gro Company</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>SCOTTS MIRACLE-GRO CO/THE COMMON STOCK USD.01</title>
        <cusip>810186106</cusip>
        <identifiers>
          <isin value="US8101861065"/>
          <ticker value="SMG "/>
        </identifiers>
        <balance>15190</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1612874.2</valUSD>
        <pctVal>0.0164875287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASM Pacific Technology Limited</name>
        <lei>N/A</lei>
        <title>ASM PACIFIC TECHNOLOGY LTD COMMON STOCK HKD.1</title>
        <cusip>600245005</cusip>
        <identifiers>
          <isin value="KYG0535Q1331"/>
          <ticker value="522 "/>
        </identifiers>
        <balance>63368</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>879571.19</valUSD>
        <pctVal>0.0089913741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANA Holdings Inc.</name>
        <lei>N/A</lei>
        <title>ANA HOLDINGS INC COMMON STOCK</title>
        <cusip>601490006</cusip>
        <identifiers>
          <isin value="JP3429800000"/>
          <ticker value="9202 "/>
        </identifiers>
        <balance>23949</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>799501.91</valUSD>
        <pctVal>0.0081728697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="86491.670000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alps Alpine Co. Ltd.</name>
        <lei>N/A</lei>
        <title>ALPS ALPINE CO LTD COMMON STOCK</title>
        <cusip>602150005</cusip>
        <identifiers>
          <isin value="JP3126400005"/>
          <ticker value="6770 "/>
        </identifiers>
        <balance>43400</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>985150.52</valUSD>
        <pctVal>0.0100706537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amada Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>AMADA HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>602210007</cusip>
        <identifiers>
          <isin value="JP3122800000"/>
          <ticker value="6113 "/>
        </identifiers>
        <balance>69252</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>787654.26</valUSD>
        <pctVal>0.0080517577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sealed Air Corporation</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>SEALED AIR CORP COMMON STOCK USD.1</title>
        <cusip>81211K100</cusip>
        <identifiers>
          <isin value="US81211K1007"/>
          <ticker value="SEE "/>
        </identifiers>
        <balance>31110</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1239111.3</valUSD>
        <pctVal>0.0126667555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>23415</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1547497.35</valUSD>
        <pctVal>0.0158192170</pctVal>
        <payoffProfile>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="1251641.970000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Service Properties Trust</name>
        <lei>N/A</lei>
        <title>SERVICE PROPERTIES TRUST REIT USD.01</title>
        <cusip>81761L102</cusip>
        <identifiers>
          <isin value="US81761L1026"/>
          <ticker value="SVC "/>
        </identifiers>
        <balance>63091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1535004.03</valUSD>
        <pctVal>0.0156915046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Six Flags Entertainment Corporation</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>SIX FLAGS ENTERTAINMENT CORP COMMON STOCK</title>
        <cusip>83001A102</cusip>
        <identifiers>
          <isin value="US83001A1025"/>
          <ticker value="SIX "/>
        </identifiers>
        <balance>30137</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1359480.07</valUSD>
        <pctVal>0.0138972194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hang Lung Properties Limited</name>
        <lei>N/A</lei>
        <title>HANG LUNG PROPERTIES LTD COMMON STOCK</title>
        <cusip>603050006</cusip>
        <identifiers>
          <isin value="HK0101000591"/>
          <ticker value="101 "/>
        </identifiers>
        <balance>420313</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>922899.97</valUSD>
        <pctVal>0.0094343004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>19389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1117388.07</valUSD>
        <pctVal>0.0114224456</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Airlines Co. Ltd.</name>
        <lei>N/A</lei>
        <title>JAPAN AIRLINES CO LTD COMMON STOCK</title>
        <cusip>B8BRV4909</cusip>
        <identifiers>
          <isin value="JP3705200008"/>
          <ticker value="9201 "/>
        </identifiers>
        <balance>23940</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>745392.94</valUSD>
        <pctVal>0.0076197434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIB Group plc</name>
        <lei>N/A</lei>
        <title>AIB GROUP PLC COMMON STOCK EUR.625</title>
        <cusip>BF0L35906</cusip>
        <identifiers>
          <isin value="IE00BF0L3536"/>
          <ticker value="AIBG "/>
        </identifiers>
        <balance>168652</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>589173.99</valUSD>
        <pctVal>0.0060228027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>bioMerieux</name>
        <lei>N/A</lei>
        <title>BIOMERIEUX COMMON STOCK</title>
        <cusip>BF0LBX906</cusip>
        <identifiers>
          <isin value="FR0013280286"/>
          <ticker value="BIM "/>
        </identifiers>
        <balance>8630</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>769399.96</valUSD>
        <pctVal>0.0078651540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SG Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SG HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>BFFY88901</cusip>
        <identifiers>
          <isin value="JP3162770006"/>
          <ticker value="9143 "/>
        </identifiers>
        <balance>30000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>675773.13</valUSD>
        <pctVal>0.0069080582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HK Electric Investments and HK Electric Investments Limited</name>
        <lei>N/A</lei>
        <title>HK ELECTRIC INVESTMENTS and HK E STAPLED SECURITY HKD.0005</title>
        <cusip>BJ3WDZ904</cusip>
        <identifiers>
          <isin value="HK0000179108"/>
          <ticker value="2638 "/>
        </identifiers>
        <balance>555500</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>547508.01</valUSD>
        <pctVal>0.0055968742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="125767.590000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Seibu Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SEIBU HOLDINGS INC COMMON STOCK</title>
        <cusip>BKY6H3901</cusip>
        <identifiers>
          <isin value="JP3417200007"/>
          <ticker value="9024 "/>
        </identifiers>
        <balance>41500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>682661.32</valUSD>
        <pctVal>0.0069784724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>A. O. Smith Corporation</name>
        <lei>549300XG4US7UJNECY36</lei>
        <title>AO SMITH CORP COMMON STOCK USD1.0</title>
        <cusip>831865209</cusip>
        <identifiers>
          <isin value="US8318652091"/>
          <ticker value="AOS "/>
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        <balance>27595</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1314625.8</valUSD>
        <pctVal>0.0134386988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sterling Bancorp</name>
        <lei>549300LQK6SKH5ZXO648</lei>
        <title>STERLING BANCORP/DE COMMON STOCK USD.01</title>
        <cusip>85917A100</cusip>
        <identifiers>
          <isin value="US85917A1007"/>
          <ticker value="STL "/>
        </identifiers>
        <balance>77461</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1632877.88</valUSD>
        <pctVal>0.0166920154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tryg A/S</name>
        <lei>N/A</lei>
        <title>TRYG A/S COMMON STOCK DKK5.0</title>
        <cusip>BXDZ97902</cusip>
        <identifiers>
          <isin value="DK0060636678"/>
          <ticker value="TRYG "/>
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        <balance>25144</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>745705.38</valUSD>
        <pctVal>0.0076229373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Demant A/S</name>
        <lei>N/A</lei>
        <title>DEMANT A/S COMMON STOCK DKK.2</title>
        <cusip>BZ01RF908</cusip>
        <identifiers>
          <isin value="DK0060738599"/>
          <ticker value="DEMANT "/>
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        <balance>22953</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>722878.47</valUSD>
        <pctVal>0.0073895903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="723107.780000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Mastercard Incorporated</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MASTERCARD INC COMMON STOCK USD.0001</title>
        <cusip>57636Q104</cusip>
        <identifiers>
          <isin value="US57636Q1040"/>
          <ticker value="MA "/>
        </identifiers>
        <balance>178731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53367289.29</valUSD>
        <pctVal>0.5455445403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>McDonald's Corporation</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCDONALD'S CORP COMMON STOCK USD.01</title>
        <cusip>580135101</cusip>
        <identifiers>
          <isin value="US5801351017"/>
          <ticker value="MCD "/>
        </identifiers>
        <balance>151624</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29962418.64</valUSD>
        <pctVal>0.3062893792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>18569</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1221283.13</valUSD>
        <pctVal>0.0124845079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>77343</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1205003.94</valUSD>
        <pctVal>0.0123180946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Deutsche Telekom AG</name>
        <lei>549300V9QSIG4WX4GJ96</lei>
        <title>DEUTSCHE TELEKOM AG COMMON STOCK</title>
        <cusip>584235907</cusip>
        <identifiers>
          <isin value="DE0005557508"/>
          <ticker value="DTE "/>
        </identifiers>
        <balance>693513</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>11333508.18</valUSD>
        <pctVal>0.1158562406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Medtronic Public Limited Company</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>MEDTRONIC PLC COMMON STOCK USD.1</title>
        <cusip>585055106</cusip>
        <identifiers>
          <isin value="IE00BTN1Y115"/>
          <ticker value="MDT "/>
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        <balance>269865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30616184.25</valUSD>
        <pctVal>0.3129724666</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>Singapore Technologies Engineering Ltd</name>
        <lei>N/A</lei>
        <title>SINGAPORE TECHNOLOGIES ENGINEE COMMON STOCK</title>
        <cusip>604321901</cusip>
        <identifiers>
          <isin value="SG1F60858221"/>
          <ticker value="STE "/>
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        <balance>330152</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>966896.02</valUSD>
        <pctVal>0.0098840479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola Amatil Limited</name>
        <lei>JOR7RJTXUXBRJ4UA5G70</lei>
        <title>COCA-COLA AMATIL LTD COMMON STOCK</title>
        <cusip>612345900</cusip>
        <identifiers>
          <isin value="AU000000CCL2"/>
          <ticker value="CCL "/>
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        <balance>105559</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>819734.68</valUSD>
        <pctVal>0.0083796982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tapestry Inc.</name>
        <lei>549300LJNVY5SW3VTN33</lei>
        <title>TAPESTRY INC COMMON STOCK USD.01</title>
        <cusip>876030107</cusip>
        <identifiers>
          <isin value="US8760301072"/>
          <ticker value="TPR "/>
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        <balance>55556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1498345.32</valUSD>
        <pctVal>0.0153167628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tempur Sealy International Inc.</name>
        <lei>549300HFEKVR3US71V91</lei>
        <title>TEMPUR SEALY INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>88023U101</cusip>
        <identifiers>
          <isin value="US88023U1016"/>
          <ticker value="TPX "/>
        </identifiers>
        <balance>17419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1516498.14</valUSD>
        <pctVal>0.0155023291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bankia S.A.</name>
        <lei>549300685QG7DJS55M76</lei>
        <title>BANKIA SA COMMON STOCK EUR1.0</title>
        <cusip>BZ3C3Q903</cusip>
        <identifiers>
          <isin value="ES0113307062"/>
          <ticker value="BKIA "/>
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        <balance>253929</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>543699.57</valUSD>
        <pctVal>0.0055579426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pirelli and C. S.p.A.</name>
        <lei>N/A</lei>
        <title>PIRELLI and C SPA COMMON STOCK NPV</title>
        <cusip>BZ5ZHK908</cusip>
        <identifiers>
          <isin value="IT0005278236"/>
          <ticker value="PIRC "/>
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        <balance>83201</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>480208.82</valUSD>
        <pctVal>0.0049089115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Thor Industries Inc.</name>
        <lei>N/A</lei>
        <title>THOR INDUSTRIES INC COMMON STOCK USD.1</title>
        <cusip>885160101</cusip>
        <identifiers>
          <isin value="US8851601018"/>
          <ticker value="THO "/>
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        <balance>21162</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1572124.98</valUSD>
        <pctVal>0.0160709718</pctVal>
        <payoffProfile>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="1546404.000000000000"/>
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      <invstOrSec>
        <name>The Timken Company</name>
        <lei>B0I35MLPFXZSE70ASS73</lei>
        <title>TIMKEN CO/THE COMMON STOCK</title>
        <cusip>887389104</cusip>
        <identifiers>
          <isin value="US8873891043"/>
          <ticker value="TKR "/>
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        <balance>25990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1463496.9</valUSD>
        <pctVal>0.0149605265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merck and Co. Inc.</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MERCK and CO INC COMMON STOCK USD.5</title>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
          <ticker value="MRK "/>
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        <balance>512596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46620606.2</valUSD>
        <pctVal>0.4765768979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Microsoft Corporation</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP COMMON STOCK USD.00000625</title>
        <cusip>594918104</cusip>
        <identifiers>
          <isin value="US5949181045"/>
          <ticker value="MSFT "/>
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        <balance>1535947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242218841.9</valUSD>
        <pctVal>2.4760704268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toppan Printing Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TOPPAN PRINTING CO LTD COMMON STOCK</title>
        <cusip>890747108</cusip>
        <identifiers>
          <isin value="JP3629000005"/>
          <ticker value="7911 "/>
        </identifiers>
        <balance>58262</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1203590.51</valUSD>
        <pctVal>0.0123036459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TripAdvisor Inc.</name>
        <lei>N/A</lei>
        <title>TRIPADVISOR INC COMMON STOCK USD.001</title>
        <cusip>896945201</cusip>
        <identifiers>
          <isin value="US8969452015"/>
          <ticker value="TRIP "/>
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        <balance>40282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223767.16</valUSD>
        <pctVal>0.0125099008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wisetech Global Limited</name>
        <lei>N/A</lei>
        <title>WISETECH GLOBAL LTD COMMON STOCK</title>
        <cusip>BZ8GX8906</cusip>
        <identifiers>
          <isin value="AU000000WTC3"/>
          <ticker value="WTC "/>
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        <balance>29733</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>488279.81</valUSD>
        <pctVal>0.0049914168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Core Laboratories N.V.</name>
        <lei>N/A</lei>
        <title>CORE LABORATORIES NV COMMON STOCK EUR.02</title>
        <cusip>N22717107</cusip>
        <identifiers>
          <isin value="NL0000200384"/>
          <ticker value="CLB "/>
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        <balance>17013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>640879.71</valUSD>
        <pctVal>0.0065513619</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Micron Technology Inc.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC COMMON STOCK USD.1</title>
        <cusip>595112103</cusip>
        <identifiers>
          <isin value="US5951121038"/>
          <ticker value="MU "/>
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        <balance>222888</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11986916.64</valUSD>
        <pctVal>0.1225356771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zurich Insurance Group Ltd</name>
        <lei>N/A</lei>
        <title>ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1</title>
        <cusip>598381903</cusip>
        <identifiers>
          <isin value="CH0011075394"/>
          <ticker value="ZURN "/>
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        <balance>31130</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>12769501.46</valUSD>
        <pctVal>0.1305356127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kobayashi Pharmaceutical Co. Ltd.</name>
        <lei>N/A</lei>
        <title>KOBAYASHI PHARMACEUTICAL CO LT COMMON STOCK</title>
        <cusip>614945905</cusip>
        <identifiers>
          <isin value="JP3301100008"/>
          <ticker value="4967 "/>
        </identifiers>
        <balance>10200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>863952.31</valUSD>
        <pctVal>0.0088317108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ryman Healthcare Limited</name>
        <lei>N/A</lei>
        <title>RYMAN HEALTHCARE LTD COMMON STOCK</title>
        <cusip>616152906</cusip>
        <identifiers>
          <isin value="NZRYME0001S4"/>
          <ticker value="RYM "/>
        </identifiers>
        <balance>83431</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>916953.5</valUSD>
        <pctVal>0.0093735129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USS Co. Ltd.</name>
        <lei>N/A</lei>
        <title>USS CO LTD COMMON STOCK</title>
        <cusip>617149901</cusip>
        <identifiers>
          <isin value="JP3944130008"/>
          <ticker value="4732 "/>
        </identifiers>
        <balance>45548</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>861006.91</valUSD>
        <pctVal>0.0088016016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Casio Computer Co. Ltd.</name>
        <lei>N/A</lei>
        <title>CASIO COMPUTER CO LTD COMMON STOCK</title>
        <cusip>617896006</cusip>
        <identifiers>
          <isin value="JP3209000003"/>
          <ticker value="6952 "/>
        </identifiers>
        <balance>40448</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>808292.65</valUSD>
        <pctVal>0.0082627326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westpac Banking Corporation</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP COMMON STOCK</title>
        <cusip>607614005</cusip>
        <identifiers>
          <isin value="AU000000WBC1"/>
          <ticker value="WBC "/>
        </identifiers>
        <balance>726079</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>12399059.66</valUSD>
        <pctVal>0.1267487892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MONDELEZ INTERNATIONAL INC COMMON STOCK</title>
        <cusip>609207105</cusip>
        <identifiers>
          <isin value="US6092071058"/>
          <ticker value="MDLZ "/>
        </identifiers>
        <balance>289887</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15966975.96</valUSD>
        <pctVal>0.1632216415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>35452</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223448.52</valUSD>
        <pctVal>0.0125066435</pctVal>
        <payoffProfile>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="999920.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>48692</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1639459.64</valUSD>
        <pctVal>0.0167592971</pctVal>
        <payoffProfile>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="615712.740000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KOSE Corporation</name>
        <lei>N/A</lei>
        <title>KOSE CORP COMMON STOCK</title>
        <cusip>619446909</cusip>
        <identifiers>
          <isin value="JP3283650004"/>
          <ticker value="4922 "/>
        </identifiers>
        <balance>6900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1005771.38</valUSD>
        <pctVal>0.0102814494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REA Group Limited</name>
        <lei>N/A</lei>
        <title>REA GROUP LTD COMMON STOCK</title>
        <cusip>619857907</cusip>
        <identifiers>
          <isin value="AU000000REA9"/>
          <ticker value="REA "/>
        </identifiers>
        <balance>10936</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>794465.07</valUSD>
        <pctVal>0.0081213809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Umpqua Holdings Corporation</name>
        <lei>N/A</lei>
        <title>UMPQUA HOLDINGS CORP COMMON STOCK</title>
        <cusip>904214103</cusip>
        <identifiers>
          <isin value="US9042141039"/>
          <ticker value="UMPQ "/>
        </identifiers>
        <balance>84427</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1494357.9</valUSD>
        <pctVal>0.0152760015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Therapeutics Corporation</name>
        <lei>N/A</lei>
        <title>UNITED THERAPEUTICS CORP COMMON STOCK USD.01</title>
        <cusip>91307C102</cusip>
        <identifiers>
          <isin value="US91307C1027"/>
          <ticker value="UTHR "/>
        </identifiers>
        <balance>16823</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1481769.84</valUSD>
        <pctVal>0.0151473207</pctVal>
        <payoffProfile>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="310905.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Otsuka Corporation</name>
        <lei>N/A</lei>
        <title>OTSUKA CORP COMMON STOCK</title>
        <cusip>626705909</cusip>
        <identifiers>
          <isin value="JP3188200004"/>
          <ticker value="4768 "/>
        </identifiers>
        <balance>21700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>866587.89</valUSD>
        <pctVal>0.0088586529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Singapore Exchange Limited</name>
        <lei>549300IQ650PPXM76X03</lei>
        <title>SINGAPORE EXCHANGE LTD COMMON STOCK</title>
        <cusip>630386902</cusip>
        <identifiers>
          <isin value="SG1J26887955"/>
          <ticker value="SGX "/>
        </identifiers>
        <balance>167648</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>1104151.46</valUSD>
        <pctVal>0.0112871350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHP Group Limited</name>
        <lei>WZE1WSENV6JSZFK0JC28</lei>
        <title>BHP GROUP LTD COMMON STOCK</title>
        <cusip>614469005</cusip>
        <identifiers>
          <isin value="AU000000BHP4"/>
          <ticker value="BHP "/>
        </identifiers>
        <balance>613110</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>16788361.98</valUSD>
        <pctVal>0.1716182205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY COMMON STOCK USD.01</title>
        <cusip>617446448</cusip>
        <identifiers>
          <isin value="US6174464486"/>
          <ticker value="MS "/>
        </identifiers>
        <balance>247669</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12660839.28</valUSD>
        <pctVal>0.1294248188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Square Enix Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SQUARE ENIX HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>630926004</cusip>
        <identifiers>
          <isin value="JP3164630000"/>
          <ticker value="9684 "/>
        </identifiers>
        <balance>19100</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>951063.15</valUSD>
        <pctVal>0.0097221972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SBI Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SBI HOLDINGS INC/JAPAN COMMON STOCK</title>
        <cusip>630946903</cusip>
        <identifiers>
          <isin value="JP3436120004"/>
          <ticker value="8473 "/>
        </identifiers>
        <balance>49190</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1038511.8</valUSD>
        <pctVal>0.0106161368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSL Limited</name>
        <lei>N/A</lei>
        <title>CSL LTD COMMON STOCK</title>
        <cusip>618549901</cusip>
        <identifiers>
          <isin value="AU000000CSL8"/>
          <ticker value="CSL "/>
        </identifiers>
        <balance>94306</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>18284240.72</valUSD>
        <pctVal>0.1869097687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Commonwealth Bank of Australia</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK OF AUSTRALIA COMMON STOCK</title>
        <cusip>621503002</cusip>
        <identifiers>
          <isin value="AU000000CBA7"/>
          <ticker value="CBA "/>
        </identifiers>
        <balance>368351</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>20663680.76</valUSD>
        <pctVal>0.2112334798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK</title>
        <cusip>633517909</cusip>
        <identifiers>
          <isin value="JP3902900004"/>
          <ticker value="8306 "/>
        </identifiers>
        <balance>2557868</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>13828688.2</valUSD>
        <pctVal>0.1413630980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Netflix Inc.</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC COMMON STOCK USD.001</title>
        <cusip>64110L106</cusip>
        <identifiers>
          <isin value="US64110L1061"/>
          <ticker value="NFLX "/>
        </identifiers>
        <balance>88235</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28550198.95</valUSD>
        <pctVal>0.2918530315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fuji Electric Co. Ltd.</name>
        <lei>N/A</lei>
        <title>FUJI ELECTRIC CO LTD COMMON STOCK</title>
        <cusip>635636004</cusip>
        <identifiers>
          <isin value="JP3820000002"/>
          <ticker value="6504 "/>
        </identifiers>
        <balance>26540</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>806213.49</valUSD>
        <pctVal>0.0082414785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Navient Corporation</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP COMMON STOCK USD.01</title>
        <cusip>63938C108</cusip>
        <identifiers>
          <isin value="US63938C1080"/>
          <ticker value="NAVI "/>
        </identifiers>
        <balance>74573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1020158.64</valUSD>
        <pctVal>0.0104285225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unum Group</name>
        <lei>549300E32YFDO6TZ8R31</lei>
        <title>UNUM GROUP COMMON STOCK USD.1</title>
        <cusip>91529Y106</cusip>
        <identifiers>
          <isin value="US91529Y1064"/>
          <ticker value="UNM "/>
        </identifiers>
        <balance>41529</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1210985.64</valUSD>
        <pctVal>0.0123792423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>63796</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223607.28</valUSD>
        <pctVal>0.0125082664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keyence Corporation</name>
        <lei>N/A</lei>
        <title>KEYENCE CORP COMMON STOCK</title>
        <cusip>649099009</cusip>
        <identifiers>
          <isin value="JP3236200006"/>
          <ticker value="6861 "/>
        </identifiers>
        <balance>38000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>13343259.28</valUSD>
        <pctVal>0.1364008243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NextEra Energy Inc.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC COMMON STOCK USD.01</title>
        <cusip>65339F101</cusip>
        <identifiers>
          <isin value="US65339F1012"/>
          <ticker value="NEE "/>
        </identifiers>
        <balance>98408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23830481.28</valUSD>
        <pctVal>0.2436059453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIKE Inc.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE INC COMMON STOCK</title>
        <cusip>654106103</cusip>
        <identifiers>
          <isin value="US6541061031"/>
          <ticker value="NKE "/>
        </identifiers>
        <balance>250869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25415538.39</valUSD>
        <pctVal>0.2598091152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA Corporation</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP COMMON STOCK USD.001</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <isin value="US67066G1040"/>
          <ticker value="NVDA "/>
        </identifiers>
        <balance>123217</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28992960.1</valUSD>
        <pctVal>0.2963791360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valmont Industries Inc.</name>
        <lei>5493009ZGZJJ8F77JN08</lei>
        <title>VALMONT INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>920253101</cusip>
        <identifiers>
          <isin value="US9202531011"/>
          <ticker value="VMI "/>
        </identifiers>
        <balance>8253</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1236134.34</valUSD>
        <pctVal>0.0126363237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Valvoline Inc.</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>VALVOLINE INC COMMON STOCK USD.01</title>
        <cusip>92047W101</cusip>
        <identifiers>
          <isin value="US92047W1018"/>
          <ticker value="VVV "/>
        </identifiers>
        <balance>72228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1546401.48</valUSD>
        <pctVal>0.0158080145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>37752</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>908690.64</valUSD>
        <pctVal>0.0092890462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hikari Tsushin Inc.</name>
        <lei>N/A</lei>
        <title>HIKARI TSUSHIN INC COMMON STOCK</title>
        <cusip>641632906</cusip>
        <identifiers>
          <isin value="JP3783420007"/>
          <ticker value="9435 "/>
        </identifiers>
        <balance>4400</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1105710</valUSD>
        <pctVal>0.0113030671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SoftBank Group Corp.</name>
        <lei>5493003BZYYYCDIO0R13</lei>
        <title>SOFTBANK GROUP CORP COMMON STOCK</title>
        <cusip>677062903</cusip>
        <identifiers>
          <isin value="JP3436100006"/>
          <ticker value="9984 "/>
        </identifiers>
        <balance>326074</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>14157161.66</valUSD>
        <pctVal>0.1447209021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sony Corporation</name>
        <lei>N/A</lei>
        <title>SONY CORP COMMON STOCK</title>
        <cusip>682150008</cusip>
        <identifiers>
          <isin value="JP3435000009"/>
          <ticker value="6758 "/>
        </identifiers>
        <balance>264600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>17965721.24</valUSD>
        <pctVal>0.1836537187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oracle Corporation</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP COMMON STOCK USD.01</title>
        <cusip>68389X105</cusip>
        <identifiers>
          <isin value="US68389X1054"/>
          <ticker value="ORCL "/>
        </identifiers>
        <balance>436185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23109081.3</valUSD>
        <pctVal>0.2362314688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Takeda Pharmaceutical Company Limited</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>TAKEDA PHARMACEUTICAL CO LTD COMMON STOCK</title>
        <cusip>687044008</cusip>
        <identifiers>
          <isin value="JP3463000004"/>
          <ticker value="4502 "/>
        </identifiers>
        <balance>311598</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>12324383.49</valUSD>
        <pctVal>0.1259854157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CapitaLand Mall Trust</name>
        <lei>54930031292WUTXF0L29</lei>
        <title>CAPITALAND MALL TRUST REIT</title>
        <cusip>642012900</cusip>
        <identifiers>
          <isin value="SG1M51904654"/>
          <ticker value="CT "/>
        </identifiers>
        <balance>537503</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>983933.62</valUSD>
        <pctVal>0.0100582140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hirose Electric Co. Ltd.</name>
        <lei>N/A</lei>
        <title>HIROSE ELECTRIC CO LTD COMMON STOCK</title>
        <cusip>642872006</cusip>
        <identifiers>
          <isin value="JP3799000009"/>
          <ticker value="6806 "/>
        </identifiers>
        <balance>6775</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>866058.41</valUSD>
        <pctVal>0.0088532403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ViaSat Inc.</name>
        <lei>UFC8NYMNFSYIHNSM2I38</lei>
        <title>VIASAT INC COMMON STOCK USD.0001</title>
        <cusip>92552V100</cusip>
        <identifiers>
          <isin value="US92552V1008"/>
          <ticker value="VSAT "/>
        </identifiers>
        <balance>22110</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1618341.45</valUSD>
        <pctVal>0.0165434174</pctVal>
        <payoffProfile>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="1404778.320000000000"/>
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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>73355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1561727.95</valUSD>
        <pctVal>0.0159646886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toyota Motor Corporation</name>
        <lei>5493006W3QUS5LMH6R84</lei>
        <title>TOYOTA MOTOR CORP COMMON STOCK</title>
        <cusip>690064001</cusip>
        <identifiers>
          <isin value="JP3633400001"/>
          <ticker value="7203 "/>
        </identifiers>
        <balance>475400</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>33497381.51</valUSD>
        <pctVal>0.3424253666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The PNC Financial Services Group Inc.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP I COMMON STOCK USD5.0</title>
        <cusip>693475105</cusip>
        <identifiers>
          <isin value="US6934751057"/>
          <ticker value="PNC "/>
        </identifiers>
        <balance>88219</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14082398.97</valUSD>
        <pctVal>0.1439566441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hitachi Chemical Company Ltd.</name>
        <lei>549300HJBGCOVO2MLG52</lei>
        <title>HITACHI CHEMICAL CO LTD COMMON STOCK</title>
        <cusip>642912000</cusip>
        <identifiers>
          <isin value="JP3785000005"/>
          <ticker value="4217 "/>
        </identifiers>
        <balance>21670</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>907882.17</valUSD>
        <pctVal>0.0092807817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kansai Paint Co. Ltd.</name>
        <lei>549300ERRV6FTKH9NN70</lei>
        <title>KANSAI PAINT CO LTD COMMON STOCK</title>
        <cusip>648374007</cusip>
        <identifiers>
          <isin value="JP3229400001"/>
          <ticker value="4613 "/>
        </identifiers>
        <balance>36854</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>900310.28</valUSD>
        <pctVal>0.0092033784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>15476</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1340066.84</valUSD>
        <pctVal>0.0136987686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>43232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1584452.8</valUSD>
        <pctVal>0.0161969923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keihan Holdings Co.Ltd.</name>
        <lei>N/A</lei>
        <title>KEIHAN HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>648723005</cusip>
        <identifiers>
          <isin value="JP3279400000"/>
          <ticker value="9045 "/>
        </identifiers>
        <balance>20200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>980842.23</valUSD>
        <pctVal>0.0100266124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keikyu Corporation</name>
        <lei>N/A</lei>
        <title>KEIKYU CORP COMMON STOCK</title>
        <cusip>648730000</cusip>
        <identifiers>
          <isin value="JP3280200001"/>
          <ticker value="9006 "/>
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        <balance>45979</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>886427.24</valUSD>
        <pctVal>0.0090614597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PayPal Holdings Inc.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>70450Y103</cusip>
        <identifiers>
          <isin value="US70450Y1038"/>
          <ticker value="PYPL "/>
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        <balance>236406</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25572037.02</valUSD>
        <pctVal>0.2614089149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AXA SA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
        <title>AXA SA COMMON STOCK EUR2.29</title>
        <cusip>708842901</cusip>
        <identifiers>
          <isin value="FR0000120628"/>
          <ticker value="CS "/>
        </identifiers>
        <balance>401945</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>11357454.84</valUSD>
        <pctVal>0.1161010342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Weingarten Realty Investors</name>
        <lei>549300JMKTJNB8GWHU88</lei>
        <title>WEINGARTEN REALTY INVESTORS REIT USD.03</title>
        <cusip>948741103</cusip>
        <identifiers>
          <isin value="US9487411038"/>
          <ticker value="WRI "/>
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        <balance>46371</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1448630.04</valUSD>
        <pctVal>0.0148085507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Wendy's Company</name>
        <lei>N/A</lei>
        <title>WENDY'S CO/THE COMMON STOCK USD.1</title>
        <cusip>95058W100</cusip>
        <identifiers>
          <isin value="US95058W1009"/>
          <ticker value="WEN "/>
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        <balance>70557</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1567070.97</valUSD>
        <pctVal>0.0160193074</pctVal>
        <payoffProfile>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="54646.560000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Novartis AG</name>
        <lei>5493007HIVTX6SY6XD66</lei>
        <title>NOVARTIS AG COMMON STOCK CHF.5</title>
        <cusip>710306903</cusip>
        <identifiers>
          <isin value="CH0012005267"/>
          <ticker value="NOVN "/>
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        <balance>447087</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>42334475.85</valUSD>
        <pctVal>0.4327621372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Roche Holding AG</name>
        <lei>N/A</lei>
        <title>ROCHE HOLDING AG COMMON STOCK</title>
        <cusip>711038901</cusip>
        <identifiers>
          <isin value="CH0012032048"/>
          <ticker value="ROG "/>
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        <balance>146214</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>47519937.97</valUSD>
        <pctVal>0.4857702736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Keisei Electric Railway Co. Ltd.</name>
        <lei>N/A</lei>
        <title>KEISEI ELECTRIC RAILWAY CO LTD COMMON STOCK</title>
        <cusip>648742005</cusip>
        <identifiers>
          <isin value="JP3278600006"/>
          <ticker value="9009 "/>
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        <balance>26894</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1042125.24</valUSD>
        <pctVal>0.0106530750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Koito Manufacturing Co. Ltd.</name>
        <lei>N/A</lei>
        <title>KOITO MANUFACTURING CO LTD COMMON STOCK</title>
        <cusip>649632007</cusip>
        <identifiers>
          <isin value="JP3284600008"/>
          <ticker value="7276 "/>
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        <balance>21766</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1007894.57</valUSD>
        <pctVal>0.0103031536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Konami Holdings Corporation</name>
        <lei>N/A</lei>
        <title>KONAMI HOLDINGS CORP COMMON STOCK</title>
        <cusip>649668001</cusip>
        <identifiers>
          <isin value="JP3300200007"/>
          <ticker value="9766 "/>
        </identifiers>
        <balance>19309</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>793455.37</valUSD>
        <pctVal>0.0081110592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kuraray Co. Ltd.</name>
        <lei>549300W9JPTOE739QZ31</lei>
        <title>KURARAY CO LTD COMMON STOCK</title>
        <cusip>649766003</cusip>
        <identifiers>
          <isin value="JP3269600007"/>
          <ticker value="3405 "/>
        </identifiers>
        <balance>66406</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>804698.03</valUSD>
        <pctVal>0.0082259868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wintrust Financial Corporation</name>
        <lei>Q774KI4AW80FHFW33O61</lei>
        <title>WINTRUST FINANCIAL CORP COMMON STOCK</title>
        <cusip>97650W108</cusip>
        <identifiers>
          <isin value="US97650W1080"/>
          <ticker value="WTFC "/>
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        <balance>21880</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1551292</valUSD>
        <pctVal>0.0158580076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>36053</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1565421.26</valUSD>
        <pctVal>0.0160024433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Nestle S.A.</name>
        <lei>KY37LUS27QQX7BB93L28</lei>
        <title>NESTLE SA COMMON STOCK CHF.1</title>
        <cusip>712387901</cusip>
        <identifiers>
          <isin value="CH0038863350"/>
          <ticker value="NESN "/>
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        <balance>619311</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>67049826.36</valUSD>
        <pctVal>0.6854136155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PepsiCo Inc.</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEPSICO INC COMMON STOCK USD.017</title>
        <cusip>713448108</cusip>
        <identifiers>
          <isin value="US7134481081"/>
          <ticker value="PEP "/>
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        <balance>280749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38369965.83</valUSD>
        <pctVal>0.3922351247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Xerox Holdings Corporation</name>
        <lei>N/A</lei>
        <title>XEROX HOLDINGS CORP COMMON STOCK USD1.0</title>
        <cusip>98421M106</cusip>
        <identifiers>
          <isin value="US98421M1062"/>
          <ticker value="XRX "/>
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        <balance>37432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1380117.84</valUSD>
        <pctVal>0.0141081880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>36308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1264607.64</valUSD>
        <pctVal>0.0129273906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Evonik Industries AG</name>
        <lei>41GUOJQTALQHLF39XJ34</lei>
        <title>EVONIK INDUSTRIES AG COMMON STOCK</title>
        <cusip>ACI0559Y5</cusip>
        <identifiers>
          <isin value="DE000EVNK013"/>
          <ticker value="EVK "/>
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        <balance>38803</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1185132.92</valUSD>
        <pctVal>0.0121149641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Commerzbank Aktiengesellschaft</name>
        <lei>851WYGNLUQLFZBSYGB56</lei>
        <title>COMMERZBANK AG COMMON STOCK</title>
        <cusip>ACI05RX61</cusip>
        <identifiers>
          <isin value="DE000CBK1001"/>
          <ticker value="CBK "/>
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        <balance>207807</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1283419.37</valUSD>
        <pctVal>0.0131196926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enel SpA</name>
        <lei>WOCMU6HCI0OJWNPRZS33</lei>
        <title>ENEL SPA COMMON STOCK EUR1.</title>
        <cusip>714456902</cusip>
        <identifiers>
          <isin value="IT0003128367"/>
          <ticker value="ENEL "/>
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        <balance>1692079</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>13441576.11</valUSD>
        <pctVal>0.1374058634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pfizer Inc.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFIZER INC COMMON STOCK USD.05</title>
        <cusip>717081103</cusip>
        <identifiers>
          <isin value="US7170811035"/>
          <ticker value="PFE "/>
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        <balance>1114213</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43654865.34</valUSD>
        <pctVal>0.4462597550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suntory Beverage and Food Limited</name>
        <lei>549300FONLMVK7YYYH41</lei>
        <title>SUNTORY BEVERAGE and FOOD LTD COMMON STOCK</title>
        <cusip>ACI0690K5</cusip>
        <identifiers>
          <isin value="JP3336560002"/>
          <ticker value="2587 "/>
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        <balance>28959</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1208999.51</valUSD>
        <pctVal>0.0123589392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nomura Real Estate Master Fund. Inc.</name>
        <lei>N/A</lei>
        <title>NOMURA REAL ESTATE MASTER FUND REIT</title>
        <cusip>ACI0GQTT6</cusip>
        <identifiers>
          <isin value="JP3048110005"/>
          <ticker value="3462 "/>
        </identifiers>
        <balance>851</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1455660.84</valUSD>
        <pctVal>0.0148804227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Retail Fund Investment Corporation</name>
        <lei>N/A</lei>
        <title>JAPAN RETAIL FUND INVESTMENT C REIT</title>
        <cusip>651334906</cusip>
        <identifiers>
          <isin value="JP3039710003"/>
          <ticker value="8953 "/>
        </identifiers>
        <balance>545</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1172788.84</valUSD>
        <pctVal>0.0119887773</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lion Corporation</name>
        <lei>N/A</lei>
        <title>LION CORP COMMON STOCK</title>
        <cusip>651880007</cusip>
        <identifiers>
          <isin value="JP3965400009"/>
          <ticker value="4912 "/>
        </identifiers>
        <balance>46700</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>907785.43</valUSD>
        <pctVal>0.0092797928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Poste Italiane SpA</name>
        <lei>N/A</lei>
        <title>POSTE ITALIANE SPA COMMON STOCK EUR1.0</title>
        <cusip>ACI0HG9S1</cusip>
        <identifiers>
          <isin value="IT0003796171"/>
          <ticker value="PST "/>
        </identifiers>
        <balance>108656</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1234644.6</valUSD>
        <pctVal>0.0126210949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Uniper SE</name>
        <lei>549300UXRTWGIBZQ4J67</lei>
        <title>UNIPER SE COMMON STOCK</title>
        <cusip>ACI0PJNK7</cusip>
        <identifiers>
          <isin value="DE000UNSE018"/>
          <ticker value="UN01 "/>
        </identifiers>
        <balance>41857</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1383441.4</valUSD>
        <pctVal>0.0141421630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>News Corporation</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP COMMON STOCK USD.01</title>
        <cusip>65249B109</cusip>
        <identifiers>
          <isin value="US65249B1098"/>
          <ticker value="NWSA "/>
        </identifiers>
        <balance>78232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1106200.48</valUSD>
        <pctVal>0.0113080810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueScope Steel Limited</name>
        <lei>N/A</lei>
        <title>BLUESCOPE STEEL LTD COMMON STOCK</title>
        <cusip>653323907</cusip>
        <identifiers>
          <isin value="AU000000BSL0"/>
          <ticker value="BSL "/>
        </identifiers>
        <balance>107038</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1133702.98</valUSD>
        <pctVal>0.0115892240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nikon Corporation</name>
        <lei>549300X7LIS9RFELXJ98</lei>
        <title>NIKON CORP COMMON STOCK</title>
        <cusip>654111103</cusip>
        <identifiers>
          <isin value="JP3657400002"/>
          <ticker value="7731 "/>
        </identifiers>
        <balance>66746</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>816280.33</valUSD>
        <pctVal>0.0083443863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sohgo Security Services Co. Ltd.</name>
        <lei>N/A</lei>
        <title>SOHGO SECURITY SERVICES CO LTD COMMON STOCK</title>
        <cusip>654635903</cusip>
        <identifiers>
          <isin value="JP3431900004"/>
          <ticker value="2331 "/>
        </identifiers>
        <balance>14900</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>806460.85</valUSD>
        <pctVal>0.0082440071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL IN COMMON STOCK</title>
        <cusip>718172109</cusip>
        <identifiers>
          <isin value="US7181721090"/>
          <ticker value="PM "/>
        </identifiers>
        <balance>313252</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26654612.68</valUSD>
        <pctVal>0.2724754923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA COMMON STOCK EUR2.0</title>
        <cusip>730968906</cusip>
        <identifiers>
          <isin value="FR0000131104"/>
          <ticker value="BNP "/>
        </identifiers>
        <balance>233890</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>13901971.47</valUSD>
        <pctVal>0.1421122327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nordstrom Inc.</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC COMMON STOCK</title>
        <cusip>655664100</cusip>
        <identifiers>
          <isin value="US6556641008"/>
          <ticker value="JWN "/>
        </identifiers>
        <balance>21568</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>882778.24</valUSD>
        <pctVal>0.0090241580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marui Group Co.Ltd.</name>
        <lei>N/A</lei>
        <title>MARUI GROUP CO LTD COMMON STOCK</title>
        <cusip>656952009</cusip>
        <identifiers>
          <isin value="JP3870400003"/>
          <ticker value="8252 "/>
        </identifiers>
        <balance>39541</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>964109.69</valUSD>
        <pctVal>0.0098555648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Procter and Gamble Company</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PROCTER and GAMBLE CO/THE COMMON STOCK</title>
        <cusip>742718109</cusip>
        <identifiers>
          <isin value="US7427181091"/>
          <ticker value="PG "/>
        </identifiers>
        <balance>502092</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62711290.8</valUSD>
        <pctVal>0.6410631450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prologis Inc.</name>
        <lei>N/A</lei>
        <title>PROLOGIS INC REIT USD.01</title>
        <cusip>74340W103</cusip>
        <identifiers>
          <isin value="US74340W1036"/>
          <ticker value="PLD "/>
        </identifiers>
        <balance>127193</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11337984.02</valUSD>
        <pctVal>0.1159019947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUALCOMM Incorporated</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC COMMON STOCK USD.0001</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
          <ticker value="QCOM "/>
        </identifiers>
        <balance>229894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20283547.62</valUSD>
        <pctVal>0.2073475871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Raytheon Company</name>
        <lei>YR6K3WJN0KKLUPZSNL57</lei>
        <title>RAYTHEON CO COMMON STOCK USD.01</title>
        <cusip>755111507</cusip>
        <identifiers>
          <isin value="US7551115071"/>
          <ticker value="RTN "/>
        </identifiers>
        <balance>56068</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12320382.32</valUSD>
        <pctVal>0.1259445139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boliden AB</name>
        <lei>N/A</lei>
        <title>BOLIDEN AB COMMON STOCK SEK2.11</title>
        <cusip>ACI1BX9N9</cusip>
        <identifiers>
          <isin value="SE0012455673"/>
          <ticker value="BOL "/>
        </identifiers>
        <balance>56857</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1510045.66</valUSD>
        <pctVal>0.0154363689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Asahi Intecc Co. Ltd.</name>
        <lei>N/A</lei>
        <title>ASAHI INTECC CO LTD COMMON STOCK</title>
        <cusip>B019MQ908</cusip>
        <identifiers>
          <isin value="JP3110650003"/>
          <ticker value="7747 "/>
        </identifiers>
        <balance>40600</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1188817.92</valUSD>
        <pctVal>0.0121526338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SandP Global Inc.</name>
        <lei>Y6X4K52KMJMZE7I7MY94</lei>
        <title>SandP GLOBAL INC COMMON STOCK USD1.0</title>
        <cusip>78409V104</cusip>
        <identifiers>
          <isin value="US78409V1044"/>
          <ticker value="SPGI "/>
        </identifiers>
        <balance>49206</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13435698.3</valUSD>
        <pctVal>0.1373457777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>salesforce.com inc.</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
        <title>SALESFORCE.COM INC COMMON STOCK USD.001</title>
        <cusip>79466L302</cusip>
        <identifiers>
          <isin value="US79466L3024"/>
          <ticker value="CRM "/>
        </identifiers>
        <balance>178584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29044901.76</valUSD>
        <pctVal>0.2969101071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsui Chemicals Inc.</name>
        <lei>N/A</lei>
        <title>MITSUI CHEMICALS INC COMMON STOCK</title>
        <cusip>659736003</cusip>
        <identifiers>
          <isin value="JP3888300005"/>
          <ticker value="4183 "/>
        </identifiers>
        <balance>38318</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>933399.73</valUSD>
        <pctVal>0.0095416337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Comfortdelgro Corporation Limited</name>
        <lei>N/A</lei>
        <title>COMFORTDELGRO CORP LTD COMMON STOCK</title>
        <cusip>660373903</cusip>
        <identifiers>
          <isin value="SG1N31909426"/>
          <ticker value="CD "/>
        </identifiers>
        <balance>451018</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>798034.43</valUSD>
        <pctVal>0.0081578685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Admiral Group plc</name>
        <lei>N/A</lei>
        <title>ADMIRAL GROUP PLC COMMON STOCK GBP.001</title>
        <cusip>B02J63904</cusip>
        <identifiers>
          <isin value="GB00B02J6398"/>
          <ticker value="ADM "/>
        </identifiers>
        <balance>39370</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1203082.99</valUSD>
        <pctVal>0.0122984578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Berkeley Group Holdings plc</name>
        <lei>N/A</lei>
        <title>BERKELEY GROUP HOLDINGS PLC COMMON STOCK</title>
        <cusip>B02L3W908</cusip>
        <identifiers>
          <isin value="GB00B02L3W35"/>
          <ticker value="BKG "/>
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        <balance>24849</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1599615.59</valUSD>
        <pctVal>0.0163519932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Schlumberger Limited</name>
        <lei>N/A</lei>
        <title>SCHLUMBERGER LTD COMMON STOCK USD.01</title>
        <cusip>806857108</cusip>
        <identifiers>
          <isin value="AN8068571086"/>
          <ticker value="SLB "/>
        </identifiers>
        <balance>278726</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11204785.2</valUSD>
        <pctVal>0.1145403762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Southern Company</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE COMMON STOCK USD5.0</title>
        <cusip>842587107</cusip>
        <identifiers>
          <isin value="US8425871071"/>
          <ticker value="SO "/>
        </identifiers>
        <balance>211147</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13450063.9</valUSD>
        <pctVal>0.1374926294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Centrica PLC</name>
        <lei>E26EDV109X6EEPBKVH76</lei>
        <title>CENTRICA PLC COMMON STOCK GBP.061728</title>
        <cusip>B033F2900</cusip>
        <identifiers>
          <isin value="GB00B033F229"/>
          <ticker value="CNA "/>
        </identifiers>
        <balance>1209398</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1429740.74</valUSD>
        <pctVal>0.0146154557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Electricite de France SA</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>ELECTRICITE DE FRANCE SA COMMON STOCK EUR.5</title>
        <cusip>B0NJJ1901</cusip>
        <identifiers>
          <isin value="FR0010242511"/>
          <ticker value="EDF "/>
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        <balance>126908</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1416074.4</valUSD>
        <pctVal>0.0144757522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Seiko Epson Corporation</name>
        <lei>549300NIOFQDR749W206</lei>
        <title>SEIKO EPSON CORP COMMON STOCK</title>
        <cusip>661650903</cusip>
        <identifiers>
          <isin value="JP3414750004"/>
          <ticker value="6724 "/>
        </identifiers>
        <balance>58247</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>879463.36</valUSD>
        <pctVal>0.0089902718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NGK Insulators Ltd.</name>
        <lei>N/A</lei>
        <title>NGK INSULATORS LTD COMMON STOCK</title>
        <cusip>661950006</cusip>
        <identifiers>
          <isin value="JP3695200000"/>
          <ticker value="5333 "/>
        </identifiers>
        <balance>54961</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>956102.19</valUSD>
        <pctVal>0.0097737085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Starbucks Corporation</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>STARBUCKS CORP COMMON STOCK USD.001</title>
        <cusip>855244109</cusip>
        <identifiers>
          <isin value="US8552441094"/>
          <ticker value="SBUX "/>
        </identifiers>
        <balance>237777</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20905353.84</valUSD>
        <pctVal>0.2137039712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stryker Corporation</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>STRYKER CORP COMMON STOCK USD.1</title>
        <cusip>863667101</cusip>
        <identifiers>
          <isin value="US8636671013"/>
          <ticker value="SYK "/>
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        <balance>64827</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13609780.38</valUSD>
        <pctVal>0.1391253234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Arkema S.A.</name>
        <lei>N/A</lei>
        <title>ARKEMA SA COMMON STOCK EUR10.0</title>
        <cusip>B0Z5YZ906</cusip>
        <identifiers>
          <isin value="FR0010313833"/>
          <ticker value="AKE "/>
        </identifiers>
        <balance>14313</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1530452.62</valUSD>
        <pctVal>0.0156449781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aeroports de Paris SA</name>
        <lei>N/A</lei>
        <title>AEROPORTS DE PARIS COMMON STOCK EUR3.0</title>
        <cusip>B164FY903</cusip>
        <identifiers>
          <isin value="FR0010340141"/>
          <ticker value="ADP "/>
        </identifiers>
        <balance>6184</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1224392.34</valUSD>
        <pctVal>0.0125162916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wilmar International Limited</name>
        <lei>N/A</lei>
        <title>WILMAR INTERNATIONAL LTD COMMON STOCK</title>
        <cusip>B17KC6900</cusip>
        <identifiers>
          <isin value="SG1T56930848"/>
          <ticker value="WIL "/>
        </identifiers>
        <balance>400503</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>1227019.76</valUSD>
        <pctVal>0.0125431503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ubisoft Entertainment</name>
        <lei>N/A</lei>
        <title>UBISOFT ENTERTAINMENT SA COMMON STOCK EUR.0775</title>
        <cusip>B1L3CS904</cusip>
        <identifiers>
          <isin value="FR0000054470"/>
          <ticker value="UBI "/>
        </identifiers>
        <balance>17562</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1216750.91</valUSD>
        <pctVal>0.0124381775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCOR SE</name>
        <lei>N/A</lei>
        <title>SCOR SE COMMON STOCK EUR7.876972</title>
        <cusip>B1LB9P906</cusip>
        <identifiers>
          <isin value="FR0010411983"/>
          <ticker value="SCR "/>
        </identifiers>
        <balance>32968</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1387815</valUSD>
        <pctVal>0.0141868719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AB SKF</name>
        <lei>549300B6HWYEE57O8J84</lei>
        <title>SKF AB COMMON STOCK SEK2.5</title>
        <cusip>B1Q3J3907</cusip>
        <identifiers>
          <isin value="SE0000108227"/>
          <ticker value="SKFB "/>
        </identifiers>
        <balance>79376</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1607071.72</valUSD>
        <pctVal>0.0164282131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Renesas Electronics Corporation</name>
        <lei>N/A</lei>
        <title>RENESAS ELECTRONICS CORP COMMON STOCK</title>
        <cusip>663567907</cusip>
        <identifiers>
          <isin value="JP3164720009"/>
          <ticker value="6723 "/>
        </identifiers>
        <balance>159300</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1088329.23</valUSD>
        <pctVal>0.0111253931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Shinyaku Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NIPPON SHINYAKU CO LTD COMMON STOCK</title>
        <cusip>664056009</cusip>
        <identifiers>
          <isin value="JP3717600005"/>
          <ticker value="4516 "/>
        </identifiers>
        <balance>9500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>822638.87</valUSD>
        <pctVal>0.0084093862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Keppel Corporation Limited</name>
        <lei>N/A</lei>
        <title>KEPPEL CORP LTD COMMON STOCK</title>
        <cusip>B1VQ5C905</cusip>
        <identifiers>
          <isin value="SG1U68934629"/>
          <ticker value="KEP "/>
        </identifiers>
        <balance>304145</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>1532455.03</valUSD>
        <pctVal>0.0156654476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orkla ASA</name>
        <lei>549300PZS8G8RG6RVZ52</lei>
        <title>ORKLA ASA COMMON STOCK NOK1.25</title>
        <cusip>B1VQF4902</cusip>
        <identifiers>
          <isin value="NO0003733800"/>
          <ticker value="ORK "/>
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        <balance>156420</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>1586225.44</valUSD>
        <pctVal>0.0162151130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The TJX Companies Inc.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COS INC/THE COMMON STOCK USD1.0</title>
        <cusip>872540109</cusip>
        <identifiers>
          <isin value="US8725401090"/>
          <ticker value="TJX "/>
        </identifiers>
        <balance>244153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14907982.18</valUSD>
        <pctVal>0.1523961287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Corporation</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP COMMON STOCK USD.0833</title>
        <cusip>87612E106</cusip>
        <identifiers>
          <isin value="US87612E1064"/>
          <ticker value="TGT "/>
        </identifiers>
        <balance>102024</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13080497.04</valUSD>
        <pctVal>0.1337147500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissan Chemical Corporation</name>
        <lei>N/A</lei>
        <title>NISSAN CHEMICAL CORP COMMON STOCK</title>
        <cusip>664158003</cusip>
        <identifiers>
          <isin value="JP3670800006"/>
          <ticker value="4021 "/>
        </identifiers>
        <balance>26000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1088822.45</valUSD>
        <pctVal>0.0111304350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nissin Foods Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NISSIN FOODS HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>664176005</cusip>
        <identifiers>
          <isin value="JP3675600005"/>
          <ticker value="2897 "/>
        </identifiers>
        <balance>13175</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>978543.11</valUSD>
        <pctVal>0.0100031097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Texas Instruments Incorporated</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
        <title>TEXAS INSTRUMENTS INC COMMON STOCK USD1.0</title>
        <cusip>882508104</cusip>
        <identifiers>
          <isin value="US8825081040"/>
          <ticker value="TXNN "/>
        </identifiers>
        <balance>188203</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24144562.87</valUSD>
        <pctVal>0.2468166292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Thermo Fisher Scientific Inc.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC COMMON STOCK USD1.0</title>
        <cusip>883556102</cusip>
        <identifiers>
          <isin value="US8835561023"/>
          <ticker value="TMO "/>
        </identifiers>
        <balance>80734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26228054.58</valUSD>
        <pctVal>0.2681150227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Express Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NIPPON EXPRESS CO LTD COMMON STOCK</title>
        <cusip>664212008</cusip>
        <identifiers>
          <isin value="JP3729400006"/>
          <ticker value="9062 "/>
        </identifiers>
        <balance>16246</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>952323.68</valUSD>
        <pctVal>0.0097350829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hitachi High-Technologies Corporation</name>
        <lei>N/A</lei>
        <title>HITACHI HIGH-TECHNOLOGIES CORP COMMON STOCK</title>
        <cusip>664280005</cusip>
        <identifiers>
          <isin value="JP3678800008"/>
          <ticker value="8036 "/>
        </identifiers>
        <balance>14384</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1018667.49</valUSD>
        <pctVal>0.0104132793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>3M Company</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M CO COMMON STOCK USD.01</title>
        <cusip>88579Y101</cusip>
        <identifiers>
          <isin value="US88579Y1010"/>
          <ticker value="MMM "/>
        </identifiers>
        <balance>115778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20425554.76</valUSD>
        <pctVal>0.2087992482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TRUIST FINANCIAL CORP COMMON STOCK USD5.0</title>
        <cusip>89832Q109</cusip>
        <identifiers>
          <isin value="US89832Q1094"/>
          <ticker value="TFC "/>
        </identifiers>
        <balance>270003</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15206568.96</valUSD>
        <pctVal>0.1554484176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hargreaves Lansdown plc</name>
        <lei>N/A</lei>
        <title>HARGREAVES LANSDOWN PLC COMMON STOCK GBP.004</title>
        <cusip>B1VZ0M908</cusip>
        <identifiers>
          <isin value="GB00B1VZ0M25"/>
          <ticker value="HL/ "/>
        </identifiers>
        <balance>59211</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1518833.35</valUSD>
        <pctVal>0.0155262007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Prysmian S.p.A.</name>
        <lei>N/A</lei>
        <title>PRYSMIAN SPA COMMON STOCK EUR.1</title>
        <cusip>B1W4V6907</cusip>
        <identifiers>
          <isin value="IT0004176001"/>
          <ticker value="PRY "/>
        </identifiers>
        <balance>50353</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1215482.31</valUSD>
        <pctVal>0.0124252093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="66601.130000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Oji Holdings Corporation</name>
        <lei>N/A</lei>
        <title>OJI HOLDINGS CORP COMMON STOCK</title>
        <cusip>665770004</cusip>
        <identifiers>
          <isin value="JP3174410005"/>
          <ticker value="3861 "/>
        </identifiers>
        <balance>179338</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>969856.45</valUSD>
        <pctVal>0.0099143108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alfresa Holdings Corporation</name>
        <lei>N/A</lei>
        <title>ALFRESA HOLDINGS CORP COMMON STOCK</title>
        <cusip>668721905</cusip>
        <identifiers>
          <isin value="JP3126340003"/>
          <ticker value="2784 "/>
        </identifiers>
        <balance>39100</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>794317.32</valUSD>
        <pctVal>0.0081198705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco de Sabadell S.A.</name>
        <lei>SI5RG2M0WQQLZCXKRM20</lei>
        <title>BANCO DE SABADELL SA COMMON STOCK EUR.125</title>
        <cusip>B1X8QN906</cusip>
        <identifiers>
          <isin value="ES0113860A34"/>
          <ticker value="SAB "/>
        </identifiers>
        <balance>1186048</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1388752.87</valUSD>
        <pctVal>0.0141964592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bureau Veritas</name>
        <lei>N/A</lei>
        <title>BUREAU VERITAS SA COMMON STOCK EUR.12</title>
        <cusip>B28DTJ907</cusip>
        <identifiers>
          <isin value="FR0006174348"/>
          <ticker value="BVI "/>
        </identifiers>
        <balance>61231</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1600696.58</valUSD>
        <pctVal>0.0163630436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Bancorp</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US BANCORP COMMON STOCK USD.01</title>
        <cusip>902973304</cusip>
        <identifiers>
          <isin value="US9029733048"/>
          <ticker value="USB "/>
        </identifiers>
        <balance>286156</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16966189.24</valUSD>
        <pctVal>0.1734360511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Union Pacific Corporation</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>UNION PACIFIC CORP COMMON STOCK USD2.5</title>
        <cusip>907818108</cusip>
        <identifiers>
          <isin value="US9078181081"/>
          <ticker value="UNP "/>
        </identifiers>
        <balance>139767</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25268475.93</valUSD>
        <pctVal>0.2583057763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Getlink S.E.</name>
        <lei>N/A</lei>
        <title>GETLINK SE COMMON STOCK EUR.4</title>
        <cusip>B292JQ905</cusip>
        <identifiers>
          <isin value="FR0010533075"/>
          <ticker value="GET "/>
        </identifiers>
        <balance>91612</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1597242.96</valUSD>
        <pctVal>0.0163277391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ocado Group plc</name>
        <lei>N/A</lei>
        <title>OCADO GROUP PLC COMMON STOCK GBP.02</title>
        <cusip>B3MBS7900</cusip>
        <identifiers>
          <isin value="GB00B3MBS747"/>
          <ticker value="OCDO "/>
        </identifiers>
        <balance>95610</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1622215.78</valUSD>
        <pctVal>0.0165830226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GVC Holdings PLC</name>
        <lei>N/A</lei>
        <title>GVC HOLDINGS PLC COMMON STOCK EUR.01</title>
        <cusip>B5VQMV905</cusip>
        <identifiers>
          <isin value="IM00B5VQMV65"/>
          <ticker value="GVC "/>
        </identifiers>
        <balance>121000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1418769.7</valUSD>
        <pctVal>0.0145033048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meiji Holdings Co.Ltd.</name>
        <lei>N/A</lei>
        <title>MEIJI HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>B60DQV902</cusip>
        <identifiers>
          <isin value="JP3918000005"/>
          <ticker value="2269 "/>
        </identifiers>
        <balance>23800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1608407.94</valUSD>
        <pctVal>0.0164418726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXON Co. Ltd.</name>
        <lei>N/A</lei>
        <title>NEXON CO LTD COMMON STOCK</title>
        <cusip>B63QM7907</cusip>
        <identifiers>
          <isin value="JP3758190007"/>
          <ticker value="3659 "/>
        </identifiers>
        <balance>102506</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1359770.93</valUSD>
        <pctVal>0.0139001927</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sydney Airport Limited</name>
        <lei>N/A</lei>
        <title>SYDNEY AIRPORT STAPLED SECURITY</title>
        <cusip>B70DWB907</cusip>
        <identifiers>
          <isin value="AU000000SYD9"/>
          <ticker value="SYD "/>
        </identifiers>
        <balance>230612</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1401133.99</valUSD>
        <pctVal>0.0143230246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aurizon Holdings Limited</name>
        <lei>N/A</lei>
        <title>AURIZON HOLDINGS LTD COMMON STOCK</title>
        <cusip>B87CVM907</cusip>
        <identifiers>
          <isin value="AU000000AZJ1"/>
          <ticker value="AZJ "/>
        </identifiers>
        <balance>414178</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1520001.86</valUSD>
        <pctVal>0.0155381457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tele2 AB</name>
        <lei>N/A</lei>
        <title>TELE2 AB COMMON STOCK SEK1.25</title>
        <cusip>B97C73904</cusip>
        <identifiers>
          <isin value="SE0005190238"/>
          <ticker value="TEL2B "/>
        </identifiers>
        <balance>103849</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1507268.78</valUSD>
        <pctVal>0.0154079824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Parcel Service Inc.</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UNITED PARCEL SERVICE INC COMMON STOCK USD.01</title>
        <cusip>911312106</cusip>
        <identifiers>
          <isin value="US9113121068"/>
          <ticker value="UPS "/>
        </identifiers>
        <balance>141087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16515644.22</valUSD>
        <pctVal>0.1688303763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Technologies Corporation</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>UNITED TECHNOLOGIES CORP COMMON STOCK USD1.0</title>
        <cusip>913017109</cusip>
        <identifiers>
          <isin value="US9130171096"/>
          <ticker value="UTX "/>
        </identifiers>
        <balance>163346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24462696.96</valUSD>
        <pctVal>0.2500687396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola HBC AG</name>
        <lei>549300EFP3TNG7JGVE49</lei>
        <title>COCA-COLA HBC AG COMMON STOCK CHF6.7</title>
        <cusip>B9895B904</cusip>
        <identifiers>
          <isin value="CH0198251305"/>
          <ticker value="CCH "/>
        </identifiers>
        <balance>41533</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1411705.93</valUSD>
        <pctVal>0.0144310958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Siemens Healthineers AG</name>
        <lei>N/A</lei>
        <title>SIEMENS HEALTHINEERS AG COMMON STOCK</title>
        <cusip>BD594Y909</cusip>
        <identifiers>
          <isin value="DE000SHL1006"/>
          <ticker value="SHL "/>
        </identifiers>
        <balance>31252</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1498127.19</valUSD>
        <pctVal>0.0153145329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pigeon Corporation</name>
        <lei>N/A</lei>
        <title>PIGEON CORP COMMON STOCK</title>
        <cusip>668808900</cusip>
        <identifiers>
          <isin value="JP3801600002"/>
          <ticker value="7956 "/>
        </identifiers>
        <balance>24000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>878788.48</valUSD>
        <pctVal>0.0089833728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nu Skin Enterprises Inc.</name>
        <lei>54930050DETB6CP71D38</lei>
        <title>NU SKIN ENTERPRISES INC COMMON STOCK USD.001</title>
        <cusip>67018T105</cusip>
        <identifiers>
          <isin value="US67018T1051"/>
          <ticker value="NUS "/>
        </identifiers>
        <balance>21296</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>872710.08</valUSD>
        <pctVal>0.0089212367</pctVal>
        <payoffProfile>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="101350.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wharf Real Estate Investment Company Limited</name>
        <lei>N/A</lei>
        <title>WHARF REAL ESTATE INVESTMENT C COMMON STOCK HKD.1</title>
        <cusip>BF0GWS905</cusip>
        <identifiers>
          <isin value="KYG9593A1040"/>
          <ticker value="1997 "/>
        </identifiers>
        <balance>252061</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>1537965.67</valUSD>
        <pctVal>0.0157217799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kinnevik AB</name>
        <lei>N/A</lei>
        <title>KINNEVIK AB COMMON STOCK SEK.1</title>
        <cusip>BK9X80906</cusip>
        <identifiers>
          <isin value="SE0013256682"/>
          <ticker value="KINVB "/>
        </identifiers>
        <balance>50329</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1233313.07</valUSD>
        <pctVal>0.0126074834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMP Limited</name>
        <lei>N/A</lei>
        <title>AMP LTD COMMON STOCK</title>
        <cusip>670995901</cusip>
        <identifiers>
          <isin value="AU000000AMP6"/>
          <ticker value="AMP "/>
        </identifiers>
        <balance>697835</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>938725.63</valUSD>
        <pctVal>0.0095960775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Urban Investment Corporation</name>
        <lei>N/A</lei>
        <title>UNITED URBAN INVESTMENT CORP REIT</title>
        <cusip>672383908</cusip>
        <identifiers>
          <isin value="JP3045540006"/>
          <ticker value="8960 "/>
        </identifiers>
        <balance>616</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1156883.43</valUSD>
        <pctVal>0.0118261851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ryohin Keikaku Co. Ltd.</name>
        <lei>549300PMNF56J66BY371</lei>
        <title>RYOHIN KEIKAKU CO LTD COMMON STOCK</title>
        <cusip>675845903</cusip>
        <identifiers>
          <isin value="JP3976300008"/>
          <ticker value="7453 "/>
        </identifiers>
        <balance>49560</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1155061.74</valUSD>
        <pctVal>0.0118075629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1072445.010000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medipal Holdings Corporation</name>
        <lei>N/A</lei>
        <title>MEDIPAL HOLDINGS CORP COMMON STOCK</title>
        <cusip>678209909</cusip>
        <identifiers>
          <isin value="JP3268950007"/>
          <ticker value="7459 "/>
        </identifiers>
        <balance>38141</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>841786.07</valUSD>
        <pctVal>0.0086051175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RSA Insurance Group plc</name>
        <lei>549300HOGQ7E0TY86138</lei>
        <title>RSA INSURANCE GROUP PLC COMMON STOCK GBP1.0</title>
        <cusip>BKKMKR904</cusip>
        <identifiers>
          <isin value="GB00BKKMKR23"/>
          <ticker value="RSA "/>
        </identifiers>
        <balance>214523</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1607785.73</valUSD>
        <pctVal>0.0164355121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Auckland International Airport Limited</name>
        <lei>N/A</lei>
        <title>AUCKLAND INTERNATIONAL AIRPORT COMMON STOCK</title>
        <cusip>BKX3XG902</cusip>
        <identifiers>
          <isin value="NZAIAE0002S6"/>
          <ticker value="AIA "/>
        </identifiers>
        <balance>202071</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>1191083.33</valUSD>
        <pctVal>0.0121757919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Worldline SA</name>
        <lei>549300CJMQNCA0U4TS33</lei>
        <title>WORLDLINE SA/FRANCE COMMON STOCK EUR.68</title>
        <cusip>BNFWR4906</cusip>
        <identifiers>
          <isin value="FR0011981968"/>
          <ticker value="WLN "/>
        </identifiers>
        <balance>20862</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1478927.15</valUSD>
        <pctVal>0.0151182614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FinecoBank Banca Fineco S.p.A.</name>
        <lei>549300L7YCATGO57ZE10</lei>
        <title>FINECOBANK BANCA FINECO SPA COMMON STOCK EUR.33</title>
        <cusip>BNGN9Z906</cusip>
        <identifiers>
          <isin value="IT0000072170"/>
          <ticker value="FBK "/>
        </identifiers>
        <balance>126445</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1516809.55</valUSD>
        <pctVal>0.0155055125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unitedhealth Group Incorporated</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC COMMON STOCK USD.01</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
          <ticker value="UNHN "/>
        </identifiers>
        <balance>190748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56076097.04</valUSD>
        <pctVal>0.5732351969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verizon Communications Inc.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC COMMON STOCK USD.1</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
          <ticker value="VZ "/>
        </identifiers>
        <balance>832679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51126490.6</valUSD>
        <pctVal>0.5226380838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zalando SE</name>
        <lei>N/A</lei>
        <title>ZALANDO SE COMMON STOCK</title>
        <cusip>BQV0SV900</cusip>
        <identifiers>
          <isin value="DE000ZAL1111"/>
          <ticker value="ZAL "/>
        </identifiers>
        <balance>28792</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1451984.32</valUSD>
        <pctVal>0.0148428397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1209889.440000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Medibank Private Limited</name>
        <lei>BDYVSUPTML83OLINBJ17</lei>
        <title>MEDIBANK PVT LTD COMMON STOCK</title>
        <cusip>BRTNNQ907</cusip>
        <identifiers>
          <isin value="AU000000MPL3"/>
          <ticker value="MPL "/>
        </identifiers>
        <balance>573269</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1270489.64</valUSD>
        <pctVal>0.0129875191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Olin Corporation</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>OLIN CORP COMMON STOCK USD1.0</title>
        <cusip>680665205</cusip>
        <identifiers>
          <isin value="US6806652052"/>
          <ticker value="OLN "/>
        </identifiers>
        <balance>61215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1055958.75</valUSD>
        <pctVal>0.0107944874</pctVal>
        <payoffProfile>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="130948.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sino Land Company Limited</name>
        <lei>N/A</lei>
        <title>SINO LAND CO LTD COMMON STOCK</title>
        <cusip>681042008</cusip>
        <identifiers>
          <isin value="HK0083000502"/>
          <ticker value="83 "/>
        </identifiers>
        <balance>637722</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>925659.18</valUSD>
        <pctVal>0.0094625063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vertex Pharmaceuticals Incorporated</name>
        <lei>54930015RAQRRZ5ZGJ91</lei>
        <title>VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01</title>
        <cusip>92532F100</cusip>
        <identifiers>
          <isin value="US92532F1003"/>
          <ticker value="VRTX "/>
        </identifiers>
        <balance>51773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11335698.35</valUSD>
        <pctVal>0.1158786296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>22964548.1</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>229776378.87</valUSD>
        <pctVal>2.3488779487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="229776378.870000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Visa Inc.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC COMMON STOCK USD.0001</title>
        <cusip>92826C839</cusip>
        <identifiers>
          <isin value="US92826C8394"/>
          <ticker value="V "/>
        </identifiers>
        <balance>344653</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64760298.7</valUSD>
        <pctVal>0.6620090294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc.</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WALMART INC COMMON STOCK USD.1</title>
        <cusip>931142103</cusip>
        <identifiers>
          <isin value="US9311421039"/>
          <ticker value="WMT "/>
        </identifiers>
        <balance>285612</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33942130.08</valUSD>
        <pctVal>0.3469717874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stanley Electric Co. Ltd.</name>
        <lei>N/A</lei>
        <title>STANLEY ELECTRIC CO LTD COMMON STOCK</title>
        <cusip>684110000</cusip>
        <identifiers>
          <isin value="JP3399400005"/>
          <ticker value="6923 "/>
        </identifiers>
        <balance>27267</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>787504.68</valUSD>
        <pctVal>0.0080502286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swire Pacific Limited</name>
        <lei>N/A</lei>
        <title>SWIRE PACIFIC LTD COMMON STOCK</title>
        <cusip>686774001</cusip>
        <identifiers>
          <isin value="HK0019000162"/>
          <ticker value="19 "/>
        </identifiers>
        <balance>103518</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>961650.16</valUSD>
        <pctVal>0.0098304224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo and Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO and CO COMMON STOCK USD1.666</title>
        <cusip>949746101</cusip>
        <identifiers>
          <isin value="US9497461015"/>
          <ticker value="WFC "/>
        </identifiers>
        <balance>774882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41688651.6</valUSD>
        <pctVal>0.4261602299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zoetis Inc.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZOETIS INC COMMON STOCK USD.01</title>
        <cusip>98978V103</cusip>
        <identifiers>
          <isin value="US98978V1035"/>
          <ticker value="ZTS "/>
        </identifiers>
        <balance>95896</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12691835.6</valUSD>
        <pctVal>0.1297416772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Tanabe Pharma Corporation</name>
        <lei>N/A</lei>
        <title>MITSUBISHI TANABE PHARMA CORP COMMON STOCK</title>
        <cusip>687098004</cusip>
        <identifiers>
          <isin value="JP3469000008"/>
          <ticker value="4508 "/>
        </identifiers>
        <balance>46734</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>857339.27</valUSD>
        <pctVal>0.0087641093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spark New Zealand Limited</name>
        <lei>N/A</lei>
        <title>SPARK NEW ZEALAND LTD COMMON STOCK</title>
        <cusip>688143007</cusip>
        <identifiers>
          <isin value="NZTELE0001S4"/>
          <ticker value="SPK "/>
        </identifiers>
        <balance>382310</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>1114819.88</valUSD>
        <pctVal>0.0113961924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Auto Trader Group plc</name>
        <lei>N/A</lei>
        <title>AUTO TRADER GROUP PLC COMMON STOCK GBP.01</title>
        <cusip>BVYVFW900</cusip>
        <identifiers>
          <isin value="GB00BVYVFW23"/>
          <ticker value="AUTO "/>
        </identifiers>
        <balance>192384</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1519284.57</valUSD>
        <pctVal>0.0155308132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Direct Line Insurance Group plc</name>
        <lei>N/A</lei>
        <title>DIRECT LINE INSURANCE GROUP PL COMMON STOCK GBP.1090909</title>
        <cusip>BY9D0Y904</cusip>
        <identifiers>
          <isin value="GB00BY9D0Y18"/>
          <ticker value="DLG "/>
        </identifiers>
        <balance>285815</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1182573.22</valUSD>
        <pctVal>0.0120887977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV DUTCH CERT EUR1.0</title>
        <cusip>BYQP13905</cusip>
        <identifiers>
          <isin value="NL0011540547"/>
          <ticker value="ABN "/>
        </identifiers>
        <balance>87874</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1601619.82</valUSD>
        <pctVal>0.0163724813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qiagen N.V.</name>
        <lei>54930036WK3GMCN17Z57</lei>
        <title>QIAGEN NV COMMON STOCK EUR.01</title>
        <cusip>BYXS69903</cusip>
        <identifiers>
          <isin value="NL0012169213"/>
          <ticker value="QIA "/>
        </identifiers>
        <balance>47236</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1609486.12</valUSD>
        <pctVal>0.0164528942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BASF SE</name>
        <lei>N/A</lei>
        <title>BASF SE COMMON STOCK</title>
        <cusip>ACI0054Q2</cusip>
        <identifiers>
          <isin value="DE000BASF111"/>
          <ticker value="BAS "/>
        </identifiers>
        <balance>191135</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>14399465.49</valUSD>
        <pctVal>0.1471978413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASML Holding N.V.</name>
        <lei>N/A</lei>
        <title>ASML HOLDING NV COMMON STOCK EUR.09</title>
        <cusip>ACI02GTQ9</cusip>
        <identifiers>
          <isin value="NL0010273215"/>
          <ticker value="ASML "/>
        </identifiers>
        <balance>88580</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>26224677.81</valUSD>
        <pctVal>0.2680805038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Toho Co. Ltd.</name>
        <lei>N/A</lei>
        <title>TOHO CO LTD/TOKYO COMMON STOCK</title>
        <cusip>689520005</cusip>
        <identifiers>
          <isin value="JP3598600009"/>
          <ticker value="9602 "/>
        </identifiers>
        <balance>23608</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>983796.25</valUSD>
        <pctVal>0.0100568097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tohoku Electric Power Company Incorporated</name>
        <lei>N/A</lei>
        <title>TOHOKU ELECTRIC POWER CO INC COMMON STOCK</title>
        <cusip>689526002</cusip>
        <identifiers>
          <isin value="JP3605400005"/>
          <ticker value="9506 "/>
        </identifiers>
        <balance>88765</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>879979.08</valUSD>
        <pctVal>0.0089955437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Novo Nordisk A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
        <title>NOVO NORDISK A/S COMMON STOCK DKK.2</title>
        <cusip>ACI07GG13</cusip>
        <identifiers>
          <isin value="DK0060534915"/>
          <ticker value="NOVOB "/>
        </identifiers>
        <balance>368221</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>21337977.56</valUSD>
        <pctVal>0.2181264463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Anheuser-Busch InBev SA/NV</name>
        <lei>5493008H3828EMEXB082</lei>
        <title>ANHEUSER-BUSCH INBEV SA/NV COMMON STOCK</title>
        <cusip>ACI0PX3F9</cusip>
        <identifiers>
          <isin value="BE0974293251"/>
          <ticker value="ABI "/>
        </identifiers>
        <balance>158558</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>12985959.14</valUSD>
        <pctVal>0.1327483409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Dutch Shell PLC</name>
        <lei>N/A</lei>
        <title>ROYAL DUTCH SHELL PLC COMMON STOCK EUR.07</title>
        <cusip>B03MLX903</cusip>
        <identifiers>
          <isin value="GB00B03MLX29"/>
          <ticker value="RDSA "/>
        </identifiers>
        <balance>890272</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>26364710.49</valUSD>
        <pctVal>0.2695119812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Royal Dutch Shell PLC</name>
        <lei>N/A</lei>
        <title>ROYAL DUTCH SHELL PLC COMMON STOCK EUR.07</title>
        <cusip>B03MM4906</cusip>
        <identifiers>
          <isin value="GB00B03MM408"/>
          <ticker value="RDSB "/>
        </identifiers>
        <balance>777481</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>23078485.06</valUSD>
        <pctVal>0.2359187002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIXIL Group Corporation</name>
        <lei>N/A</lei>
        <title>LIXIL GROUP CORP COMMON STOCK</title>
        <cusip>690021001</cusip>
        <identifiers>
          <isin value="JP3626800001"/>
          <ticker value="5938 "/>
        </identifiers>
        <balance>55550</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>958617.58</valUSD>
        <pctVal>0.0097994220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tosoh Corporation</name>
        <lei>N/A</lei>
        <title>TOSOH CORP COMMON STOCK</title>
        <cusip>690028006</cusip>
        <identifiers>
          <isin value="JP3595200001"/>
          <ticker value="4042 "/>
        </identifiers>
        <balance>54000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>831912.55</valUSD>
        <pctVal>0.0085041859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Johnson Matthey PLC</name>
        <lei>N/A</lei>
        <title>JOHNSON MATTHEY PLC COMMON STOCK GBP1.109245</title>
        <cusip>BZ4BQC900</cusip>
        <identifiers>
          <isin value="GB00BZ4BQC70"/>
          <ticker value="JMAT "/>
        </identifiers>
        <balance>40259</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1600752.76</valUSD>
        <pctVal>0.0163636179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Janus Henderson Group plc</name>
        <lei>N/A</lei>
        <title>JANUS HENDERSON GROUP PLC COMMON STOCK</title>
        <cusip>G4474Y214</cusip>
        <identifiers>
          <isin value="JE00BYPZJM29"/>
          <ticker value="JHG "/>
        </identifiers>
        <balance>59659</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1458662.55</valUSD>
        <pctVal>0.0149111076</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="307250.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>UNILEVER PLC COMMON STOCK GBP.0311</title>
        <cusip>B10RZP905</cusip>
        <identifiers>
          <isin value="GB00B10RZP78"/>
          <ticker value="ULVR "/>
        </identifiers>
        <balance>230971</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>13221388.01</valUSD>
        <pctVal>0.1351550011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unilever N.V.</name>
        <lei>549300TK7G7NZTVM1Z30</lei>
        <title>UNILEVER NV COMMON STOCK EUR.16</title>
        <cusip>B1527V903</cusip>
        <identifiers>
          <isin value="NL0000388619"/>
          <ticker value="UNA "/>
        </identifiers>
        <balance>305480</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>17531702.94</valUSD>
        <pctVal>0.1792169876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Invesco Ltd.</name>
        <lei>ECPGFXU8A2SHKVVGJI15</lei>
        <title>INVESCO LTD COMMON STOCK USD.2</title>
        <cusip>G491BT108</cusip>
        <identifiers>
          <isin value="BMG491BT1088"/>
          <ticker value="IVZ "/>
        </identifiers>
        <balance>74935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1347331.3</valUSD>
        <pctVal>0.0137730292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nielsen Holdings PLC</name>
        <lei>549300ZVCBHQE0XHG367</lei>
        <title>NIELSEN HOLDINGS PLC COMMON STOCK EUR.07</title>
        <cusip>G6518L108</cusip>
        <identifiers>
          <isin value="GB00BWFY5505"/>
          <ticker value="NLSN "/>
        </identifiers>
        <balance>71637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1454231.1</valUSD>
        <pctVal>0.0148658073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mazda Motor Corporation</name>
        <lei>N/A</lei>
        <title>MAZDA MOTOR CORP COMMON STOCK</title>
        <cusip>690030002</cusip>
        <identifiers>
          <isin value="JP3868400007"/>
          <ticker value="7261 "/>
        </identifiers>
        <balance>118200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1007233.1</valUSD>
        <pctVal>0.0102963918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mizrahi Tefahot Bank Ltd.</name>
        <lei>YZO9YEGEO4VYDZMDWF93</lei>
        <title>MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1</title>
        <cusip>691670004</cusip>
        <identifiers>
          <isin value="IL0006954379"/>
          <ticker value="MZTF "/>
        </identifiers>
        <balance>31956</balance>
        <units>NS</units>
        <currencyConditional curCd="ILS" exchangeRt="3.4533"/>
        <valUSD>852409.85</valUSD>
        <pctVal>0.0087137186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>14795</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1246774.65</valUSD>
        <pctVal>0.0127450937</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="788565.360000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>nVent Electric plc</name>
        <lei>N/A</lei>
        <title>NVENT ELECTRIC PLC COMMON STOCK USD.01</title>
        <cusip>G6700G107</cusip>
        <identifiers>
          <isin value="IE00BDVJJQ56"/>
          <ticker value="NVT "/>
        </identifiers>
        <balance>59661</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1526128.38</valUSD>
        <pctVal>0.0156007737</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>Pentair Public Limited Company</name>
        <lei>N/A</lei>
        <title>PENTAIR PLC COMMON STOCK USD.01</title>
        <cusip>G7S00T104</cusip>
        <identifiers>
          <isin value="IE00BLS09M33"/>
          <ticker value="PNR "/>
        </identifiers>
        <balance>33843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1552378.41</valUSD>
        <pctVal>0.0158691134</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>Perrigo Company Public Limited Company</name>
        <lei>549300IFOQS6R1QLY196</lei>
        <title>PERRIGO CO PLC COMMON STOCK EUR.001</title>
        <cusip>G97822103</cusip>
        <identifiers>
          <isin value="IE00BGH1M568"/>
          <ticker value="PRGO "/>
        </identifiers>
        <balance>27404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1415690.64</valUSD>
        <pctVal>0.0144718293</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="103840.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOTAL S.A.</name>
        <lei>N/A</lei>
        <title>TOTAL SA COMMON STOCK EUR2.5</title>
        <cusip>B15C55900</cusip>
        <identifiers>
          <isin value="FR0000120271"/>
          <ticker value="FP "/>
        </identifiers>
        <balance>499396</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>27711737.26</valUSD>
        <pctVal>0.2832818973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VINCI SA</name>
        <lei>N/A</lei>
        <title>VINCI SA COMMON STOCK EUR2.5</title>
        <cusip>B1XH02900</cusip>
        <identifiers>
          <isin value="FR0000125486"/>
          <ticker value="DG "/>
        </identifiers>
        <balance>106398</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>11849923.65</valUSD>
        <pctVal>0.1211352729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Transocean Ltd.</name>
        <lei>N/A</lei>
        <title>TRANSOCEAN LTD COMMON STOCK CHF.1</title>
        <cusip>H8817H100</cusip>
        <identifiers>
          <isin value="CH0048265513"/>
          <ticker value="RIG "/>
        </identifiers>
        <balance>220503</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1517060.64</valUSD>
        <pctVal>0.0155080792</pctVal>
        <payoffProfile>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="341396.910000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wix.com Ltd.</name>
        <lei>5493008P6N29Q1AG9464</lei>
        <title>WIX.COM LTD COMMON STOCK ILS.01</title>
        <cusip>M98068105</cusip>
        <identifiers>
          <isin value="IL0011301780"/>
          <ticker value="WIX "/>
        </identifiers>
        <balance>10000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1223800</valUSD>
        <pctVal>0.0125102365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Holdings N.V.</name>
        <lei>549300SZYINBBLJQU475</lei>
        <title>AERCAP HOLDINGS NV COMMON STOCK EUR.01</title>
        <cusip>N00985106</cusip>
        <identifiers>
          <isin value="NL0000687663"/>
          <ticker value="AER "/>
        </identifiers>
        <balance>25681</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1578611.07</valUSD>
        <pctVal>0.0161372755</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>Air Liquide</name>
        <lei>N/A</lei>
        <title>AIR LIQUIDE SA COMMON STOCK EUR5.5</title>
        <cusip>B1YXBJ905</cusip>
        <identifiers>
          <isin value="FR0000120073"/>
          <ticker value="AI "/>
        </identifiers>
        <balance>98177</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>13918624.98</valUSD>
        <pctVal>0.1422824724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Reckitt Benckiser Group plc</name>
        <lei>5493003JFSMOJG48V108</lei>
        <title>RECKITT BENCKISER GROUP PLC COMMON STOCK GBP.1</title>
        <cusip>B24CGK904</cusip>
        <identifiers>
          <isin value="GB00B24CGK77"/>
          <ticker value="RB/ "/>
        </identifiers>
        <balance>147614</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>11990460.88</valUSD>
        <pctVal>0.1225719079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iberdrola S.A.</name>
        <lei>5QK37QC7NWOJ8D7WVQ45</lei>
        <title>IBERDROLA SA RTS COMMON STOCK EUR.75</title>
        <cusip>B288C9908</cusip>
        <identifiers>
          <isin value="ES0144580Y14"/>
          <ticker value="IBE "/>
        </identifiers>
        <balance>1257698</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>12961290.72</valUSD>
        <pctVal>0.1324961691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIA Group Limited</name>
        <lei>ZP5ILWVSYE4LJGMMVD57</lei>
        <title>AIA GROUP LTD COMMON STOCK</title>
        <cusip>B4TX8S909</cusip>
        <identifiers>
          <isin value="HK0000069689"/>
          <ticker value="1299 "/>
        </identifiers>
        <balance>2515535</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>26458296.93</valUSD>
        <pctVal>0.2704686640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alumina Limited</name>
        <lei>N/A</lei>
        <title>ALUMINA LTD COMMON STOCK</title>
        <cusip>695498006</cusip>
        <identifiers>
          <isin value="AU000000AWC3"/>
          <ticker value="AWC "/>
        </identifiers>
        <balance>508989</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>822122.06</valUSD>
        <pctVal>0.0084041031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wheelock And Company Limited</name>
        <lei>N/A</lei>
        <title>WHEELOCK and CO LTD COMMON STOCK</title>
        <cusip>698148004</cusip>
        <identifiers>
          <isin value="HK0020000177"/>
          <ticker value="20 "/>
        </identifiers>
        <balance>170285</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>1135168.24</valUSD>
        <pctVal>0.0116042026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Accenture PLC</name>
        <lei>N/A</lei>
        <title>ACCENTURE PLC COMMON STOCK USD.0000225</title>
        <cusip>G1151C101</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
          <ticker value="ACN "/>
        </identifiers>
        <balance>127860</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26923480.2</valUSD>
        <pctVal>0.2752239776</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>Linde Public Limited Company</name>
        <lei>N/A</lei>
        <title>LINDE PLC COMMON STOCK EUR.001</title>
        <cusip>G5494J103</cusip>
        <identifiers>
          <isin value="IE00BZ12WP82"/>
          <ticker value="LIN "/>
        </identifiers>
        <balance>108153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23025773.7</valUSD>
        <pctVal>0.2353798609</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>Yamaha Motor Co. Ltd.</name>
        <lei>N/A</lei>
        <title>YAMAHA MOTOR CO LTD COMMON STOCK</title>
        <cusip>698526001</cusip>
        <identifiers>
          <isin value="JP3942800008"/>
          <ticker value="7272 "/>
        </identifiers>
        <balance>58213</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1166179.61</valUSD>
        <pctVal>0.0119212148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Yamato Holdings Co. Ltd.</name>
        <lei>N/A</lei>
        <title>YAMATO HOLDINGS CO LTD COMMON STOCK</title>
        <cusip>698556008</cusip>
        <identifiers>
          <isin value="JP3940000007"/>
          <ticker value="9064 "/>
        </identifiers>
        <balance>64093</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1092759.42</valUSD>
        <pctVal>0.0111706805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Yokogawa Electric Corporation</name>
        <lei>N/A</lei>
        <title>YOKOGAWA ELECTRIC CORP COMMON STOCK</title>
        <cusip>698642006</cusip>
        <identifiers>
          <isin value="JP3955000009"/>
          <ticker value="6841 "/>
        </identifiers>
        <balance>47592</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>835766.13</valUSD>
        <pctVal>0.0085435789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>47339</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969502.72</valUSD>
        <pctVal>0.0099106948</pctVal>
        <payoffProfile>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="432708.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Clariant AG</name>
        <lei>N/A</lei>
        <title>CLARIANT AG COMMON STOCK CHF3.7</title>
        <cusip>711399907</cusip>
        <identifiers>
          <isin value="CH0012142631"/>
          <ticker value="CLN "/>
        </identifiers>
        <balance>41512</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>927725.39</valUSD>
        <pctVal>0.0094836280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="36721.680000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>17467</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>899201.16</valUSD>
        <pctVal>0.0091920405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>15114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>843210.06</valUSD>
        <pctVal>0.0086196742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>27879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1129099.5</valUSD>
        <pctVal>0.0115421652</pctVal>
        <payoffProfile>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="97560.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Quanta Services Inc.</name>
        <lei>SHVRXXEACT60MMH07S24</lei>
        <title>QUANTA SERVICES INC COMMON STOCK USD.00001</title>
        <cusip>74762E102</cusip>
        <identifiers>
          <isin value="US74762E1029"/>
          <ticker value="PWR "/>
        </identifiers>
        <balance>28649</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1166300.79</valUSD>
        <pctVal>0.0119224536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>34698</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>873001.68</valUSD>
        <pctVal>0.0089242176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ralph Lauren Corporation</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>RALPH LAUREN CORP COMMON STOCK USD.01</title>
        <cusip>751212101</cusip>
        <identifiers>
          <isin value="US7512121010"/>
          <ticker value="RL "/>
        </identifiers>
        <balance>10013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1173723.86</valUSD>
        <pctVal>0.0119983355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tenaris S.A.</name>
        <lei>549300Y7C05BKC4HZB40</lei>
        <title>TENARIS SA COMMON STOCK USD1.</title>
        <cusip>753851906</cusip>
        <identifiers>
          <isin value="LU0156801721"/>
          <ticker value="TEN "/>
        </identifiers>
        <balance>98074</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1111170.91</valUSD>
        <pctVal>0.0113588910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>18551</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>847224.17</valUSD>
        <pctVal>0.0086607082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EMS-CHEMIE HOLDING AG</name>
        <lei>N/A</lei>
        <title>EMS-CHEMIE HOLDING AG COMMON STOCK CHF.01</title>
        <cusip>763561909</cusip>
        <identifiers>
          <isin value="CH0016440353"/>
          <ticker value="EMSN "/>
        </identifiers>
        <balance>1709</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1123555.6</valUSD>
        <pctVal>0.0114854929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covivio</name>
        <lei>N/A</lei>
        <title>COVIVIO REIT EUR3.0</title>
        <cusip>774563902</cusip>
        <identifiers>
          <isin value="FR0000064578"/>
          <ticker value="COV "/>
        </identifiers>
        <balance>9967</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1131950.61</valUSD>
        <pctVal>0.0115713105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rollins Inc.</name>
        <lei>549300F2A0BXT4SGWD84</lei>
        <title>ROLLINS INC COMMON STOCK USD1.0</title>
        <cusip>775711104</cusip>
        <identifiers>
          <isin value="US7757111049"/>
          <ticker value="ROL "/>
        </identifiers>
        <balance>28348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>940019.68</valUSD>
        <pctVal>0.0096093058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ryder System Inc.</name>
        <lei>ZXJ6Y2OSPZXIVGRILD15</lei>
        <title>RYDER SYSTEM INC COMMON STOCK USD.5</title>
        <cusip>783549108</cusip>
        <identifiers>
          <isin value="US7835491082"/>
          <ticker value="R "/>
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        <balance>20431</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1109607.61</valUSD>
        <pctVal>0.0113429103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>30291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>811192.98</valUSD>
        <pctVal>0.0082923811</pctVal>
        <payoffProfile>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="526014.540000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Silgan Holdings Inc.</name>
        <lei>KAF673KJXD92C8KSLU49</lei>
        <title>SILGAN HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>827048109</cusip>
        <identifiers>
          <isin value="US8270481091"/>
          <ticker value="SLGN "/>
        </identifiers>
        <balance>29727</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>923915.16</valUSD>
        <pctVal>0.0094446782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sprouts Farmers Market Inc.</name>
        <lei>N/A</lei>
        <title>SPROUTS FARMERS MARKET INC COMMON STOCK USD.001</title>
        <cusip>85208M102</cusip>
        <identifiers>
          <isin value="US85208M1027"/>
          <ticker value="SFM "/>
        </identifiers>
        <balance>45292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>876400.2</valUSD>
        <pctVal>0.0089589588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>12160</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1018035.2</valUSD>
        <pctVal>0.0104068157</pctVal>
        <payoffProfile>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="1003367.300000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Telephone and Data Systems Inc.</name>
        <lei>N/A</lei>
        <title>TELEPHONE and DATA SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>879433829</cusip>
        <identifiers>
          <isin value="US8794338298"/>
          <ticker value="TDS "/>
        </identifiers>
        <balance>37496</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>953523.28</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>Teradata Corporation</name>
        <lei>549300JU9SOUHV4U4R71</lei>
        <title>TERADATA CORP COMMON STOCK USD.01</title>
        <cusip>88076W103</cusip>
        <identifiers>
          <isin value="US88076W1036"/>
          <ticker value="TDC "/>
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        <balance>43130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1154590.1</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>Terex Corporation</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
        <title>TEREX CORP COMMON STOCK USD.01</title>
        <cusip>880779103</cusip>
        <identifiers>
          <isin value="US8807791038"/>
          <ticker value="TEX "/>
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        <balance>35989</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1071752.42</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>Texas Capital Bancshares Inc.</name>
        <lei>549300466Q2SXRX0YM48</lei>
        <title>TEXAS CAPITAL BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>88224Q107</cusip>
        <identifiers>
          <isin value="US88224Q1076"/>
          <ticker value="TCBI "/>
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        <balance>19292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1095206.84</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>TreeHouse Foods Inc.</name>
        <lei>5493007M7EVHE470Q576</lei>
        <title>TREEHOUSE FOODS INC COMMON STOCK USD.01</title>
        <cusip>89469A104</cusip>
        <identifiers>
          <isin value="US89469A1043"/>
          <ticker value="THS "/>
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        <balance>21551</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1045223.5</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>Trinity Industries Inc.</name>
        <lei>R1JB4KXN77XFCXOQKV49</lei>
        <title>TRINITY INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>896522109</cusip>
        <identifiers>
          <isin value="US8965221091"/>
          <ticker value="TRN "/>
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        <balance>37628</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>833460.2</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>Under Armour Inc.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>UNDER ARMOUR INC COMMON STOCK USD.000333</title>
        <cusip>904311107</cusip>
        <identifiers>
          <isin value="US9043111072"/>
          <ticker value="UAA "/>
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        <balance>37891</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>818445.6</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>Genting Singapore Limited</name>
        <lei>N/A</lei>
        <title>GENTING SINGAPORE LTD COMMON STOCK USD.1</title>
        <cusip>933GHH903</cusip>
        <identifiers>
          <isin value="SGXE21576413"/>
          <ticker value="GENS "/>
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        <balance>1259221</balance>
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        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <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 "/>
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        <balance>24622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>895994.58</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>
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      <invstOrSec>
        <name>John Wiley and Sons Inc.</name>
        <lei>5493003XM719UN7E8P64</lei>
        <title>JOHN WILEY and SONS INC COMMON STOCK USD1.0</title>
        <cusip>968223206</cusip>
        <identifiers>
          <isin value="US9682232064"/>
          <ticker value="JW/A "/>
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        <balance>16772</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>813777.44</valUSD>
        <pctVal>0.0083188006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>World Wrestling Entertainment Inc.</name>
        <lei>549300WZVLSCS3L4L698</lei>
        <title>WORLD WRESTLING ENTERTAINMENT COMMON STOCK USD.01</title>
        <cusip>98156Q108</cusip>
        <identifiers>
          <isin value="US98156Q1085"/>
          <ticker value="WWE "/>
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        <balance>18194</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1180244.78</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="370498.440000000000"/>
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      <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 "/>
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        <balance>20799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>877301.82</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>WW International Inc.</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
        <title>WW INTERNATIONAL INC COMMON STOCK</title>
        <cusip>98262P101</cusip>
        <identifiers>
          <isin value="US98262P1012"/>
          <ticker value="WW"/>
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        <balance>25779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>985015.59</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>Tokyu Fudosan Holdings Corporation</name>
        <lei>N/A</lei>
        <title>TOKYU FUDOSAN HOLDINGS CORP COMMON STOCK</title>
        <cusip>ACI06Q332</cusip>
        <identifiers>
          <isin value="JP3569200003"/>
          <ticker value="3289 "/>
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        <balance>127081</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>877533.57</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Concordia Financial Group Ltd.</name>
        <lei>N/A</lei>
        <title>CONCORDIA FINANCIAL GROUP LTD COMMON STOCK</title>
        <cusip>ACI0L13V8</cusip>
        <identifiers>
          <isin value="JP3305990008"/>
          <ticker value="7186 "/>
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        <balance>219146</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>899965.98</valUSD>
        <pctVal>0.0091998588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kyushu Railway Company</name>
        <lei>N/A</lei>
        <title>KYUSHU RAILWAY CO COMMON STOCK</title>
        <cusip>ACI0Q0RP2</cusip>
        <identifiers>
          <isin value="JP3247010006"/>
          <ticker value="9142 "/>
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        <balance>33200</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Knorr-Bremse Aktiengesellschaft</name>
        <lei>N/A</lei>
        <title>KNORR-BREMSE AG COMMON STOCK</title>
        <cusip>ACI159PM3</cusip>
        <identifiers>
          <isin value="DE000KBX1006"/>
          <ticker value="KBX "/>
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        <balance>10142</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SandP500 EMINI FUT 0320</name>
        <lei>N/A</lei>
        <title>SandP500 EMINI FUT 0320</title>
        <cusip>ADI1742S2</cusip>
        <identifiers>
          <isin value="BBG00MSHZQ25"/>
          <ticker value="ESH0"/>
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        <balance>962</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>859964.48</valUSD>
        <pctVal>0.0087909454</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>CME</counterpartyName>
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              <indexBasketInfo>
                <indexName>S and P 500 Index</indexName>
                <indexIdentifier>SPX</indexIdentifier>
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      </invstOrSec>
      <invstOrSec>
        <name>MINI MSCI EAFE 0320</name>
        <lei>N/A</lei>
        <title>MINI MSCI EAFE 0320</title>
        <cusip>ADI1H6454</cusip>
        <identifiers>
          <isin value="BBG00MH6H5G2"/>
          <ticker value="MFSH0"/>
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        <balance>831</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>855787.43</valUSD>
        <pctVal>0.0087482457</pctVal>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>NYF</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI EAFE Index</indexName>
                <indexIdentifier>MXEA</indexIdentifier>
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            <expDate>2020-03-20</expDate>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Proximus SA</name>
        <lei>549300CWRXC5EP004533</lei>
        <title>PROXIMUS COMMON STOCK</title>
        <cusip>B00D9P907</cusip>
        <identifiers>
          <isin value="BE0003810273"/>
          <ticker value="PROX "/>
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        <balance>31625</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>906173.93</valUSD>
        <pctVal>0.0092633193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Millicom International Cellular S.A.</name>
        <lei>549300CTHC1CP86P2G96</lei>
        <title>MILLICOM INTERNATIONAL CELLULA SDR USD1.5</title>
        <cusip>B00L2M903</cusip>
        <identifiers>
          <isin value="SE0001174970"/>
          <ticker value="TIGO "/>
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        <balance>20105</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>965520.24</valUSD>
        <pctVal>0.0098699841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>SES S.A.</name>
        <lei>5493008JPA4HYMH1HX51</lei>
        <title>SES SA RECEIPT</title>
        <cusip>B00ZQQ907</cusip>
        <identifiers>
          <isin value="LU0088087324"/>
          <ticker value="SESGP "/>
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        <balance>75736</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1064518.18</valUSD>
        <pctVal>0.0108819857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CapitaLand Commercial Trust</name>
        <lei>5493006N1HMMKB2HAT92</lei>
        <title>CAPITALAND COMMERCIAL TRUST REIT</title>
        <cusip>B011YD901</cusip>
        <identifiers>
          <isin value="SG1P32918333"/>
          <ticker value="CCT "/>
        </identifiers>
        <balance>561894</balance>
        <units>NS</units>
        <currencyConditional curCd="SGD" exchangeRt="1.34495"/>
        <valUSD>832166.29</valUSD>
        <pctVal>0.0085067798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magellan Financial Group Limited</name>
        <lei>549300X5WFW6USQQ9U26</lei>
        <title>MAGELLAN FINANCIAL GROUP LTD COMMON STOCK</title>
        <cusip>B015YX908</cusip>
        <identifiers>
          <isin value="AU000000MFG4"/>
          <ticker value="MFG "/>
        </identifiers>
        <balance>26520</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1062520.9</valUSD>
        <pctVal>0.0108615686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J Sainsbury plc</name>
        <lei>N/A</lei>
        <title>J SAINSBURY PLC COMMON STOCK GBP.285714</title>
        <cusip>B019KW907</cusip>
        <identifiers>
          <isin value="GB00B019KW72"/>
          <ticker value="SBRY "/>
        </identifiers>
        <balance>367721</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1121273.25</valUSD>
        <pctVal>0.0114621617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Siemens Gamesa Renewable Energy S.A.</name>
        <lei>N/A</lei>
        <title>SIEMENS GAMESA RENEWABLE ENERG COMMON STOCK EUR.17</title>
        <cusip>B01CP2901</cusip>
        <identifiers>
          <isin value="ES0143416115"/>
          <ticker value="SGRE "/>
        </identifiers>
        <balance>49761</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>876324.35</valUSD>
        <pctVal>0.0089581834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>G4S plc</name>
        <lei>549300L3KWKK8X35QR12</lei>
        <title>G4S PLC COMMON STOCK GBP.25</title>
        <cusip>B01FLG907</cusip>
        <identifiers>
          <isin value="GB00B01FLG62"/>
          <ticker value="GFS "/>
        </identifiers>
        <balance>323087</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>934322.26</valUSD>
        <pctVal>0.0095510642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LANXESS AG</name>
        <lei>N/A</lei>
        <title>LANXESS AG COMMON STOCK</title>
        <cusip>B05M8B904</cusip>
        <identifiers>
          <isin value="DE0005470405"/>
          <ticker value="LXS "/>
        </identifiers>
        <balance>17281</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1160303.43</valUSD>
        <pctVal>0.0118611458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEEK Limited</name>
        <lei>549300209NEKXBC8QO27</lei>
        <title>SEEK LTD COMMON STOCK</title>
        <cusip>B0767Y908</cusip>
        <identifiers>
          <isin value="AU000000SEK6"/>
          <ticker value="SEK "/>
        </identifiers>
        <balance>69737</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1103775.58</valUSD>
        <pctVal>0.0112832926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Recordati S.p.A.</name>
        <lei>N/A</lei>
        <title>RECORDATI SPA COMMON STOCK EUR.125</title>
        <cusip>B07DRZ908</cusip>
        <identifiers>
          <isin value="IT0003828271"/>
          <ticker value="REC "/>
        </identifiers>
        <balance>21796</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>918803.83</valUSD>
        <pctVal>0.0093924278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Leonardo S.p.a.</name>
        <lei>N/A</lei>
        <title>LEONARDO FINMECCANICA S.P.A. COMMON STOCK EUR4.4</title>
        <cusip>B0DJNG904</cusip>
        <identifiers>
          <isin value="IT0003856405"/>
          <ticker value="LDO "/>
        </identifiers>
        <balance>84475</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>990666.33</valUSD>
        <pctVal>0.0101270388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMCO Corporation</name>
        <lei>N/A</lei>
        <title>SUMCO CORP COMMON STOCK</title>
        <cusip>B0M0C8905</cusip>
        <identifiers>
          <isin value="JP3322930003"/>
          <ticker value="3436 "/>
        </identifiers>
        <balance>51800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>858262.8</valUSD>
        <pctVal>0.0087735501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tsuruha Holdings Inc.</name>
        <lei>N/A</lei>
        <title>TSURUHA HOLDINGS INC COMMON STOCK</title>
        <cusip>B0MKZN903</cusip>
        <identifiers>
          <isin value="JP3536150000"/>
          <ticker value="3391 "/>
        </identifiers>
        <balance>7698</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>988407.31</valUSD>
        <pctVal>0.0101039460</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dufry AG</name>
        <lei>N/A</lei>
        <title>DUFRY AG COMMON STOCK CHF5.0</title>
        <cusip>B0R80X901</cusip>
        <identifiers>
          <isin value="CH0023405456"/>
          <ticker value="DUFN "/>
        </identifiers>
        <balance>8407</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>833648.52</valUSD>
        <pctVal>0.0085219318</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ICA Gruppen AB</name>
        <lei>549300ZEFN8VKPK9I111</lei>
        <title>ICA GRUPPEN AB COMMON STOCK SEK2.5</title>
        <cusip>B0S165900</cusip>
        <identifiers>
          <isin value="SE0000652216"/>
          <ticker value="ICA "/>
        </identifiers>
        <balance>18845</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>880286.69</valUSD>
        <pctVal>0.0089986882</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daiwa House REIT Investment Corporation</name>
        <lei>N/A</lei>
        <title>DAIWA HOUSE REIT INVESTMENT CO REIT</title>
        <cusip>B0Z6WY909</cusip>
        <identifiers>
          <isin value="JP3046390005"/>
          <ticker value="8984 "/>
        </identifiers>
        <balance>388</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1014555.4</valUSD>
        <pctVal>0.0103712436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Norsk Hydro ASA</name>
        <lei>549300N1SDN71ZZ8BO45</lei>
        <title>NORSK HYDRO ASA COMMON STOCK NOK1.098</title>
        <cusip>B11HK3901</cusip>
        <identifiers>
          <isin value="NO0005052605"/>
          <ticker value="NHY "/>
        </identifiers>
        <balance>279892</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>1040809.07</valUSD>
        <pctVal>0.0106396205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TUI AG</name>
        <lei>N/A</lei>
        <title>TUI AG COMMON STOCK</title>
        <cusip>B11LJN900</cusip>
        <identifiers>
          <isin value="DE000TUAG000"/>
          <ticker value="TUI "/>
        </identifiers>
        <balance>91693</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1157189.6</valUSD>
        <pctVal>0.0118293149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Schindler Holding AG</name>
        <lei>N/A</lei>
        <title>SCHINDLER HOLDING AG COMMON STOCK CHF.1</title>
        <cusip>B11WWH904</cusip>
        <identifiers>
          <isin value="CH0024638212"/>
          <ticker value="SCHN "/>
        </identifiers>
        <balance>4279</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.9678"/>
        <valUSD>1047893.77</valUSD>
        <pctVal>0.0107120435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Orion Oyj</name>
        <lei>N/A</lei>
        <title>ORION OYJ COMMON STOCK EUR.65</title>
        <cusip>B17NY4905</cusip>
        <identifiers>
          <isin value="FI0009014377"/>
          <ticker value="ORNBV "/>
        </identifiers>
        <balance>21741</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1006861.14</valUSD>
        <pctVal>0.0102925894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Idemitsu Kosan Co. Ltd.</name>
        <lei>549300P0R46FF6DUA630</lei>
        <title>IDEMITSU KOSAN CO LTD COMMON STOCK</title>
        <cusip>B1FF8P905</cusip>
        <identifiers>
          <isin value="JP3142500002"/>
          <ticker value="5019 "/>
        </identifiers>
        <balance>40786</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1126987.12</valUSD>
        <pctVal>0.0115205715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Natixis S.A.</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
        <title>NATIXIS SA COMMON STOCK</title>
        <cusip>B1HDJL905</cusip>
        <identifiers>
          <isin value="FR0000120685"/>
          <ticker value="KN "/>
        </identifiers>
        <balance>196495</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>875290.16</valUSD>
        <pctVal>0.0089476114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AB Electrolux</name>
        <lei>549300Y3HHZB1ZGFPJ93</lei>
        <title>ELECTROLUX AB COMMON STOCK SEK5.0</title>
        <cusip>B1KKBX907</cusip>
        <identifiers>
          <isin value="SE0000103814"/>
          <ticker value="ELUXB "/>
        </identifiers>
        <balance>46934</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>1153794.22</valUSD>
        <pctVal>0.0117946058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AB Industrivarden</name>
        <lei>549300TM1DLIQI3B3T37</lei>
        <title>INDUSTRIVARDEN AB COMMON STOCK SEK2.5</title>
        <cusip>B1VSK5909</cusip>
        <identifiers>
          <isin value="SE0000107203"/>
          <ticker value="INDUC "/>
        </identifiers>
        <balance>34654</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>835700.33</valUSD>
        <pctVal>0.0085429063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Jeronimo Martins SGPS S.A.</name>
        <lei>N/A</lei>
        <title>JERONIMO MARTINS SGPS SA COMMON STOCK EUR1.</title>
        <cusip>B1Y1SQ901</cusip>
        <identifiers>
          <isin value="PTJMT0AE0001"/>
          <ticker value="JMT "/>
        </identifiers>
        <balance>52300</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>861866.87</valUSD>
        <pctVal>0.0088103925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUEZ</name>
        <lei>549300JQIZM6CL7POC81</lei>
        <title>SUEZ COMMON STOCK EUR4.0</title>
        <cusip>B3B8D0900</cusip>
        <identifiers>
          <isin value="FR0010613471"/>
          <ticker value="SEV "/>
        </identifiers>
        <balance>71064</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1076851.28</valUSD>
        <pctVal>0.0110080603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hoshizaki Corporation</name>
        <lei>N/A</lei>
        <title>HOSHIZAKI CORP COMMON STOCK</title>
        <cusip>B3FF8W906</cusip>
        <identifiers>
          <isin value="JP3845770001"/>
          <ticker value="6465 "/>
        </identifiers>
        <balance>11300</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1007509.71</valUSD>
        <pctVal>0.0102992194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PANDORA A/S</name>
        <lei>N/A</lei>
        <title>PANDORA A/S COMMON STOCK DKK.01</title>
        <cusip>B44XTX902</cusip>
        <identifiers>
          <isin value="DK0060252690"/>
          <ticker value="PNDORA "/>
        </identifiers>
        <balance>20796</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>904389.76</valUSD>
        <pctVal>0.0092450807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wynn Macau Limited</name>
        <lei>N/A</lei>
        <title>WYNN MACAU LTD COMMON STOCK HKD.001</title>
        <cusip>B4JSTL903</cusip>
        <identifiers>
          <isin value="KYG981491007"/>
          <ticker value="1128 "/>
        </identifiers>
        <balance>324270</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>799041.35</valUSD>
        <pctVal>0.0081681617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gjensidige Forsikring ASA</name>
        <lei>N/A</lei>
        <title>GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.</title>
        <cusip>B4PH0C901</cusip>
        <identifiers>
          <isin value="NO0010582521"/>
          <ticker value="GJF "/>
        </identifiers>
        <balance>41729</balance>
        <units>NS</units>
        <currencyConditional curCd="NOK" exchangeRt="8.7793"/>
        <valUSD>875929.99</valUSD>
        <pctVal>0.0089541521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HKT Trust and HKT Limited</name>
        <lei>N/A</lei>
        <title>HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005</title>
        <cusip>B4TXDZ907</cusip>
        <identifiers>
          <isin value="HK0000093390"/>
          <ticker value="6823 "/>
        </identifiers>
        <balance>788421</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>1111110.85</valUSD>
        <pctVal>0.0113582771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Swire Properties Limited</name>
        <lei>N/A</lei>
        <title>SWIRE PROPERTIES LTD COMMON STOCK</title>
        <cusip>B67C2G906</cusip>
        <identifiers>
          <isin value="HK0000063609"/>
          <ticker value="1972 "/>
        </identifiers>
        <balance>243087</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>805309.74</valUSD>
        <pctVal>0.0082322400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PeptiDream Inc.</name>
        <lei>N/A</lei>
        <title>PEPTIDREAM INC COMMON STOCK</title>
        <cusip>B97SH9905</cusip>
        <identifiers>
          <isin value="JP3836750004"/>
          <ticker value="4587 "/>
        </identifiers>
        <balance>19500</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>996514.45</valUSD>
        <pctVal>0.0101868209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nippon Prologis REIT Inc.</name>
        <lei>N/A</lei>
        <title>NIPPON PROLOGIS REIT INC REIT</title>
        <cusip>B98BC6902</cusip>
        <identifiers>
          <isin value="JP3047550003"/>
          <ticker value="3283 "/>
        </identifiers>
        <balance>415</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>1056967.41</valUSD>
        <pctVal>0.0108047984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KION Group AG</name>
        <lei>N/A</lei>
        <title>KION GROUP AG COMMON STOCK</title>
        <cusip>BB22L9907</cusip>
        <identifiers>
          <isin value="DE000KGX8881"/>
          <ticker value="KGX "/>
        </identifiers>
        <balance>13556</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>932210.26</valUSD>
        <pctVal>0.0095294744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVEVA Group plc</name>
        <lei>N/A</lei>
        <title>AVEVA GROUP PLC COMMON STOCK GBP.0355556</title>
        <cusip>BBG9VN905</cusip>
        <identifiers>
          <isin value="GB00BBG9VN75"/>
          <ticker value="AVV "/>
        </identifiers>
        <balance>13404</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>826927.72</valUSD>
        <pctVal>0.0084532287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bank of Ireland Group plc</name>
        <lei>N/A</lei>
        <title>BANK OF IRELAND GROUP PLC COMMON STOCK EUR1.0</title>
        <cusip>BD1RP6901</cusip>
        <identifiers>
          <isin value="IE00BD1RP616"/>
          <ticker value="BIRG "/>
        </identifiers>
        <balance>200668</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1104396.76</valUSD>
        <pctVal>0.0112896426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Epiroc Aktiebolag</name>
        <lei>N/A</lei>
        <title>EPIROC AB COMMON STOCK SEK.412413</title>
        <cusip>BDZV12900</cusip>
        <identifiers>
          <isin value="SE0011166941"/>
          <ticker value="EPIB "/>
        </identifiers>
        <balance>81468</balance>
        <units>NS</units>
        <currencyConditional curCd="SEK" exchangeRt="9.36635"/>
        <valUSD>968223.06</valUSD>
        <pctVal>0.0098976135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Micro Focus International PLC</name>
        <lei>N/A</lei>
        <title>MICRO FOCUS INTERNATIONAL COMMON STOCK GBP.1</title>
        <cusip>BJ1F4N900</cusip>
        <identifiers>
          <isin value="GB00BJ1F4N75"/>
          <ticker value="MCRO "/>
        </identifiers>
        <balance>70416</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>988331.93</valUSD>
        <pctVal>0.0101031755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Budweiser Brewing Company APAC Limited</name>
        <lei>N/A</lei>
        <title>BUDWEISER BREWING CO APAC LTD COMMON STOCK USD.00001</title>
        <cusip>BKDXJH902</cusip>
        <identifiers>
          <isin value="KYG1674K1013"/>
          <ticker value="1876 "/>
        </identifiers>
        <balance>275500</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>930224.9</valUSD>
        <pctVal>0.0095091792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ISS A/S</name>
        <lei>N/A</lei>
        <title>ISS A/S COMMON STOCK DKK1.0</title>
        <cusip>BKJ9RT904</cusip>
        <identifiers>
          <isin value="DK0060542181"/>
          <ticker value="ISS "/>
        </identifiers>
        <balance>32824</balance>
        <units>NS</units>
        <currencyConditional curCd="DKK" exchangeRt="6.66185"/>
        <valUSD>787276.49</valUSD>
        <pctVal>0.0080478959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meridian Energy Limited</name>
        <lei>N/A</lei>
        <title>MERIDIAN ENERGY LTD COMMON STOCK</title>
        <cusip>BWFD05904</cusip>
        <identifiers>
          <isin value="NZMELE0002S7"/>
          <ticker value="MEL "/>
        </identifiers>
        <balance>267036</balance>
        <units>NS</units>
        <currencyConditional curCd="NZD" exchangeRt="1.485443"/>
        <valUSD>899511.71</valUSD>
        <pctVal>0.0091952151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vicinity Centres</name>
        <lei>N/A</lei>
        <title>VICINITY CENTRES REIT</title>
        <cusip>BY7QXS904</cusip>
        <identifiers>
          <isin value="AU000000VCX7"/>
          <ticker value="VCX "/>
        </identifiers>
        <balance>666988</balance>
        <units>NS</units>
        <currencyConditional curCd="AUD" exchangeRt="1.425009"/>
        <valUSD>1166602.39</valUSD>
        <pctVal>0.0119255367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altice Europe N.V.</name>
        <lei>N/A</lei>
        <title>GAMING INNOVATION GROUP INC COMMON STOCK EUR.01</title>
        <cusip>BYT341902</cusip>
        <identifiers>
          <isin value="NL0011333752"/>
          <ticker value="ATC "/>
        </identifiers>
        <balance>140455</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>909516.32</valUSD>
        <pctVal>0.0092974867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Post Insurance Co.Ltd.</name>
        <lei>54930042SK2Z708BA841</lei>
        <title>JAPAN POST INSURANCE CO LTD COMMON STOCK</title>
        <cusip>BYT815905</cusip>
        <identifiers>
          <isin value="JP3233250004"/>
          <ticker value="7181 "/>
        </identifiers>
        <balance>46800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>797777.72</valUSD>
        <pctVal>0.0081552443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Japan Post Bank Co.Ltd.</name>
        <lei>5493006JVO6N2HC2XZ76</lei>
        <title>JAPAN POST BANK CO LTD COMMON STOCK</title>
        <cusip>BYT816903</cusip>
        <identifiers>
          <isin value="JP3946750001"/>
          <ticker value="7182 "/>
        </identifiers>
        <balance>83800</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="108.655"/>
        <valUSD>804043.4</valUSD>
        <pctVal>0.0082192949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CK Infrastructure Holdings Limited</name>
        <lei>N/A</lei>
        <title>CK INFRASTRUCTURE HOLDINGS LTD COMMON STOCK HKD1.0</title>
        <cusip>BYVS6J903</cusip>
        <identifiers>
          <isin value="BMG2178K1009"/>
          <ticker value="1038 "/>
        </identifiers>
        <balance>137843</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7923"/>
        <valUSD>980984.83</valUSD>
        <pctVal>0.0100280701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JD Sports Fashion Plc</name>
        <lei>N/A</lei>
        <title>JD SPORTS FASHION PLC COMMON STOCK GBP.0025</title>
        <cusip>BYX91H902</cusip>
        <identifiers>
          <isin value="GB00BYX91H57"/>
          <ticker value="JD/ "/>
        </identifiers>
        <balance>91038</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.754945"/>
        <valUSD>1011212.11</valUSD>
        <pctVal>0.0103370670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sartorius Stedim Biotech S.A.</name>
        <lei>N/A</lei>
        <title>SARTORIUS STEDIM BIOTECH COMMON STOCK EUR.2</title>
        <cusip>BYZ2QP900</cusip>
        <identifiers>
          <isin value="FR0013154002"/>
          <ticker value="DIM "/>
        </identifiers>
        <balance>5761</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>956254.26</valUSD>
        <pctVal>0.0097752630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amundi</name>
        <lei>N/A</lei>
        <title>AMUNDI SA COMMON STOCK EUR2.5</title>
        <cusip>BYZR01906</cusip>
        <identifiers>
          <isin value="FR0004125920"/>
          <ticker value="AMUN "/>
        </identifiers>
        <balance>12593</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>990269.2</valUSD>
        <pctVal>0.0101229791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Davide Campari-Milano S.p.A.</name>
        <lei>N/A</lei>
        <title>DAVIDE CAMPARI-MILANO SPA COMMON STOCK EUR.05</title>
        <cusip>BZ4CMZ901</cusip>
        <identifiers>
          <isin value="IT0005252207"/>
          <ticker value="CPR "/>
        </identifiers>
        <balance>120876</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.891504"/>
        <valUSD>1104479.53</valUSD>
        <pctVal>0.0112904887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="695391.650000000000"/>
        </securityLending>
      </invstOrSec>
      <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>48392</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1028330</valUSD>
        <pctVal>0.0105120538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Capri Holdings Limited</name>
        <lei>N/A</lei>
        <title>CAPRI HOLDINGS LTD COMMON STOCK</title>
        <cusip>G1890L107</cusip>
        <identifiers>
          <isin value="VGG1890L1076"/>
          <ticker value="CPRI "/>
        </identifiers>
        <balance>30529</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1164681.35</valUSD>
        <pctVal>0.0119058989</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>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 "/>
        </identifiers>
        <balance>16342</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>849620.58</valUSD>
        <pctVal>0.0086852054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CyberArk Software Ltd.</name>
        <lei>N/A</lei>
        <title>CYBERARK SOFTWARE LTD COMMON STOCK ILS.01</title>
        <cusip>M2682V108</cusip>
        <identifiers>
          <isin value="IL0011334468"/>
          <ticker value="CYBR "/>
        </identifiers>
        <balance>8000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>932640</valUSD>
        <pctVal>0.0095338674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</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>2020-01-30</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>
</edgarSubmission>
