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      <invstOrSec>
        <name>Autoliv Inc.</name>
        <lei>A23RUXWKASG834LTMK28</lei>
        <title>AUTOLIV INC COMMON STOCK USD1.0</title>
        <cusip>052800109</cusip>
        <identifiers>
          <isin value="US0528001094"/>
          <ticker value="ALV "/>
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        <balance>2569</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165726.19</valUSD>
        <pctVal>0.1528598207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</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>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 "/>
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        <balance>6612</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>248478.96</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>3306</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97163.34</valUSD>
        <pctVal>0.0896199371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>9371</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261310.34</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>
        <name>BandG Foods Inc.</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>BandG FOODS INC COMMON STOCK USD.01</title>
        <cusip>05508R106</cusip>
        <identifiers>
          <isin value="US05508R1068"/>
          <ticker value="BGS "/>
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        <balance>1941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47321.58</valUSD>
        <pctVal>0.0436477073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46170.000000000000"/>
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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>1477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13706.56</valUSD>
        <pctVal>0.0126424333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOK Financial Corporation</name>
        <lei>GRI2NT5QHYW751NMR949</lei>
        <title>BOK FINANCIAL CORP COMMON STOCK USD.00006</title>
        <cusip>05561Q201</cusip>
        <identifiers>
          <isin value="US05561Q2012"/>
          <ticker value="BOKF "/>
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        <balance>268</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15125.92</valUSD>
        <pctVal>0.0139515994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BK Technologies Corporation</name>
        <lei>N/A</lei>
        <title>BK TECHNOLOGIES CORP COMMON STOCK USD.6</title>
        <cusip>05587G104</cusip>
        <identifiers>
          <isin value="US05587G1040"/>
          <ticker value="BKTI "/>
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        <balance>2100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7119</valUSD>
        <pctVal>0.0065663071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2274</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57168.36</valUSD>
        <pctVal>0.0527300197</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Balchem Corporation</name>
        <lei>N/A</lei>
        <title>BALCHEM CORP COMMON STOCK USD.0667</title>
        <cusip>057665200</cusip>
        <identifiers>
          <isin value="US0576652004"/>
          <ticker value="BCPC "/>
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        <balance>4584</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>434838.24</valUSD>
        <pctVal>0.4010790050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ballantyne Strong Inc.</name>
        <lei>549300JFWJCH6F31CJ75</lei>
        <title>BALLANTYNE STRONG INC COMMON STOCK USD.01</title>
        <cusip>058516105</cusip>
        <identifiers>
          <isin value="US0585161054"/>
          <ticker value="BTN "/>
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        <balance>1114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1826.96</valUSD>
        <pctVal>0.0016851216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BancFirst Corporation</name>
        <lei>549300EJEHGBP4IO2J30</lei>
        <title>BANCFIRST CORP COMMON STOCK USD1.0</title>
        <cusip>05945F103</cusip>
        <identifiers>
          <isin value="US05945F1030"/>
          <ticker value="BANF "/>
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        <balance>230</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9331.1</valUSD>
        <pctVal>0.0086066679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>BANCORP INC/THE COMMON STOCK USD1.0</title>
        <cusip>05969A105</cusip>
        <identifiers>
          <isin value="US05969A1051"/>
          <ticker value="TBBK "/>
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        <balance>4825</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47285</valUSD>
        <pctVal>0.0436139672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BancorpSouth Bank</name>
        <lei>N/A</lei>
        <title>BANCORPSOUTH BANK COMMON STOCK</title>
        <cusip>05971J102</cusip>
        <identifiers>
          <isin value="US05971J1025"/>
          <ticker value="BXS "/>
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        <balance>2714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61716.36</valUSD>
        <pctVal>0.0569249297</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15378.6</valUSD>
        <pctVal>0.0141846623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18064.86</valUSD>
        <pctVal>0.0166623710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>5996</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140726.12</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="130213.000000000000"/>
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      <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 "/>
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        <balance>2506</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18995.48</valUSD>
        <pctVal>0.0175207411</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>BankFinancial Corporation</name>
        <lei>N/A</lei>
        <title>BANKFINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>06643P104</cusip>
        <identifiers>
          <isin value="US06643P1049"/>
          <ticker value="BFIN "/>
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        <balance>2146</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18026.4</valUSD>
        <pctVal>0.0166268969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BankUnited Inc.</name>
        <lei>96OVUWEW5D4YX6PFXD91</lei>
        <title>BANKUNITED INC COMMON STOCK USD.01</title>
        <cusip>06652K103</cusip>
        <identifiers>
          <isin value="US06652K1034"/>
          <ticker value="BKU "/>
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        <balance>2793</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56558.25</valUSD>
        <pctVal>0.0521672764</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>Banner Corporation</name>
        <lei>N/A</lei>
        <title>BANNER CORP COMMON STOCK USD.01</title>
        <cusip>06652V208</cusip>
        <identifiers>
          <isin value="US06652V2088"/>
          <ticker value="BANR "/>
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        <balance>3129</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118902</valUSD>
        <pctVal>0.1096708879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="20886.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Bar Harbor Bankshares</name>
        <lei>N/A</lei>
        <title>BAR HARBOR BANKSHARES COMMON STOCK USD2.0</title>
        <cusip>066849100</cusip>
        <identifiers>
          <isin value="US0668491006"/>
          <ticker value="BHB "/>
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        <balance>1690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37839.1</valUSD>
        <pctVal>0.0349014120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barnes 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 "/>
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        <balance>6174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9878.4</valUSD>
        <pctVal>0.0091114775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Barnes Group Inc.</name>
        <lei>G1MSYD2DQZX30V5DMX12</lei>
        <title>BARNES GROUP INC COMMON STOCK USD.01</title>
        <cusip>067806109</cusip>
        <identifiers>
          <isin value="US0678061096"/>
          <ticker value="B "/>
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        <balance>2872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113616.32</valUSD>
        <pctVal>0.1047955685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="29800.000000000000"/>
        </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>2333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17147.55</valUSD>
        <pctVal>0.0158162775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85676.13</valUSD>
        <pctVal>0.0790245517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cabot 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>1132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41940.6</valUSD>
        <pctVal>0.0386844867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>618</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9504.84</valUSD>
        <pctVal>0.0087669193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Home Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>HOME BANCORP INC COMMON STOCK USD.01</title>
        <cusip>43689E107</cusip>
        <identifiers>
          <isin value="US43689E1073"/>
          <ticker value="HBCP "/>
        </identifiers>
        <balance>902</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24128.5</valUSD>
        <pctVal>0.0222552524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1732</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42624.52</valUSD>
        <pctVal>0.0393153097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HomeTrust Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>HOMETRUST BANCSHARES INC COMMON STOCK</title>
        <cusip>437872104</cusip>
        <identifiers>
          <isin value="US4378721041"/>
          <ticker value="HTBI "/>
        </identifiers>
        <balance>560</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8960</valUSD>
        <pctVal>0.0082643787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2121</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41253.45</valUSD>
        <pctVal>0.0380506845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>11326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104425.72</valUSD>
        <pctVal>0.0963184928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Horace Mann Educators Corporation</name>
        <lei>N/A</lei>
        <title>HORACE MANN EDUCATORS CORP COMMON STOCK USD.001</title>
        <cusip>440327104</cusip>
        <identifiers>
          <isin value="US4403271046"/>
          <ticker value="HMN "/>
        </identifiers>
        <balance>3603</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132338.19</valUSD>
        <pctVal>0.1220639417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="21288.000000000000"/>
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      </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>3249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34731.81</valUSD>
        <pctVal>0.0320353605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Therapeutics Public Limited Company</name>
        <lei>N/A</lei>
        <title>HORIZON THERAPEUTICS PLC COMMON STOCK USD.0001</title>
        <cusip>44047T109</cusip>
        <identifiers>
          <isin value="IE00BQPVQZ61"/>
          <ticker value="HZNP "/>
        </identifiers>
        <balance>9679</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>537958.82</valUSD>
        <pctVal>0.4961936841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Global Corporation</name>
        <lei>549300D1ZZV3IWN54G85</lei>
        <title>HORIZON GLOBAL CORP COMMON STOCK USD.01</title>
        <cusip>44052W104</cusip>
        <identifiers>
          <isin value="US44052W1045"/>
          <ticker value="HZN "/>
        </identifiers>
        <balance>878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1931.6</valUSD>
        <pctVal>0.0017816377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>25283</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>406550.64</valUSD>
        <pctVal>0.3749875498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>3089</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217959.84</valUSD>
        <pctVal>0.2010382430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Premier Inc.</name>
        <lei>N/A</lei>
        <title>PREMIER INC COMMON STOCK USD.01</title>
        <cusip>74051N102</cusip>
        <identifiers>
          <isin value="US74051N1028"/>
          <ticker value="PINC "/>
        </identifiers>
        <balance>1879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64412.12</valUSD>
        <pctVal>0.0594114009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PREMIER FINANCIAL CORP COMMON STOCK</name>
        <lei>N/A</lei>
        <title>PREMIER FINANCIAL CORP COMMON STOCK</title>
        <cusip>74052F108</cusip>
        <identifiers>
          <isin value="US74052F1084"/>
          <ticker value="PFC"/>
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        <balance>3941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69637.47</valUSD>
        <pctVal>0.0642310740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="38472.000000000000"/>
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      <invstOrSec>
        <name>Prestige Consumer Healthcare 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>1934</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72641.04</valUSD>
        <pctVal>0.0670014579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>4455</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>268770.15</valUSD>
        <pctVal>0.2479038282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Primoris Services Corporation</name>
        <lei>549300UF3OLBJ8D5K349</lei>
        <title>PRIMORIS SERVICES CORP COMMON STOCK USD.0001</title>
        <cusip>74164F103</cusip>
        <identifiers>
          <isin value="US74164F1030"/>
          <ticker value="PRIM "/>
        </identifiers>
        <balance>3474</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61698.24</valUSD>
        <pctVal>0.0569082165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ProAssurance Corporation</name>
        <lei>54930015E5J57R675E89</lei>
        <title>PROASSURANCE CORP COMMON STOCK USD.01</title>
        <cusip>74267C106</cusip>
        <identifiers>
          <isin value="US74267C1062"/>
          <ticker value="PRA "/>
        </identifiers>
        <balance>2100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30387</valUSD>
        <pctVal>0.0280278655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12202.36</valUSD>
        <pctVal>0.0112550138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>295</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17517.1</valUSD>
        <pctVal>0.0161571371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1154</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17390.78</valUSD>
        <pctVal>0.0160406241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>887</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69993.17</valUSD>
        <pctVal>0.0645591588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="59160.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Provident Financial Holdings Inc.</name>
        <lei>N/A</lei>
        <title>PROVIDENT FINANCIAL HOLDINGS I COMMON STOCK USD.01</title>
        <cusip>743868101</cusip>
        <identifiers>
          <isin value="US7438681014"/>
          <ticker value="PROV "/>
        </identifiers>
        <balance>1778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23842.98</valUSD>
        <pctVal>0.0219918991</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 National Inc.</name>
        <lei>N/A</lei>
        <title>SCHNEIDER NATIONAL INC COMMON STOCK</title>
        <cusip>80689H102</cusip>
        <identifiers>
          <isin value="US80689H1023"/>
          <ticker value="SNDR "/>
        </identifiers>
        <balance>2862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70605.54</valUSD>
        <pctVal>0.0651239866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66856.02</valUSD>
        <pctVal>0.0616655655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1971</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65851.11</valUSD>
        <pctVal>0.0607386730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="52326.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The E.W. Scripps Company</name>
        <lei>549300U1OW41QPKYW028</lei>
        <title>EW SCRIPPS CO/THE COMMON STOCK USD.01</title>
        <cusip>811054402</cusip>
        <identifiers>
          <isin value="US8110544025"/>
          <ticker value="SSP "/>
        </identifiers>
        <balance>5843</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51126.25</valUSD>
        <pctVal>0.0471569968</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46626.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seaboard Corporation</name>
        <lei>87Q3KOXT29OW9W9YPT70</lei>
        <title>SEABOARD CORP COMMON STOCK USD1.0</title>
        <cusip>811543107</cusip>
        <identifiers>
          <isin value="US8115431079"/>
          <ticker value="SEB "/>
        </identifiers>
        <balance>52</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152558.64</valUSD>
        <pctVal>0.1407145506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="150576.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SeaChange International Inc.</name>
        <lei>N/A</lei>
        <title>SEACHANGE INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>811699107</cusip>
        <identifiers>
          <isin value="US8116991071"/>
          <ticker value="SEAC "/>
        </identifiers>
        <balance>5428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8196.28</valUSD>
        <pctVal>0.0075599511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Seacoast Banking Corporation of Florida</name>
        <lei>549300V6IC06XYQYPG88</lei>
        <title>SEACOAST BANKING CORP OF FLORI COMMON STOCK USD.1</title>
        <cusip>811707801</cusip>
        <identifiers>
          <isin value="US8117078019"/>
          <ticker value="SBCF "/>
        </identifiers>
        <balance>1191</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24296.4</valUSD>
        <pctVal>0.0224101172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEACOR Holdings Inc.</name>
        <lei>549300IQTYSR1SC4II14</lei>
        <title>SEACOR HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>811904101</cusip>
        <identifiers>
          <isin value="US8119041015"/>
          <ticker value="CKH "/>
        </identifiers>
        <balance>2419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68506.08</valUSD>
        <pctVal>0.0631875210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12215.7</valUSD>
        <pctVal>0.0112673182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Select Medical Holdings Corporation</name>
        <lei>N/A</lei>
        <title>SELECT MEDICAL HOLDINGS CORP COMMON STOCK USD.001</title>
        <cusip>81619Q105</cusip>
        <identifiers>
          <isin value="US81619Q1058"/>
          <ticker value="SEM "/>
        </identifiers>
        <balance>9218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135781.14</valUSD>
        <pctVal>0.1252395938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1409</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47638.29</valUSD>
        <pctVal>0.0439398291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="42835.000000000000"/>
        </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>2118</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29143.68</valUSD>
        <pctVal>0.0268810723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15130</valUSD>
        <pctVal>0.0139553627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>America's Car-Mart Inc.</name>
        <lei>N/A</lei>
        <title>AMERICA'S CAR-MART INC/TX COMMON STOCK USD.01</title>
        <cusip>03062T105</cusip>
        <identifiers>
          <isin value="US03062T1051"/>
          <ticker value="CRMT "/>
        </identifiers>
        <balance>820</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72053.4</valUSD>
        <pctVal>0.0664594401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="8122.000000000000"/>
        </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>15867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>374302.53</valUSD>
        <pctVal>0.3452430640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>28769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>433836.52</valUSD>
        <pctVal>0.4001550549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>19605</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241337.55</valUSD>
        <pctVal>0.2226009939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="194535.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ampco-Pittsburgh Corporation</name>
        <lei>N/A</lei>
        <title>AMPCO-PITTSBURGH CORP COMMON STOCK USD1.0</title>
        <cusip>032037103</cusip>
        <identifiers>
          <isin value="US0320371034"/>
          <ticker value="AP "/>
        </identifiers>
        <balance>1644</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5047.08</valUSD>
        <pctVal>0.0046552433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>600</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13476</valUSD>
        <pctVal>0.0124297731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Amtech Systems Inc.</name>
        <lei>N/A</lei>
        <title>AMTECH SYSTEMS INC COMMON STOCK USD.01</title>
        <cusip>032332504</cusip>
        <identifiers>
          <isin value="US0323325045"/>
          <ticker value="ASYS "/>
        </identifiers>
        <balance>2404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11707.48</valUSD>
        <pctVal>0.0107985545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Andersons Inc.</name>
        <lei>L38MWB8MVRFV7HVJPU11</lei>
        <title>ANDERSONS INC/THE COMMON STOCK</title>
        <cusip>034164103</cusip>
        <identifiers>
          <isin value="US0341641035"/>
          <ticker value="ANDE "/>
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        <balance>3784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52067.84</valUSD>
        <pctVal>0.0480254852</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>AngioDynamics Inc.</name>
        <lei>549300W3VKC5ZKMO8C28</lei>
        <title>ANGIODYNAMICS INC COMMON STOCK USD.01</title>
        <cusip>03475V101</cusip>
        <identifiers>
          <isin value="US03475V1017"/>
          <ticker value="ANGO "/>
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        <balance>5377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54684.09</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>Anika Therapeutics Inc.</name>
        <lei>N/A</lei>
        <title>ANIKA THERAPEUTICS INC COMMON STOCK USD.01</title>
        <cusip>035255108</cusip>
        <identifiers>
          <isin value="US0352551081"/>
          <ticker value="ANIK "/>
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        <balance>533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20110.09</valUSD>
        <pctVal>0.0185488169</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>Antero Resources Corporation</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>ANTERO RESOURCES CORP COMMON STOCK USD.01</title>
        <cusip>03674X106</cusip>
        <identifiers>
          <isin value="US03674X1063"/>
          <ticker value="AR "/>
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        <balance>20791</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52809.14</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="47970.000000000000"/>
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      <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 "/>
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        <balance>368</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4968</valUSD>
        <pctVal>0.0045823028</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>Apogee Enterprises Inc.</name>
        <lei>549300579S7QW8V4IJ60</lei>
        <title>APOGEE ENTERPRISES INC COMMON STOCK USD.333</title>
        <cusip>037598109</cusip>
        <identifiers>
          <isin value="US0375981091"/>
          <ticker value="APOG "/>
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        <balance>1785</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41126.4</valUSD>
        <pctVal>0.0379334982</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>Applied Industrial Technologies Inc.</name>
        <lei>549300NU173IJRC6PO38</lei>
        <title>APPLIED INDUSTRIAL TECHNOLOGIE COMMON STOCK</title>
        <cusip>03820C105</cusip>
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          <isin value="US03820C1053"/>
          <ticker value="AIT "/>
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        <balance>205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12789.95</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aramark</name>
        <lei>549300MR6PG2DWZUIL39</lei>
        <title>ARAMARK COMMON STOCK USD.01</title>
        <cusip>03852U106</cusip>
        <identifiers>
          <isin value="US03852U1060"/>
          <ticker value="ARMK "/>
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        <balance>8199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185051.43</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>ArcBest Corporation</name>
        <lei>5493006S3KBNE8ZS3J23</lei>
        <title>ARCBEST CORP COMMON STOCK USD.01</title>
        <cusip>03937C105</cusip>
        <identifiers>
          <isin value="US03937C1053"/>
          <ticker value="ARCB "/>
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        <balance>3042</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80643.42</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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      <invstOrSec>
        <name>ARCH RESOURCES INC COMMON STOCK USD.01</name>
        <lei>N/A</lei>
        <title>ARCH RESOURCES INC COMMON STOCK USD.01</title>
        <cusip>03940R107</cusip>
        <identifiers>
          <isin value="US03940R1077"/>
          <ticker value="ARCH"/>
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        <balance>1502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42671.82</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>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>9027</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58585.23</valUSD>
        <pctVal>0.0540368891</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>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 "/>
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        <balance>4310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>181882</valUSD>
        <pctVal>0.1677613533</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>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 "/>
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        <balance>7022</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>442034.9</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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      <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 "/>
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        <balance>1011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8633.94</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ingles Markets Incorporated</name>
        <lei>N/A</lei>
        <title>INGLES MARKETS INC COMMON STOCK USD.05</title>
        <cusip>457030104</cusip>
        <identifiers>
          <isin value="US4570301048"/>
          <ticker value="IMKTA "/>
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        <balance>2495</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107459.65</valUSD>
        <pctVal>0.0991168797</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>Ingredion Incorporated</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>INGREDION INC COMMON STOCK USD.01</title>
        <cusip>457187102</cusip>
        <identifiers>
          <isin value="US4571871023"/>
          <ticker value="INGR "/>
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        <balance>3024</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250992</valUSD>
        <pctVal>0.2315059081</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>Insight Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>INSIGHT ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>45765U103</cusip>
        <identifiers>
          <isin value="US45765U1034"/>
          <ticker value="NSIT "/>
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        <balance>2944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144844.8</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Innospec Inc.</name>
        <lei>N/A</lei>
        <title>INNOSPEC INC COMMON STOCK USD.01</title>
        <cusip>45768S105</cusip>
        <identifiers>
          <isin value="US45768S1050"/>
          <ticker value="IOSP "/>
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        <balance>1994</balance>
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        <curCd>USD</curCd>
        <valUSD>154036.5</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>Kimball Electronics Inc.</name>
        <lei>549300COBYN2GZCBIU87</lei>
        <title>KIMBALL ELECTRONICS INC COMMON STOCK</title>
        <cusip>49428J109</cusip>
        <identifiers>
          <isin value="US49428J1097"/>
          <ticker value="KE "/>
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        <balance>3614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48933.56</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>Kirby Corporation</name>
        <lei>I7NO6FZO5GUCG585T325</lei>
        <title>KIRBY CORP COMMON STOCK USD.1</title>
        <cusip>497266106</cusip>
        <identifiers>
          <isin value="US4972661064"/>
          <ticker value="KEX "/>
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        <balance>2094</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112154.64</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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>12673</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>528590.83</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <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 "/>
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        <balance>6866</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104775.16</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>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 "/>
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        <balance>9676</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>200970.52</valUSD>
        <pctVal>0.1853679111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>4157</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127744.61</valUSD>
        <pctVal>0.1178269903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kosmos Energy Ltd.</name>
        <lei>N/A</lei>
        <title>KOSMOS ENERGY LTD COMMON STOCK USD.01</title>
        <cusip>500688106</cusip>
        <identifiers>
          <isin value="US5006881065"/>
          <ticker value="KOS "/>
        </identifiers>
        <balance>13783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22879.78</valUSD>
        <pctVal>0.0211034784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraton Corporation</name>
        <lei>N/A</lei>
        <title>KRATON CORP COMMON STOCK USD.01</title>
        <cusip>50077C106</cusip>
        <identifiers>
          <isin value="US50077C1062"/>
          <ticker value="KRA "/>
        </identifiers>
        <balance>3085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53308.8</valUSD>
        <pctVal>0.0491701017</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kronos Worldwide Inc.</name>
        <lei>549300OBZ34C65APL277</lei>
        <title>KRONOS WORLDWIDE INC COMMON STOCK USD.01</title>
        <cusip>50105F105</cusip>
        <identifiers>
          <isin value="US50105F1057"/>
          <ticker value="KRO "/>
        </identifiers>
        <balance>1438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14969.58</valUSD>
        <pctVal>0.0138073971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kulicke and Soffa Industries Inc.</name>
        <lei>N/A</lei>
        <title>KULICKE and SOFFA INDUSTRIES INC COMMON STOCK</title>
        <cusip>501242101</cusip>
        <identifiers>
          <isin value="US5012421013"/>
          <ticker value="KLIC "/>
        </identifiers>
        <balance>5571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116043.93</valUSD>
        <pctVal>0.1070347079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4022</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>701115.04</valUSD>
        <pctVal>0.6466830577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ligand Pharmaceuticals Incorporated</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>LIGAND PHARMACEUTICALS INC COMMON STOCK USD.001</title>
        <cusip>53220K504</cusip>
        <identifiers>
          <isin value="US53220K5048"/>
          <ticker value="LGND "/>
        </identifiers>
        <balance>163</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18231.55</valUSD>
        <pctVal>0.0168161198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lifetime Brands Inc.</name>
        <lei>549300GS38DC0OHLYK32</lei>
        <title>LIFETIME BRANDS INC COMMON STOCK USD.01</title>
        <cusip>53222Q103</cusip>
        <identifiers>
          <isin value="US53222Q1031"/>
          <ticker value="LCUT "/>
        </identifiers>
        <balance>2931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19696.32</valUSD>
        <pctVal>0.0181671705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2883.51</valUSD>
        <pctVal>0.0026596449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meta Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>META FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>59100U108</cusip>
        <identifiers>
          <isin value="US59100U1088"/>
          <ticker value="CASH "/>
        </identifiers>
        <balance>2595</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47151.15</valUSD>
        <pctVal>0.0434905089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Methode Electronics Inc.</name>
        <lei>N/A</lei>
        <title>METHODE ELECTRONICS INC COMMON STOCK USD.5</title>
        <cusip>591520200</cusip>
        <identifiers>
          <isin value="US5915202007"/>
          <ticker value="MEI "/>
        </identifiers>
        <balance>1177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36793.02</valUSD>
        <pctVal>0.0339365458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Middleby Corporation</name>
        <lei>JDFO86U9VQRBKW5KYA35</lei>
        <title>MIDDLEBY CORP/THE COMMON STOCK USD.01</title>
        <cusip>596278101</cusip>
        <identifiers>
          <isin value="US5962781010"/>
          <ticker value="MIDD "/>
        </identifiers>
        <balance>1622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128040.68</valUSD>
        <pctVal>0.1181000745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="58384.000000000000"/>
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      </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>670</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10016.5</valUSD>
        <pctVal>0.0092388559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1343</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26860</valUSD>
        <pctVal>0.0247746888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Herman Miller Inc.</name>
        <lei>U98HXD3PNK7HYU2MU887</lei>
        <title>HERMAN MILLER INC COMMON STOCK USD.2</title>
        <cusip>600544100</cusip>
        <identifiers>
          <isin value="US6005441000"/>
          <ticker value="MLHR "/>
        </identifiers>
        <balance>533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12584.13</valUSD>
        <pctVal>0.0116071446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50787.62</valUSD>
        <pctVal>0.0468446568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>2502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>117418.86</valUSD>
        <pctVal>0.1083028934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4866.4</valUSD>
        <pctVal>0.0044885907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mobile Mini Inc.</name>
        <lei>N/A</lei>
        <title>MOBILE MINI INC COMMON STOCK USD.01</title>
        <cusip>60740F105</cusip>
        <identifiers>
          <isin value="US60740F1057"/>
          <ticker value="MINI "/>
        </identifiers>
        <balance>4027</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118796.5</valUSD>
        <pctVal>0.1095735785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Modine Manufacturing Company</name>
        <lei>Z35SZFYJR8GZZRSIUU09</lei>
        <title>MODINE MANUFACTURING CO COMMON STOCK USD.625</title>
        <cusip>607828100</cusip>
        <identifiers>
          <isin value="US6078281002"/>
          <ticker value="MOD "/>
        </identifiers>
        <balance>5862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32358.24</valUSD>
        <pctVal>0.0298460658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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 "/>
        </identifiers>
        <balance>3916</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398492.16</valUSD>
        <pctVal>0.3675547004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43554.24</valUSD>
        <pctVal>0.0401728497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58346.28</valUSD>
        <pctVal>0.0538164903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="53600.000000000000"/>
        </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>615</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2429.25</valUSD>
        <pctVal>0.0022406520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moog Inc.</name>
        <lei>549300WM2I4U7OBAHG07</lei>
        <title>MOOG INC COMMON STOCK USD1.0</title>
        <cusip>615394202</cusip>
        <identifiers>
          <isin value="US6153942023"/>
          <ticker value="MOG/A "/>
        </identifiers>
        <balance>1748</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92609.04</valUSD>
        <pctVal>0.0854192162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1601.46</valUSD>
        <pctVal>0.0014771286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1894</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>210574.92</valUSD>
        <pctVal>0.1942266609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1296</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25168.32</valUSD>
        <pctVal>0.0232143446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1287</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149150.43</valUSD>
        <pctVal>0.1375709415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1746</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2252.34</valUSD>
        <pctVal>0.0020774766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69384</valUSD>
        <pctVal>0.0639972825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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</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>11335</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>132846.2</valUSD>
        <pctVal>0.1225325117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2528</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26468.16</valUSD>
        <pctVal>0.0244132698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2162</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70286.62</valUSD>
        <pctVal>0.0648298264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>7553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>358238.79</valUSD>
        <pctVal>0.3304264534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="134160.000000000000"/>
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      </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>1672</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34543.52</valUSD>
        <pctVal>0.0318616887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Strattec Security Corporation</name>
        <lei>549300Z394OP8S8TSR40</lei>
        <title>STRATTEC SECURITY CORP COMMON STOCK USD.01</title>
        <cusip>863111100</cusip>
        <identifiers>
          <isin value="US8631111007"/>
          <ticker value="STRT "/>
        </identifiers>
        <balance>924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14728.56</valUSD>
        <pctVal>0.0135850890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Stratus Properties Inc.</name>
        <lei>5493008I6ZRDZWT8ZZ15</lei>
        <title>STRATUS PROPERTIES INC COMMON STOCK USD.01</title>
        <cusip>863167201</cusip>
        <identifiers>
          <isin value="US8631672016"/>
          <ticker value="STRS "/>
        </identifiers>
        <balance>1025</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20305.25</valUSD>
        <pctVal>0.0187288254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>5018</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80689.44</valUSD>
        <pctVal>0.0744250099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="75019.000000000000"/>
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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>6433</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19041.68</valUSD>
        <pctVal>0.0175633543</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Super Micro Computer Inc.</name>
        <lei>54930022CZO1N2UGVW07</lei>
        <title>SUPER MICRO COMPUTER INC COMMON STOCK USD.001</title>
        <cusip>86800U104</cusip>
        <identifiers>
          <isin value="US86800U1043"/>
          <ticker value="SMCI "/>
        </identifiers>
        <balance>4794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136101.66</valUSD>
        <pctVal>0.1255352298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="133458.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Superior Industries International Inc.</name>
        <lei>54930065O5ZIQD1F8U04</lei>
        <title>SUPERIOR INDUSTRIES INTERNATIO COMMON STOCK</title>
        <cusip>868168105</cusip>
        <identifiers>
          <isin value="US8681681057"/>
          <ticker value="SUP "/>
        </identifiers>
        <balance>1742</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2961.4</valUSD>
        <pctVal>0.0027314878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aware Inc.</name>
        <lei>N/A</lei>
        <title>AWARE INC/MA COMMON STOCK USD.01</title>
        <cusip>05453N100</cusip>
        <identifiers>
          <isin value="US05453N1000"/>
          <ticker value="AWRE "/>
        </identifiers>
        <balance>2160</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7084.8</valUSD>
        <pctVal>0.0065347623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Axcelis Technologies Inc.</name>
        <lei>N/A</lei>
        <title>AXCELIS TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>054540208</cusip>
        <identifiers>
          <isin value="US0545402085"/>
          <ticker value="ACLS "/>
        </identifiers>
        <balance>3360</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93576</valUSD>
        <pctVal>0.0863111050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="13580.000000000000"/>
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      </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>1233</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27224.64</valUSD>
        <pctVal>0.0251110195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1743</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4427.22</valUSD>
        <pctVal>0.0040835070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UFP Industries Inc.</name>
        <lei>5493007KB485C9OV5572</lei>
        <title>UFP INDUSTRIES INC COMMON STOCK</title>
        <cusip>90278Q108</cusip>
        <identifiers>
          <isin value="US90278Q1085"/>
          <ticker value="UFPI "/>
        </identifiers>
        <balance>6126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303298.26</valUSD>
        <pctVal>0.2797513033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>USA Truck Inc.</name>
        <lei>5493003Y5UNRIAHESQ33</lei>
        <title>USA TRUCK INC COMMON STOCK USD.01</title>
        <cusip>902925106</cusip>
        <identifiers>
          <isin value="US9029251066"/>
          <ticker value="USAK "/>
        </identifiers>
        <balance>1375</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10656.25</valUSD>
        <pctVal>0.0098289381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Biglari Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BIGLARI HOLDINGS INC COMMON STOCK</title>
        <cusip>08986R408</cusip>
        <identifiers>
          <isin value="US08986R4083"/>
          <ticker value="BH/A "/>
        </identifiers>
        <balance>3</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1005</valUSD>
        <pctVal>0.0009269755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>585</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12249.9</valUSD>
        <pctVal>0.0112988630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. Concrete Inc.</name>
        <lei>N/A</lei>
        <title>US CONCRETE INC COMMON STOCK USD.001</title>
        <cusip>90333L201</cusip>
        <identifiers>
          <isin value="US90333L2016"/>
          <ticker value="USCR "/>
        </identifiers>
        <balance>268</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6646.4</valUSD>
        <pctVal>0.0061303981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4282</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15458.02</valUSD>
        <pctVal>0.0142579164</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Blucora Inc.</name>
        <lei>N/A</lei>
        <title>BLUCORA INC COMMON STOCK USD.0001</title>
        <cusip>095229100</cusip>
        <identifiers>
          <isin value="US0952291005"/>
          <ticker value="BCOR "/>
        </identifiers>
        <balance>6814</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77815.88</valUSD>
        <pctVal>0.0717745425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="7287.000000000000"/>
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      </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>2384</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89662.24</valUSD>
        <pctVal>0.0827011948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61236.78</valUSD>
        <pctVal>0.0564825826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ultralife Corporation</name>
        <lei>N/A</lei>
        <title>ULTRALIFE CORP COMMON STOCK USD.1</title>
        <cusip>903899102</cusip>
        <identifiers>
          <isin value="US9038991025"/>
          <ticker value="ULBI "/>
        </identifiers>
        <balance>1984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13907.84</valUSD>
        <pctVal>0.0128280867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bonanza Creek Energy Inc.</name>
        <lei>IIVIHPH28S64K95M2381</lei>
        <title>BONANZA CREEK ENERGY INC COMMON STOCK</title>
        <cusip>097793400</cusip>
        <identifiers>
          <isin value="US0977934001"/>
          <ticker value="BCEI "/>
        </identifiers>
        <balance>1183</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17532.06</valUSD>
        <pctVal>0.0161709356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Boot Barn Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BOOT BARN HOLDINGS INC COMMON STOCK</title>
        <cusip>099406100</cusip>
        <identifiers>
          <isin value="US0994061002"/>
          <ticker value="BOOT "/>
        </identifiers>
        <balance>2280</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49156.8</valUSD>
        <pctVal>0.0453404476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="43252.000000000000"/>
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      </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>17304</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184114.56</valUSD>
        <pctVal>0.1698205855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Unifi Inc.</name>
        <lei>549300MW5LPO0M2LNO04</lei>
        <title>UNIFI INC COMMON STOCK USD.1</title>
        <cusip>904677200</cusip>
        <identifiers>
          <isin value="US9046772003"/>
          <ticker value="UFI "/>
        </identifiers>
        <balance>2453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31594.64</valUSD>
        <pctVal>0.0291417488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78916.95</valUSD>
        <pctVal>0.0727901295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5084</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102290.08</valUSD>
        <pctVal>0.0943486560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="80476.000000000000"/>
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      </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>2011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47881.91</valUSD>
        <pctVal>0.0441645353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>405198.75</valUSD>
        <pctVal>0.3737406156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>10814</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>381734.2</valUSD>
        <pctVal>0.3520977666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="332300.000000000000"/>
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      <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 "/>
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        <balance>7971</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54840.48</valUSD>
        <pctVal>0.0505828677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97089.44</valUSD>
        <pctVal>0.0895517745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Worthington Industries Inc.</name>
        <lei>1WRCIANKYOIK6KYE5E82</lei>
        <title>WORTHINGTON INDUSTRIES INC COMMON STOCK</title>
        <cusip>981811102</cusip>
        <identifiers>
          <isin value="US9818111026"/>
          <ticker value="WOR "/>
        </identifiers>
        <balance>3622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135100.6</valUSD>
        <pctVal>0.1246118884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LSI Industries Inc.</name>
        <lei>N/A</lei>
        <title>LSI INDUSTRIES INC COMMON STOCK</title>
        <cusip>50216C108</cusip>
        <identifiers>
          <isin value="US50216C1080"/>
          <ticker value="LYTS "/>
        </identifiers>
        <balance>4131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26727.57</valUSD>
        <pctVal>0.0246525402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114139.08</valUSD>
        <pctVal>0.1052777434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="106846.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marriott Vacations Worldwide Corporation</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>MARRIOTT VACATIONS WORLDWIDE C COMMON STOCK USD.01</title>
        <cusip>57164Y107</cusip>
        <identifiers>
          <isin value="US57164Y1073"/>
          <ticker value="VAC "/>
        </identifiers>
        <balance>2056</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>169023.76</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>
      <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 "/>
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        <balance>6037</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151890.92</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Masonite International Corporation</name>
        <lei>549300H0H07ZFT4JYM32</lei>
        <title>MASONITE INTERNATIONAL CORP COMMON STOCK</title>
        <cusip>575385109</cusip>
        <identifiers>
          <isin value="CA5753851099"/>
          <ticker value="DOOR "/>
        </identifiers>
        <balance>1546</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120247.88</valUSD>
        <pctVal>0.1109122787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MasTec Inc.</name>
        <lei>549300TMDIT8WREDOF45</lei>
        <title>MASTEC INC COMMON STOCK USD.1</title>
        <cusip>576323109</cusip>
        <identifiers>
          <isin value="US5763231090"/>
          <ticker value="MTZ "/>
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        <balance>4355</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195408.85</valUSD>
        <pctVal>0.1802380286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="186663.000000000000"/>
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      </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 "/>
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        <balance>5416</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46036</valUSD>
        <pctVal>0.0424619350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="41870.000000000000"/>
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      <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 "/>
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        <balance>9114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78653.82</valUSD>
        <pctVal>0.0725474279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="48085.000000000000"/>
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      <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 "/>
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        <balance>1965</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75121.95</valUSD>
        <pctVal>0.0692897592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OFG Bancorp</name>
        <lei>549300Q4QEXJ37LEXQ06</lei>
        <title>PFD OFG BANCORP COMMON STOCK USD1.0</title>
        <cusip>67103X102</cusip>
        <identifiers>
          <isin value="PR67103X1020"/>
          <ticker value="OFG "/>
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        <balance>4824</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64496.88</valUSD>
        <pctVal>0.0594895804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>1047</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78148.08</valUSD>
        <pctVal>0.0720809517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Oasis Petroleum Inc.</name>
        <lei>N/A</lei>
        <title>OASIS PETROLEUM INC COMMON STOCK USD.01</title>
        <cusip>674215108</cusip>
        <identifiers>
          <isin value="US6742151086"/>
          <ticker value="OAS "/>
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        <balance>18941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14205.75</valUSD>
        <pctVal>0.0131028680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="14958.000000000000"/>
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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>8109</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51816.51</valUSD>
        <pctVal>0.0477936675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1393</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24558.59</valUSD>
        <pctVal>0.0226519518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Photronics Inc.</name>
        <lei>N/A</lei>
        <title>PHOTRONICS INC COMMON STOCK USD.01</title>
        <cusip>719405102</cusip>
        <identifiers>
          <isin value="US7194051022"/>
          <ticker value="PLAB "/>
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        <balance>9102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101305.26</valUSD>
        <pctVal>0.0934402938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="48898.000000000000"/>
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      <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 "/>
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        <balance>3924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66276.36</valUSD>
        <pctVal>0.0611309082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Pinnacle Financial Partners Inc.</name>
        <lei>54930098EZ8JMSAZGS24</lei>
        <title>PINNACLE FINANCIAL PARTNERS IN COMMON STOCK USD1.0</title>
        <cusip>72346Q104</cusip>
        <identifiers>
          <isin value="US72346Q1040"/>
          <ticker value="PNFP "/>
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        <balance>11736</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492794.64</valUSD>
        <pctVal>0.4545358842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Piper Sandler 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>686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40583.76</valUSD>
        <pctVal>0.0374329868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2185.69</valUSD>
        <pctVal>0.0020160011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>712</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4037.04</valUSD>
        <pctVal>0.0037236191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Triumph Bancorp Inc.</name>
        <lei>5493003RNRMEVYDZ1Q52</lei>
        <title>TRIUMPH BANCORP INC COMMON STOCK USD.01</title>
        <cusip>89679E300</cusip>
        <identifiers>
          <isin value="US89679E3009"/>
          <ticker value="TBK "/>
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        <balance>997</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24197.19</valUSD>
        <pctVal>0.0223186095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Technical Institute Inc.</name>
        <lei>N/A</lei>
        <title>UNIVERSAL TECHNICAL INSTITUTE COMMON STOCK USD.0001</title>
        <cusip>913915104</cusip>
        <identifiers>
          <isin value="US9139151040"/>
          <ticker value="UTI "/>
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        <balance>3087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21454.65</valUSD>
        <pctVal>0.0197889902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>604</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28617.52</valUSD>
        <pctVal>0.0263957614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Univest Financial Corporation</name>
        <lei>4WII2HCR8UEWNU03U507</lei>
        <title>UNIVEST FINANCIAL CORP COMMON STOCK USD5.0</title>
        <cusip>915271100</cusip>
        <identifiers>
          <isin value="US9152711001"/>
          <ticker value="UVSP "/>
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        <balance>2460</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39704.4</valUSD>
        <pctVal>0.0366218970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>11366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>188561.94</valUSD>
        <pctVal>0.1739226874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Encore Capital Group Inc.</name>
        <lei>5493000UVC6H49CIH830</lei>
        <title>ENCORE CAPITAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>292554102</cusip>
        <identifiers>
          <isin value="US2925541029"/>
          <ticker value="ECPG "/>
        </identifiers>
        <balance>10130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346243.4</valUSD>
        <pctVal>0.3193623412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2149</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104914.18</valUSD>
        <pctVal>0.0967690305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10067.05</valUSD>
        <pctVal>0.0092854814</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>EnerSys</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>ENERSYS COMMON STOCK USD.01</title>
        <cusip>29275Y102</cusip>
        <identifiers>
          <isin value="US29275Y1029"/>
          <ticker value="ENS "/>
        </identifiers>
        <balance>563</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36245.94</valUSD>
        <pctVal>0.0334319391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EnLink Midstream LLC</name>
        <lei>N/A</lei>
        <title>ENLINK MIDSTREAM LLC COMMON STOCK USD.01</title>
        <cusip>29336T100</cusip>
        <identifiers>
          <isin value="US29336T1007"/>
          <ticker value="ENLC "/>
        </identifiers>
        <balance>15746</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38420.24</valUSD>
        <pctVal>0.0354374345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="37200.000000000000"/>
        </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>2608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47309.12</valUSD>
        <pctVal>0.0436362146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>503</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24792.87</valUSD>
        <pctVal>0.0228680431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Entegris Inc.</name>
        <lei>IYX6OWO7BT5DKO3BYG52</lei>
        <title>ENTEGRIS INC COMMON STOCK USD.01</title>
        <cusip>29362U104</cusip>
        <identifiers>
          <isin value="US29362U1043"/>
          <ticker value="ENTG "/>
        </identifiers>
        <balance>7018</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>414412.9</valUSD>
        <pctVal>0.3822394130</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>4660</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70925.2</valUSD>
        <pctVal>0.0654188294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="67620.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VSE Corporation</name>
        <lei>549300QWJYQDH4U5XI15</lei>
        <title>VSE CORP COMMON STOCK USD.05</title>
        <cusip>918284100</cusip>
        <identifiers>
          <isin value="US9182841000"/>
          <ticker value="VSEC "/>
        </identifiers>
        <balance>1368</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42941.52</valUSD>
        <pctVal>0.0396076990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1442</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1989.96</valUSD>
        <pctVal>0.0018354669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>ENTERPRISE BANCORP INC/MA COMMON STOCK USD.01</title>
        <cusip>293668109</cusip>
        <identifiers>
          <isin value="US2936681095"/>
          <ticker value="EBTC "/>
        </identifiers>
        <balance>246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5859.72</valUSD>
        <pctVal>0.0054047930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1453</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45217.36</valUSD>
        <pctVal>0.0417068512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5075</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7257.25</valUSD>
        <pctVal>0.0066938239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>950</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67146</valUSD>
        <pctVal>0.0619330325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Equitable Holdings Inc.</name>
        <lei>N/A</lei>
        <title>EQUITABLE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>29452E101</cusip>
        <identifiers>
          <isin value="US29452E1010"/>
          <ticker value="EQH "/>
        </identifiers>
        <balance>194</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3742.26</valUSD>
        <pctVal>0.0034517248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>1062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8825.22</valUSD>
        <pctVal>0.0081400625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>697</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12155.68</valUSD>
        <pctVal>0.0112119579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOXX International Corporation</name>
        <lei>EC1QKSEOVR96PYJPNS25</lei>
        <title>VOXX INTERNATIONAL CORP COMMON STOCK USD.01</title>
        <cusip>91829F104</cusip>
        <identifiers>
          <isin value="US91829F1049"/>
          <ticker value="VOXX "/>
        </identifiers>
        <balance>3131</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18097.18</valUSD>
        <pctVal>0.0166921818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>27685</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>216496.7</valUSD>
        <pctVal>0.1996886958</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Escalade Incorporated</name>
        <lei>N/A</lei>
        <title>ESCALADE INC COMMON STOCK</title>
        <cusip>296056104</cusip>
        <identifiers>
          <isin value="US2960561049"/>
          <ticker value="ESCA "/>
        </identifiers>
        <balance>3529</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49264.84</valUSD>
        <pctVal>0.0454400998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>2085</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>176245.05</valUSD>
        <pctVal>0.1625620352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>328</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37267.36</valUSD>
        <pctVal>0.0343740598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>814</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9312.16</valUSD>
        <pctVal>0.0085891983</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12486.24</valUSD>
        <pctVal>0.0115168544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ethan Allen Interiors Inc.</name>
        <lei>N/A</lei>
        <title>ETHAN ALLEN INTERIORS INC COMMON STOCK USD.01</title>
        <cusip>297602104</cusip>
        <identifiers>
          <isin value="US2976021046"/>
          <ticker value="ETH "/>
        </identifiers>
        <balance>1706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20181.98</valUSD>
        <pctVal>0.0186151256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Veeco Instruments Inc.</name>
        <lei>5493004201F72ADDZW04</lei>
        <title>VEECO INSTRUMENTS INC COMMON STOCK USD.01</title>
        <cusip>922417100</cusip>
        <identifiers>
          <isin value="US9224171002"/>
          <ticker value="VECO "/>
        </identifiers>
        <balance>2996</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40416.04</valUSD>
        <pctVal>0.0372782879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Evolent Health Inc.</name>
        <lei>549300CZOCFHQ2BBTR11</lei>
        <title>EVOLENT HEALTH INC COMMON STOCK USD.01</title>
        <cusip>30050B101</cusip>
        <identifiers>
          <isin value="US30050B1017"/>
          <ticker value="EVH "/>
        </identifiers>
        <balance>2142</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15251.04</valUSD>
        <pctVal>0.0140670056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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 "/>
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        <balance>2882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31356.16</valUSD>
        <pctVal>0.0289217835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mannatech Incorporated</name>
        <lei>N/A</lei>
        <title>MANNATECH INC COMMON STOCK USD.0001</title>
        <cusip>563771203</cusip>
        <identifiers>
          <isin value="US5637712036"/>
          <ticker value="MTEX "/>
        </identifiers>
        <balance>276</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4082.04</valUSD>
        <pctVal>0.0037651255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>2277</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156543.75</valUSD>
        <pctVal>0.1443902714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>2267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155266.83</valUSD>
        <pctVal>0.1432124868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1698</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14365.08</valUSD>
        <pctVal>0.0132498282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>7882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98603.82</valUSD>
        <pctVal>0.0909485836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1585</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28006.95</valUSD>
        <pctVal>0.0258325938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1758</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19056.72</valUSD>
        <pctVal>0.0175772266</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mueller Industries Inc.</name>
        <lei>5493005IZFE4VJLLYG84</lei>
        <title>MUELLER INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>624756102</cusip>
        <identifiers>
          <isin value="US6247561029"/>
          <ticker value="MLI "/>
        </identifiers>
        <balance>854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22699.32</valUSD>
        <pctVal>0.0209370286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mr. Cooper Group Inc.</name>
        <lei>N/A</lei>
        <title>MR COOPER GROUP INC COMMON STOCK USD.01</title>
        <cusip>62482R107</cusip>
        <identifiers>
          <isin value="US62482R1077"/>
          <ticker value="COOP "/>
        </identifiers>
        <balance>2737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34048.28</valUSD>
        <pctVal>0.0314048973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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>12648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174542.4</valUSD>
        <pctVal>0.1609915727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="153000.000000000000"/>
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      <invstOrSec>
        <name>Newpark Resources Inc.</name>
        <lei>54930073OHWDQW4DJN26</lei>
        <title>NEWPARK RESOURCES INC COMMON STOCK USD.01</title>
        <cusip>651718504</cusip>
        <identifiers>
          <isin value="US6517185046"/>
          <ticker value="NR "/>
        </identifiers>
        <balance>12359</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27560.57</valUSD>
        <pctVal>0.0254208691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>20691</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245395.26</valUSD>
        <pctVal>0.2263436783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>10415</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124459.25</valUSD>
        <pctVal>0.1147966935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>8103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19852.35</valUSD>
        <pctVal>0.0183110869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>5739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>583.08</valUSD>
        <pctVal>0.0005378118</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>Nexstar Media Group Inc.</name>
        <lei>N/A</lei>
        <title>NEXSTAR MEDIA GROUP INC COMMON STOCK USD.01</title>
        <cusip>65336K103</cusip>
        <identifiers>
          <isin value="US65336K1034"/>
          <ticker value="NXST "/>
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        <balance>2212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185122.28</valUSD>
        <pctVal>0.1707500699</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1561</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17139.78</valUSD>
        <pctVal>0.0158091108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nicholas Financial Inc.</name>
        <lei>N/A</lei>
        <title>NICHOLAS FINANCIAL INC COMMON STOCK</title>
        <cusip>65373J209</cusip>
        <identifiers>
          <isin value="CA65373J2092"/>
          <ticker value="NICK "/>
        </identifiers>
        <balance>75</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>578.25</valUSD>
        <pctVal>0.0005333568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>565</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30962</valUSD>
        <pctVal>0.0285582247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4738</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42452.48</valUSD>
        <pctVal>0.0391566262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55514.88</valUSD>
        <pctVal>0.0512049097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38464.2</valUSD>
        <pctVal>0.0354779816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>NORTHWEST BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>667340103</cusip>
        <identifiers>
          <isin value="US6673401039"/>
          <ticker value="NWBI "/>
        </identifiers>
        <balance>8845</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90440.13</valUSD>
        <pctVal>0.0834186923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42769.42</valUSD>
        <pctVal>0.0394489602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1188</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29450.52</valUSD>
        <pctVal>0.0271640904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Owens and Minor Inc.</name>
        <lei>549300LMT5KQQXCEZ733</lei>
        <title>OWENS and MINOR INC COMMON STOCK USD2.0</title>
        <cusip>690732102</cusip>
        <identifiers>
          <isin value="US6907321029"/>
          <ticker value="OMI "/>
        </identifiers>
        <balance>5919</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45102.78</valUSD>
        <pctVal>0.0416011667</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="41876.000000000000"/>
        </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>1189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66298.64</valUSD>
        <pctVal>0.0611514585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ambac Financial Group Inc.</name>
        <lei>5493000UC0RBBNDHI717</lei>
        <title>AMBAC FINANCIAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>023139884</cusip>
        <identifiers>
          <isin value="US0231398845"/>
          <ticker value="AMBC "/>
        </identifiers>
        <balance>1536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21995.52</valUSD>
        <pctVal>0.0202878691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERCO</name>
        <lei>N/A</lei>
        <title>AMERCO COMMON STOCK USD.25</title>
        <cusip>023586100</cusip>
        <identifiers>
          <isin value="US0235861004"/>
          <ticker value="UHAL "/>
        </identifiers>
        <balance>819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247493.61</valUSD>
        <pctVal>0.2282791202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116314.86</valUSD>
        <pctVal>0.1072846039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="10952.000000000000"/>
        </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>7509</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57068.4</valUSD>
        <pctVal>0.0526378202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="51552.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Eagle Outfitters Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN EAGLE OUTFITTERS INC COMMON STOCK USD.01</title>
        <cusip>02553E106</cusip>
        <identifiers>
          <isin value="US02553E1064"/>
          <ticker value="AEO "/>
        </identifiers>
        <balance>7348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80093.2</valUSD>
        <pctVal>0.0738750598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="75888.000000000000"/>
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      </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>7384</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182458.64</valUSD>
        <pctVal>0.1682932251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American National Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>AMERICAN NATIONAL BANKSHARES I COMMON STOCK USD1.0</title>
        <cusip>027745108</cusip>
        <identifiers>
          <isin value="US0277451086"/>
          <ticker value="AMNB "/>
        </identifiers>
        <balance>991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24814.64</valUSD>
        <pctVal>0.0228881230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American National Insurance Company</name>
        <lei>549300RZTZ0HILNF3Y05</lei>
        <title>AMERICAN NATIONAL INSURANCE CO COMMON STOCK USD1.0</title>
        <cusip>028591105</cusip>
        <identifiers>
          <isin value="US0285911055"/>
          <ticker value="ANAT "/>
        </identifiers>
        <balance>1609</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115960.63</valUSD>
        <pctVal>0.1069578750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42920</valUSD>
        <pctVal>0.0395878497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 River Bankshares</name>
        <lei>N/A</lei>
        <title>AMERICAN RIVER BANKSHARES COMMON STOCK</title>
        <cusip>029326105</cusip>
        <identifiers>
          <isin value="US0293261055"/>
          <ticker value="AMRB "/>
        </identifiers>
        <balance>2249</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24064.3</valUSD>
        <pctVal>0.0221960366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>259091.41</valUSD>
        <pctVal>0.2389765098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dover Motorsports Inc.</name>
        <lei>N/A</lei>
        <title>DOVER MOTORSPORTS INC COMMON STOCK USD.1</title>
        <cusip>260174107</cusip>
        <identifiers>
          <isin value="US2601741075"/>
          <ticker value="DVD "/>
        </identifiers>
        <balance>400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>620</valUSD>
        <pctVal>0.0005718655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82994.94</valUSD>
        <pctVal>0.0765515194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="78435.000000000000"/>
        </securityLending>
      </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>1674</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58372.38</valUSD>
        <pctVal>0.0538405640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178811.97</valUSD>
        <pctVal>0.1649296691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2613</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38567.88</valUSD>
        <pctVal>0.0355736122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>10202</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121403.8</valUSD>
        <pctVal>0.1119784573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1535</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50271.25</valUSD>
        <pctVal>0.0463683758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>461</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16706.64</valUSD>
        <pctVal>0.0154095982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14656</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>338846.72</valUSD>
        <pctVal>0.3125399121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Eastern Company</name>
        <lei>5493005F8SU7UCM5D285</lei>
        <title>EASTERN CO/THE COMMON STOCK</title>
        <cusip>276317104</cusip>
        <identifiers>
          <isin value="US2763171046"/>
          <ticker value="EML "/>
        </identifiers>
        <balance>1471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26286.77</valUSD>
        <pctVal>0.0242459623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2257</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48796.34</valUSD>
        <pctVal>0.0450079724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="44440.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>EchoStar Corporation</name>
        <lei>549300EE20907QZ9GT38</lei>
        <title>ECHOSTAR CORP COMMON STOCK USD.001</title>
        <cusip>278768106</cusip>
        <identifiers>
          <isin value="US2787681061"/>
          <ticker value="SATS "/>
        </identifiers>
        <balance>4430</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123862.8</valUSD>
        <pctVal>0.1142465497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="59410.000000000000"/>
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      </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>1909</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59484.44</valUSD>
        <pctVal>0.0548662878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Element Solutions Inc.</name>
        <lei>549300FLGN6P5CU20J91</lei>
        <title>ELEMENT SOLUTIONS INC COMMON STOCK USD.01</title>
        <cusip>28618M106</cusip>
        <identifiers>
          <isin value="US28618M1062"/>
          <ticker value="ESI "/>
        </identifiers>
        <balance>14525</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157596.25</valUSD>
        <pctVal>0.1453610592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1077</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71232.78</valUSD>
        <pctVal>0.0657025300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>367722</valUSD>
        <pctVal>0.3391734220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hostess Brands Inc.</name>
        <lei>N/A</lei>
        <title>HOSTESS BRANDS INC COMMON STOCK USD.0001</title>
        <cusip>44109J106</cusip>
        <identifiers>
          <isin value="US44109J1060"/>
          <ticker value="TWNK "/>
        </identifiers>
        <balance>3408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41645.76</valUSD>
        <pctVal>0.0384125370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5833</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10557.73</valUSD>
        <pctVal>0.0097380668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>528190.52</valUSD>
        <pctVal>0.4871837588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Houston Wire and Cable Company</name>
        <lei>N/A</lei>
        <title>HOUSTON WIRE and CABLE CO COMMON STOCK USD.001</title>
        <cusip>44244K109</cusip>
        <identifiers>
          <isin value="US44244K1097"/>
          <ticker value="HWCC "/>
        </identifiers>
        <balance>3039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7172.04</valUSD>
        <pctVal>0.0066152293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29480.38</valUSD>
        <pctVal>0.0271916322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Insteel Industries Inc.</name>
        <lei>N/A</lei>
        <title>INSTEEL INDUSTRIES INC COMMON STOCK</title>
        <cusip>45774W108</cusip>
        <identifiers>
          <isin value="US45774W1080"/>
          <ticker value="IIIN "/>
        </identifiers>
        <balance>1989</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37930.23</valUSD>
        <pctVal>0.0349854670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14208</valUSD>
        <pctVal>0.0131049434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kadant Inc.</name>
        <lei>549300K06LNJYBMPYP15</lei>
        <title>KADANT INC COMMON STOCK USD.01</title>
        <cusip>48282T104</cusip>
        <identifiers>
          <isin value="US48282T1043"/>
          <ticker value="KAI "/>
        </identifiers>
        <balance>218</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21725.88</valUSD>
        <pctVal>0.0200391629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>2106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87609.6</valUSD>
        <pctVal>0.0808079142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139506.48</valUSD>
        <pctVal>0.1286757121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peace Mark (Holdings) Limited</name>
        <lei>N/A</lei>
        <title>PEACE MARK HOLDINGS LTD COMMON STOCK HKD.1</title>
        <cusip>643377906</cusip>
        <identifiers>
          <isin value="BMG6957A2098"/>
          <ticker value="304"/>
        </identifiers>
        <balance>464000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.7505"/>
        <valUSD>0.06</valUSD>
        <pctVal>0.0000000553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The New Home Company Inc.</name>
        <lei>549300PLCE8TB3TVRQ85</lei>
        <title>NEW HOME CO INC/THE COMMON STOCK USD.01</title>
        <cusip>645370107</cusip>
        <identifiers>
          <isin value="US6453701079"/>
          <ticker value="NWHM "/>
        </identifiers>
        <balance>831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2792.16</valUSD>
        <pctVal>0.0025753870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29270.64</valUSD>
        <pctVal>0.0269981756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2038</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69373.52</valUSD>
        <pctVal>0.0639876161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1974</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43013.46</valUSD>
        <pctVal>0.0396740538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Optical Cable Corporation</name>
        <lei>N/A</lei>
        <title>OPTICAL CABLE CORP COMMON STOCK</title>
        <cusip>683827208</cusip>
        <identifiers>
          <isin value="US6838272085"/>
          <ticker value="OCC "/>
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        <balance>931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2327.5</valUSD>
        <pctVal>0.0021468015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Orion Group Holdings Inc.</name>
        <lei>549300KBVXPV9Q3CT222</lei>
        <title>ORION GROUP HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>68628V308</cusip>
        <identifiers>
          <isin value="US68628V3087"/>
          <ticker value="ORN "/>
        </identifiers>
        <balance>4263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13385.82</valUSD>
        <pctVal>0.0123465944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ormat Technologies Inc.</name>
        <lei>5493000TSHHWY24VHM09</lei>
        <title>ORMAT TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>686688102</cusip>
        <identifiers>
          <isin value="US6866881021"/>
          <ticker value="ORA "/>
        </identifiers>
        <balance>720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45712.8</valUSD>
        <pctVal>0.0421638270</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="42399.000000000000"/>
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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>541</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17312</valUSD>
        <pctVal>0.0159679603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2932</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>209989.84</valUSD>
        <pctVal>0.1936870044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Otonomy Inc.</name>
        <lei>549300DNCEGUZLZ8SP61</lei>
        <title>OTONOMY INC COMMON STOCK USD.001</title>
        <cusip>68906L105</cusip>
        <identifiers>
          <isin value="US68906L1052"/>
          <ticker value="OTIC "/>
        </identifiers>
        <balance>1716</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6211.92</valUSD>
        <pctVal>0.0057296495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>4879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214724.79</valUSD>
        <pctVal>0.1980543503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Oyster Point Pharma Inc.</name>
        <lei>N/A</lei>
        <title>OYSTER POINT PHARMA INC COMMON STOCK USD.001</title>
        <cusip>69242L106</cusip>
        <identifiers>
          <isin value="US69242L1061"/>
          <ticker value="OYST "/>
        </identifiers>
        <balance>9899</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>285883.12</valUSD>
        <pctVal>0.2636882104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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.A.M. Transportation Services Inc.</name>
        <lei>N/A</lei>
        <title>PAM TRANSPORTATION SERVICES IN COMMON STOCK USD.01</title>
        <cusip>693149106</cusip>
        <identifiers>
          <isin value="US6931491061"/>
          <ticker value="PTSI "/>
        </identifiers>
        <balance>675</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20756.25</valUSD>
        <pctVal>0.0191448114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>9324</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95477.76</valUSD>
        <pctVal>0.0880652193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>184</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20094.64</valUSD>
        <pctVal>0.0185345664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2691</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124754.76</valUSD>
        <pctVal>0.1150692612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="118248.000000000000"/>
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      <invstOrSec>
        <name>PDC Energy Inc.</name>
        <lei>5493008W8H2T511J5Y59</lei>
        <title>PDC ENERGY INC COMMON STOCK USD.01</title>
        <cusip>69327R101</cusip>
        <identifiers>
          <isin value="US69327R1014"/>
          <ticker value="PDCE "/>
        </identifiers>
        <balance>7428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92404.32</valUSD>
        <pctVal>0.0852303899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2193</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42895.08</valUSD>
        <pctVal>0.0395648644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>10320</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30031.2</valUSD>
        <pctVal>0.0276996885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21015.99</valUSD>
        <pctVal>0.0193843862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>784</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12293.12</valUSD>
        <pctVal>0.0113387276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AAR CORP.</name>
        <lei>MP76T5YQX3YK5VVAQ802</lei>
        <title>AAR CORP COMMON STOCK USD1.0</title>
        <cusip>000361105</cusip>
        <identifiers>
          <isin value="US0003611052"/>
          <ticker value="AIR "/>
        </identifiers>
        <balance>3682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76106.94</valUSD>
        <pctVal>0.0701982783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="68616.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACCO Brands Corporation</name>
        <lei>JCT8P4Y190IH4I1NX328</lei>
        <title>ACCO BRANDS CORP COMMON STOCK USD.01</title>
        <cusip>00081T108</cusip>
        <identifiers>
          <isin value="US00081T1088"/>
          <ticker value="ACCO "/>
        </identifiers>
        <balance>7990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56729</valUSD>
        <pctVal>0.0523247700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADT Inc.</name>
        <lei>N/A</lei>
        <title>ADT INC COMMON STOCK USD.01</title>
        <cusip>00090Q103</cusip>
        <identifiers>
          <isin value="US00090Q1031"/>
          <ticker value="ADT "/>
        </identifiers>
        <balance>10163</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81100.74</valUSD>
        <pctVal>0.0748043781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>6128</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222446.4</valUSD>
        <pctVal>0.2051764831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9018</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61051.86</valUSD>
        <pctVal>0.0563120191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ally Financial Inc.</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>ALLY FINANCIAL INC COMMON STOCK USD.1</title>
        <cusip>02005N100</cusip>
        <identifiers>
          <isin value="US02005N1000"/>
          <ticker value="ALLY "/>
        </identifiers>
        <balance>21341</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423192.03</valUSD>
        <pctVal>0.3903369638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Altabancorp</name>
        <lei>N/A</lei>
        <title>ALTABANCORP COMMON STOCK USD.01</title>
        <cusip>021347109</cusip>
        <identifiers>
          <isin value="US0213471099"/>
          <ticker value="ALTA "/>
        </identifiers>
        <balance>518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11639.46</valUSD>
        <pctVal>0.0107358153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPI Aerostructures Inc.</name>
        <lei>549300C471OFZGCOHS09</lei>
        <title>CPI AEROSTRUCTURES INC COMMON STOCK USD.001</title>
        <cusip>125919308</cusip>
        <identifiers>
          <isin value="US1259193084"/>
          <ticker value="CVU "/>
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        <balance>1400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4606</valUSD>
        <pctVal>0.0042484072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRA Group Inc.</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRA GROUP INC COMMON STOCK USD.01</title>
        <cusip>69354N106</cusip>
        <identifiers>
          <isin value="US69354N1063"/>
          <ticker value="PRAA "/>
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        <balance>1882</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72758.12</valUSD>
        <pctVal>0.0671094483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="66168.000000000000"/>
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      <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 "/>
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        <balance>3178</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152702.9</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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 "/>
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        <balance>1562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28006.66</valUSD>
        <pctVal>0.0258323264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1251</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49414.5</valUSD>
        <pctVal>0.0455781407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3829</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212356.34</valUSD>
        <pctVal>0.1958697781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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. H. Belo Corporation</name>
        <lei>N/A</lei>
        <title>AH BELO CORP COMMON STOCK USD.01</title>
        <cusip>001282102</cusip>
        <identifiers>
          <isin value="US0012821023"/>
          <ticker value="AHC "/>
        </identifiers>
        <balance>4238</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7331.74</valUSD>
        <pctVal>0.0067625308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>663</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8884.2</valUSD>
        <pctVal>0.0081944635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>15117</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>359028.75</valUSD>
        <pctVal>0.3311550838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>16225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252623.25</valUSD>
        <pctVal>0.2330105139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>3310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66332.4</valUSD>
        <pctVal>0.0611825974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>18164</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>157118.6</valUSD>
        <pctVal>0.1449204922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2662</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49885.88</valUSD>
        <pctVal>0.0460129245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Surgery Partners Inc.</name>
        <lei>549300LC82HG33S19I03</lei>
        <title>SURGERY PARTNERS INC COMMON STOCK USD.01</title>
        <cusip>86881A100</cusip>
        <identifiers>
          <isin value="US86881A1007"/>
          <ticker value="SGRY "/>
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        <balance>814</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9417.98</valUSD>
        <pctVal>0.0086868028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3751</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103752.66</valUSD>
        <pctVal>0.0956976867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1505</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11513.25</valUSD>
        <pctVal>0.0106194038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20489.64</valUSD>
        <pctVal>0.0188989000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>4473</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19189.17</valUSD>
        <pctVal>0.0176993937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="18392.000000000000"/>
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      </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 "/>
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        <balance>199</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9002.76</valUSD>
        <pctVal>0.0083038190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CVR Energy Inc.</name>
        <lei>N/A</lei>
        <title>CVR ENERGY INC COMMON STOCK USD.01</title>
        <cusip>12662P108</cusip>
        <identifiers>
          <isin value="US12662P1084"/>
          <ticker value="CVI "/>
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        <balance>1951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39234.61</valUSD>
        <pctVal>0.0361885798</pctVal>
        <payoffProfile>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>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 "/>
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        <balance>2578</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86234.1</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="12784.000000000000"/>
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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>1215</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81016.2</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>1524</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92308.68</valUSD>
        <pctVal>0.0851421750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Synalloy Corporation</name>
        <lei>549300U2S5125001TS43</lei>
        <title>SYNALLOY CORP COMMON STOCK USD1.0</title>
        <cusip>871565107</cusip>
        <identifiers>
          <isin value="US8715651076"/>
          <ticker value="SYNL "/>
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        <balance>2039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15251.72</valUSD>
        <pctVal>0.0140676328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>1879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112965.48</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>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>3946</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>150342.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>5611</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114464.4</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>AXT Inc.</name>
        <lei>N/A</lei>
        <title>AXT INC COMMON STOCK USD.001</title>
        <cusip>00246W103</cusip>
        <identifiers>
          <isin value="US00246W1036"/>
          <ticker value="AXTI "/>
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        <balance>4229</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20130.04</valUSD>
        <pctVal>0.0185672180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AZZ Inc.</name>
        <lei>N/A</lei>
        <title>AZZ INC COMMON STOCK USD1.0</title>
        <cusip>002474104</cusip>
        <identifiers>
          <isin value="US0024741045"/>
          <ticker value="AZZ "/>
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        <balance>1638</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56216.16</valUSD>
        <pctVal>0.0518517450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CommScope Holding Company Inc.</name>
        <lei>N/A</lei>
        <title>COMMSCOPE HOLDING CO INC COMMON STOCK USD.01</title>
        <cusip>20337X109</cusip>
        <identifiers>
          <isin value="US20337X1090"/>
          <ticker value="COMM "/>
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        <balance>5208</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43382.64</valUSD>
        <pctVal>0.0400145721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Communications Systems Inc.</name>
        <lei>N/A</lei>
        <title>COMMUNICATIONS SYSTEMS INC COMMON STOCK USD.05</title>
        <cusip>203900105</cusip>
        <identifiers>
          <isin value="US2039001050"/>
          <ticker value="JCS "/>
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        <balance>1800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9126</valUSD>
        <pctVal>0.0084174911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6939.14</valUSD>
        <pctVal>0.0064004108</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TrueBlue Inc.</name>
        <lei>N/A</lei>
        <title>TRUEBLUE INC COMMON STOCK</title>
        <cusip>89785X101</cusip>
        <identifiers>
          <isin value="US89785X1019"/>
          <ticker value="TBI "/>
        </identifiers>
        <balance>2519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38465.13</valUSD>
        <pctVal>0.0354788394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Aaron's Inc.</name>
        <lei>N/A</lei>
        <title>AARON'S INC COMMON STOCK USD.5</title>
        <cusip>002535300</cusip>
        <identifiers>
          <isin value="US0025353006"/>
          <ticker value="AAN "/>
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        <balance>2898</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131569.2</valUSD>
        <pctVal>0.1213546532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Abercrombie and Fitch Co.</name>
        <lei>N/A</lei>
        <title>ABERCROMBIE and FITCH CO COMMON STOCK USD.01</title>
        <cusip>002896207</cusip>
        <identifiers>
          <isin value="US0028962076"/>
          <ticker value="ANF "/>
        </identifiers>
        <balance>5916</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62946.24</valUSD>
        <pctVal>0.0580593264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56898.000000000000"/>
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      <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>1588</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52022.88</valUSD>
        <pctVal>0.0479840157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>2270</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11508.9</valUSD>
        <pctVal>0.0106153915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2172</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8883.48</valUSD>
        <pctVal>0.0081937994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US00404A1097"/>
          <ticker value="ACHC "/>
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        <balance>11075</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>278204</valUSD>
        <pctVal>0.2566052689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>4985</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33748.45</valUSD>
        <pctVal>0.0311283450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Contango Oil and Gas Company</name>
        <lei>N/A</lei>
        <title>CONTANGO OIL and GAS CO COMMON STOCK USD.04</title>
        <cusip>21075N204</cusip>
        <identifiers>
          <isin value="US21075N2045"/>
          <ticker value="MCF "/>
        </identifiers>
        <balance>3786</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8669.94</valUSD>
        <pctVal>0.0079968379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TrustCo Bank Corp NY</name>
        <lei>N/A</lei>
        <title>TRUSTCO BANK CORP NY COMMON STOCK USD1.0</title>
        <cusip>898349105</cusip>
        <identifiers>
          <isin value="US8983491056"/>
          <ticker value="TRST "/>
        </identifiers>
        <balance>9134</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57818.22</valUSD>
        <pctVal>0.0533294269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5532</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135644.64</valUSD>
        <pctVal>0.1251136911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1311</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17370.75</valUSD>
        <pctVal>0.0160221491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>4326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119440.86</valUSD>
        <pctVal>0.1101679128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1227</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30619.79</valUSD>
        <pctVal>0.0282425826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Core Molding Technologies Inc.</name>
        <lei>549300ZY2MFRXCKVIJ28</lei>
        <title>CORE MOLDING TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>218683100</cusip>
        <identifiers>
          <isin value="US2186831002"/>
          <ticker value="CMT "/>
        </identifiers>
        <balance>1000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4120</valUSD>
        <pctVal>0.0038001384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tutor Perini Corporation</name>
        <lei>549300FHXYVPW8LJ6D98</lei>
        <title>TUTOR PERINI CORP COMMON STOCK USD1.0</title>
        <cusip>901109108</cusip>
        <identifiers>
          <isin value="US9011091082"/>
          <ticker value="TPC "/>
        </identifiers>
        <balance>4867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59280.06</valUSD>
        <pctVal>0.0546777751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="55920.000000000000"/>
        </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>1686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41441.88</valUSD>
        <pctVal>0.0382244855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>15614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69794.58</valUSD>
        <pctVal>0.0643759866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covenant Transportation Group Inc.</name>
        <lei>N/A</lei>
        <title>COVENANT TRANSPORTATION GROUP COMMON STOCK USD.01</title>
        <cusip>22284P105</cusip>
        <identifiers>
          <isin value="US22284P1057"/>
          <ticker value="CVTI "/>
        </identifiers>
        <balance>1513</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21832.59</valUSD>
        <pctVal>0.0201375883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vista Outdoor Inc.</name>
        <lei>549300QI2D33ESTJLN81</lei>
        <title>VISTA OUTDOOR INC COMMON STOCK USD.01</title>
        <cusip>928377100</cusip>
        <identifiers>
          <isin value="US9283771007"/>
          <ticker value="VSTO "/>
        </identifiers>
        <balance>3475</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50213.75</valUSD>
        <pctVal>0.0463153399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya Financial Inc.</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA FINANCIAL INC COMMON STOCK USD.01</title>
        <cusip>929089100</cusip>
        <identifiers>
          <isin value="US9290891004"/>
          <ticker value="VOYA "/>
        </identifiers>
        <balance>7710</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>359671.5</valUSD>
        <pctVal>0.3317479331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Acme United Corporation</name>
        <lei>N/A</lei>
        <title>ACME UNITED CORP COMMON STOCK USD2.5</title>
        <cusip>004816104</cusip>
        <identifiers>
          <isin value="US0048161048"/>
          <ticker value="ACU "/>
        </identifiers>
        <balance>733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16844.34</valUSD>
        <pctVal>0.0155366077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ACHILLION PHARMACE COMMON STOCK</name>
        <lei>N/A</lei>
        <title>ACHILLION PHARMACE COMMON STOCK</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US004CVR0317"/>
          <other otherDesc="Custodian Identifier" value="004CVR031"/>
        </identifiers>
        <balance>10940</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5032.4</valUSD>
        <pctVal>0.0046417031</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>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>3099</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88941.3</valUSD>
        <pctVal>0.0820362260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3712</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39421.44</valUSD>
        <pctVal>0.0363609050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5265</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81660.15</valUSD>
        <pctVal>0.0753203575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="52653.000000000000"/>
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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>517</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26268.77</valUSD>
        <pctVal>0.0242293597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14361</valUSD>
        <pctVal>0.0132460650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1908</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66379.32</valUSD>
        <pctVal>0.0612258748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="60084.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Covetrus Inc.</name>
        <lei>N/A</lei>
        <title>COVETRUS INC COMMON STOCK</title>
        <cusip>22304C100</cusip>
        <identifiers>
          <isin value="US22304C1009"/>
          <ticker value="CVET "/>
        </identifiers>
        <balance>4275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76479.75</valUSD>
        <pctVal>0.0705421447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5088</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82476.48</valUSD>
        <pctVal>0.0760733107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2909</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44769.51</valUSD>
        <pctVal>0.0412937706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87465.66</valUSD>
        <pctVal>0.0806751492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Adams Resources and Energy Inc.</name>
        <lei>UP28TXL7K8XSRNNC7V02</lei>
        <title>ADAMS RESOURCES and ENERGY INC COMMON STOCK USD.1</title>
        <cusip>006351308</cusip>
        <identifiers>
          <isin value="US0063513081"/>
          <ticker value="AE "/>
        </identifiers>
        <balance>724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19381.48</valUSD>
        <pctVal>0.0178767735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Addus HomeCare Corporation</name>
        <lei>N/A</lei>
        <title>ADDUS HOMECARE CORP COMMON STOCK USD.001</title>
        <cusip>006739106</cusip>
        <identifiers>
          <isin value="US0067391062"/>
          <ticker value="ADUS "/>
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        <balance>824</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76269.44</valUSD>
        <pctVal>0.0703481624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2236</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60014.24</valUSD>
        <pctVal>0.0553549561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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 "/>
        </identifiers>
        <balance>635</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20796.25</valUSD>
        <pctVal>0.0191817060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADDvantage Technologies Group Inc.</name>
        <lei>N/A</lei>
        <title>ADDVANTAGE TECHNOLOGIES GROUP COMMON STOCK USD.01</title>
        <cusip>006743306</cusip>
        <identifiers>
          <isin value="US0067433062"/>
          <ticker value="AEY "/>
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        <balance>428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1472.32</valUSD>
        <pctVal>0.0013580145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Adtalem Global Education Inc.</name>
        <lei>549300Z467EZLMODV621</lei>
        <title>ADTALEM GLOBAL EDUCATION INC COMMON STOCK USD.01</title>
        <cusip>00737L103</cusip>
        <identifiers>
          <isin value="US00737L1035"/>
          <ticker value="ATGE "/>
        </identifiers>
        <balance>4502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140237.3</valUSD>
        <pctVal>0.1293497940</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>3099</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45958.17</valUSD>
        <pctVal>0.0423901474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>466</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13332.26</valUSD>
        <pctVal>0.0122971926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2339</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60322.81</valUSD>
        <pctVal>0.0556395698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56350.000000000000"/>
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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 "/>
        </identifiers>
        <balance>1125</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9652.5</valUSD>
        <pctVal>0.0089031155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cross Country Healthcare Inc.</name>
        <lei>N/A</lei>
        <title>CROSS COUNTRY HEALTHCARE INC COMMON STOCK USD.0001</title>
        <cusip>227483104</cusip>
        <identifiers>
          <isin value="US2274831047"/>
          <ticker value="CCRN "/>
        </identifiers>
        <balance>2734</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16841.44</valUSD>
        <pctVal>0.0155339328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11140</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213553.8</valUSD>
        <pctVal>0.1969742717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>2671</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133870.52</valUSD>
        <pctVal>0.1234773072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="88578.000000000000"/>
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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 "/>
        </identifiers>
        <balance>5765</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>250950.45</valUSD>
        <pctVal>0.2314675839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CTO Realty Growth Inc.</name>
        <lei>549300ZJHMRPKE71JO81</lei>
        <title>CTO REALTY GROWTH INC COMMON STOCK USD1.0</title>
        <cusip>22948P103</cusip>
        <identifiers>
          <isin value="US22948P1030"/>
          <ticker value="CTO "/>
        </identifiers>
        <balance>178</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7031</valUSD>
        <pctVal>0.0064851391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>G-III Apparel Group Ltd.</name>
        <lei>N/A</lei>
        <title>G-III APPAREL GROUP LTD COMMON STOCK USD.01</title>
        <cusip>36237H101</cusip>
        <identifiers>
          <isin value="US36237H1014"/>
          <ticker value="GIII "/>
        </identifiers>
        <balance>3397</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45146.13</valUSD>
        <pctVal>0.0416411512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="38511.000000000000"/>
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      <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 "/>
        </identifiers>
        <balance>3395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162484.7</valUSD>
        <pctVal>0.1498699880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HubSpot Inc.</name>
        <lei>N/A</lei>
        <title>HUBSPOT INC COMMON STOCK USD.001</title>
        <cusip>443573100</cusip>
        <identifiers>
          <isin value="US4435731009"/>
          <ticker value="HUBS "/>
        </identifiers>
        <balance>4187</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>939353.45</valUSD>
        <pctVal>0.8664255174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Huntsman Corporation</name>
        <lei>N/A</lei>
        <title>HUNTSMAN CORP COMMON STOCK USD.01</title>
        <cusip>447011107</cusip>
        <identifiers>
          <isin value="US4470111075"/>
          <ticker value="HUN "/>
        </identifiers>
        <balance>12404</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222899.88</valUSD>
        <pctVal>0.2055947566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1802</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20434.68</valUSD>
        <pctVal>0.0188482069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6160</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125109.6</valUSD>
        <pctVal>0.1153965527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESCO International Inc.</name>
        <lei>N/A</lei>
        <title>WESCO INTERNATIONAL INC COMMON STOCK USD.01</title>
        <cusip>95082P105</cusip>
        <identifiers>
          <isin value="US95082P1057"/>
          <ticker value="WCC "/>
        </identifiers>
        <balance>4087.57</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143514.58</valUSD>
        <pctVal>0.1323726380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSI Technology Inc.</name>
        <lei>N/A</lei>
        <title>GSI TECHNOLOGY INC COMMON STOCK USD.001</title>
        <cusip>36241U106</cusip>
        <identifiers>
          <isin value="US36241U1060"/>
          <ticker value="GSIT "/>
        </identifiers>
        <balance>3507</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25180.26</valUSD>
        <pctVal>0.0232253576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Harvard Bioscience Inc</name>
        <lei>549300VLGB1D47GGC642</lei>
        <title>HARVARD BIOSCIENCE INC COMMON STOCK USD.01</title>
        <cusip>416906105</cusip>
        <identifiers>
          <isin value="US4169061052"/>
          <ticker value="HBIO "/>
        </identifiers>
        <balance>6562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20342.2</valUSD>
        <pctVal>0.0187629067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Haverty Furniture Companies Inc.</name>
        <lei>N/A</lei>
        <title>HAVERTY FURNITURE COS INC COMMON STOCK USD1.0</title>
        <cusip>419596101</cusip>
        <identifiers>
          <isin value="US4195961010"/>
          <ticker value="HVT "/>
        </identifiers>
        <balance>1920</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30720</valUSD>
        <pctVal>0.0283350127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2263</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31772.52</valUSD>
        <pctVal>0.0293058189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Western New England Bancorp Inc.</name>
        <lei>549300Y8QE4EI2LP6B42</lei>
        <title>WESTERN NEW ENGLAND BANCORP IN COMMON STOCK USD.01</title>
        <cusip>958892101</cusip>
        <identifiers>
          <isin value="US9588921018"/>
          <ticker value="WNEB "/>
        </identifiers>
        <balance>4739</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27438.81</valUSD>
        <pctVal>0.0253085621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westlake Chemical Corporation</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>WESTLAKE CHEMICAL CORP COMMON STOCK USD.01</title>
        <cusip>960413102</cusip>
        <identifiers>
          <isin value="US9604131022"/>
          <ticker value="WLK "/>
        </identifiers>
        <balance>4522</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242605.3</valUSD>
        <pctVal>0.2237703205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="231792.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100400.64</valUSD>
        <pctVal>0.0926059051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NL Industries Inc.</name>
        <lei>N/A</lei>
        <title>NL INDUSTRIES INC COMMON STOCK USD.125</title>
        <cusip>629156407</cusip>
        <identifiers>
          <isin value="US6291564077"/>
          <ticker value="NL "/>
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        <balance>3260</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11116.6</valUSD>
        <pctVal>0.0102535482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>14417</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>407424.42</valUSD>
        <pctVal>0.3757934928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2317</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300121.01</valUSD>
        <pctVal>0.2768207232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="233320.000000000000"/>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3034</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41747.84</valUSD>
        <pctVal>0.0385066919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7595</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171267.25</valUSD>
        <pctVal>0.1579706932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NN Inc.</name>
        <lei>549300SU3TUM6VH84645</lei>
        <title>NN INC COMMON STOCK USD.01</title>
        <cusip>629337106</cusip>
        <identifiers>
          <isin value="US6293371067"/>
          <ticker value="NNBR "/>
        </identifiers>
        <balance>2376</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11262.24</valUSD>
        <pctVal>0.0103878813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>290</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14740.7</valUSD>
        <pctVal>0.0135962865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4009.75</valUSD>
        <pctVal>0.0036984478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="3942.000000000000"/>
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      </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>3627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>548873.91</valUSD>
        <pctVal>0.5062613668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>12725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>189093.5</valUSD>
        <pctVal>0.1744129790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9171.54</valUSD>
        <pctVal>0.0084594955</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="9020.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>NACCO Industries Inc.</name>
        <lei>N/A</lei>
        <title>NACCO INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>629579103</cusip>
        <identifiers>
          <isin value="US6295791031"/>
          <ticker value="NC "/>
        </identifiers>
        <balance>700</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16310</valUSD>
        <pctVal>0.0150437518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1336</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36072</valUSD>
        <pctVal>0.0332715031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>5720</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93979.6</valUSD>
        <pctVal>0.0866833709</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="85568.000000000000"/>
        </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>4483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83966.59</valUSD>
        <pctVal>0.0774477341</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>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>779</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8148.34</valUSD>
        <pctVal>0.0075157330</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>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>4240</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39389.6</valUSD>
        <pctVal>0.0363315369</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>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>1628</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103280.32</valUSD>
        <pctVal>0.0952620174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6267</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135429.87</valUSD>
        <pctVal>0.1249155951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LogMeIn Inc.</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>LOGMEIN INC COMMON STOCK USD.01</title>
        <cusip>54142L109</cusip>
        <identifiers>
          <isin value="US54142L1098"/>
          <ticker value="LOGM "/>
        </identifiers>
        <balance>150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12715.5</valUSD>
        <pctVal>0.0117283155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Louisiana-Pacific Corporation</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>LOUISIANA-PACIFIC CORP COMMON STOCK USD1.0</title>
        <cusip>546347105</cusip>
        <identifiers>
          <isin value="US5463471053"/>
          <ticker value="LPX "/>
        </identifiers>
        <balance>2408</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61765.2</valUSD>
        <pctVal>0.0569699780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>17726</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>217143.5</valUSD>
        <pctVal>0.2002852806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>National Presto Industries Inc.</name>
        <lei>N/A</lei>
        <title>NATIONAL PRESTO INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>637215104</cusip>
        <identifiers>
          <isin value="US6372151042"/>
          <ticker value="NPK "/>
        </identifiers>
        <balance>244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21323.16</valUSD>
        <pctVal>0.0196677086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2011</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65417.83</valUSD>
        <pctVal>0.0603390313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="58292.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Lydall Inc.</name>
        <lei>549300HATFXXTSIQU854</lei>
        <title>LYDALL INC COMMON STOCK USD.1</title>
        <cusip>550819106</cusip>
        <identifiers>
          <isin value="US5508191062"/>
          <ticker value="LDL "/>
        </identifiers>
        <balance>338</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4583.28</valUSD>
        <pctVal>0.0042274511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>10305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74711.25</valUSD>
        <pctVal>0.0689109445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="62153.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>QTS Realty Trust Inc.</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>QTS REALTY TRUST INC REIT USD.01</title>
        <cusip>74736A103</cusip>
        <identifiers>
          <isin value="US74736A1034"/>
          <ticker value="QTS "/>
        </identifiers>
        <balance>11046</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>707938.14</valUSD>
        <pctVal>0.6529764374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sensata Technologies Holding plc</name>
        <lei>N/A</lei>
        <title>SENSATA TECHNOLOGIES HOLDING P COMMON STOCK EUR.01</title>
        <cusip>G8060N102</cusip>
        <identifiers>
          <isin value="GB00BFMBMT84"/>
          <ticker value="ST "/>
        </identifiers>
        <balance>5978</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>222560.94</valUSD>
        <pctVal>0.2052821306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Signet Jewelers Limited</name>
        <lei>N/A</lei>
        <title>SIGNET JEWELERS LTD COMMON STOCK USD.18</title>
        <cusip>G81276100</cusip>
        <identifiers>
          <isin value="BMG812761002"/>
          <ticker value="SIG "/>
        </identifiers>
        <balance>4374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44920.98</valUSD>
        <pctVal>0.0414334810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="42312.000000000000"/>
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      </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>3929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54534.52</valUSD>
        <pctVal>0.0503006613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="47538.000000000000"/>
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      <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>6258</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>245501.34</valUSD>
        <pctVal>0.2264415227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caleres Inc.</name>
        <lei>JFU6RQQJ8Z1CPOLBXQ18</lei>
        <title>CALERES INC COMMON STOCK USD.01</title>
        <cusip>129500104</cusip>
        <identifiers>
          <isin value="US1295001044"/>
          <ticker value="CAL "/>
        </identifiers>
        <balance>3908</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32592.72</valUSD>
        <pctVal>0.0300623416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>California First National Bancorp</name>
        <lei>549300IRGGLE2PPNLJ02</lei>
        <title>CALIFORNIA FIRST NATIONAL BANC COMMON STOCK USD.01</title>
        <cusip>130222102</cusip>
        <identifiers>
          <isin value="US1302221023"/>
          <ticker value="CFNB "/>
        </identifiers>
        <balance>1653</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25208.25</valUSD>
        <pctVal>0.0232511746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Western Life Group Inc.</name>
        <lei>549300HPXNVHFT1BJ192</lei>
        <title>NATIONAL WESTERN LIFE GROUP IN COMMON STOCK USD.01</title>
        <cusip>638517102</cusip>
        <identifiers>
          <isin value="US6385171029"/>
          <ticker value="NWLI "/>
        </identifiers>
        <balance>221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44904.99</valUSD>
        <pctVal>0.0414187324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Natural Alternatives International Inc.</name>
        <lei>549300QOT5V1NZ8WZY48</lei>
        <title>NATURAL ALTERNATIVES INTERNATI COMMON STOCK USD.01</title>
        <cusip>638842302</cusip>
        <identifiers>
          <isin value="US6388423021"/>
          <ticker value="NAII "/>
        </identifiers>
        <balance>200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1376</valUSD>
        <pctVal>0.0012691724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Gas Services Group Inc.</name>
        <lei>N/A</lei>
        <title>NATURAL GAS SERVICES GROUP INC COMMON STOCK USD.01</title>
        <cusip>63886Q109</cusip>
        <identifiers>
          <isin value="US63886Q1094"/>
          <ticker value="NGS "/>
        </identifiers>
        <balance>2620</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16427.4</valUSD>
        <pctVal>0.0151520373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>1014</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15088.32</valUSD>
        <pctVal>0.0139169186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>2964</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>663165.36</valUSD>
        <pctVal>0.6116796507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Qurate Retail Inc.</name>
        <lei>N/A</lei>
        <title>QURATE RETAIL INC COMMON STOCK USD.01</title>
        <cusip>74915M100</cusip>
        <identifiers>
          <isin value="US74915M1009"/>
          <ticker value="QRTEA "/>
        </identifiers>
        <balance>20519</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>194930.5</valUSD>
        <pctVal>0.1797968159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="179655.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>RCM Technologies Inc.</name>
        <lei>N/A</lei>
        <title>RCM TECHNOLOGIES INC COMMON STOCK USD.05</title>
        <cusip>749360400</cusip>
        <identifiers>
          <isin value="US7493604000"/>
          <ticker value="RCMT "/>
        </identifiers>
        <balance>300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>402</valUSD>
        <pctVal>0.0003707902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RF Industries Ltd.</name>
        <lei>N/A</lei>
        <title>RF INDUSTRIES LTD COMMON STOCK USD.01</title>
        <cusip>749552105</cusip>
        <identifiers>
          <isin value="US7495521053"/>
          <ticker value="RFIL "/>
        </identifiers>
        <balance>120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>559.2</valUSD>
        <pctVal>0.0005157858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2020</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10665.6</valUSD>
        <pctVal>0.0098375622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1577</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23497.3</valUSD>
        <pctVal>0.0216730564</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>613</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13375.66</valUSD>
        <pctVal>0.0123372232</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Nautilus Inc.</name>
        <lei>549300LLLHX2HF71YE90</lei>
        <title>NAUTILUS INC COMMON STOCK</title>
        <cusip>63910B102</cusip>
        <identifiers>
          <isin value="US63910B1026"/>
          <ticker value="NLS "/>
        </identifiers>
        <balance>1580</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14646.6</valUSD>
        <pctVal>0.0135094921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6437.2</valUSD>
        <pctVal>0.0059374396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>4931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15680.58</valUSD>
        <pctVal>0.0144631977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>18244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128255.32</valUSD>
        <pctVal>0.1182980506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>193</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9545.78</valUSD>
        <pctVal>0.0088046809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>9628</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168586.28</valUSD>
        <pctVal>0.1554978639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="152855.000000000000"/>
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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>14924</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17162.6</valUSD>
        <pctVal>0.0158301591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="17485.000000000000"/>
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      </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>5799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89942.49</valUSD>
        <pctVal>0.0829596873</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Radiant Logistics Inc.</name>
        <lei>549300HWCW2HBOG4GN20</lei>
        <title>RADIANT LOGISTICS INC COMMON STOCK USD.001</title>
        <cusip>75025X100</cusip>
        <identifiers>
          <isin value="US75025X1000"/>
          <ticker value="RLGT "/>
        </identifiers>
        <balance>1875</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7368.75</valUSD>
        <pctVal>0.0067966675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7185</valUSD>
        <pctVal>0.0066271831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4286</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65147.2</valUSD>
        <pctVal>0.0600894120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2648</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126415.52</valUSD>
        <pctVal>0.1166010859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3808</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33815.04</valUSD>
        <pctVal>0.0311897652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>1722</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59477.88</valUSD>
        <pctVal>0.0548602371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1026</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42168.6</valUSD>
        <pctVal>0.0388947856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>630</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27864.9</valUSD>
        <pctVal>0.0257015721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 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>1865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39071.75</valUSD>
        <pctVal>0.0360383636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1758</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>127490.16</valUSD>
        <pctVal>0.1175922948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="94780.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Range Resources Corporation</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP COMMON STOCK USD.01</title>
        <cusip>75281A109</cusip>
        <identifiers>
          <isin value="US75281A1097"/>
          <ticker value="RRC "/>
        </identifiers>
        <balance>13645</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76821.35</valUSD>
        <pctVal>0.0708572241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="69566.000000000000"/>
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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>12278</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135180.78</valUSD>
        <pctVal>0.1246858435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>11608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>366232.4</valUSD>
        <pctVal>0.3377994691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2110</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252503.7</valUSD>
        <pctVal>0.2329002453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1797</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32561.64</valUSD>
        <pctVal>0.0300336745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4255</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103311.4</valUSD>
        <pctVal>0.0952906845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>1688</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8169.92</valUSD>
        <pctVal>0.0075356376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>10294</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>525199.88</valUSD>
        <pctVal>0.4844253010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rayonier Advanced Materials Inc.</name>
        <lei>54930053QJ7OUGZG4F72</lei>
        <title>RAYONIER ADVANCED MATERIALS IN COMMON STOCK USD.01</title>
        <cusip>75508B104</cusip>
        <identifiers>
          <isin value="US75508B1044"/>
          <ticker value="RYAM "/>
        </identifiers>
        <balance>800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2248</valUSD>
        <pctVal>0.0020734736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>16566</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>434526.18</valUSD>
        <pctVal>0.4007911722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>1941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>527699.67</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Richardson Electronics Ltd.</name>
        <lei>N/A</lei>
        <title>RICHARDSON ELECTRONICS LTD/UNI COMMON STOCK USD.05</title>
        <cusip>763165107</cusip>
        <identifiers>
          <isin value="US7631651079"/>
          <ticker value="RELL "/>
        </identifiers>
        <balance>2384</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9631.36</valUSD>
        <pctVal>0.0088836168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>9753</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115670.58</valUSD>
        <pctVal>0.1066903434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="105240.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Popular Inc.</name>
        <lei>N/A</lei>
        <title>POPULAR INC COMMON STOCK USD.01</title>
        <cusip>733174700</cusip>
        <identifiers>
          <isin value="PR7331747001"/>
          <ticker value="BPOP "/>
        </identifiers>
        <balance>7939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>295092.63</valUSD>
        <pctVal>0.2721827281</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>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 "/>
        </identifiers>
        <balance>4147</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363360.14</valUSD>
        <pctVal>0.3351502007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Citi Trends Inc.</name>
        <lei>N/A</lei>
        <title>CITI TRENDS INC COMMON STOCK USD.01</title>
        <cusip>17306X102</cusip>
        <identifiers>
          <isin value="US17306X1028"/>
          <ticker value="CTRN "/>
        </identifiers>
        <balance>1533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30997.26</valUSD>
        <pctVal>0.0285907472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Civeo Corporation</name>
        <lei>N/A</lei>
        <title>CIVEO CORP COMMON STOCK USD.01</title>
        <cusip>17878Y108</cusip>
        <identifiers>
          <isin value="CA17878Y1088"/>
          <ticker value="CVEO "/>
        </identifiers>
        <balance>8078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4980.09</valUSD>
        <pctVal>0.0045934542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Potbelly Corporation</name>
        <lei>54930027NUULUR2P5W11</lei>
        <title>POTBELLY CORP COMMON STOCK USD.01</title>
        <cusip>73754Y100</cusip>
        <identifiers>
          <isin value="US73754Y1001"/>
          <ticker value="PBPB "/>
        </identifiers>
        <balance>2073</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4726.44</valUSD>
        <pctVal>0.0043594967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Powell Industries Inc.</name>
        <lei>549300V08RO7MX2UBN26</lei>
        <title>POWELL INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>739128106</cusip>
        <identifiers>
          <isin value="US7391281067"/>
          <ticker value="POWL "/>
        </identifiers>
        <balance>1244</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34073.16</valUSD>
        <pctVal>0.0314278457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>514</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7915.6</valUSD>
        <pctVal>0.0073010621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
        </identifiers>
        <balance>1695</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101666.1</valUSD>
        <pctVal>0.0937731195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2469</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22714.8</valUSD>
        <pctVal>0.0209513068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tandy Leather Factory Inc.</name>
        <lei>549300XB36MQTBM8UQ34</lei>
        <title>TANDY LEATHER FACTORY INC COMMON STOCK USD.0024</title>
        <cusip>87538X105</cusip>
        <identifiers>
          <isin value="US87538X1054"/>
          <ticker value="TLF "/>
        </identifiers>
        <balance>1690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5644.6</valUSD>
        <pctVal>0.0052063741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Clean Energy Fuels Corp.</name>
        <lei>N/A</lei>
        <title>CLEAN ENERGY FUELS CORP COMMON STOCK USD.0001</title>
        <cusip>184499101</cusip>
        <identifiers>
          <isin value="US1844991018"/>
          <ticker value="CLNE "/>
        </identifiers>
        <balance>11526</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25587.72</valUSD>
        <pctVal>0.0236011839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Clearwater Paper Corporation</name>
        <lei>549300HCVV19GXN4P292</lei>
        <title>CLEARWATER PAPER CORP COMMON STOCK USD.0001</title>
        <cusip>18538R103</cusip>
        <identifiers>
          <isin value="US18538R1032"/>
          <ticker value="CLW "/>
        </identifiers>
        <balance>1597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57699.61</valUSD>
        <pctVal>0.0532200254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5311</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70530.08</valUSD>
        <pctVal>0.0650543851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Targa Resources Corp.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP COMMON STOCK USD.001</title>
        <cusip>87612G101</cusip>
        <identifiers>
          <isin value="US87612G1013"/>
          <ticker value="TRGP "/>
        </identifiers>
        <balance>4673</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93787.11</valUSD>
        <pctVal>0.0865058252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28254.96</valUSD>
        <pctVal>0.0260613493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cohu Inc.</name>
        <lei>N/A</lei>
        <title>COHU INC COMMON STOCK USD1.0</title>
        <cusip>192576106</cusip>
        <identifiers>
          <isin value="US1925761066"/>
          <ticker value="COHU "/>
        </identifiers>
        <balance>3425</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59389.5</valUSD>
        <pctVal>0.0547787186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="52965.000000000000"/>
        </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>3118</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>368329.34</valUSD>
        <pctVal>0.3397336104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2944</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38978.56</valUSD>
        <pctVal>0.0359524086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>8935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>249286.5</valUSD>
        <pctVal>0.2299328168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="231000.000000000000"/>
        </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>3819</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108249.56</valUSD>
        <pctVal>0.0998454640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Home 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>7422</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>143170.38</valUSD>
        <pctVal>0.1320551605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>2106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11730.42</valUSD>
        <pctVal>0.0108197135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>862</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69459.96</valUSD>
        <pctVal>0.0640673452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="93192.000000000000"/>
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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 "/>
        </identifiers>
        <balance>2425</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116472.75</valUSD>
        <pctVal>0.1074302359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="4620.000000000000"/>
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      <invstOrSec>
        <name>Preformed Line Products Company</name>
        <lei>549300EYH53XDJID2098</lei>
        <title>PREFORMED LINE PRODUCTS CO COMMON STOCK USD2.0</title>
        <cusip>740444104</cusip>
        <identifiers>
          <isin value="US7404441047"/>
          <ticker value="PLPC "/>
        </identifiers>
        <balance>984</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49209.84</valUSD>
        <pctVal>0.0453893698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="10202.000000000000"/>
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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>2821</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36165.22</valUSD>
        <pctVal>0.0333574859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3227</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>467592.3</valUSD>
        <pctVal>0.4312901608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>6493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61293.92</valUSD>
        <pctVal>0.0565352864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>5687</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171974.88</valUSD>
        <pctVal>0.1586233855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Tronox Holdings PLC</name>
        <lei>N/A</lei>
        <title>TRONOX HOLDINGS PLC COMMON STOCK USD.01</title>
        <cusip>G9087Q102</cusip>
        <identifiers>
          <isin value="GB00BJT16S69"/>
          <ticker value="TROX "/>
        </identifiers>
        <balance>4982</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35970.04</valUSD>
        <pctVal>0.0331774589</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>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>5430</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>158338.8</valUSD>
        <pctVal>0.1460459604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>695</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10480.6</valUSD>
        <pctVal>0.0096669249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>10696</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>623042</valUSD>
        <pctVal>0.5746713202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>8981</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>264221.02</valUSD>
        <pctVal>0.2437078759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESSCO Technologies Incorporated</name>
        <lei>N/A</lei>
        <title>TESSCO TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>872386107</cusip>
        <identifiers>
          <isin value="US8723861071"/>
          <ticker value="TESS "/>
        </identifiers>
        <balance>1750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9625</valUSD>
        <pctVal>0.0088777505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Timken Company</name>
        <lei>B0I35MLPFXZSE70ASS73</lei>
        <title>TIMKEN CO/THE COMMON STOCK</title>
        <cusip>887389104</cusip>
        <identifiers>
          <isin value="US8873891043"/>
          <ticker value="TKR "/>
        </identifiers>
        <balance>2536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115362.64</valUSD>
        <pctVal>0.1064063107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>White Mountains Insurance Group Ltd.</name>
        <lei>549300N3FL068JERBG02</lei>
        <title>WHITE MOUNTAINS INSURANCE GROU COMMON STOCK USD1.0</title>
        <cusip>G9618E107</cusip>
        <identifiers>
          <isin value="BMG9618E1075"/>
          <ticker value="WTM "/>
        </identifiers>
        <balance>119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105668.43</valUSD>
        <pctVal>0.0974647234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>1671</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92356.17</valUSD>
        <pctVal>0.0851859781</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>FormFactor Inc.</name>
        <lei>549300YCEEO6SZD1ZR61</lei>
        <title>FORMFACTOR INC COMMON STOCK USD.001</title>
        <cusip>346375108</cusip>
        <identifiers>
          <isin value="US3463751087"/>
          <ticker value="FORM "/>
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        <balance>1299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38099.67</valUSD>
        <pctVal>0.0351417523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8733</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>279805.32</valUSD>
        <pctVal>0.2580822684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31389.63</valUSD>
        <pctVal>0.0289526551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1054</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52510.28</valUSD>
        <pctVal>0.0484335758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>13252</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24251.16</valUSD>
        <pctVal>0.0223683895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="23352.000000000000"/>
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      <invstOrSec>
        <name>Nexa Resources S.A.</name>
        <lei>549300QRMRHM7GAU7L47</lei>
        <title>NEXA RESOURCES SA COMMON STOCK</title>
        <cusip>L67359106</cusip>
        <identifiers>
          <isin value="LU1701428291"/>
          <ticker value="NEXA "/>
        </identifiers>
        <balance>900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5976</valUSD>
        <pctVal>0.0055120454</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Griffon Corporation</name>
        <lei>5493000C2SGNC7ZN3242</lei>
        <title>GRIFFON CORP COMMON STOCK USD.25</title>
        <cusip>398433102</cusip>
        <identifiers>
          <isin value="US3984331021"/>
          <ticker value="GFF "/>
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        <balance>3371</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62430.92</valUSD>
        <pctVal>0.0575840139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Group 1 Automotive Inc.</name>
        <lei>549300US8QAZJLWYAF63</lei>
        <title>GROUP 1 AUTOMOTIVE INC COMMON STOCK USD.01</title>
        <cusip>398905109</cusip>
        <identifiers>
          <isin value="US3989051095"/>
          <ticker value="GPI "/>
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        <balance>1693</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111687.21</valUSD>
        <pctVal>0.1030162275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="106158.000000000000"/>
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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>4013</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46751.45</valUSD>
        <pctVal>0.0431218401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>1336</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89004.32</valUSD>
        <pctVal>0.0820943533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Digirad Corporation</name>
        <lei>N/A</lei>
        <title>DIGIRAD CORP COMMON STOCK USD.0001</title>
        <cusip>253827703</cusip>
        <identifiers>
          <isin value="US2538277037"/>
          <ticker value="DRAD "/>
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        <balance>310</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>868</valUSD>
        <pctVal>0.0008006117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3601</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49441.73</valUSD>
        <pctVal>0.0456032567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Guess? Inc.</name>
        <lei>549300QVH3ZK2DW0KP86</lei>
        <title>GUESS? INC COMMON STOCK USD.01</title>
        <cusip>401617105</cusip>
        <identifiers>
          <isin value="US4016171054"/>
          <ticker value="GES "/>
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        <balance>6368</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61578.56</valUSD>
        <pctVal>0.0567978280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="58653.000000000000"/>
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      <invstOrSec>
        <name>Gulf Island Fabrication Inc.</name>
        <lei>N/A</lei>
        <title>GULF ISLAND FABRICATION INC COMMON STOCK</title>
        <cusip>402307102</cusip>
        <identifiers>
          <isin value="US4023071024"/>
          <ticker value="GIFI "/>
        </identifiers>
        <balance>3019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9268.33</valUSD>
        <pctVal>0.0085487711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First 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>1350</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25177.5</valUSD>
        <pctVal>0.0232228119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Foundation Inc.</name>
        <lei>549300MLBB1IY0K7IR56</lei>
        <title>FIRST FOUNDATION INC COMMON STOCK USD.001</title>
        <cusip>32026V104</cusip>
        <identifiers>
          <isin value="US32026V1044"/>
          <ticker value="FFWM "/>
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        <balance>1677</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27402.18</valUSD>
        <pctVal>0.0252747759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gulfport Energy Corporation</name>
        <lei>549300FJX18IDUFPHD40</lei>
        <title>GULFPORT ENERGY CORP COMMON STOCK USD.01</title>
        <cusip>402635304</cusip>
        <identifiers>
          <isin value="US4026353049"/>
          <ticker value="GPOR "/>
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        <balance>10592</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11545.28</valUSD>
        <pctVal>0.0106489471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>980</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29958.6</valUSD>
        <pctVal>0.0276327249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>10706</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346767.34</valUSD>
        <pctVal>0.3198456044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2570</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230169.2</valUSD>
        <pctVal>0.2122997134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>730</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31083.4</valUSD>
        <pctVal>0.0286701996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>458</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10698.88</valUSD>
        <pctVal>0.0098682585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4008</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13987.92</valUSD>
        <pctVal>0.0129019496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>7556</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160187.2</valUSD>
        <pctVal>0.1477508574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1369</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30295.97</valUSD>
        <pctVal>0.0279439028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HealthEquity Inc.</name>
        <lei>N/A</lei>
        <title>HEALTHEQUITY INC COMMON STOCK USD.0001</title>
        <cusip>42226A107</cusip>
        <identifiers>
          <isin value="US42226A1079"/>
          <ticker value="HQY "/>
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        <balance>7114</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417378.38</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hanmi Financial Corporation</name>
        <lei>549300MSZ7RCG7EA6587</lei>
        <title>HANMI FINANCIAL CORP COMMON STOCK USD.001</title>
        <cusip>410495204</cusip>
        <identifiers>
          <isin value="US4104952043"/>
          <ticker value="HAFC "/>
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        <balance>3082</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29926.22</valUSD>
        <pctVal>0.0276028588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 Bancorp Inc.</name>
        <lei>549300NF90LR9ETZDR73</lei>
        <title>LAKELAND BANCORP INC COMMON STOCK</title>
        <cusip>511637100</cusip>
        <identifiers>
          <isin value="US5116371007"/>
          <ticker value="LBAI "/>
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        <balance>4261</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48703.23</valUSD>
        <pctVal>0.0449220911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 Industries Inc.</name>
        <lei>549300HGP70IM9WKU164</lei>
        <title>LAKELAND INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>511795106</cusip>
        <identifiers>
          <isin value="US5117951062"/>
          <ticker value="LAKE "/>
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        <balance>1110</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24897.3</valUSD>
        <pctVal>0.0229643656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>3130</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24914.8</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>Laredo Petroleum Inc.</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>LAREDO PETROLEUM INC COMMON STOCK USD.01</title>
        <cusip>516806205</cusip>
        <identifiers>
          <isin value="US5168062058"/>
          <ticker value="LPI "/>
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        <balance>56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>776.16</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>2412</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24035.58</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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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>591</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19065.66</valUSD>
        <pctVal>0.0175854726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2935</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>319973.7</valUSD>
        <pctVal>0.2951321237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>2428</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81192.32</valUSD>
        <pctVal>0.0748888481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hecla Mining Company</name>
        <lei>5493009Y6HOBZD1QD537</lei>
        <title>HECLA MINING CO COMMON STOCK USD.25</title>
        <cusip>422704106</cusip>
        <identifiers>
          <isin value="US4227041062"/>
          <ticker value="HL "/>
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        <balance>35139</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114904.53</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>4561</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>226909.75</valUSD>
        <pctVal>0.2092933151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14978.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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 "/>
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        <balance>687</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60476.61</valUSD>
        <pctVal>0.0557814294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>173</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19891.54</valUSD>
        <pctVal>0.0183472343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First 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>12649</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125984.04</valUSD>
        <pctVal>0.1162031044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>First Hawaiian Inc.</name>
        <lei>5493002DJSH46F5OLV06</lei>
        <title>FIRST HAWAIIAN INC COMMON STOCK USD.01</title>
        <cusip>32051X108</cusip>
        <identifiers>
          <isin value="US32051X1081"/>
          <ticker value="FHB "/>
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        <balance>1461</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25187.64</valUSD>
        <pctVal>0.0232321647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>781846209</cusip>
        <identifiers>
          <isin value="US7818462092"/>
          <ticker value="RUSHA "/>
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        <balance>2247</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93160.62</valUSD>
        <pctVal>0.0859279735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rush Enterprises Inc.</name>
        <lei>N/A</lei>
        <title>RUSH ENTERPRISES INC COMMON STOCK USD.01</title>
        <cusip>781846308</cusip>
        <identifiers>
          <isin value="US7818463082"/>
          <ticker value="RUSHB "/>
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        <balance>1545</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55094.7</valUSD>
        <pctVal>0.0508173510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>1021</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5595.08</valUSD>
        <pctVal>0.0051606987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>4522</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9631.86</valUSD>
        <pctVal>0.0088840780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>4239</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159004.89</valUSD>
        <pctVal>0.1466603376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SandT Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>SandT BANCORP INC COMMON STOCK USD2.5</title>
        <cusip>783859101</cusip>
        <identifiers>
          <isin value="US7838591011"/>
          <ticker value="STBA "/>
        </identifiers>
        <balance>3436</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80574.2</valUSD>
        <pctVal>0.0743187167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="38988.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEACOR Marine Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SEACOR MARINE HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>78413P101</cusip>
        <identifiers>
          <isin value="US78413P1012"/>
          <ticker value="SMHI "/>
        </identifiers>
        <balance>2432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6201.6</valUSD>
        <pctVal>0.0057201307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3868</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27192.04</valUSD>
        <pctVal>0.0250809504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>377</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6265.74</valUSD>
        <pctVal>0.0057792911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1946</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60248.16</valUSD>
        <pctVal>0.0555707154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4435</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64085.75</valUSD>
        <pctVal>0.0591103691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>10845</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165603.15</valUSD>
        <pctVal>0.1527463331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>6189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23208.75</valUSD>
        <pctVal>0.0214069084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1277</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26446.67</valUSD>
        <pctVal>0.0243934482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2346</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87834.24</valUSD>
        <pctVal>0.0810151140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Safety Insurance Group Inc.</name>
        <lei>N/A</lei>
        <title>SAFETY INSURANCE GROUP INC COMMON STOCK USD.01</title>
        <cusip>78648T100</cusip>
        <identifiers>
          <isin value="US78648T1007"/>
          <ticker value="SAFT "/>
        </identifiers>
        <balance>612</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46671.12</valUSD>
        <pctVal>0.0430477466</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1039</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16977.26</valUSD>
        <pctVal>0.0156592082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>4769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131481.33</valUSD>
        <pctVal>0.1212736051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>18865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129036.6</valUSD>
        <pctVal>0.1190186749</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>1991</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16286.38</valUSD>
        <pctVal>0.0150219656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sanmina Corporation</name>
        <lei>X5K24XLM8QYRXF00EB42</lei>
        <title>SANMINA CORP COMMON STOCK USD.01</title>
        <cusip>801056102</cusip>
        <identifiers>
          <isin value="US8010561020"/>
          <ticker value="SANM "/>
        </identifiers>
        <balance>5879</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147210.16</valUSD>
        <pctVal>0.1357813069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SilverBow Resources Inc.</name>
        <lei>N/A</lei>
        <title>SILVERBOW RESOURCES INC COMMON STOCK</title>
        <cusip>82836G102</cusip>
        <identifiers>
          <isin value="US82836G1022"/>
          <ticker value="SBOW "/>
        </identifiers>
        <balance>324</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1040.04</valUSD>
        <pctVal>0.0009592951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Third Point Reinsurance Ltd.</name>
        <lei>2LTXLGOFX5N78LZ32691</lei>
        <title>THIRD POINT REINSURANCE LTD COMMON STOCK USD.1</title>
        <cusip>G8827U100</cusip>
        <identifiers>
          <isin value="BMG8827U1009"/>
          <ticker value="TPRE "/>
        </identifiers>
        <balance>2292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17212.92</valUSD>
        <pctVal>0.0158765725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Liberty Latin America Ltd.</name>
        <lei>N/A</lei>
        <title>LIBERTY LATIN AMERICA LTD COMMON STOCK USD.01</title>
        <cusip>G9001E102</cusip>
        <identifiers>
          <isin value="BMG9001E1021"/>
          <ticker value="LILA "/>
        </identifiers>
        <balance>2622</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25485.84</valUSD>
        <pctVal>0.0235072135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6232</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106629.52</valUSD>
        <pctVal>0.0983511979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>942</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17502.36</valUSD>
        <pctVal>0.0161435414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Mid Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>FIRST MID BANCSHARES INC COMMON STOCK USD4.0</title>
        <cusip>320866106</cusip>
        <identifiers>
          <isin value="US3208661062"/>
          <ticker value="FMBH "/>
        </identifiers>
        <balance>349</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9154.27</valUSD>
        <pctVal>0.0084435663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100125</valUSD>
        <pctVal>0.0923516648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spok Holdings Inc.</name>
        <lei>549300HXXANIVN2ICC89</lei>
        <title>SPOK HOLDINGS INC COMMON STOCK USD.0001</title>
        <cusip>84863T106</cusip>
        <identifiers>
          <isin value="US84863T1060"/>
          <ticker value="SPOK "/>
        </identifiers>
        <balance>3863</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36119.05</valUSD>
        <pctVal>0.0333149004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>20567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>603024.44</valUSD>
        <pctVal>0.5562078496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>800</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9936</valUSD>
        <pctVal>0.0091646057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1988</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98406</valUSD>
        <pctVal>0.0907661216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="92644.000000000000"/>
        </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>3063</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126195.6</valUSD>
        <pctVal>0.1163982397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 L.S. Starrett Company</name>
        <lei>N/A</lei>
        <title>LS STARRETT CO/THE COMMON STOCK USD1.0</title>
        <cusip>855668109</cusip>
        <identifiers>
          <isin value="US8556681091"/>
          <ticker value="SCX "/>
        </identifiers>
        <balance>1530</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5186.7</valUSD>
        <pctVal>0.0047840238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3787</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67597.95</valUSD>
        <pctVal>0.0623498948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Weyco Group Inc.</name>
        <lei>549300I10J38MHJELM87</lei>
        <title>WEYCO GROUP INC COMMON STOCK USD1.0</title>
        <cusip>962149100</cusip>
        <identifiers>
          <isin value="US9621491003"/>
          <ticker value="WEYS "/>
        </identifiers>
        <balance>1316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28412.44</valUSD>
        <pctVal>0.0262066031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2392</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85107.36</valUSD>
        <pctVal>0.0784999389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>135260.28</valUSD>
        <pctVal>0.1247591714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferroglobe PLC</name>
        <lei>N/A</lei>
        <title>FERROGLOBE REP + WRNTY INS TRU NON TRANSFERABLE BENE INT UNIT</title>
        <cusip>962CDS906</cusip>
        <identifiers>
          <ticker value="962CDS906"/>
        </identifiers>
        <balance>5300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Playa Hotels and Resorts N.V.</name>
        <lei>N/A</lei>
        <title>PLAYA HOTELS and RESORTS NV COMMON STOCK USD.01</title>
        <cusip>N70544106</cusip>
        <identifiers>
          <isin value="NL0012170237"/>
          <ticker value="PLYA "/>
        </identifiers>
        <balance>2743</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9929.66</valUSD>
        <pctVal>0.0091587579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Copa Holdings S.A.</name>
        <lei>N/A</lei>
        <title>COPA HOLDINGS SA COMMON STOCK</title>
        <cusip>P31076105</cusip>
        <identifiers>
          <isin value="PAP310761054"/>
          <ticker value="CPA "/>
        </identifiers>
        <balance>905</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45756.8</valUSD>
        <pctVal>0.0422044110</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ardmore Shipping Corporation</name>
        <lei>N/A</lei>
        <title>ARDMORE SHIPPING CORP COMMON STOCK USD.01</title>
        <cusip>Y0207T100</cusip>
        <identifiers>
          <isin value="MHY0207T1001"/>
          <ticker value="ASC "/>
        </identifiers>
        <balance>1174</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5095.16</valUSD>
        <pctVal>0.0046995906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Costamare Inc.</name>
        <lei>N/A</lei>
        <title>COSTAMARE INC COMMON STOCK USD.0001</title>
        <cusip>Y1771G102</cusip>
        <identifiers>
          <isin value="MHY1771G1026"/>
          <ticker value="CMRE "/>
        </identifiers>
        <balance>3754</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20872.24</valUSD>
        <pctVal>0.0192517964</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>ADTRAN Inc.</name>
        <lei>549300XWTHXJVGKWU616</lei>
        <title>ADTRAN INC COMMON STOCK USD.01</title>
        <cusip>00738A106</cusip>
        <identifiers>
          <isin value="US00738A1060"/>
          <ticker value="ADTN "/>
        </identifiers>
        <balance>5269</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57590.17</valUSD>
        <pctVal>0.0531190819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="8496.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Fiesta Restaurant Group Inc.</name>
        <lei>N/A</lei>
        <title>FIESTA RESTAURANT GROUP INC COMMON STOCK USD.01</title>
        <cusip>31660B101</cusip>
        <identifiers>
          <isin value="US31660B1017"/>
          <ticker value="FRGI "/>
        </identifiers>
        <balance>1348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8600.24</valUSD>
        <pctVal>0.0079325491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Financial Institutions Inc.</name>
        <lei>N/A</lei>
        <title>FINANCIAL INSTITUTIONS INC COMMON STOCK USD.01</title>
        <cusip>317585404</cusip>
        <identifiers>
          <isin value="US3175854047"/>
          <ticker value="FISI "/>
        </identifiers>
        <balance>1481</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27561.41</valUSD>
        <pctVal>0.0254216439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>439</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21080.78</valUSD>
        <pctVal>0.0194441461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1769</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38387.3</valUSD>
        <pctVal>0.0354070518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>5326</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>569402.66</valUSD>
        <pctVal>0.5251963404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8472.9</valUSD>
        <pctVal>0.0078150953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>17832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99680.88</valUSD>
        <pctVal>0.0919420246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Bancorp</name>
        <lei>N/A</lei>
        <title>FIRST BANCORP/SOUTHERN PINES N COMMON STOCK</title>
        <cusip>318910106</cusip>
        <identifiers>
          <isin value="US3189101062"/>
          <ticker value="FBNC "/>
        </identifiers>
        <balance>3205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80381.4</valUSD>
        <pctVal>0.0741408850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="59098.000000000000"/>
        </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>1707</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7937.55</valUSD>
        <pctVal>0.0073213079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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. 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>1699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21696.23</valUSD>
        <pctVal>0.0200118148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8955</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>739772.55</valUSD>
        <pctVal>0.6823393414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Francesca's Holdings Corporation</name>
        <lei>N/A</lei>
        <title>FRANCESCA'S HOLDINGS CORP COMMON STOCK USD.01</title>
        <cusip>351793203</cusip>
        <identifiers>
          <isin value="US3517932030"/>
          <ticker value="FRAN "/>
        </identifiers>
        <balance>119</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>458.15</valUSD>
        <pctVal>0.0004225809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="459.000000000000"/>
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      </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>311</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6997.5</valUSD>
        <pctVal>0.0064542399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LSB Industries Inc.</name>
        <lei>5493001H215A0HG0MI71</lei>
        <title>LSB INDUSTRIES INC COMMON STOCK USD.1</title>
        <cusip>502160104</cusip>
        <identifiers>
          <isin value="US5021601043"/>
          <ticker value="LXU "/>
        </identifiers>
        <balance>567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>657.72</valUSD>
        <pctVal>0.0006066570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1637</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85975.24</valUSD>
        <pctVal>0.0793004399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="78256.000000000000"/>
        </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>633</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16299.75</valUSD>
        <pctVal>0.0150342976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FreightCar America Inc.</name>
        <lei>N/A</lei>
        <title>FREIGHTCAR AMERICA INC COMMON STOCK USD.01</title>
        <cusip>357023100</cusip>
        <identifiers>
          <isin value="US3570231007"/>
          <ticker value="RAIL "/>
        </identifiers>
        <balance>735</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>911.4</valUSD>
        <pctVal>0.0008406423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Frequency Electronics Inc.</name>
        <lei>549300S56SO2JB5JBE31</lei>
        <title>FREQUENCY ELECTRONICS INC COMMON STOCK USD1.0</title>
        <cusip>358010106</cusip>
        <identifiers>
          <isin value="US3580101067"/>
          <ticker value="FEIM "/>
        </identifiers>
        <balance>1783</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15619.08</valUSD>
        <pctVal>0.0144064723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>762</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2788.92</valUSD>
        <pctVal>0.0025723986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3858</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83641.44</valUSD>
        <pctVal>0.0771478275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PacWest Bancorp</name>
        <lei>549300YI8VMFO7G36V04</lei>
        <title>PACWEST BANCORP COMMON STOCK</title>
        <cusip>695263103</cusip>
        <identifiers>
          <isin value="US6952631033"/>
          <ticker value="PACW "/>
        </identifiers>
        <balance>9138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180109.98</valUSD>
        <pctVal>0.1661269064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>557</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1492.76</valUSD>
        <pctVal>0.0013768676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>1947</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17503.53</valUSD>
        <pctVal>0.0161446206</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2083</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23204.62</valUSD>
        <pctVal>0.0214030990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Friedman Industries Incorporated</name>
        <lei>N/A</lei>
        <title>FRIEDMAN INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>358435105</cusip>
        <identifiers>
          <isin value="US3584351056"/>
          <ticker value="FRD "/>
        </identifiers>
        <balance>1511</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7630.55</valUSD>
        <pctVal>0.0070381423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3426</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152799.6</valUSD>
        <pctVal>0.1409368034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fulton Financial Corporation</name>
        <lei>5493005QLZ6O1BNC0C11</lei>
        <title>FULTON FINANCIAL CORP COMMON STOCK USD2.5</title>
        <cusip>360271100</cusip>
        <identifiers>
          <isin value="US3602711000"/>
          <ticker value="FULT "/>
        </identifiers>
        <balance>13097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>137911.41</valUSD>
        <pctVal>0.1272044775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FutureFuel Corp.</name>
        <lei>N/A</lei>
        <title>FUTUREFUEL CORP COMMON STOCK USD.0001</title>
        <cusip>36116M106</cusip>
        <identifiers>
          <isin value="US36116M1062"/>
          <ticker value="FF "/>
        </identifiers>
        <balance>4276</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51098.2</valUSD>
        <pctVal>0.0471311245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>749</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12425.91</valUSD>
        <pctVal>0.0114612082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Parsley Energy Inc.</name>
        <lei>549300DMRA8DSL66G562</lei>
        <title>PARSLEY ENERGY INC COMMON STOCK USD.01</title>
        <cusip>701877102</cusip>
        <identifiers>
          <isin value="US7018771029"/>
          <ticker value="PE "/>
        </identifiers>
        <balance>18301</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195454.68</valUSD>
        <pctVal>0.1802803005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>3186</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>194282.28</valUSD>
        <pctVal>0.1791989213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="176948.000000000000"/>
        </securityLending>
      </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>567</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10534.86</valUSD>
        <pctVal>0.0097169724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GW Pharmaceuticals plc</name>
        <lei>N/A</lei>
        <title>GW PHARMACEUTICALS PLC ADR</title>
        <cusip>36197T103</cusip>
        <identifiers>
          <isin value="US36197T1034"/>
          <ticker value="GWPH "/>
        </identifiers>
        <balance>3574</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>438601.28</valUSD>
        <pctVal>0.4045498965</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>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>347</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118906.49</valUSD>
        <pctVal>0.1096750293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Patriot Transportation Holding Inc.</name>
        <lei>549300CONREOD6V7PO98</lei>
        <title>PATRIOT TRANSPORTATION HOLDING COMMON STOCK USD.1</title>
        <cusip>70338W105</cusip>
        <identifiers>
          <isin value="US70338W1053"/>
          <ticker value="PATI "/>
        </identifiers>
        <balance>450</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3780</valUSD>
        <pctVal>0.0034865348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Patterson Companies Inc.</name>
        <lei>YM48Q2087CUE26GWEK09</lei>
        <title>PATTERSON COS INC COMMON STOCK USD.01</title>
        <cusip>703395103</cusip>
        <identifiers>
          <isin value="US7033951036"/>
          <ticker value="PDCO "/>
        </identifiers>
        <balance>4209</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92598</valUSD>
        <pctVal>0.0854090333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bottomline Technologies (de) Inc.</name>
        <lei>OJ3Q4KYIXDSSGURLMT36</lei>
        <title>BOTTOMLINE TECHNOLOGIES DE INC COMMON STOCK USD.001</title>
        <cusip>101388106</cusip>
        <identifiers>
          <isin value="US1013881065"/>
          <ticker value="EPAY "/>
        </identifiers>
        <balance>5533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280910.41</valUSD>
        <pctVal>0.2591015633</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>14112</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48968.64</valUSD>
        <pctVal>0.0451668956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="49623.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Paylocity Holding Corporation</name>
        <lei>549300VH75FTB4DIEE07</lei>
        <title>PAYLOCITY HOLDING CORP COMMON STOCK USD.001</title>
        <cusip>70438V106</cusip>
        <identifiers>
          <isin value="US70438V1061"/>
          <ticker value="PCTY "/>
        </identifiers>
        <balance>5192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>757460.88</valUSD>
        <pctVal>0.6986544148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Boyd Gaming Corporation</name>
        <lei>N/A</lei>
        <title>BOYD GAMING CORP COMMON STOCK USD.01</title>
        <cusip>103304101</cusip>
        <identifiers>
          <isin value="US1033041013"/>
          <ticker value="BYD "/>
        </identifiers>
        <balance>873</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18245.7</valUSD>
        <pctVal>0.0168291712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>631</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29543.42</valUSD>
        <pctVal>0.0272497780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1057</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24141.88</valUSD>
        <pctVal>0.0222675936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4976</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6518.56</valUSD>
        <pctVal>0.0060124831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="7192.000000000000"/>
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      </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>1972</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42634.64</valUSD>
        <pctVal>0.0393246440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4854</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180811.5</valUSD>
        <pctVal>0.1667739629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>14129</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49027.63</valUSD>
        <pctVal>0.0452213059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5043</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98388.93</valUSD>
        <pctVal>0.0907503769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2544</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70774.08</valUSD>
        <pctVal>0.0652794418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BrightView Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BRIGHTVIEW HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>10948C107</cusip>
        <identifiers>
          <isin value="US10948C1071"/>
          <ticker value="BV "/>
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        <balance>3362</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37654.4</valUSD>
        <pctVal>0.0347310515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Peabody Energy Corporation</name>
        <lei>EJCO258LNNVSKAR2JX59</lei>
        <title>PEABODY ENERGY CORP COMMON STOCK</title>
        <cusip>704551100</cusip>
        <identifiers>
          <isin value="US7045511000"/>
          <ticker value="BTU "/>
        </identifiers>
        <balance>6070</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17481.6</valUSD>
        <pctVal>0.0161243931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Peapack-Gladstone Financial Corporation</name>
        <lei>549300G8DN2UK8K0ET30</lei>
        <title>PEAPACK GLADSTONE FINANCIAL CO COMMON STOCK</title>
        <cusip>704699107</cusip>
        <identifiers>
          <isin value="US7046991078"/>
          <ticker value="PGC "/>
        </identifiers>
        <balance>1625</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30436.25</valUSD>
        <pctVal>0.0280732920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>951</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9348.33</valUSD>
        <pctVal>0.0086225602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16698.63</valUSD>
        <pctVal>0.0154022100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Penn Virginia Corporation</name>
        <lei>N/A</lei>
        <title>PENN VIRGINIA CORP COMMON STOCK</title>
        <cusip>70788V102</cusip>
        <identifiers>
          <isin value="US70788V1026"/>
          <ticker value="PVAC "/>
        </identifiers>
        <balance>651</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6204.03</valUSD>
        <pctVal>0.0057223720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>526</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11887.6</valUSD>
        <pctVal>0.0109646906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1188</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26979.48</valUSD>
        <pctVal>0.0248848928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>673</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28124.67</valUSD>
        <pctVal>0.0259411745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1481</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29620</valUSD>
        <pctVal>0.0273204126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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-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>1877</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32772.42</valUSD>
        <pctVal>0.0302280903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bristow Group Inc.</name>
        <lei>5493005Q24EN3UC1PV68</lei>
        <title>BRISTOW GROUP INC COMMON STOCK USD.01</title>
        <cusip>11040G103</cusip>
        <identifiers>
          <isin value="US11040G1031"/>
          <ticker value="VTOL "/>
        </identifiers>
        <balance>1520</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21173.6</valUSD>
        <pctVal>0.0195297599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14058</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41471.1</valUSD>
        <pctVal>0.0382514370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="36140.000000000000"/>
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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>10722</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>140350.98</valUSD>
        <pctVal>0.1294546483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hertz Global Holdings Inc.</name>
        <lei>549300NBK3K85MH1EX16</lei>
        <title>HERTZ GLOBAL HLDGS INC RTS COMMON STOCK USD.01</title>
        <cusip>42806J106</cusip>
        <identifiers>
          <isin value="US42806J1060"/>
          <ticker value="HTZ "/>
        </identifiers>
        <balance>5103</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7195.23</valUSD>
        <pctVal>0.0066366189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="7450.000000000000"/>
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      </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>2433</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177730.65</valUSD>
        <pctVal>0.1639322987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>1773</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100404.99</valUSD>
        <pctVal>0.0926099174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7510</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75700.8</valUSD>
        <pctVal>0.0698236695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142497.04</valUSD>
        <pctVal>0.1314340961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Penske Automotive Group Inc.</name>
        <lei>549300W7UTQ0M4C7LB15</lei>
        <title>PENSKE AUTOMOTIVE GROUP INC COMMON STOCK USD.0001</title>
        <cusip>70959W103</cusip>
        <identifiers>
          <isin value="US70959W1036"/>
          <ticker value="PAG "/>
        </identifiers>
        <balance>5153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199472.63</valUSD>
        <pctVal>0.1839863117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Inc.</name>
        <lei>N/A</lei>
        <title>PEOPLES BANCORP INC/OH COMMON STOCK</title>
        <cusip>709789101</cusip>
        <identifiers>
          <isin value="US7097891011"/>
          <ticker value="PEBO "/>
        </identifiers>
        <balance>2153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45815.84</valUSD>
        <pctVal>0.0422588674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>5571</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178383.42</valUSD>
        <pctVal>0.1645343901</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>International Game Technology PLC</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>INTERNATIONAL GAME TECHNOLOGY COMMON STOCK USD.1</title>
        <cusip>459902102</cusip>
        <identifiers>
          <isin value="GB00BVG7F061"/>
          <ticker value="IGT "/>
        </identifiers>
        <balance>6958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61926.2</valUSD>
        <pctVal>0.0571184785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="56413.000000000000"/>
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      </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>24691</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>285674.87</valUSD>
        <pctVal>0.2634961282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Perdoceo 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>3146</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50115.78</valUSD>
        <pctVal>0.0462249759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="46810.000000000000"/>
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      </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>1969</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54462.54</valUSD>
        <pctVal>0.0502342695</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="10444.000000000000"/>
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      </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>806</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12638.08</valUSD>
        <pctVal>0.0116569061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>18794</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>322505.04</valUSD>
        <pctVal>0.2974669398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1705</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93775</valUSD>
        <pctVal>0.0864946553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3396</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21632.52</valUSD>
        <pctVal>0.0199530510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3306</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>395959.62</valUSD>
        <pctVal>0.3652187775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Build-A-Bear Workshop Inc.</name>
        <lei>N/A</lei>
        <title>BUILD-A-BEAR WORKSHOP INC COMMON STOCK USD.01</title>
        <cusip>120076104</cusip>
        <identifiers>
          <isin value="US1200761047"/>
          <ticker value="BBW "/>
        </identifiers>
        <balance>2470</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5384.6</valUSD>
        <pctVal>0.0049665595</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2150</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44505</valUSD>
        <pctVal>0.0410497962</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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 "/>
        </identifiers>
        <balance>2799</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53208.99</valUSD>
        <pctVal>0.0490780405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Bankshares Inc.</name>
        <lei>N/A</lei>
        <title>UNITED BANKSHARES INC/WV COMMON STOCK USD2.5</title>
        <cusip>909907107</cusip>
        <identifiers>
          <isin value="US9099071071"/>
          <ticker value="UBSI "/>
        </identifiers>
        <balance>7105</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196524.3</valUSD>
        <pctVal>0.1812668792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>683</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8947.3</valUSD>
        <pctVal>0.0082526647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>627</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20847.75</valUSD>
        <pctVal>0.0192292077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Fire Group Inc.</name>
        <lei>N/A</lei>
        <title>UNITED FIRE GROUP INC COMMON STOCK USD.001</title>
        <cusip>910340108</cusip>
        <identifiers>
          <isin value="US9103401082"/>
          <ticker value="UFCS "/>
        </identifiers>
        <balance>1897</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52565.87</valUSD>
        <pctVal>0.0484848500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United Insurance Holdings Corp.</name>
        <lei>N/A</lei>
        <title>UNITED INSURANCE HOLDINGS CORP COMMON STOCK USD.0001</title>
        <cusip>910710102</cusip>
        <identifiers>
          <isin value="US9107101027"/>
          <ticker value="UIHC "/>
        </identifiers>
        <balance>1482</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11589.24</valUSD>
        <pctVal>0.0106894942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Perficient Inc.</name>
        <lei>549300HTBXKL2755T650</lei>
        <title>PERFICIENT INC COMMON STOCK USD.001</title>
        <cusip>71375U101</cusip>
        <identifiers>
          <isin value="US71375U1016"/>
          <ticker value="PRFT "/>
        </identifiers>
        <balance>2608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93314.24</valUSD>
        <pctVal>0.0860696670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>14539</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>423666.46</valUSD>
        <pctVal>0.3907745608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Perma-Pipe International Holdings Inc.</name>
        <lei>549300QBMR25XXRKXK93</lei>
        <title>PERMA-PIPE INTERNATIONAL HOLDI COMMON STOCK USD.01</title>
        <cusip>714167103</cusip>
        <identifiers>
          <isin value="US7141671039"/>
          <ticker value="PPIH "/>
        </identifiers>
        <balance>1100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6182</valUSD>
        <pctVal>0.0057020524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SSC GOVERNMENT MM GVMXX</name>
        <lei>N/A</lei>
        <title>SSC GOVERNMENT MM GVMXX</title>
        <cusip>7839989D1</cusip>
        <identifiers>
          <ticker value="7839989D1010"/>
        </identifiers>
        <balance>580439.8</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>580439.8</valUSD>
        <pctVal>0.5353765977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</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 STR INSTL INVT TR TREAS MMKT FD INST</name>
        <lei>N/A</lei>
        <title>STATE STR INSTL INVT TR TREAS MMKT FD INST</title>
        <cusip>85799J9Y2</cusip>
        <identifiers>
          <ticker value="85799J9Y2010"/>
        </identifiers>
        <balance>587236.44</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>587236.44</valUSD>
        <pctVal>0.5416455716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>1928</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219348.56</valUSD>
        <pctVal>0.2023191479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="64134.000000000000"/>
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      <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>3818</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69525.78</valUSD>
        <pctVal>0.0641280552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="65786.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Cellular Corporation</name>
        <lei>N/A</lei>
        <title>UNITED STATES CELLULAR CORP COMMON STOCK USD1.0</title>
        <cusip>911684108</cusip>
        <identifiers>
          <isin value="US9116841084"/>
          <ticker value="USM "/>
        </identifiers>
        <balance>3059</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94431.33</valUSD>
        <pctVal>0.0871000303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1738</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28955.08</valUSD>
        <pctVal>0.0267071145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>5471</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131139.87</valUSD>
        <pctVal>0.1209586548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Towne Bank</name>
        <lei>N/A</lei>
        <title>TOWNE BANK/PORTSMOUTH VA COMMON STOCK USD1.667</title>
        <cusip>89214P109</cusip>
        <identifiers>
          <isin value="US89214P1093"/>
          <ticker value="TOWN "/>
        </identifiers>
        <balance>4414</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83159.76</valUSD>
        <pctVal>0.0767035434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1532</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39617.52</valUSD>
        <pctVal>0.0365417621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2774</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17392.98</valUSD>
        <pctVal>0.0160426533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Tredegar Corporation</name>
        <lei>54930003228ERHCH6K87</lei>
        <title>TREDEGAR CORP COMMON STOCK</title>
        <cusip>894650100</cusip>
        <identifiers>
          <isin value="US8946501009"/>
          <ticker value="TG "/>
        </identifiers>
        <balance>1654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25471.6</valUSD>
        <pctVal>0.0234940790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>1084</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47479.2</valUSD>
        <pctVal>0.0437930903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21954.45</valUSD>
        <pctVal>0.0202499876</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>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>686</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57925.84</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>US Foods Holding Corp.</name>
        <lei>549300UGOZSO64CFPR97</lei>
        <title>US FOODS HOLDING CORP COMMON STOCK USD.01</title>
        <cusip>912008109</cusip>
        <identifiers>
          <isin value="US9120081099"/>
          <ticker value="USFD "/>
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        <balance>12812</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252652.64</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>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>1856</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44451.2</valUSD>
        <pctVal>0.0410001730</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>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>11867</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252648.43</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="242714.000000000000"/>
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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>1395</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9193.05</valUSD>
        <pctVal>0.0084793356</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>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 "/>
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        <balance>10098</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284157.72</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>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>9180</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66279.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="64376.000000000000"/>
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      <invstOrSec>
        <name>Univar Solutions Inc.</name>
        <lei>549300VSXHFQVR770L55</lei>
        <title>UNIVAR SOLUTIONS INC COMMON STOCK USD.01</title>
        <cusip>91336L107</cusip>
        <identifiers>
          <isin value="US91336L1070"/>
          <ticker value="UNVR "/>
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        <balance>1279</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21563.94</valUSD>
        <pctVal>0.0198897953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Triple-S Management Corporation</name>
        <lei>N/A</lei>
        <title>TRIPLE-S MANAGEMENT CORP COMMON STOCK USD1.0</title>
        <cusip>896749108</cusip>
        <identifiers>
          <isin value="PR8967491088"/>
          <ticker value="GTS "/>
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        <balance>2760</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52495.2</valUSD>
        <pctVal>0.0484196666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TriState Capital Holdings Inc.</name>
        <lei>5493003JKSPN0881WX29</lei>
        <title>TRISTATE CAPITAL HOLDINGS INC COMMON STOCK</title>
        <cusip>89678F100</cusip>
        <identifiers>
          <isin value="US89678F1003"/>
          <ticker value="TSC "/>
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        <balance>1242</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19511.82</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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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2175</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92459.25</valUSD>
        <pctVal>0.0852810553</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>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 "/>
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        <balance>521</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24393.22</valUSD>
        <pctVal>0.0224994205</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>CIT Group Inc.</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT GROUP INC COMMON STOCK USD.01</title>
        <cusip>125581801</cusip>
        <identifiers>
          <isin value="US1255818015"/>
          <ticker value="CIT "/>
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        <balance>4212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87314.76</valUSD>
        <pctVal>0.0805359645</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>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 "/>
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        <balance>1198</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11920.1</valUSD>
        <pctVal>0.0109946675</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>Twin Disc Incorporated</name>
        <lei>N/A</lei>
        <title>TWIN DISC INC COMMON STOCK</title>
        <cusip>901476101</cusip>
        <identifiers>
          <isin value="US9014761012"/>
          <ticker value="TWIN "/>
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        <balance>1650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9141</valUSD>
        <pctVal>0.0084313265</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>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>2305</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89895</valUSD>
        <pctVal>0.0829158842</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>Willis Lease Finance Corporation</name>
        <lei>54930023EP1OE5MKWF89</lei>
        <title>WILLIS LEASE FINANCE CORP COMMON STOCK USD.01</title>
        <cusip>970646105</cusip>
        <identifiers>
          <isin value="US9706461053"/>
          <ticker value="WLFC "/>
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        <balance>406</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9857.68</valUSD>
        <pctVal>0.0090923661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 Bank of N.T. Butterfield and Son Limited</name>
        <lei>549300V8RVM0EMTDPF28</lei>
        <title>BANK OF NT BUTTERFIELD and SON L COMMON STOCK BMD1.0</title>
        <cusip>G0772R208</cusip>
        <identifiers>
          <isin value="BMG0772R2087"/>
          <ticker value="NTB "/>
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        <balance>576</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14048.64</valUSD>
        <pctVal>0.0129579555</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>Conduent Incorporated</name>
        <lei>549300SFJ2D2CYY6CQ11</lei>
        <title>CONDUENT INC COMMON STOCK USD.01</title>
        <cusip>206787103</cusip>
        <identifiers>
          <isin value="US2067871036"/>
          <ticker value="CNDT "/>
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        <balance>5456</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13039.84</valUSD>
        <pctVal>0.0120274750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
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        <balance>855</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61551.45</valUSD>
        <pctVal>0.0567728227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="53296.000000000000"/>
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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>940</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20830.4</valUSD>
        <pctVal>0.0192132047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Stainless and Alloy Products Inc.</name>
        <lei>5493001OEIZDUGXZDE09</lei>
        <title>UNIVERSAL STAINLESS and ALLOY PR COMMON STOCK USD.001</title>
        <cusip>913837100</cusip>
        <identifiers>
          <isin value="US9138371003"/>
          <ticker value="USAP "/>
        </identifiers>
        <balance>1562</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13433.2</valUSD>
        <pctVal>0.0123902960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107659.53</valUSD>
        <pctVal>0.0993012417</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>Assured Guaranty Ltd.</name>
        <lei>N/A</lei>
        <title>ASSURED GUARANTY LTD COMMON STOCK USD.01</title>
        <cusip>G0585R106</cusip>
        <identifiers>
          <isin value="BMG0585R1060"/>
          <ticker value="AGO "/>
        </identifiers>
        <balance>8030</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196012.3</valUSD>
        <pctVal>0.1807946290</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>Athene Holding Ltd.</name>
        <lei>549300H316CT32FQXI76</lei>
        <title>ATHENE HOLDING LTD COMMON STOCK</title>
        <cusip>G0684D107</cusip>
        <identifiers>
          <isin value="BMG0684D1074"/>
          <ticker value="ATH "/>
        </identifiers>
        <balance>10718</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>334294.42</valUSD>
        <pctVal>0.3083410359</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>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>1273</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20520.76</valUSD>
        <pctVal>0.0189276040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>76</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>766.84</valUSD>
        <pctVal>0.0007073054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>334</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2875.74</valUSD>
        <pctVal>0.0026524782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Cumberland Pharmaceuticals Inc.</name>
        <lei>N/A</lei>
        <title>CUMBERLAND PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>230770109</cusip>
        <identifiers>
          <isin value="US2307701092"/>
          <ticker value="CPIX "/>
        </identifiers>
        <balance>956</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3183.48</valUSD>
        <pctVal>0.0029363264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AXIS Capital Holdings Limited</name>
        <lei>N/A</lei>
        <title>AXIS CAPITAL HOLDINGS LTD COMMON STOCK USD.0125</title>
        <cusip>G0692U109</cusip>
        <identifiers>
          <isin value="BMG0692U1099"/>
          <ticker value="AXS "/>
        </identifiers>
        <balance>3625</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>147030</valUSD>
        <pctVal>0.1356151338</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>6138</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>448749.18</valUSD>
        <pctVal>0.4139099510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mimecast Limited</name>
        <lei>N/A</lei>
        <title>MIMECAST LTD COMMON STOCK USD.01</title>
        <cusip>G14838109</cusip>
        <identifiers>
          <isin value="GB00BYT5JK65"/>
          <ticker value="MIME "/>
        </identifiers>
        <balance>14690</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>611985.4</valUSD>
        <pctVal>0.5644731138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bunge Limited</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>BUNGE LTD COMMON STOCK USD.01</title>
        <cusip>G16962105</cusip>
        <identifiers>
          <isin value="BMG169621056"/>
          <ticker value="BG "/>
        </identifiers>
        <balance>5345</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219839.85</valUSD>
        <pctVal>0.2027722960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Harmonic Inc.</name>
        <lei>549300LRGRD8XC9BTL66</lei>
        <title>HARMONIC INC COMMON STOCK USD.001</title>
        <cusip>413160102</cusip>
        <identifiers>
          <isin value="US4131601027"/>
          <ticker value="HLIT "/>
        </identifiers>
        <balance>4356</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20691</valUSD>
        <pctVal>0.0190846272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
        </identifiers>
        <balance>1730</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23372.3</valUSD>
        <pctVal>0.0215577609</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70006.77</valUSD>
        <pctVal>0.0645717029</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>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>5006</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62374.76</valUSD>
        <pctVal>0.0575322140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="47640.000000000000"/>
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      </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 "/>
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        <balance>6297</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>717669.09</valUSD>
        <pctVal>0.6619519124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Skyline Champion Corporation</name>
        <lei>N/A</lei>
        <title>SKYLINE CHAMPION CORP COMMON STOCK USD.028</title>
        <cusip>830830105</cusip>
        <identifiers>
          <isin value="US8308301055"/>
          <ticker value="SKY "/>
        </identifiers>
        <balance>1424</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34660.16</valUSD>
        <pctVal>0.0319692732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73787.91</valUSD>
        <pctVal>0.0680592892</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="14768.000000000000"/>
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      </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>63</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12990.6</valUSD>
        <pctVal>0.0119820578</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>Wintrust Financial Corporation</name>
        <lei>Q774KI4AW80FHFW33O61</lei>
        <title>WINTRUST FINANCIAL CORP COMMON STOCK</title>
        <cusip>97650W108</cusip>
        <identifiers>
          <isin value="US97650W1080"/>
          <ticker value="WTFC "/>
        </identifiers>
        <balance>1992</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86891.04</valUSD>
        <pctVal>0.0801451406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DHT Holdings Inc.</name>
        <lei>549300SMD6IVZYT74K40</lei>
        <title>DHT HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>Y2065G121</cusip>
        <identifiers>
          <isin value="MHY2065G1219"/>
          <ticker value="DHT "/>
        </identifiers>
        <balance>5633</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28897.29</valUSD>
        <pctVal>0.0266538111</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>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>2153</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16664.22</valUSD>
        <pctVal>0.0153704715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eagle Bulk Shipping Inc.</name>
        <lei>549300EC4INNZBWR8W37</lei>
        <title>EAGLE BULK SHIPPING INC COMMON STOCK USD.01</title>
        <cusip>Y2187A143</cusip>
        <identifiers>
          <isin value="MHY2187A1432"/>
          <ticker value="EGLE "/>
        </identifiers>
        <balance>2757</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6037.83</valUSD>
        <pctVal>0.0055690752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="5778.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Flex Ltd.</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>FLEX LTD COMMON STOCK</title>
        <cusip>Y2573F102</cusip>
        <identifiers>
          <isin value="SG9999000020"/>
          <ticker value="FLEX "/>
        </identifiers>
        <balance>22654</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>232203.5</valUSD>
        <pctVal>0.2141760779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1028</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6455.84</valUSD>
        <pctVal>0.0059546324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>3124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195000.08</valUSD>
        <pctVal>0.1798609940</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="178050.000000000000"/>
        </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>3135</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77183.7</valUSD>
        <pctVal>0.0711914426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>2719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7640.39</valUSD>
        <pctVal>0.0070472183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="6812.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Gates Industrial Corporation PLC</name>
        <lei>N/A</lei>
        <title>GATES INDUSTRIAL CORP PLC COMMON STOCK USD.01</title>
        <cusip>G39108108</cusip>
        <identifiers>
          <isin value="GB00BD9G2S12"/>
          <ticker value="GTES "/>
        </identifiers>
        <balance>4373</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44954.44</valUSD>
        <pctVal>0.0414643433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1434</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23431.56</valUSD>
        <pctVal>0.0216124202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>2441</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31269.21</valUSD>
        <pctVal>0.0288415840</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="30840.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Scorpio Bulkers Inc.</name>
        <lei>N/A</lei>
        <title>SCORPIO BULKERS INC COMMON STOCK USD.01</title>
        <cusip>Y7546A130</cusip>
        <identifiers>
          <isin value="MHY7546A1304"/>
          <ticker value="SALT "/>
        </identifiers>
        <balance>512</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7833.6</valUSD>
        <pctVal>0.0072254282</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>286</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>686.4</valUSD>
        <pctVal>0.0006331104</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>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>1159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14858.38</valUSD>
        <pctVal>0.0137048303</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>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 "/>
        </identifiers>
        <balance>212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8925.2</valUSD>
        <pctVal>0.0082322804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3753</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>190277.1</valUSD>
        <pctVal>0.1755046887</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="180486.000000000000"/>
        </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>5313</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112157.43</valUSD>
        <pctVal>0.1034499414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Donegal Group Inc.</name>
        <lei>N/A</lei>
        <title>DONEGAL GROUP INC COMMON STOCK USD.01</title>
        <cusip>257701201</cusip>
        <identifiers>
          <isin value="US2577012014"/>
          <ticker value="DGICA "/>
        </identifiers>
        <balance>2876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40896.72</valUSD>
        <pctVal>0.0377216497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Employers Holdings Inc.</name>
        <lei>N/A</lei>
        <title>EMPLOYERS HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>292218104</cusip>
        <identifiers>
          <isin value="US2922181043"/>
          <ticker value="EIG "/>
        </identifiers>
        <balance>2717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81917.55</valUSD>
        <pctVal>0.0755577740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="67620.000000000000"/>
        </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>400</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20084</valUSD>
        <pctVal>0.0185247524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>3056</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4033.92</valUSD>
        <pctVal>0.0037207413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>M.D.C. Holdings Inc.</name>
        <lei>N/A</lei>
        <title>MDC HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>552676108</cusip>
        <identifiers>
          <isin value="US5526761086"/>
          <ticker value="MDC "/>
        </identifiers>
        <balance>5177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>184818.9</valUSD>
        <pctVal>0.1704702432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="29457.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>M/I Homes Inc.</name>
        <lei>N/A</lei>
        <title>M/I HOMES INC COMMON STOCK USD.01</title>
        <cusip>55305B101</cusip>
        <identifiers>
          <isin value="US55305B1017"/>
          <ticker value="MHO "/>
        </identifiers>
        <balance>2195</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75595.8</valUSD>
        <pctVal>0.0697268213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MRC Global Inc.</name>
        <lei>N/A</lei>
        <title>MRC GLOBAL INC COMMON STOCK USD.01</title>
        <cusip>55345K103</cusip>
        <identifiers>
          <isin value="US55345K1034"/>
          <ticker value="MRC "/>
        </identifiers>
        <balance>2745</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16222.95</valUSD>
        <pctVal>0.0149634601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>1134</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82566.54</valUSD>
        <pctVal>0.0761563788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MTS Systems Corporation</name>
        <lei>549300E7ZL4ZDETLML64</lei>
        <title>MTS SYSTEMS CORP COMMON STOCK USD.25</title>
        <cusip>553777103</cusip>
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          <isin value="US5537771033"/>
          <ticker value="MTSC "/>
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        <balance>626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11011.34</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>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 "/>
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        <balance>2043</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65192.13</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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 "/>
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        <balance>10537</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>361945.95</valUSD>
        <pctVal>0.3338458032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Macatawa Bank Corporation</name>
        <lei>N/A</lei>
        <title>MACATAWA BANK CORP COMMON STOCK</title>
        <cusip>554225102</cusip>
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          <isin value="US5542251021"/>
          <ticker value="MCBC "/>
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        <balance>5091</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39811.62</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Macquarie Infrastructure Corporation</name>
        <lei>N/A</lei>
        <title>MACQUARIE INFRASTRUCTURE CORP COMMON STOCK USD.001</title>
        <cusip>55608B105</cusip>
        <identifiers>
          <isin value="US55608B1052"/>
          <ticker value="MIC "/>
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        <balance>4124</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126565.56</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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          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>4205</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115595.45</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>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 "/>
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        <balance>15246</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>104892.48</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>
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      <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 "/>
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        <balance>1687</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41652.03</valUSD>
        <pctVal>0.0384183202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>3221</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54402.69</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="6072.000000000000"/>
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      <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 "/>
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        <balance>712</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63567.36</valUSD>
        <pctVal>0.0586322249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>2125</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>155082.5</valUSD>
        <pctVal>0.1430424675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Magnite Inc.</name>
        <lei>54930018FR2YX1HHSB02</lei>
        <title>RUBICON PROJECT INC/THE COMMON STOCK USD.00001</title>
        <cusip>55955D100</cusip>
        <identifiers>
          <isin value="US55955D1000"/>
          <ticker value="MGNI "/>
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        <balance>2319</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15467.73</valUSD>
        <pctVal>0.0142668726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Customers Bancorp Inc.</name>
        <lei>549300WLBCHYKZ53FN68</lei>
        <title>CUSTOMERS BANCORP INC COMMON STOCK USD1.0</title>
        <cusip>23204G100</cusip>
        <identifiers>
          <isin value="US23204G1004"/>
          <ticker value="CUBI "/>
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        <balance>2391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28739.82</valUSD>
        <pctVal>0.0265085665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DHI Group Inc.</name>
        <lei>N/A</lei>
        <title>DHI GROUP INC COMMON STOCK USD.01</title>
        <cusip>23331S100</cusip>
        <identifiers>
          <isin value="US23331S1006"/>
          <ticker value="DHX "/>
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        <balance>5212</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10945.2</valUSD>
        <pctVal>0.0100954551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 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 "/>
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        <balance>2642</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16486.08</valUSD>
        <pctVal>0.0152061616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mercantile Bank Corporation</name>
        <lei>P16VZZCKTJ5IONL6XE37</lei>
        <title>MERCANTILE BANK CORP COMMON STOCK</title>
        <cusip>587376104</cusip>
        <identifiers>
          <isin value="US5873761044"/>
          <ticker value="MBWM "/>
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        <balance>1266</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28611.6</valUSD>
        <pctVal>0.0263903010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mercer International Inc.</name>
        <lei>549300Z5IAG39VRTY874</lei>
        <title>MERCER INTERNATIONAL INC COMMON STOCK USD1.0</title>
        <cusip>588056101</cusip>
        <identifiers>
          <isin value="US5880561015"/>
          <ticker value="MERC "/>
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        <balance>8558</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69833.28</valUSD>
        <pctVal>0.0644116821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mercury General Corporation</name>
        <lei>5493001Q9EXPCEL4W527</lei>
        <title>MERCURY GENERAL CORP COMMON STOCK</title>
        <cusip>589400100</cusip>
        <identifiers>
          <isin value="US5894001008"/>
          <ticker value="MCY "/>
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        <balance>1185</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48288.75</valUSD>
        <pctVal>0.0445397898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>1726</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27408.88</valUSD>
        <pctVal>0.0252809558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>967</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19252.97</valUSD>
        <pctVal>0.0177582405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>3152</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52008</valUSD>
        <pctVal>0.0479702910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Daktronics Inc.</name>
        <lei>N/A</lei>
        <title>DAKTRONICS INC COMMON STOCK</title>
        <cusip>234264109</cusip>
        <identifiers>
          <isin value="US2342641097"/>
          <ticker value="DAKT "/>
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        <balance>3929</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17091.15</valUSD>
        <pctVal>0.0157642562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45061.35</valUSD>
        <pctVal>0.0415629532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Meridian Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>MERIDIAN BANCORP INC COMMON STOCK</title>
        <cusip>58958U103</cusip>
        <identifiers>
          <isin value="US58958U1034"/>
          <ticker value="EBSB "/>
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        <balance>1625</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18850</valUSD>
        <pctVal>0.0173865556</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>
          <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>6999</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85317.81</valUSD>
        <pctVal>0.0786940503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Darling Ingredients Inc.</name>
        <lei>L1N0SPPKS7EXZYUMZ898</lei>
        <title>DARLING INGREDIENTS INC COMMON STOCK USD.01</title>
        <cusip>237266101</cusip>
        <identifiers>
          <isin value="US2372661015"/>
          <ticker value="DAR "/>
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        <balance>11669</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>287290.78</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>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merit Medical Systems Inc.</name>
        <lei>549300OYTY138SP2CE83</lei>
        <title>MERIT MEDICAL SYSTEMS INC COMMON STOCK</title>
        <cusip>589889104</cusip>
        <identifiers>
          <isin value="US5898891040"/>
          <ticker value="MMSI "/>
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        <balance>1549</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70711.85</valUSD>
        <pctVal>0.0652220431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="63135.000000000000"/>
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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>3432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>261243.84</valUSD>
        <pctVal>0.2409618331</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>2607</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>206317.98</valUSD>
        <pctVal>0.1903002140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dawson Geophysical Company</name>
        <lei>549300R9G1EAMSMLXR09</lei>
        <title>DAWSON GEOPHYSICAL CO COMMON STOCK USD.01</title>
        <cusip>239360100</cusip>
        <identifiers>
          <isin value="US2393601008"/>
          <ticker value="DWSN "/>
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        <balance>3948</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5685.12</valUSD>
        <pctVal>0.0052437483</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>4041</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19194.75</valUSD>
        <pctVal>0.0177045405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Old 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>12650</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174064</valUSD>
        <pctVal>0.1605503139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>13149</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>214460.19</valUSD>
        <pctVal>0.1978102929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2721</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21169.38</valUSD>
        <pctVal>0.0195258675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>6642</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76316.58</valUSD>
        <pctVal>0.0703916426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>4076</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>398021.4</valUSD>
        <pctVal>0.3671204885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dean Foods Company</name>
        <lei>5RGFDMYH829UYJH0KY29</lei>
        <title>DEAN FOODS CO COMMON STOCK USD.01</title>
        <cusip>242370203</cusip>
        <identifiers>
          <isin value="US2423702032"/>
          <ticker value="DF "/>
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        <balance>8717</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>696.27</valUSD>
        <pctVal>0.0006422142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>2438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14457.34</valUSD>
        <pctVal>0.0133349255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>2383</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28000.25</valUSD>
        <pctVal>0.0258264140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>2096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1505.98</valUSD>
        <pctVal>0.0013890613</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ON Semiconductor Corporation</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON SEMICONDUCTOR CORP COMMON STOCK USD.01</title>
        <cusip>682189105</cusip>
        <identifiers>
          <isin value="US6821891057"/>
          <ticker value="ON "/>
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        <balance>15115</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299579.3</valUSD>
        <pctVal>0.2763210696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>3234</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64744.68</valUSD>
        <pctVal>0.0597181422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="59610.000000000000"/>
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      <invstOrSec>
        <name>OneMain Holdings Inc.</name>
        <lei>549300E3VEW8SMS5XW09</lei>
        <title>ONEMAIN HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>68268W103</cusip>
        <identifiers>
          <isin value="US68268W1036"/>
          <ticker value="OMF "/>
        </identifiers>
        <balance>7990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>196074.6</valUSD>
        <pctVal>0.1808520922</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>8626</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96093.64</valUSD>
        <pctVal>0.0886332847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Tejon Ranch Co.</name>
        <lei>549300TMNDO77VJ6J111</lei>
        <title>TEJON RANCH CO COMMON STOCK USD.5</title>
        <cusip>879080109</cusip>
        <identifiers>
          <isin value="US8790801091"/>
          <ticker value="TRC "/>
        </identifiers>
        <balance>1709</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24609.6</valUSD>
        <pctVal>0.0226990015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>8489</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>168761.32</valUSD>
        <pctVal>0.1556593144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>6080</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105852.8</valUSD>
        <pctVal>0.0976347796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="99060.000000000000"/>
        </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>500</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6060</valUSD>
        <pctVal>0.0055895240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>19778</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5460.71</valUSD>
        <pctVal>0.0050367606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Descartes Systems Group Inc.</name>
        <lei>N/A</lei>
        <title>DESCARTES SYSTEMS GRP/THE COMMON STOCK</title>
        <cusip>249906108</cusip>
        <identifiers>
          <isin value="CA2499061083"/>
          <ticker value="DSGX "/>
        </identifiers>
        <balance>7445</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>393840.5</valUSD>
        <pctVal>0.3632641781</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>Terex Corporation</name>
        <lei>YAWJZJYEQ7M1SYMOS462</lei>
        <title>TEREX CORP COMMON STOCK USD.01</title>
        <cusip>880779103</cusip>
        <identifiers>
          <isin value="US8807791038"/>
          <ticker value="TEX "/>
        </identifiers>
        <balance>1593</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29900.61</valUSD>
        <pctVal>0.0275792371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TerraForm Power Inc.</name>
        <lei>549300V0USOOV31S6Z05</lei>
        <title>TERRAFORM POWER INC COMMON STOCK USD.01</title>
        <cusip>88104R209</cusip>
        <identifiers>
          <isin value="US88104R2094"/>
          <ticker value="TERP "/>
        </identifiers>
        <balance>3126</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57643.44</valUSD>
        <pctVal>0.0531682162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Designer Brands Inc.</name>
        <lei>549300X8J6FI8PPRK859</lei>
        <title>DESIGNER BRANDS INC COMMON STOCK</title>
        <cusip>250565108</cusip>
        <identifiers>
          <isin value="US2505651081"/>
          <ticker value="DBI "/>
        </identifiers>
        <balance>5177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35048.29</valUSD>
        <pctVal>0.0323272702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>18790</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213078.6</valUSD>
        <pctVal>0.1965359645</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Territorial Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>TERRITORIAL BANCORP INC COMMON STOCK USD.01</title>
        <cusip>88145X108</cusip>
        <identifiers>
          <isin value="US88145X1081"/>
          <ticker value="TBNK "/>
        </identifiers>
        <balance>1722</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40966.38</valUSD>
        <pctVal>0.0377859016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TETRA Technologies Inc.</name>
        <lei>N/A</lei>
        <title>TETRA TECHNOLOGIES INC COMMON STOCK USD.01</title>
        <cusip>88162F105</cusip>
        <identifiers>
          <isin value="US88162F1057"/>
          <ticker value="TTI "/>
        </identifiers>
        <balance>4581</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2448.54</valUSD>
        <pctVal>0.0022584444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Green Plains Inc.</name>
        <lei>VJ5WLTHARBSDR14KIZ98</lei>
        <title>GREEN PLAINS INC COMMON STOCK USD.001</title>
        <cusip>393222104</cusip>
        <identifiers>
          <isin value="US3932221043"/>
          <ticker value="GPRE "/>
        </identifiers>
        <balance>5268</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53812.62</valUSD>
        <pctVal>0.0496348069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="51766.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Greenbrier Companies Inc.</name>
        <lei>5493001GAGGFR30BP390</lei>
        <title>GREENBRIER COS INC/THE COMMON STOCK</title>
        <cusip>393657101</cusip>
        <identifiers>
          <isin value="US3936571013"/>
          <ticker value="GBX "/>
        </identifiers>
        <balance>3369</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>76644.75</valUSD>
        <pctVal>0.0706943347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="71280.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2159</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66648.33</valUSD>
        <pctVal>0.0614739998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>9536</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>313829.76</valUSD>
        <pctVal>0.2894651765</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1678</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57739.98</valUSD>
        <pctVal>0.0532572612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Greif Inc.</name>
        <lei>54930070FVGKR0Z1FI24</lei>
        <title>GREIF INC COMMON STOCK</title>
        <cusip>397624206</cusip>
        <identifiers>
          <isin value="US3976242061"/>
          <ticker value="GEF/B "/>
        </identifiers>
        <balance>498</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20831.34</valUSD>
        <pctVal>0.0192140717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2127</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>243647.85</valUSD>
        <pctVal>0.2247319308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Farmer Bros. Co.</name>
        <lei>5493006PMLETBTVJ3262</lei>
        <title>FARMER BROTHERS CO COMMON STOCK USD1.0</title>
        <cusip>307675108</cusip>
        <identifiers>
          <isin value="US3076751086"/>
          <ticker value="FARM "/>
        </identifiers>
        <balance>1069</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7846.46</valUSD>
        <pctVal>0.0072372898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>645</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34572</valUSD>
        <pctVal>0.0318879576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>4369</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>129890.37</valUSD>
        <pctVal>0.1198061614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>15048</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>219249.36</valUSD>
        <pctVal>0.2022276494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1297</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>138169.41</valUSD>
        <pctVal>0.1274424473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1090</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12066.3</valUSD>
        <pctVal>0.0111295170</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Business Financial Services Inc.</name>
        <lei>N/A</lei>
        <title>FIRST BUSINESS FINANCIAL SERVI COMMON STOCK USD.01</title>
        <cusip>319390100</cusip>
        <identifiers>
          <isin value="US3193901002"/>
          <ticker value="FBIZ "/>
        </identifiers>
        <balance>1366</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22470.7</valUSD>
        <pctVal>0.0207261578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Griffin Industrial Realty Inc.</name>
        <lei>549300R8UPDF52PO7C86</lei>
        <title>GRIFFIN INDUSTRIAL REALTY INC COMMON STOCK USD.01</title>
        <cusip>398231100</cusip>
        <identifiers>
          <isin value="US3982311009"/>
          <ticker value="GRIF "/>
        </identifiers>
        <balance>892</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48319.64</valUSD>
        <pctVal>0.0445682816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Howard Hughes Corporation</name>
        <lei>549300BVHY25JZC1KI49</lei>
        <title>HOWARD HUGHES CORP COMMON STOCK</title>
        <cusip>44267D107</cusip>
        <identifiers>
          <isin value="US44267D1072"/>
          <ticker value="HHC "/>
        </identifiers>
        <balance>447</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23221.65</valUSD>
        <pctVal>0.0214188069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Commonwealth Financial Corporation</name>
        <lei>N/A</lei>
        <title>FIRST COMMONWEALTH FINANCIAL C COMMON STOCK USD1.0</title>
        <cusip>319829107</cusip>
        <identifiers>
          <isin value="US3198291078"/>
          <ticker value="FCF "/>
        </identifiers>
        <balance>9089</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75256.92</valUSD>
        <pctVal>0.0694142507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2201</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49412.45</valUSD>
        <pctVal>0.0455762499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>2348</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144378.52</valUSD>
        <pctVal>0.1331695049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Matrix Service Company</name>
        <lei>N/A</lei>
        <title>MATRIX SERVICE CO COMMON STOCK USD.01</title>
        <cusip>576853105</cusip>
        <identifiers>
          <isin value="US5768531056"/>
          <ticker value="MTRX "/>
        </identifiers>
        <balance>2731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26545.32</valUSD>
        <pctVal>0.0244844394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>3414</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99347.4</valUSD>
        <pctVal>0.0916344348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="68675.000000000000"/>
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      <invstOrSec>
        <name>Matthews International Corporation</name>
        <lei>549300ZVC5O0ATML6U61</lei>
        <title>MATTHEWS INTERNATIONAL CORP COMMON STOCK USD1.0</title>
        <cusip>577128101</cusip>
        <identifiers>
          <isin value="US5771281012"/>
          <ticker value="MATW "/>
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        <balance>1190</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22729</valUSD>
        <pctVal>0.0209644044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8716</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>121065.24</valUSD>
        <pctVal>0.1116661819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1432</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52754.88</valUSD>
        <pctVal>0.0486591860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>First Financial Northwest Inc.</name>
        <lei>549300F9IPXLCC3K7B36</lei>
        <title>FIRST FINANCIAL NORTHWEST INC COMMON STOCK USD.01</title>
        <cusip>32022K102</cusip>
        <identifiers>
          <isin value="US32022K1025"/>
          <ticker value="FFNW "/>
        </identifiers>
        <balance>1100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10659</valUSD>
        <pctVal>0.0098314746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Huron Consulting Group Inc.</name>
        <lei>549300NGVB9H6TKTLE36</lei>
        <title>HURON CONSULTING GROUP INC COMMON STOCK USD.01</title>
        <cusip>447462102</cusip>
        <identifiers>
          <isin value="US4474621020"/>
          <ticker value="HURN "/>
        </identifiers>
        <balance>1611</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71286.75</valUSD>
        <pctVal>0.0657523100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NETGEAR Inc.</name>
        <lei>54930067KX3UNRHDWA78</lei>
        <title>NETGEAR INC COMMON STOCK USD.001</title>
        <cusip>64111Q104</cusip>
        <identifiers>
          <isin value="US64111Q1040"/>
          <ticker value="NTGR "/>
        </identifiers>
        <balance>3391</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87792.99</valUSD>
        <pctVal>0.0809770665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="80091.000000000000"/>
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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 "/>
        </identifiers>
        <balance>33557</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78858.95</valUSD>
        <pctVal>0.0727366324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>970</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37500.2</valUSD>
        <pctVal>0.0345888230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ICF International Inc.</name>
        <lei>5493003KYFDDC5B3WY64</lei>
        <title>ICF INTERNATIONAL INC COMMON STOCK USD.001</title>
        <cusip>44925C103</cusip>
        <identifiers>
          <isin value="US44925C1036"/>
          <ticker value="ICFI "/>
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        <balance>1629</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105608.07</valUSD>
        <pctVal>0.0974090495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
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        <balance>2177</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401242.87</valUSD>
        <pctVal>0.3700918555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5491.29</valUSD>
        <pctVal>0.0050649665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>531</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18425.7</valUSD>
        <pctVal>0.0169951967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC Bearings Incorporated</name>
        <lei>N/A</lei>
        <title>RBC BEARINGS INC COMMON STOCK USD.01</title>
        <cusip>75524B104</cusip>
        <identifiers>
          <isin value="US75524B1044"/>
          <ticker value="ROLL "/>
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        <balance>3827</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>512971.08</valUSD>
        <pctVal>0.4731458999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IBERIABANK Corporation</name>
        <lei>WQ4U3ADCR5WID15LA317</lei>
        <title>IBERIABANK CORP COMMON STOCK USD1.0</title>
        <cusip>450828108</cusip>
        <identifiers>
          <isin value="US4508281080"/>
          <ticker value="IBKC "/>
        </identifiers>
        <balance>3855</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>175556.7</valUSD>
        <pctVal>0.1619271262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2820</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31612.2</valUSD>
        <pctVal>0.0291579455</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>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 "/>
        </identifiers>
        <balance>1083</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4256.19</valUSD>
        <pctVal>0.0039257551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Santander Consumer USA Holdings Inc.</name>
        <lei>5493004SHNXEHHZ58X76</lei>
        <title>SANTANDER CONSUMER USA HOLDING COMMON STOCK USD.01</title>
        <cusip>80283M101</cusip>
        <identifiers>
          <isin value="US80283M1018"/>
          <ticker value="SC "/>
        </identifiers>
        <balance>16731</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>308017.71</valUSD>
        <pctVal>0.2841043526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="301803.000000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2542</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61236.78</valUSD>
        <pctVal>0.0564825826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4262</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75181.68</valUSD>
        <pctVal>0.0693448520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>8168</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>213103.12</valUSD>
        <pctVal>0.1965585808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4596</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55427.76</valUSD>
        <pctVal>0.0511245534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1533</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148854.3</valUSD>
        <pctVal>0.1372978019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vectrus Inc.</name>
        <lei>N/A</lei>
        <title>VECTRUS INC COMMON STOCK USD.01</title>
        <cusip>92242T101</cusip>
        <identifiers>
          <isin value="US92242T1016"/>
          <ticker value="VEC "/>
        </identifiers>
        <balance>608</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29871.04</valUSD>
        <pctVal>0.0275519628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Independence Holding Company</name>
        <lei>N/A</lei>
        <title>INDEPENDENCE HOLDING CO COMMON STOCK USD1.0</title>
        <cusip>453440307</cusip>
        <identifiers>
          <isin value="US4534403070"/>
          <ticker value="IHC "/>
        </identifiers>
        <balance>2247</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68735.73</valUSD>
        <pctVal>0.0633993418</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Independent Bank Corp.</name>
        <lei>N/A</lei>
        <title>INDEPENDENT BANK CORP COMMON STOCK USD.01</title>
        <cusip>453836108</cusip>
        <identifiers>
          <isin value="US4538361084"/>
          <ticker value="INDB "/>
        </identifiers>
        <balance>885</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59374.65</valUSD>
        <pctVal>0.0547650215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Vera Bradley Inc.</name>
        <lei>N/A</lei>
        <title>VERA BRADLEY INC COMMON STOCK</title>
        <cusip>92335C106</cusip>
        <identifiers>
          <isin value="US92335C1062"/>
          <ticker value="VRA "/>
        </identifiers>
        <balance>2034</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9030.96</valUSD>
        <pctVal>0.0083298296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Veracyte Inc.</name>
        <lei>N/A</lei>
        <title>VERACYTE INC COMMON STOCK USD.001</title>
        <cusip>92337F107</cusip>
        <identifiers>
          <isin value="US92337F1075"/>
          <ticker value="VCYT "/>
        </identifiers>
        <balance>14327</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>371069.3</valUSD>
        <pctVal>0.3422608500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verint Systems Inc.</name>
        <lei>549300KEQJS5FRVUCO94</lei>
        <title>VERINT SYSTEMS INC COMMON STOCK USD.001</title>
        <cusip>92343X100</cusip>
        <identifiers>
          <isin value="US92343X1000"/>
          <ticker value="VRNT "/>
        </identifiers>
        <balance>402</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18162.36</valUSD>
        <pctVal>0.0167523014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>889</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15077.44</valUSD>
        <pctVal>0.0139068832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>28096</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>388286.72</valUSD>
        <pctVal>0.3581415731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Verso Corporation</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP COMMON STOCK</title>
        <cusip>92531L207</cusip>
        <identifiers>
          <isin value="US92531L2079"/>
          <ticker value="VRS "/>
        </identifiers>
        <balance>1405</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16803.8</valUSD>
        <pctVal>0.0154992150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>206</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3059.1</valUSD>
        <pctVal>0.0028216028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1479</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59929.08</valUSD>
        <pctVal>0.0552764076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49082.72</valUSD>
        <pctVal>0.0452721189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="48920.000000000000"/>
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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 "/>
        </identifiers>
        <balance>24460</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149695.2</valUSD>
        <pctVal>0.1380734175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44283.84</valUSD>
        <pctVal>0.0408458062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shiloh Industries Inc.</name>
        <lei>N/A</lei>
        <title>SHILOH INDUSTRIES INC COMMON STOCK USD.01</title>
        <cusip>824543102</cusip>
        <identifiers>
          <isin value="US8245431023"/>
          <ticker value="SHLO "/>
        </identifiers>
        <balance>1515</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2454.3</valUSD>
        <pctVal>0.0022637572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1664</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31649.28</valUSD>
        <pctVal>0.0291921468</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Village Super Market Inc.</name>
        <lei>N/A</lei>
        <title>VILLAGE SUPER MARKET INC COMMON STOCK</title>
        <cusip>927107409</cusip>
        <identifiers>
          <isin value="US9271074091"/>
          <ticker value="VLGEA "/>
        </identifiers>
        <balance>685</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18988.2</valUSD>
        <pctVal>0.0175140263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Virco Mfg. Corporation</name>
        <lei>N/A</lei>
        <title>VIRCO MANUFACTURING CORP COMMON STOCK USD.01</title>
        <cusip>927651109</cusip>
        <identifiers>
          <isin value="US9276511097"/>
          <ticker value="VIRC "/>
        </identifiers>
        <balance>1200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3144</valUSD>
        <pctVal>0.0028999115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>10945</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>355384.15</valUSD>
        <pctVal>0.3277934371</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1352</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39573.04</valUSD>
        <pctVal>0.0365007353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shore Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>SHORE BANCSHARES INC COMMON STOCK USD.01</title>
        <cusip>825107105</cusip>
        <identifiers>
          <isin value="US8251071051"/>
          <ticker value="SHBI "/>
        </identifiers>
        <balance>2225</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24675.25</valUSD>
        <pctVal>0.0227595547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Shyft Group Inc</name>
        <lei>549300YY0TB51BGRV994</lei>
        <title>SHYFT GROUP INC/THE COMMON STOCK USD.01</title>
        <cusip>825698103</cusip>
        <identifiers>
          <isin value="US8256981031"/>
          <ticker value="SHYF "/>
        </identifiers>
        <balance>34476</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>580575.84</valUSD>
        <pctVal>0.5355020760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1759</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33209.92</valUSD>
        <pctVal>0.0306316245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIFCO Industries Inc.</name>
        <lei>549300DGPYFSWVYAMD66</lei>
        <title>SIFCO INDUSTRIES INC COMMON STOCK USD1.0</title>
        <cusip>826546103</cusip>
        <identifiers>
          <isin value="US8265461033"/>
          <ticker value="SIF "/>
        </identifiers>
        <balance>1000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4000</valUSD>
        <pctVal>0.0036894548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
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        <balance>4161</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>427085.04</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>
      <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 "/>
        </identifiers>
        <balance>4459</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85345.26</valUSD>
        <pctVal>0.0787193692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="79292.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Graphic Packaging Holding Company</name>
        <lei>N/A</lei>
        <title>GRAPHIC PACKAGING HOLDING CO COMMON STOCK USD.01</title>
        <cusip>388689101</cusip>
        <identifiers>
          <isin value="US3886891015"/>
          <ticker value="GPK "/>
        </identifiers>
        <balance>12264</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>171573.36</valUSD>
        <pctVal>0.1582530380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>28861</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>294382.2</valUSD>
        <pctVal>0.2715274532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESCO International Inc.</name>
        <lei>N/A</lei>
        <title>WESCO INTERNATIONAL INC PUBLIC VAR</title>
        <cusip>95082P303</cusip>
        <identifiers>
          <isin value="US95082P3038"/>
          <ticker value="WCC"/>
        </identifiers>
        <balance>1507.64</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39982.61</valUSD>
        <pctVal>0.0368785078</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>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2906</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46089.16</valUSD>
        <pctVal>0.0425109678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="42616.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Taro Pharmaceutical Industries Ltd.</name>
        <lei>5493002WIJCSC2L2VL79</lei>
        <title>TARO PHARMACEUTICAL INDUSTRIES COMMON STOCK ILS.0001</title>
        <cusip>M8737E108</cusip>
        <identifiers>
          <isin value="IL0010827181"/>
          <ticker value="TARO "/>
        </identifiers>
        <balance>303</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20146.47</valUSD>
        <pctVal>0.0185823725</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>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 "/>
        </identifiers>
        <balance>8419</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305272.94</valUSD>
        <pctVal>0.2815726764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1166.000000000000"/>
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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>604</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35460.84</valUSD>
        <pctVal>0.0327077913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alcoa Corporation</name>
        <lei>549300T12EZ1F6PWWU29</lei>
        <title>ALCOA CORP COMMON STOCK USD.01</title>
        <cusip>013872106</cusip>
        <identifiers>
          <isin value="US0138721065"/>
          <ticker value="AA "/>
        </identifiers>
        <balance>9078</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102036.72</valUSD>
        <pctVal>0.0941149659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>341</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10625.56</valUSD>
        <pctVal>0.0098006308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
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        <balance>5052</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51479.88</valUSD>
        <pctVal>0.0474831722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Allegiance Bancshares Inc.</name>
        <lei>N/A</lei>
        <title>ALLEGIANCE BANCSHARES INC COMMON STOCK USD1.0</title>
        <cusip>01748H107</cusip>
        <identifiers>
          <isin value="US01748H1077"/>
          <ticker value="ABTX "/>
        </identifiers>
        <balance>308</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7820.12</valUSD>
        <pctVal>0.0072129948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>4295</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>177211.7</valUSD>
        <pctVal>0.1634536381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1163</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74443.63</valUSD>
        <pctVal>0.0686641015</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>
          <loanByFundCondition isLoanByFund="Y" loanVal="11986.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marcus and Millichap Inc.</name>
        <lei>549300B2HE8ULXNB1N48</lei>
        <title>MARCUS and MILLICHAP INC COMMON STOCK USD.0001</title>
        <cusip>566324109</cusip>
        <identifiers>
          <isin value="US5663241090"/>
          <ticker value="MMI "/>
        </identifiers>
        <balance>853</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24617.58</valUSD>
        <pctVal>0.0227063620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Marcus Corporation</name>
        <lei>549300NL0OKPNEMP6B79</lei>
        <title>MARCUS CORP/THE COMMON STOCK USD1.0</title>
        <cusip>566330106</cusip>
        <identifiers>
          <isin value="US5663301068"/>
          <ticker value="MCS "/>
        </identifiers>
        <balance>2916</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38695.32</valUSD>
        <pctVal>0.0356911583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2016</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45138.24</valUSD>
        <pctVal>0.0416338738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ritchie Bros. Auctioneers Incorporated</name>
        <lei>5493002H8U24DJXQ4886</lei>
        <title>RITCHIE BROS AUCTIONEERS INC COMMON STOCK</title>
        <cusip>767744105</cusip>
        <identifiers>
          <isin value="CA7677441056"/>
          <ticker value="RBA "/>
        </identifiers>
        <balance>14480</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>591508</valUSD>
        <pctVal>0.5455855035</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>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>624</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10645.44</valUSD>
        <pctVal>0.0098189674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>5483</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30978.95</valUSD>
        <pctVal>0.0285738587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rocky Brands Inc.</name>
        <lei>N/A</lei>
        <title>ROCKY BRANDS INC COMMON STOCK</title>
        <cusip>774515100</cusip>
        <identifiers>
          <isin value="US7745151008"/>
          <ticker value="RCKY "/>
        </identifiers>
        <balance>1478</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30387.68</valUSD>
        <pctVal>0.0280284928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rogers Corporation</name>
        <lei>PW0CN80KNFR7RUOOKJ84</lei>
        <title>ROGERS CORP COMMON STOCK USD1.0</title>
        <cusip>775133101</cusip>
        <identifiers>
          <isin value="US7751331015"/>
          <ticker value="ROG "/>
        </identifiers>
        <balance>4448</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>554220.8</valUSD>
        <pctVal>0.5111931440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2805</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>281257.35</valUSD>
        <pctVal>0.2594215681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4337</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>141472.94</valUSD>
        <pctVal>0.1304895034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Wesson Brands Inc.</name>
        <lei>5493004PFHUPOR1PWN79</lei>
        <title>AMERICAN OUTDOOR BRANDS CORP COMMON STOCK USD.001</title>
        <cusip>831754106</cusip>
        <identifiers>
          <isin value="US8317541063"/>
          <ticker value="SWBI "/>
        </identifiers>
        <balance>859</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18485.68</valUSD>
        <pctVal>0.0170505201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2258</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>312755.58</valUSD>
        <pctVal>0.2884743919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="267120.000000000000"/>
        </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>7641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>618386.13</valUSD>
        <pctVal>0.5703769147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1811</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57789.01</valUSD>
        <pctVal>0.0533024847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="51119.000000000000"/>
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      </invstOrSec>
      <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>1795</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93860.55</valUSD>
        <pctVal>0.0865735636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Express Inc.</name>
        <lei>N/A</lei>
        <title>EXPRESS INC COMMON STOCK</title>
        <cusip>30219E103</cusip>
        <identifiers>
          <isin value="US30219E1038"/>
          <ticker value="EXPR "/>
        </identifiers>
        <balance>3676</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5661.04</valUSD>
        <pctVal>0.0052215378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Extended Stay America Inc.</name>
        <lei>549300IESZBC3BJUJW64</lei>
        <title>EXTENDED STAY AMERICA INC UNIT USD.01</title>
        <cusip>30224P200</cusip>
        <identifiers>
          <isin value="US30224P2002"/>
          <ticker value="STAY "/>
        </identifiers>
        <balance>4872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54517.68</valUSD>
        <pctVal>0.0502851287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3656</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174244.96</valUSD>
        <pctVal>0.1607172248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>237</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6567.27</valUSD>
        <pctVal>0.0060574114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4737</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25532.43</valUSD>
        <pctVal>0.0235501864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3087</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19448.1</valUSD>
        <pctVal>0.0179382213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FBL Financial Group Inc.</name>
        <lei>N/A</lei>
        <title>FBL FINANCIAL GROUP INC COMMON STOCK</title>
        <cusip>30239F106</cusip>
        <identifiers>
          <isin value="US30239F1066"/>
          <ticker value="FFG "/>
        </identifiers>
        <balance>3170</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113771.3</valUSD>
        <pctVal>0.1049385165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>18182</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136365</valUSD>
        <pctVal>0.1257781250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1012</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24591.6</valUSD>
        <pctVal>0.0226823990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3850</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37306.5</valUSD>
        <pctVal>0.0344101611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>722</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29298.76</valUSD>
        <pctVal>0.0270241125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>826</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25672.08</valUSD>
        <pctVal>0.0236789945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>374</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10367.28</valUSD>
        <pctVal>0.0095624027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>26848</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68730.88</valUSD>
        <pctVal>0.0633948683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="38160.000000000000"/>
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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>333</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4242.42</valUSD>
        <pctVal>0.0039130542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>8314</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>752666.42</valUSD>
        <pctVal>0.6942321790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1307</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27368.58</valUSD>
        <pctVal>0.0252437845</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7216</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2128.72</valUSD>
        <pctVal>0.0019634540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hill International Inc.</name>
        <lei>N/A</lei>
        <title>HILL INTERNATIONAL INC COMMON STOCK USD.0001</title>
        <cusip>431466101</cusip>
        <identifiers>
          <isin value="US4314661012"/>
          <ticker value="HIL "/>
        </identifiers>
        <balance>3275</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4978</valUSD>
        <pctVal>0.0045915265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>417</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11288.19</valUSD>
        <pctVal>0.0104118166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4194</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89122.5</valUSD>
        <pctVal>0.0822033583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spectrum Brands Holdings Inc.</name>
        <lei>549300JM0MJETDD30O20</lei>
        <title>SPECTRUM BRANDS HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>84790A105</cusip>
        <identifiers>
          <isin value="US84790A1051"/>
          <ticker value="SPB "/>
        </identifiers>
        <balance>1296</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59486.4</valUSD>
        <pctVal>0.0548680956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hilltop Holdings Inc.</name>
        <lei>54930010TA543US0PM65</lei>
        <title>HILLTOP HOLDINGS INC COMMON STOCK USD.01</title>
        <cusip>432748101</cusip>
        <identifiers>
          <isin value="US4327481010"/>
          <ticker value="HTH "/>
        </identifiers>
        <balance>6466</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119297.7</valUSD>
        <pctVal>0.1100358672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>106</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17784.68</valUSD>
        <pctVal>0.0164039431</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>8137</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237600.4</valUSD>
        <pctVal>0.2191539825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Kewaunee Scientific Corporation</name>
        <lei>549300Z8MHH8NUYXQ229</lei>
        <title>KEWAUNEE SCIENTIFIC CORP COMMON STOCK USD2.5</title>
        <cusip>492854104</cusip>
        <identifiers>
          <isin value="US4928541048"/>
          <ticker value="KEQU "/>
        </identifiers>
        <balance>83</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>771.07</valUSD>
        <pctVal>0.0007112070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Key Tronic Corporation</name>
        <lei>40TF3VPKEM3IMMIU0O47</lei>
        <title>KEY TRONIC CORP COMMON STOCK</title>
        <cusip>493144109</cusip>
        <identifiers>
          <isin value="US4931441095"/>
          <ticker value="KTCC "/>
        </identifiers>
        <balance>1900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9975</valUSD>
        <pctVal>0.0092005778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>966</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11166.96</valUSD>
        <pctVal>0.0102999985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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>2689</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10460.21</valUSD>
        <pctVal>0.0096481179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3936</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5746.56</valUSD>
        <pctVal>0.0053004183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Titan 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>2816</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30581.76</valUSD>
        <pctVal>0.0282075051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JH COLLATERAL</name>
        <lei>N/A</lei>
        <title>JH COLLATERAL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="926EMC902"/>
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        <balance>1159253.86</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11605638.2</valUSD>
        <pctVal>10.7046193131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="11605638.200000000000" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirit AeroSystems Holdings Inc.</name>
        <lei>N/A</lei>
        <title>SPIRIT AEROSYSTEMS HOLDINGS IN COMMON STOCK USD.01</title>
        <cusip>848574109</cusip>
        <identifiers>
          <isin value="US8485741099"/>
          <ticker value="SPR "/>
        </identifiers>
        <balance>477</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11419.38</valUSD>
        <pctVal>0.0105328215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spirit Airlines Inc.</name>
        <lei>549300DCAFIXFNFR3304</lei>
        <title>SPIRIT AIRLINES INC COMMON STOCK USD.0001</title>
        <cusip>848577102</cusip>
        <identifiers>
          <isin value="US8485771021"/>
          <ticker value="SAVE "/>
        </identifiers>
        <balance>5299</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94322.2</valUSD>
        <pctVal>0.0869993728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="86216.000000000000"/>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>12316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401378.44</valUSD>
        <pctVal>0.3702169003</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14656</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>435576.32</valUSD>
        <pctVal>0.4017597832</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>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>3657</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>282503.25</valUSD>
        <pctVal>0.2605707410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xperi Holding Corporation</name>
        <lei>N/A</lei>
        <title>XPERI HOLDING CORP COMMON STOCK</title>
        <cusip>98390M103</cusip>
        <identifiers>
          <isin value="US98390M1036"/>
          <ticker value="XPER "/>
        </identifiers>
        <balance>4859</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71718.84</valUSD>
        <pctVal>0.0661508541</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="54302.000000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>8939</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136677.31</valUSD>
        <pctVal>0.1260661884</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 "/>
        </identifiers>
        <balance>535</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12374.55</valUSD>
        <pctVal>0.0114138356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8491</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>288694</valUSD>
        <pctVal>0.2662808641</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>11725</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>316692.25</valUSD>
        <pctVal>0.2921054333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zovio Inc</name>
        <lei>N/A</lei>
        <title>ZOVIO INC COMMON STOCK USD.01</title>
        <cusip>98979V102</cusip>
        <identifiers>
          <isin value="US98979V1026"/>
          <ticker value="ZVO "/>
        </identifiers>
        <balance>3463</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10596.78</valUSD>
        <pctVal>0.0097740851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2122</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58100.36</valUSD>
        <pctVal>0.0535896626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>4046</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66435.32</valUSD>
        <pctVal>0.0612775271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Berry 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 "/>
        </identifiers>
        <balance>1497</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7230.51</valUSD>
        <pctVal>0.0066691599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Big 5 Sporting Goods Corporation</name>
        <lei>N/A</lei>
        <title>BIG 5 SPORTING GOODS CORP COMMON STOCK USD.01</title>
        <cusip>08915P101</cusip>
        <identifiers>
          <isin value="US08915P1012"/>
          <ticker value="BGFV "/>
        </identifiers>
        <balance>2004</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3887.76</valUSD>
        <pctVal>0.0035859287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Big Lots Inc.</name>
        <lei>N/A</lei>
        <title>BIG LOTS INC COMMON STOCK USD.01</title>
        <cusip>089302103</cusip>
        <identifiers>
          <isin value="US0893021032"/>
          <ticker value="BIG "/>
        </identifiers>
        <balance>1719</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72198</valUSD>
        <pctVal>0.0665928139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="73168.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Biglari Holdings Inc.</name>
        <lei>N/A</lei>
        <title>BIGLARI HOLDINGS INC COMMON STOCK</title>
        <cusip>08986R309</cusip>
        <identifiers>
          <isin value="US08986R3093"/>
          <ticker value="BH "/>
        </identifiers>
        <balance>102</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7035.96</valUSD>
        <pctVal>0.0064897141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1750</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22102.5</valUSD>
        <pctVal>0.0203865435</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3316</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85453.32</valUSD>
        <pctVal>0.0788190398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>14291</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33012.21</valUSD>
        <pctVal>0.0304492639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1190</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46291</valUSD>
        <pctVal>0.0426971377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Geospace Technologies Corporation</name>
        <lei>N/A</lei>
        <title>GEOSPACE TECHNOLOGIES CORP COMMON STOCK USD.01</title>
        <cusip>37364X109</cusip>
        <identifiers>
          <isin value="US37364X1090"/>
          <ticker value="GEOS "/>
        </identifiers>
        <balance>516</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3880.32</valUSD>
        <pctVal>0.0035790663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>German American Bancorp Inc.</name>
        <lei>5493002JDOI3GTNVUD76</lei>
        <title>GERMAN AMERICAN BANCORP INC COMMON STOCK</title>
        <cusip>373865104</cusip>
        <identifiers>
          <isin value="US3738651047"/>
          <ticker value="GABC "/>
        </identifiers>
        <balance>302</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9392.2</valUSD>
        <pctVal>0.0086630243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11286</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>541840.86</valUSD>
        <pctVal>0.4997743368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>4610</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73990.5</valUSD>
        <pctVal>0.0682461508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="11784.000000000000"/>
        </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>5963</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>376444.19</valUSD>
        <pctVal>0.3472184534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ferroglobe PLC</name>
        <lei>N/A</lei>
        <title>FERROGLOBE PLC COMMON STOCK USD7.5</title>
        <cusip>37954N206</cusip>
        <identifiers>
          <isin value="GB00BYW6GV68"/>
          <ticker value="GSM "/>
        </identifiers>
        <balance>3057</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1515.97</valUSD>
        <pctVal>0.0013982757</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>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>7259</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>346326.89</valUSD>
        <pctVal>0.3194393493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>14684</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131348.38</valUSD>
        <pctVal>0.1211509769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7792</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108698.4</valUSD>
        <pctVal>0.1002594577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>8200</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75932</valUSD>
        <pctVal>0.0700369200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1329</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53638.44</valUSD>
        <pctVal>0.0494741496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3593</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49439.68</valUSD>
        <pctVal>0.0456013658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3438</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93651.12</valUSD>
        <pctVal>0.0863803929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>5192</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>492876.56</valUSD>
        <pctVal>0.4546114442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <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 "/>
        </identifiers>
        <balance>4029</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100322.1</valUSD>
        <pctVal>0.0925334627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4097</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101523.66</valUSD>
        <pctVal>0.0936417380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="78085.000000000000"/>
        </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>1084</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30156.88</valUSD>
        <pctVal>0.0278156112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republic Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>REPUBLIC BANCORP INC/KY COMMON STOCK</title>
        <cusip>760281204</cusip>
        <identifiers>
          <isin value="US7602812049"/>
          <ticker value="RBCAA "/>
        </identifiers>
        <balance>1724</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56392.04</valUSD>
        <pctVal>0.0520139703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Resolute Forest Products Inc.</name>
        <lei>N/A</lei>
        <title>RESOLUTE FOREST PRODUCTS INC COMMON STOCK USD.001</title>
        <cusip>76117W109</cusip>
        <identifiers>
          <isin value="US76117W1099"/>
          <ticker value="RFP "/>
        </identifiers>
        <balance>9682</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20429.02</valUSD>
        <pctVal>0.0188429863</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>Resideo Technologies Inc.</name>
        <lei>N/A</lei>
        <title>RESIDEO TECHNOLOGIES INC COMMON STOCK USD.001</title>
        <cusip>76118Y104</cusip>
        <identifiers>
          <isin value="US76118Y1047"/>
          <ticker value="REZI "/>
        </identifiers>
        <balance>4444</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52083.68</valUSD>
        <pctVal>0.0480400954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="47214.000000000000"/>
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      </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>4120</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49316.4</valUSD>
        <pctVal>0.0454876568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cabot Microelectronics Corporation</name>
        <lei>31F6V1MN00ZW3XWB4J69</lei>
        <title>CABOT MICROELECTRONICS CORP COMMON STOCK USD.001</title>
        <cusip>12709P103</cusip>
        <identifiers>
          <isin value="US12709P1030"/>
          <ticker value="CCMP "/>
        </identifiers>
        <balance>2219</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>309639.26</valUSD>
        <pctVal>0.2856000114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2958</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>641531.04</valUSD>
        <pctVal>0.5917249394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4741</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42005.26</valUSD>
        <pctVal>0.0387441268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>831</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36962.88</valUSD>
        <pctVal>0.0340932185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>900</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7209</valUSD>
        <pctVal>0.0066493199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALAMOS ASSET MANAGEMENT INC.</name>
        <lei>N/A</lei>
        <title>CALAMOS ASSET MANAGEMENT, INC.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Custodian Identifier" value="128ESC019"/>
        </identifiers>
        <balance>4844</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0</valUSD>
        <pctVal>0.0000000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>21832</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>445591.12</valUSD>
        <pctVal>0.4109970711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>268</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18591.16</valUSD>
        <pctVal>0.0171478110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6379</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36743.04</valUSD>
        <pctVal>0.0338904461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>11714</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>858636.2</valUSD>
        <pctVal>0.7919748566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 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>1957</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16008.26</valUSD>
        <pctVal>0.0147654378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 "/>
        </identifiers>
        <balance>606</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116867.1</valUSD>
        <pctVal>0.1077939700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Centennial Resource Development Inc.</name>
        <lei>N/A</lei>
        <title>CENTENNIAL RESOURCE DEVELO A COMMON STOCK USD.0001</title>
        <cusip>15136A102</cusip>
        <identifiers>
          <isin value="US15136A1025"/>
          <ticker value="CDEV "/>
        </identifiers>
        <balance>11699</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10412.11</valUSD>
        <pctVal>0.0096037522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1553</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55892.47</valUSD>
        <pctVal>0.0515531851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>153527205</cusip>
        <identifiers>
          <isin value="US1535272058"/>
          <ticker value="CENTA "/>
        </identifiers>
        <balance>3288</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111101.52</valUSD>
        <pctVal>0.1024760083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2960</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47448.8</valUSD>
        <pctVal>0.0437650504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>6579</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46908.27</valUSD>
        <pctVal>0.0432664852</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Century Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>CENTURY BANCORP INC/MA COMMON STOCK USD1.0</title>
        <cusip>156432106</cusip>
        <identifiers>
          <isin value="US1564321065"/>
          <ticker value="CNBKA "/>
        </identifiers>
        <balance>497</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38626.84</valUSD>
        <pctVal>0.0356279948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1640</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50282.4</valUSD>
        <pctVal>0.0463786602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cerence Inc.</name>
        <lei>N/A</lei>
        <title>CERENCE INC COMMON STOCK USD.01</title>
        <cusip>156727109</cusip>
        <identifiers>
          <isin value="US1567271093"/>
          <ticker value="CRNC "/>
        </identifiers>
        <balance>7876</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>321655.84</valUSD>
        <pctVal>0.2966836686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Championx Corporation</name>
        <lei>N/A</lei>
        <title>CHAMPIONX CORP COMMON STOCK USD.01</title>
        <cusip>15872M104</cusip>
        <identifiers>
          <isin value="US15872M1045"/>
          <ticker value="CHX "/>
        </identifiers>
        <balance>2968</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28967.68</valUSD>
        <pctVal>0.0267187363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>2822</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136838.78</valUSD>
        <pctVal>0.1262151225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="122094.000000000000"/>
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      </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>548</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12560.16</valUSD>
        <pctVal>0.0115850356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20274.94</valUSD>
        <pctVal>0.0187008685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chemung Financial Corporation</name>
        <lei>N/A</lei>
        <title>CHEMUNG FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>164024101</cusip>
        <identifiers>
          <isin value="US1640241014"/>
          <ticker value="CHMG "/>
        </identifiers>
        <balance>723</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19737.9</valUSD>
        <pctVal>0.0182055223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>9163</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>12644.94</valUSD>
        <pctVal>0.0116632336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>2352</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7291.2</valUSD>
        <pctVal>0.0067251382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>3332</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>443655.8</valUSD>
        <pctVal>0.4092120022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Rexnord Corporation</name>
        <lei>549300AM3633XDFU1Q85</lei>
        <title>REXNORD CORP COMMON STOCK USD.01</title>
        <cusip>76169B102</cusip>
        <identifiers>
          <isin value="US76169B1026"/>
          <ticker value="RXN "/>
        </identifiers>
        <balance>3804</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110886.6</valUSD>
        <pctVal>0.1022777739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>3231</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7205.13</valUSD>
        <pctVal>0.0066457503</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>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>19281</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>286901.28</valUSD>
        <pctVal>0.2646273242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1172</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17404.2</valUSD>
        <pctVal>0.0160530022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>2518</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29082.9</valUSD>
        <pctVal>0.0268250111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>1614</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41124.72</valUSD>
        <pctVal>0.0379319486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GAIN Capital Holdings Inc.</name>
        <lei>5493003NZPPKMB17WX19</lei>
        <title>GAIN CAPITAL HOLDINGS INC COMMON STOCK USD.00001</title>
        <cusip>36268W100</cusip>
        <identifiers>
          <isin value="US36268W1009"/>
          <ticker value="GCAP "/>
        </identifiers>
        <balance>2895</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17427.9</valUSD>
        <pctVal>0.0160748622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Flotek Industries Inc.</name>
        <lei>549300TF60OEK4FPPC44</lei>
        <title>FLOTEK INDUSTRIES INC COMMON STOCK USD.0001</title>
        <cusip>343389102</cusip>
        <identifiers>
          <isin value="US3433891021"/>
          <ticker value="FTK "/>
        </identifiers>
        <balance>1771</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2125.2</valUSD>
        <pctVal>0.0019602073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>4059</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49032.72</valUSD>
        <pctVal>0.0452260007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GameStop Corp.</name>
        <lei>549300505KLOET039L77</lei>
        <title>GAMESTOP CORP COMMON STOCK USD.001</title>
        <cusip>36467W109</cusip>
        <identifiers>
          <isin value="US36467W1099"/>
          <ticker value="GME "/>
        </identifiers>
        <balance>10093</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43803.62</valUSD>
        <pctVal>0.0404028687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="43065.000000000000"/>
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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>7195</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9929.1</valUSD>
        <pctVal>0.0091582413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Flushing Financial Corporation</name>
        <lei>N/A</lei>
        <title>FLUSHING FINANCIAL CORP COMMON STOCK USD.01</title>
        <cusip>343873105</cusip>
        <identifiers>
          <isin value="US3438731057"/>
          <ticker value="FFIC "/>
        </identifiers>
        <balance>3421</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39409.92</valUSD>
        <pctVal>0.0363502794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FONAR Corporation</name>
        <lei>N/A</lei>
        <title>FONAR CORP COMMON STOCK USD.0001</title>
        <cusip>344437405</cusip>
        <identifiers>
          <isin value="US3444374058"/>
          <ticker value="FONR "/>
        </identifiers>
        <balance>463</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9894.31</valUSD>
        <pctVal>0.0091261523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>22555</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>284644.1</valUSD>
        <pctVal>0.2625453833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="269161.000000000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Gencor Industries Inc.</name>
        <lei>N/A</lei>
        <title>GENCOR INDUSTRIES INC COMMON STOCK USD.1</title>
        <cusip>368678108</cusip>
        <identifiers>
          <isin value="US3686781085"/>
          <ticker value="GENC "/>
        </identifiers>
        <balance>2100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26544</valUSD>
        <pctVal>0.0244832219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
        </identifiers>
        <balance>7716</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>362574.84</valUSD>
        <pctVal>0.3344258685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>5049</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4998.51</valUSD>
        <pctVal>0.0046104441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Investors 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>24228</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205938</valUSD>
        <pctVal>0.1899497343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Investors Title Company</name>
        <lei>N/A</lei>
        <title>INVESTORS TITLE CO COMMON STOCK</title>
        <cusip>461804106</cusip>
        <identifiers>
          <isin value="US4618041069"/>
          <ticker value="ITIC "/>
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        <balance>189</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22929.48</valUSD>
        <pctVal>0.0211493199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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 "/>
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        <balance>5838</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148518.72</valUSD>
        <pctVal>0.1369882751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="93720.000000000000"/>
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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>9420</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>302193.6</valUSD>
        <pctVal>0.2787324050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>1511</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32728.26</valUSD>
        <pctVal>0.0301873588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Lincoln Educational Services Corporation</name>
        <lei>N/A</lei>
        <title>LINCOLN EDUCATIONAL SERVICES C COMMON STOCK</title>
        <cusip>533535100</cusip>
        <identifiers>
          <isin value="US5335351004"/>
          <ticker value="LINC "/>
        </identifiers>
        <balance>1100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4290</valUSD>
        <pctVal>0.0039569402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>941</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34619.39</valUSD>
        <pctVal>0.0319316684</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Lions Gate Entertainment Corp.</name>
        <lei>5493000JSMHPHZURLM72</lei>
        <title>LIONS GATE ENTERTAINMENT CORP COMMON STOCK NPV</title>
        <cusip>535919401</cusip>
        <identifiers>
          <isin value="CA5359194019"/>
          <ticker value="LGF/A "/>
        </identifiers>
        <balance>4062</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30099.42</valUSD>
        <pctVal>0.0277626122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>3864</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60085.2</valUSD>
        <pctVal>0.0554204070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>7464</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120245.04</valUSD>
        <pctVal>0.1109096592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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 "/>
        </identifiers>
        <balance>22422</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>244399.8</valUSD>
        <pctVal>0.2254255022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>4008</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>344768.16</valUSD>
        <pctVal>0.3180016334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Lions Gate Entertainment Corp.</name>
        <lei>5493000JSMHPHZURLM72</lei>
        <title>LIONS GATE ENTERTAINMENT CORP COMMON STOCK</title>
        <cusip>535919500</cusip>
        <identifiers>
          <isin value="CA5359195008"/>
          <ticker value="LGF/B "/>
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        <balance>5798</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39600.34</valUSD>
        <pctVal>0.0365259159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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>1691</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10078.36</valUSD>
        <pctVal>0.0092959134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>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 "/>
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        <balance>493</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15494.99</valUSD>
        <pctVal>0.0142920162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
          <isin value="US7554081015"/>
          <ticker value="RDI "/>
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        <balance>1100</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4675</valUSD>
        <pctVal>0.0043120503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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>1067</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97118.34</valUSD>
        <pctVal>0.0895784308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="68912.000000000000"/>
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      </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 "/>
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        <balance>2871</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297033.66</valUSD>
        <pctVal>0.2739730637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RealNetworks Inc.</name>
        <lei>0TCB85ZKZQTTX9T8EV22</lei>
        <title>REALNETWORKS INC COMMON STOCK USD.001</title>
        <cusip>75605L708</cusip>
        <identifiers>
          <isin value="US75605L7082"/>
          <ticker value="RNWK "/>
        </identifiers>
        <balance>766</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>995.8</valUSD>
        <pctVal>0.0009184898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <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 "/>
        </identifiers>
        <balance>9825</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72803.25</valUSD>
        <pctVal>0.0671510746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="68288.000000000000"/>
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      <invstOrSec>
        <name>McGrath RentCorp</name>
        <lei>N/A</lei>
        <title>MCGRATH RENTCORP COMMON STOCK</title>
        <cusip>580589109</cusip>
        <identifiers>
          <isin value="US5805891091"/>
          <ticker value="MGRC "/>
        </identifiers>
        <balance>2300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>124223</valUSD>
        <pctVal>0.1145787851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Media General Inc.</name>
        <lei>N/A</lei>
        <title>MEDIA GEN INC CVR COMMON STOCK</title>
        <cusip>584CVR997</cusip>
        <identifiers>
          <ticker value="584CVR997"/>
        </identifiers>
        <balance>292</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27.77</valUSD>
        <pctVal>0.0000256140</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>Red Lion Hotels Corporation</name>
        <lei>549300SQ6C322WRSYZ27</lei>
        <title>RED LION HOTELS CORP COMMON STOCK USD.01</title>
        <cusip>756764106</cusip>
        <identifiers>
          <isin value="US7567641060"/>
          <ticker value="RLH "/>
        </identifiers>
        <balance>3000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6990</valUSD>
        <pctVal>0.0064473222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Red Robin Gourmet Burgers Inc.</name>
        <lei>N/A</lei>
        <title>RED ROBIN GOURMET BURGERS INC COMMON STOCK USD.001</title>
        <cusip>75689M101</cusip>
        <identifiers>
          <isin value="US75689M1018"/>
          <ticker value="RRGB "/>
        </identifiers>
        <balance>1300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13260</valUSD>
        <pctVal>0.0122305426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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 "/>
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        <balance>6772</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>115801.2</valUSD>
        <pctVal>0.1068108225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="108808.000000000000"/>
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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>300</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27906</valUSD>
        <pctVal>0.0257394812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</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 Bancorp Inc.</name>
        <lei>N/A</lei>
        <title>PRUDENTIAL BANCORP INC COMMON STOCK USD.01</title>
        <cusip>74431A101</cusip>
        <identifiers>
          <isin value="US74431A1016"/>
          <ticker value="PBIP "/>
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        <balance>1696</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20419.84</valUSD>
        <pctVal>0.0188345190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>1211</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37758.98</valUSD>
        <pctVal>0.0348275122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3132</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>273486.24</valUSD>
        <pctVal>0.2522537784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3827</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31304.86</valUSD>
        <pctVal>0.0288744663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Quaker Chemical Corporation</name>
        <lei>549300PJQ1R3WCWCPS54</lei>
        <title>QUAKER CHEMICAL CORP COMMON STOCK USD1.0</title>
        <cusip>747316107</cusip>
        <identifiers>
          <isin value="US7473161070"/>
          <ticker value="KWR "/>
        </identifiers>
        <balance>1931</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>358490.15</valUSD>
        <pctVal>0.3306582988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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 "/>
        </identifiers>
        <balance>13169</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16988.01</valUSD>
        <pctVal>0.0156691236</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>573</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10147.83</valUSD>
        <pctVal>0.0093599900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>2994</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234849.36</valUSD>
        <pctVal>0.2166165231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>12178</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178894.82</valUSD>
        <pctVal>0.1650060869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Indemnity Limited</name>
        <lei>N/A</lei>
        <title>GLOBAL INDEMNITY LTD COMMON STOCK USD.0001</title>
        <cusip>G3933F105</cusip>
        <identifiers>
          <isin value="KYG3933F1054"/>
          <ticker value="GBLI "/>
        </identifiers>
        <balance>1990</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47640.6</valUSD>
        <pctVal>0.0439419598</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>Greenlight Capital Re Ltd.</name>
        <lei>N/A</lei>
        <title>GREENLIGHT CAPITAL RE LTD COMMON STOCK USD.01</title>
        <cusip>G4095J109</cusip>
        <identifiers>
          <isin value="KYG4095J1094"/>
          <ticker value="GLRE "/>
        </identifiers>
        <balance>2616</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17056.32</valUSD>
        <pctVal>0.0157321303</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>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>9615</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203453.4</valUSD>
        <pctVal>0.1876580294</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="193420.000000000000"/>
        </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>20349</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>218955.24</valUSD>
        <pctVal>0.2019563638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="201000.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>James River Group Holdings Ltd.</name>
        <lei>N/A</lei>
        <title>JAMES RIVER GROUP HOLDINGS LTD COMMON STOCK USD.0002</title>
        <cusip>G5005R107</cusip>
        <identifiers>
          <isin value="BMG5005R1079"/>
          <ticker value="JRVR "/>
        </identifiers>
        <balance>389</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17505</valUSD>
        <pctVal>0.0161459765</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>Jazz Pharmaceuticals Public Limited Company</name>
        <lei>N/A</lei>
        <title>JAZZ PHARMACEUTICALS PLC COMMON STOCK USD.0001</title>
        <cusip>G50871105</cusip>
        <identifiers>
          <isin value="IE00B4Q5ZN47"/>
          <ticker value="JAZZ "/>
        </identifiers>
        <balance>914</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100850.76</valUSD>
        <pctVal>0.0930210795</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>Maiden Holdings Ltd.</name>
        <lei>5493000GQUKNWGNXRZ91</lei>
        <title>MAIDEN HOLDING LTD COMMON STOCK USD.01</title>
        <cusip>G5753U112</cusip>
        <identifiers>
          <isin value="BMG5753U1128"/>
          <ticker value="MHLD "/>
        </identifiers>
        <balance>7320</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9076.8</valUSD>
        <pctVal>0.0083721108</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>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>6663</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17856.84</valUSD>
        <pctVal>0.0164705009</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="18271.000000000000"/>
        </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>3869</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42094.72</valUSD>
        <pctVal>0.0388266414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>G6359F137</cusip>
        <identifiers>
          <isin value="BMG6359F1370"/>
          <ticker value="NBR "/>
        </identifiers>
        <balance>597</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22100.94</valUSD>
        <pctVal>0.0203851046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3021</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47943.27</valUSD>
        <pctVal>0.0442211316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="41731.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aimmune Therapeutics Inc.</name>
        <lei>549300WDF7T2EVBC1877</lei>
        <title>AIMMUNE THERAPEUTICS INC COMMON STOCK USD.0001</title>
        <cusip>00900T107</cusip>
        <identifiers>
          <isin value="US00900T1079"/>
          <ticker value="AIMT "/>
        </identifiers>
        <balance>19396</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>324107.16</valUSD>
        <pctVal>0.2989446771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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 Lease Corporation</name>
        <lei>N/A</lei>
        <title>AIR LEASE CORP COMMON STOCK USD.01</title>
        <cusip>00912X302</cusip>
        <identifiers>
          <isin value="US00912X3026"/>
          <ticker value="AL "/>
        </identifiers>
        <balance>9283</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>271899.07</valUSD>
        <pctVal>0.2507898304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="254254.000000000000"/>
        </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>790</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25169.4</valUSD>
        <pctVal>0.0232153407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Beasley Broadcast Group Inc.</name>
        <lei>549300R5FEOSY86VTY76</lei>
        <title>BEASLEY BROADCAST GROUP INC COMMON STOCK USD.001</title>
        <cusip>074014101</cusip>
        <identifiers>
          <isin value="US0740141017"/>
          <ticker value="BBGI "/>
        </identifiers>
        <balance>502</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1219.86</valUSD>
        <pctVal>0.0011251546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</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>9468</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100360.8</valUSD>
        <pctVal>0.0925691581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="93465.000000000000"/>
        </securityLending>
      </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 "/>
        </identifiers>
        <balance>1641</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17607.93</valUSD>
        <pctVal>0.0162409153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </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>1539</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50094.45</valUSD>
        <pctVal>0.0462053019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>3813</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82360.8</valUSD>
        <pctVal>0.0759666117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="76294.000000000000"/>
        </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>3974</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43793.48</valUSD>
        <pctVal>0.0403935160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="8565.000000000000"/>
        </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>5728</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136154.56</valUSD>
        <pctVal>0.1255840228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="43187.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Hexcel Corporation</name>
        <lei>S6Q7LW43WUBUHXY2QP69</lei>
        <title>HEXCEL CORP COMMON STOCK USD.01</title>
        <cusip>428291108</cusip>
        <identifiers>
          <isin value="US4282911084"/>
          <ticker value="HXL "/>
        </identifiers>
        <balance>1878</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84923.16</valUSD>
        <pctVal>0.0783300395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="79200.000000000000"/>
        </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>6043</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>185399.24</valUSD>
        <pctVal>0.1710055277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kearny Financial Corp.</name>
        <lei>N/A</lei>
        <title>KEARNY FINANCIAL CORP/MD COMMON STOCK USD.01</title>
        <cusip>48716P108</cusip>
        <identifiers>
          <isin value="US48716P1084"/>
          <ticker value="KRNY "/>
        </identifiers>
        <balance>5361</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43852.98</valUSD>
        <pctVal>0.0404483966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>4330</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>68478.95</valUSD>
        <pctVal>0.0631624972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kennametal Inc.</name>
        <lei>549300GZDSG25XUV0Y08</lei>
        <title>KENNAMETAL INC COMMON STOCK USD1.25</title>
        <cusip>489170100</cusip>
        <identifiers>
          <isin value="US4891701009"/>
          <ticker value="KMT "/>
        </identifiers>
        <balance>1872</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53745.12</valUSD>
        <pctVal>0.0495725474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</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>418</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48609.22</valUSD>
        <pctVal>0.0448353797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>25019</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159621.22</valUSD>
        <pctVal>0.1472288180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Returns are reported without deduction of sales loads and redemption fees, if applicable." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-30</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>
