The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM CL A COM USD.01 COMMON 68243Q106 2,750 233,055 SH   SOLE   233,055 0 0
3M CO COM NPV COMMON 88579Y101 693 3,156 SH   SOLE   3,156 0 0
51JOB INC -ADR ADR COMMON 316827104 390 4,533 SH   SOLE   4,533 0 0
A V HOMES INC COM USD1 COMMON 00234P102 181 9,782 SH   SOLE   9,782 0 0
AARON'S INC COM USD.5 COMMON 002535300 2,028 43,512 SH   SOLE   43,512 0 0
ABB LTD SPONSORED ADR COMMON 000375204 811 34,172 SH   SOLE   34,172 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 2,287 24,161 SH   SOLE   24,161 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 0 3 SH   SOLE   3 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 0 5 SH   SOLE   5 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 4,523 67,052 SH   SOLE   67,052 0 0
ACXIOM CORP COM USD.1 COMMON 005125109 113 4,967 SH   SOLE   4,967 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 93 2,146 SH   SOLE   2,146 0 0
ADOBE SYSTEMS INC COM NPV COMMON 00724F101 6,022 27,867 SH   SOLE   27,867 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 795 12,437 SH   SOLE   12,437 0 0
AEGION CORP COM USD.01 COMMON 00770F104 86 3,734 SH   SOLE   3,734 0 0
AEGON NV NY SHR ADR COMMON 007924103 34,638 5,116,376 SH   OTR   4,443,197 673,179 0
AETNA INC COM USD.01 COMMON 00817Y108 15,941 94,321 SH   OTR   86,434 7,887 0
AFLAC INC COM USD.1 COMMON 001055102 2,657 60,705 SH   SOLE   60,705 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 4,698 70,225 SH   SOLE   70,225 0 0
ALAMO GROUP INC COM USD.1 COMMON 011311107 1,932 17,581 SH   SOLE   17,581 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 143 79,249 SH   SOLE   79,249 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 3 28 SH   SOLE   28 0 0
ALICO INC COM USD1 COMMON 016230104 88 3,229 SH   SOLE   3,229 0 0
ALLIANCE ONE INTL INC COM USD10 COMMON 018772301 87 3,330 SH   SOLE   3,330 0 0
ALLIED MOTION TECHNOLOGIES COM NPV COMMON 019330109 200 5,031 SH   SOLE   5,031 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 114 2,926 SH   SOLE   2,926 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 643 6,785 SH   SOLE   6,785 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 40,333 1,485,517 SH   OTR   1,216,284 269,233 0
ALPHA PRO TECH LTD COM USD.01 COMMON 020772109 40 12,036 SH   SOLE   12,036 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 443 427 SH   SOLE   427 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 584 9,370 SH   SOLE   9,370 0 0
AMBEV SA SPON ADR COM COMMON 02319V103 58 8,046 SH   SOLE   8,046 0 0
AMCON DISTRIBUTING CO COM USD.01 COMMON 02341Q205 59 629 SH   SOLE   629 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 588 9,744 SH   SOLE   9,744 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 11 557 SH   SOLE   557 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 57,176 1,100,366 SH   OTR   900,399 199,967 0
AMERICAN EQTY INVT LIFE HLDG COM USD1. COMMON 025676206 81 2,770 SH   SOLE   2,770 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 48,108 515,734 SH   OTR   432,851 82,883 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 19 165 SH   SOLE   165 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 1 7 SH   SOLE   7 0 0
AMERICAN NATL BANKSHARES COM USD1.0 COMMON 027745108 151 4,013 SH   SOLE   4,013 0 0
AMERICAN RIVER BANKSHARES COM NPV COMMON 029326105 113 7,256 SH   SOLE   7,256 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 5 32 SH   SOLE   32 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 158,150 1,068,999 SH   OTR   895,305 173,694 0
AMETEK INC COM USD1 COMMON 031100100 6 78 SH   SOLE   78 0 0
AMGEN INC COM NPV COMMON 031162100 1,509 8,850 SH   SOLE   8,850 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 1,208 119,235 SH   SOLE   119,235 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 597 10,512 SH   SOLE   10,512 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 90 12,274 SH   SOLE   12,274 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 0 1 SH   SOLE   1 0 0
ANDEAVOR COM USD.1666 COMMON 03349M105 1 12 SH   SOLE   12 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 633 12,736 SH   SOLE   12,736 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 5,000 31,907 SH   SOLE   31,907 0 0
ANTHEM INC COM USD.01 COMMON 036752103 3,605 16,407 SH   SOLE   16,407 0 0
AON PLC CL A ORD COMMON G0408V102 134 954 SH   SOLE   954 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R101 5 127 SH   SOLE   127 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1,026 25,127 SH   SOLE   25,127 0 0
APPLE INC COM NPV COMMON 037833100 23,273 138,708 SH   OTR   120,538 18,170 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 2 34 SH   SOLE   34 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 6,903 124,126 SH   SOLE   124,126 0 0
APPTIO INC CL A COM USD.0001 COMMON 03835C108 262 9,238 SH   SOLE   9,238 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 177 1,965 SH   SOLE   1,965 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 46 20,692 SH   SOLE   20,692 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 6,673 208,216 SH   SOLE   208,216 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 192 6,050 SH   SOLE   6,050 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 8,969 97,621 SH   SOLE   97,621 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 7,993 184,298 SH   SOLE   184,298 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 53 1,235 SH   SOLE   1,235 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 61 1,055 SH   SOLE   1,055 0 0
ARRIS INTERNATIONAL PLC COM USD.01 COMMON G0551A103 1 53 SH   SOLE   53 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 180 5,393 SH   SOLE   5,393 0 0
ASGN INC COMMON 682159108 2,374 28,992 SH   SOLE   28,992 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 736 9,326 SH   SOLE   9,326 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 5,712 62,493 SH   SOLE   62,493 0 0
AT&T INC COM USD1 COMMON 00206R102 0 1 SH   SOLE   1 0 0
ATLANTIC POWER CORP COM COMMON 04878Q863 73 34,783 SH   SOLE   34,783 0 0
ATLANTICA YIELD PLC ORD USD0.1 COMMON G0751N103 41 2,076 SH   SOLE   2,076 0 0
ATRION CORP COM USD1 COMMON 049904105 1,209 1,915 SH   SOLE   1,915 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 256 56,012 SH   SOLE   56,012 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 34 4,815 SH   SOLE   4,815 0 0
AUTOHOME INC -ADR ADR COMMON 05278C107 248 2,885 SH   SOLE   2,885 0 0
AVADEL PHARMACEUTICALS -ADR SPON ADR COMMON 05337M104 270 36,987 SH   SOLE   36,987 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 8 73 SH   SOLE   73 0 0
BALDWIN & LYONS -CL B CL B COM NPV COMMON 057755209 177 8,037 SH   SOLE   8,037 0 0
BALLARD POWER SYSTEMS INC COM NPV COMMON 058586108 1,441 404,784 SH   SOLE   404,784 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 504 41,893 SH   SOLE   41,893 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 363 50,594 SH   SOLE   50,594 0 0
BANCO SANTANDER-CHILE SPON ADR COMMON 05965X109 312 9,325 SH   SOLE   9,325 0 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 118 10,136 SH   SOLE   10,136 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 316 7,045 SH   SOLE   7,045 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 615 10,264 SH   SOLE   10,264 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 8,726 700,933 SH   SOLE   700,933 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 109 3,576 SH   SOLE   3,576 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 2,944 45,268 SH   SOLE   45,268 0 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 66 1,249 SH   SOLE   1,249 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 55 1,838 SH   SOLE   1,838 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 29 143 SH   SOLE   143 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 102,483 1,464,226 SH   OTR   1,290,993 173,233 0
BG STAFFING INC COM COMMON 05544A109 209 11,246 SH   SOLE   11,246 0 0
BGC PARTNERS INC CL A COM USD.01 COMMON 05541T101 243 18,042 SH   SOLE   18,042 0 0
BHP BILLITON GROUP (GBR) ADR COMMON 05545E209 42 1,051 SH   SOLE   1,051 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 811 18,630 SH   SOLE   18,630 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 293 6,223 SH   SOLE   6,223 0 0
BLACKBAUD INC COM COMMON 09227Q100 1,109 10,896 SH   SOLE   10,896 0 0
BLACKBERRY LTD COM NPV COMMON 09228F103 2,100 182,829 SH   SOLE   182,829 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 139 256 SH   SOLE   256 0 0
BLOCK H & R INC COM NPV COMMON 093671105 174 6,854 SH   SOLE   6,854 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 308 12,691 SH   SOLE   12,691 0 0
BLUCORA INC COM USD.0001 COMMON 095229100 2,384 96,925 SH   SOLE   96,925 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 246 10,363 SH   SOLE   10,363 0 0
BLUE CAP REINSURANCE COM USD 1. COMMON G1190F107 56 4,608 SH   SOLE   4,608 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 999 30,655 SH   SOLE   30,655 0 0
BOEING CO COM USD5 COMMON 097023105 136,074 415,004 SH   OTR   355,481 59,523 0
BOINGO WIRELESS INC COM USD.0001 COMMON 09739C102 749 30,245 SH   SOLE   30,245 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 1,783 46,200 SH   SOLE   46,200 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 4 2 SH   SOLE   2 0 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 211 11,888 SH   SOLE   11,888 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 4,220 22,322 SH   SOLE   22,322 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 1,089 28,115 SH   SOLE   28,115 0 0
BP PLC ADR COMMON 055622104 0 1 SH   SOLE   1 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 2 117 SH   SOLE   117 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 60 1,659 SH   SOLE   1,659 0 0
BRINKS CO COM SERVICES NPV COMMON 109696104 727 10,194 SH   SOLE   10,194 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 322 2,936 SH   SOLE   2,936 0 0
BROOKS AUTOMATION INC COM USD.01 COMMON 114340102 488 18,010 SH   SOLE   18,010 0 0
BT GROUP PLC ADR COMMON 05577E101 2,538 157,049 SH   SOLE   157,049 0 0
BUCKLE INC COM USD.05 COMMON 118440106 107 4,822 SH   SOLE   4,822 0 0
BUNGE LTD COM USD.01 COMMON G16962105 1 15 SH   SOLE   15 0 0
BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 131 2,057 SH   SOLE   2,057 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 2 20 SH   SOLE   20 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 173 3,282 SH   SOLE   3,282 0 0
CA INC COM USD.1 COMMON 12673P105 3,140 92,634 SH   SOLE   92,634 0 0
CABLE ONE INC COM USD.01 COMMON 12685J105 326 475 SH   SOLE   475 0 0
CABOT MICROELECTRONICS CORP COM USD.001 COMMON 12709P103 4,730 44,157 SH   SOLE   44,157 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 63,202 1,718,835 SH   OTR   1,474,565 244,270 0
CAE INC COM NPV COMMON 124765108 10,067 541,227 SH   SOLE   541,227 0 0
CALAMP CORP COM NPV COMMON 128126109 339 14,831 SH   SOLE   14,831 0 0
CAMBIUM LEARNING GROUP INC COM USD.001 COMMON 13201A107 517 46,200 SH   SOLE   46,200 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 2 26 SH   SOLE   26 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 2 40 SH   SOLE   40 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 3,349 37,964 SH   SOLE   37,964 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 8,401 115,025 SH   SOLE   115,025 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 2,433 13,805 SH   SOLE   13,805 0 0
CANNAE HOLDINGS INC COM COMMON 13765N107 397 21,032 SH   SOLE   21,032 0 0
CANON INC ADR COMMON 138006309 1,091 29,938 SH   SOLE   29,938 0 0
CANTERBURY PARK HOLDING CORP COM USD.01 COMMON 13811E101 30 2,100 SH   SOLE   2,100 0 0
CAPITAL CITY BK GROUP INC COM USD.01 COMMON 139674105 203 8,213 SH   SOLE   8,213 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 2,315 24,161 SH   SOLE   24,161 0 0
CARE.COM INC COM USD.001 COMMON 141633107 21 1,272 SH   SOLE   1,272 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 1 109 SH   SOLE   109 0 0
CARNIVAL CORP/PLC (GBR) ADR COMMON 14365C103 884 13,495 SH   SOLE   13,495 0 0
CARNIVAL CORP/PLC (USA) COM USD.01 COMMON 143658300 51 778 SH   SOLE   778 0 0
CARTER'S INC COM USD.01 COMMON 146229109 40 385 SH   SOLE   385 0 0
CASELLA WASTE SYS INC -CL A CL A COM USD.01 COMMON 147448104 980 41,932 SH   SOLE   41,932 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 6 38 SH   SOLE   38 0 0
CBIZ INC COM COMMON 124805102 29 1,595 SH   SOLE   1,595 0 0
CBS CORP CL B COM USD.01 NVTG COMMON 124857202 29,006 564,416 SH   OTR   464,364 100,052 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 40,920 646,030 SH   OTR   544,073 101,957 0
CDW CORP COM USD.01 COMMON 12514G108 162 2,305 SH   SOLE   2,305 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 2 569 SH   SOLE   569 0 0
CELANESE CORP COM USD.01 COMMON 150870103 57,527 574,051 SH   OTR   469,451 104,600 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 7,594 734,403 SH   SOLE   734,403 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 7,474 69,937 SH   SOLE   69,937 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 245 3,084 SH   SOLE   3,084 0 0
CENTURY CASINOS INC COM USD.01 COMMON 156492100 306 41,061 SH   SOLE   41,061 0 0
CENTURYLINK INC COM USD1 COMMON 156700106 22,938 1,396,075 SH   OTR   1,108,713 287,362 0
CERECOR INC COM USD.001 COMMON 15671L109 315 73,439 SH   SOLE   73,439 0 0
CERNER CORP COM USD.01 COMMON 156782104 264 4,550 SH   SOLE   4,550 0 0
CGI GROUP INC -CL A CL A COM NPV SVTG COMMON 39945C109 10,188 176,782 SH   SOLE   176,782 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 3,284 30,767 SH   SOLE   30,767 0 0
CHARTER FINANCIAL CORP/MD COM USD.01 COMMON 16122W108 788 38,661 SH   SOLE   38,661 0 0
CHASE CORP COM USD.1 COMMON 16150R104 798 6,851 SH   SOLE   6,851 0 0
CHATHAM LODGING TRUST COM USD.01 SBI COMMON 16208T102 0 26 SH   SOLE   26 0 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 273 2,752 SH   SOLE   2,752 0 0
CHEMED CORP COM USD1 COMMON 16359R103 6,256 22,927 SH   SOLE   22,927 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 181 3,920 SH   SOLE   3,920 0 0
CHEVRON CORP COM USD3 COMMON 166764100 28 245 SH   SOLE   245 0 0
CHILDRENS PLACE INC COM USD.1 COMMON 168905107 1,010 7,467 SH   SOLE   7,467 0 0
CHINA LODGING GROUP LTD -ADR ADR COMMON 16949N109 706 5,363 SH   SOLE   5,363 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 11,142 125,922 SH   SOLE   125,922 0 0
CHINA SOUTHERN AIRLINES SPON ADR COMMON 169409109 1 22 SH   SOLE   22 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 1,506 71,127 SH   SOLE   71,127 0 0
CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 626 7,805 SH   SOLE   7,805 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 703 2,880 SH   SOLE   2,880 0 0
CIA BRASILEIRA DE DISTRIB SPON GDR PFD COMMON 20440T201 11 540 SH   SOLE   540 0 0
CIMPRESS NV COM USD.001 COMMON N20146101 177 1,145 SH   SOLE   1,145 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 38 515 SH   SOLE   515 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 262 6,448 SH   SOLE   6,448 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 6,725 156,804 SH   SOLE   156,804 0 0
CIT GROUP INC COM USD.01 COMMON 125581801 12,095 234,843 SH   OTR   178,279 56,564 0
CITIGROUP INC COM USD.01 COMMON 172967424 113,345 1,679,154 SH   OTR   1,381,910 297,244 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 19,513 210,262 SH   OTR   180,499 29,763 0
CIVISTA BANCSHARES INC COM NPV COMMON 178867107 119 5,193 SH   SOLE   5,193 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 7 42 SH   SOLE   42 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 865 17,531 SH   SOLE   17,531 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 480 22,144 SH   SOLE   22,144 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 2,712 18,342 SH   SOLE   18,342 0 0
COCA-COLA CO COM USD.5 COMMON 191216100 20 469 SH   SOLE   469 0 0
COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 4,371 54,293 SH   SOLE   54,293 0 0
COHU INC COM USD1 COMMON 192576106 1,311 57,475 SH   SOLE   57,475 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 14,072 202,837 SH   SOLE   202,837 0 0
COLUMBIA PROPERTY TRUST INC COM USD.01 COMMON 198287203 2 101 SH   SOLE   101 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 4 114 SH   SOLE   114 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 111 13,541 SH   SOLE   13,541 0 0
COMTECH TELECOMMUN COM NPV COMMON 205826209 1,002 33,525 SH   SOLE   33,525 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 90,635 2,457,526 SH   OTR   2,026,905 430,621 0
CONMED CORP COM USD.01 COMMON 207410101 229 3,611 SH   SOLE   3,611 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 7,976 134,528 SH   OTR   125,994 8,534 0
CONSOL ENERGY INC COM COMMON 20854L108 54 1,856 SH   SOLE   1,856 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 604 21,153 SH   SOLE   21,153 0 0
CONVERGYS CORP COM NPV COMMON 212485106 430 19,026 SH   SOLE   19,026 0 0
COOPER COMPANIES INC COM USD.1 COMMON 216648402 4,894 21,387 SH   SOLE   21,387 0 0
COOPER-STANDARD HOLDINGS INC COM USD0.001 COMMON 21676P103 12 100 SH   SOLE   100 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 200 1,554 SH   SOLE   1,554 0 0
CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 706 42,917 SH   SOLE   42,917 0 0
CORE MOLDING TECHNOLOGIES COM USD.01 COMMON 218683100 190 10,669 SH   SOLE   10,669 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 3 152 SH   SOLE   152 0 0
CORELOGIC INC COM USD1 COMMON 21871D103 150 3,320 SH   SOLE   3,320 0 0
CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 4 95 SH   SOLE   95 0 0
CORNING INC COM USD5 COMMON 219350105 86,164 3,090,478 SH   OTR   2,518,024 572,454 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795106 3 316 SH   SOLE   316 0 0
CRA INTERNATIONAL INC COM NPV COMMON 12618T105 2 29 SH   SOLE   29 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 104 12,618 SH   SOLE   12,618 0 0
CROCS INC COM USD.001 COMMON 227046109 813 50,050 SH   SOLE   50,050 0 0
CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 36 324 SH   SOLE   324 0 0
CROWN CRAFTS INC COM USD1 COMMON 228309100 0 18 SH   SOLE   18 0 0
CSP INC COM USD.01 COMMON 126389105 37 3,423 SH   SOLE   3,423 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 547 12,149 SH   SOLE   12,149 0 0
CUMMINS INC COM USD2.5 COMMON 231021106 1,388 8,561 SH   SOLE   8,561 0 0
CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 630 4,667 SH   SOLE   4,667 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 2,033 67,267 SH   SOLE   67,267 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 39,262 631,110 SH   OTR   512,370 118,740 0
CYTOMX THERAPEUTICS INC COM USD.00001 COMMON 23284F105 272 9,570 SH   SOLE   9,570 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 1,740 20,413 SH   SOLE   20,413 0 0
DATA I/O CORP COM NPV COMMON 237690102 99 13,275 SH   SOLE   13,275 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 169 2,563 SH   SOLE   2,563 0 0
DEAN FOODS CO COM USD.01 COMMON 242370203 35 4,102 SH   SOLE   4,102 0 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 929 10,313 SH   SOLE   10,313 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 862 15,718 SH   SOLE   15,718 0 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 128 7,102 SH   SOLE   7,102 0 0
DELUXE CORP COM USD1 COMMON 248019101 81 1,097 SH   SOLE   1,097 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 93 6,033 SH   SOLE   6,033 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 1,997 69,916 SH   SOLE   69,916 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 599 4,421 SH   SOLE   4,421 0 0
DIAMOND OFFSHRE DRILLING INC COM USD.01 COMMON 25271C102 4,812 328,245 SH   SOLE   328,245 0 0
DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 1 89 SH   SOLE   89 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 1,645 20,481 SH   SOLE   20,481 0 0
DIODES INC COM USD.66 COMMON 254543101 213 6,977 SH   SOLE   6,977 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 32,024 445,205 SH   OTR   355,642 89,563 0
DISCOVERY COMMUNICATIONS INC CL A COM COMMON 25470F104 1 24 SH   SOLE   24 0 0
DISNEY (WALT) CO COM NPV COMMON 254687106 4,865 48,438 SH   OTR   45,038 3,400 0
DIVERSIFIED RESTAURANT HLDGS COM COMMON 25532M105 35 25,766 SH   SOLE   25,766 0 0
DOLLAR TREE INC COM USD.01 COMMON 256746108 9 91 SH   SOLE   91 0 0
DOMINION ENERGY INC COM NPV COMMON 25746U109 13 198 SH   SOLE   198 0 0
DOMINO'S PIZZA INC COM USD.01 COMMON 25754A201 7 29 SH   SOLE   29 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 342 8,036 SH   SOLE   8,036 0 0
DONALDSON CO INC COM USD5 COMMON 257651109 86 1,913 SH   SOLE   1,913 0 0
DONEGAL GROUP INC CL A COMMON 257701201 214 13,553 SH   SOLE   13,553 0 0
DORMAN PRODUCTS INC COM USD.01 COMMON 258278100 19 288 SH   SOLE   288 0 0
DUKE ENERGY CORP COM NPV COMMON 26441C204 20 256 SH   SOLE   256 0 0
DUKE REALTY CORP COM USD.01 COMMON 264411505 4 143 SH   SOLE   143 0 0
EAGLE BANCORP MONTANA INC COM USD.01 COMMON 26942G100 46 2,214 SH   SOLE   2,214 0 0
EAGLE PHARMACEUTICALS INC COM USD.001 COMMON 269796108 241 4,571 SH   SOLE   4,571 0 0
EASTGROUP PROPERTIES COM USD.0001 COMMON 277276101 2 24 SH   SOLE   24 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 117 1,110 SH   SOLE   1,110 0 0
EBAY INC COM USD.001 COMMON 278642103 7 185 SH   SOLE   185 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 25 1,273 SH   SOLE   1,273 0 0
EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 225 9,002 SH   SOLE   9,002 0 0
EGAIN CORP COM USD.001 COMMON 28225C806 133 16,790 SH   SOLE   16,790 0 0
ELBIT SYSTEMS LTD ORD NIS1 COMMON M3760D101 81 670 SH   SOLE   670 0 0
ELECTROMED INC COM USD.01 COMMON 285409108 64 11,945 SH   SOLE   11,945 0 0
ELECTRONIC ARTS INC COM USD.01 COMMON 285512109 3,038 25,057 SH   SOLE   25,057 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 7,610 97,654 SH   SOLE   97,654 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 997 18,934 SH   SOLE   18,934 0 0
EMERSON ELECTRIC CO COM USD1 COMMON 291011104 0 0 SH   SOLE   0 0 0
EMPLOYERS HOLDINGS INC COM USD.01 COMMON 292218104 525 12,982 SH   SOLE   12,982 0 0
ENANTA PHARMACEUTICALS INC COM USD0.01 COMMON 29251M106 2,181 26,951 SH   SOLE   26,951 0 0
ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 144 2,515 SH   SOLE   2,515 0 0
ENERPLUS CORP COM NPV COMMON 292766102 2,011 178,965 SH   SOLE   178,965 0 0
ENNIS INC COM USD2.5 COMMON 293389102 1,631 82,801 SH   SOLE   82,801 0 0
ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 900 40,795 SH   SOLE   40,795 0 0
ENTEGRA FINANCIAL CORP COM NPV COMMON 29363J108 50 1,730 SH   SOLE   1,730 0 0
ENTEGRIS INC COM USD.01 COMMON 29362U104 737 21,191 SH   SOLE   21,191 0 0
ENVESTNET INC COM USD.01 COMMON 29404K106 901 15,721 SH   SOLE   15,721 0 0
ENZO BIOCHEM INC COM USD.01 COMMON 294100102 137 24,942 SH   SOLE   24,942 0 0
EPLUS INC COM USD.01 COMMON 294268107 865 11,137 SH   SOLE   11,137 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 5 148 SH   SOLE   148 0 0
ESCALADE INC COM USD1 COMMON 296056104 59 4,335 SH   SOLE   4,335 0 0
ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 2 10 SH   SOLE   10 0 0
ETSY INC COM USD.001 COMMON 29786A106 312 11,101 SH   SOLE   11,101 0 0
EVERCORE INC CL A COM USD.01 COMMON 29977A105 3,693 42,352 SH   SOLE   42,352 0 0
EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 8 30 SH   SOLE   30 0 0
EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 533 81,124 SH   SOLE   81,124 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 73 4,466 SH   SOLE   4,466 0 0
EVOLVING SYSTEMS INC COM USD.001 COMMON 30049R209 55 11,493 SH   SOLE   11,493 0 0
EW SCRIPPS -CL A CL A COM USD.01 COMMON 811054402 124 10,317 SH   SOLE   10,317 0 0
EXLSERVICE HOLDINGS INC COM USD.001 COMMON 302081104 551 9,882 SH   SOLE   9,882 0 0
EXPEDIA GROUP INC COM USD.001 COMMON 30212P303 2 21 SH   SOLE   21 0 0
EXPRESS SCRIPTS HOLDING CO COM USD.01 COMMON 30219G108 98,847 1,430,886 SH   OTR   1,184,026 246,860 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 4 42 SH   SOLE   42 0 0
FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 3 21 SH   SOLE   21 0 0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV COMMON 30239F106 30 432 SH   SOLE   432 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 302 9,052 SH   SOLE   9,052 0 0
FERRARI NV COM EUR.01 COMMON N3167Y103 1,116 9,256 SH   SOLE   9,256 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 395 4,103 SH   SOLE   4,103 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1,375 34,346 SH   SOLE   34,346 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 77,312 2,434,995 SH   OTR   2,064,629 370,366 0
FINJAN HOLDINGS INC COM COMMON 31788H303 87 26,703 SH   SOLE   26,703 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 1 25 SH   SOLE   25 0 0
FIRST BANCORP/NC COM NPV COMMON 318910106 321 8,945 SH   SOLE   8,945 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 54 1,364 SH   SOLE   1,364 0 0
FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 413 1,000 SH   SOLE   1,000 0 0
FIRST CMNTY BANCSHARES INC COM USD1 COMMON 31983A103 90 3,016 SH   SOLE   3,016 0 0
FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 29 1,719 SH   SOLE   1,719 0 0
FIRST HORIZON NATIONAL CORP COM USD2.5 COMMON 320517105 0 0 SH   SOLE   0 0 0
FIRST MERCHANTS CORP COM NPV COMMON 320817109 602 14,445 SH   SOLE   14,445 0 0
FIRSTCASH INC COM USD.01 COMMON 33767D105 2,913 35,847 SH   SOLE   35,847 0 0
FIRSTSERVICE CORP SUB VTG COMMON 33767E103 15,785 215,550 SH   SOLE   215,550 0 0
FLEX LTD ORD USD.01 COMMON Y2573F102 5 320 SH   SOLE   320 0 0
FLUOR CORP COM USD.625 COMMON 343412102 184 3,215 SH   SOLE   3,215 0 0
FMC CORP COM USD.1 COMMON 302491303 85 1,113 SH   SOLE   1,113 0 0
FOREST CITY REALTY TRUST INC CL A COM USD.33 COMMON 345605109 1 40 SH   SOLE   40 0 0
FORESTAR GROUP INC COM USD1 COMMON 346232101 183 8,663 SH   SOLE   8,663 0 0
FORTIVE CORP COM USD.01 COMMON 34959J108 4 48 SH   SOLE   48 0 0
FOSTER (LB) CO COM USD.01 COMMON 350060109 84 3,568 SH   SOLE   3,568 0 0
FOX FACTORY HOLDING CP COM USD.001 COMMON 35138V102 777 22,251 SH   SOLE   22,251 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 166 4,796 SH   SOLE   4,796 0 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 394 22,445 SH   SOLE   22,445 0 0
FREIGHTCAR AMERICA INC COM USD.01 COMMON 357023100 95 7,082 SH   SOLE   7,082 0 0
FRESH DEL MONTE PRODUCE INC COM USD1 COMMON G36738105 70 1,550 SH   SOLE   1,550 0 0
FS BANCORP INC COM USD.01 COMMON 30263Y104 422 7,881 SH   SOLE   7,881 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 162 3,343 SH   SOLE   3,343 0 0
FULL HOUSE RESORTS INC COM USD.001 COMMON 359678109 17 5,250 SH   SOLE   5,250 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 152 12,665 SH   SOLE   12,665 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 216 31,949 SH   SOLE   31,949 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 139 5,606 SH   SOLE   5,606 0 0
GANNETT CO INC COM USD.01 COMMON 36473H104 5,570 558,074 SH   SOLE   558,074 0 0
GAP INC COM USD.05 COMMON 364760108 2,695 86,391 SH   SOLE   86,391 0 0
GCI LIBERTY INC CL A COM NPV COMMON 36164V305 510 9,651 SH   SOLE   9,651 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 658 14,325 SH   SOLE   14,325 0 0
GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 4,100 18,561 SH   SOLE   18,561 0 0
GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 4,161 308,686 SH   OTR   195,357 113,329 0
GENERAL FINANCE CORP/DE COM COMMON 369822101 61 8,388 SH   SOLE   8,388 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 43,107 956,645 SH   OTR   799,370 157,275 0
GENERAL MOTORS CO COM USD.01 COMMON 37045V100 2,333 64,198 SH   SOLE   64,198 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 1,610 55,798 SH   SOLE   55,798 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 45,439 602,713 SH   OTR   538,378 64,335 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 223 4,471 SH   SOLE   4,471 0 0
GOLDFIELD CORP COM USD.1 COMMON 381370105 80 20,673 SH   SOLE   20,673 0 0
GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 25,448 101,038 SH   OTR   82,771 18,267 0
GRACO INC COM USD1 COMMON 384109104 744 16,279 SH   SOLE   16,279 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 41,506 147,041 SH   OTR   120,567 26,474 0
GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 201 1,916 SH   SOLE   1,916 0 0
GRANITE REAL ESTATE INVEST STPLD UNIT COMMON 387437114 18,391 466,641 SH   SOLE   466,641 0 0
GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 1 71 SH   SOLE   71 0 0
GREEN DOT CORP CL A COM USD.001 COMMON 39304D102 2,350 36,625 SH   SOLE   36,625 0 0
GREENBRIER COMPANIES INC COM USD.001 COMMON 393657101 91 1,811 SH   SOLE   1,811 0 0
GREENE COUNTY BANCORP INC COM USD.1 COMMON 394357107 54 1,481 SH   SOLE   1,481 0 0
GREENHILL & CO INC COM USD.01 COMMON 395259104 93 5,045 SH   SOLE   5,045 0 0
GRIFOLS SA SPON ADR RP .5 CL B COMMON 398438408 15 721 SH   SOLE   721 0 0
GRUPO FINANCIERO GALICIA SA SP ADR 10 SH B COMMON 399909100 1 9 SH   SOLE   9 0 0
GSI TECHNOLOGY INC COM USD.001 COMMON 36241U106 35 4,688 SH   SOLE   4,688 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 1,198 16,372 SH   SOLE   16,372 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 159 23,107 SH   SOLE   23,107 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 70 7,806 SH   SOLE   7,806 0 0
HALYARD HEALTH INC COM USD.01 COMMON 40650V100 549 11,908 SH   SOLE   11,908 0 0
HAMILTON LANE INC CL A COM USD.001 COMMON 407497106 94 2,514 SH   SOLE   2,514 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 2 17 SH   SOLE   17 0 0
HARRIS CORP COM USD1 COMMON 413875105 1,863 11,553 SH   SOLE   11,553 0 0
HARSCO CORP COM USD1.25 COMMON 415864107 508 24,596 SH   SOLE   24,596 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 88,399 1,715,796 SH   OTR   1,348,555 367,241 0
HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 51 10,126 SH   SOLE   10,126 0 0
HASBRO INC COM USD.5 COMMON 418056107 9 111 SH   SOLE   111 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 17 451 SH   SOLE   451 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 428 4,412 SH   SOLE   4,412 0 0
HCI GROUP INC COM NPV COMMON 40416E103 139 3,637 SH   SOLE   3,637 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 133 3,496 SH   SOLE   3,496 0 0
HEICO CORP COM USD.166 COMMON 422806109 903 10,397 SH   SOLE   10,397 0 0
HELMERICH & PAYNE COM USD.1 COMMON 423452101 310 4,655 SH   SOLE   4,655 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 94 4,871 SH   SOLE   4,871 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 1,851 15,303 SH   SOLE   15,303 0 0
HILLENBRAND INC COM NPV COMMON 431571108 3,065 66,764 SH   SOLE   66,764 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 200 8,512 SH   SOLE   8,512 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 7 90 SH   SOLE   90 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 278 5,684 SH   SOLE   5,684 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 10 54 SH   SOLE   54 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 368 10,585 SH   SOLE   10,585 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 186 5,066 SH   SOLE   5,066 0 0
HORACE MANN EDUCATORS CORP COM USD.001 COMMON 440327104 33 774 SH   SOLE   774 0 0
HOSPITALITY PROPERTIES TRUST COM USD.01 COMMON 44106M102 2 69 SH   SOLE   69 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 4 204 SH   SOLE   204 0 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 1,588 35,605 SH   SOLE   35,605 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 2,909 61,029 SH   SOLE   61,029 0 0
HUDSON GLOBAL INC COM USD.001 COMMON 443787106 48 24,563 SH   SOLE   24,563 0 0
HUMANA INC COM NPV COMMON 444859102 5,401 20,091 SH   SOLE   20,091 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 1 5 SH   SOLE   5 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 124 481 SH   SOLE   481 0 0
HURCO COMPANIES INC COM USD.1 COMMON 447324104 70 1,531 SH   SOLE   1,531 0 0
IAC/INTERACTIVECORP COM USD1 COMMON 44919P508 335 2,140 SH   SOLE   2,140 0 0
IAMGOLD CORP COM NPV COMMON 450913108 24 4,629 SH   SOLE   4,629 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 97 1,654 SH   SOLE   1,654 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 143 5,897 SH   SOLE   5,897 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 160 18,077 SH   SOLE   18,077 0 0
ICON PLC COM EUR.06 COMMON G4705A100 406 3,436 SH   SOLE   3,436 0 0
IDEX CORP COM USD.01 COMMON 45167R104 3,760 26,383 SH   SOLE   26,383 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 7,872 41,131 SH   SOLE   41,131 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 62 4,088 SH   SOLE   4,088 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 289 16,191 SH   SOLE   16,191 0 0
INFRAREIT INC COM USD.01 COMMON 45685L100 5 250 SH   SOLE   250 0 0
ING GROEP NV SPON ADR COMMON 456837103 1,193 70,455 SH   SOLE   70,455 0 0
INGERSOLL-RAND PLC COM USD2 COMMON G47791101 5 55 SH   SOLE   55 0 0
INGEVITY CORP COM USD.01 COMMON 45688C107 276 3,741 SH   SOLE   3,741 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 12 363 SH   SOLE   363 0 0
INNOPHOS HOLDINGS INC COM USD.001 COMMON 45774N108 29 720 SH   SOLE   720 0 0
INNOVATIVE SOLTNS & SUPP INC COM USD.001 COMMON 45769N105 39 11,127 SH   SOLE   11,127 0 0
INOGEN INC COM USD.001 COMMON 45780L104 2,003 16,302 SH   SOLE   16,302 0 0
INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 100 2,877 SH   SOLE   2,877 0 0
INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 292 4,865 SH   SOLE   4,865 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 361 6,385 SH   SOLE   6,385 0 0
INTEL CORP COM NPV COMMON 458140100 9,764 187,481 SH   SOLE   187,481 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P707 11 184 SH   SOLE   184 0 0
INTERDIGITAL INC COM USD.01 COMMON 45867G101 1,335 18,135 SH   SOLE   18,135 0 0
INTERFACE INC COM USD.01 COMMON 458665304 783 31,057 SH   SOLE   31,057 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 967 41,993 SH   SOLE   41,993 0 0
INTEST CORP COM USD.01 COMMON 461147100 279 42,004 SH   SOLE   42,004 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 20,074 130,836 SH   OTR   115,699 15,137 0
INTRICON CORP COM USD1 COMMON 46121H109 166 8,318 SH   SOLE   8,318 0 0
INTUIT INC COM NPV COMMON 461202103 633 3,649 SH   SOLE   3,649 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 11,137 26,977 SH   SOLE   26,977 0 0
INVESTORS TITLE CO COM USD1.25 COMMON 461804106 361 1,836 SH   SOLE   1,836 0 0
ION GEOPHYSICAL CORP COM USD.01 COMMON 462044207 1,546 57,060 SH   SOLE   57,060 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 27 278 SH   SOLE   278 0 0
IRADIMED CORP COM USD.0001 COMMON 46266A109 162 11,414 SH   SOLE   11,414 0 0
IROBOT CORP COM USD.001 COMMON 462726100 247 3,843 SH   SOLE   3,843 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 2 55 SH   SOLE   55 0 0
ISHARES TR EAFE SML CP ETF COMMON 464288273 456 7,000 SH   SOLE   7,000 0 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD COMMON 465562106 170 10,928 SH   SOLE   10,928 0 0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 COMMON 46609J106 99 8,665 SH   SOLE   8,665 0 0
JABIL INC COM USD.001 COMMON 466313103 387 13,467 SH   SOLE   13,467 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 95 1,605 SH   SOLE   1,605 0 0
JASON INDUSTRIES INC COM USD.0001 COMMON 471172106 67 21,604 SH   SOLE   21,604 0 0
JOHNSON OUTDOORS INC -CL A CL A COM USD.05 COMMON 479167108 1,115 17,976 SH   SOLE   17,976 0 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 660 3,781 SH   SOLE   3,781 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 20,964 190,635 SH   SOLE   190,635 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 5,199 213,706 SH   SOLE   213,706 0 0
JUNIPER PHARMACEUTICALS INC COM USD.01 COMMON 48203L107 320 31,572 SH   SOLE   31,572 0 0
JUPAI HOLDINGS LTD -ADR ADR COMMON 48205B107 536 26,307 SH   SOLE   26,307 0 0
JUST ENERGY GROUP INC COM COMMON 48213W101 10,494 2,377,778 SH   SOLE   2,377,778 0 0
KADANT INC COM USD.01 COMMON 48282T104 801 8,477 SH   SOLE   8,477 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 264 2,613 SH   SOLE   2,613 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 650 11,220 SH   SOLE   11,220 0 0
KBR INC COM USD.001 COMMON 48242W106 247 15,231 SH   SOLE   15,231 0 0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG COMMON 488152208 251 8,647 SH   SOLE   8,647 0 0
KEMET CORP COM USD.01 COMMON 488360207 682 37,632 SH   SOLE   37,632 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 208 3,647 SH   SOLE   3,647 0 0
KEWAUNEE SCIENTIFIC CORP COM USD2.5 COMMON 492854104 75 2,188 SH   SOLE   2,188 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 177 10,980 SH   SOLE   10,980 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 1,709 15,517 SH   SOLE   15,517 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 16 1,061 SH   SOLE   1,061 0 0
KINGSTONE COS INC COM USD1 COMMON 496719105 104 6,204 SH   SOLE   6,204 0 0
KMG CHEMICALS INC COM USD.01 COMMON 482564101 456 7,599 SH   SOLE   7,599 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 35,461 541,304 SH   OTR   465,967 75,337 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 557 14,528 SH   SOLE   14,528 0 0
KORN/FERRY INTERNATIONAL COM NPV COMMON 500643200 350 6,775 SH   SOLE   6,775 0 0
KROGER CO COM USD1 COMMON 501044101 22,722 949,095 SH   OTR   777,707 171,388 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 1,587 63,445 SH   SOLE   63,445 0 0
KYOCERA CORP ADR COMMON 501556203 13 237 SH   SOLE   237 0 0
L BRANDS INC COM USD.5 COMMON 501797104 764 19,991 SH   SOLE   19,991 0 0
LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 243 18,759 SH   SOLE   18,759 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 11,306 55,651 SH   SOLE   55,651 0 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 2 38 SH   SOLE   38 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 5 79 SH   SOLE   79 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 1 12 SH   SOLE   12 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 26 368 SH   SOLE   368 0 0
LASALLE HOTEL PROPERTIES COM USD.01 COMMON 517942108 4 138 SH   SOLE   138 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 20 132 SH   SOLE   132 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 122 4,089 SH   SOLE   4,089 0 0
LEAR CORP COM NPV COMMON 521865204 29,544 158,757 SH   OTR   133,944 24,813 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 44 22,434 SH   SOLE   22,434 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 2 43 SH   SOLE   43 0 0
LEUCADIA NATIONAL CORP COM USD1 COMMON 527288104 725 31,918 SH   SOLE   31,918 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 558 9,056 SH   SOLE   9,056 0 0
LIBERTY INTERACTV CP QVC GRP INT COM SER A COMMON 53071M104 3,576 142,081 SH   SOLE   142,081 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 5 137 SH   SOLE   137 0 0
LIFEPOINT HEALTH INC COM USD.01 COMMON 53219L109 3 57 SH   SOLE   57 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 843 5,101 SH   SOLE   5,101 0 0
LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 132 1,468 SH   SOLE   1,468 0 0
LITHIUM AMERICAS CORP COM NPV COMMON 53680Q207 2,031 375,071 SH   SOLE   375,071 0 0
LKQ CORP COM COMMON 501889208 2 45 SH   SOLE   45 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 15,497 45,859 SH   OTR   32,507 13,352 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 488 13,295 SH   SOLE   13,295 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 7,148 248,470 SH   SOLE   248,470 0 0
LOWE'S COMPANIES INC COM USD.5 COMMON 548661107 16,332 186,120 SH   OTR   152,421 33,699 0
LSC COMMUNICATIONS INC COM USD.01 COMMON 50218P107 165 9,432 SH   SOLE   9,432 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 223 68,801 SH   SOLE   68,801 0 0
LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 7 549 SH   SOLE   549 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 152,890 1,446,703 SH   OTR   1,220,437 226,266 0
MACY'S INC COM NPV COMMON 55616P104 1,039 34,934 SH   SOLE   34,934 0 0
MAGELLAN HEALTH INC COM NEW COMMON 559079207 597 5,577 SH   SOLE   5,577 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 17,136 304,412 SH   SOLE   304,412 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 1,132 34,071 SH   SOLE   34,071 0 0
MAM SOFTWARE GROUP INC COM USD.0001 COMMON 55277Q201 34 4,316 SH   SOLE   4,316 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 15,348 133,345 SH   OTR   110,879 22,466 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 33,135 1,785,640 SH   SOLE   1,785,640 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 81,226 1,110,988 SH   OTR   934,536 176,452 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 121 8,647 SH   SOLE   8,647 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 254 8,960 SH   SOLE   8,960 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 7,568 55,652 SH   OTR   49,027 6,625 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 1,173 8,809 SH   SOLE   8,809 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 4,866 213,411 SH   SOLE   213,411 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 228 10,875 SH   SOLE   10,875 0 0
MASIMO CORP COM USD.001 COMMON 574795100 540 6,141 SH   SOLE   6,141 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 87 7,060 SH   SOLE   7,060 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 332 1,897 SH   SOLE   1,897 0 0
MATCH GROUP INC COM USD.001 COMMON 57665R106 281 6,327 SH   SOLE   6,327 0 0
MATERION CORP COM USD1 COMMON 576690101 1,289 25,243 SH   SOLE   25,243 0 0
MAUI LAND & PINEAPPLE CO COM NPV COMMON 577345101 186 15,956 SH   SOLE   15,956 0 0
MAXAR TECHNOLOGIES LIMITED COM NPV COMMON 57778L103 42 899 SH   SOLE   899 0 0
MBT FINANCIAL CORP COM NPV COMMON 578877102 129 11,983 SH   SOLE   11,983 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 52,997 338,893 SH   OTR   289,067 49,826 0
MCKESSON CORP COM USD2 COMMON 58155Q103 60,687 430,796 SH   OTR   355,521 75,275 0
MDC HOLDINGS INC COM USD.01 COMMON 552676108 401 14,377 SH   SOLE   14,377 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 10,279 109,994 SH   SOLE   109,994 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 899 31,014 SH   SOLE   31,014 0 0
MERCER INTL INC SHS BEN INT USD1 COMMON 588056101 1 108 SH   SOLE   108 0 0
MERCK & CO COM NPV COMMON 58933Y105 33 607 SH   SOLE   607 0 0
MERITOR INC COM USD1 COMMON 59001K100 228 11,113 SH   SOLE   11,113 0 0
MESABI TRUST SHS BEN INT NPV COMMON 590672101 90 3,484 SH   SOLE   3,484 0 0
METHANEX CORP COM NPV COMMON 59151K108 31,890 526,746 SH   SOLE   526,746 0 0
METLIFE INC COM COMMON 59156R108 53,876 1,174,013 SH   OTR   978,858 195,155 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 167 291 SH   SOLE   291 0 0
MGP INGREDIENTS INC COM NPV COMMON 55303J106 567 6,326 SH   SOLE   6,326 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 7,456 143,006 SH   SOLE   143,006 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 48 529 SH   SOLE   529 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 0 10 SH   SOLE   10 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 48 1,488 SH   SOLE   1,488 0 0
MIND CTI LTD ORD NIS.01 COMMON M70240102 39 17,779 SH   SOLE   17,779 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 1,189 179,032 SH   SOLE   179,032 0 0
MIX TELEMATICS LTD ADR COMMON 60688N102 271 17,441 SH   SOLE   17,441 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 395 106,694 SH   SOLE   106,694 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1,882 16,275 SH   SOLE   16,275 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 12,122 1,064,256 SH   SOLE   1,064,256 0 0
MOELIS & CO CL A COM USD.01 COMMON 60786M105 2,073 40,762 SH   SOLE   40,762 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 115 1,419 SH   SOLE   1,419 0 0
MONARCH CASINO & RESORT INC COM USD.01 COMMON 609027107 156 3,700 SH   SOLE   3,700 0 0
MONOTYPE IMAGING HOLDINGS COM USD.01 COMMON 61022P100 444 19,774 SH   SOLE   19,774 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 278 4,857 SH   SOLE   4,857 0 0
MOOG INC -CL A CL A COM USD1 COMMON 615394202 214 2,601 SH   SOLE   2,601 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 46,594 442,478 SH   OTR   360,176 82,302 0
MOVADO GROUP INC COM USD.01 COMMON 624580106 328 8,533 SH   SOLE   8,533 0 0
MSA SAFETY INC COM NPV COMMON 553498106 719 8,639 SH   SOLE   8,639 0 0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 94 1,027 SH   SOLE   1,027 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 44,452 297,390 SH   OTR   245,016 52,374 0
MYERS INDUSTRIES INC COM NPV COMMON 628464109 413 19,515 SH   SOLE   19,515 0 0
MYR GROUP INC COM USD.01 COMMON 55405W104 131 4,238 SH   SOLE   4,238 0 0
MYRIAD GENETICS INC COM USD.01 COMMON 62855J104 142 4,796 SH   SOLE   4,796 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 2 26 SH   SOLE   26 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 283 4,744 SH   SOLE   4,744 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 345 3,681 SH   SOLE   3,681 0 0
NATIONAL RESEARCH CORP CL A COM USD.001 COMMON 637372202 1,052 35,958 SH   SOLE   35,958 0 0
NATIONAL WESTERN LIFE GROUP CL A COM USD0.01 COMMON 638517102 141 463 SH   SOLE   463 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 143 12,959 SH   SOLE   12,959 0 0
NAUTILUS INC COM NPV COMMON 63910B102 149 11,089 SH   SOLE   11,089 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 1 57 SH   SOLE   57 0 0
NCI BUILDING SYSTEMS INC COM USD.01 COMMON 628852204 117 6,602 SH   SOLE   6,602 0 0
NCR CORP COM USD5 COMMON 62886E108 2 68 SH   SOLE   68 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 341 6,503 SH   SOLE   6,503 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 2 26 SH   SOLE   26 0 0
NEPTUNE TECH & BIORESSOURCES COM COMMON 64077P108 2,109 751,128 SH   SOLE   751,128 0 0
NETAPP INC COM NPV COMMON 64110D104 39,816 645,402 SH   OTR   529,263 116,139 0
NETGEAR INC COM USD.001 COMMON 64111Q104 230 4,022 SH   SOLE   4,022 0 0
NETWORK-1 TECHNOLOGIES INC COM USD.01 COMMON 64121N109 50 19,048 SH   SOLE   19,048 0 0
NEW YORK & CO INC COM USD.01 COMMON 649295102 95 27,981 SH   SOLE   27,981 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 2,790 115,772 SH   SOLE   115,772 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 24 60 SH   SOLE   60 0 0
NICE LTD SPON ADR COMMON 653656108 1 8 SH   SOLE   8 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 168 21,461 SH   SOLE   21,461 0 0
NMI HOLDINGS INC CL A COM USD.01 COMMON 629209305 279 16,881 SH   SOLE   16,881 0 0
NOKIA CORP SPON ADR COMMON 654902204 249 45,490 SH   SOLE   45,490 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 815 139,335 SH   SOLE   139,335 0 0
NORBORD INC COM NPV COMMON 65548P403 14,036 387,382 SH   SOLE   387,382 0 0
NORDSTROM INC COM NPV COMMON 655664100 1 19 SH   SOLE   19 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 55 402 SH   SOLE   402 0 0
NORTH AMERICAN ENERGY PRTNRS COM NPV COMMON 656844107 39 7,333 SH   SOLE   7,333 0 0
NORTHEAST BANCORP/ME COM NPV COMMON 663904209 300 14,635 SH   SOLE   14,635 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 67 2,960 SH   SOLE   2,960 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 259 7,503 SH   SOLE   7,503 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 88 2,924 SH   SOLE   2,924 0 0
NOVANTA INC COM NPV COMMON 67000B104 4,733 90,761 SH   SOLE   90,761 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 22 272 SH   SOLE   272 0 0
NOVO NORDISK A/S ADR COMMON 670100205 1,062 21,565 SH   SOLE   21,565 0 0
NTT DOCOMO INC SPONS ADR COMMON 62942M201 399 15,593 SH   SOLE   15,593 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 1 14 SH   SOLE   14 0 0
NUTRISYSTEM INC COM USD.001 COMMON 67069D108 140 5,206 SH   SOLE   5,206 0 0
NVE CORP COM USD.01 COMMON 629445206 106 1,281 SH   SOLE   1,281 0 0
NVR INC COM USD.01 COMMON 62944T105 3,808 1,360 SH   SOLE   1,360 0 0
OAK VALLEY BANCORP COM COMMON 671807105 0 13 SH   SOLE   13 0 0
OFG BANCORP COM USD1 COMMON 67103X102 21 1,997 SH   SOLE   1,997 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 61 1,525 SH   SOLE   1,525 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,375 9,353 SH   SOLE   9,353 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 1 49 SH   SOLE   49 0 0
OLD SECOND BANCORP INC/IL COM NPV COMMON 680277100 285 20,467 SH   SOLE   20,467 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 59 2,878 SH   SOLE   2,878 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 3 103 SH   SOLE   103 0 0
OMNICELL INC COM NPV COMMON 68213N109 453 10,441 SH   SOLE   10,441 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 4,159 57,231 SH   SOLE   57,231 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 3,755 153,511 SH   SOLE   153,511 0 0
OPHTHOTECH CORP COM USD0.001 COMMON 683745103 89 32,341 SH   SOLE   32,341 0 0
OPIANT PHARMACEUTICALS INC COM COMMON 683750103 104 5,412 SH   SOLE   5,412 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 156 6,063 SH   SOLE   6,063 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 4 96 SH   SOLE   96 0 0
ORASURE TECHNOLOGIES INC COM NPV COMMON 68554V108 844 49,984 SH   SOLE   49,984 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 1,443 16,060 SH   SOLE   16,060 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 111 4,582 SH   SOLE   4,582 0 0
ORTHOFIX INTERNATIONAL NV COM USD.1 COMMON N6748L102 815 13,862 SH   SOLE   13,862 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 82 1,055 SH   SOLE   1,055 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 100 6,406 SH   SOLE   6,406 0 0
OWENS CORNING COM NEW USD.01 COMMON 690742101 7 87 SH   SOLE   87 0 0
OWENS-ILLINOIS INC COM USD.01 COMMON 690768403 107 4,948 SH   SOLE   4,948 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 1,272 17,055 SH   SOLE   17,055 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 421 11,577 SH   SOLE   11,577 0 0
PACCAR INC COM USD12 COMMON 693718108 34 514 SH   SOLE   514 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 605 5,367 SH   SOLE   5,367 0 0
PAR PACIFIC HOLDINGS INC COM USD.001 COMMON 69888T207 175 10,209 SH   SOLE   10,209 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 110 7,837 SH   SOLE   7,837 0 0
PARKE BANCORP INC COM COMMON 700885106 0 8 SH   SOLE   8 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 341 1,994 SH   SOLE   1,994 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 28 453 SH   SOLE   453 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 5 68 SH   SOLE   68 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 237 6,985 SH   SOLE   6,985 0 0
PCM INC COM USD.001 COMMON 69323K100 0 55 SH   SOLE   55 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 95 13,180 SH   SOLE   13,180 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 257 7,028 SH   SOLE   7,028 0 0
PEAPACK-GLADSTONE FINL CORP COM NPV COMMON 704699107 200 5,988 SH   SOLE   5,988 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 4 115 SH   SOLE   115 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 1,809 68,881 SH   SOLE   68,881 0 0
PENNSYLVANIA RE INVS TRUST COM USD1 COMMON 709102107 1 131 SH   SOLE   131 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932B101 633 27,930 SH   SOLE   27,930 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 310 10,083 SH   SOLE   10,083 0 0
PERCEPTRON INC COM USD.01 COMMON 71361F100 114 13,213 SH   SOLE   13,213 0 0
PERKINELMER INC COM USD1 COMMON 714046109 36 479 SH   SOLE   479 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 689 9,882 SH   SOLE   9,882 0 0
PFIZER INC COM USD.1 COMMON 717081103 4,063 114,482 SH   SOLE   114,482 0 0
PGT INNOVATIONS INC COM USD COMMON 69336V101 129 6,904 SH   SOLE   6,904 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 COMMON 71742Q106 1,964 49,474 SH   SOLE   49,474 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 25 247 SH   SOLE   247 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 1 69 SH   SOLE   69 0 0
PLEXUS CORP COM USD.01 COMMON 729132100 26 428 SH   SOLE   428 0 0
PLUMAS BANCORP COM COMMON 729273102 92 3,689 SH   SOLE   3,689 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 67 441 SH   SOLE   441 0 0
POINTS INTERNATIONAL LTD COM COMMON 730843208 55 5,635 SH   SOLE   5,635 0 0
POLARIS INDUSTRIES INC COM NPV COMMON 731068102 4 31 SH   SOLE   31 0 0
POLYONE CORP COM USD.1 COMMON 73179P106 275 6,456 SH   SOLE   6,456 0 0
PORTER BANCORP INC COM USD COMMON 736233206 74 5,416 SH   SOLE   5,416 0 0
POSCO SPON ADR COMMON 693483109 560 7,097 SH   SOLE   7,097 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 8 163 SH   SOLE   163 0 0
PRA GROUP INC COM USD.001 COMMON 69354N106 67 1,755 SH   SOLE   1,755 0 0
PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 1,446 17,430 SH   SOLE   17,430 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 230 3,526 SH   SOLE   3,526 0 0
PREMIER FINANCIAL BANCORP COM NPV COMMON 74050M105 75 4,035 SH   SOLE   4,035 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 217 2,009 SH   SOLE   2,009 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 71 736 SH   SOLE   736 0 0
PRIMORIS SERVICES CORP COM USD.0001 COMMON 74164F103 297 11,889 SH   SOLE   11,889 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 1,093 17,946 SH   SOLE   17,946 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 105,360 1,328,932 SH   OTR   1,106,438 222,494 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 122 44,779 SH   SOLE   44,779 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 2,588 67,305 SH   SOLE   67,305 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 6,945 113,978 SH   SOLE   113,978 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 6 97 SH   SOLE   97 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 893 12,909 SH   SOLE   12,909 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 4,274 41,279 SH   SOLE   41,279 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 5 44 SH   SOLE   44 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 76 3,673 SH   SOLE   3,673 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 38,918 1,319,690 SH   OTR   1,078,656 241,034 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 163 14,651 SH   SOLE   14,651 0 0
QAD INC CL A COM NPV COMMON 74727D306 557 13,367 SH   SOLE   13,367 0 0
QUAD/GRAPHICS INC CL A COM USD.025 COMMON 747301109 721 28,437 SH   SOLE   28,437 0 0
QUAKER CHEMICAL CORP COM USD1 COMMON 747316107 607 4,097 SH   SOLE   4,097 0 0
QUALITY SYSTEMS INC COM USD.01 COMMON 747582104 751 55,002 SH   SOLE   55,002 0 0
QUALYS INC COM USD0.001 COMMON 74758T303 458 6,298 SH   SOLE   6,298 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 2,664 26,563 SH   SOLE   26,563 0 0
QUIDEL CORP COM NPV COMMON 74838J101 179 3,459 SH   SOLE   3,459 0 0
QUINSTREET INC COM USD.001 COMMON 74874Q100 1,252 98,011 SH   SOLE   98,011 0 0
RADIANT LOGISTICS INC UNIT COMMON 75025X100 205 53,135 SH   SOLE   53,135 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 112 1,000 SH   SOLE   1,000 0 0
RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 COMMON 751452202 4 337 SH   SOLE   337 0 0
RAVEN INDUSTRIES INC COM USD1 COMMON 754212108 481 13,730 SH   SOLE   13,730 0 0
RAYMOND JAMES FINANCIAL CORP COM USD.01 COMMON 754730109 1,384 15,476 SH   SOLE   15,476 0 0
RAYONIER ADVANCED MATERIALS COM USD.01 COMMON 75508B104 311 14,503 SH   SOLE   14,503 0 0
RCM TECHNOLOGIES INC COM USD.05 COMMON 749360400 97 16,890 SH   SOLE   16,890 0 0
REALOGY HOLDINGS CORP CL A COM USD.01 COMMON 75605Y106 1 53 SH   SOLE   53 0 0
RED HAT INC COM USD.0001 COMMON 756577102 317 2,118 SH   SOLE   2,118 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 80 1,087 SH   SOLE   1,087 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 86,075 4,632,585 SH   OTR   3,881,766 750,819 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 148 963 SH   SOLE   963 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 102 7,956 SH   SOLE   7,956 0 0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 2 155 SH   SOLE   155 0 0
REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 362 4,966 SH   SOLE   4,966 0 0
RICHARDSON ELECTRONICS LTD COM USD.05 COMMON 763165107 39 4,896 SH   SOLE   4,896 0 0
RIO TINTO GROUP (GBR) SPON ADR COMMON 767204100 6,283 121,932 SH   SOLE   121,932 0 0
RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 288 30,880 SH   SOLE   30,880 0 0
RLJ LODGING TRUST COM USD.01 COMMON 74965L101 1 52 SH   SOLE   52 0 0
RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 2,273 32,496 SH   SOLE   32,496 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 5,147 29,549 SH   SOLE   29,549 0 0
ROCKY BRANDS INC COM NPV COMMON 774515100 509 23,743 SH   SOLE   23,743 0 0
ROCKY MOUNTAIN CHOC FACT INC COM USD.001 COMMON 77467X101 186 15,437 SH   SOLE   15,437 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 11,818 264,775 SH   SOLE   264,775 0 0
ROGERS CORP COM USD1 COMMON 775133101 242 2,027 SH   SOLE   2,027 0 0
ROLLINS INC COM USD1 COMMON 775711104 466 9,139 SH   SOLE   9,139 0 0
ROWAN COMPANIES PLC COM USD.12 COMMON G7665A101 128 11,062 SH   SOLE   11,062 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 41,292 534,764 SH   SOLE   534,764 0 0
ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 190 2,981 SH   SOLE   2,981 0 0
RPX CORP COM USD.0001 COMMON 74972G103 248 23,189 SH   SOLE   23,189 0 0
RUSH ENTERPRISES INC CL A COM USD.01 COMMON 781846209 1,430 33,646 SH   SOLE   33,646 0 0
RUTHS HOSPITALITY GROUP INC COM USD.01 COMMON 783332109 632 25,838 SH   SOLE   25,838 0 0
RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 3 41 SH   SOLE   41 0 0
SABRA HEALTH CARE REIT INC COM USD.01 COMMON 78573L106 2 123 SH   SOLE   123 0 0
SALEM MEDIA GROUP INC CL A COM USD.01 COMMON 794093104 34 9,536 SH   SOLE   9,536 0 0
SANDERSON FARMS INC COM USD1 COMMON 800013104 2,922 24,552 SH   SOLE   24,552 0 0
SANMINA CORP COM USD.01 COMMON 801056102 51 1,944 SH   SOLE   1,944 0 0
SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 307 18,857 SH   SOLE   18,857 0 0
SB FINANCIAL GROUP INC COM USD2.5 COMMON 78408D105 78 4,242 SH   SOLE   4,242 0 0
SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 13 77 SH   SOLE   77 0 0
SCANSOURCE INC COM NPV COMMON 806037107 159 4,469 SH   SOLE   4,469 0 0
SCHNITZER STEEL INDS -CL A CL A COM USD.01 COMMON 806882106 659 20,375 SH   SOLE   20,375 0 0
SCIENCE APPLICATIONS INTL CP COM USD.0001 COMMON 808625107 292 3,701 SH   SOLE   3,701 0 0
SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 63,602 1,086,825 SH   OTR   943,001 143,824 0
SEALED AIR CORP COM USD.01 COMMON 81211K100 40,199 939,426 SH   OTR   791,323 148,103 0
SEI INVESTMENTS CO COM USD.01 COMMON 784117103 259 3,455 SH   SOLE   3,455 0 0
SELECT INCOME REIT COM BEN INT USD.01 COMMON 81618T100 1 37 SH   SOLE   37 0 0
SHERWIN-WILLIAMS CO COM USD1 COMMON 824348106 4 11 SH   SOLE   11 0 0
SHOE CARNIVAL INC COM USD.1 COMMON 824889109 24 1,022 SH   SOLE   1,022 0 0
SHUTTERFLY INC COM USD.0001 COMMON 82568P304 187 2,300 SH   SOLE   2,300 0 0
SIERRA BANCORP/CA COM NPV COMMON 82620P102 298 11,173 SH   SOLE   11,173 0 0
SIGNET JEWELERS LTD COM USD.18 COMMON G81276100 3,128 81,203 SH   SOLE   81,203 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 95 6,263 SH   SOLE   6,263 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 2 11 SH   SOLE   11 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 78 5,303 SH   SOLE   5,303 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 817 13,327 SH   SOLE   13,327 0 0
SIRIUS XM HOLDINGS INC COM USD.001 COMMON 82968B103 20,369 3,264,280 SH   OTR   2,654,442 609,838 0
SK TELECOM CO LTD SPON ADR COMMON 78440P108 8,139 336,758 SH   SOLE   336,758 0 0
SKYLINE CORP COM USD.0277 COMMON 830830105 117 5,301 SH   SOLE   5,301 0 0
SLEEP NUMBER CORPORATION COM USD.01 COMMON 83125X103 363 10,334 SH   SOLE   10,334 0 0
SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 41 1,078 SH   SOLE   1,078 0 0
SOC QUIMICA Y MINERA DE CHI SPON ADR SER B COMMON 833635105 546 11,115 SH   SOLE   11,115 0 0
SONY CORP ADR COMMON 835699307 410 8,485 SH   SOLE   8,485 0 0
SOUTHWEST AIRLINES COM USD1 COMMON 844741108 719 12,550 SH   SOLE   12,550 0 0
SP PLUS CORP CL A USD.001 COMMON 78469C103 9,522 267,475 SH   SOLE   267,475 0 0
SPARTANNASH CO COM NPV COMMON 847215100 106 6,134 SH   SOLE   6,134 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 25,665 306,620 SH   OTR   262,035 44,585 0
SPROUTS FARMERS MARKET COM USD.001 COMMON 85208M102 2 81 SH   SOLE   81 0 0
SPX FLOW INC COM USD.01 COMMON 78469X107 351 7,126 SH   SOLE   7,126 0 0
SS&C TECHNOLOGIES HLDGS INC COM USD.01 COMMON 78467J100 519 9,674 SH   SOLE   9,674 0 0
SSR MINING INC COM NPV COMMON 784730103 2,390 248,270 SH   SOLE   248,270 0 0
STAMPS.COM INC COM USD.001 COMMON 852857200 1,604 7,980 SH   SOLE   7,980 0 0
STARTEK INC COM USD.01 COMMON 85569C107 178 18,248 SH   SOLE   18,248 0 0
STATOIL ASA SPONSORED ADR COMMON 85771P102 7 283 SH   SOLE   283 0 0
STEEL DYNAMICS INC COM USD.01 COMMON 858119100 10,507 237,606 SH   SOLE   237,606 0 0
STEPAN CO COM USD1 COMMON 858586100 177 2,127 SH   SOLE   2,127 0 0
STERIS PLC COM NPV COMMON G84720104 145 1,551 SH   SOLE   1,551 0 0
STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 318 27,735 SH   SOLE   27,735 0 0
STEWART INFORMATION SERVICES COM USD1 COMMON 860372101 328 7,457 SH   SOLE   7,457 0 0
STMICROELECTRONICS NV ADR COMMON 861012102 5 243 SH   SOLE   243 0 0
SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 234 27,501 SH   SOLE   27,501 0 0
SUMMIT HOTEL PROPERTIES INC COM USD.01 COMMON 866082100 1 106 SH   SOLE   106 0 0
SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 43,164 1,051,628 SH   SOLE   1,051,628 0 0
SUNCOKE ENERGY INC COM USD.01 COMMON 86722A103 31 2,909 SH   SOLE   2,909 0 0
SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 1 73 SH   SOLE   73 0 0
SUNTRUST BANKS INC COM USD1 COMMON 867914103 11,253 165,384 SH   OTR   164,555 829 0
SUPERIOR UNIFORM GROUP INC COM USD1 COMMON 868358102 161 6,134 SH   SOLE   6,134 0 0
SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 17,939 535,008 SH   OTR   462,088 72,920 0
SYNOPSYS INC COM USD.01 COMMON 871607107 1,333 16,015 SH   SOLE   16,015 0 0
SYNTEL INC COM NPV COMMON 87162H103 219 8,575 SH   SOLE   8,575 0 0
SYSCO CORP COM USD1 COMMON 871829107 74,264 1,238,533 SH   OTR   1,001,660 236,873 0
SYSTEMAX INC COM USD.01 COMMON 871851101 124 4,351 SH   SOLE   4,351 0 0
TABULA RASA HEALTHCARE INC COM USD.0001 COMMON 873379101 452 11,637 SH   SOLE   11,637 0 0
TAILORED BRANDS INC COM USD.01 COMMON 87403A107 536 21,384 SH   SOLE   21,384 0 0
TAKE-TWO INTERACTIVE SFTWR COM USD.01 COMMON 874054109 69 705 SH   SOLE   705 0 0
TAL EDUCATION GROUP ADS COMMON 874080104 4 120 SH   SOLE   120 0 0
TANDY LEATHER FACTORY INC COM USD.0024 COMMON 87538X105 38 5,374 SH   SOLE   5,374 0 0
TARGET CORP COM USD1 COMMON 87612E106 110,649 1,593,657 SH   OTR   1,360,113 233,544 0
TASEKO MINES LTD COM NPV COMMON 876511106 401 342,061 SH   SOLE   342,061 0 0
TAYLOR MORRISON HOME CORP COM USD.01 COMMON 87724P106 219 9,391 SH   SOLE   9,391 0 0
TECHTARGET INC COM USD.001 COMMON 87874R100 1,178 59,239 SH   SOLE   59,239 0 0
TECK RESOURCES LTD Cl B Com Npv Svtg COMMON 878742204 40,470 1,572,435 SH   SOLE   1,572,435 0 0
TELARIA INC COM USD.0001 COMMON 879181105 52 13,892 SH   SOLE   13,892 0 0
TELEFONICA SA ADR COMMON 879382208 8 794 SH   SOLE   794 0 0
TERADATA CORP COM USD.01 COMMON 88076W103 3,211 80,950 SH   SOLE   80,950 0 0
TERADYNE INC COM USD.125 COMMON 880770102 435 9,520 SH   SOLE   9,520 0 0
TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 373 16,116 SH   SOLE   16,116 0 0
TETRA TECH INC COM USD.01 COMMON 88162G103 158 3,227 SH   SOLE   3,227 0 0
TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 7,095 68,290 SH   SOLE   68,290 0 0
THE STARS GROUP INC COM NPV COMMON 85570W100 12,585 456,241 SH   SOLE   456,241 0 0
THOMSON-REUTERS CORP COM NPV COMMON 884903105 7,664 198,306 SH   OTR   187,292 11,014 0
THOR INDUSTRIES INC COM USD.01 COMMON 885160101 533 4,624 SH   SOLE   4,624 0 0
TIER REIT INC COM USD.0001 COMMON 88650V208 4 215 SH   SOLE   215 0 0
TIFFANY & CO COM USD.01 COMMON 886547108 8 87 SH   SOLE   87 0 0
TILLY'S INC CL A COM NPV COMMON 886885102 208 18,391 SH   SOLE   18,391 0 0
TIMBERLAND BANCORP INC COM USD.01 COMMON 887098101 221 7,266 SH   SOLE   7,266 0 0
T-MOBILE US INC COM COMMON 872590104 597 9,773 SH   SOLE   9,773 0 0
TOLL BROTHERS INC COM USD.01 COMMON 889478103 0 10 SH   SOLE   10 0 0
TORO CO COM USD1 COMMON 891092108 969 15,517 SH   SOLE   15,517 0 0
TORONTO DOMINION BANK COM NPV COMMON 891160509 24,663 434,899 SH   SOLE   434,899 0 0
TOTAL SA SPON ADR COMMON 89151E109 4,333 75,101 SH   SOLE   75,101 0 0
TOTAL SYSTEM SERVICES INC COM USD.1 COMMON 891906109 12,906 149,622 SH   SOLE   149,622 0 0
TOWER SEMICONDUCTOR LTD ORD NIS1 COMMON M87915274 502 18,646 SH   SOLE   18,646 0 0
TOWN SPORTS INTL HOLDINGS COM USD.001 COMMON 89214A102 483 63,614 SH   SOLE   63,614 0 0
TOWNSQUARE MEDIA INC CL A COM USD0.01 COMMON 892231101 29 3,678 SH   SOLE   3,678 0 0
TRANSACT TECHNOLOGIES INC COM USD.01 COMMON 892918103 216 16,533 SH   SOLE   16,533 0 0
TRANSPORTADORA DE GAS SUR SPON ADR B COMMON 893870204 151 7,406 SH   SOLE   7,406 0 0
TRAVELERS COS INC COM COMMON 89417E109 1,070 7,707 SH   SOLE   7,707 0 0
TRAVELPORT WORLDWIDE LTD ORD USD0.0025 COMMON G9019D104 7,062 432,175 SH   SOLE   432,175 0 0
TRINET GROUP INC COM USD.000025 COMMON 896288107 1,037 22,379 SH   SOLE   22,379 0 0
TRINSEO SA ORD NPV COMMON L9340P101 2,340 31,598 SH   SOLE   31,598 0 0
TRONC INC COM USD.01 COMMON 89703P107 167 10,188 SH   SOLE   10,188 0 0
TRUEBLUE INC COM NPV COMMON 89785X101 525 20,255 SH   SOLE   20,255 0 0
TRUSTCO BANK CORP/NY COM NPV COMMON 898349105 495 58,541 SH   SOLE   58,541 0 0
TTEC HOLDINGS INC COM USD.01 COMMON 89854H102 5,893 191,952 SH   SOLE   191,952 0 0
TTM TECHNOLOGIES INC COM NPV COMMON 87305R109 363 23,720 SH   SOLE   23,720 0 0
TURNING POINT BRANDS INC COM USD.01 COMMON 90041L105 234 12,059 SH   SOLE   12,059 0 0
TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 1,143 15,622 SH   SOLE   15,622 0 0
U S LIME & MINERALS COM USD.1 COMMON 911922102 214 2,930 SH   SOLE   2,930 0 0
UDR INC COM USD.01 COMMON 902653104 3 96 SH   SOLE   96 0 0
ULTRALIFE CORP COM USD.1 COMMON 903899102 351 35,101 SH   SOLE   35,101 0 0
UNION PACIFIC CORP COM USD2.5 COMMON 907818108 2,692 20,022 SH   OTR   19,858 164 0
UNITED CONTINENTAL HLDGS INC COM NEW COMMON 910047109 36,106 519,722 SH   OTR   431,628 88,094 0
UNITED NATURAL FOODS INC COM USD.01 COMMON 911163103 707 16,462 SH   SOLE   16,462 0 0
UNITED PARCEL SERVICE INC CL B COM USD.01 COMMON 911312106 37 355 SH   SOLE   355 0 0
UNITED RENTALS INC COM USD.01 COMMON 911363109 10 60 SH   SOLE   60 0 0
UNITED SECURITY BANCSHARS CA COM NPV COMMON 911460103 99 9,250 SH   SOLE   9,250 0 0
UNITED STATES STEEL CORP COM NPV COMMON 912909108 129 3,657 SH   SOLE   3,657 0 0
UNITED TECHNOLOGIES CORP COM USD5 COMMON 913017109 24,878 197,720 SH   OTR   160,631 37,089 0
UNITED THERAPEUTICS CORP COM USD.01 COMMON 91307C102 1 9 SH   SOLE   9 0 0
UNITEDHEALTH GROUP INC COM USD.01 COMMON 91324P102 21 98 SH   SOLE   98 0 0
UNITIL CORP COM NPV COMMON 913259107 70 1,501 SH   SOLE   1,501 0 0
UNIVAR INC COM USD.01 COMMON 91336L107 81 2,908 SH   SOLE   2,908 0 0
UNIVERSAL CORP/VA COM NPV COMMON 913456109 246 5,076 SH   SOLE   5,076 0 0
UNIVERSAL HEALTH RLTY INCOME COM USD.01 COMMON 91359E105 2 39 SH   SOLE   39 0 0
UNIVERSAL INSURANCE HLDGS COM USD.01 COMMON 91359V107 401 12,566 SH   SOLE   12,566 0 0
UNIVERSAL LOGISTICS HLDGS COM COMMON 91388P105 151 7,155 SH   SOLE   7,155 0 0
UNVL STAINLESS & ALLOY PRODS COM USD.01 COMMON 913837100 150 5,451 SH   SOLE   5,451 0 0
USA TRUCK INC COM USD.01 COMMON 902925106 839 32,909 SH   SOLE   32,909 0 0
USANA HEALTH SCIENCES INC COM NPV COMMON 90328M107 179 2,089 SH   SOLE   2,089 0 0
UTSTARCOM HOLDINGS CORP COM USD.00125 COMMON G9310A114 122 24,847 SH   SOLE   24,847 0 0
VAIL RESORTS INC COM USD.01 COMMON 91879Q109 127 574 SH   SOLE   574 0 0
VALEANT PHARMACEUTICALS INTL COM NPV COMMON 91911K102 17,728 1,114,299 SH   SOLE   1,114,299 0 0
VALERO ENERGY CORP COM USD1 COMMON 91913Y100 172,743 1,862,024 SH   OTR   1,574,797 287,227 0
VALHI INC COM USD1 COMMON 918905100 434 71,610 SH   SOLE   71,610 0 0
VARIAN MEDICAL SYSTEMS INC COM USD1 COMMON 92220P105 1,513 12,337 SH   SOLE   12,337 0 0
VECTRUS INC COM USD.01 COMMON 92242T101 336 9,023 SH   SOLE   9,023 0 0
VEDANTA LTD SPON ADR COMMON 92242Y100 319 18,181 SH   SOLE   18,181 0 0
VEEVA SYSTEMS INC CL A COM USD.00001 COMMON 922475108 322 4,416 SH   SOLE   4,416 0 0
VERISIGN INC COM USD.01 COMMON 92343E102 2,103 17,739 SH   SOLE   17,739 0 0
VERITEX HOLDINGS INC COM USD.01 COMMON 923451108 27 974 SH   SOLE   974 0 0
VERIZON COMMUNICATIONS INC COM USD1 COMMON 92343V104 29 609 SH   SOLE   609 0 0
VERSO CORP CL A COM USD.01 COMMON 92531L207 937 55,662 SH   SOLE   55,662 0 0
VF CORP COM NPV COMMON 918204108 20,203 272,567 SH   OTR   230,151 42,416 0
VIACOM INC CL B COM USD COMMON 92553P201 2,809 90,445 SH   SOLE   90,445 0 0
VIAD CORP COM COMMON 92552R406 228 4,338 SH   SOLE   4,338 0 0
VIAVI SOLUTIONS INC COM USD.001 COMMON 925550105 21 2,197 SH   SOLE   2,197 0 0
VILLAGE SUPER MARKET -CL A CL A COM NPV COMMON 927107409 98 3,712 SH   SOLE   3,712 0 0
VISA INC CL A COM USD.0001 COMMON 92826C839 3 21 SH   SOLE   21 0 0
VISHAY INTERTECHNOLOGY INC COM USD.1 COMMON 928298108 541 29,104 SH   SOLE   29,104 0 0
VISTEON CORP COM NEW COMMON 92839U206 472 4,285 SH   SOLE   4,285 0 0
VIVUS INC COM NPV COMMON 928551100 18 49,203 SH   SOLE   49,203 0 0
VMWARE INC -CL A CL A COM USD.01 COMMON 928563402 1,966 16,215 SH   SOLE   16,215 0 0
VODAFONE GROUP PLC SPON ADR COMMON 92857W308 409 14,702 SH   SOLE   14,702 0 0
VONAGE HOLDINGS CORP COM USD.001 COMMON 92886T201 1,342 126,043 SH   SOLE   126,043 0 0
VOYA FINANCIAL INC COM USD.01 COMMON 929089100 53,536 1,060,101 SH   OTR   889,894 170,207 0
VSE CORP COM USD.05 COMMON 918284100 284 5,499 SH   SOLE   5,499 0 0
W P CAREY INC COM USD.001 COMMON 92936U109 4 67 SH   SOLE   67 0 0
W&T OFFSHORE INC COM USD.00001 COMMON 92922P106 671 151,427 SH   SOLE   151,427 0 0
WABASH NATIONAL CORP COM USD.01 COMMON 929566107 593 28,474 SH   SOLE   28,474 0 0
WABCO HOLDINGS INC COM COMMON 92927K102 3 20 SH   SOLE   20 0 0
WADDELL&REED FINL INC -CL A CL A COMMON 930059100 800 39,572 SH   SOLE   39,572 0 0
WALGREENS BOOTS ALLIANCE INC COM USD1.25 COMMON 931427108 13,039 199,152 SH   OTR   163,421 35,731 0
WALKER & DUNLOP INC COM USD 0.01 COMMON 93148P102 1,396 23,501 SH   SOLE   23,501 0 0
WALMART INC COM USD.1 COMMON 931142103 17,686 198,779 SH   SOLE   198,779 0 0
WARRIOR MET COAL INC COM USD0.01 COMMON 93627C101 925 33,037 SH   SOLE   33,037 0 0
WATERS CORP COM USD.01 COMMON 941848103 1,868 9,404 SH   SOLE   9,404 0 0
WEIGHT WATCHERS INTL INC COM NVP COMMON 948626106 1,079 16,936 SH   SOLE   16,936 0 0
WEINGARTEN REALTY INVST COM SHS INT USD.03 COMMON 948741103 2 75 SH   SOLE   75 0 0
WEIS MARKETS INC COM NPV COMMON 948849104 87 2,129 SH   SOLE   2,129 0 0
WELLCARE HEALTH PLANS INC COM USD.01 COMMON 94946T106 1 5 SH   SOLE   5 0 0
WELLS FARGO & CO COM USD1.67 COMMON 949746101 53 1,010 SH   SOLE   1,010 0 0
WERNER ENTERPRISES INC COM USD.01 COMMON 950755108 1,685 46,154 SH   SOLE   46,154 0 0
WESTELL TECH INC -CL A CL A COM USD.01 COMMON 957541204 71 21,255 SH   SOLE   21,255 0 0
WESTERN DIGITAL CORP COM USD.1 COMMON 958102105 6,941 75,230 SH   SOLE   75,230 0 0
WESTERN UNION CO COM USD.01 COMMON 959802109 102,038 5,306,114 SH   OTR   4,399,671 906,443 0
WESTLAKE CHEMICAL CORP COM USD.01 COMMON 960413102 799 7,191 SH   SOLE   7,191 0 0
WESTPORT FUEL SYSTEMS INC COM NPV COMMON 960908309 583 263,596 SH   SOLE   263,596 0 0
WESTROCK CO COM USD.01 COMMON 96145D105 3,135 48,847 SH   SOLE   48,847 0 0
WEYCO GROUP INC COM USD1 COMMON 962149100 216 6,440 SH   SOLE   6,440 0 0
WILEY (JOHN) & SONS -CL A CL A COM USD1 COMMON 968223206 456 7,155 SH   SOLE   7,155 0 0
WILLDAN GROUP INC COM USD.01 COMMON 96924N100 194 6,833 SH   SOLE   6,833 0 0
WILLIS LEASE FINANCE CORP COM NPV COMMON 970646105 75 2,198 SH   SOLE   2,198 0 0
WINGSTOP INC COM USD.01 COMMON 974155103 275 5,812 SH   SOLE   5,812 0 0
WINNEBAGO INDUSTRIES COM USD.5 COMMON 974637100 603 16,028 SH   SOLE   16,028 0 0
WIPRO LTD SPON ADR COMMON 97651M109 224 43,494 SH   SOLE   43,494 0 0
WIX.COM LTD ORD ILS.01 COMMON M98068105 100 1,258 SH   SOLE   1,258 0 0
WORKIVA INC CL A COM USD.001 COMMON 98139A105 212 8,933 SH   SOLE   8,933 0 0
WORTHINGTON INDUSTRIES COM NPV COMMON 981811102 1,379 32,136 SH   SOLE   32,136 0 0
WPP PLC ADR COMMON 92937A102 263 3,304 SH   SOLE   3,304 0 0
WYNDHAM WORLDWIDE CORP COM USD COMMON 98310W108 50,787 443,820 SH   OTR   364,382 79,438 0
XENIA HOTELS & RESORTS INC COM USD.01 COMMON 984017103 6 295 SH   SOLE   295 0 0
XILINX INC COM USD.01 COMMON 983919101 521 7,210 SH   SOLE   7,210 0 0
XL GROUP LTD CL A COM USD.01 COMMON G98294104 316 5,711 SH   SOLE   5,711 0 0
XOMA CORP COM USD.0005 COMMON 98419J206 498 24,637 SH   SOLE   24,637 0 0
XPO LOGISTICS INC COM USD.001 COMMON 983793100 91 896 SH   SOLE   896 0 0
XYLEM INC COM USD.01 COMMON 98419M100 363 4,713 SH   SOLE   4,713 0 0
YUM BRANDS INC COM NPV COMMON 988498101 12,653 148,629 SH   OTR   147,535 1,094 0
YY INC -ADR ADR COMMON 98426T106 532 5,059 SH   SOLE   5,059 0 0
ZAGG INC COM USD.001 COMMON 98884U108 683 55,950 SH   SOLE   55,950 0 0
ZIONS BANCORPORATION COM NPV COMMON 989701107 82 1,560 SH   SOLE   1,560 0 0