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
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 4,337 70,163 SH   SOLE   70,163 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 44,310 1,170,799 SH   OTR   923,129 247,670 0
AARON'S INC COM USD.5 COMMON 002535300 1,515 34,991 SH   SOLE   34,991 0 0
APPLE INC COM NPV COMMON 037833100 23,766 128,635 SH   OTR   110,465 18,170 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 336 5,348 SH   SOLE   5,348 0 0
ABB LTD SPONSORED ADR COMMON 000375204 753 34,589 SH   SOLE   34,589 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 19 204 SH   SOLE   204 0 0
CAMBIUM LEARNING GROUP INC COM USD.001 COMMON 13201A107 656 58,793 SH   SOLE   58,793 0 0
AMBEV SA SPON ADR COM COMMON 02319V103 20 4,381 SH   SOLE   4,381 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 9,137 700,933 SH   SOLE   700,933 0 0
ACCO BRANDS CORP COM COMMON 00081T108 146 10,506 SH   SOLE   10,506 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 0 3 SH   SOLE   3 0 0
ISHARES TR MSCI ACWI ETF COMMON 464288257 97 1,360 SH   SOLE   1,360 0 0
ACXIOM CORP COM USD.1 COMMON 005125109 148 4,967 SH   SOLE   4,967 0 0
ADOBE SYSTEMS INC COM NPV COMMON 00724F101 6,704 27,495 SH   SOLE   27,495 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 8,327 181,695 SH   SOLE   181,695 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 161 3,735 SH   SOLE   3,735 0 0
AEGON NV NY SHR ADR COMMON 007924103 7,368 1,244,545 SH   SOLE   1,244,545 0 0
AEGION CORP COM USD.01 COMMON 00770F104 93 3,601 SH   SOLE   3,601 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 151 2,618 SH   SOLE   2,618 0 0
AMERICAN EQTY INVT LIFE HLDG COM USD1. COMMON 025676206 92 2,557 SH   SOLE   2,557 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 361 15,629 SH   SOLE   15,629 0 0
AETNA INC COM USD.01 COMMON 00817Y108 16,758 91,711 SH   OTR   83,824 7,887 0
AFLAC INC COM USD.1 COMMON 001055102 9,603 223,607 SH   SOLE   223,607 0 0
ALLERGAN PLC COM USD.0033 COMMON G0177J108 1,925 11,545 SH   SOLE   11,545 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 48 1,168 SH   SOLE   1,168 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 616 11,620 SH   SOLE   11,620 0 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 19 274 SH   SOLE   274 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R101 5 127 SH   SOLE   127 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 2 23 SH   SOLE   23 0 0
ALICO INC COM USD1 COMMON 016230104 47 1,487 SH   SOLE   1,487 0 0
ALAMO GROUP INC COM USD.1 COMMON 011311107 1,569 17,467 SH   SOLE   17,467 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 9 94 SH   SOLE   94 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 54,763 2,090,768 SH   OTR   1,636,577 454,191 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 133 7,068 SH   SOLE   7,068 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 101 57,295 SH   SOLE   57,295 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 3 83 SH   SOLE   83 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 732 15,852 SH   SOLE   15,852 0 0
AMETEK INC COM USD1 COMMON 031100100 6 78 SH   SOLE   78 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 316 3,729 SH   SOLE   3,729 0 0
AMGEN INC COM NPV COMMON 031162100 16,671 90,473 SH   OTR   77,776 12,697 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 1,076 125,602 SH   SOLE   125,602 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 615 10,559 SH   SOLE   10,559 0 0
ALLIED MOTION TECHNOLOGIES COM NPV COMMON 019330109 754 15,798 SH   SOLE   15,798 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 160,839 1,152,955 SH   OTR   945,078 207,877 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 5 32 SH   SOLE   32 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 0 22 SH   SOLE   22 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 64 531 SH   SOLE   531 0 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 597 24,481 SH   SOLE   24,481 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 164 5,177 SH   SOLE   5,177 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 4,905 28,191 SH   SOLE   28,191 0 0
ANTHEM INC COM USD.01 COMMON 036752103 3,900 16,419 SH   SOLE   16,419 0 0
ALLIANCE ONE INTL INC COM USD10 COMMON 018772301 212 13,384 SH   SOLE   13,384 0 0
AON PLC CL A ORD COMMON G0408V102 3,467 25,274 SH   OTR   19,011 6,263 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 151 5,029 SH   SOLE   5,029 0 0
ANADARKO PETROLEUM CORP COM USD.1 COMMON 032511107 20,478 280,379 SH   OTR   223,543 56,836 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1,445 23,766 SH   SOLE   23,766 0 0
ALPHA PRO TECH LTD COM USD.01 COMMON 020772109 28 8,340 SH   SOLE   8,340 0 0
APPTIO INC CL A COM USD.0001 COMMON 03835C108 480 13,345 SH   SOLE   13,345 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 32 17,808 SH   SOLE   17,808 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 11,735 256,815 SH   SOLE   256,815 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 7,587 96,747 SH   SOLE   96,747 0 0
ARRIS INTERNATIONAL PLC COM USD.01 COMMON G0551A103 1 53 SH   SOLE   53 0 0
ASGN INC COM USD.01 COMMON 00191U102 6,594 84,506 SH   SOLE   84,506 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 196 989 SH   SOLE   989 0 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 1,457 49,946 SH   SOLE   49,946 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 50 8,189 SH   SOLE   8,189 0 0
AUTOHOME INC -ADR ADR COMMON 05278C107 290 2,867 SH   SOLE   2,867 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 179 1,921 SH   SOLE   1,921 0 0
ATRION CORP COM USD1 COMMON 049904105 985 1,653 SH   SOLE   1,653 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 3,959 51,870 SH   SOLE   51,870 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 248 58,652 SH   SOLE   58,652 0 0
AVADEL PHARMACEUTICALS -ADR SPON ADR COMMON 05337M104 227 37,067 SH   SOLE   37,067 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 8 81 SH   SOLE   81 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 2,105 22,822 SH   SOLE   22,822 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 603 10,310 SH   SOLE   10,310 0 0
BOEING CO COM USD5 COMMON 097023105 73,851 220,661 SH   OTR   180,122 40,539 0
CREDICORP LTD COM USD5 COMMON G2519Y108 50 222 SH   SOLE   222 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 3,043 41,245 SH   SOLE   41,245 0 0
BLACKBERRY LTD COM NPV COMMON 09228F103 1,750 182,829 SH   SOLE   182,829 0 0
BHP BILLITON GROUP (GBR) ADR COMMON 05545E209 62 1,373 SH   SOLE   1,373 0 0
BB&T CORP COM USD5 COMMON 054937107 2,685 53,236 SH   OTR   52,330 906 0
BEST BUY CO INC COM USD.1 COMMON 086516101 109,230 1,468,284 SH   OTR   1,262,578 205,706 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 3,220 72,244 SH   SOLE   72,244 0 0
BRINKS CO COM SERVICES NPV COMMON 109696104 332 4,197 SH   SOLE   4,197 0 0
BLUCORA INC COM USD.0001 COMMON 095229100 6,404 173,477 SH   SOLE   173,477 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 387 3,959 SH   SOLE   3,959 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 2 130 SH   SOLE   130 0 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 53 1,249 SH   SOLE   1,249 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 153 4,796 SH   SOLE   4,796 0 0
BUNGE LTD COM USD.01 COMMON G16962105 1 15 SH   SOLE   15 0 0
BGC PARTNERS INC CL A COM USD.01 COMMON 05541T101 203 18,042 SH   SOLE   18,042 0 0
BG STAFFING INC COM COMMON 05544A109 446 19,184 SH   SOLE   19,184 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 708 17,016 SH   SOLE   17,016 0 0
BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 6,226 104,024 SH   SOLE   104,024 0 0
BUCKLE INC COM USD.05 COMMON 118440106 184 6,849 SH   SOLE   6,849 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 331 6,223 SH   SOLE   6,223 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 4 2 SH   SOLE   2 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 286 12,824 SH   SOLE   12,824 0 0
BALLARD POWER SYSTEMS INC COM NPV COMMON 058586108 1,155 404,784 SH   SOLE   404,784 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 141 282 SH   SOLE   282 0 0
BLACKBAUD INC COM COMMON 09227Q100 1,097 10,764 SH   SOLE   10,764 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 312 15,544 SH   SOLE   15,544 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 136 1,758 SH   SOLE   1,758 0 0
DMC GLOBAL INC COM USD.05 COMMON 23291C103 260 5,824 SH   SOLE   5,824 0 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 196 9,432 SH   SOLE   9,432 0 0
BP PLC ADR COMMON 055622104 18 392 SH   SOLE   392 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 1,071 9,338 SH   SOLE   9,338 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 309 41,174 SH   SOLE   41,174 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 1,387 207,259 SH   SOLE   207,259 0 0
BT GROUP PLC ADR COMMON 05577E101 3,571 246,962 SH   SOLE   246,962 0 0
BAYTEX ENERGY CORP COM NPV COMMON 07317Q105 3,678 1,115,270 SH   SOLE   1,115,270 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 318 6,991 SH   SOLE   6,991 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 541 3,608 SH   SOLE   3,608 0 0
BALDWIN & LYONS -CL B CL B COM NPV COMMON 057755209 123 5,049 SH   SOLE   5,049 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 1,194 31,883 SH   SOLE   31,883 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 135,543 2,031,188 SH   OTR   1,620,741 410,447 0
CABLE ONE INC COM USD.01 COMMON 12685J105 146 200 SH   SOLE   200 0 0
CAE INC COM NPV COMMON 124765108 12,106 587,338 SH   SOLE   587,338 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 94,833 2,661,583 SH   OTR   2,134,226 527,357 0
CANON INC ADR COMMON 138006309 3,577 109,412 SH   SOLE   109,412 0 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 93 1,691 SH   SOLE   1,691 0 0
CALERES INC COM USD3.75 COMMON 129500104 259 7,530 SH   SOLE   7,530 0 0
CALAMP CORP COM NPV COMMON 128126109 345 14,831 SH   SOLE   14,831 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 57 1,758 SH   SOLE   1,758 0 0
CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 242 3,549 SH   SOLE   3,549 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 6 44 SH   SOLE   44 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 372 15,183 SH   SOLE   15,183 0 0
CIA BRASILEIRA DE DISTRIB SPON GDR PFD COMMON 20440T201 11 540 SH   SOLE   540 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 994 31,517 SH   SOLE   31,517 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 0 8 SH   SOLE   8 0 0
CBS CORP CL B COM USD.01 NVTG COMMON 124857202 26 470 SH   SOLE   470 0 0
CBIZ INC COM COMMON 124805102 37 1,595 SH   SOLE   1,595 0 0
CABOT MICROELECTRONICS CORP COM USD.001 COMMON 12709P103 2,410 22,547 SH   SOLE   22,547 0 0
CROSS COUNTRY HEALTHCARE INC COM USD.01 COMMON 227483104 133 11,838 SH   SOLE   11,838 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 43,975 677,922 SH   OTR   546,721 131,201 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 44,318 1,025,203 SH   OTR   887,107 138,096 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 3 569 SH   SOLE   569 0 0
CDW CORP COM USD.01 COMMON 12514G108 17 209 SH   SOLE   209 0 0
CELANESE CORP COM USD.01 COMMON 150870103 68,877 621,786 SH   OTR   490,865 130,921 0
CONSOL ENERGY INC COM COMMON 20854L108 550 14,341 SH   SOLE   14,341 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 3,069 17,925 SH   SOLE   17,925 0 0
CERECOR INC COM USD.001 COMMON 15671L109 259 59,715 SH   SOLE   59,715 0 0
CERNER CORP COM USD.01 COMMON 156782104 270 4,550 SH   SOLE   4,550 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 260 4,162 SH   SOLE   4,162 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 564 12,144 SH   SOLE   12,144 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 858 2,908 SH   SOLE   2,908 0 0
CHEMED CORP COM USD1 COMMON 16359R103 2,795 8,733 SH   SOLE   8,733 0 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 279 2,857 SH   SOLE   2,857 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 145 2,890 SH   SOLE   2,890 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 3 38 SH   SOLE   38 0 0
CHICOS FAS INC COM USD.01 COMMON 168615102 63 7,737 SH   SOLE   7,737 0 0
CHESAPEAKE LODGING TRUST COM USD.01 COMMON 165240102 1 22 SH   SOLE   22 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 15,312 202,837 SH   SOLE   202,837 0 0
CIT GROUP INC COM USD.01 COMMON 125581801 11,724 233,275 SH   OTR   176,711 56,564 0
SEACOR HOLDINGS INC COM USD.01 COMMON 811904101 212 3,733 SH   SOLE   3,733 0 0
CHATHAM LODGING TRUST COM USD.01 SBI COMMON 16208T102 1 26 SH   SOLE   26 0 0
CORELOGIC INC COM USD1 COMMON 21871D103 170 3,290 SH   SOLE   3,290 0 0
CONTINENTAL RESOURCES INC COM USD.01 COMMON 212015101 222 3,436 SH   SOLE   3,436 0 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 7,789 660,293 SH   SOLE   660,293 0 0
TOWN SPORTS INTL HOLDINGS COM USD.001 COMMON 89214A102 802 55,115 SH   SOLE   55,115 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 3,277 37,964 SH   SOLE   37,964 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 266 1,620 SH   SOLE   1,620 0 0
CIMPRESS NV COM USD.001 COMMON N20146101 514 3,569 SH   SOLE   3,569 0 0
CORE MOLDING TECHNOLOGIES COM USD.01 COMMON 218683100 87 6,076 SH   SOLE   6,076 0 0
COMTECH TELECOMMUN COM NPV COMMON 205826209 919 28,981 SH   SOLE   28,981 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 275 6,024 SH   SOLE   6,024 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 83 1,084 SH   SOLE   1,084 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 5,407 44,069 SH   SOLE   44,069 0 0
CONMED CORP COM USD.01 COMMON 207410101 5,001 68,486 SH   SOLE   68,486 0 0
CANNAE HOLDINGS INC COM COMMON 13765N107 423 22,807 SH   SOLE   22,807 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 437 23,049 SH   SOLE   23,049 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 8,583 105,753 SH   SOLE   105,753 0 0
CENTURY CASINOS INC COM USD.01 COMMON 156492100 262 29,918 SH   SOLE   29,918 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 2,204 24,004 SH   SOLE   24,004 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 213 2,346 SH   SOLE   2,346 0 0
COOPER COMPANIES INC COM USD.1 COMMON 216648402 4,865 20,672 SH   SOLE   20,672 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 51,729 745,168 SH   OTR   595,467 149,701 0
CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 3 78 SH   SOLE   78 0 0
CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 530 33,922 SH   SOLE   33,922 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 2,491 13,691 SH   SOLE   13,691 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 113 1,202 SH   SOLE   1,202 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 2 50 SH   SOLE   50 0 0
CANTERBURY PARK HOLDING CORP COM USD.01 COMMON 13811E101 32 2,100 SH   SOLE   2,100 0 0
COPART INC COM NPV COMMON 217204106 182 3,232 SH   SOLE   3,232 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 2 26 SH   SOLE   26 0 0
CARE.COM INC COM USD.001 COMMON 141633107 22 1,048 SH   SOLE   1,048 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 109 12,599 SH   SOLE   12,599 0 0
CARTER'S INC COM USD.01 COMMON 146229109 42 385 SH   SOLE   385 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 3,375 30,071 SH   SOLE   30,071 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 103 1,684 SH   SOLE   1,684 0 0
CROCS INC COM USD.001 COMMON 227046109 1,121 64,009 SH   SOLE   64,009 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 258 6,744 SH   SOLE   6,744 0 0
CREDIT SUISSE GROUP SPON ADR COMMON 225401108 11 763 SH   SOLE   763 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 7,870 182,896 SH   SOLE   182,896 0 0
CSP INC COM USD.01 COMMON 126389105 36 3,646 SH   SOLE   3,646 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 641 12,195 SH   SOLE   12,195 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 246 31,808 SH   SOLE   31,808 0 0
CENTURYLINK INC COM USD1 COMMON 156700106 19,838 1,066,349 SH   OTR   840,874 225,475 0
CYTOMX THERAPEUTICS INC COM USD.00001 COMMON 23284F105 217 9,570 SH   SOLE   9,570 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 2 98 SH   SOLE   98 0 0
CITI TRENDS INC COM COMMON 17306X102 93 3,411 SH   SOLE   3,411 0 0
CTS CORP COM NPV COMMON 126501105 280 7,828 SH   SOLE   7,828 0 0
COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 4,256 53,882 SH   SOLE   53,882 0 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 63,993 611,953 SH   OTR   496,735 115,218 0
CARNIVAL CORP/PLC (GBR) ADR COMMON 14365C103 6 104 SH   SOLE   104 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795106 5 566 SH   SOLE   566 0 0
CONVERGYS CORP COM NPV COMMON 212485106 517 21,167 SH   SOLE   21,167 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 2,295 62,309 SH   SOLE   62,309 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 43,063 670,526 SH   OTR   530,383 140,143 0
CPI AEROSTRUCTURES INC COM USD.001 COMMON 125919308 77 7,336 SH   SOLE   7,336 0 0
CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 1,026 8,668 SH   SOLE   8,668 0 0
CASELLA WASTE SYS INC -CL A CL A COM USD.01 COMMON 147448104 1,070 42,055 SH   SOLE   42,055 0 0
COLUMBIA PROPERTY TRUST INC COM USD.01 COMMON 198287203 3 154 SH   SOLE   154 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 2 98 SH   SOLE   98 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 894 41,186 SH   SOLE   41,186 0 0
DATA I/O CORP COM NPV COMMON 237690102 75 11,815 SH   SOLE   11,815 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 22,827 461,673 SH   OTR   400,774 60,899 0
NTT DOCOMO INC SPONS ADR COMMON 62942M201 807 31,664 SH   SOLE   31,664 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 511 5,404 SH   SOLE   5,404 0 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 6,414 56,980 SH   SOLE   56,980 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 439 27,754 SH   SOLE   27,754 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 598 4,153 SH   SOLE   4,153 0 0
DEAN FOODS CO COM USD.01 COMMON 242370203 40 3,806 SH   SOLE   3,806 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 5,788 82,382 SH   OTR   75,123 7,259 0
DONEGAL GROUP INC CL A COMMON 257701201 184 13,541 SH   SOLE   13,541 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 8 71 SH   SOLE   71 0 0
DHI GROUP INC COM USD.01 COMMON 23331S100 70 29,834 SH   SOLE   29,834 0 0
DIODES INC COM USD.66 COMMON 254543101 239 6,977 SH   SOLE   6,977 0 0
DISNEY (WALT) CO COM NPV COMMON 254687106 13,507 128,963 SH   OTR   118,070 10,893 0
DISCOVERY INC CL A COM COMMON 25470F104 1 24 SH   SOLE   24 0 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 113 5,841 SH   SOLE   5,841 0 0
DOLLAR TREE INC COM USD.01 COMMON 256746108 9 101 SH   SOLE   101 0 0
DELUXE CORP COM USD1 COMMON 248019101 346 5,223 SH   SOLE   5,223 0 0
DIAMOND OFFSHRE DRILLING INC COM USD.01 COMMON 25271C102 6,762 324,149 SH   SOLE   324,149 0 0
DOMINO'S PIZZA INC COM USD.01 COMMON 25754A201 8 29 SH   SOLE   29 0 0
DUKE REALTY CORP COM USD.01 COMMON 264411505 4 143 SH   SOLE   143 0 0
DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 1 89 SH   SOLE   89 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 182 1,706 SH   SOLE   1,706 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 2,260 69,916 SH   SOLE   69,916 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 1 11 SH   SOLE   11 0 0
ENI SPA SPON ADR COMMON 26874R108 18 476 SH   SOLE   476 0 0
ELECTRONIC ARTS INC COM USD.01 COMMON 285512109 3,531 25,041 SH   SOLE   25,041 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 814 17,144 SH   SOLE   17,144 0 0
EBAY INC COM USD.001 COMMON 278642103 2,743 75,651 SH   OTR   57,750 17,901 0
ENNIS INC COM USD2.5 COMMON 293389102 1,651 81,124 SH   SOLE   81,124 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 953 18,999 SH   SOLE   18,999 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 278 13,551 SH   SOLE   13,551 0 0
EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 295 15,759 SH   SOLE   15,759 0 0
ENTERPRISE FINL SERVICES CP COM USD.01 COMMON 293712105 148 2,766 SH   SOLE   2,766 0 0
EGAIN CORP COM USD.001 COMMON 28225C806 253 16,743 SH   SOLE   16,743 0 0
EAGLE PHARMACEUTICALS INC COM USD.001 COMMON 269796108 339 4,484 SH   SOLE   4,484 0 0
VAALCO ENERGY INC COM USD.1 COMMON 91851C201 287 105,215 SH   SOLE   105,215 0 0
ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 624 9,256 SH   SOLE   9,256 0 0
EMPLOYERS HOLDINGS INC COM USD.01 COMMON 292218104 232 5,765 SH   SOLE   5,765 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 68 478 SH   SOLE   478 0 0
ELECTROMED INC COM USD.01 COMMON 285409108 65 11,945 SH   SOLE   11,945 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 7,730 101,472 SH   SOLE   101,472 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 881 8,817 SH   SOLE   8,817 0 0
ENTEGRA FINANCIAL CORP COM NPV COMMON 29363J108 50 1,723 SH   SOLE   1,723 0 0
ENERSYS COM USD.01 COMMON 29275Y102 38 506 SH   SOLE   506 0 0
ENANTA PHARMACEUTICALS INC COM USD0.01 COMMON 29251M106 3,666 31,817 SH   SOLE   31,817 0 0
ENTEGRIS INC COM USD.01 COMMON 29362U104 319 9,459 SH   SOLE   9,459 0 0
ENVESTNET INC COM USD.01 COMMON 29404K106 837 15,336 SH   SOLE   15,336 0 0
ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 1,235 33,899 SH   SOLE   33,899 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 1,670 33,724 SH   SOLE   33,724 0 0
EVOLUTION PETROLEUM CORP COM USD.01 COMMON 30049A107 136 13,856 SH   SOLE   13,856 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 5 148 SH   SOLE   148 0 0
EQUINOR ASA SPONSORED ADR COMMON 29446M102 152 5,767 SH   SOLE   5,767 0 0
ENERPLUS CORP COM NPV COMMON 292766102 4,154 331,965 SH   SOLE   331,965 0 0
ESCALADE INC COM USD1 COMMON 296056104 63 4,484 SH   SOLE   4,484 0 0
ELBIT SYSTEMS LTD ORD NIS1 COMMON M3760D101 80 670 SH   SOLE   670 0 0
EXPRESS SCRIPTS HOLDING CO COM USD.01 COMMON 30219G108 107,132 1,392,205 SH   OTR   1,148,690 243,515 0
ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 2 10 SH   SOLE   10 0 0
ETSY INC COM USD.001 COMMON 29786A106 1,269 30,253 SH   SOLE   30,253 0 0
EVOLVING SYSTEMS INC COM USD.001 COMMON 30049R209 20 7,113 SH   SOLE   7,113 0 0
EVERCORE INC CL A COM USD.01 COMMON 29977A105 4,461 42,347 SH   SOLE   42,347 0 0
EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 213 29,816 SH   SOLE   29,816 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 95 4,335 SH   SOLE   4,335 0 0
EXLSERVICE HOLDINGS INC COM USD.001 COMMON 302081104 558 9,920 SH   SOLE   9,920 0 0
EXPEDIA GROUP INC COM USD.001 COMMON 30212P303 3 21 SH   SOLE   21 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 6 61 SH   SOLE   61 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 49 961 SH   SOLE   961 0 0
FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 4 21 SH   SOLE   21 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 100 6,505 SH   SOLE   6,505 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 56 1,359 SH   SOLE   1,359 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 789 41,747 SH   SOLE   41,747 0 0
FIRSTCASH INC COM USD.01 COMMON 33767D105 7,157 79,766 SH   SOLE   79,766 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 419 6,923 SH   SOLE   6,923 0 0
FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 368 913 SH   SOLE   913 0 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 1,781 103,203 SH   SOLE   103,203 0 0
FRESH DEL MONTE PRODUCE INC COM USD1 COMMON G36738105 63 1,415 SH   SOLE   1,415 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 105 7,514 SH   SOLE   7,514 0 0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV COMMON 30239F106 205 2,603 SH   SOLE   2,603 0 0
F5 NETWORKS INC COM NPV COMMON 315616102 1,032 6,001 SH   SOLE   6,001 0 0
FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 148 7,607 SH   SOLE   7,607 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 206 8,860 SH   SOLE   8,860 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 432 4,071 SH   SOLE   4,071 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 115,756 4,043,387 SH   OTR   3,277,285 766,102 0
FLIR SYSTEMS INC COM USD.01 COMMON 302445101 149 2,878 SH   SOLE   2,878 0 0
FULL HOUSE RESORTS INC COM USD.001 COMMON 359678109 0 41 SH   SOLE   41 0 0
FLOWERS FOODS INC COM USD.625 COMMON 343498101 55 2,637 SH   SOLE   2,637 0 0
SPX FLOW INC COM USD.01 COMMON 78469X107 311 7,167 SH   SOLE   7,167 0 0
FLUOR CORP COM USD.625 COMMON 343412102 156 3,215 SH   SOLE   3,215 0 0
1-800-FLOWERS.COM CL A COM USD.01 COMMON 68243Q106 3,377 269,060 SH   SOLE   269,060 0 0
FABRINET ORD USD.01 COMMON G3323L100 129 3,493 SH   SOLE   3,493 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1,460 38,822 SH   SOLE   38,822 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 152 6,605 SH   SOLE   6,605 0 0
FINJAN HOLDINGS INC COM COMMON 31788H303 67 19,647 SH   SOLE   19,647 0 0
FORESTAR GROUP INC COM USD1 COMMON 346232101 148 7,204 SH   SOLE   7,204 0 0
FOX FACTORY HOLDING CP COM USD.001 COMMON 35138V102 539 11,646 SH   SOLE   11,646 0 0
FS BANCORP INC COM USD.01 COMMON 30263Y104 298 4,709 SH   SOLE   4,709 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 32 433 SH   SOLE   433 0 0
FOSTER (LB) CO COM USD.01 COMMON 350060109 78 3,394 SH   SOLE   3,394 0 0
FIRSTSERVICE CORP SUB VTG COMMON 33767E103 3,844 50,933 SH   SOLE   50,933 0 0
FORTINET INC COM USD.001 COMMON 34959E109 1,671 26,796 SH   SOLE   26,796 0 0
FTS INTERNATIONAL INC COM COMMON 30283W104 52 3,644 SH   SOLE   3,644 0 0
FORTIVE CORP COM USD.01 COMMON 34959J108 4 48 SH   SOLE   48 0 0
FORTUNA SILVER MINES INC COM NPV COMMON 349915108 1,948 345,033 SH   SOLE   345,033 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 115 4,302 SH   SOLE   4,302 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 287 37,994 SH   SOLE   37,994 0 0
GREENE COUNTY BANCORP INC COM USD.1 COMMON 394357107 50 1,481 SH   SOLE   1,481 0 0
GANNETT CO INC COM USD.01 COMMON 36473H104 6,103 570,467 SH   SOLE   570,467 0 0
GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 3,658 268,790 SH   OTR   155,461 113,329 0
GENERAL FINANCE CORP/DE COM COMMON 369822101 321 23,703 SH   SOLE   23,703 0 0
GRACO INC COM USD1 COMMON 384109104 739 16,395 SH   SOLE   16,395 0 0
CGI GROUP INC -CL A CL A COM NPV SVTG COMMON 39945C109 15,235 242,256 SH   SOLE   242,256 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 17,311 244,409 SH   SOLE   244,409 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 43,148 977,655 SH   OTR   782,880 194,775 0
GCI LIBERTY INC CL A COM NPV COMMON 36164V305 120 2,685 SH   SOLE   2,685 0 0
CORNING INC COM USD5 COMMON 219350105 76,007 2,771,428 SH   OTR   2,113,851 657,577 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 224 4,471 SH   SOLE   4,471 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 729 14,181 SH   SOLE   14,181 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 480 425 SH   SOLE   425 0 0
GOLD RESOURCE CORP COM USD.001 COMMON 38068T105 97 14,882 SH   SOLE   14,882 0 0
GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 1 71 SH   SOLE   71 0 0
GAP INC COM USD.05 COMMON 364760108 3,073 95,072 SH   SOLE   95,072 0 0
GRANITE REAL ESTATE INVEST STPLD UNIT COMMON 387437114 15,099 373,094 SH   SOLE   373,094 0 0
GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 13,864 63,045 SH   OTR   48,902 14,143 0
GRAN TIERRA ENERGY INC COM USD.001 COMMON 38500T101 1,791 521,568 SH   SOLE   521,568 0 0
GOLDFIELD CORP COM USD.1 COMMON 381370105 42 9,895 SH   SOLE   9,895 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 47,873 155,637 SH   OTR   124,756 30,881 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 184 2,391 SH   SOLE   2,391 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 42 1,171 SH   SOLE   1,171 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 2,860 32,071 SH   SOLE   32,071 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 77 7,763 SH   SOLE   7,763 0 0
HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 51 9,592 SH   SOLE   9,592 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 812 7,944 SH   SOLE   7,944 0 0
WARRIOR MET COAL INC COM USD0.01 COMMON 93627C101 759 27,567 SH   SOLE   27,567 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 11 57 SH   SOLE   57 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 7,042 164,593 SH   OTR   128,086 36,507 0
HEICO CORP COM USD.166 COMMON 422806109 404 5,558 SH   SOLE   5,558 0 0
HOPFED BANCORP INC COM USD.01 COMMON 439734104 25 1,530 SH   SOLE   1,530 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 351 5,152 SH   SOLE   5,152 0 0
HILLENBRAND INC COM NPV COMMON 431571108 7,477 158,933 SH   SOLE   158,933 0 0
INFRAREIT INC COM USD.01 COMMON 45685L100 4 189 SH   SOLE   189 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 89,700 1,759,696 SH   OTR   1,340,763 418,933 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 1,826 35,846 SH   SOLE   35,846 0 0
HAMILTON LANE INC CL A COM USD.001 COMMON 407497106 640 13,428 SH   SOLE   13,428 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 1,585 54,138 SH   SOLE   54,138 0 0
HORACE MANN EDUCATORS CORP COM USD.001 COMMON 440327104 70 1,562 SH   SOLE   1,562 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 120 6,926 SH   SOLE   6,926 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 217 30,351 SH   SOLE   30,351 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 144 3,080 SH   SOLE   3,080 0 0
HELMERICH & PAYNE COM USD.1 COMMON 423452101 286 4,506 SH   SOLE   4,506 0 0
HOSPITALITY PROPERTIES TRUST COM USD.01 COMMON 44106M102 2 75 SH   SOLE   75 0 0
BLOCK H & R INC COM NPV COMMON 093671105 153 6,723 SH   SOLE   6,723 0 0
HARRIS CORP COM USD1 COMMON 413875105 1,677 11,602 SH   SOLE   11,602 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 258 5,477 SH   SOLE   5,477 0 0
HARSCO CORP COM USD1.25 COMMON 415864107 535 24,360 SH   SOLE   24,360 0 0
HUDSON GLOBAL INC COM USD.001 COMMON 443787106 30 18,578 SH   SOLE   18,578 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 4 204 SH   SOLE   204 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 385 17,463 SH   SOLE   17,463 0 0
HUAZHU GROUP LIMITED - ADR ADR COMMON 44332N106 765 18,229 SH   SOLE   18,229 0 0
HUMANA INC COM NPV COMMON 444859102 9,636 32,511 SH   SOLE   32,511 0 0
HURCO COMPANIES INC COM USD.1 COMMON 447324104 68 1,525 SH   SOLE   1,525 0 0
HALYARD HEALTH INC COM USD.01 COMMON 40650V100 670 11,767 SH   SOLE   11,767 0 0
INTELSAT SA COM USD.01 COMMON L5140P101 396 23,945 SH   SOLE   23,945 0 0
IAC/INTERACTIVECORP COM USD1 COMMON 44919P508 325 2,139 SH   SOLE   2,139 0 0
IAMGOLD CORP COM NPV COMMON 450913108 27 4,629 SH   SOLE   4,629 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 16,664 119,532 SH   OTR   104,395 15,137 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 358 44,581 SH   SOLE   44,581 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 7,759 109,555 SH   SOLE   109,555 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 107 5,020 SH   SOLE   5,020 0 0
ICON PLC COM EUR.06 COMMON G4705A100 457 3,446 SH   SOLE   3,446 0 0
INTERDIGITAL INC COM USD.01 COMMON 45867G101 1,397 17,268 SH   SOLE   17,268 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 3,503 16,077 SH   SOLE   16,077 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 65 3,861 SH   SOLE   3,861 0 0
IDEX CORP COM USD.01 COMMON 45167R104 4,218 30,916 SH   SOLE   30,916 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P707 10 160 SH   SOLE   160 0 0
INTRICON CORP COM USD1 COMMON 46121H109 334 8,294 SH   SOLE   8,294 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 450 23,181 SH   SOLE   23,181 0 0
ING GROEP NV SPON ADR COMMON 456837103 953 66,558 SH   SOLE   66,558 0 0
INOGEN INC COM USD.001 COMMON 45780L104 2,088 11,273 SH   SOLE   11,273 0 0
INTEL CORP COM NPV COMMON 458140100 7,507 151,621 SH   SOLE   151,621 0 0
INTEST CORP COM USD.01 COMMON 461147100 166 22,690 SH   SOLE   22,690 0 0
INTUIT INC COM NPV COMMON 461202103 3,520 17,231 SH   SOLE   17,231 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 266 19,261 SH   SOLE   19,261 0 0
ION GEOPHYSICAL CORP COM USD.01 COMMON 462044207 1,179 48,687 SH   SOLE   48,687 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 2,861 122,058 SH   SOLE   122,058 0 0
INNOPHOS HOLDINGS INC COM USD.001 COMMON 45774N108 34 709 SH   SOLE   709 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 319 3,195 SH   SOLE   3,195 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 2 55 SH   SOLE   55 0 0
IRADIMED CORP COM USD.0001 COMMON 46266A109 237 11,407 SH   SOLE   11,407 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 12,445 26,026 SH   SOLE   26,026 0 0
INNOVATIVE SOLTNS & SUPP INC COM USD.001 COMMON 45769N105 23 7,999 SH   SOLE   7,999 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 427 6,650 SH   SOLE   6,650 0 0
ITURAN LOCATION & CONTROL COM NPV COMMON M6158M104 70 2,312 SH   SOLE   2,312 0 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD COMMON 465562106 22 2,080 SH   SOLE   2,080 0 0
ISHARES TR RUS 1000 VAL ETF COMMON 464287598 280 2,303 SH   SOLE   2,303 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 4,982 63,061 SH   SOLE   63,061 0 0
JASON INDUSTRIES INC COM USD.0001 COMMON 471172106 54 23,491 SH   SOLE   23,491 0 0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 COMMON 46609J106 208 18,623 SH   SOLE   18,623 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 5 40 SH   SOLE   40 0 0
JABIL INC COM USD.001 COMMON 466313103 2 89 SH   SOLE   89 0 0
JUST ENERGY GROUP INC COM COMMON 48213W101 7,176 2,005,758 SH   SOLE   2,005,758 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 101 1,605 SH   SOLE   1,605 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 718 31,569 SH   SOLE   31,569 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 1,978 15,186 SH   SOLE   15,186 0 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 640 3,870 SH   SOLE   3,870 0 0
JUNIPER PHARMACEUTICALS INC COM USD.01 COMMON 48203L107 304 34,967 SH   SOLE   34,967 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 15,468 564,868 SH   OTR   514,912 49,956 0
51JOB INC -ADR ADR COMMON 316827104 443 4,533 SH   SOLE   4,533 0 0
JOHNSON OUTDOORS INC -CL A CL A COM USD.05 COMMON 479167108 1,211 14,408 SH   SOLE   14,408 0 0
JUPAI HOLDINGS LTD -ADR ADR COMMON 48205B107 498 26,330 SH   SOLE   26,330 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 20,609 198,254 SH   SOLE   198,254 0 0
WILEY (JOHN) & SONS -CL A CL A COM USD1 COMMON 968223206 696 11,211 SH   SOLE   11,211 0 0
NORDSTROM INC COM NPV COMMON 655664100 1 21 SH   SOLE   21 0 0
KADANT INC COM USD.01 COMMON 48282T104 283 2,962 SH   SOLE   2,962 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 293 2,827 SH   SOLE   2,827 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 238 5,125 SH   SOLE   5,125 0 0
KBR INC COM USD.001 COMMON 48242W106 267 14,970 SH   SOLE   14,970 0 0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG COMMON 488152208 58 2,599 SH   SOLE   2,599 0 0
KEMET CORP COM USD.01 COMMON 488360207 195 8,098 SH   SOLE   8,098 0 0
KEWAUNEE SCIENTIFIC CORP COM USD2.5 COMMON 492854104 106 2,953 SH   SOLE   2,953 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 356 6,037 SH   SOLE   6,037 0 0
KFORCE INC COM USD.01 COMMON 493732101 557 16,338 SH   SOLE   16,338 0 0
KORN/FERRY INTERNATIONAL COM NPV COMMON 500643200 417 6,775 SH   SOLE   6,775 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 6,839 325,461 SH   SOLE   325,461 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 280 3,722 SH   SOLE   3,722 0 0
KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 94 1,719 SH   SOLE   1,719 0 0
KROGER CO COM USD1 COMMON 501044101 31,664 1,116,000 SH   OTR   898,976 217,024 0
KOHL'S CORP COM USD.01 COMMON 500255104 61,293 843,215 SH   OTR   691,948 151,267 0
KYOCERA CORP ADR COMMON 501556203 13 237 SH   SOLE   237 0 0
LITHIUM AMERICAS CORP COM NPV COMMON 53680Q207 1,990 375,071 SH   SOLE   375,071 0 0
LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 180 12,733 SH   SOLE   12,733 0 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 3 38 SH   SOLE   38 0 0
L BRANDS INC COM USD.5 COMMON 501797104 791 21,446 SH   SOLE   21,446 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 324 12,167 SH   SOLE   12,167 0 0
LEAR CORP COM NPV COMMON 521865204 6,149 33,129 SH   SOLE   33,129 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 91 31,864 SH   SOLE   31,864 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 1,772 8,604 SH   SOLE   8,604 0 0
LKQ CORP COM COMMON 501889208 0 10 SH   SOLE   10 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 1 43 SH   SOLE   43 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 443 15,094 SH   SOLE   15,094 0 0
LIMESTONE BANCORP INC COM USD COMMON 53262L105 61 4,028 SH   SOLE   4,028 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 13,934 47,289 SH   OTR   31,182 16,107 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 217 4,950 SH   SOLE   4,950 0 0
GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 212 1,916 SH   SOLE   1,916 0 0
LOWE'S COMPANIES INC COM USD.5 COMMON 548661107 21,256 222,942 SH   OTR   173,291 49,651 0
LIFEPOINT HEALTH INC COM USD.01 COMMON 53219L109 1 19 SH   SOLE   19 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 6 137 SH   SOLE   137 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 5,792 212,829 SH   SOLE   212,829 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 6,829 39,513 SH   SOLE   39,513 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 1 12 SH   SOLE   12 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 1 12 SH   SOLE   12 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 10 77 SH   SOLE   77 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 279 93,637 SH   SOLE   93,637 0 0
SOUTHWEST AIRLINES COM USD1 COMMON 844741108 641 12,589 SH   SOLE   12,589 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 489 6,410 SH   SOLE   6,410 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 17 242 SH   SOLE   242 0 0
LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 18 1,038 SH   SOLE   1,038 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 121,826 1,111,927 SH   OTR   903,889 208,038 0
MACY'S INC COM NPV COMMON 55616P104 6,519 174,322 SH   SOLE   174,322 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 535 2,724 SH   SOLE   2,724 0 0
MAM SOFTWARE GROUP INC COM USD.0001 COMMON 55277Q201 36 4,279 SH   SOLE   4,279 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 10,984 128,074 SH   OTR   105,608 22,466 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 20,293 160,457 SH   OTR   142,810 17,647 0
MAXAR TECHNOLOGIES LTD COM NPV COMMON 57778L103 45 899 SH   SOLE   899 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 8,815 998,271 SH   SOLE   998,271 0 0
MBT FINANCIAL CORP COM NPV COMMON 578877102 191 17,931 SH   SOLE   17,931 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 468 11,199 SH   SOLE   11,199 0 0
MOELIS & CO CL A COM USD.01 COMMON 60786M105 881 15,035 SH   SOLE   15,035 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 255 1,626 SH   SOLE   1,626 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 51,260 385,419 SH   OTR   298,041 87,378 0
MONARCH CASINO & RESORT INC COM USD.01 COMMON 609027107 162 3,700 SH   SOLE   3,700 0 0
MDC HOLDINGS INC COM USD.01 COMMON 552676108 237 7,689 SH   SOLE   7,689 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 17,306 108,299 SH   SOLE   108,299 0 0
METLIFE INC COM COMMON 59156R108 95,417 2,194,487 SH   OTR   1,736,373 458,114 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 26,313 1,475,018 SH   SOLE   1,475,018 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 779 229,805 SH   SOLE   229,805 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 16,696 289,168 SH   SOLE   289,168 0 0
MAGELLAN HEALTH INC COM NEW COMMON 559079207 442 4,622 SH   SOLE   4,622 0 0
MGP INGREDIENTS INC COM NPV COMMON 55303J106 560 6,347 SH   SOLE   6,347 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 112 6,981 SH   SOLE   6,981 0 0
MIX TELEMATICS LTD ADR COMMON 60688N102 318 17,956 SH   SOLE   17,956 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1,467 15,357 SH   SOLE   15,357 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 298 10,658 SH   SOLE   10,658 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 69 2,035 SH   SOLE   2,035 0 0
MELLANOX TECHNOLOGIES LTD ORD USD.01 COMMON M51363113 3,553 42,162 SH   SOLE   42,162 0 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 525 13,550 SH   SOLE   13,550 0 0
3M CO COM NPV COMMON 88579Y101 603 3,067 SH   SOLE   3,067 0 0
MIND CTI LTD ORD NIS.01 COMMON M70240102 41 18,899 SH   SOLE   18,899 0 0
MALLINCKRODT PLC ORD USD.2 COMMON G5785G107 132 7,058 SH   SOLE   7,058 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 4,877 85,888 SH   OTR   74,461 11,427 0
MOOG INC -CL A CL A COM USD1 COMMON 615394202 106 1,365 SH   SOLE   1,365 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 130 1,324 SH   SOLE   1,324 0 0
MORNINGSTAR INC COM COMMON 617700109 180 1,407 SH   SOLE   1,407 0 0
MOVADO GROUP INC COM USD.01 COMMON 624580106 225 4,653 SH   SOLE   4,653 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 18 524 SH   SOLE   524 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 114,801 1,640,627 SH   OTR   1,320,233 320,394 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 113 6,329 SH   SOLE   6,329 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 251 8,396 SH   SOLE   8,396 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 5,289 225,839 SH   SOLE   225,839 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 295 13,794 SH   SOLE   13,794 0 0
MSA SAFETY INC COM NPV COMMON 553498106 430 4,490 SH   SOLE   4,490 0 0
MESABI TRUST SHS BEN INT NPV COMMON 590672101 85 3,484 SH   SOLE   3,484 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 42,764 259,409 SH   OTR   201,663 57,746 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 34,525 297,430 SH   OTR   243,074 54,356 0
ARCELORMITTAL CL A ADR COMMON 03938L203 199 6,904 SH   SOLE   6,904 0 0
MATCH GROUP INC COM USD.001 COMMON 57665R106 243 6,327 SH   SOLE   6,327 0 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 164 284 SH   SOLE   284 0 0
MATERION CORP COM USD1 COMMON 576690101 1,366 25,359 SH   SOLE   25,359 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 15,209 290,274 SH   SOLE   290,274 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 764 135,286 SH   SOLE   135,286 0 0
METHANEX CORP COM NPV COMMON 59151K108 41,779 595,409 SH   SOLE   595,409 0 0
MYERS INDUSTRIES INC COM NPV COMMON 628464109 372 19,515 SH   SOLE   19,515 0 0
MYRIAD GENETICS INC COM USD.01 COMMON 62855J104 121 3,269 SH   SOLE   3,269 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 132 12,974 SH   SOLE   12,974 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 1 57 SH   SOLE   57 0 0
NORTHEAST BANCORP/ME COM NPV COMMON 663904209 251 11,521 SH   SOLE   11,521 0 0
NCR CORP COM USD5 COMMON 62886E108 1 48 SH   SOLE   48 0 0
NCI BUILDING SYSTEMS INC COM USD.01 COMMON 628852204 136 6,492 SH   SOLE   6,492 0 0
NASDAQ INC COM USD.01 COMMON 631103108 18 195 SH   SOLE   195 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 197 15,142 SH   SOLE   15,142 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 2 26 SH   SOLE   26 0 0
NEPTUNE TECH & BIORESSOURCES COM COMMON 64077P108 2,313 751,128 SH   SOLE   751,128 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 538 20,575 SH   SOLE   20,575 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 235 18,428 SH   SOLE   18,428 0 0
INGEVITY CORP COM USD.01 COMMON 45688C107 301 3,744 SH   SOLE   3,744 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 406 5,775 SH   SOLE   5,775 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 2 26 SH   SOLE   26 0 0
NICE LTD SPON ADR COMMON 653656108 210 2,028 SH   SOLE   2,028 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 135 15,535 SH   SOLE   15,535 0 0
NAUTILUS INC COM NPV COMMON 63910B102 218 13,905 SH   SOLE   13,905 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 1,889 394,457 SH   SOLE   394,457 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 498 8,533 SH   SOLE   8,533 0 0
NOKIA CORP SPON ADR COMMON 654902204 271 47,064 SH   SOLE   47,064 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 455 3,696 SH   SOLE   3,696 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 1,117 30,033 SH   SOLE   30,033 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 230 5,809 SH   SOLE   5,809 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 96 6,563 SH   SOLE   6,563 0 0
NETAPP INC COM NPV COMMON 64110D104 652 8,361 SH   SOLE   8,361 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 947 20,833 SH   SOLE   20,833 0 0
NETGEAR INC COM USD.001 COMMON 64111Q104 296 4,757 SH   SOLE   4,757 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 136 3,788 SH   SOLE   3,788 0 0
NVE CORP COM USD.01 COMMON 629445206 185 1,534 SH   SOLE   1,534 0 0
NOVO NORDISK A/S ADR COMMON 670100205 992 21,504 SH   SOLE   21,504 0 0
NVR INC COM USD.01 COMMON 62944T105 3,327 1,121 SH   SOLE   1,121 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 27 355 SH   SOLE   355 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 144 3,984 SH   SOLE   3,984 0 0
NEW YORK & CO INC COM USD.01 COMMON 649295102 433 84,474 SH   SOLE   84,474 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 1 49 SH   SOLE   49 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 2,263 87,855 SH   SOLE   87,855 0 0
OWENS CORNING COM NEW USD.01 COMMON 690742101 5 79 SH   SOLE   79 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 37 878 SH   SOLE   878 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,498 10,065 SH   SOLE   10,065 0 0
ORION ENGINEERED CARBONS SA ORD COMMON L72967109 2 71 SH   SOLE   71 0 0
ORTHOFIX INTERNATIONAL NV COM USD.1 COMMON N6748L102 785 13,911 SH   SOLE   13,911 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 3 103 SH   SOLE   103 0 0
OWENS-ILLINOIS INC COM USD.01 COMMON 690768403 77 4,627 SH   SOLE   4,627 0 0
OLIN CORP COM USD1 COMMON 680665205 1 31 SH   SOLE   31 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 8,555 112,172 SH   SOLE   112,172 0 0
OMNICELL INC COM NPV COMMON 68213N109 546 10,482 SH   SOLE   10,482 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 89 5,344 SH   SOLE   5,344 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 3,658 164,634 SH   SOLE   164,634 0 0
OPHTHOTECH CORP COM USD0.001 COMMON 683745103 65 23,718 SH   SOLE   23,718 0 0
OPIANT PHARMACEUTICALS INC COM COMMON 683750103 63 4,429 SH   SOLE   4,429 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 207 7,398 SH   SOLE   7,398 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 4 96 SH   SOLE   96 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 2 93 SH   SOLE   93 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 130 5,009 SH   SOLE   5,009 0 0
NORBORD INC COM NPV COMMON 65548P403 18,835 461,623 SH   SOLE   461,623 0 0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 COMMON 69036R863 177 45,560 SH   SOLE   45,560 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 69 986 SH   SOLE   986 0 0
ONESPAN INC COM USD.001 COMMON 68287N100 217 11,127 SH   SOLE   11,127 0 0
ORASURE TECHNOLOGIES INC COM NPV COMMON 68554V108 568 34,696 SH   SOLE   34,696 0 0
OTELCO INC CL A COM USD.01 COMMON 688823301 55 3,689 SH   SOLE   3,689 0 0
OAK VALLEY BANCORP COM COMMON 671807105 41 1,780 SH   SOLE   1,780 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 1,299 15,741 SH   SOLE   15,741 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 COMMON 71742Q106 1,774 38,762 SH   SOLE   38,762 0 0
PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 0 2 SH   SOLE   2 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 176 9,956 SH   SOLE   9,956 0 0
PAR PACIFIC HOLDINGS INC COM USD.001 COMMON 69888T207 188 10,843 SH   SOLE   10,843 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 253 6,053 SH   SOLE   6,053 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 8 163 SH   SOLE   163 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 68 10,839 SH   SOLE   10,839 0 0
PATTERSON COMPANIES INC COM USD.01 COMMON 703395103 58 2,541 SH   SOLE   2,541 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 3 130 SH   SOLE   130 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 4 115 SH   SOLE   115 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 198 6,197 SH   SOLE   6,197 0 0
PENNSYLVANIA RE INVS TRUST COM USD1 COMMON 709102107 1 131 SH   SOLE   131 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 2,293 68,662 SH   SOLE   68,662 0 0
PREMIER FINANCIAL BANCORP COM NPV COMMON 74050M105 94 5,041 SH   SOLE   5,041 0 0
PFIZER INC COM USD.1 COMMON 717081103 338 9,379 SH   SOLE   9,379 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 122 2,308 SH   SOLE   2,308 0 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 338 99,887 SH   SOLE   99,887 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932B101 548 28,053 SH   SOLE   28,053 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 104,480 1,342,413 SH   OTR   1,079,189 263,224 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 1,058 17,886 SH   SOLE   17,886 0 0
PGT INNOVATIONS INC COM USD COMMON 69336V101 736 35,506 SH   SOLE   35,506 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 612 14,471 SH   SOLE   14,471 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 43,923 1,531,181 SH   OTR   1,230,858 300,323 0
POLARIS INDUSTRIES INC COM NPV COMMON 731068102 4 31 SH   SOLE   31 0 0
PARKE BANCORP INC COM COMMON 700885106 0 8 SH   SOLE   8 0 0
PARK ELECTROCHEMICAL CORP COM USD.1 COMMON 700416209 799 34,640 SH   SOLE   34,640 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 597 5,337 SH   SOLE   5,337 0 0
PERKINELMER INC COM USD1 COMMON 714046109 35 479 SH   SOLE   479 0 0
POSCO SPON ADR COMMON 693483109 3,471 46,830 SH   SOLE   46,830 0 0
PLUMAS BANCORP COM COMMON 729273102 60 2,136 SH   SOLE   2,136 0 0
CHILDRENS PLACE INC COM USD.1 COMMON 168905107 998 8,277 SH   SOLE   8,277 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 7 111 SH   SOLE   111 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 365 4,110 SH   SOLE   4,110 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 179 2,371 SH   SOLE   2,371 0 0
PLEXUS CORP COM USD.01 COMMON 729132100 23 391 SH   SOLE   391 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 73 3,772 SH   SOLE   3,772 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 192 1,422 SH   SOLE   1,422 0 0
POLYONE CORP COM USD.1 COMMON 73179P106 277 6,441 SH   SOLE   6,441 0 0
PRA GROUP INC COM USD.001 COMMON 69354N106 106 2,754 SH   SOLE   2,754 0 0
PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 1,168 12,585 SH   SOLE   12,585 0 0
PERCEPTRON INC COM USD.01 COMMON 71361F100 83 7,881 SH   SOLE   7,881 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 761 29,013 SH   SOLE   29,013 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 2,604 67,460 SH   SOLE   67,460 0 0
PRGX GLOBAL INC COM USD.01 COMMON 69357C503 212 21,816 SH   SOLE   21,816 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 89 895 SH   SOLE   895 0 0
PRIMORIS SERVICES CORP COM USD.0001 COMMON 74164F103 317 11,653 SH   SOLE   11,653 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 1,288 16,495 SH   SOLE   16,495 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 2,399 25,660 SH   SOLE   25,660 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 6 44 SH   SOLE   44 0 0
PEARSON PLC SPON ADR COMMON 705015105 143 12,338 SH   SOLE   12,338 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 13,046 116,463 SH   OTR   95,026 21,437 0
PTC INC COM USD.01 COMMON 69370C100 160 1,707 SH   SOLE   1,707 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 757 9,921 SH   SOLE   9,921 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 565 12,070 SH   SOLE   12,070 0 0
PVH CORP COM USD1 COMMON 693656100 4 26 SH   SOLE   26 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 6 68 SH   SOLE   68 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 107 11,594 SH   SOLE   11,594 0 0
QAD INC CL A COM NPV COMMON 74727D306 1,053 21,138 SH   SOLE   21,138 0 0
QUIDEL CORP COM NPV COMMON 74838J101 200 3,020 SH   SOLE   3,020 0 0
QUALYS INC COM USD0.001 COMMON 74758T303 529 6,325 SH   SOLE   6,325 0 0
QUINSTREET INC COM USD.001 COMMON 74874Q100 1,250 98,950 SH   SOLE   98,950 0 0
QURATE RETAIL INC INT COM SER A COMMON 74915M100 2,988 141,473 SH   SOLE   141,473 0 0
QUALITY SYSTEMS INC COM USD.01 COMMON 747582104 765 39,443 SH   SOLE   39,443 0 0
QUAD/GRAPHICS INC CL A COM USD.025 COMMON 747301109 515 24,840 SH   SOLE   24,840 0 0
FERRARI NV COM EUR.01 COMMON N3167Y103 332 2,459 SH   SOLE   2,459 0 0
FREIGHTCAR AMERICA INC COM USD.01 COMMON 357023100 70 4,162 SH   SOLE   4,162 0 0
RAVEN INDUSTRIES INC COM USD1 COMMON 754212108 452 11,836 SH   SOLE   11,836 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 88 1,087 SH   SOLE   1,087 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 12,478 264,775 SH   SOLE   264,775 0 0
ROCKY BRANDS INC COM NPV COMMON 774515100 620 20,681 SH   SOLE   20,681 0 0
RCM TECHNOLOGIES INC COM USD.05 COMMON 749360400 62 12,519 SH   SOLE   12,519 0 0
ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 263 3,794 SH   SOLE   3,794 0 0
RICHARDSON ELECTRONICS LTD COM USD.05 COMMON 763165107 57 5,813 SH   SOLE   5,813 0 0
REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 351 4,333 SH   SOLE   4,333 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 109,200 6,158,360 SH   OTR   5,009,647 1,148,713 0
R F INDUSTRIES LTD COM USD.01 COMMON 749552105 198 27,248 SH   SOLE   27,248 0 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 826 6,198 SH   SOLE   6,198 0 0
ROBERT HALF INTL INC COM USD1 COMMON 770323103 646 9,993 SH   SOLE   9,993 0 0
RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 3 41 SH   SOLE   41 0 0
RED HAT INC COM USD.0001 COMMON 756577102 381 2,836 SH   SOLE   2,836 0 0
RIO TINTO GROUP (GBR) SPON ADR COMMON 767204100 9,768 176,061 SH   SOLE   176,061 0 0
RAYMOND JAMES FINANCIAL CORP COM USD.01 COMMON 754730109 588 6,582 SH   SOLE   6,582 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 125 1,000 SH   SOLE   1,000 0 0
REALOGY HOLDINGS CORP CL A COM USD.01 COMMON 75605Y106 1 52 SH   SOLE   52 0 0
RLJ LODGING TRUST COM USD.01 COMMON 74965L101 1 52 SH   SOLE   52 0 0
ROCKY MOUNTAIN CHOC FACT INC COM USD.001 COMMON 77467X101 45 3,926 SH   SOLE   3,926 0 0
RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 4,542 58,082 SH   SOLE   58,082 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 2,410 14,497 SH   SOLE   14,497 0 0
ROLLINS INC COM USD1 COMMON 775711104 236 4,502 SH   SOLE   4,502 0 0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 3 209 SH   SOLE   209 0 0
RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 COMMON 751452202 4 337 SH   SOLE   337 0 0
RUSH ENTERPRISES INC CL A COM USD.01 COMMON 781846209 1,354 31,368 SH   SOLE   31,368 0 0
RUTHS HOSPITALITY GROUP INC COM USD.01 COMMON 783332109 249 8,901 SH   SOLE   8,901 0 0
RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 225 26,604 SH   SOLE   26,604 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 32,884 439,497 SH   SOLE   439,497 0 0
RAYONIER ADVANCED MATERIALS COM USD.01 COMMON 75508B104 157 9,190 SH   SOLE   9,190 0 0
RYERSON HOLDING CORP COM USD.01 COMMON 783754104 146 13,136 SH   SOLE   13,136 0 0
SANDERSON FARMS INC COM USD1 COMMON 800013104 2,501 23,887 SH   SOLE   23,887 0 0
SCIENCE APPLICATIONS INTL CP COM USD.0001 COMMON 808625107 285 3,523 SH   SOLE   3,523 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 15,363 51,508 SH   SOLE   51,508 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 102 6,263 SH   SOLE   6,263 0 0
SANMINA CORP COM USD.01 COMMON 801056102 39 1,345 SH   SOLE   1,345 0 0
SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 11 64 SH   SOLE   64 0 0
SB FINANCIAL GROUP INC COM USD2.5 COMMON 78408D105 117 5,773 SH   SOLE   5,773 0 0
SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 358 18,874 SH   SOLE   18,874 0 0
SCHNITZER STEEL INDS -CL A CL A COM USD.01 COMMON 806882106 617 18,313 SH   SOLE   18,313 0 0
STEPAN CO COM USD1 COMMON 858586100 284 3,637 SH   SOLE   3,637 0 0
SCANSOURCE INC COM NPV COMMON 806037107 143 3,539 SH   SOLE   3,539 0 0
SEALED AIR CORP COM USD.01 COMMON 81211K100 55,093 1,301,454 SH   OTR   1,031,132 270,322 0
SEI INVESTMENTS CO COM USD.01 COMMON 784117103 333 5,345 SH   SOLE   5,345 0 0
SHUTTERFLY INC COM USD.0001 COMMON 82568P304 206 2,300 SH   SOLE   2,300 0 0
SPROUTS FARMERS MARKET COM USD.001 COMMON 85208M102 2 81 SH   SOLE   81 0 0
SUPERIOR GROUP OF COS INC COM USD1 COMMON 868358102 127 6,121 SH   SOLE   6,121 0 0
SMART GLOBAL HOLDINGS INC Ordinary Shares COMMON G8232Y101 1,702 53,418 SH   SOLE   53,418 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 4,298 71,661 SH   SOLE   71,661 0 0
SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 1 73 SH   SOLE   73 0 0
SHERWIN-WILLIAMS CO COM USD1 COMMON 824348106 4 11 SH   SOLE   11 0 0
SELECT INCOME REIT COM BEN INT USD.01 COMMON 81618T100 1 37 SH   SOLE   37 0 0
SIRIUS XM HOLDINGS INC COM USD.001 COMMON 82968B103 0 62 SH   SOLE   62 0 0
SVB FINANCIAL GROUP COM NPV COMMON 78486Q101 312 1,084 SH   SOLE   1,084 0 0
SK TELECOM CO LTD SPON ADR COMMON 78440P108 7,822 335,418 SH   SOLE   335,418 0 0
SKYLINE CHAMPION CORP COM USD.0277 COMMON 830830105 447 12,761 SH   SOLE   12,761 0 0
SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 41,676 1,044,927 SH   SOLE   1,044,927 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 447 20,168 SH   SOLE   20,168 0 0
SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 238 30,581 SH   SOLE   30,581 0 0
SPIRIT MTA REIT COM COMMON 84861U105 0 36 SH   SOLE   36 0 0
SLEEP NUMBER CORPORATION COM USD.01 COMMON 83125X103 240 8,284 SH   SOLE   8,284 0 0
SONY CORP ADR COMMON 835699307 452 8,827 SH   SOLE   8,827 0 0
SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 40 1,078 SH   SOLE   1,078 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 11,906 132,524 SH   SOLE   132,524 0 0
SYNOPSYS INC COM USD.01 COMMON 871607107 7 79 SH   SOLE   79 0 0
SONIC CORP COM USD.01 COMMON 835451105 211 6,174 SH   SOLE   6,174 0 0
SP PLUS CORP CL A USD.001 COMMON 78469C103 9,685 260,871 SH   SOLE   260,871 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 2 11 SH   SOLE   11 0 0
S&P GLOBAL INC COM USD1 COMMON 78409V104 3 17 SH   SOLE   17 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 27,399 320,011 SH   OTR   265,081 54,930 0
SPARTANNASH CO COM NPV COMMON 847215100 131 5,120 SH   SOLE   5,120 0 0
SOC QUIMICA Y MINERA DE CHI SPON ADR SER B COMMON 833635105 537 11,171 SH   SOLE   11,171 0 0
SPIRIT REALTY CAPITAL INC COM USD.01 COMMON 84860W102 3 360 SH   SOLE   360 0 0
STONERIDGE INC COM NPV COMMON 86183P102 327 9,361 SH   SOLE   9,361 0 0
STARTEK INC COM USD.01 COMMON 85569C107 34 5,369 SH   SOLE   5,369 0 0
STAGE STORES INC COM NEW COMMON 85254C305 33 13,756 SH   SOLE   13,756 0 0
SS&C TECHNOLOGIES HLDGS INC COM USD.01 COMMON 78467J100 1,327 25,578 SH   SOLE   25,578 0 0
SSR MINING INC COM NPV COMMON 784730103 2,430 248,270 SH   SOLE   248,270 0 0
STEWART INFORMATION SERVICES COM USD1 COMMON 860372101 304 7,061 SH   SOLE   7,061 0 0
STERIS PLC COM NPV COMMON G84720104 168 1,611 SH   SOLE   1,611 0 0
SUNTRUST BANKS INC COM USD1 COMMON 867914103 17,352 263,437 SH   OTR   227,083 36,354 0
STEEL DYNAMICS INC COM USD.01 COMMON 858119100 12,058 263,325 SH   SOLE   263,325 0 0
STAMPS.COM INC COM USD.001 COMMON 852857200 1,553 6,170 SH   SOLE   6,170 0 0
STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 253 19,578 SH   SOLE   19,578 0 0
SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 106,990 1,899,225 SH   OTR   1,591,735 307,490 0
SUNCOR ENERGY INC COM NPV COMMON 867224107 5,758 142,588 SH   SOLE   142,588 0 0
SUNCOKE ENERGY INC COM USD.01 COMMON 86722A103 398 29,733 SH   SOLE   29,733 0 0
SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 39,382 1,183,209 SH   OTR   932,824 250,385 0
SYNTEL INC COM NPV COMMON 87162H103 273 8,575 SH   SOLE   8,575 0 0
SYSCO CORP COM USD1 COMMON 871829107 88,630 1,301,507 SH   OTR   1,020,488 281,019 0
AT&T INC COM USD1 COMMON 00206R102 0 1 SH   SOLE   1 0 0
TRANSACT TECHNOLOGIES INC COM USD.01 COMMON 892918103 212 16,932 SH   SOLE   16,932 0 0
TRUEBLUE INC COM NPV COMMON 89785X101 559 20,739 SH   SOLE   20,739 0 0
TCF FINANCIAL CORP COM USD.01 COMMON 872275102 29 1,190 SH   SOLE   1,190 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 91 10,843 SH   SOLE   10,843 0 0
TORONTO DOMINION BANK COM NPV COMMON 891160509 19,887 346,295 SH   SOLE   346,295 0 0
TERADATA CORP COM USD.01 COMMON 88076W103 5 117 SH   SOLE   117 0 0
TELEPHONE & DATA SYSTEMS INC COM USD1 COMMON 879433829 1 50 SH   SOLE   50 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 92 626 SH   SOLE   626 0 0
TECK RESOURCES LTD CL B COM NPV SVTG COMMON 878742204 41,453 1,639,930 SH   SOLE   1,639,930 0 0
TE CONNECTIVITY LTD COM COMMON H84989104 7 75 SH   SOLE   75 0 0
TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 190 10,988 SH   SOLE   10,988 0 0
TREDEGAR CORP COM NPV COMMON 894650100 322 13,707 SH   SOLE   13,707 0 0
TASEKO MINES LTD COM NPV COMMON 876511106 25 23,400 SH   SOLE   23,400 0 0
TARGET CORP COM USD1 COMMON 87612E106 85,861 1,130,522 SH   OTR   930,923 199,599 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 141 1,183 SH   SOLE   1,183 0 0
THOR INDUSTRIES INC COM USD.01 COMMON 885160101 379 3,909 SH   SOLE   3,909 0 0
TIER REIT INC COM USD.0001 COMMON 88650V208 5 191 SH   SOLE   191 0 0
INTERFACE INC COM USD.01 COMMON 458665304 712 31,168 SH   SOLE   31,168 0 0
TJX COMPANIES INC COM USD1 COMMON 872540109 0 5 SH   SOLE   5 0 0
TELEKOMUNIKASI INDONESIA SPON ADR COMMON 715684106 15 589 SH   SOLE   589 0 0
TELARIA INC COM USD.0001 COMMON 879181105 48 11,881 SH   SOLE   11,881 0 0
TAILORED BRANDS INC COM USD.01 COMMON 87403A107 1,139 44,850 SH   SOLE   44,850 0 0
TILLY'S INC CL A COM NPV COMMON 886885102 230 15,198 SH   SOLE   15,198 0 0
T-MOBILE US INC COM COMMON 872590104 1,616 27,053 SH   SOLE   27,053 0 0
TRINET GROUP INC COM USD.000025 COMMON 896288107 1,136 20,411 SH   SOLE   20,411 0 0
TOLL BROTHERS INC COM USD.01 COMMON 889478103 0 10 SH   SOLE   10 0 0
TURNING POINT BRANDS INC COM USD.01 COMMON 90041L105 567 17,781 SH   SOLE   17,781 0 0
TABULA RASA HEALTHCARE INC COM USD.0001 COMMON 873379101 701 11,046 SH   SOLE   11,046 0 0
THOMSON-REUTERS CORP COM NPV COMMON 884903105 2,147 53,288 SH   SOLE   53,288 0 0
TRONC INC COM USD.01 COMMON 89703P107 146 8,469 SH   SOLE   8,469 0 0
TRANSCAT INC COM USD.5 COMMON 893529107 2 122 SH   SOLE   122 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 214 1,840 SH   SOLE   1,840 0 0
TRUSTCO BANK CORP/NY COM NPV COMMON 898349105 384 43,145 SH   SOLE   43,145 0 0
TRANSUNION COM USD0.01 COMMON 89400J107 4 55 SH   SOLE   55 0 0
TRAVELERS COS INC COM COMMON 89417E109 936 7,707 SH   SOLE   7,707 0 0
TIMBERLAND BANCORP INC COM USD.01 COMMON 887098101 273 7,298 SH   SOLE   7,298 0 0
TOWER SEMICONDUCTOR LTD ORD NIS1 COMMON M87915274 207 9,390 SH   SOLE   9,390 0 0
STARS GROUP INC COM NPV COMMON 85570W100 17,636 490,071 SH   SOLE   490,071 0 0
TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 989 14,397 SH   SOLE   14,397 0 0
TOTAL SYSTEM SERVICES INC COM USD.1 COMMON 891906109 13,407 158,624 SH   SOLE   158,624 0 0
TORO CO COM USD1 COMMON 891092108 617 10,252 SH   SOLE   10,252 0 0
TTEC HOLDINGS INC COM USD.01 COMMON 89854H102 5,202 150,817 SH   SOLE   150,817 0 0
TECHTARGET INC COM USD.001 COMMON 87874R100 2,826 100,080 SH   SOLE   100,080 0 0
TTM TECHNOLOGIES INC COM NPV COMMON 87305R109 839 47,590 SH   SOLE   47,590 0 0
TAKE-TWO INTERACTIVE SFTWR COM USD.01 COMMON 874054109 83 705 SH   SOLE   705 0 0
TRAVELPORT WORLDWIDE LTD ORD USD0.0025 COMMON G9019D104 9,506 513,296 SH   SOLE   513,296 0 0
TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 7,646 69,348 SH   SOLE   69,348 0 0
TEXAS ROADHOUSE INC COM USD.001 COMMON 882681109 71 1,090 SH   SOLE   1,090 0 0
TEXTRON INC COM USD.125 COMMON 883203101 630 9,565 SH   SOLE   9,565 0 0
MONOTYPE IMAGING HOLDINGS COM USD.01 COMMON 61022P100 401 19,864 SH   SOLE   19,864 0 0
TRAVELZOO COM USD.01 COMMON 89421Q205 196 11,438 SH   SOLE   11,438 0 0
UNITED CONTINENTAL HLDGS INC COM NEW COMMON 910047109 23,219 333,863 SH   OTR   251,349 82,514 0
UNITED SECURITY BANCSHARS CA COM NPV COMMON 911460103 104 9,266 SH   SOLE   9,266 0 0
UDR INC COM USD.01 COMMON 902653104 4 96 SH   SOLE   96 0 0
UNIQUE FABRICATING INC COM USD.001 COMMON 90915J103 89 10,167 SH   SOLE   10,167 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 351 7,362 SH   SOLE   7,362 0 0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01 COMMON 913903100 0 4 SH   SOLE   4 0 0
UNIVERSAL HEALTH RLTY INCOME COM USD.01 COMMON 91359E105 3 45 SH   SOLE   45 0 0
ULTRALIFE CORP COM USD.1 COMMON 903899102 309 32,218 SH   SOLE   32,218 0 0
UNIVERSAL LOGISTICS HLDGS COM COMMON 91388P105 293 11,154 SH   SOLE   11,154 0 0
UNITED NATURAL FOODS INC COM USD.01 COMMON 911163103 727 17,042 SH   SOLE   17,042 0 0
UNITEDHEALTH GROUP INC COM USD.01 COMMON 91324P102 24 98 SH   SOLE   98 0 0
UNION PACIFIC CORP COM USD2.5 COMMON 907818108 4,337 30,652 SH   OTR   24,300 6,352 0
UNITED RENTALS INC COM USD.01 COMMON 911363109 1 4 SH   SOLE   4 0 0
USA TRUCK INC COM USD.01 COMMON 902925106 951 40,650 SH   SOLE   40,650 0 0
UNVL STAINLESS & ALLOY PRODS COM USD.01 COMMON 913837100 249 10,528 SH   SOLE   10,528 0 0
US FOODS HOLDING CORP COM USD0.01 COMMON 912008109 21 565 SH   SOLE   565 0 0
U S LIME & MINERALS COM USD.1 COMMON 911922102 141 1,685 SH   SOLE   1,685 0 0
USANA HEALTH SCIENCES INC COM NPV COMMON 90328M107 240 2,083 SH   SOLE   2,083 0 0
U S PHYSICAL THERAPY INC COM USD.01 COMMON 90337L108 526 5,518 SH   SOLE   5,518 0 0
UNITED THERAPEUTICS CORP COM USD.01 COMMON 91307C102 1 9 SH   SOLE   9 0 0
UTAH MEDICAL PRODUCTS INC COM USD.01 COMMON 917488108 228 2,084 SH   SOLE   2,084 0 0
UTSTARCOM HOLDINGS CORP COM USD.00125 COMMON G9310A114 111 27,316 SH   SOLE   27,316 0 0
UNITED TECHNOLOGIES CORP COM USD5 COMMON 913017109 22,303 178,960 SH   OTR   143,226 35,734 0
UNIVERSAL INSURANCE HLDGS COM USD.01 COMMON 91359V107 765 21,785 SH   SOLE   21,785 0 0
UNIVERSAL CORP/VA COM NPV COMMON 913456109 432 6,536 SH   SOLE   6,536 0 0
VISA INC CL A COM USD.0001 COMMON 92826C839 305 2,299 SH   SOLE   2,299 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 429 3,822 SH   SOLE   3,822 0 0
VARIAN MEDICAL SYSTEMS INC COM USD1 COMMON 92220P105 1,188 10,485 SH   SOLE   10,485 0 0
VISTEON CORP COM NEW COMMON 92839U206 465 3,614 SH   SOLE   3,614 0 0
VECTRUS INC COM USD.01 COMMON 92242T101 281 9,122 SH   SOLE   9,122 0 0
VEDANTA LTD SPON ADR COMMON 92242Y100 250 18,380 SH   SOLE   18,380 0 0
VEEVA SYSTEMS INC CL A COM USD.00001 COMMON 922475108 307 4,013 SH   SOLE   4,013 0 0
VF CORP COM NPV COMMON 918204108 22,926 282,092 SH   OTR   230,476 51,616 0
VONAGE HOLDINGS CORP COM USD.001 COMMON 92886T201 1,622 126,536 SH   SOLE   126,536 0 0
VALHI INC COM USD1 COMMON 918905100 506 106,564 SH   SOLE   106,564 0 0
VIACOM INC CL B COM USD COMMON 92553P201 10,369 343,810 SH   SOLE   343,810 0 0
VILLAGE SUPER MARKET -CL A CL A COM NPV COMMON 927107409 239 8,120 SH   SOLE   8,120 0 0
VALERO ENERGY CORP COM USD1 COMMON 91913Y100 177,840 1,608,872 SH   OTR   1,324,556 284,316 0
VMWARE INC -CL A CL A COM USD.01 COMMON 928563402 2,338 15,936 SH   SOLE   15,936 0 0
VENATOR MATERIALS PLC ORD SHS COMMON G9329Z100 0 23 SH   SOLE   23 0 0
VODAFONE GROUP PLC SPON ADR COMMON 92857W308 352 14,483 SH   SOLE   14,483 0 0
VOYA FINANCIAL INC COM USD.01 COMMON 929089100 94,202 2,009,792 SH   OTR   1,592,064 417,728 0
VISHAY PRECISION GROUP INC COM USD.01 COMMON 92835K103 808 21,284 SH   SOLE   21,284 0 0
VERA BRADLEY INC COM NPV COMMON 92335C106 298 21,219 SH   SOLE   21,219 0 0
VERSO CORP CL A COM USD.01 COMMON 92531L207 1,077 49,734 SH   SOLE   49,734 0 0
VERISK ANALYTICS INC CL A COM USD.001 COMMON 92345Y106 2 22 SH   SOLE   22 0 0
VERISIGN INC COM USD.01 COMMON 92343E102 2,427 17,683 SH   SOLE   17,683 0 0
VALEANT PHARMACEUTICALS INTL COM NPV COMMON 91911K102 29,447 1,274,643 SH   SOLE   1,274,643 0 0
VSE CORP COM USD.05 COMMON 918284100 261 5,499 SH   SOLE   5,499 0 0
VISHAY INTERTECHNOLOGY INC COM USD.1 COMMON 928298108 937 40,408 SH   SOLE   40,408 0 0
VIAD CORP COM COMMON 92552R406 164 3,046 SH   SOLE   3,046 0 0
VIVUS INC COM NPV COMMON 928551100 18 26,027 SH   SOLE   26,027 0 0
WATERS CORP COM USD.01 COMMON 941848103 374 1,934 SH   SOLE   1,934 0 0
WALGREENS BOOTS ALLIANCE INC COM USD1.25 COMMON 931427108 12,715 212,726 SH   OTR   165,795 46,931 0
WABCO HOLDINGS INC COM COMMON 92927K102 2 20 SH   SOLE   20 0 0
WELLCARE HEALTH PLANS INC COM USD.01 COMMON 94946T106 14 55 SH   SOLE   55 0 0
WESTERN DIGITAL CORP COM USD.1 COMMON 958102105 5,773 74,571 SH   SOLE   74,571 0 0
WADDELL&REED FINL INC -CL A CL A COMMON 930059100 892 49,733 SH   SOLE   49,733 0 0
WERNER ENTERPRISES INC COM USD.01 COMMON 950755108 1,722 46,128 SH   SOLE   46,128 0 0
WEYCO GROUP INC COM USD1 COMMON 962149100 231 6,354 SH   SOLE   6,354 0 0
WOORI BANK ADR COMMON 98105T104 99 2,249 SH   SOLE   2,249 0 0
WINNEBAGO INDUSTRIES COM USD.5 COMMON 974637100 665 16,464 SH   SOLE   16,464 0 0
WYNDHAM HOTELS & RESRTS When Issued COMMON 98311A105 23 396 SH   SOLE   396 0 0
WINGSTOP INC COM USD.01 COMMON 974155103 301 5,812 SH   SOLE   5,812 0 0
WIPRO LTD SPON ADR COMMON 97651M109 211 44,064 SH   SOLE   44,064 0 0
WORKIVA INC CL A COM USD.001 COMMON 98139A105 216 8,933 SH   SOLE   8,933 0 0
WILLIS LEASE FINANCE CORP COM NPV COMMON 970646105 69 2,185 SH   SOLE   2,185 0 0
WESTLAKE CHEMICAL CORP COM USD.01 COMMON 960413102 906 8,451 SH   SOLE   8,451 0 0
WEIS MARKETS INC COM NPV COMMON 948849104 358 6,726 SH   SOLE   6,726 0 0
WALMART INC COM USD.1 COMMON 931142103 16,548 193,746 SH   SOLE   193,746 0 0
WABASH NATIONAL CORP COM USD.01 COMMON 929566107 2 109 SH   SOLE   109 0 0
WORTHINGTON INDUSTRIES COM NPV COMMON 981811102 1,255 29,895 SH   SOLE   29,895 0 0
W P CAREY INC COM USD.001 COMMON 92936U109 4 67 SH   SOLE   67 0 0
WASHINGTON PRIME GROUP INC COM COMMON 93964W108 2 208 SH   SOLE   208 0 0
WPP PLC ADR COMMON 92937A102 264 3,357 SH   SOLE   3,357 0 0
WESTPORT FUEL SYSTEMS INC COM NPV COMMON 960908309 661 263,596 SH   SOLE   263,596 0 0
WEINGARTEN REALTY INVST COM SHS INT USD.03 COMMON 948741103 2 75 SH   SOLE   75 0 0
WESTELL TECH INC -CL A CL A COM USD.01 COMMON 957541204 43 15,252 SH   SOLE   15,252 0 0
W&T OFFSHORE INC COM USD.00001 COMMON 92922P106 951 133,474 SH   SOLE   133,474 0 0
WEIGHT WATCHERS INTL INC COM NVP COMMON 948626106 763 7,588 SH   SOLE   7,588 0 0
WESTERN UNION CO COM USD.01 COMMON 959802109 108,244 5,338,923 SH   OTR   4,241,475 1,097,448 0
WORLD WRESTLING ENTMT INC CL A COM USD.01 COMMON 98156Q108 599 8,270 SH   SOLE   8,270 0 0
WYNDHAM DESTINATIONS INC COM USD COMMON 98310W108 392 8,857 SH   OTR   3,644 5,213 0
UNITED STATES STEEL CORP COM NPV COMMON 912909108 126 3,637 SH   SOLE   3,637 0 0
XENIA HOTELS & RESORTS INC COM USD.01 COMMON 984017103 8 328 SH   SOLE   328 0 0
XOMA CORP COM USD.0005 COMMON 98419J206 320 15,436 SH   SOLE   15,436 0 0
XO GROUP INC COM USD.01 COMMON 983772104 96 3,029 SH   SOLE   3,029 0 0
XPO LOGISTICS INC COM USD.001 COMMON 983793100 104 1,042 SH   SOLE   1,042 0 0
XYLEM INC COM USD.01 COMMON 98419M100 319 4,735 SH   SOLE   4,735 0 0
YUM BRANDS INC COM NPV COMMON 988498101 25,096 321,353 SH   OTR   283,984 37,369 0
YY INC -ADR ADR COMMON 98426T106 508 5,059 SH   SOLE   5,059 0 0
ZAGG INC COM USD.001 COMMON 98884U108 1,064 61,805 SH   SOLE   61,805 0 0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 COMMON 989207105 93 650 SH   SOLE   650 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 59 2,888 SH   SOLE   2,888 0 0
ZIONS BANCORPORATION COM NPV COMMON 989701107 82 1,560 SH   SOLE   1,560 0 0
ZOETIS INC CL A COM USD.01 COMMON 98978V103 8 98 SH   SOLE   98 0 0