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 3,094 262,225 SH   SOLE   262,225 0 0
3M CO COM NPV COMMON 88579Y101 627 2,977 SH   SOLE   2,977 0 0
3PEA INTERNATIONAL INC COM COMMON 88579C109 116 31,487 SH   SOLE   31,487 0 0
AARON'S INC COM USD.5 COMMON 002535300 544 9,982 SH   SOLE   9,982 0 0
ABB LTD SPONSORED ADR COMMON 000375204 679 28,751 SH   SOLE   28,751 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 3,408 36,033 SH   SOLE   36,033 0 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 814 38,637 SH   SOLE   38,637 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 1 3 SH   SOLE   3 0 0
ACCO BRANDS CORP COM COMMON 00081T108 170 15,053 SH   SOLE   15,053 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 18 213 SH   SOLE   213 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 1 5 SH   SOLE   5 0 0
ACXIOM HOLDINGS INC COM USD.1 COMMON 005125109 431 8,780 SH   SOLE   8,780 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 189 4,452 SH   SOLE   4,452 0 0
ADOBE SYSTEMS INC COM NPV COMMON 00724F101 5,270 19,522 SH   SOLE   19,522 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 134 2,618 SH   SOLE   2,618 0 0
ADVANSIX INC COM NPV COMMON 00773T101 79 2,317 SH   SOLE   2,317 0 0
AEGON NV NY SHR ADR COMMON 007924103 4,579 712,136 SH   SOLE   712,136 0 0
AES CORP COM USD.01 COMMON 00130H105 100 7,239 SH   SOLE   7,239 0 0
AFLAC INC COM USD.1 COMMON 001055102 11,361 241,934 SH   SOLE   241,934 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 35 495 SH   SOLE   495 0 0
AGILYSYS INC COM NPV COMMON 00847J105 100 6,173 SH   SOLE   6,173 0 0
ALAMO GROUP INC COM USD.1 COMMON 011311107 696 7,666 SH   SOLE   7,666 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 47 28,745 SH   SOLE   28,745 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 2 23 SH   SOLE   23 0 0
ALICO INC COM USD1 COMMON 016230104 21 626 SH   SOLE   626 0 0
ALLERGAN PLC COM USD.0033 COMMON G0177J108 1,543 8,101 SH   SOLE   8,101 0 0
ALLIED MOTION TECHNOLOGIES COM NPV COMMON 019330109 780 14,431 SH   SOLE   14,431 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 9 166 SH   SOLE   166 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 131 1,331 SH   SOLE   1,331 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 57,963 2,199,680 SH   OTR   1,735,967 463,713 0
ALPHA PRO TECH LTD COM USD.01 COMMON 020772109 19 5,269 SH   SOLE   5,269 0 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 2,388 74,107 SH   SOLE   74,107 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 7,171 118,906 SH   OTR   107,236 11,670 0
AMBEV SA SPON ADR COM COMMON 02319V103 16 3,519 SH   SOLE   3,519 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 401 3,235 SH   SOLE   3,235 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 49,235 1,195,889 SH   OTR   948,219 247,670 0
AMERICAN EQTY INVT LIFE HLDG COM USD1. COMMON 025676206 89 2,521 SH   SOLE   2,521 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 1,064 19,986 SH   SOLE   19,986 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 81 626 SH   SOLE   626 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 5 32 SH   SOLE   32 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 845 10,880 SH   SOLE   10,880 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 183,755 1,248,632 SH   OTR   1,020,603 228,029 0
AMERISERV FINANCIAL INC/PA COM NPV COMMON 03074A102 4 1,000 SH   SOLE   1,000 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 799 32,411 SH   SOLE   32,411 0 0
AMETEK INC COM USD1 COMMON 031100100 6 78 SH   SOLE   78 0 0
AMGEN INC COM NPV COMMON 031162100 94,333 456,500 SH   OTR   370,832 85,668 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 701 95,116 SH   SOLE   95,116 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 572 10,535 SH   SOLE   10,535 0 0
ANADARKO PETROLEUM CORP COM USD.1 COMMON 032511107 58,931 877,323 SH   OTR   683,903 193,420 0
ANSYS INC COM USD.01 COMMON 03662Q105 812 4,358 SH   SOLE   4,358 0 0
ANTHEM INC COM USD.01 COMMON 036752103 4,415 16,155 SH   SOLE   16,155 0 0
AON PLC CL A ORD COMMON G0408V102 8,501 55,281 SH   OTR   42,499 12,782 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R101 4 86 SH   SOLE   86 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 2,086 26,805 SH   SOLE   26,805 0 0
APPLE INC COM NPV COMMON 037833100 1,418 6,334 SH   SOLE   6,334 0 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 20 259 SH   SOLE   259 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 821 21,291 SH   SOLE   21,291 0 0
APPTIO INC CL A COM USD.0001 COMMON 03835C108 489 13,345 SH   SOLE   13,345 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 125 43,862 SH   SOLE   43,862 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 12,169 250,680 SH   SOLE   250,680 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 1,481 47,991 SH   SOLE   47,991 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 5,604 62,696 SH   SOLE   62,696 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 5,774 114,854 SH   SOLE   114,854 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 73 1,051 SH   SOLE   1,051 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 152 4,703 SH   SOLE   4,703 0 0
ASGN INC COM USD.01 COMMON 00191U102 6,416 81,505 SH   SOLE   81,505 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 195 1,039 SH   SOLE   1,039 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 2,624 23,203 SH   SOLE   23,203 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 307 14,228 SH   SOLE   14,228 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 319 12,111 SH   SOLE   12,111 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 503 119,389 SH   SOLE   119,389 0 0
AUBURN NATIONAL BANCORP COM USD.01 COMMON 050473107 63 1,635 SH   SOLE   1,635 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 160 15,897 SH   SOLE   15,897 0 0
AUTOHOME INC -ADR ADR COMMON 05278C107 152 1,968 SH   SOLE   1,968 0 0
AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 273 4,005 SH   SOLE   4,005 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 9 81 SH   SOLE   81 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 51 1,596 SH   SOLE   1,596 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 756 11,127 SH   SOLE   11,127 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 1,154 10,368 SH   SOLE   10,368 0 0
BALLARD POWER SYSTEMS INC COM NPV COMMON 058586108 1,390 327,480 SH   SOLE   327,480 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 447 50,725 SH   SOLE   50,725 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 1,299 167,403 SH   SOLE   167,403 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 424 5,145 SH   SOLE   5,145 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 1,069 20,782 SH   SOLE   20,782 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 7,668 700,330 SH   SOLE   700,330 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 29,915 1,176,604 SH   SOLE   1,176,604 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 0 1 SH   SOLE   1 0 0
BAYTEX ENERGY CORP COM NPV COMMON 07317Q105 3,204 1,115,270 SH   SOLE   1,115,270 0 0
BB&T CORP COM USD5 COMMON 054937107 5,721 117,875 SH   OTR   101,358 16,517 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 24 675 SH   SOLE   675 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 107,172 1,354,434 SH   OTR   1,150,913 203,521 0
BG STAFFING INC COM COMMON 05544A109 709 26,199 SH   SOLE   26,199 0 0
BHP BILLITON GROUP (GBR) ADR COMMON 05545E209 62 1,409 SH   SOLE   1,409 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 671 16,162 SH   SOLE   16,162 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 588 2,896 SH   SOLE   2,896 0 0
BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 11,859 165,106 SH   SOLE   165,106 0 0
BLACKBAUD INC COM COMMON 09227Q100 367 3,644 SH   SOLE   3,644 0 0
BLACKBERRY LTD COM NPV COMMON 09228F103 2,048 182,829 SH   SOLE   182,829 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 5 11 SH   SOLE   11 0 0
BLOCK H & R INC COM NPV COMMON 093671105 1 56 SH   SOLE   56 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 234 11,839 SH   SOLE   11,839 0 0
BLUCORA INC COM USD.0001 COMMON 095229100 7,439 185,101 SH   SOLE   185,101 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 288 11,780 SH   SOLE   11,780 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 667 21,299 SH   SOLE   21,299 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 252 13,536 SH   SOLE   13,536 0 0
BOEING CO COM USD5 COMMON 097023105 12,753 34,321 SH   SOLE   34,321 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 5,991 163,068 SH   SOLE   163,068 0 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 287 10,093 SH   SOLE   10,093 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 15,746 55,108 SH   SOLE   55,108 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 2,532 35,117 SH   SOLE   35,117 0 0
BP PLC ADR COMMON 055622104 19 421 SH   SOLE   421 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 2 130 SH   SOLE   130 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 2,886 62,131 SH   SOLE   62,131 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 3 143 SH   SOLE   143 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 5,973 45,314 SH   SOLE   45,314 0 0
BRP INC SUB VTG NPV COMMON 05577W200 29,655 638,731 SH   SOLE   638,731 0 0
BT GROUP PLC ADR COMMON 05577E101 3,229 218,590 SH   SOLE   218,590 0 0
BUCKLE INC COM USD.05 COMMON 118440106 183 7,941 SH   SOLE   7,941 0 0
BUNGE LTD COM USD.01 COMMON G16962105 1 11 SH   SOLE   11 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 589 3,635 SH   SOLE   3,635 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 4 38 SH   SOLE   38 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 271 4,614 SH   SOLE   4,614 0 0
CABOT MICROELECTRONICS CORP COM USD.001 COMMON 12709P103 1,832 17,899 SH   SOLE   17,899 0 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 117 642 SH   SOLE   642 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 13,032 287,627 SH   SOLE   287,627 0 0
CAE INC COM NPV COMMON 124765108 12,415 617,973 SH   SOLE   617,973 0 0
CALAMP CORP COM NPV COMMON 128126109 352 14,831 SH   SOLE   14,831 0 0
CALEDONIA MINING CORP PLC COM NPV COMMON G1757E113 17 2,534 SH   SOLE   2,534 0 0
CALERES INC COM USD3.75 COMMON 129500104 401 11,170 SH   SOLE   11,170 0 0
CAL-MAINE FOODS INC COM USD.01 COMMON 128030202 94 1,942 SH   SOLE   1,942 0 0
CAMBIUM LEARNING GROUP INC COM USD.001 COMMON 13201A107 695 58,727 SH   SOLE   58,727 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 50 SH   SOLE   50 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 3,520 37,964 SH   SOLE   37,964 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 4,425 21,136 SH   SOLE   21,136 0 0
CANNAE HOLDINGS INC COM COMMON 13765N107 500 23,877 SH   SOLE   23,877 0 0
CANON INC ADR COMMON 138006309 2,946 93,083 SH   SOLE   93,083 0 0
CANTERBURY PARK HOLDING CORP COM USD.01 COMMON 13811E101 30 1,962 SH   SOLE   1,962 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 2,106 22,201 SH   SOLE   22,201 0 0
CARTER'S INC COM USD.01 COMMON 146229109 37 378 SH   SOLE   378 0 0
CASELLA WASTE SYS INC -CL A CL A COM USD.01 COMMON 147448104 772 25,057 SH   SOLE   25,057 0 0
CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 229 3,549 SH   SOLE   3,549 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 7 46 SH   SOLE   46 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 978 46,857 SH   SOLE   46,857 0 0
CBIZ INC COM COMMON 124805102 38 1,595 SH   SOLE   1,595 0 0
CBL & ASSOCIATES PPTYS INC COM USD.01 COMMON 124830100 1 297 SH   SOLE   297 0 0
CBS CORP CL B COM USD.01 NVTG COMMON 124857202 14 251 SH   SOLE   251 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 45,352 727,492 SH   OTR   587,577 139,915 0
CDW CORP COM USD.01 COMMON 12514G108 3,310 37,226 SH   SOLE   37,226 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 3 569 SH   SOLE   569 0 0
CELANESE CORP COM USD.01 COMMON 150870103 55,625 489,681 SH   OTR   382,564 107,117 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 7,058 658,442 SH   SOLE   658,442 0 0
CELGENE CORP COM USD1 COMMON 151020104 48 531 SH   SOLE   531 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 3,852 26,762 SH   SOLE   26,762 0 0
CENTURY CASINOS INC COM USD.01 COMMON 156492100 149 19,931 SH   SOLE   19,931 0 0
CENTURYLINK INC COM USD1 COMMON 156700106 10 450 SH   SOLE   450 0 0
CERECOR INC COM USD.001 COMMON 15671L109 298 63,733 SH   SOLE   63,733 0 0
CERNER CORP COM USD.01 COMMON 156782104 290 4,550 SH   SOLE   4,550 0 0
CGI GROUP INC -CL A CL A COM NPV SVTG COMMON 39945C109 23,902 374,544 SH   SOLE   374,544 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 3,312 24,622 SH   SOLE   24,622 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 876 2,688 SH   OTR   1,107 1,581 0
CHATHAM LODGING TRUST COM USD.01 SBI COMMON 16208T102 1 26 SH   SOLE   26 0 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 334 2,835 SH   SOLE   2,835 0 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 99 1,840 SH   SOLE   1,840 0 0
CHEMED CORP COM USD1 COMMON 16359R103 2,212 6,969 SH   SOLE   6,969 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 34 808 SH   SOLE   808 0 0
CHESAPEAKE LODGING TRUST COM USD.01 COMMON 165240102 1 40 SH   SOLE   40 0 0
CHICOS FAS INC COM USD.01 COMMON 168615102 120 13,956 SH   SOLE   13,956 0 0
CHILDRENS PLACE INC COM USD.1 COMMON 168905107 759 5,961 SH   SOLE   5,961 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 689 14,077 SH   SOLE   14,077 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 11,719 116,677 SH   SOLE   116,677 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 496 10,031 SH   SOLE   10,031 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 606 35,083 SH   SOLE   35,083 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 8 140 SH   SOLE   140 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 851 3,085 SH   SOLE   3,085 0 0
CIENA CORP COM USD.01 COMMON 171779309 198 6,397 SH   SOLE   6,397 0 0
CINTAS CORP COM NPV COMMON 172908105 9 46 SH   SOLE   46 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 669 17,340 SH   SOLE   17,340 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 61,455 1,267,132 SH   OTR   1,022,929 244,203 0
CIT GROUP INC COM USD.01 COMMON 125581801 3,572 69,497 SH   OTR   46,210 23,287 0
CITI TRENDS INC COM COMMON 17306X102 97 3,411 SH   SOLE   3,411 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 148,978 2,084,204 SH   OTR   1,667,272 416,932 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 109,199 985,368 SH   OTR   799,925 185,443 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 54 3,982 SH   SOLE   3,982 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 246 1,445 SH   SOLE   1,445 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 332 7,280 SH   SOLE   7,280 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 503 23,834 SH   SOLE   23,834 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 3,443 17,431 SH   SOLE   17,431 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 15,862 206,878 SH   SOLE   206,878 0 0
COLUMBIA PROPERTY TRUST INC COM USD.01 COMMON 198287203 4 154 SH   SOLE   154 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 290 3,134 SH   SOLE   3,134 0 0
COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 706 12,611 SH   SOLE   12,611 0 0
COMPANHIA SIDERURGICA NACION SPON ADR COMMON 20440W105 94 41,110 SH   SOLE   41,110 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 153 29,392 SH   SOLE   29,392 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 101,478 2,997,220 SH   OTR   2,389,585 607,635 0
CONMED CORP COM USD.01 COMMON 207410101 10,553 133,544 SH   SOLE   133,544 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 69,626 902,447 SH   OTR   727,448 174,999 0
CONSOL ENERGY INC COM COMMON 20854L108 986 24,167 SH   SOLE   24,167 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 440 39,606 SH   SOLE   39,606 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 4,602 123,386 SH   SOLE   123,386 0 0
CONTINENTAL RESOURCES INC COM USD.01 COMMON 212015101 227 3,345 SH   SOLE   3,345 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 95 1,195 SH   SOLE   1,195 0 0
COPART INC COM NPV COMMON 217204106 226 4,396 SH   SOLE   4,396 0 0
CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 74 5,305 SH   SOLE   5,305 0 0
CORE MOLDING TECHNOLOGIES COM USD.01 COMMON 218683100 27 4,038 SH   SOLE   4,038 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 3 142 SH   SOLE   142 0 0
CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 3 73 SH   SOLE   73 0 0
CORNING INC COM USD5 COMMON 219350105 84,134 2,391,655 SH   OTR   1,775,383 616,272 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795106 6 649 SH   SOLE   649 0 0
CPI AEROSTRUCTURES INC COM USD.001 COMMON 125919308 67 8,073 SH   SOLE   8,073 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 122 13,217 SH   SOLE   13,217 0 0
CREDICORP LTD COM USD5 COMMON G2519Y108 44 197 SH   SOLE   197 0 0
CREDIT SUISSE GROUP SPON ADR COMMON 225401108 11 763 SH   SOLE   763 0 0
CROCS INC COM USD.001 COMMON 227046109 1,349 63,840 SH   SOLE   63,840 0 0
CROSS COUNTRY HEALTHCARE INC COM USD.01 COMMON 227483104 110 12,593 SH   SOLE   12,593 0 0
CSP INC COM USD.01 COMMON 126389105 50 3,804 SH   SOLE   3,804 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 120 2,249 SH   SOLE   2,249 0 0
CSX CORP COM USD1 COMMON 126408103 11,574 156,833 SH   OTR   123,410 33,423 0
CTS CORP COM NPV COMMON 126501105 416 12,227 SH   SOLE   12,227 0 0
CURO GROUP HLDGS CORP COM COMMON 23131L107 69 2,281 SH   SOLE   2,281 0 0
CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 1,193 8,746 SH   SOLE   8,746 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 1,845 46,159 SH   SOLE   46,159 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 8,845 112,377 SH   SOLE   112,377 0 0
CYTOMX THERAPEUTICS INC COM USD.00001 COMMON 23284F105 175 9,570 SH   SOLE   9,570 0 0
DANAOS CORP COM USD.01 COMMON Y1968P105 176 147,004 SH   SOLE   147,004 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 4 36 SH   SOLE   36 0 0
DATA I/O CORP COM NPV COMMON 237690102 53 10,217 SH   SOLE   10,217 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 8,329 116,530 SH   OTR   85,040 31,490 0
DEAN FOODS CO COM USD.01 COMMON 242370203 1 125 SH   SOLE   125 0 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 12,344 104,555 SH   SOLE   104,555 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 35,383 613,291 SH   OTR   512,060 101,231 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 75 4,213 SH   SOLE   4,213 0 0
DELUXE CORP COM USD1 COMMON 248019101 514 9,021 SH   SOLE   9,021 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 400 27,385 SH   SOLE   27,385 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 2,347 69,916 SH   SOLE   69,916 0 0
DHI GROUP INC COM USD.01 COMMON 23331S100 69 32,929 SH   SOLE   32,929 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 580 4,095 SH   SOLE   4,095 0 0
DIAMOND OFFSHRE DRILLING INC COM USD.01 COMMON 25271C102 5,135 256,752 SH   SOLE   256,752 0 0
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DMC GLOBAL INC COM USD.05 COMMON 23291C103 235 5,824 SH   SOLE   5,824 0 0
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DOMTAR CORP COM USD.01 COMMON 257559203 96 1,853 SH   SOLE   1,853 0 0
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DOVER CORP COM USD1 COMMON 260003108 22,849 258,946 SH   OTR   206,178 52,768 0
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DXC TECHNOLOGY COMPANY COM USD1 COMMON 23355L106 9,545 102,205 SH   SOLE   102,205 0 0
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EBAY INC COM USD.001 COMMON 278642103 8,723 265,017 SH   OTR   208,390 56,627 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 367 13,646 SH   SOLE   13,646 0 0
EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 271 23,693 SH   SOLE   23,693 0 0
EGAIN CORP COM USD.001 COMMON 28225C806 135 16,686 SH   SOLE   16,686 0 0
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ELECTRO SCIENTIFIC INDS INC COM NPV COMMON 285229100 167 9,584 SH   SOLE   9,584 0 0
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EMCOR GROUP INC COM USD.1 COMMON 29084Q100 7,759 103,307 SH   SOLE   103,307 0 0
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EMPLOYERS HOLDINGS INC COM USD.01 COMMON 292218104 230 5,074 SH   SOLE   5,074 0 0
ENANTA PHARMACEUTICALS INC COM USD0.01 COMMON 29251M106 2,698 31,826 SH   SOLE   31,826 0 0
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ENDO INTERNATIONAL PLC COM USD.01 COMMON G30401106 1,046 62,649 SH   SOLE   62,649 0 0
ENERPLUS CORP COM NPV COMMON 292766102 4,057 331,965 SH   SOLE   331,965 0 0
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ENI SPA SPON ADR COMMON 26874R108 218 5,801 SH   SOLE   5,801 0 0
ENNIS INC COM USD2.5 COMMON 293389102 1,792 87,644 SH   SOLE   87,644 0 0
ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 313 10,871 SH   SOLE   10,871 0 0
ENTEGRA FINANCIAL CORP COM NPV COMMON 29363J108 43 1,629 SH   SOLE   1,629 0 0
ENTEGRIS INC COM USD.01 COMMON 29362U104 267 9,309 SH   SOLE   9,309 0 0
ENTERPRISE FINL SERVICES CP COM USD.01 COMMON 293712105 694 13,203 SH   SOLE   13,203 0 0
ENVESTNET INC COM USD.01 COMMON 29404K106 856 14,161 SH   SOLE   14,161 0 0
EQUINOR ASA SPONSORED ADR COMMON 29446M102 231 8,176 SH   SOLE   8,176 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 5 148 SH   SOLE   148 0 0
ESCALADE INC COM USD1 COMMON 296056104 66 5,111 SH   SOLE   5,111 0 0
ETSY INC COM USD.001 COMMON 29786A106 1,277 25,050 SH   SOLE   25,050 0 0
EVERCORE INC CL A COM USD.01 COMMON 29977A105 4,104 40,872 SH   SOLE   40,872 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 171 7,117 SH   SOLE   7,117 0 0
EVOLUTION PETROLEUM CORP COM USD.01 COMMON 30049A107 811 73,981 SH   SOLE   73,981 0 0
EXLSERVICE HOLDINGS INC COM USD.001 COMMON 302081104 363 5,539 SH   SOLE   5,539 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 7 78 SH   SOLE   78 0 0
F5 NETWORKS INC COM NPV COMMON 315616102 1,788 9,013 SH   SOLE   9,013 0 0
FAUQUIER BANKSHARES INC COM USD3.13 COMMON 312059108 4 163 SH   SOLE   163 0 0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV COMMON 30239F106 254 3,376 SH   SOLE   3,376 0 0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 338 4,685 SH   SOLE   4,685 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 199 8,286 SH   SOLE   8,286 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 198 7,783 SH   SOLE   7,783 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 731 41,761 SH   SOLE   41,761 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 444 4,068 SH   SOLE   4,068 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1,538 39,091 SH   SOLE   39,091 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 126,118 4,531,360 SH   OTR   3,643,053 888,307 0
FINJAN HOLDINGS INC COM COMMON 31788H303 246 57,077 SH   SOLE   57,077 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 49 961 SH   SOLE   961 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 52 1,359 SH   SOLE   1,359 0 0
FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 228 505 SH   SOLE   505 0 0
FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 293 17,710 SH   SOLE   17,710 0 0
FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 98 1,669 SH   SOLE   1,669 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 36 522 SH   SOLE   522 0 0
FIRSTCASH INC COM USD.01 COMMON 33767D105 6,847 83,682 SH   SOLE   83,682 0 0
FIRSTSERVICE CORP SUB VTG COMMON 33767E103 6,476 77,456 SH   SOLE   77,456 0 0
FLIR SYSTEMS INC COM USD.01 COMMON 302445101 356 5,826 SH   SOLE   5,826 0 0
FLOWERS FOODS INC COM USD.625 COMMON 343498101 49 2,660 SH   SOLE   2,660 0 0
FLUOR CORP COM USD.625 COMMON 343412102 173 3,001 SH   SOLE   3,001 0 0
FOOT LOCKER INC COM USD3 COMMON 344849104 124 2,456 SH   SOLE   2,456 0 0
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FORTINET INC COM USD.001 COMMON 34959E109 3,830 41,651 SH   SOLE   41,651 0 0
FORTIVE CORP COM USD.01 COMMON 34959J108 4 48 SH   SOLE   48 0 0
FORTUNA SILVER MINES INC COM NPV COMMON 349915108 1,491 345,033 SH   SOLE   345,033 0 0
FOSTER (LB) CO COM USD.01 COMMON 350060109 26 1,257 SH   SOLE   1,257 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 78 6,259 SH   SOLE   6,259 0 0
FOX FACTORY HOLDING CP COM USD.001 COMMON 35138V102 575 8,282 SH   SOLE   8,282 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 1,184 38,945 SH   SOLE   38,945 0 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 6,242 448,451 SH   SOLE   448,451 0 0
FRIEDMAN INDUSTRIES INC COM USD1 COMMON 358435105 32 3,392 SH   SOLE   3,392 0 0
FS BANCORP INC COM USD.01 COMMON 30263Y104 63 1,125 SH   SOLE   1,125 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 2,112 29,047 SH   SOLE   29,047 0 0
FTS INTERNATIONAL INC COM COMMON 30283W104 1,967 166,875 SH   SOLE   166,875 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 368 19,830 SH   SOLE   19,830 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 280 43,033 SH   SOLE   43,033 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 64 2,712 SH   SOLE   2,712 0 0
GANNETT CO INC COM USD.01 COMMON 36473H104 6,047 604,280 SH   SOLE   604,280 0 0
GAP INC COM USD.05 COMMON 364760108 2,564 89,113 SH   SOLE   89,113 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 793 14,171 SH   SOLE   14,171 0 0
GENERAL FINANCE CORP/DE COM COMMON 369822101 506 31,720 SH   SOLE   31,720 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 37,931 887,475 SH   OTR   692,700 194,775 0
GENOMIC HEALTH INC COM USD.0001 COMMON 37244C101 350 5,019 SH   SOLE   5,019 0 0
GEO GROUP INC COM USD.01 COMMON 36162J106 2 89 SH   SOLE   89 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 275 6,078 SH   SOLE   6,078 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 10,725 138,909 SH   SOLE   138,909 0 0
GLOBAL BRASS & COPPER HLDGS COM USD.01 COMMON 37953G103 79 2,145 SH   SOLE   2,145 0 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 251 4,471 SH   SOLE   4,471 0 0
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GOLD RESOURCE CORP COM USD.001 COMMON 38068T105 310 61,257 SH   SOLE   61,257 0 0
GOLDFIELD CORP COM USD.1 COMMON 381370105 34 7,963 SH   SOLE   7,963 0 0
GRACO INC COM USD1 COMMON 384109104 539 11,700 SH   SOLE   11,700 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 44,112 123,772 SH   OTR   99,192 24,580 0
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GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 214 1,916 SH   SOLE   1,916 0 0
GRANITE REAL ESTATE INVEST STPLD UNIT COMMON 387437114 3,757 88,389 SH   SOLE   88,389 0 0
GREENE COUNTY BANCORP INC COM USD.1 COMMON 394357107 50 1,567 SH   SOLE   1,567 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 23 409 SH   SOLE   409 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 12,059 105,554 SH   SOLE   105,554 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 241 38,698 SH   SOLE   38,698 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 102 9,318 SH   SOLE   9,318 0 0
HAMILTON LANE INC CL A COM USD.001 COMMON 407497106 588 13,397 SH   SOLE   13,397 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 145 1,183 SH   SOLE   1,183 0 0
HARRIS CORP COM USD1 COMMON 413875105 1,752 10,352 SH   SOLE   10,352 0 0
HARSCO CORP COM USD1.25 COMMON 415864107 554 19,531 SH   SOLE   19,531 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 81,859 1,644,881 SH   OTR   1,254,437 390,444 0
HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 50 9,592 SH   SOLE   9,592 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 376 9,378 SH   SOLE   9,378 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 8,753 62,971 SH   SOLE   62,971 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 39,419 924,456 SH   OTR   719,391 205,065 0
HEICO CORP COM USD.166 COMMON 422806109 377 4,089 SH   SOLE   4,089 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 897 6,906 SH   SOLE   6,906 0 0
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HENNESSY ADVISORS INC COM NPV COMMON 425885100 117 8,433 SH   SOLE   8,433 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 549 3,450 SH   SOLE   3,450 0 0
HILLENBRAND INC COM NPV COMMON 431571108 8,111 155,562 SH   SOLE   155,562 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 708 35,080 SH   SOLE   35,080 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 1,713 52,602 SH   SOLE   52,602 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 3,324 47,799 SH   SOLE   47,799 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 12 57 SH   SOLE   57 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 1,971 65,528 SH   SOLE   65,528 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 438 27,074 SH   SOLE   27,074 0 0
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HORACE MANN EDUCATORS CORP COM USD.001 COMMON 440327104 97 2,165 SH   SOLE   2,165 0 0
HOSPITALITY PROPERTIES TRUST COM USD.01 COMMON 44106M102 2 75 SH   SOLE   75 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 1,595 35,780 SH   SOLE   35,780 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 227 5,161 SH   SOLE   5,161 0 0
HUAZHU GROUP LIMITED - ADR ADR COMMON 44332N106 186 5,749 SH   SOLE   5,749 0 0
HUDSON GLOBAL INC COM USD.001 COMMON 443787106 29 17,942 SH   SOLE   17,942 0 0
HUMANA INC COM NPV COMMON 444859102 11,338 33,681 SH   SOLE   33,681 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 6 50 SH   SOLE   50 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 1 5 SH   SOLE   5 0 0
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HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 197 2,485 SH   SOLE   2,485 0 0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 128 2,077 SH   SOLE   2,077 0 0
I3 VERTICALS INC COM CL A COMMON 46571Y107 33 1,422 SH   SOLE   1,422 0 0
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ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 8,470 112,736 SH   SOLE   112,736 0 0
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IDEX CORP COM USD.01 COMMON 45167R104 4,707 31,251 SH   SOLE   31,251 0 0
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IES HOLDINGS INC COM USD.01 COMMON 44951W106 176 9,049 SH   SOLE   9,049 0 0
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ING GROEP NV SPON ADR COMMON 456837103 135 10,423 SH   SOLE   10,423 0 0
INGEVITY CORP COM USD.01 COMMON 45688C107 377 3,734 SH   SOLE   3,734 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 227 6,621 SH   SOLE   6,621 0 0
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INSTEEL INDUSTRIES COM USD2 COMMON 45774W108 295 8,293 SH   SOLE   8,293 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 637 7,744 SH   SOLE   7,744 0 0
INTEL CORP COM NPV COMMON 458140100 2,724 58,113 SH   SOLE   58,113 0 0
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INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 2,502 109,413 SH   SOLE   109,413 0 0
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INTRICON CORP COM USD1 COMMON 46121H109 494 8,785 SH   SOLE   8,785 0 0
INTUIT INC COM NPV COMMON 461202103 13,023 57,299 SH   SOLE   57,299 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 10,655 18,562 SH   SOLE   18,562 0 0
ION GEOPHYSICAL CORP COM USD.01 COMMON 462044207 583 37,669 SH   SOLE   37,669 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 631 4,863 SH   SOLE   4,863 0 0
IRADIMED CORP COM USD.0001 COMMON 46266A109 565 15,203 SH   SOLE   15,203 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 2 55 SH   SOLE   55 0 0
ISHARES INC CORE MSCI EMKT COMMON 46434G103 9 181 SH   SOLE   181 0 0
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ISHARES TR RUS 1000 VAL ETF COMMON 464287598 968 7,644 SH   SOLE   7,644 0 0
ITURAN LOCATION & CONTROL COM NPV COMMON M6158M104 12 351 SH   SOLE   351 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 80 12,972 SH   SOLE   12,972 0 0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 COMMON 46609J106 227 19,080 SH   SOLE   19,080 0 0
JABIL INC COM USD.001 COMMON 466313103 336 12,510 SH   SOLE   12,510 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 122 1,605 SH   SOLE   1,605 0 0
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JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 688 31,344 SH   SOLE   31,344 0 0
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JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 21,704 193,001 SH   SOLE   193,001 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 75,154 2,515,828 SH   OTR   2,001,603 514,225 0
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JUST ENERGY GROUP INC COM COMMON 48213W101 1,788 581,948 SH   SOLE   581,948 0 0
K12 INC COM USD.0001 COMMON 48273U102 1,022 57,757 SH   SOLE   57,757 0 0
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KAMAN CORP COM USD1 COMMON 483548103 132 1,997 SH   SOLE   1,997 0 0
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KBR INC COM USD.001 COMMON 48242W106 314 14,970 SH   SOLE   14,970 0 0
KEMET CORP COM USD.01 COMMON 488360207 120 6,485 SH   SOLE   6,485 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 285 3,567 SH   SOLE   3,567 0 0
KEWAUNEE SCIENTIFIC CORP COM USD2.5 COMMON 492854104 160 5,095 SH   SOLE   5,095 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 1,845 27,863 SH   SOLE   27,863 0 0
KFORCE INC COM USD.01 COMMON 493732101 3,451 92,584 SH   SOLE   92,584 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 1 46 SH   SOLE   46 0 0
KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 109 1,719 SH   SOLE   1,719 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 12,027 641,086 SH   SOLE   641,086 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 54,550 734,496 SH   OTR   610,768 123,728 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 531 11,676 SH   SOLE   11,676 0 0
KORN/FERRY INTERNATIONAL COM NPV COMMON 500643200 443 9,062 SH   SOLE   9,062 0 0
KROGER CO COM USD1 COMMON 501044101 60,740 2,092,982 SH   OTR   1,719,375 373,607 0
L BRANDS INC COM USD.5 COMMON 501797104 176 5,816 SH   SOLE   5,816 0 0
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LAM RESEARCH CORP COM NPV COMMON 512807108 5,949 39,216 SH   SOLE   39,216 0 0
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LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 19 291 SH   SOLE   291 0 0
LANCASTER COLONY CORP COM USD1 COMMON 513847103 220 1,486 SH   SOLE   1,486 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 331 5,584 SH   SOLE   5,584 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 31 213 SH   SOLE   213 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 71 2,090 SH   SOLE   2,090 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 176 5,566 SH   SOLE   5,566 0 0
LEAR CORP COM NPV COMMON 521865204 4,290 29,591 SH   SOLE   29,591 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 403 152,231 SH   SOLE   152,231 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 1 43 SH   SOLE   43 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 327 11,610 SH   SOLE   11,610 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 6 137 SH   SOLE   137 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 1 12 SH   SOLE   12 0 0
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LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 3,893 14,289 SH   SOLE   14,289 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 997 9,291 SH   SOLE   9,291 0 0
LIMESTONE BANCORP INC COM USD COMMON 53262L105 68 4,373 SH   SOLE   4,373 0 0
LITHIUM AMERICAS CORP COM NPV COMMON 53680Q207 1,444 304,503 SH   SOLE   304,503 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 1 2 SH   SOLE   2 0 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 200 4,482 SH   SOLE   4,482 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 407 15,410 SH   SOLE   15,410 0 0
LOWE'S COMPANIES INC COM USD.5 COMMON 548661107 26,774 233,897 SH   OTR   184,246 49,651 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 768 4,728 SH   SOLE   4,728 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 1,046 34,750 SH   SOLE   34,750 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 299 92,719 SH   SOLE   92,719 0 0
LUTHER BURBANK CORP COM COMMON 550550107 236 21,671 SH   SOLE   21,671 0 0
LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 24 1,038 SH   SOLE   1,038 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 43,449 424,774 SH   OTR   375,037 49,737 0
MACATAWA BANK CORP COM NPV COMMON 554225102 183 15,813 SH   SOLE   15,813 0 0
MACY'S INC COM NPV COMMON 55616P104 7,514 217,037 SH   SOLE   217,037 0 0
MAGELLAN HEALTH INC COM NEW COMMON 559079207 239 3,341 SH   SOLE   3,341 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 16,324 313,568 SH   SOLE   313,568 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 294 5,401 SH   SOLE   5,401 0 0
MALLINCKRODT PLC ORD USD.2 COMMON G5785G107 3,135 106,954 SH   SOLE   106,954 0 0
MAM SOFTWARE GROUP INC COM USD.0001 COMMON 55277Q201 28 3,755 SH   SOLE   3,755 0 0
MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 367 12,604 SH   SOLE   12,604 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 1,008 11,736 SH   SOLE   11,736 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 25,407 1,435,072 SH   SOLE   1,435,072 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 161,444 2,025,660 SH   OTR   1,609,695 415,965 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 1,272 36,950 SH   SOLE   36,950 0 0
MARCUS CORP COM USD1 COMMON 566330106 1,113 26,686 SH   SOLE   26,686 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 265 11,572 SH   SOLE   11,572 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 50,908 386,678 SH   OTR   319,436 67,242 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 3,974 188,862 SH   SOLE   188,862 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 258 13,444 SH   SOLE   13,444 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 133 13,912 SH   SOLE   13,912 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 606 2,722 SH   SOLE   2,722 0 0
MATCH GROUP INC COM USD.001 COMMON 57665R106 363 6,327 SH   SOLE   6,327 0 0
MATERION CORP COM USD1 COMMON 576690101 1,504 25,036 SH   SOLE   25,036 0 0
MBT FINANCIAL CORP COM NPV COMMON 578877102 164 14,501 SH   SOLE   14,501 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 40 242 SH   SOLE   242 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 15,994 121,001 SH   OTR   95,803 25,198 0
MEDIFAST INC COM USD.001 COMMON 58470H101 18,091 81,843 SH   SOLE   81,843 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 60 1,014 SH   SOLE   1,014 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 225 10,651 SH   SOLE   10,651 0 0
MELLANOX TECHNOLOGIES LTD ORD USD.01 COMMON M51363113 3,464 47,185 SH   SOLE   47,185 0 0
MERCK & CO COM NPV COMMON 58933Y105 2,390 33,695 SH   SOLE   33,695 0 0
MERITOR INC COM USD1 COMMON 59001K100 63 3,269 SH   SOLE   3,269 0 0
METHANEX CORP COM NPV COMMON 59151K108 46,762 598,478 SH   SOLE   598,478 0 0
METLIFE INC COM COMMON 59156R108 114,696 2,463,267 SH   OTR   1,941,780 521,487 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 7 11 SH   SOLE   11 0 0
MGP INGREDIENTS INC COM NPV COMMON 55303J106 497 6,347 SH   SOLE   6,347 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 16,643 368,409 SH   SOLE   368,409 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 262 6,822 SH   SOLE   6,822 0 0
MIND CTI LTD ORD NIS.01 COMMON M70240102 41 17,683 SH   SOLE   17,683 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 744 120,119 SH   SOLE   120,119 0 0
MIX TELEMATICS LTD ADR COMMON 60688N102 270 18,691 SH   SOLE   18,691 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 514 146,766 SH   SOLE   146,766 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1,108 13,860 SH   SOLE   13,860 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 5,957 698,315 SH   SOLE   698,315 0 0
MOELIS & CO CL A COM USD.01 COMMON 60786M105 815 14,893 SH   SOLE   14,893 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 241 1,623 SH   SOLE   1,623 0 0
MONARCH CASINO & RESORT INC COM USD.01 COMMON 609027107 167 3,700 SH   SOLE   3,700 0 0
MONOTYPE IMAGING HOLDINGS COM USD.01 COMMON 61022P100 380 18,965 SH   SOLE   18,965 0 0
MOOG INC -CL A CL A COM USD1 COMMON 615394202 86 1,008 SH   SOLE   1,008 0 0
MORNINGSTAR INC COM COMMON 617700109 428 3,412 SH   SOLE   3,412 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 7 51 SH   SOLE   51 0 0
MSB FINANCIAL CORP COM USD.01 COMMON 55352L101 14 694 SH   SOLE   694 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 8 46 SH   SOLE   46 0 0
MYERS INDUSTRIES INC COM NPV COMMON 628464109 448 19,440 SH   SOLE   19,440 0 0
MYRIAD GENETICS INC COM USD.01 COMMON 62855J104 147 3,216 SH   SOLE   3,216 0 0
NANOMETRICS INC COM NPV COMMON 630077105 128 3,409 SH   SOLE   3,409 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 384 25,693 SH   SOLE   25,693 0 0
NASDAQ INC COM USD.01 COMMON 631103108 19 224 SH   SOLE   224 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 138 1,686 SH   SOLE   1,686 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 547 20,564 SH   SOLE   20,564 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 512 6,795 SH   SOLE   6,795 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 1,111 8,633 SH   SOLE   8,633 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 1 24 SH   SOLE   24 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 106 10,800 SH   SOLE   10,800 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 627 37,093 SH   SOLE   37,093 0 0
NAUTILUS INC COM NPV COMMON 63910B102 168 12,037 SH   SOLE   12,037 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 1 57 SH   SOLE   57 0 0
NCR CORP COM USD5 COMMON 62886E108 3 96 SH   SOLE   96 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 589 10,295 SH   SOLE   10,295 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 88 1,242 SH   SOLE   1,242 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 230 15,142 SH   SOLE   15,142 0 0
NEPTUNE WELLNESS SOLUTION IN COM COMMON 64079L105 2,872 751,128 SH   SOLE   751,128 0 0
NETAPP INC COM NPV COMMON 64110D104 697 8,114 SH   SOLE   8,114 0 0
NETGEAR INC COM USD.001 COMMON 64111Q104 297 4,757 SH   SOLE   4,757 0 0
NEW YORK & CO INC COM USD.01 COMMON 649295102 546 141,427 SH   SOLE   141,427 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 213 9,249 SH   SOLE   9,249 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 2 54 SH   SOLE   54 0 0
NEXTGEN HEALTHCARE INC COM USD.01 COMMON 65343C102 837 42,025 SH   SOLE   42,025 0 0
NICE LTD SPON ADR COMMON 653656108 340 2,969 SH   SOLE   2,969 0 0
NIKE INC CL B COM NPV COMMON 654106103 526 6,204 SH   SOLE   6,204 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 63 10,495 SH   SOLE   10,495 0 0
NOKIA CORP SPON ADR COMMON 654902204 170 30,442 SH   SOLE   30,442 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 1,842 385,303 SH   SOLE   385,303 0 0
NOODLES & CO CL A COM USD0.01 COMMON 65540B105 71 5,850 SH   SOLE   5,850 0 0
NORBORD INC COM NPV COMMON 65548P403 23,295 710,365 SH   SOLE   710,365 0 0
NORTHEAST BANCORP/ME COM NPV COMMON 663904209 31 1,427 SH   SOLE   1,427 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 223 6,439 SH   SOLE   6,439 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 171 4,365 SH   SOLE   4,365 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 33 387 SH   SOLE   387 0 0
NOVO NORDISK A/S ADR COMMON 670100205 667 14,142 SH   SOLE   14,142 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 707 8,222 SH   SOLE   8,222 0 0
NVE CORP COM USD.01 COMMON 629445206 161 1,534 SH   SOLE   1,534 0 0
NVR INC COM USD.01 COMMON 62944T105 1,390 563 SH   SOLE   563 0 0
OAK VALLEY BANCORP COM COMMON 671807105 30 1,537 SH   SOLE   1,537 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,621 10,063 SH   SOLE   10,063 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 2 93 SH   SOLE   93 0 0
OLIN CORP COM USD1 COMMON 680665205 1 31 SH   SOLE   31 0 0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 89 928 SH   SOLE   928 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 41 1,946 SH   SOLE   1,946 0 0
OMEGA FLEX INC COM USD.01 COMMON 682095104 288 4,083 SH   SOLE   4,083 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 2 75 SH   SOLE   75 0 0
OMNICELL INC COM NPV COMMON 68213N109 3 36 SH   SOLE   36 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 7,268 106,849 SH   SOLE   106,849 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 2,998 162,814 SH   SOLE   162,814 0 0
ONESPAN INC COM USD.001 COMMON 68287N100 210 11,127 SH   SOLE   11,127 0 0
OP BANCORP COM COMMON 67109R109 69 5,922 SH   SOLE   5,922 0 0
OPHTHOTECH CORP COM USD0.001 COMMON 683745103 36 15,057 SH   SOLE   15,057 0 0
OPIANT PHARMACEUTICALS INC COM COMMON 683750103 60 3,343 SH   SOLE   3,343 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 262 8,301 SH   SOLE   8,301 0 0
ORION ENGINEERED CARBONS SA ORD COMMON L72967109 51 1,594 SH   SOLE   1,594 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 5,025 62,011 SH   SOLE   62,011 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 134 5,646 SH   SOLE   5,646 0 0
ORTHOFIX MEDICAL INC COM USD.1 COMMON 68752M108 447 7,805 SH   SOLE   7,805 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 51 719 SH   SOLE   719 0 0
OTELCO INC CL A COM USD.01 COMMON 688823301 77 4,423 SH   SOLE   4,423 0 0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 COMMON 69036R863 144 45,558 SH   SOLE   45,558 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 64 3,862 SH   SOLE   3,862 0 0
OWENS-ILLINOIS INC COM USD.01 COMMON 690768403 1 35 SH   SOLE   35 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 1,324 14,796 SH   SOLE   14,796 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 842 12,979 SH   SOLE   12,979 0 0
PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 0 2 SH   SOLE   2 0 0
PAR PACIFIC HOLDINGS INC COM USD.001 COMMON 69888T207 243 11,929 SH   SOLE   11,929 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 244 10,965 SH   SOLE   10,965 0 0
PARK ELECTROCHEMICAL CORP COM USD.1 COMMON 700416209 828 42,806 SH   SOLE   42,806 0 0
PARKE BANCORP INC COM COMMON 700885106 0 8 SH   SOLE   8 0 0
PATTERSON COMPANIES INC COM USD.01 COMMON 703395103 552 22,588 SH   SOLE   22,588 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 6 68 SH   SOLE   68 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 297 5,978 SH   SOLE   5,978 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 15 373 SH   SOLE   373 0 0
PCM INC COM USD.001 COMMON 69323K100 217 11,100 SH   SOLE   11,100 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 21 4,471 SH   SOLE   4,471 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 344 9,665 SH   SOLE   9,665 0 0
PEARSON PLC SPON ADR COMMON 705015105 271 23,549 SH   SOLE   23,549 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 2,031 62,181 SH   SOLE   62,181 0 0
PENNSYLVANIA RE INVS TRUST COM USD1 COMMON 709102107 2 249 SH   SOLE   249 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932B101 580 27,957 SH   SOLE   27,957 0 0
PERCEPTRON INC COM USD.01 COMMON 71361F100 88 9,012 SH   SOLE   9,012 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 1,452 54,917 SH   SOLE   54,917 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 607 7,458 SH   SOLE   7,458 0 0
PFIZER INC COM USD.1 COMMON 717081103 1,987 45,199 SH   SOLE   45,199 0 0
PGT INNOVATIONS INC COM USD COMMON 69336V101 1,221 56,920 SH   SOLE   56,920 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 55,695 495,705 SH   OTR   395,606 100,099 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 4 214 SH   SOLE   214 0 0
PIMCO ETF TR ENHAN SHRT MA AC COMMON 72201R833 2 21 SH   SOLE   21 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 157 2,634 SH   SOLE   2,634 0 0
PLEXUS CORP COM USD.01 COMMON 729132100 21 353 SH   SOLE   353 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 131 959 SH   SOLE   959 0 0
POLARIS INDUSTRIES INC COM NPV COMMON 731068102 3 31 SH   SOLE   31 0 0
POLYONE CORP COM USD.1 COMMON 73179P106 276 6,365 SH   SOLE   6,365 0 0
POSCO SPON ADR COMMON 693483109 2,343 35,505 SH   SOLE   35,505 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 5 130 SH   SOLE   130 0 0
PRA GROUP INC COM USD.001 COMMON 69354N106 102 2,827 SH   SOLE   2,827 0 0
PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 331 3,031 SH   SOLE   3,031 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 397 5,659 SH   SOLE   5,659 0 0
PREMIER FINANCIAL BANCORP COM NPV COMMON 74050M105 104 5,630 SH   SOLE   5,630 0 0
PREMIER INC CL A COM USD0.01 COMMON 74051N102 314 6,883 SH   SOLE   6,883 0 0
PRGX GLOBAL INC COM USD.01 COMMON 69357C503 211 24,290 SH   SOLE   24,290 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 198 1,812 SH   SOLE   1,812 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 137 1,139 SH   SOLE   1,139 0 0
PRIMORIS SERVICES CORP COM USD.0001 COMMON 74164F103 294 11,838 SH   SOLE   11,838 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 121 2,068 SH   SOLE   2,068 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 94,988 1,145,418 SH   OTR   897,360 248,058 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 376 118,069 SH   SOLE   118,069 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 2,327 66,448 SH   SOLE   66,448 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 1,555 21,885 SH   SOLE   21,885 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 8 111 SH   SOLE   111 0 0
PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 97 4,219 SH   SOLE   4,219 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 1,074 16,094 SH   SOLE   16,094 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 4,718 46,564 SH   SOLE   46,564 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 2 17 SH   SOLE   17 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 21 1,137 SH   SOLE   1,137 0 0
PTC INC COM USD.01 COMMON 69370C100 1,044 9,886 SH   SOLE   9,886 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 50,474 2,044,009 SH   OTR   1,642,843 401,166 0
PVH CORP COM USD1 COMMON 693656100 4 26 SH   SOLE   26 0 0
PYXUS INTERNATIONAL INC COM USD10 COMMON 74737V106 286 12,419 SH   SOLE   12,419 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 99 10,425 SH   SOLE   10,425 0 0
QAD INC CL A COM NPV COMMON 74727D306 1,187 21,138 SH   SOLE   21,138 0 0
QUAD/GRAPHICS INC CL A COM USD.025 COMMON 747301109 366 17,708 SH   SOLE   17,708 0 0
QUAKER CHEMICAL CORP COM USD1 COMMON 747316107 104 521 SH   SOLE   521 0 0
QUALYS INC COM USD0.001 COMMON 74758T303 372 4,220 SH   SOLE   4,220 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 7 63 SH   SOLE   63 0 0
QUINSTREET INC COM USD.001 COMMON 74874Q100 985 73,120 SH   SOLE   73,120 0 0
QURATE RETAIL INC INT COM SER A COMMON 74915M100 1,296 58,438 SH   SOLE   58,438 0 0
R F INDUSTRIES LTD COM USD.01 COMMON 749552105 437 61,587 SH   SOLE   61,587 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 135 989 SH   SOLE   989 0 0
RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01 COMMON 751452202 6 427 SH   SOLE   427 0 0
RAYMOND JAMES FINANCIAL CORP COM USD.01 COMMON 754730109 606 6,578 SH   SOLE   6,578 0 0
RAYONIER ADVANCED MATERIALS COM USD.01 COMMON 75508B104 138 7,511 SH   SOLE   7,511 0 0
RBC BEARINGS INC COM USD.01 COMMON 75524B104 220 1,475 SH   SOLE   1,475 0 0
RCM TECHNOLOGIES INC COM USD.05 COMMON 749360400 32 7,466 SH   SOLE   7,466 0 0
REALOGY HOLDINGS CORP CL A COM USD.01 COMMON 75605Y106 1 65 SH   SOLE   65 0 0
RED HAT INC COM USD.0001 COMMON 756577102 351 2,577 SH   SOLE   2,577 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 3 31 SH   SOLE   31 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 107,994 5,904,186 SH   OTR   4,785,370 1,118,816 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 888 6,151 SH   SOLE   6,151 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 2,497 87,470 SH   SOLE   87,470 0 0
RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 1,898 148,081 SH   SOLE   148,081 0 0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 4 320 SH   SOLE   320 0 0
REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 399 5,280 SH   SOLE   5,280 0 0
RICHARDSON ELECTRONICS LTD COM USD.05 COMMON 763165107 56 6,407 SH   SOLE   6,407 0 0
RIO TINTO GROUP (GBR) SPON ADR COMMON 767204100 11,122 217,996 SH   SOLE   217,996 0 0
RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 1,424 39,860 SH   SOLE   39,860 0 0
RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 192 21,694 SH   SOLE   21,694 0 0
RLI CORP COM USD1 COMMON 749607107 342 4,393 SH   SOLE   4,393 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 5,719 61,897 SH   SOLE   61,897 0 0
ROBERT HALF INTL INC COM USD1 COMMON 770323103 3,189 45,663 SH   SOLE   45,663 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 2,276 12,139 SH   SOLE   12,139 0 0
ROCKY BRANDS INC COM NPV COMMON 774515100 441 15,599 SH   SOLE   15,599 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 9,438 185,437 SH   SOLE   185,437 0 0
ROLLINS INC COM USD1 COMMON 775711104 141 2,330 SH   SOLE   2,330 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 20,080 253,056 SH   SOLE   253,056 0 0
ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 252 3,691 SH   SOLE   3,691 0 0
RUSH ENTERPRISES INC CL A COM USD.01 COMMON 781846209 965 24,737 SH   SOLE   24,737 0 0
RUTHS HOSPITALITY GROUP INC COM USD.01 COMMON 783332109 177 5,678 SH   SOLE   5,678 0 0
RYERSON HOLDING CORP COM USD.01 COMMON 783754104 237 20,986 SH   SOLE   20,986 0 0
RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 4 41 SH   SOLE   41 0 0
S&P GLOBAL INC COM USD1 COMMON 78409V104 6 30 SH   SOLE   30 0 0
SALEM MEDIA GROUP INC CL A COM USD.01 COMMON 794093104 122 35,840 SH   SOLE   35,840 0 0
SANDERSON FARMS INC COM USD1 COMMON 800013104 1,352 13,129 SH   SOLE   13,129 0 0
SANMINA CORP COM USD.01 COMMON 801056102 34 1,223 SH   SOLE   1,223 0 0
SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 3 138 SH   SOLE   138 0 0
SB FINANCIAL GROUP INC COM USD2.5 COMMON 78408D105 130 6,409 SH   SOLE   6,409 0 0
SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 5 34 SH   SOLE   34 0 0
SCANSOURCE INC COM NPV COMMON 806037107 116 2,899 SH   SOLE   2,899 0 0
SCHNITZER STEEL INDS -CL A CL A COM USD.01 COMMON 806882106 414 15,305 SH   SOLE   15,305 0 0
SCIENCE APPLICATIONS INTL CP COM USD.0001 COMMON 808625107 92 1,137 SH   SOLE   1,137 0 0
SEACOAST BANKING CORP/FL COM USD.1 COMMON 811707801 150 5,197 SH   SOLE   5,197 0 0
SEACOR HOLDINGS INC COM USD.01 COMMON 811904101 183 3,733 SH   SOLE   3,733 0 0
SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 93,128 1,972,825 SH   OTR   1,665,335 307,490 0
SEALED AIR CORP COM USD.01 COMMON 81211K100 60,157 1,503,489 SH   OTR   1,174,731 328,758 0
SEI INVESTMENTS CO COM USD.01 COMMON 784117103 324 5,334 SH   SOLE   5,334 0 0
SELECT SECTOR SPDR TR SBI INT-FINL COMMON 81369Y605 3 121 SH   SOLE   121 0 0
SHOE CARNIVAL INC COM USD.1 COMMON 824889109 414 10,745 SH   SOLE   10,745 0 0
SHUTTERFLY INC COM USD.0001 COMMON 82568P304 150 2,300 SH   SOLE   2,300 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 181 13,101 SH   SOLE   13,101 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 5 28 SH   SOLE   28 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 362 18,037 SH   SOLE   18,037 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 4,126 68,373 SH   SOLE   68,373 0 0
SIRIUS XM HOLDINGS INC COM USD.001 COMMON 82968B103 2 291 SH   SOLE   291 0 0
SK TELECOM CO LTD SPON ADR COMMON 78440P108 7,301 261,885 SH   SOLE   261,885 0 0
SKYLINE CHAMPION CORP COM USD.0277 COMMON 830830105 258 9,039 SH   SOLE   9,039 0 0
SMART GLOBAL HOLDINGS INC Ordinary Shares COMMON G8232Y101 252 8,770 SH   SOLE   8,770 0 0
SOC QUIMICA Y MINERA DE CHI SPON ADR SER B COMMON 833635105 433 9,470 SH   SOLE   9,470 0 0
SONY CORP ADR COMMON 835699307 667 10,990 SH   SOLE   10,990 0 0
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SP PLUS CORP CL A USD.001 COMMON 78469C103 7,176 196,794 SH   SOLE   196,794 0 0
SPARTANNASH CO COM NPV COMMON 847215100 70 3,486 SH   SOLE   3,486 0 0
SPEEDWAY MOTORSPORTS INC COM USD.01 COMMON 847788106 50 2,790 SH   SOLE   2,790 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 32,905 360,297 SH   OTR   284,166 76,131 0
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SPX FLOW INC COM USD.01 COMMON 78469X107 369 7,158 SH   SOLE   7,158 0 0
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SSR MINING INC COM NPV COMMON 784730103 2,136 248,270 SH   SOLE   248,270 0 0
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STARBUCKS CORP COM NPV COMMON 855244109 1,495 26,297 SH   OTR   22,520 3,777 0
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STERIS PLC COM NPV COMMON G84720104 1,400 12,247 SH   SOLE   12,247 0 0
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SVB FINANCIAL GROUP COM NPV COMMON 78486Q101 351 1,136 SH   SOLE   1,136 0 0
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TARGET CORP COM USD1 COMMON 87612E106 74,354 845,140 SH   OTR   703,779 141,361 0
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