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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM CL A COM USD.01 COMMON 68243Q106 2,771 226,564 SH   SOLE   226,564 0 0
3PEA INTERNATIONAL INC COM COMMON 88579C109 186 52,819 SH   SOLE   52,819 0 0
AARON'S INC COM USD.5 COMMON 002535300 396 9,418 SH   SOLE   9,418 0 0
ABB LTD SPONSORED ADR COMMON 000375204 8 405 SH   SOLE   405 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 13 178 SH   SOLE   178 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 20,510 222,345 SH   OTR   194,163 28,182 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 703 35,064 SH   SOLE   35,064 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 0 3 SH   SOLE   3 0 0
ACCO BRANDS CORP COM COMMON 00081T108 88 13,028 SH   SOLE   13,028 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 74 2,687 SH   SOLE   2,687 0 0
ACNB CORP COM USD2.5 COMMON 000868109 87 2,254 SH   SOLE   2,254 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 1 11 SH   SOLE   11 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 167 4,312 SH   SOLE   4,312 0 0
ADOBE INC COM NPV COMMON 00724F101 3,683 16,278 SH   SOLE   16,278 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 83 7,872 SH   SOLE   7,872 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 3 73 SH   SOLE   73 0 0
ADVANSIX INC COM NPV COMMON 00773T101 67 2,739 SH   SOLE   2,739 0 0
AEGON NV NY SHR ADR COMMON 007924103 2,863 615,603 SH   SOLE   615,603 0 0
AES CORP COM USD.01 COMMON 00130H105 443 30,583 SH   SOLE   30,583 0 0
AETERNA ZENTARIS INC COM NPV SVTG COMMON 007975402 66 22,531 SH   SOLE   22,531 0 0
AFLAC INC COM USD.1 COMMON 001055102 8,477 186,048 SH   SOLE   186,048 0 0
AGCO CORP COM USD.01 COMMON 001084102 1 22 SH   SOLE   22 0 0
AGILYSYS INC COM NPV COMMON 00847J105 89 6,173 SH   SOLE   6,173 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 75 7,581 SH   SOLE   7,581 0 0
ALAMO GROUP INC COM USD.1 COMMON 011311107 166 2,146 SH   SOLE   2,146 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 8 133 SH   SOLE   133 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 29 19,806 SH   SOLE   19,806 0 0
ALICO INC COM USD1 COMMON 016230104 64 2,178 SH   SOLE   2,178 0 0
ALLIED MOTION TECHNOLOGIES COM NPV COMMON 019330109 558 12,474 SH   SOLE   12,474 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 216 4,918 SH   SOLE   4,918 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 355 4,291 SH   SOLE   4,291 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 60,196 2,654,493 SH   OTR   2,118,214 536,279 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 790 35,110 SH   SOLE   35,110 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 5,494 111,230 SH   OTR   99,560 11,670 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 0 8 SH   SOLE   8 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 1,188 10,133 SH   SOLE   10,133 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 20,156 627,724 SH   OTR   380,054 247,670 0
AMERICAN AXLE & MFG HOLDINGS COM USD.01 COMMON 024061103 45 4,062 SH   SOLE   4,062 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 369 9,369 SH   SOLE   9,369 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 124 975 SH   SOLE   975 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 785 10,824 SH   SOLE   10,824 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 128,485 1,230,333 SH   OTR   993,356 236,977 0
AMERISERV FINANCIAL INC/PA COM NPV COMMON 03074A102 66 16,354 SH   SOLE   16,354 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 635 32,820 SH   SOLE   32,820 0 0
AMETEK INC COM USD1 COMMON 031100100 632 9,336 SH   SOLE   9,336 0 0
AMGEN INC COM NPV COMMON 031162100 111,284 571,355 SH   OTR   463,131 108,224 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 516 78,554 SH   SOLE   78,554 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 561 9,879 SH   SOLE   9,879 0 0
ANADARKO PETROLEUM CORP COM USD.1 COMMON 032511107 28,806 657,065 SH   OTR   407,048 250,017 0
ANSYS INC COM USD.01 COMMON 03662Q105 319 2,234 SH   SOLE   2,234 0 0
ANTHEM INC COM USD.01 COMMON 036752103 3,956 15,057 SH   SOLE   15,057 0 0
AON PLC CL A ORD COMMON G0408V102 8,830 60,741 SH   OTR   47,959 12,782 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R101 4 84 SH   SOLE   84 0 0
APERGY CORP COM COMMON 03755L104 3 116 SH   SOLE   116 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1,459 24,612 SH   SOLE   24,612 0 0
APPLE INC COM NPV COMMON 037833100 833 5,275 SH   SOLE   5,275 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 670 20,466 SH   SOLE   20,466 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 195 95,287 SH   SOLE   95,287 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 8,541 249,301 SH   SOLE   249,301 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 766 37,059 SH   SOLE   37,059 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 359 4,326 SH   SOLE   4,326 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 8 186 SH   SOLE   186 0 0
ARMSTRONG FLOORING INC COM USD.01 COMMON 04238R106 199 16,814 SH   SOLE   16,814 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 67 1,153 SH   SOLE   1,153 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 3 242 SH   SOLE   242 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 4 50 SH   SOLE   50 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 60 2,702 SH   SOLE   2,702 0 0
ASGN INC COM USD.01 COMMON 00191U102 2,934 53,802 SH   SOLE   53,802 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 141 908 SH   SOLE   908 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 1,887 22,936 SH   SOLE   22,936 0 0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 31 885 SH   SOLE   885 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 1 30 SH   SOLE   30 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 289 15,403 SH   SOLE   15,403 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 298 15,006 SH   SOLE   15,006 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 374 94,930 SH   SOLE   94,930 0 0
AUBURN NATIONAL BANCORP COM USD.01 COMMON 050473107 59 1,855 SH   SOLE   1,855 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 161 16,325 SH   SOLE   16,325 0 0
AUTOHOME INC -ADR ADR COMMON 05278C107 121 1,553 SH   SOLE   1,553 0 0
AUTOLIV INC COM USD1 COMMON 052800109 3 43 SH   SOLE   43 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 8 62 SH   SOLE   62 0 0
AUTOZONE INC COM NPV COMMON 053332102 579 690 SH   SOLE   690 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 7 81 SH   SOLE   81 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 36 1,585 SH   SOLE   1,585 0 0
AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 5 195 SH   SOLE   195 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 430 9,823 SH   SOLE   9,823 0 0
B&G FOODS INC CL A COM.01 COMMON 05508R106 15 514 SH   SOLE   514 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 813 10,369 SH   SOLE   10,369 0 0
BALL CORP COM NPV COMMON 058498106 390 8,474 SH   SOLE   8,474 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 495 44,513 SH   SOLE   44,513 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 2,490 404,179 SH   SOLE   404,179 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 8,956 363,447 SH   OTR   249,800 113,647 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 56 5,112 SH   SOLE   5,112 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 1,368 27,406 SH   SOLE   27,406 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 609 19,390 SH   SOLE   19,390 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 52 3,501 SH   SOLE   3,501 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 4,492 332,294 SH   SOLE   332,294 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 16,022 865,204 SH   SOLE   865,204 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 138 7,462 SH   SOLE   7,462 0 0
BB&T CORP COM USD5 COMMON 054937107 6,186 142,794 SH   OTR   111,073 31,721 0
BEIGENE LTD ADR COMMON 07725L102 6 46 SH   SOLE   46 0 0
BELDEN INC COM USD.01 COMMON 077454106 55 1,318 SH   SOLE   1,318 0 0
BERRY GLOBAL GROUP INC COM USD.001 COMMON 08579W103 8 178 SH   SOLE   178 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 67,118 1,266,685 SH   OTR   1,063,380 203,305 0
BG STAFFING INC COM COMMON 05544A109 398 19,503 SH   SOLE   19,503 0 0
BHP BILLITON GROUP (GBR) ADR COMMON 05545E209 42 1,008 SH   SOLE   1,008 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 17 570 SH   SOLE   570 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 538 3,714 SH   SOLE   3,714 0 0
BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 8,099 159,989 SH   SOLE   159,989 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 4 11 SH   SOLE   11 0 0
BLOCK H & R INC COM NPV COMMON 093671105 11 450 SH   SOLE   450 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 137 7,677 SH   SOLE   7,677 0 0
BLUCORA INC COM USD.0001 COMMON 095229100 3,034 113,841 SH   SOLE   113,841 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 127 6,985 SH   SOLE   6,985 0 0
BLUEBIRD BIO INC COM USD0.01 COMMON 09609G100 6 61 SH   SOLE   61 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 417 16,876 SH   SOLE   16,876 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 228 14,750 SH   SOLE   14,750 0 0
BOEING CO COM USD5 COMMON 097023105 8,906 27,613 SH   SOLE   27,613 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 2,599 108,924 SH   SOLE   108,924 0 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 57 3,323 SH   SOLE   3,323 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 11,555 47,926 SH   SOLE   47,926 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 1,801 37,458 SH   SOLE   37,458 0 0
BP PLC ADR COMMON 055622104 19 495 SH   SOLE   495 0 0
BRADY CORP CL A COM USD.01 COMMON 104674106 878 20,187 SH   SOLE   20,187 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 5,643 128,246 SH   SOLE   128,246 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 3 228 SH   SOLE   228 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 3,259 33,854 SH   SOLE   33,854 0 0
BRP INC SUB VTG NPV COMMON 05577W200 16,000 617,316 SH   SOLE   617,316 0 0
BT GROUP PLC ADR COMMON 05577E101 2,671 175,747 SH   SOLE   175,747 0 0
BUCKLE INC COM USD.05 COMMON 118440106 131 6,767 SH   SOLE   6,767 0 0
BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 45 11,342 SH   SOLE   11,342 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 593 3,641 SH   SOLE   3,641 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 3 38 SH   SOLE   38 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 235 4,409 SH   SOLE   4,409 0 0
CABOT MICROELECTRONICS CORP COM USD.001 COMMON 12709P103 1,174 12,293 SH   SOLE   12,293 0 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 314 2,176 SH   SOLE   2,176 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 3,414 78,528 SH   SOLE   78,528 0 0
CAE INC COM NPV COMMON 124765108 11,827 642,706 SH   SOLE   642,706 0 0
CAE INC COM NPV COMMON 124765108 3 158 SH   SOLE   158 0 0
CALEDONIA MINING CORP PLC COM NPV COMMON G1757E113 11 2,065 SH   SOLE   2,065 0 0
CALERES INC COM USD3.75 COMMON 129500104 291 10,447 SH   SOLE   10,447 0 0
CAL-MAINE FOODS INC COM USD.01 COMMON 128030202 103 2,444 SH   SOLE   2,444 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 1 35 SH   SOLE   35 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 2,645 35,466 SH   SOLE   35,466 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 2,886 38,917 SH   SOLE   38,917 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 2,285 94,573 SH   SOLE   94,573 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 6,000 33,769 SH   SOLE   33,769 0 0
CANNAE HOLDINGS INC COM COMMON 13765N107 342 19,957 SH   SOLE   19,957 0 0
CANON INC ADR COMMON 138006309 1,913 69,298 SH   SOLE   69,298 0 0
CANTERBURY PARK HOLDING CORP COM USD.01 COMMON 13811E101 27 1,962 SH   SOLE   1,962 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 1,451 19,199 SH   SOLE   19,199 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 9,390 210,431 SH   OTR   173,670 36,761 0
CARTER'S INC COM USD.01 COMMON 146229109 28 338 SH   SOLE   338 0 0
CASELLA WASTE SYS INC -CL A CL A COM USD.01 COMMON 147448104 613 21,496 SH   SOLE   21,496 0 0
CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 226 4,258 SH   SOLE   4,258 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 601 42,038 SH   SOLE   42,038 0 0
CBIZ INC COM COMMON 124805102 184 9,316 SH   SOLE   9,316 0 0
CBL & ASSOCIATES PPTYS INC COM USD.01 COMMON 124830100 1 328 SH   SOLE   328 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 33,370 696,505 SH   OTR   556,590 139,915 0
CDW CORP COM USD.01 COMMON 12514G108 4,424 54,588 SH   SOLE   54,588 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 1 217 SH   SOLE   217 0 0
CELANESE CORP COM USD.01 COMMON 150870103 34,909 387,758 SH   OTR   286,165 101,593 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 1,272 144,973 SH   SOLE   144,973 0 0
CELGENE CORP COM USD1 COMMON 151020104 12 193 SH   SOLE   193 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 1,014 8,791 SH   SOLE   8,791 0 0
CENTURY CASINOS INC COM USD.01 COMMON 156492100 60 8,100 SH   SOLE   8,100 0 0
CERECOR INC COM USD.001 COMMON 15671L109 118 36,654 SH   SOLE   36,654 0 0
CGI GROUP INC -CL A CL A COM NPV SVTG COMMON 39945C109 23,097 377,150 SH   SOLE   377,150 0 0
CGI GROUP INC -CL A CL A COM NPV SVTG COMMON 39945C109 242 3,952 SH   SOLE   3,952 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 14,754 51,733 SH   OTR   41,119 10,614 0
CHATHAM LODGING TRUST COM USD.01 SBI COMMON 16208T102 0 26 SH   SOLE   26 0 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 215 2,097 SH   SOLE   2,097 0 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 73 1,684 SH   SOLE   1,684 0 0
CHEMED CORP COM USD1 COMMON 16359R103 1,581 5,572 SH   SOLE   5,572 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 87 2,133 SH   SOLE   2,133 0 0
CHESAPEAKE LODGING TRUST COM USD.01 COMMON 165240102 1 40 SH   SOLE   40 0 0
CHILDRENS PLACE INC COM USD.1 COMMON 168905107 326 3,611 SH   SOLE   3,611 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 3,894 81,115 SH   SOLE   81,115 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 7,948 112,577 SH   SOLE   112,577 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 484 9,541 SH   SOLE   9,541 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 316 25,417 SH   SOLE   25,417 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 1,041 15,824 SH   SOLE   15,824 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 263 1,076 SH   SOLE   1,076 0 0
CIENA CORP COM USD.01 COMMON 171779309 1,531 45,074 SH   SOLE   45,074 0 0
CIMPRESS NV COM USD.001 COMMON N20146101 333 3,216 SH   SOLE   3,216 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 70 897 SH   SOLE   897 0 0
CINTAS CORP COM NPV COMMON 172908105 8 46 SH   SOLE   46 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 769 23,173 SH   SOLE   23,173 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 81,245 1,873,990 SH   OTR   1,512,360 361,630 0
CITIGROUP INC COM USD.01 COMMON 172967424 102,703 1,971,448 SH   OTR   1,554,516 416,932 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 121,125 1,181,490 SH   OTR   967,371 214,119 0
CITY OFFICE REIT INC COM USD.01 COMMON 178587101 1 78 SH   SOLE   78 0 0
CLARUS CORPORATION COM USD.0001 COMMON 18270P109 118 11,600 SH   SOLE   11,600 0 0
CLEAN HARBORS INC COM USD.01 COMMON 184496107 15 306 SH   SOLE   306 0 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 88 8,917 SH   SOLE   8,917 0 0
CLOROX CO/DE COM USD1 COMMON 189054109 4 29 SH   SOLE   29 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 272 1,445 SH   SOLE   1,445 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 463 10,487 SH   SOLE   10,487 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 376 25,258 SH   SOLE   25,258 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 635 4,167 SH   SOLE   4,167 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 157 3,415 SH   SOLE   3,415 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 10,340 187,246 SH   SOLE   187,246 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 171 3,103 SH   SOLE   3,103 0 0
COLUMBIA PROPERTY TRUST INC COM USD.01 COMMON 198287203 3 154 SH   SOLE   154 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 266 3,162 SH   SOLE   3,162 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 866 25,426 SH   SOLE   25,426 0 0
COMERICA INC COM USD5 COMMON 200340107 3,860 56,165 SH   SOLE   56,165 0 0
COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 884 20,218 SH   SOLE   20,218 0 0
COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 48 858 SH   SOLE   858 0 0
COMPANHIA SIDERURGICA NACION SPON ADR COMMON 20440W105 121 55,404 SH   SOLE   55,404 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 105 25,804 SH   SOLE   25,804 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 56,995 2,666,803 SH   OTR   2,059,168 607,635 0
CONMED CORP COM USD.01 COMMON 207410101 8,039 125,155 SH   SOLE   125,155 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 68,136 1,092,015 SH   OTR   917,016 174,999 0
CONSOL ENERGY INC COM COMMON 20854L108 694 21,871 SH   SOLE   21,871 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 222 46,441 SH   SOLE   46,441 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 3,092 121,360 SH   SOLE   121,360 0 0
CONTINENTAL RESOURCES INC COM USD.01 COMMON 212015101 106 2,645 SH   SOLE   2,645 0 0
CONTURA ENERGY INC COM COMMON 21241B100 240 3,652 SH   SOLE   3,652 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 2 21 SH   SOLE   21 0 0
COPART INC COM NPV COMMON 217204106 202 4,222 SH   SOLE   4,222 0 0
CORE MOLDING TECHNOLOGIES COM USD.01 COMMON 218683100 21 2,890 SH   SOLE   2,890 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 5 262 SH   SOLE   262 0 0
CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 2 68 SH   SOLE   68 0 0
CORNING INC COM USD5 COMMON 219350105 69,986 2,315,271 SH   OTR   1,727,483 587,788 0
COSAN LTD CL A COM USD.01 COMMON G25343107 113 12,880 SH   SOLE   12,880 0 0
COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 3 15 SH   SOLE   15 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795106 5 649 SH   SOLE   649 0 0
CPI AEROSTRUCTURES INC COM USD.001 COMMON 125919308 49 7,632 SH   SOLE   7,632 0 0
CRACKER BARREL OLD CTRY STOR COM USD.5 COMMON 22410J106 615 3,840 SH   SOLE   3,840 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 145 16,118 SH   SOLE   16,118 0 0
CREDIT SUISSE GROUP SPON ADR COMMON 225401108 8 763 SH   SOLE   763 0 0
CROCS INC COM USD.001 COMMON 227046109 1,152 44,285 SH   SOLE   44,285 0 0
CROSS COUNTRY HEALTHCARE INC COM USD.01 COMMON 227483104 42 5,789 SH   SOLE   5,789 0 0
CSP INC COM USD.01 COMMON 126389105 35 3,545 SH   SOLE   3,545 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 127 2,614 SH   SOLE   2,614 0 0
CSX CORP COM USD1 COMMON 126408103 9,633 154,957 SH   OTR   121,534 33,423 0
CTS CORP COM NPV COMMON 126501105 317 12,209 SH   SOLE   12,209 0 0
CUMMINS INC COM USD2.5 COMMON 231021106 595 4,451 SH   SOLE   4,451 0 0
CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 880 8,602 SH   SOLE   8,602 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 902 26,129 SH   SOLE   26,129 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 4,624 70,569 SH   SOLE   70,569 0 0
CYBEROPTICS CORP COM NPV COMMON 232517102 70 3,972 SH   SOLE   3,972 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 4 36 SH   SOLE   36 0 0
DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 130 6,757 SH   SOLE   6,757 0 0
DASAN ZHONE SOLUTIONS INC COM COMMON 23305L206 85 6,075 SH   SOLE   6,075 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 9,000 174,774 SH   OTR   136,426 38,348 0
DEAN FOODS CO COM USD.01 COMMON 242370203 0 87 SH   SOLE   87 0 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 14,512 113,333 SH   SOLE   113,333 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 35,021 701,451 SH   OTR   600,220 101,231 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 100 5,825 SH   SOLE   5,825 0 0
DELUXE CORP COM USD1 COMMON 248019101 365 9,488 SH   SOLE   9,488 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 445 27,385 SH   SOLE   27,385 0 0
DESTINATION XL GROUP INC COM USD.01 COMMON 25065K104 140 64,340 SH   SOLE   64,340 0 0
DHI GROUP INC COM USD.01 COMMON 23331S100 30 19,951 SH   SOLE   19,951 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 216 1,523 SH   SOLE   1,523 0 0
DIAMOND OFFSHRE DRILLING INC COM USD.01 COMMON 25271C102 77 8,146 SH   SOLE   8,146 0 0
DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 1 89 SH   SOLE   89 0 0
DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 298 9,544 SH   SOLE   9,544 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 473 7,851 SH   SOLE   7,851 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 8,224 139,397 SH   OTR   122,645 16,752 0
DISNEY (WALT) CO COM NPV COMMON 254687106 50,439 459,766 SH   OTR   375,089 84,677 0
DMC GLOBAL INC COM USD.05 COMMON 23291C103 205 5,824 SH   SOLE   5,824 0 0
DOLLAR TREE INC COM USD.01 COMMON 256746108 9 101 SH   SOLE   101 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 45 1,292 SH   SOLE   1,292 0 0
DONALDSON CO INC COM USD5 COMMON 257651109 267 6,158 SH   SOLE   6,158 0 0
DONEGAL GROUP INC CL A COMMON 257701201 177 12,989 SH   SOLE   12,989 0 0
DOVER CORP COM USD1 COMMON 260003108 25,917 365,004 SH   OTR   310,022 54,982 0
DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 34 914 SH   SOLE   914 0 0
DXC TECHNOLOGY COMPANY COM USD1 COMMON 23355L106 6,587 123,836 SH   SOLE   123,836 0 0
EAGLE PHARMACEUTICALS INC COM USD.001 COMMON 269796108 51 1,264 SH   SOLE   1,264 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 165 2,258 SH   SOLE   2,258 0 0
EBAY INC COM USD.001 COMMON 278642103 9,596 341,721 SH   OTR   285,094 56,627 0
ECOLAB INC COM USD1 COMMON 278865100 4 27 SH   SOLE   27 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 179 11,282 SH   SOLE   11,282 0 0
EDGEWELL PERSONAL CARE CO COM USD.01 COMMON 28035Q102 16 424 SH   SOLE   424 0 0
EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 152 17,814 SH   SOLE   17,814 0 0
EGAIN CORP COM USD.001 COMMON 28225C806 102 15,546 SH   SOLE   15,546 0 0
EL POLLO LOCO HOLDINGS INC COM USD0.01 COMMON 268603107 235 15,457 SH   SOLE   15,457 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 3,889 65,156 SH   SOLE   65,156 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 1,128 18,999 SH   SOLE   18,999 0 0
ENANTA PHARMACEUTICALS INC COM USD0.01 COMMON 29251M106 1,854 26,143 SH   SOLE   26,143 0 0
ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 675 10,930 SH   SOLE   10,930 0 0
ENDO INTERNATIONAL PLC COM USD.01 COMMON G30401106 650 88,921 SH   SOLE   88,921 0 0
ENERPLUS CORP COM NPV COMMON 292766102 2,586 331,965 SH   SOLE   331,965 0 0
ENERSYS COM USD.01 COMMON 29275Y102 344 4,434 SH   SOLE   4,434 0 0
ENI SPA SPON ADR COMMON 26874R108 455 14,431 SH   SOLE   14,431 0 0
ENNIS INC COM USD2.5 COMMON 293389102 372 19,306 SH   SOLE   19,306 0 0
ENTERPRISE FINL SERVICES CP COM USD.01 COMMON 293712105 500 13,262 SH   SOLE   13,262 0 0
ENVESTNET INC COM USD.01 COMMON 29404K106 93 1,896 SH   SOLE   1,896 0 0
EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 4 61 SH   SOLE   61 0 0
EQUINOR ASA SPONSORED ADR COMMON 29446M102 154 7,294 SH   SOLE   7,294 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 4 148 SH   SOLE   148 0 0
ESCALADE INC COM USD1 COMMON 296056104 52 4,513 SH   SOLE   4,513 0 0
ESCO TECHNOLOGIES INC COM NPV COMMON 296315104 300 4,545 SH   SOLE   4,545 0 0
ESSA BANCORP INC COM USD.01 COMMON 29667D104 70 4,477 SH   SOLE   4,477 0 0
ETSY INC COM USD.001 COMMON 29786A106 1,098 23,040 SH   SOLE   23,040 0 0
EVANS BANCORP INC COM USD.50 COMMON 29911Q208 10 318 SH   SOLE   318 0 0
EVERCORE INC CL A COM USD.01 COMMON 29977A105 527 7,357 SH   SOLE   7,357 0 0
EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 1 3 SH   SOLE   3 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 1,157 40,251 SH   SOLE   40,251 0 0
EVOLUTION PETROLEUM CORP COM USD.01 COMMON 30049A107 490 71,778 SH   SOLE   71,778 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 8 88 SH   SOLE   88 0 0
F5 NETWORKS INC COM NPV COMMON 315616102 1,627 10,035 SH   SOLE   10,035 0 0
FABRINET ORD USD.01 COMMON G3323L100 1,138 22,159 SH   SOLE   22,159 0 0
FAUQUIER BANKSHARES INC COM USD3.13 COMMON 312059108 5 262 SH   SOLE   262 0 0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV COMMON 30239F106 226 3,435 SH   SOLE   3,435 0 0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 445 7,369 SH   SOLE   7,369 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 208 7,839 SH   SOLE   7,839 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 274 13,766 SH   SOLE   13,766 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 548 37,927 SH   SOLE   37,927 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1,030 32,767 SH   SOLE   32,767 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 101,215 4,298,987 SH   OTR   3,392,986 906,001 0
FINJAN HOLDINGS INC COM COMMON 31788H303 112 44,762 SH   SOLE   44,762 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 2 56 SH   SOLE   56 0 0
FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 263 17,025 SH   SOLE   17,025 0 0
FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 502 8,688 SH   SOLE   8,688 0 0
FIRST NORTHWEST BANCRP COM COMMON 335834107 2 108 SH   SOLE   108 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 26 499 SH   SOLE   499 0 0
FIRST UNITED CORP COM NPV COMMON 33741H107 64 4,018 SH   SOLE   4,018 0 0
FIRSTCASH INC COM USD.01 COMMON 33767D105 5,234 72,311 SH   SOLE   72,311 0 0
FIRSTSERVICE CORP SUB VTG COMMON 33767E103 82 1,198 SH   SOLE   1,198 0 0
FIRSTSERVICE CORP SUB VTG COMMON 33767E103 7,111 103,489 SH   SOLE   103,489 0 0
FISERV INC COM USD.01 COMMON 337738108 4 49 SH   SOLE   49 0 0
FLIR SYSTEMS INC COM USD.01 COMMON 302445101 410 9,411 SH   SOLE   9,411 0 0
FLOWERS FOODS INC COM USD.625 COMMON 343498101 25 1,351 SH   SOLE   1,351 0 0
FLUOR CORP COM USD.625 COMMON 343412102 64 1,970 SH   SOLE   1,970 0 0
FLUSHING FINANCIAL CORP COM USD.01 COMMON 343873105 172 7,975 SH   SOLE   7,975 0 0
FOOT LOCKER INC COM USD3 COMMON 344849104 270 5,068 SH   SOLE   5,068 0 0
FORESTAR GROUP INC COM USD1 COMMON 346232101 100 7,204 SH   SOLE   7,204 0 0
FORTINET INC COM USD.001 COMMON 34959E109 3,035 43,068 SH   SOLE   43,068 0 0
FORTUNA SILVER MINES INC COM NPV COMMON 349915108 1,265 345,033 SH   SOLE   345,033 0 0
FORWARD AIR CORP COM USD.01 COMMON 349853101 42 774 SH   SOLE   774 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 51 6,145 SH   SOLE   6,145 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 21,771 733,778 SH   OTR   581,519 152,259 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 2,798 271,411 SH   SOLE   271,411 0 0
FRIEDMAN INDUSTRIES INC COM USD1 COMMON 358435105 138 19,507 SH   SOLE   19,507 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 2,409 36,111 SH   SOLE   36,111 0 0
FTS INTERNATIONAL INC COM COMMON 30283W104 1,171 164,750 SH   SOLE   164,750 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 5,294 333,626 SH   SOLE   333,626 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 301 48,840 SH   SOLE   48,840 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 31 1,844 SH   SOLE   1,844 0 0
GANNETT CO INC COM USD.01 COMMON 36473H104 6,493 761,095 SH   SOLE   761,095 0 0
GAP INC COM USD.05 COMMON 364760108 233 9,050 SH   SOLE   9,050 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 348 6,987 SH   SOLE   6,987 0 0
GENERAL FINANCE CORP/DE COM COMMON 369822101 265 26,171 SH   SOLE   26,171 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 20,133 516,681 SH   OTR   345,732 170,949 0
GENESCO INC COM USD1 COMMON 371532102 16 355 SH   SOLE   355 0 0
GENOMIC HEALTH INC COM USD.0001 COMMON 37244C101 1,168 18,110 SH   SOLE   18,110 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 6 62 SH   SOLE   62 0 0
GEO GROUP INC COM USD.01 COMMON 36162J106 3 140 SH   SOLE   140 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 282 7,913 SH   SOLE   7,913 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 405 13,326 SH   SOLE   13,326 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 19 627 SH   SOLE   627 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 3,293 52,650 SH   SOLE   52,650 0 0
GLOBAL BRASS & COPPER HLDGS COM USD.01 COMMON 37953G103 135 5,370 SH   SOLE   5,370 0 0
GLOBALSCAPE INC COM USD.001 COMMON 37940G109 54 12,032 SH   SOLE   12,032 0 0
GODADDY INC CL A COM USD.001 COMMON 380237107 74 1,120 SH   SOLE   1,120 0 0
GOLD RESOURCE CORP COM USD.001 COMMON 38068T105 234 58,451 SH   SOLE   58,451 0 0
GRACO INC COM USD1 COMMON 384109104 84 2,010 SH   SOLE   2,010 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 6,343 22,460 SH   SOLE   22,460 0 0
GRAN TIERRA ENERGY INC COM USD.001 COMMON 38500T101 1,140 521,568 SH   SOLE   521,568 0 0
GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 185 1,916 SH   SOLE   1,916 0 0
GRANITE REAL ESTATE INVEST STPLD UNIT COMMON 387437114 2,724 69,802 SH   SOLE   69,802 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 161 24,372 SH   SOLE   24,372 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 115 3,024 SH   SOLE   3,024 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 10,343 103,320 SH   SOLE   103,320 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 170 33,501 SH   SOLE   33,501 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 125 11,699 SH   SOLE   11,699 0 0
HAMILTON LANE INC CL A COM USD.001 COMMON 407497106 496 13,387 SH   SOLE   13,387 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 138 1,183 SH   SOLE   1,183 0 0
HARRIS CORP COM USD1 COMMON 413875105 552 4,098 SH   SOLE   4,098 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 36,486 820,252 SH   OTR   614,494 205,758 0
HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 16 4,986 SH   SOLE   4,986 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 247 9,342 SH   SOLE   9,342 0 0
HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 84 4,010 SH   SOLE   4,010 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 8,035 64,550 SH   SOLE   64,550 0 0
HCI GROUP INC COM NPV COMMON 40416E103 131 2,583 SH   SOLE   2,583 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 37,424 996,710 SH   OTR   791,645 205,065 0
HEICO CORP COM USD.166 COMMON 422806109 224 2,883 SH   SOLE   2,883 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 2,875 21,896 SH   SOLE   21,896 0 0
HELMERICH & PAYNE COM USD.1 COMMON 423452101 144 2,997 SH   SOLE   2,997 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 79 7,880 SH   SOLE   7,880 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 451 3,562 SH   SOLE   3,562 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 134 2,268 SH   SOLE   2,268 0 0
HILLENBRAND INC COM NPV COMMON 431571108 4,157 109,510 SH   SOLE   109,510 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 934 52,392 SH   SOLE   52,392 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 2,150 76,333 SH   SOLE   76,333 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 4,658 91,072 SH   SOLE   91,072 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 10 57 SH   SOLE   57 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 2,697 101,972 SH   SOLE   101,972 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 14 528 SH   SOLE   528 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 471 39,679 SH   SOLE   39,679 0 0
HOPFED BANCORP INC COM USD.01 COMMON 439734104 20 1,530 SH   SOLE   1,530 0 0
HORACE MANN EDUCATORS CORP COM USD.001 COMMON 440327104 26 683 SH   SOLE   683 0 0
HORIZON PHARMA PLC ORD USD.01 COMMON G4617B105 396 20,237 SH   SOLE   20,237 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 3 204 SH   SOLE   204 0 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 1,120 30,394 SH   SOLE   30,394 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 176 4,288 SH   SOLE   4,288 0 0
HUDBAY MINERALS INC COM NPV COMMON 443628102 2,563 540,915 SH   SOLE   540,915 0 0
HUDSON GLOBAL INC COM USD.001 COMMON 443787106 21 15,352 SH   SOLE   15,352 0 0
HUMANA INC COM NPV COMMON 444859102 9,031 31,494 SH   SOLE   31,494 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 5 50 SH   SOLE   50 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 1 6 SH   SOLE   6 0 0
HURCO COMPANIES INC COM USD.1 COMMON 447324104 59 1,658 SH   SOLE   1,658 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 165 2,442 SH   SOLE   2,442 0 0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 158 2,556 SH   SOLE   2,556 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 7,007 108,086 SH   SOLE   108,086 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 440 42,776 SH   SOLE   42,776 0 0
ICON PLC COM EUR.06 COMMON G4705A100 132 1,023 SH   SOLE   1,023 0 0
IDEX CORP COM USD.01 COMMON 45167R104 954 7,551 SH   SOLE   7,551 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 3,398 18,267 SH   SOLE   18,267 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 156 25,193 SH   SOLE   25,193 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 95 6,140 SH   SOLE   6,140 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 2,744 108,160 SH   SOLE   108,160 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 92 21,782 SH   SOLE   21,782 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 605 63,591 SH   SOLE   63,591 0 0
ING GROEP NV SPON ADR COMMON 456837103 93 8,751 SH   SOLE   8,751 0 0
INGERSOLL-RAND PLC COM USD2 COMMON G47791101 2,453 26,888 SH   SOLE   26,888 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 327 11,996 SH   SOLE   11,996 0 0
INGREDION INC COM USD.01 COMMON 457187102 2 17 SH   SOLE   17 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 2,146 122,845 SH   SOLE   122,845 0 0
INOGEN INC COM USD.001 COMMON 45780L104 71 570 SH   SOLE   570 0 0
INSTEEL INDUSTRIES COM USD2 COMMON 45774W108 175 7,216 SH   SOLE   7,216 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 618 8,088 SH   SOLE   8,088 0 0
INTEL CORP COM NPV COMMON 458140100 11 231 SH   SOLE   231 0 0
INTELSAT SA COM USD.01 COMMON L5140P101 474 22,110 SH   SOLE   22,110 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 18 282 SH   SOLE   282 0 0
INTERDIGITAL INC COM USD.01 COMMON 45867G101 475 7,147 SH   SOLE   7,147 0 0
INTERFACE INC COM USD.01 COMMON 458665304 287 20,118 SH   SOLE   20,118 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 2,154 104,389 SH   SOLE   104,389 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 1,465 12,892 SH   SOLE   12,892 0 0
INTL PAPER CO COM USD1 COMMON 460146103 2,076 51,444 SH   SOLE   51,444 0 0
INTRICON CORP COM USD1 COMMON 46121H109 219 8,287 SH   SOLE   8,287 0 0
INTUIT INC COM NPV COMMON 461202103 10,248 52,052 SH   SOLE   52,052 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 957 1,999 SH   SOLE   1,999 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 645 5,552 SH   SOLE   5,552 0 0
IRADIMED CORP COM USD.0001 COMMON 46266A109 335 13,691 SH   SOLE   13,691 0 0
ISHARES TR MSCI ACWI ETF COMMON 464288257 10,917 170,145 SH   SOLE   170,145 0 0
ISHARES TR MSCI ACWI EX US COMMON 464288240 1,241 29,575 SH   SOLE   29,575 0 0
ISHARES TR RUS 1000 VAL ETF COMMON 464287598 47,837 430,770 SH   SOLE   430,770 0 0
ISHARES TR RUS 2000 VAL ETF COMMON 464287630 282 2,620 SH   SOLE   2,620 0 0
ISHARES TR RUSSELL 3000 ETF COMMON 464287689 14,398 97,996 SH   SOLE   97,996 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 56 10,496 SH   SOLE   10,496 0 0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 COMMON 46609J106 194 23,579 SH   SOLE   23,579 0 0
JABIL INC COM USD.001 COMMON 466313103 310 12,491 SH   SOLE   12,491 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 94 1,605 SH   SOLE   1,605 0 0
JASON INDUSTRIES INC COM USD.0001 COMMON 471172106 15 10,708 SH   SOLE   10,708 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 1 52 SH   SOLE   52 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 1,232 9,546 SH   SOLE   9,546 0 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 428 3,378 SH   SOLE   3,378 0 0
JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC COMMON 46641Q837 1,018 20,313 SH   SOLE   20,313 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 9,386 96,103 SH   SOLE   96,103 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 75,596 2,807,460 SH   OTR   2,251,068 556,392 0
JUST ENERGY GROUP INC COM COMMON 48213W101 2,861 864,995 SH   SOLE   864,995 0 0
K12 INC COM USD.0001 COMMON 48273U102 5,717 230,514 SH   SOLE   230,514 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 66 743 SH   SOLE   743 0 0
KAMAN CORP COM USD1 COMMON 483548103 111 1,975 SH   SOLE   1,975 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 140 3,325 SH   SOLE   3,325 0 0
KBR INC COM USD.001 COMMON 48242W106 1 40 SH   SOLE   40 0 0
KEANE GROUP INC COM USD.01 COMMON 48669A108 108 13,186 SH   SOLE   13,186 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 183 2,752 SH   SOLE   2,752 0 0
KEWAUNEE SCIENTIFIC CORP COM USD2.5 COMMON 492854104 159 4,797 SH   SOLE   4,797 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 1,864 30,017 SH   SOLE   30,017 0 0
KFORCE INC COM USD.01 COMMON 493732101 3,016 97,414 SH   SOLE   97,414 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 109 7,038 SH   SOLE   7,038 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 1 61 SH   SOLE   61 0 0
KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 96 1,719 SH   SOLE   1,719 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 232 8,887 SH   SOLE   8,887 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 16,478 631,111 SH   SOLE   631,111 0 0
KIRKLAND'S INC COM NPV COMMON 497498105 38 4,035 SH   SOLE   4,035 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 49,573 746,760 SH   OTR   623,150 123,610 0
KORN/FERRY INTERNATIONAL COM NPV COMMON 500643200 344 8,684 SH   SOLE   8,684 0 0
KROGER CO COM USD1 COMMON 501044101 73,987 2,688,883 SH   OTR   2,181,793 507,090 0
L BRANDS INC COM USD.5 COMMON 501797104 68 2,655 SH   SOLE   2,655 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 925 6,792 SH   SOLE   6,792 0 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 4 52 SH   SOLE   52 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 22 303 SH   SOLE   303 0 0
LANCASTER COLONY CORP COM USD1 COMMON 513847103 844 4,767 SH   SOLE   4,767 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 61 2,651 SH   SOLE   2,651 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 20 392 SH   SOLE   392 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 18 139 SH   SOLE   139 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 185 5,856 SH   SOLE   5,856 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 196 7,090 SH   SOLE   7,090 0 0
LEAR CORP COM NPV COMMON 521865204 2,308 18,781 SH   SOLE   18,781 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 279 132,228 SH   SOLE   132,228 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 1 43 SH   SOLE   43 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 4 86 SH   SOLE   86 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 1 12 SH   SOLE   12 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 617 46,776 SH   SOLE   46,776 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 1,796 13,214 SH   SOLE   13,214 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 1,806 15,606 SH   SOLE   15,606 0 0
LIMESTONE BANCORP INC COM USD COMMON 53262L105 57 4,174 SH   SOLE   4,174 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 324 8,377 SH   SOLE   8,377 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 21 967 SH   SOLE   967 0 0
LOWE'S COMPANIES INC COM USD.5 COMMON 548661107 18,900 204,504 SH   OTR   159,568 44,936 0
LTC PROPERTIES INC COM USD.01 COMMON 502175102 4 106 SH   SOLE   106 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 1,366 11,234 SH   SOLE   11,234 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 773 33,425 SH   SOLE   33,425 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 247 73,594 SH   SOLE   73,594 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 16,486 198,226 SH   SOLE   198,226 0 0
M & T BANK CORP COM USD5 COMMON 55261F104 104 727 SH   SOLE   727 0 0
MACATAWA BANK CORP COM NPV COMMON 554225102 153 15,868 SH   SOLE   15,868 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 2 94 SH   SOLE   94 0 0
MACY'S INC COM NPV COMMON 55616P104 7,182 241,019 SH   SOLE   241,019 0 0
MAGELLAN HEALTH INC COM NEW COMMON 559079207 101 1,770 SH   SOLE   1,770 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 15,241 335,371 SH   SOLE   335,371 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 3,264 71,822 SH   SOLE   71,822 0 0
MALLINCKRODT PLC ORD USD.2 COMMON G5785G107 1,283 81,206 SH   SOLE   81,206 0 0
MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 464 25,806 SH   SOLE   25,806 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 137 2,116 SH   SOLE   2,116 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 18,949 1,333,834 SH   SOLE   1,333,834 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 112,353 1,902,767 SH   OTR   1,486,971 415,796 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 1,238 36,013 SH   SOLE   36,013 0 0
MARCUS CORP COM USD1 COMMON 566330106 1,222 30,890 SH   SOLE   30,890 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 346 20,455 SH   SOLE   20,455 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 42,551 391,729 SH   OTR   320,413 71,316 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 2,101 129,736 SH   SOLE   129,736 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 193 11,887 SH   SOLE   11,887 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 385 2,042 SH   SOLE   2,042 0 0
MATERION CORP COM USD1 COMMON 576690101 590 13,088 SH   SOLE   13,088 0 0
MAXIMUS INC COM NPV COMMON 577933104 21 321 SH   SOLE   321 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 26 190 SH   SOLE   190 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 4 24 SH   SOLE   24 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 8,452 76,460 SH   OTR   55,589 20,871 0
MECHEL PAO ADR NPV COMMON 583840608 104 52,647 SH   SOLE   52,647 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 2 133 SH   SOLE   133 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 3,677 29,400 SH   SOLE   29,400 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 54 1,014 SH   SOLE   1,014 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 128 1,407 SH   SOLE   1,407 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 80 4,536 SH   SOLE   4,536 0 0
MELLANOX TECHNOLOGIES LTD ORD USD.01 COMMON M51363113 4,173 45,168 SH   SOLE   45,168 0 0
MERCER INTL INC SHS BEN INT USD1 COMMON 588056101 44 4,240 SH   SOLE   4,240 0 0
MERCK & CO COM NPV COMMON 58933Y105 9,921 129,819 SH   SOLE   129,819 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 487 28,023 SH   SOLE   28,023 0 0
MERITOR INC COM USD1 COMMON 59001K100 141 8,367 SH   SOLE   8,367 0 0
METHANEX CORP COM NPV COMMON 59151K108 28,479 591,404 SH   SOLE   591,404 0 0
METHANEX CORP COM NPV COMMON 59151K108 255 5,290 SH   SOLE   5,290 0 0
METLIFE INC COM COMMON 59156R108 121,529 2,958,035 SH   OTR   2,337,265 620,770 0
MGP INGREDIENTS INC COM NPV COMMON 55303J106 319 5,574 SH   SOLE   5,574 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 7,350 231,552 SH   SOLE   231,552 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 226 7,485 SH   SOLE   7,485 0 0
MIND CTI LTD ORD NIS.01 COMMON M70240102 40 17,683 SH   SOLE   17,683 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 1 162 SH   SOLE   162 0 0
MIX TELEMATICS LTD ADR COMMON 60688N102 249 15,904 SH   SOLE   15,904 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 335 111,645 SH   SOLE   111,645 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 200 3,086 SH   SOLE   3,086 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 1,759 251,274 SH   SOLE   251,274 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 187 1,607 SH   SOLE   1,607 0 0
MONOTYPE IMAGING HOLDINGS COM USD.01 COMMON 61022P100 265 17,066 SH   SOLE   17,066 0 0
MONRO INC COM USD.01 COMMON 610236101 245 3,557 SH   SOLE   3,557 0 0
MORNINGSTAR INC COM COMMON 617700109 364 3,312 SH   SOLE   3,312 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 6 51 SH   SOLE   51 0 0
MSA SAFETY INC COM NPV COMMON 553498106 272 2,885 SH   SOLE   2,885 0 0
MSB FINANCIAL CORP COM USD.01 COMMON 55352L101 9 523 SH   SOLE   523 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 7 46 SH   SOLE   46 0 0
NANOMETRICS INC COM NPV COMMON 630077105 297 10,853 SH   SOLE   10,853 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 372 23,633 SH   SOLE   23,633 0 0
NASDAQ INC COM USD.01 COMMON 631103108 2 29 SH   SOLE   29 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 104 1,557 SH   SOLE   1,557 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 499 20,564 SH   SOLE   20,564 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 3,066 39,027 SH   SOLE   39,027 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 2,276 19,448 SH   SOLE   19,448 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 2 50 SH   SOLE   50 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 54 5,476 SH   SOLE   5,476 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 640 41,760 SH   SOLE   41,760 0 0
NATURAL HEALTH TRENDS CORP COM USD.001 COMMON 63888P406 156 8,420 SH   SOLE   8,420 0 0
NAUTILUS INC COM NPV COMMON 63910B102 112 10,287 SH   SOLE   10,287 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 1 138 SH   SOLE   138 0 0
NCR CORP COM USD5 COMMON 62886E108 2 106 SH   SOLE   106 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 663 12,660 SH   SOLE   12,660 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 71 1,242 SH   SOLE   1,242 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 444 35,149 SH   SOLE   35,149 0 0
NEPTUNE WELLNESS SOLUTION IN COM COMMON 64079L105 1,725 679,682 SH   SOLE   679,682 0 0
NETAPP INC COM NPV COMMON 64110D104 628 10,530 SH   SOLE   10,530 0 0
NETGEAR INC COM USD.001 COMMON 64111Q104 174 3,346 SH   SOLE   3,346 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 209 33,936 SH   SOLE   33,936 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 2 70 SH   SOLE   70 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 203 2,578 SH   SOLE   2,578 0 0
NEXTGEN HEALTHCARE INC COM USD.01 COMMON 65343C102 658 43,381 SH   SOLE   43,381 0 0
NI HOLDINGS INC COM COMMON 65342T106 45 2,847 SH   SOLE   2,847 0 0
NICE LTD SPON ADR COMMON 653656108 312 2,879 SH   SOLE   2,879 0 0
NICHOLAS FINANCIAL INC COM NPV COMMON 65373J209 56 5,386 SH   SOLE   5,386 0 0
NIKE INC CL B COM NPV COMMON 654106103 524 7,070 SH   SOLE   7,070 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 18 5,270 SH   SOLE   5,270 0 0
NOKIA CORP SPON ADR COMMON 654902204 158 27,090 SH   SOLE   27,090 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 1,112 299,046 SH   SOLE   299,046 0 0
NOODLES & CO CL A COM USD0.01 COMMON 65540B105 39 5,600 SH   SOLE   5,600 0 0
NORBORD INC COM NPV COMMON 65548P403 19,316 725,514 SH   SOLE   725,514 0 0
NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 2,209 247,959 SH   SOLE   247,959 0 0
NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 103 11,573 SH   SOLE   11,573 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 173 5,847 SH   SOLE   5,847 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 142 4,297 SH   SOLE   4,297 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 399 4,647 SH   SOLE   4,647 0 0
NOVO NORDISK A/S ADR COMMON 670100205 310 6,735 SH   SOLE   6,735 0 0
NUCOR CORP COM USD.4 COMMON 670346105 1,992 38,444 SH   SOLE   38,444 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 249 5,013 SH   SOLE   5,013 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 692 11,410 SH   SOLE   11,410 0 0
NVE CORP COM USD.01 COMMON 629445206 135 1,534 SH   SOLE   1,534 0 0
NVR INC COM USD.01 COMMON 62944T105 161 66 SH   SOLE   66 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 2,811 38,356 SH   SOLE   38,356 0 0
OAK VALLEY BANCORP COM COMMON 671807105 28 1,537 SH   SOLE   1,537 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,764 14,279 SH   SOLE   14,279 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 17 820 SH   SOLE   820 0 0
OLIN CORP COM USD1 COMMON 680665205 1 55 SH   SOLE   55 0 0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 61 911 SH   SOLE   911 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 24 1,674 SH   SOLE   1,674 0 0
OMEGA FLEX INC COM USD.01 COMMON 682095104 212 3,922 SH   SOLE   3,922 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 1 34 SH   SOLE   34 0 0
OMNICELL INC COM NPV COMMON 68213N109 2 36 SH   SOLE   36 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 9,571 130,681 SH   SOLE   130,681 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1,820 110,189 SH   SOLE   110,189 0 0
ONESPAN INC COM USD.001 COMMON 68287N100 144 11,127 SH   SOLE   11,127 0 0
OP BANCORP COM COMMON 67109R109 79 8,989 SH   SOLE   8,989 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 207 8,121 SH   SOLE   8,121 0 0
OPUS BANK COM COMMON 684000102 195 9,932 SH   SOLE   9,932 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 476 10,553 SH   SOLE   10,553 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 4 12 SH   SOLE   12 0 0
ORION ENGINEERED CARBONS SA ORD COMMON L72967109 62 2,440 SH   SOLE   2,440 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 3,911 54,661 SH   SOLE   54,661 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 143 7,853 SH   SOLE   7,853 0 0
ORTHOFIX MEDICAL INC COM USD.1 COMMON 68752M108 354 6,734 SH   SOLE   6,734 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 2 29 SH   SOLE   29 0 0
OSIRIS THERAPEUTICS INC COM USD.001 COMMON 68827R108 1 49 SH   SOLE   49 0 0
OTELCO INC CL A COM USD.01 COMMON 688823301 68 4,236 SH   SOLE   4,236 0 0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 COMMON 69036R863 57 34,235 SH   SOLE   34,235 0 0
OWENS-ILLINOIS INC COM USD.01 COMMON 690768403 1 35 SH   SOLE   35 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 1,018 14,302 SH   SOLE   14,302 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 438 11,097 SH   SOLE   11,097 0 0
PAR PACIFIC HOLDINGS INC COM USD.001 COMMON 69888T207 112 7,908 SH   SOLE   7,908 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 96 4,404 SH   SOLE   4,404 0 0
PARK ELECTROCHEMICAL CORP COM USD.1 COMMON 700416209 773 42,715 SH   SOLE   42,715 0 0
PATTERSON COMPANIES INC COM USD.01 COMMON 703395103 647 32,912 SH   SOLE   32,912 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 2 61 SH   SOLE   61 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 21 711 SH   SOLE   711 0 0
PCM INC COM USD.001 COMMON 69323K100 187 10,625 SH   SOLE   10,625 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 2,489 81,646 SH   SOLE   81,646 0 0
PEARSON PLC SPON ADR COMMON 705015105 372 31,168 SH   SOLE   31,168 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 3 93 SH   SOLE   93 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 511 27,116 SH   SOLE   27,116 0 0
PENNSYLVANIA RE INVS TRUST COM USD1 COMMON 709102107 1 249 SH   SOLE   249 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 594 27,921 SH   SOLE   27,921 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 35 1,437 SH   SOLE   1,437 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 286 2,592 SH   SOLE   2,592 0 0
PERCEPTRON INC COM USD.01 COMMON 71361F100 35 4,319 SH   SOLE   4,319 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 1,919 86,137 SH   SOLE   86,137 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 22 358 SH   SOLE   358 0 0
PFIZER INC COM USD.1 COMMON 717081103 10,614 243,154 SH   SOLE   243,154 0 0
PGT INNOVATIONS INC COM USD COMMON 69336V101 816 51,417 SH   SOLE   51,417 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 35,198 408,564 SH   OTR   287,004 121,560 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 4 220 SH   SOLE   220 0 0
PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 9 603 SH   SOLE   603 0 0
PITNEY BOWES INC COM USD2 COMMON 724479100 5 910 SH   SOLE   910 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 79 2,371 SH   SOLE   2,371 0 0
PLUMAS BANCORP COM COMMON 729273102 73 3,209 SH   SOLE   3,209 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 94 805 SH   SOLE   805 0 0
POLYONE CORP COM USD.1 COMMON 73179P106 99 3,459 SH   SOLE   3,459 0 0
POSCO SPON ADR COMMON 693483109 1,493 27,183 SH   SOLE   27,183 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 2 66 SH   SOLE   66 0 0
PRA GROUP INC COM USD.001 COMMON 69354N106 26 1,050 SH   SOLE   1,050 0 0
PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 222 2,405 SH   SOLE   2,405 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 183 3,366 SH   SOLE   3,366 0 0
PREMIER INC CL A COM USD0.01 COMMON 74051N102 1,280 34,258 SH   SOLE   34,258 0 0
PRGX GLOBAL INC COM USD.01 COMMON 69357C503 195 20,559 SH   SOLE   20,559 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 4 44 SH   SOLE   44 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 118 1,204 SH   SOLE   1,204 0 0
PRIMORIS SERVICES CORP COM USD.0001 COMMON 74164F103 136 7,094 SH   SOLE   7,094 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 52,158 567,189 SH   OTR   438,768 128,421 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 107 73,996 SH   SOLE   73,996 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 1,316 37,017 SH   SOLE   37,017 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 1,309 21,703 SH   SOLE   21,703 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 7 111 SH   SOLE   111 0 0
PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 110 6,588 SH   SOLE   6,588 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 893 14,861 SH   SOLE   14,861 0 0
PROVIDENT FINANCIAL HOLDINGS COM USD.01 COMMON 743868101 39 2,486 SH   SOLE   2,486 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 5,009 61,425 SH   SOLE   61,425 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 2 19 SH   SOLE   19 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 90 5,693 SH   SOLE   5,693 0 0
PTC INC COM USD.01 COMMON 69370C100 848 10,216 SH   SOLE   10,216 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 36,755 1,413,388 SH   OTR   1,053,768 359,620 0
PVH CORP COM USD1 COMMON 693656100 2 26 SH   SOLE   26 0 0
PYXUS INTERNATIONAL INC COM USD10 COMMON 74737V106 94 7,901 SH   SOLE   7,901 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 161 18,592 SH   SOLE   18,592 0 0
QAD INC CL A COM NPV COMMON 74727D306 818 20,754 SH   SOLE   20,754 0 0
QUAKER CHEMICAL CORP COM USD1 COMMON 747316107 799 4,490 SH   SOLE   4,490 0 0
QUALCOMM INC COM USD.0001 COMMON 747525103 11,610 203,870 SH   OTR   162,087 41,783 0
QUALYS INC COM USD0.001 COMMON 74758T303 99 1,326 SH   SOLE   1,326 0 0
QUANEX BUILDING PRODUCTS COM USD.01 COMMON 747619104 50 3,673 SH   SOLE   3,673 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 5 62 SH   SOLE   62 0 0
QUINSTREET INC COM USD.001 COMMON 74874Q100 466 28,668 SH   SOLE   28,668 0 0
QURATE RETAIL INC INT COM SER A COMMON 74915M100 289 14,798 SH   SOLE   14,798 0 0
R F INDUSTRIES LTD COM USD.01 COMMON 749552105 422 58,139 SH   SOLE   58,139 0 0
RADIANT LOGISTICS INC UNIT COMMON 75025X100 244 57,293 SH   SOLE   57,293 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 102 989 SH   SOLE   989 0 0
RBC BEARINGS INC COM USD.01 COMMON 75524B104 293 2,233 SH   SOLE   2,233 0 0
RCM TECHNOLOGIES INC COM USD.05 COMMON 749360400 21 6,796 SH   SOLE   6,796 0 0
RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 64 2,084 SH   SOLE   2,084 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 88 501 SH   SOLE   501 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 2 35 SH   SOLE   35 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 69,893 5,220,948 SH   OTR   4,102,946 1,118,002 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 1,057 7,536 SH   SOLE   7,536 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 9,338 363,071 SH   SOLE   363,071 0 0
RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 2,496 314,565 SH   SOLE   314,565 0 0
RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 189 23,801 SH   SOLE   23,801 0 0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 5 422 SH   SOLE   422 0 0
REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 349 5,117 SH   SOLE   5,117 0 0
RICHARDSON ELECTRONICS LTD COM USD.05 COMMON 763165107 47 5,399 SH   SOLE   5,399 0 0
RIO TINTO GROUP (GBR) SPON ADR COMMON 767204100 8,836 182,257 SH   SOLE   182,257 0 0
RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 1,227 37,448 SH   SOLE   37,448 0 0
RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 70 2,139 SH   SOLE   2,139 0 0
RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 159 21,866 SH   SOLE   21,866 0 0
RLI CORP COM USD1 COMMON 749607107 304 4,393 SH   SOLE   4,393 0 0
RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 3,317 62,438 SH   SOLE   62,438 0 0
ROBERT HALF INTL INC COM USD1 COMMON 770323103 2,719 47,464 SH   SOLE   47,464 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 7,226 47,967 SH   SOLE   47,967 0 0
ROCKY BRANDS INC COM NPV COMMON 774515100 375 14,431 SH   SOLE   14,431 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 5,993 116,792 SH   SOLE   116,792 0 0
ROLLINS INC COM USD1 COMMON 775711104 220 6,078 SH   SOLE   6,078 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 5,883 85,844 SH   SOLE   85,844 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 168 2,452 SH   SOLE   2,452 0 0
ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 26 447 SH   SOLE   447 0 0
RPM INTERNATIONAL INC COM USD.064 COMMON 749685103 1 14 SH   SOLE   14 0 0
RPT REALTY SHS BEN INT USD.01 COMMON 74971D101 6 512 SH   SOLE   512 0 0
RTW RETAILWINDS INC COM USD.01 COMMON 74980D100 319 112,688 SH   SOLE   112,688 0 0
RUSH ENTERPRISES INC CL A COM USD.01 COMMON 781846209 445 12,878 SH   SOLE   12,878 0 0
RUTHS HOSPITALITY GROUP INC COM USD.01 COMMON 783332109 129 5,678 SH   SOLE   5,678 0 0
RYERSON HOLDING CORP COM USD.01 COMMON 783754104 153 24,175 SH   SOLE   24,175 0 0
RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 3 41 SH   SOLE   41 0 0
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SONY CORP ADR COMMON 835699307 768 15,912 SH   SOLE   15,912 0 0
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SP PLUS CORP CL A USD.001 COMMON 78469C103 409 13,843 SH   SOLE   13,843 0 0
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SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 50,800 704,218 SH   OTR   553,899 150,319 0
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SUNTRUST BANKS INC COM USD1 COMMON 867914103 11,326 224,401 SH   OTR   188,047 36,354 0
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