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 460 25,219 SH   SOLE   25,219 0 0
3PEA INTERNATIONAL INC COM COMMON 88579C109 462 58,144 SH   SOLE   58,144 0 0
A. H. BELO CORP CL A COM USD.01 COMMON 001282102 67 18,122 SH   SOLE   18,122 0 0
AARON'S INC COM USD.5 COMMON 002535300 853 16,212 SH   SOLE   16,212 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 511 6,389 SH   SOLE   6,389 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 19,383 240,984 SH   OTR   210,934 30,050 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 1,244 45,437 SH   SOLE   45,437 0 0
ACCO BRANDS CORP COM COMMON 00081T108 11 1,329 SH   SOLE   1,329 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 1,581 48,324 SH   SOLE   48,324 0 0
ACNB CORP COM USD2.5 COMMON 000868109 81 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 157 4,009 SH   SOLE   4,009 0 0
ADOBE INC COM NPV COMMON 00724F101 3,475 13,040 SH   SOLE   13,040 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 191 16,547 SH   SOLE   16,547 0 0
ADVANSIX INC COM NPV COMMON 00773T101 325 11,374 SH   SOLE   11,374 0 0
AEGON NV NY SHR ADR COMMON 007924103 2,021 421,973 SH   SOLE   421,973 0 0
AEROHIVE NETWORKS INC COM USD.001 COMMON 007786106 84 18,482 SH   SOLE   18,482 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 210 5,936 SH   SOLE   5,936 0 0
AES CORP COM USD.01 COMMON 00130H105 550 30,583 SH   SOLE   30,583 0 0
AETERNA ZENTARIS INC COM NPV SVTG COMMON 007975402 116 25,051 SH   SOLE   25,051 0 0
AFLAC INC COM USD.1 COMMON 001055102 8,191 163,876 SH   SOLE   163,876 0 0
AGCO CORP COM USD.01 COMMON 001084102 304 4,380 SH   SOLE   4,380 0 0
AGILYSYS INC COM NPV COMMON 00847J105 857 40,672 SH   SOLE   40,672 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 2 11 SH   SOLE   11 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 105 8,160 SH   SOLE   8,160 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 109 1,689 SH   SOLE   1,689 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 182 94,973 SH   SOLE   94,973 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 3,529 315,556 SH   SOLE   315,556 0 0
ALICO INC COM USD1 COMMON 016230104 68 2,492 SH   SOLE   2,492 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 59 97 SH   SOLE   97 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 1 3 SH   SOLE   3 0 0
ALLIED MOTION TECHNOLOGIES COM NPV COMMON 019330109 404 11,807 SH   SOLE   11,807 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 491 10,967 SH   SOLE   10,967 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 371 3,936 SH   SOLE   3,936 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 68,270 2,489,600 SH   OTR   1,953,321 536,279 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 728 30,746 SH   SOLE   30,746 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 25,215 439,764 SH   OTR   312,589 127,175 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 59 4,985 SH   SOLE   4,985 0 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 1,226 9,987 SH   SOLE   9,987 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 9,827 309,447 SH   OTR   172,432 137,015 0
AMERICAN ASSETS TRUST INC COM USD.01 COMMON 024013104 5 102 SH   SOLE   102 0 0
AMERICAN AXLE & MFG HOLDINGS COM USD.01 COMMON 024061103 57 3,977 SH   SOLE   3,977 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 368 8,552 SH   SOLE   8,552 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 542 4,484 SH   SOLE   4,484 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 973 10,700 SH   SOLE   10,700 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 151,573 1,185,623 SH   OTR   949,210 236,413 0
AMERISERV FINANCIAL INC/PA COM NPV COMMON 03074A102 70 17,407 SH   SOLE   17,407 0 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 0 3 SH   SOLE   3 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 849 38,460 SH   SOLE   38,460 0 0
AMETEK INC COM USD1 COMMON 031100100 349 4,205 SH   SOLE   4,205 0 0
AMGEN INC COM NPV COMMON 031162100 117,177 617,916 SH   OTR   491,313 126,603 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 657 77,104 SH   SOLE   77,104 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 125 2,674 SH   SOLE   2,674 0 0
ANADARKO PETROLEUM CORP COM USD.1 COMMON 032511107 37,755 831,290 SH   OTR   581,434 249,856 0
ANALOG DEVICES COM USD.16 COMMON 032654105 1,204 11,433 SH   SOLE   11,433 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 31 2,344 SH   SOLE   2,344 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 283 1,551 SH   SOLE   1,551 0 0
ANTHEM INC COM USD.01 COMMON 036752103 2,746 9,568 SH   SOLE   9,568 0 0
AON PLC CL A ORD COMMON G0408V102 18,450 108,177 SH   OTR   76,152 32,025 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 4 83 SH   SOLE   83 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1,389 17,575 SH   SOLE   17,575 0 0
APPLE INC COM NPV COMMON 037833100 1,015 5,375 SH   SOLE   5,375 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 660 16,687 SH   SOLE   16,687 0 0
APYX MEDICAL CORP COM USD.001 COMMON 03837C106 200 31,909 SH   SOLE   31,909 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 352 157,654 SH   SOLE   157,654 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 6,539 212,472 SH   SOLE   212,472 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 621 30,487 SH   SOLE   30,487 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 505 15,638 SH   SOLE   15,638 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 3 62 SH   SOLE   62 0 0
ARMSTRONG FLOORING INC COM USD.01 COMMON 04238R106 429 31,537 SH   SOLE   31,537 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 4,500 56,669 SH   SOLE   56,669 0 0
AROTECH CORP COM USD.01 COMMON 042682203 78 26,472 SH   SOLE   26,472 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 112 4,469 SH   SOLE   4,469 0 0
ASGN INC COM USD.01 COMMON 00191U102 1,127 17,750 SH   SOLE   17,750 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 140 743 SH   SOLE   743 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 1,984 19,115 SH   SOLE   19,115 0 0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 127 3,219 SH   SOLE   3,219 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 1 30 SH   SOLE   30 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 11 260 SH   SOLE   260 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 293 14,376 SH   SOLE   14,376 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 819 38,099 SH   SOLE   38,099 0 0
ATRION CORP COM USD1 COMMON 049904105 100 114 SH   SOLE   114 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 243 66,693 SH   SOLE   66,693 0 0
AUBURN NATIONAL BANCORP COM USD.01 COMMON 050473107 79 1,991 SH   SOLE   1,991 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 212 15,304 SH   SOLE   15,304 0 0
AUTOHOME INC -ADR ADR COMMON 05278C107 132 1,255 SH   SOLE   1,255 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 2,731 17,099 SH   SOLE   17,099 0 0
AUTOZONE INC COM NPV COMMON 053332102 4,982 4,866 SH   OTR   4,071 795 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 3 16 SH   SOLE   16 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 435 8,031 SH   SOLE   8,031 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,098 394,537 SH   SOLE   394,537 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 976 10,557 SH   SOLE   10,557 0 0
BALL CORP COM NPV COMMON 058498106 621 10,747 SH   SOLE   10,747 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 415 36,995 SH   SOLE   36,995 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 2,691 397,460 SH   SOLE   397,460 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 26,357 956,140 SH   OTR   733,919 222,221 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 111 10,547 SH   SOLE   10,547 0 0
BANK OF MARIN BANCORP COM NPV COMMON 063425102 58 1,417 SH   SOLE   1,417 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 1,451 27,406 SH   SOLE   27,406 0 0
BANK OF PRINCETON COM COMMON 064520109 35 1,092 SH   SOLE   1,092 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 182 12,209 SH   SOLE   12,209 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 1 30 SH   SOLE   30 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 2,921 214,300 SH   SOLE   214,300 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 6,542 266,700 SH   SOLE   266,700 0 0
BB&T CORP COM USD5 COMMON 054937107 7,285 156,575 SH   OTR   117,158 39,417 0
BCE INC COM NPV COMMON 05534B760 6,956 157,555 SH   SOLE   157,555 0 0
BELDEN INC COM USD.01 COMMON 077454106 294 5,472 SH   SOLE   5,472 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 67,414 950,349 SH   OTR   776,371 173,978 0
BG STAFFING INC COM COMMON 05544A109 330 15,117 SH   SOLE   15,117 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 738 3,731 SH   SOLE   3,731 0 0
BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 7,502 159,204 SH   SOLE   159,204 0 0
BLOCK H & R INC COM NPV COMMON 093671105 12 495 SH   SOLE   495 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 123 6,008 SH   SOLE   6,008 0 0
BLUCORA INC COM USD.0001 COMMON 095229100 4,138 124,047 SH   SOLE   124,047 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 244 9,202 SH   SOLE   9,202 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 844 47,753 SH   SOLE   47,753 0 0
BOEING CO COM USD5 COMMON 097023105 4,023 10,554 SH   SOLE   10,554 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 2,627 98,167 SH   SOLE   98,167 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 4 66 SH   SOLE   66 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 660 17,193 SH   SOLE   17,193 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 10,136 34,495 SH   SOLE   34,495 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 1,180 23,669 SH   SOLE   23,669 0 0
BP PLC ADR COMMON 055622104 22 503 SH   SOLE   503 0 0
BRADY CORP CL A COM USD.01 COMMON 104674106 1,444 31,257 SH   SOLE   31,257 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 8,765 197,730 SH   SOLE   197,730 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 6 319 SH   SOLE   319 0 0
BROADCOM INC ORD NPV COMMON 11135F101 23 78 SH   SOLE   78 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 3,813 36,786 SH   SOLE   36,786 0 0
BRP INC SUB VTG NPV COMMON 05577W200 11,500 416,842 SH   SOLE   416,842 0 0
BRUKER CORP COM USD.01 COMMON 116794108 35 904 SH   SOLE   904 0 0
BT GROUP PLC ADR COMMON 05577E101 1,393 94,153 SH   SOLE   94,153 0 0
BUCKLE INC COM USD.05 COMMON 118440106 1 46 SH   SOLE   46 0 0
BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 79 12,877 SH   SOLE   12,877 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 596 3,818 SH   SOLE   3,818 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 246 4,868 SH   SOLE   4,868 0 0
CABOT MICROELECTRONICS CORP COM USD.001 COMMON 12709P103 256 2,300 SH   SOLE   2,300 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 634 24,303 SH   SOLE   24,303 0 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 383 2,113 SH   SOLE   2,113 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 3,987 62,801 SH   SOLE   62,801 0 0
CAE INC COM NPV COMMON 124765108 13,999 635,426 SH   SOLE   635,426 0 0
CALEDONIA MINING CORP PLC COM NPV COMMON G1757E113 5 885 SH   SOLE   885 0 0
CALERES INC COM USD3.75 COMMON 129500104 418 16,931 SH   SOLE   16,931 0 0
CAL-MAINE FOODS INC COM USD.01 COMMON 128030202 518 11,597 SH   SOLE   11,597 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 3,666 41,188 SH   SOLE   41,188 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 9,963 364,972 SH   SOLE   364,972 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 4,381 21,386 SH   SOLE   21,386 0 0
CANON INC ADR COMMON 138006309 1,621 55,803 SH   SOLE   55,803 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 1,419 17,365 SH   SOLE   17,365 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 40,498 842,710 SH   OTR   658,477 184,233 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 4 163 SH   SOLE   163 0 0
CARLISLE COS INC COM NPV COMMON 142339100 45 365 SH   SOLE   365 0 0
CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 200 4,258 SH   SOLE   4,258 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 596 39,988 SH   SOLE   39,988 0 0
CBIZ INC COM COMMON 124805102 204 10,117 SH   SOLE   10,117 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 39,502 673,184 SH   OTR   533,269 139,915 0
CDW CORP COM USD.01 COMMON 12514G108 5,410 56,138 SH   SOLE   56,138 0 0
CELANESE CORP COM USD.01 COMMON 150870103 60 604 SH   SOLE   604 0 0
CELGENE CORP COM USD1 COMMON 151020104 18 187 SH   SOLE   187 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 777 14,642 SH   SOLE   14,642 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 25,707 376,067 SH   SOLE   376,067 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 17,734 51,262 SH   OTR   40,678 10,584 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 82 1,684 SH   SOLE   1,684 0 0
CHEETAH MOBILE INC -ADR ADR COMMON 163075104 74 11,453 SH   SOLE   11,453 0 0
CHEMED CORP COM USD1 COMMON 16359R103 819 2,571 SH   SOLE   2,571 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 316 6,882 SH   SOLE   6,882 0 0
CHESAPEAKE LODGING TRUST COM USD.01 COMMON 165240102 1 40 SH   SOLE   40 0 0
CHEVRON CORP COM USD3 COMMON 166764100 588 4,803 SH   SOLE   4,803 0 0
CHILDRENS PLACE INC COM USD.1 COMMON 168905107 146 1,500 SH   SOLE   1,500 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 3,871 75,911 SH   SOLE   75,911 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 7,428 93,431 SH   SOLE   93,431 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 493 8,802 SH   SOLE   8,802 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 462 29,122 SH   SOLE   29,122 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 1,650 23,164 SH   SOLE   23,164 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 280 3,108 SH   SOLE   3,108 0 0
CIENA CORP COM USD.01 COMMON 171779309 2,005 53,957 SH   SOLE   53,957 0 0
CIMPRESS NV COM USD.001 COMMON N20146101 155 1,943 SH   SOLE   1,943 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 83 972 SH   SOLE   972 0 0
CINTAS CORP COM NPV COMMON 172908105 9 46 SH   SOLE   46 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 2,065 49,074 SH   SOLE   49,074 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 108,726 2,017,453 SH   OTR   1,597,209 420,244 0
CIT GROUP INC COM USD.01 COMMON 125581801 1 22 SH   SOLE   22 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 121,385 1,955,534 SH   OTR   1,542,629 412,905 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 116,822 1,174,634 SH   OTR   940,568 234,066 0
CITY OFFICE REIT INC COM USD.01 COMMON 178587101 1 78 SH   SOLE   78 0 0
CLARUS CORPORATION COM USD.0001 COMMON 18270P109 166 13,014 SH   SOLE   13,014 0 0
CLEAN HARBORS INC COM USD.01 COMMON 184496107 54 761 SH   SOLE   761 0 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 239 16,237 SH   SOLE   16,237 0 0
CLOROX CO/DE COM USD1 COMMON 189054109 5 30 SH   SOLE   30 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 223 1,355 SH   SOLE   1,355 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 1,332 30,729 SH   SOLE   30,729 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 15 948 SH   SOLE   948 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 470 2,532 SH   SOLE   2,532 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 391 7,559 SH   SOLE   7,559 0 0
COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 210 11,960 SH   SOLE   11,960 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 10,459 157,453 SH   SOLE   157,453 0 0
COLUMBIA PROPERTY TRUST INC COM USD.01 COMMON 198287203 2 97 SH   SOLE   97 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 428 4,127 SH   SOLE   4,127 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 984 24,624 SH   SOLE   24,624 0 0
COMERICA INC COM USD5 COMMON 200340107 13,808 188,411 SH   OTR   184,721 3,690 0
COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 1,079 20,674 SH   SOLE   20,674 0 0
COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 50 857 SH   SOLE   857 0 0
COMPANHIA SIDERURGICA NACION SPON ADR COMMON 20440W105 205 49,797 SH   SOLE   49,797 0 0
COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 105 3,548 SH   SOLE   3,548 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 62 14,415 SH   SOLE   14,415 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 58,485 2,112,951 SH   OTR   1,604,471 508,480 0
CONMED CORP COM USD.01 COMMON 207410101 11,033 132,841 SH   SOLE   132,841 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 71,599 1,075,754 SH   OTR   900,870 174,884 0
CONSOL ENERGY INC COM COMMON 20854L108 1,028 30,046 SH   SOLE   30,046 0 0
CONSUMER PORTFOLIO SVCS INC COM NPV COMMON 210502100 63 17,999 SH   SOLE   17,999 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 344 39,041 SH   SOLE   39,041 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 3,129 126,730 SH   SOLE   126,730 0 0
CONTINENTAL RESOURCES INC COM USD.01 COMMON 212015101 55 1,225 SH   SOLE   1,225 0 0
CONTURA ENERGY INC COM COMMON 21241B100 188 3,242 SH   SOLE   3,242 0 0
COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 361 12,135 SH   SOLE   12,135 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 1 11 SH   SOLE   11 0 0
COPART INC COM NPV COMMON 217204106 246 4,078 SH   SOLE   4,078 0 0
CORE MARK HOLDING CO INC COM COMMON 218681104 1,240 33,595 SH   SOLE   33,595 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 5 253 SH   SOLE   253 0 0
CORNING INC COM USD5 COMMON 219350105 57,511 1,741,534 SH   OTR   1,314,055 427,479 0
COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 4 15 SH   SOLE   15 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795106 6 649 SH   SOLE   649 0 0
CRACKER BARREL OLD CTRY STOR COM USD.5 COMMON 22410J106 649 4,036 SH   SOLE   4,036 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 241 26,345 SH   SOLE   26,345 0 0
CROCS INC COM USD.001 COMMON 227046109 696 27,135 SH   SOLE   27,135 0 0
CROSS COUNTRY HEALTHCARE INC COM USD.01 COMMON 227483104 34 4,800 SH   SOLE   4,800 0 0
CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 124 2,939 SH   SOLE   2,939 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 1,652 29,011 SH   SOLE   29,011 0 0
CSX CORP COM USD1 COMMON 126408103 18,526 248,074 SH   OTR   187,574 60,500 0
CTS CORP COM NPV COMMON 126501105 350 11,996 SH   SOLE   11,996 0 0
CUMMINS INC COM USD2.5 COMMON 231021106 1,685 10,709 SH   SOLE   10,709 0 0
CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 388 3,443 SH   SOLE   3,443 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 162 3,944 SH   SOLE   3,944 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 13 238 SH   SOLE   238 0 0
CYBEROPTICS CORP COM NPV COMMON 232517102 146 8,531 SH   SOLE   8,531 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 4 36 SH   SOLE   36 0 0
DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 140 6,472 SH   SOLE   6,472 0 0
DASAN ZHONE SOLUTIONS INC COM COMMON 23305L206 73 6,846 SH   SOLE   6,846 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 10,064 185,776 SH   OTR   145,465 40,311 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 17,431 118,906 SH   SOLE   118,906 0 0
DELPHI TECHNOLOGIES PLC COM USD.01 COMMON G2709G107 84 4,343 SH   SOLE   4,343 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 34,424 667,788 SH   OTR   566,557 101,231 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 238 10,728 SH   SOLE   10,728 0 0
DELUXE CORP COM USD1 COMMON 248019101 775 17,731 SH   SOLE   17,731 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 483 26,461 SH   SOLE   26,461 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 11 303 SH   SOLE   303 0 0
DESTINATION XL GROUP INC COM USD.01 COMMON 25065K104 176 71,641 SH   SOLE   71,641 0 0
DEVON ENERGY CORP COM USD.1 COMMON 25179M103 4,257 134,907 SH   OTR   112,598 22,309 0
DHI GROUP INC COM USD.01 COMMON 23331S100 151 62,254 SH   SOLE   62,254 0 0
DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 349 9,544 SH   SOLE   9,544 0 0
DIGITAL TURBINE INC COM COMMON 25400W102 141 40,255 SH   SOLE   40,255 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 1,147 15,924 SH   SOLE   15,924 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 16,670 234,429 SH   OTR   178,308 56,121 0
DISNEY (WALT) CO COM NPV COMMON 254687106 51,077 460,870 SH   OTR   369,929 90,941 0
DMC GLOBAL INC COM USD.05 COMMON 23291C103 287 5,824 SH   SOLE   5,824 0 0
DNB FINANCIAL CORP COM USD1. COMMON 233237106 95 2,528 SH   SOLE   2,528 0 0
DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 4 36 SH   SOLE   36 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 857 17,370 SH   SOLE   17,370 0 0
DONALDSON CO INC COM USD5 COMMON 257651109 330 6,618 SH   SOLE   6,618 0 0
DONEGAL GROUP INC CL A COMMON 257701201 198 14,708 SH   SOLE   14,708 0 0
DONNELLEY (R R) & SONS CO COM USD1.25 COMMON 257867200 0 86 SH   SOLE   86 0 0
DOVER CORP COM USD1 COMMON 260003108 35,781 382,473 SH   OTR   323,644 58,829 0
DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 298 7,353 SH   SOLE   7,353 0 0
DXC TECHNOLOGY COMPANY COM USD1 COMMON 23355L106 16,690 259,843 SH   SOLE   259,843 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 88 1,156 SH   SOLE   1,156 0 0
EBAY INC COM USD.001 COMMON 278642103 43,817 1,181,874 SH   OTR   918,705 263,169 0
ECOLAB INC COM USD1 COMMON 278865100 18 100 SH   SOLE   100 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 229 10,699 SH   SOLE   10,699 0 0
EDGEWELL PERSONAL CARE CO COM USD.01 COMMON 28035Q102 382 8,703 SH   SOLE   8,703 0 0
EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 58 7,671 SH   SOLE   7,671 0 0
EL POLLO LOCO HOLDINGS INC COM USD0.01 COMMON 268603107 200 15,457 SH   SOLE   15,457 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 2,173 29,740 SH   SOLE   29,740 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 451 8,979 SH   SOLE   8,979 0 0
ENANTA PHARMACEUTICALS INC COM USD0.01 COMMON 29251M106 1,058 11,130 SH   SOLE   11,130 0 0
ENCANA CORP COM NPV COMMON 292505104 671 93,140 SH   SOLE   93,140 0 0
ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 623 10,711 SH   SOLE   10,711 0 0
ENCORE WIRE CORP COM USD.01 COMMON 292562105 292 5,141 SH   SOLE   5,141 0 0
ENDO INTERNATIONAL PLC COM USD.01 COMMON G30401106 627 78,401 SH   SOLE   78,401 0 0
ENERPLUS CORP COM NPV COMMON 292766102 1,900 228,034 SH   SOLE   228,034 0 0
ENERSYS COM USD.01 COMMON 29275Y102 316 4,856 SH   SOLE   4,856 0 0
ENI SPA SPON ADR COMMON 26874R108 1,946 55,221 SH   SOLE   55,221 0 0
ENNIS INC COM USD2.5 COMMON 293389102 443 21,346 SH   SOLE   21,346 0 0
ENTERPRISE FINL SERVICES CP COM USD.01 COMMON 293712105 537 13,262 SH   SOLE   13,262 0 0
EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 6 74 SH   SOLE   74 0 0
EQUINOR ASA SPONSORED ADR COMMON 29446M102 149 6,773 SH   SOLE   6,773 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 5 148 SH   SOLE   148 0 0
ESCALADE INC COM USD1 COMMON 296056104 60 5,340 SH   SOLE   5,340 0 0
ESCO TECHNOLOGIES INC COM NPV COMMON 296315104 908 13,594 SH   SOLE   13,594 0 0
ESSA BANCORP INC COM USD.01 COMMON 29667D104 81 5,274 SH   SOLE   5,274 0 0
ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 1 5 SH   SOLE   5 0 0
ETHAN ALLEN INTERIORS INC CL A COM USD.01 COMMON 297602104 2 122 SH   SOLE   122 0 0
ETSY INC COM USD.001 COMMON 29786A106 1,088 16,256 SH   SOLE   16,256 0 0
EURONET WORLDWIDE INC COM USD.02 COMMON 298736109 144 1,015 SH   SOLE   1,015 0 0
EVANS BANCORP INC COM USD.50 COMMON 29911Q208 37 1,031 SH   SOLE   1,031 0 0
EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 1 5 SH   SOLE   5 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 1,584 57,215 SH   SOLE   57,215 0 0
EVOLUTION PETROLEUM CORP COM USD.01 COMMON 30049A107 481 71,550 SH   SOLE   71,550 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 8 75 SH   SOLE   75 0 0
F5 NETWORKS INC COM NPV COMMON 315616102 1,499 9,579 SH   SOLE   9,579 0 0
FABRINET ORD USD.01 COMMON G3323L100 1,733 33,209 SH   SOLE   33,209 0 0
FAUQUIER BANKSHARES INC COM USD3.13 COMMON 312059108 4 188 SH   SOLE   188 0 0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV COMMON 30239F106 333 5,306 SH   SOLE   5,306 0 0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 1,036 14,302 SH   SOLE   14,302 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 934 32,003 SH   SOLE   32,003 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 220 13,728 SH   SOLE   13,728 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 498 33,540 SH   SOLE   33,540 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 29 253 SH   SOLE   253 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1 38 SH   SOLE   38 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 104,657 4,158,675 SH   OTR   3,267,533 891,142 0
FINJAN HOLDINGS INC COM COMMON 31788H303 176 60,044 SH   SOLE   60,044 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 2 45 SH   SOLE   45 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 80 1,549 SH   SOLE   1,549 0 0
FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 288 18,259 SH   SOLE   18,259 0 0
FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 615 10,678 SH   SOLE   10,678 0 0
FIRST HORIZON NATIONAL CORP COM USD2.5 COMMON 320517105 2 114 SH   SOLE   114 0 0
FIRST NORTHWEST BANCRP COM COMMON 335834107 121 7,758 SH   SOLE   7,758 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 22 402 SH   SOLE   402 0 0
FIRST UNITED CORP COM NPV COMMON 33741H107 101 5,826 SH   SOLE   5,826 0 0
FIRSTCASH INC COM USD.01 COMMON 33767D105 3,234 37,453 SH   SOLE   37,453 0 0
FIRSTSERVICE CORP SUB VTG COMMON 33767E103 9,381 105,891 SH   SOLE   105,891 0 0
FISERV INC COM USD.01 COMMON 337738108 4 49 SH   SOLE   49 0 0
FLEETCOR TECHNOLOGIES INC COM USD.001 COMMON 339041105 429 1,740 SH   SOLE   1,740 0 0
FLIR SYSTEMS INC COM USD.01 COMMON 302445101 421 8,871 SH   SOLE   8,871 0 0
FLOWERS FOODS INC COM USD.625 COMMON 343498101 29 1,351 SH   SOLE   1,351 0 0
FLUENT INC COM USD.0005 COMMON 34380C102 241 42,909 SH   SOLE   42,909 0 0
FLUSHING FINANCIAL CORP COM USD.01 COMMON 343873105 341 15,532 SH   SOLE   15,532 0 0
FONAR CORP COM USD.0001 COMMON 344437405 49 2,389 SH   SOLE   2,389 0 0
FOOT LOCKER INC COM USD3 COMMON 344849104 2,910 48,052 SH   SOLE   48,052 0 0
FORTINET INC COM USD.001 COMMON 34959E109 3,184 38,010 SH   SOLE   38,010 0 0
FORTUNA SILVER MINES INC COM NPV COMMON 349915108 1,142 345,033 SH   SOLE   345,033 0 0
FORWARD AIR CORP COM USD.01 COMMON 349853101 44 679 SH   SOLE   679 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 59 6,033 SH   SOLE   6,033 0 0
FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 506 9,953 SH   SOLE   9,953 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 46,994 1,420,367 SH   OTR   1,128,552 291,815 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 3,905 302,950 SH   SOLE   302,950 0 0
FRIEDMAN INDUSTRIES INC COM USD1 COMMON 358435105 151 19,645 SH   SOLE   19,645 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 3,113 40,649 SH   SOLE   40,649 0 0
FTS INTERNATIONAL INC COM COMMON 30283W104 300 29,997 SH   SOLE   29,997 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 5,169 386,449 SH   SOLE   386,449 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 370 58,878 SH   SOLE   58,878 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 8 403 SH   SOLE   403 0 0
GARMIN LTD COM USD.01 COMMON H2906T109 82 952 SH   SOLE   952 0 0
GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 82 6,618 SH   SOLE   6,618 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 323 6,331 SH   SOLE   6,331 0 0
GENERAL FINANCE CORP/DE COM COMMON 369822101 162 17,412 SH   SOLE   17,412 0 0
GENESCO INC COM USD1 COMMON 371532102 886 19,475 SH   SOLE   19,475 0 0
GENOMIC HEALTH INC COM USD.0001 COMMON 37244C101 1,274 18,281 SH   SOLE   18,281 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 18 165 SH   SOLE   165 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 319 7,913 SH   SOLE   7,913 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 4,304 120,395 SH   SOLE   120,395 0 0
GLADSTONE COMMERCIAL CORP COM USD.001 COMMON 376536108 2 100 SH   SOLE   100 0 0
GLOBAL BRASS & COPPER HLDGS COM USD.01 COMMON 37953G103 326 9,471 SH   SOLE   9,471 0 0
GLOBALSCAPE INC COM USD.001 COMMON 37940G109 121 19,036 SH   SOLE   19,036 0 0
GODADDY INC CL A COM USD.001 COMMON 380237107 81 1,087 SH   SOLE   1,087 0 0
GOLD RESOURCE CORP COM USD.001 COMMON 38068T105 145 37,300 SH   SOLE   37,300 0 0
GORMAN-RUPP CO COM NPV COMMON 383082104 155 4,579 SH   SOLE   4,579 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 679 2,266 SH   SOLE   2,266 0 0
GRAN TIERRA ENERGY INC COM USD.001 COMMON 38500T101 726 320,827 SH   SOLE   320,827 0 0
GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 218 1,916 SH   SOLE   1,916 0 0
GRANITE REAL ESTATE INVEST STPLD UNIT COMMON 387437114 2,610 54,948 SH   SOLE   54,948 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 918 103,394 SH   SOLE   103,394 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 141 3,138 SH   SOLE   3,138 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 8,070 92,396 SH   SOLE   92,396 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 125 23,782 SH   SOLE   23,782 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 197 18,960 SH   SOLE   18,960 0 0
HAMILTON LANE INC CL A COM USD.001 COMMON 407497106 420 9,691 SH   SOLE   9,691 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 114 1,002 SH   SOLE   1,002 0 0
HARRIS CORP COM USD1 COMMON 413875105 7 46 SH   SOLE   46 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 3,358 67,548 SH   SOLE   67,548 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 330 15,099 SH   SOLE   15,099 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 433 16,503 SH   SOLE   16,503 0 0
HAWKINS INC COM USD.1 COMMON 420261109 94 2,559 SH   SOLE   2,559 0 0
HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 102 4,380 SH   SOLE   4,380 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 8,264 63,416 SH   SOLE   63,416 0 0
HCI GROUP INC COM NPV COMMON 40416E103 758 17,753 SH   SOLE   17,753 0 0
HCP INC COM USD1 COMMON 40414L109 1 42 SH   SOLE   42 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 41,231 953,590 SH   OTR   749,024 204,566 0
HDFC BANK LTD ADR COMMON 40415F101 20 169 SH   SOLE   169 0 0
HEICO CORP COM USD.166 COMMON 422806109 192 2,026 SH   SOLE   2,026 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 2,370 20,514 SH   SOLE   20,514 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 18 1,947 SH   SOLE   1,947 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 416 3,012 SH   SOLE   3,012 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 3,073 58,050 SH   SOLE   58,050 0 0
HESS CORP COM USD1 COMMON 42809H107 6,327 105,155 SH   OTR   82,124 23,031 0
HILLENBRAND INC COM NPV COMMON 431571108 3,785 91,438 SH   SOLE   91,438 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 382 3,621 SH   SOLE   3,621 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 1,733 94,976 SH   SOLE   94,976 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 2,420 82,119 SH   SOLE   82,119 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 4,403 89,505 SH   SOLE   89,505 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 3,933 144,741 SH   SOLE   144,741 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 29 182 SH   SOLE   182 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 327 11,350 SH   SOLE   11,350 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 1,350 103,209 SH   SOLE   103,209 0 0
HORACE MANN EDUCATORS CORP COM USD.001 COMMON 440327104 13 366 SH   SOLE   366 0 0
HORIZON PHARMA PLC ORD USD.01 COMMON G4617B105 2,127 80,854 SH   SOLE   80,854 0 0
HOSPITALITY PROPERTIES TRUST COM USD.01 COMMON 44106M102 1 27 SH   SOLE   27 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 3 140 SH   SOLE   140 0 0
HUDBAY MINERALS INC COM NPV COMMON 443628102 10,235 1,440,428 SH   SOLE   1,440,428 0 0
HUMANA INC COM NPV COMMON 444859102 3,973 14,946 SH   SOLE   14,946 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 9,697 46,889 SH   OTR   35,368 11,521 0
HURCO COMPANIES INC COM USD.1 COMMON 447324104 59 1,471 SH   SOLE   1,471 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 175 2,417 SH   SOLE   2,417 0 0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 298 4,771 SH   SOLE   4,771 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 8,416 110,911 SH   SOLE   110,911 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 0 19 SH   SOLE   19 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 452 39,463 SH   SOLE   39,463 0 0
ICON PLC COM EUR.06 COMMON G4705A100 95 696 SH   SOLE   696 0 0
IDEX CORP COM USD.01 COMMON 45167R104 327 2,157 SH   SOLE   2,157 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 4,063 18,171 SH   SOLE   18,171 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 369 55,602 SH   SOLE   55,602 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 280 15,743 SH   SOLE   15,743 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 9,599 353,653 SH   SOLE   353,653 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 4 111 SH   SOLE   111 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 127 34,154 SH   SOLE   34,154 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 540 49,372 SH   SOLE   49,372 0 0
ING GROEP NV SPON ADR COMMON 456837103 93 7,681 SH   SOLE   7,681 0 0
INGERSOLL-RAND PLC COM USD2 COMMON G47791101 5,003 46,349 SH   SOLE   46,349 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 539 19,510 SH   SOLE   19,510 0 0
INGREDION INC COM USD.01 COMMON 457187102 2 17 SH   SOLE   17 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 3,732 267,135 SH   SOLE   267,135 0 0
INSTEEL INDUSTRIES COM USD2 COMMON 45774W108 139 6,702 SH   SOLE   6,702 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 1,024 13,650 SH   SOLE   13,650 0 0
INTEL CORP COM NPV COMMON 458140100 7 139 SH   SOLE   139 0 0
INTELSAT SA COM USD.01 COMMON L5140P101 266 17,104 SH   SOLE   17,104 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 173 2,290 SH   SOLE   2,290 0 0
INTERDIGITAL INC COM USD.01 COMMON 45867G101 545 8,263 SH   SOLE   8,263 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 1,416 67,381 SH   SOLE   67,381 0 0
INTEST CORP COM USD.01 COMMON 461147100 140 20,898 SH   SOLE   20,898 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 1,477 10,465 SH   SOLE   10,465 0 0
INTL PAPER CO COM USD1 COMMON 460146103 3,247 70,182 SH   SOLE   70,182 0 0
INTUIT INC COM NPV COMMON 461202103 13,965 53,441 SH   SOLE   53,441 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 787 5,474 SH   SOLE   5,474 0 0
IRADIMED CORP COM USD.0001 COMMON 46266A109 194 6,906 SH   SOLE   6,906 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 0 1 SH   SOLE   1 0 0
ISHARES INC CORE MSCI EMKT COMMON 46434G103 6 111 SH   SOLE   111 0 0
ISHARES TR CORE MSCI EAFE COMMON 46432F842 3 50 SH   SOLE   50 0 0
ISHARES TR CORE S&P US VLU COMMON 464287663 4 72 SH   SOLE   72 0 0
ISHARES TR EDGE MSCI USA VL COMMON 46432F388 8 100 SH   SOLE   100 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 150 27,379 SH   SOLE   27,379 0 0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001 COMMON 46609J106 200 20,350 SH   SOLE   20,350 0 0
JABIL INC COM USD.001 COMMON 466313103 330 12,478 SH   SOLE   12,478 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 1 52 SH   SOLE   52 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 1,755 12,557 SH   SOLE   12,557 0 0
JOINT CORP (THE) COM USD.001 COMMON 47973J102 302 19,170 SH   SOLE   19,170 0 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 2,169 14,070 SH   SOLE   14,070 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 2,741 27,237 SH   SOLE   27,237 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 68,922 2,610,007 SH   OTR   2,044,394 565,613 0
JUST ENERGY GROUP INC COM COMMON 48213W101 2,915 864,995 SH   SOLE   864,995 0 0
K12 INC COM USD.0001 COMMON 48273U102 9,536 279,878 SH   SOLE   279,878 0 0
KAMAN CORP COM USD1 COMMON 483548103 115 1,975 SH   SOLE   1,975 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 233 6,284 SH   SOLE   6,284 0 0
KEANE GROUP INC COM USD.01 COMMON 48669A108 880 80,833 SH   SOLE   80,833 0 0
KEWAUNEE SCIENTIFIC CORP COM USD2.5 COMMON 492854104 111 5,277 SH   SOLE   5,277 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 2,425 27,826 SH   SOLE   27,826 0 0
KFORCE INC COM USD.01 COMMON 493732101 4,280 122,363 SH   SOLE   122,363 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 78 5,008 SH   SOLE   5,008 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 235 1,893 SH   SOLE   1,893 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 2 118 SH   SOLE   118 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 6 318 SH   SOLE   318 0 0
KINGSTONE COS INC COM USD1 COMMON 496719105 162 10,999 SH   SOLE   10,999 0 0
KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 117 1,719 SH   SOLE   1,719 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 25,752 851,619 SH   SOLE   851,619 0 0
KIRKLAND'S INC COM NPV COMMON 497498105 117 16,591 SH   SOLE   16,591 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 45,743 666,690 SH   OTR   557,845 108,845 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 0 1 SH   SOLE   1 0 0
KORN FERRY COM NPV COMMON 500643200 368 8,271 SH   SOLE   8,271 0 0
KROGER CO COM USD1 COMMON 501044101 69,036 2,811,804 SH   OTR   2,255,880 555,924 0
LAM RESEARCH CORP COM NPV COMMON 512807108 9,775 54,655 SH   OTR   43,914 10,741 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 3 38 SH   SOLE   38 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 23 303 SH   SOLE   303 0 0
LANCASTER COLONY CORP COM USD1 COMMON 513847103 984 6,311 SH   SOLE   6,311 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 69 3,012 SH   SOLE   3,012 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 6 106 SH   SOLE   106 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 209 6,663 SH   SOLE   6,663 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 404 12,234 SH   SOLE   12,234 0 0
LEAR CORP COM NPV COMMON 521865204 3,642 26,836 SH   SOLE   26,836 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 437 132,441 SH   SOLE   132,441 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 0 17 SH   SOLE   17 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 1,967 7,445 SH   SOLE   7,445 0 0
LIBERTY OILFIELD SVS COM CL A 0.01USD COMMON 53115L104 392 25,499 SH   SOLE   25,499 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 3 59 SH   SOLE   59 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 1 12 SH   SOLE   12 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 736 51,497 SH   SOLE   51,497 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 588 4,703 SH   SOLE   4,703 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 1,835 14,138 SH   SOLE   14,138 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 517 9,511 SH   SOLE   9,511 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 1 38 SH   SOLE   38 0 0
LOWE'S COMPANIES INC COM USD.5 COMMON 548661107 0 1 SH   SOLE   1 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 465 6,698 SH   SOLE   6,698 0 0
LTC PROPERTIES INC COM USD.01 COMMON 502175102 6 131 SH   SOLE   131 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 1,504 9,179 SH   SOLE   9,179 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 759 33,121 SH   SOLE   33,121 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 70 16,898 SH   SOLE   16,898 0 0
LUTHER BURBANK CORP COM COMMON 550550107 85 8,457 SH   SOLE   8,457 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 14,391 171,177 SH   SOLE   171,177 0 0
M & T BANK CORP COM USD5 COMMON 55261F104 365 2,341 SH   SOLE   2,341 0 0
MACATAWA BANK CORP COM NPV COMMON 554225102 157 15,868 SH   SOLE   15,868 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 2 106 SH   SOLE   106 0 0
MACY'S INC COM NPV COMMON 55616P104 4,249 177,315 SH   SOLE   177,315 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 27,755 572,636 SH   SOLE   572,636 0 0
MALLINCKRODT PLC ORD USD.2 COMMON G5785G107 1,459 67,104 SH   SOLE   67,104 0 0
MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 738 44,306 SH   SOLE   44,306 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 24,358 1,448,599 SH   SOLE   1,448,599 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 74,753 1,251,688 SH   OTR   952,082 299,606 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 1,447 35,716 SH   SOLE   35,716 0 0
MARCUS CORP COM USD1 COMMON 566330106 1,246 31,275 SH   SOLE   31,275 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 270 20,055 SH   SOLE   20,055 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 44,892 359,681 SH   OTR   288,365 71,316 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 1 64 SH   SOLE   64 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 18 76 SH   SOLE   76 0 0
MAXIMUS INC COM NPV COMMON 577933104 253 3,573 SH   SOLE   3,573 0 0
MAXLINEAR INC CL A COM USD.0001 COMMON 57776J100 343 13,490 SH   SOLE   13,490 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 19 127 SH   SOLE   127 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 5 24 SH   SOLE   24 0 0
MECHEL PAO ADR NPV COMMON 583840608 144 72,757 SH   SOLE   72,757 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 7 354 SH   SOLE   354 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 417 3,280 SH   SOLE   3,280 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 1 47 SH   SOLE   47 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 60 1,014 SH   SOLE   1,014 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 67 735 SH   SOLE   735 0 0
MERCER INTL INC SHS BEN INT USD1 COMMON 588056101 53 3,916 SH   SOLE   3,916 0 0
MERCK & CO COM NPV COMMON 58933Y105 13,484 162,251 SH   SOLE   162,251 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 1,163 66,302 SH   SOLE   66,302 0 0
MERITOR INC COM USD1 COMMON 59001K100 645 31,697 SH   SOLE   31,697 0 0
MESA LABORATORIES INC COM NPV COMMON 59064R109 41 178 SH   SOLE   178 0 0
METHANEX CORP COM NPV COMMON 59151K108 32,339 572,614 SH   SOLE   572,614 0 0
METLIFE INC COM COMMON 59156R108 126,355 2,974,380 SH   OTR   2,349,822 624,558 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 10,271 248,851 SH   SOLE   248,851 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 2 18 SH   SOLE   18 0 0
MIDSTATES PETROLEUM CO INC COM USD.01 COMMON 59804T407 91 9,332 SH   SOLE   9,332 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 812 23,078 SH   SOLE   23,078 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 21 4,249 SH   SOLE   4,249 0 0
MIX TELEMATICS LTD ADR COMMON 60688N102 82 4,905 SH   SOLE   4,905 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 221 2,384 SH   SOLE   2,384 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 227 1,599 SH   SOLE   1,599 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 3 65 SH   SOLE   65 0 0
MONRO INC COM USD.01 COMMON 610236101 306 3,557 SH   SOLE   3,557 0 0
MORNINGSTAR INC COM COMMON 617700109 402 3,201 SH   SOLE   3,201 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 7 47 SH   SOLE   47 0 0
MSA SAFETY INC COM NPV COMMON 553498106 291 2,832 SH   SOLE   2,832 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 15 73 SH   SOLE   73 0 0
NANOMETRICS INC COM NPV COMMON 630077105 749 24,247 SH   SOLE   24,247 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 542 26,150 SH   SOLE   26,150 0 0
NASDAQ INC COM USD.01 COMMON 631103108 3 29 SH   SOLE   29 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 97 1,420 SH   SOLE   1,420 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 445 63,112 SH   SOLE   63,112 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 485 20,555 SH   SOLE   20,555 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 3,124 41,374 SH   SOLE   41,374 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 2,091 19,331 SH   SOLE   19,331 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 50 SH   SOLE   50 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 481 40,236 SH   SOLE   40,236 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 3 254 SH   SOLE   254 0 0
NAVIGANT CONSULTING INC COM USD.001 COMMON 63935N107 1,257 64,931 SH   SOLE   64,931 0 0
NCR CORP COM USD5 COMMON 62886E108 3 97 SH   SOLE   97 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 933 16,940 SH   SOLE   16,940 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 1,057 51,948 SH   SOLE   51,948 0 0
NEPTUNE WELLNESS SOLUTION IN COM COMMON 64079L105 252 80,000 SH   SOLE   80,000 0 0
NETAPP INC COM NPV COMMON 64110D104 671 9,674 SH   SOLE   9,674 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 303 46,574 SH   SOLE   46,574 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 26 61 SH   SOLE   61 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 3 70 SH   SOLE   70 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 5,353 49,430 SH   SOLE   49,430 0 0
NEXTGEN HEALTHCARE INC COM USD.01 COMMON 65343C102 772 46,104 SH   SOLE   46,104 0 0
NI HOLDINGS INC COM COMMON 65342T106 86 5,377 SH   SOLE   5,377 0 0
NICE LTD SPON ADR COMMON 653656108 327 2,667 SH   SOLE   2,667 0 0
NICHOLAS FINANCIAL INC COM NPV COMMON 65373J209 55 6,133 SH   SOLE   6,133 0 0
NIKE INC CL B COM NPV COMMON 654106103 535 6,349 SH   SOLE   6,349 0 0
NOKIA CORP SPON ADR COMMON 654902204 79 13,872 SH   SOLE   13,872 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 993 276,514 SH   SOLE   276,514 0 0
NOODLES & CO CL A COM USD0.01 COMMON 65540B105 33 4,817 SH   SOLE   4,817 0 0
NORBORD INC COM NPV COMMON 65548P403 18,049 658,827 SH   SOLE   658,827 0 0
NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 3,433 297,244 SH   SOLE   297,244 0 0
NORTHEAST BANCORP/ME COM NPV COMMON 663904209 61 2,944 SH   SOLE   2,944 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 100 3,755 SH   SOLE   3,755 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 288 12,061 SH   SOLE   12,061 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 142 4,589 SH   SOLE   4,589 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 433 4,499 SH   SOLE   4,499 0 0
NRG ENERGY INC COM NEW COMMON 629377508 124 2,947 SH   SOLE   2,947 0 0
NUCOR CORP COM USD.4 COMMON 670346105 3,351 57,438 SH   SOLE   57,438 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 283 5,013 SH   SOLE   5,013 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 730 12,366 SH   SOLE   12,366 0 0
NVE CORP COM USD.01 COMMON 629445206 149 1,534 SH   SOLE   1,534 0 0
NVR INC COM USD.01 COMMON 62944T105 1,754 635 SH   SOLE   635 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 21,164 239,672 SH   OTR   211,104 28,568 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 177 1,232 SH   SOLE   1,232 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 318 15,256 SH   SOLE   15,256 0 0
OLIN CORP COM USD1 COMMON 680665205 2 87 SH   SOLE   87 0 0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 78 911 SH   SOLE   911 0 0
OMEGA FLEX INC COM USD.01 COMMON 682095104 295 3,922 SH   SOLE   3,922 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 4 92 SH   SOLE   92 0 0
OMNICELL INC COM NPV COMMON 68213N109 1 16 SH   SOLE   16 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 13,857 189,853 SH   SOLE   189,853 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 661 32,157 SH   SOLE   32,157 0 0
ONESPAN INC COM USD.001 COMMON 68287N100 213 11,127 SH   SOLE   11,127 0 0
OP BANCORP COM COMMON 67109R109 89 10,281 SH   SOLE   10,281 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 264 10,140 SH   SOLE   10,140 0 0
OPUS BANK COM COMMON 684000102 324 16,380 SH   SOLE   16,380 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 14,818 276,056 SH   OTR   222,606 53,450 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 8 21 SH   SOLE   21 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 3,597 50,046 SH   SOLE   50,046 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 119 6,401 SH   SOLE   6,401 0 0
ORTHOFIX MEDICAL INC COM USD.1 COMMON 68752M108 292 5,203 SH   SOLE   5,203 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 3 43 SH   SOLE   43 0 0
OSIRIS THERAPEUTICS INC COM USD.001 COMMON 68827R108 839 44,348 SH   SOLE   44,348 0 0
OTELCO INC CL A COM USD.01 COMMON 688823301 74 4,516 SH   SOLE   4,516 0 0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01 COMMON 69036R863 74 32,512 SH   SOLE   32,512 0 0
OWENS-ILLINOIS INC COM USD.01 COMMON 690768403 1 35 SH   SOLE   35 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 299 6,111 SH   SOLE   6,111 0 0
PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 50 6,498 SH   SOLE   6,498 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 89 3,638 SH   SOLE   3,638 0 0
PARK ELECTROCHEMICAL CORP COM USD.1 COMMON 700416209 588 37,641 SH   SOLE   37,641 0 0
PATTERSON COMPANIES INC COM USD.01 COMMON 703395103 1,319 60,382 SH   SOLE   60,382 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 216 2,690 SH   SOLE   2,690 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 325 1,724 SH   SOLE   1,724 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 61 681 SH   SOLE   681 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 2 51 SH   SOLE   51 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 91 2,487 SH   SOLE   2,487 0 0
PCM INC COM USD.001 COMMON 69323K100 3,071 84,233 SH   SOLE   84,233 0 0
PDL BIOPHARMA INC COM USD.01 COMMON 69329Y104 323 87,227 SH   SOLE   87,227 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 3,024 106,736 SH   SOLE   106,736 0 0
PEARSON PLC SPON ADR COMMON 705015105 320 29,168 SH   SOLE   29,168 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 247 12,355 SH   SOLE   12,355 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 70932M107 241 10,902 SH   SOLE   10,902 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 89 3,364 SH   SOLE   3,364 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 318 2,592 SH   SOLE   2,592 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 2,474 90,569 SH   SOLE   90,569 0 0
PFIZER INC COM USD.1 COMMON 717081103 10,560 248,690 SH   SOLE   248,690 0 0
PGT INNOVATIONS INC COM USD COMMON 69336V101 661 47,952 SH   SOLE   47,952 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 66,555 700,483 SH   OTR   556,563 143,920 0
PHOTRONICS INC COM NPV COMMON 719405102 647 68,754 SH   SOLE   68,754 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 5 220 SH   SOLE   220 0 0
PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 553 24,806 SH   SOLE   24,806 0 0
PITNEY BOWES INC COM USD2 COMMON 724479100 359 52,484 SH   SOLE   52,484 0 0
PLAINS GP HOLDINGS LP CL A LP NPV COMMON 72651A207 145 5,858 SH   SOLE   5,858 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 109 2,371 SH   SOLE   2,371 0 0
PLUMAS BANCORP COM COMMON 729273102 83 3,663 SH   SOLE   3,663 0 0
POPULAR INC COM USD5 COMMON 733174700 72 1,389 SH   SOLE   1,389 0 0
POSCO SPON ADR COMMON 693483109 2,416 43,754 SH   SOLE   43,754 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 86 1,620 SH   SOLE   1,620 0 0
PREMIER INC CL A COM USD0.01 COMMON 74051N102 1,406 40,830 SH   SOLE   40,830 0 0
PRGX GLOBAL INC COM USD.01 COMMON 69357C503 121 15,215 SH   SOLE   15,215 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 147 1,204 SH   SOLE   1,204 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 8,094 77,816 SH   SOLE   77,816 0 0
PRO-DEX INC/CO COM NPV COMMON 74265M205 242 16,705 SH   SOLE   16,705 0 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 106 59,118 SH   SOLE   59,118 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 1,155 16,028 SH   SOLE   16,028 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 4 61 SH   SOLE   61 0 0
PROPETRO HOLDING CORP COM USD0.001 COMMON 74347M108 219 9,739 SH   SOLE   9,739 0 0
PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 109 5,877 SH   SOLE   5,877 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 418 6,313 SH   SOLE   6,313 0 0
PROVIDENT FINANCIAL HOLDINGS COM USD.01 COMMON 743868101 59 2,975 SH   SOLE   2,975 0 0
PRUDENTIAL BANCORP INC COM USD.01 COMMON 74431A101 31 1,773 SH   SOLE   1,773 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 4,159 45,263 SH   SOLE   45,263 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 7 44 SH   SOLE   44 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 75 5,333 SH   SOLE   5,333 0 0
PTC INC COM USD.01 COMMON 69370C100 951 10,355 SH   SOLE   10,355 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 32,952 1,181,045 SH   OTR   898,807 282,238 0
PVH CORP COM USD1 COMMON 693656100 3 26 SH   SOLE   26 0 0
PYXUS INTERNATIONAL INC COM USD10 COMMON 74737V106 174 7,296 SH   SOLE   7,296 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 329 40,649 SH   SOLE   40,649 0 0
QAD INC CL A COM NPV COMMON 74727D306 566 13,220 SH   SOLE   13,220 0 0
QIAGEN NV COM NLG.03 COMMON N72482123 30 737 SH   SOLE   737 0 0
QTS REALTY TRUST INC CL A COM USD0.01 COMMON 74736A103 1 32 SH   SOLE   32 0 0
QUAKER CHEMICAL CORP COM USD1 COMMON 747316107 1,520 7,623 SH   SOLE   7,623 0 0
QUALCOMM INC COM USD.0001 COMMON 747525103 27,142 476,748 SH   OTR   370,476 106,272 0
QUANEX BUILDING PRODUCTS COM USD.01 COMMON 747619104 457 28,785 SH   SOLE   28,785 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 6 62 SH   SOLE   62 0 0
R F INDUSTRIES LTD COM USD.01 COMMON 749552105 347 51,518 SH   SOLE   51,518 0 0
RADIANT LOGISTICS INC UNIT COMMON 75025X100 513 81,718 SH   SOLE   81,718 0 0
RBC BEARINGS INC COM USD.01 COMMON 75524B104 283 2,233 SH   SOLE   2,233 0 0
RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 419 10,884 SH   SOLE   10,884 0 0
REALOGY HOLDINGS CORP CL A COM USD.01 COMMON 75605Y106 1 65 SH   SOLE   65 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 3 35 SH   SOLE   35 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 70,241 4,973,464 SH   OTR   3,871,536 1,101,928 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 880 6,200 SH   SOLE   6,200 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 8,885 405,613 SH   SOLE   405,613 0 0
RENT-A-CENTER INC COM USD.01 COMMON 76009N100 1,134 54,584 SH   SOLE   54,584 0 0
REPLIGEN CORP COM USD.01 COMMON 759916109 413 7,025 SH   SOLE   7,025 0 0
REPUBLIC SERVICES INC COM USD.01 COMMON 760759100 155 1,928 SH   SOLE   1,928 0 0
RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 2,642 333,433 SH   SOLE   333,433 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 586 7,266 SH   SOLE   7,266 0 0
RIO TINTO GROUP SPON ADR COMMON 767204100 8,709 147,978 SH   SOLE   147,978 0 0
RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 2,356 69,767 SH   SOLE   69,767 0 0
RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 159 21,790 SH   SOLE   21,790 0 0
RLI CORP COM USD1 COMMON 749607107 313 4,393 SH   SOLE   4,393 0 0
RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 1,794 29,503 SH   SOLE   29,503 0 0
ROBERT HALF INTL INC COM USD1 COMMON 770323103 3,040 46,919 SH   SOLE   46,919 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 33,072 188,786 SH   OTR   147,977 40,809 0
ROCKY BRANDS INC COM NPV COMMON 774515100 336 14,041 SH   SOLE   14,041 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 8,283 154,905 SH   SOLE   154,905 0 0
ROLLINS INC COM USD1 COMMON 775711104 324 7,806 SH   SOLE   7,806 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 2,155 28,730 SH   SOLE   28,730 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 5 414 SH   SOLE   414 0 0
RTW RETAILWINDS INC COM USD.01 COMMON 74980D100 198 82,560 SH   SOLE   82,560 0 0
RUTHS HOSPITALITY GROUP INC COM USD.01 COMMON 783332109 105 4,142 SH   SOLE   4,142 0 0
RYERSON HOLDING CORP COM USD.01 COMMON 783754104 167 19,523 SH   SOLE   19,523 0 0
RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 1 11 SH   SOLE   11 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 88 34,310 SH   SOLE   34,310 0 0
SALLY BEAUTY HOLDINGS INC COM USD.01 COMMON 79546E104 778 42,251 SH   SOLE   42,251 0 0
SANDERSON FARMS INC COM USD1 COMMON 800013104 956 7,251 SH   SOLE   7,251 0 0
SANMINA CORP COM USD.01 COMMON 801056102 323 11,213 SH   SOLE   11,213 0 0
SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 2 72 SH   SOLE   72 0 0
SASOL LTD ADR COMMON 803866300 83 2,693 SH   SOLE   2,693 0 0
SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 2 8 SH   SOLE   8 0 0
SCHNITZER STEEL INDS -CL A CL A COM USD.01 COMMON 806882106 796 33,171 SH   SOLE   33,171 0 0
SCHWEITZER-MAUDUIT INTL INC COM USD.1 COMMON 808541106 761 19,660 SH   SOLE   19,660 0 0
SEACOAST BANKING CORP/FL COM USD.1 COMMON 811707801 136 5,197 SH   SOLE   5,197 0 0
SEACOR HOLDINGS INC COM USD.01 COMMON 811904101 157 3,733 SH   SOLE   3,733 0 0
SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 74,270 1,553,636 SH   OTR   1,297,387 256,249 0
SEALED AIR CORP COM USD.01 COMMON 81211K100 58,670 1,276,865 SH   OTR   954,918 321,947 0
SECUREWORKS CORP CL A COM USD.01 COMMON 81374A105 65 3,539 SH   SOLE   3,539 0 0
SEI INVESTMENTS CO COM USD.01 COMMON 784117103 60 1,160 SH   SOLE   1,160 0 0
SERVICE CORP INTERNATIONAL COM USD1 COMMON 817565104 8 191 SH   SOLE   191 0 0
SHENANDOAH TELECOMMUN CO COM USD10 COMMON 82312B106 386 8,742 SH   SOLE   8,742 0 0
SHOE CARNIVAL INC COM USD.1 COMMON 824889109 4,217 123,910 SH   SOLE   123,910 0 0
SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 72 11,943 SH   SOLE   11,943 0 0
SILGAN HOLDINGS INC COM USD.01 COMMON 827048109 364 12,315 SH   SOLE   12,315 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 162 11,336 SH   SOLE   11,336 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 9 50 SH   SOLE   50 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 272 12,944 SH   SOLE   12,944 0 0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01 COMMON 829226109 1,391 36,167 SH   SOLE   36,167 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 2,859 59,895 SH   SOLE   59,895 0 0
SK TELECOM CO LTD SPON ADR COMMON 78440P108 4,137 168,920 SH   SOLE   168,920 0 0
SKYLINE CHAMPION CORP COM USD.0277 COMMON 830830105 52 2,748 SH   SOLE   2,748 0 0
SLEEP NUMBER CORPORATION COM USD.01 COMMON 83125X103 62 1,314 SH   SOLE   1,314 0 0
SMART GLOBAL HOLDINGS INC Ordinary Shares COMMON G8232Y101 53 2,748 SH   SOLE   2,748 0 0
SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 143 3,557 SH   SOLE   3,557 0 0
SONOCO PRODUCTS CO COM NPV COMMON 835495102 606 9,886 SH   SOLE   9,886 0 0
SONY CORP ADR COMMON 835699307 763 18,061 SH   SOLE   18,061 0 0
SOUTHWEST AIRLINES COM USD1 COMMON 844741108 2,690 51,818 SH   SOLE   51,818 0 0
SPARTANNASH CO COM NPV COMMON 847215100 0 20 SH   SOLE   20 0 0
SPEEDWAY MOTORSPORTS INC COM USD.01 COMMON 847788106 382 26,383 SH   SOLE   26,383 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 75,558 827,188 SH   OTR   636,774 190,414 0
SPIRIT REALTY CAPITAL INC COM USD.01 COMMON 84860W300 9 238 SH   SOLE   238 0 0
SPORTSMANS WAREHOUSE HLDGS COM USD.01 COMMON 84920Y106 195 40,533 SH   SOLE   40,533 0 0
SPS COMMERCE INC COM USD.001 COMMON 78463M107 95 901 SH   SOLE   901 0 0
SPX FLOW INC COM USD.01 COMMON 78469X107 165 5,218 SH   SOLE   5,218 0 0
SS&C TECHNOLOGIES HLDGS INC COM USD.01 COMMON 78467J100 1,276 20,047 SH   SOLE   20,047 0 0
SSR MINING INC COM NPV COMMON 784730103 4,762 378,933 SH   SOLE   378,933 0 0
STANDARD FINANCIAL CORP COM USD.01 COMMON 85303B100 109 4,033 SH   SOLE   4,033 0 0
STANDARD MOTOR PRODS CL A COM USD2 COMMON 853666105 902 18,451 SH   SOLE   18,451 0 0
STARBUCKS CORP COM NPV COMMON 855244109 16,043 216,038 SH   OTR   152,028 64,010 0
STEEL DYNAMICS INC COM USD.01 COMMON 858119100 2,478 70,507 SH   SOLE   70,507 0 0
STEELCASE INC CL A COM NPV COMMON 858155203 169 11,675 SH   SOLE   11,675 0 0
STEPAN CO COM USD1 COMMON 858586100 2,282 26,083 SH   SOLE   26,083 0 0
STERIS PLC COM NPV COMMON G8473T100 1,542 12,047 SH   SOLE   12,047 0 0
STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 2,545 203,235 SH   SOLE   203,235 0 0
STONERIDGE INC COM NPV COMMON 86183P102 269 9,361 SH   SOLE   9,361 0 0
STRATTEC SECURITY CORP COM USD.01 COMMON 863111100 99 3,365 SH   SOLE   3,365 0 0
STURM RUGER & CO INC COM USD1 COMMON 864159108 97 1,838 SH   SOLE   1,838 0 0
SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 179 25,527 SH   SOLE   25,527 0 0
SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 39,035 1,021,915 SH   SOLE   1,021,915 0 0
SUNCOKE ENERGY INC COM USD.01 COMMON 86722A103 345 40,681 SH   SOLE   40,681 0 0
SUNCOR ENERGY INC COM NPV COMMON 867224107 11,820 366,818 SH   SOLE   366,818 0 0
SUPERIOR DRILLING PRODUCTS COM USD.001 COMMON 868153107 20 15,165 SH   SOLE   15,165 0 0
SVB FINANCIAL GROUP COM NPV COMMON 78486Q101 216 976 SH   SOLE   976 0 0
SYKES ENTERPRISES INC COM USD.01 COMMON 871237103 651 23,007 SH   SOLE   23,007 0 0
SYNALLOY CORP COM USD1 COMMON 871565107 149 9,783 SH   SOLE   9,783 0 0
SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 28,932 908,366 SH   OTR   658,392 249,974 0
SYNNEX CORP COM USD.001 COMMON 87162W100 220 2,307 SH   SOLE   2,307 0 0
SYNOPSYS INC COM USD.01 COMMON 871607107 0 4 SH   SOLE   4 0 0
SYSCO CORP COM USD1 COMMON 871829107 10 144 SH   SOLE   144 0 0
SYSTEMAX INC COM USD.01 COMMON 871851101 182 8,076 SH   SOLE   8,076 0 0
TARGET CORP COM USD1 COMMON 87612E106 2,702 33,728 SH   SOLE   33,728 0 0
TECH DATA CORP COM USD.0015 COMMON 878237106 3,183 31,176 SH   SOLE   31,176 0 0
TECHTARGET INC COM USD.001 COMMON 87874R100 559 34,532 SH   SOLE   34,532 0 0
TECK RESOURCES LTD CL B COM NPV SVTG COMMON 878742204 36,943 1,605,861 SH   SOLE   1,605,861 0 0
TEGNA INC COM USD1 COMMON 87901J105 224 15,862 SH   SOLE   15,862 0 0
TELEDYNE TECHNOLOGIES INC COM USD.01 COMMON 879360105 274 1,157 SH   SOLE   1,157 0 0
TELEKOMUNIKASI INDONESIA SPON ADR COMMON 715684106 32 1,182 SH   SOLE   1,182 0 0
TELEPHONE & DATA SYSTEMS INC COM USD1 COMMON 879433829 3,732 121,499 SH   SOLE   121,499 0 0
TERADATA CORP COM USD.01 COMMON 88076W103 209 4,813 SH   SOLE   4,813 0 0
TERNIUM SA -ADR ADS USD COMMON 880890108 68 2,491 SH   SOLE   2,491 0 0
TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 52 3,362 SH   SOLE   3,362 0 0
TETRA TECH INC COM USD.01 COMMON 88162G103 826 13,919 SH   SOLE   13,919 0 0
TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 0 1 SH   SOLE   1 0 0
TEXAS ROADHOUSE INC COM USD.001 COMMON 882681109 265 4,281 SH   SOLE   4,281 0 0
TEXTRON INC COM USD.125 COMMON 883203101 22,158 437,406 SH   OTR   365,319 72,087 0
THERMO FISHER SCIENTIFIC INC COM USD1 COMMON 883556102 5,258 19,211 SH   SOLE   19,211 0 0
THOMSON-REUTERS CORP COM NPV COMMON 884903709 5,803 98,599 SH   SOLE   98,599 0 0
TIMBERLAND BANCORP INC COM USD.01 COMMON 887098101 97 3,502 SH   SOLE   3,502 0 0
TJX COMPANIES INC COM USD1 COMMON 872540109 24 451 SH   SOLE   451 0 0
T-MOBILE US INC COM COMMON 872590104 4,887 70,729 SH   SOLE   70,729 0 0
TORONTO DOMINION BANK COM NPV COMMON 891160509 3,144 58,262 SH   SOLE   58,262 0 0
TOTAL SYSTEM SERVICES INC COM USD.1 COMMON 891906109 521 5,483 SH   SOLE   5,483 0 0
TOWER INTERNATIONAL INC COM USD.01 COMMON 891826109 486 23,092 SH   SOLE   23,092 0 0
TOWN SPORTS INTL HOLDINGS COM USD.001 COMMON 89214A102 134 28,130 SH   SOLE   28,130 0 0
TOWNSQUARE MEDIA INC CL A COM USD0.01 COMMON 892231101 58 10,124 SH   SOLE   10,124 0 0
TRANSACT TECHNOLOGIES INC COM USD.01 COMMON 892918103 33 3,608 SH   SOLE   3,608 0 0
TRANSALTA CORP COM NPV COMMON 89346D107 2,007 274,673 SH   SOLE   274,673 0 0
TRANSCAT INC COM USD.5 COMMON 893529107 387 16,851 SH   SOLE   16,851 0 0
TRANSGLOBE ENERGY CORP COM NPV COMMON 893662106 676 360,376 SH   SOLE   360,376 0 0
TRANSUNION COM USD0.01 COMMON 89400J107 4 55 SH   SOLE   55 0 0
TRAVELERS COS INC COM COMMON 89417E109 258 1,882 SH   SOLE   1,882 0 0
TRAVELZOO COM USD.01 COMMON 89421Q205 271 20,191 SH   SOLE   20,191 0 0
TREDEGAR CORP COM NPV COMMON 894650100 313 19,415 SH   SOLE   19,415 0 0
TREEHOUSE FOODS INC COM COMMON 89469A104 115 1,795 SH   SOLE   1,795 0 0
TRINSEO SA ORD NPV COMMON L9340P101 1 25 SH   SOLE   25 0 0
TRUEBLUE INC COM NPV COMMON 89785X101 260 10,998 SH   SOLE   10,998 0 0
TRUSTMARK CORP COM NPV COMMON 898402102 58 1,724 SH   SOLE   1,724 0 0
TTM TECHNOLOGIES INC COM NPV COMMON 87305R109 727 62,064 SH   SOLE   62,064 0 0
TUCOWS INC CL A COM NPV COMMON 898697206 2,209 27,788 SH   SOLE   27,788 0 0
TURNING POINT BRANDS INC COM USD.01 COMMON 90041L105 280 6,075 SH   SOLE   6,075 0 0
TURTLE BEACH CORP COM USD.001 COMMON 900450206 104 9,240 SH   SOLE   9,240 0 0
TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 2,131 30,696 SH   SOLE   30,696 0 0
U S BANCORP COM USD5 COMMON 902973304 474 9,826 SH   SOLE   9,826 0 0
U S LIME & MINERALS COM USD.1 COMMON 911922102 135 1,756 SH   SOLE   1,756 0 0
U S PHYSICAL THERAPY INC COM USD.01 COMMON 90337L108 609 5,832 SH   SOLE   5,832 0 0
ULTA BEAUTY INC COM USD.0158 COMMON 90384S303 3 10 SH   SOLE   10 0 0
ULTRALIFE CORP COM USD.1 COMMON 903899102 175 17,036 SH   SOLE   17,036 0 0
UNION PACIFIC CORP COM USD2.5 COMMON 907818108 71,867 431,025 SH   OTR   342,829 88,196 0
UNIQUE FABRICATING INC COM USD.001 COMMON 90915J103 36 8,051 SH   SOLE   8,051 0 0
UNISYS CORP COM USD.01 COMMON 909214306 1,491 128,003 SH   SOLE   128,003 0 0
UNITED CONTINENTAL HLDGS INC COM NEW COMMON 910047109 43,939 552,096 SH   OTR   436,193 115,903 0
UNITED MICROELECTRONICS CORP SPON ADR COMMON 910873405 172 91,467 SH   SOLE   91,467 0 0
UNITED-GUARDIAN INC COM USD.1 COMMON 910571108 78 4,074 SH   SOLE   4,074 0 0
UNITEDHEALTH GROUP INC COM USD.01 COMMON 91324P102 19 76 SH   SOLE   76 0 0
UNIVERSAL CORP/VA COM NPV COMMON 913456109 810 14,063 SH   SOLE   14,063 0 0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01 COMMON 913903100 1,473 11,014 SH   SOLE   11,014 0 0
UNIVERSAL INSURANCE HLDGS COM USD.01 COMMON 91359V107 1,816 58,730 SH   SOLE   58,730 0 0
UNIVERSAL LOGISTICS HLDGS COM COMMON 91388P105 417 21,302 SH   SOLE   21,302 0 0
UNUM GROUP COM USD.1 COMMON 91529Y106 2 47 SH   SOLE   47 0 0
UNVL STAINLESS & ALLOY PRODS COM USD.01 COMMON 913837100 40 2,439 SH   SOLE   2,439 0 0
US CELLULAR CORP COM USD1 COMMON 911684108 680 14,880 SH   SOLE   14,880 0 0
US ECOLOGY INC COM NPV COMMON 91732J102 887 15,926 SH   SOLE   15,926 0 0
US FOODS HOLDING CORP COM USD0.01 COMMON 912008109 24 693 SH   SOLE   693 0 0
USA TRUCK INC COM USD.01 COMMON 902925106 194 13,507 SH   SOLE   13,507 0 0
USANA HEALTH SCIENCES INC COM NPV COMMON 90328M107 153 1,835 SH   SOLE   1,835 0 0
UTAH MEDICAL PRODUCTS INC COM USD.01 COMMON 917488108 183 2,084 SH   SOLE   2,084 0 0
VAALCO ENERGY INC COM USD.1 COMMON 91851C201 507 226,454 SH   SOLE   226,454 0 0
VAIL RESORTS INC COM USD.01 COMMON 91879Q109 265 1,223 SH   SOLE   1,223 0 0
VALERO ENERGY CORP COM USD1 COMMON 91913Y100 40,586 479,609 SH   OTR   376,551 103,058 0
VANDA PHARMACEUTICALS INC COM USD.01 COMMON 921659108 117 6,387 SH   SOLE   6,387 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF COMMON 921943858 8 200 SH   SOLE   200 0 0
VECTRUS INC COM USD.01 COMMON 92242T101 5 188 SH   SOLE   188 0 0
VEDANTA LTD SPON ADR COMMON 92242Y100 117 11,077 SH   SOLE   11,077 0 0
VEEVA SYSTEMS INC CL A COM USD.00001 COMMON 922475108 1,963 15,483 SH   SOLE   15,483 0 0
VENTAS INC COM USD.25 COMMON 92276F100 5 79 SH   SOLE   79 0 0
VERA BRADLEY INC COM NPV COMMON 92335C106 968 73,036 SH   SOLE   73,036 0 0
VEREIT INC CL A COM USD.01 COMMON 92339V100 5 622 SH   SOLE   622 0 0
VERISK ANALYTICS INC CL A COM USD.001 COMMON 92345Y106 399 2,999 SH   SOLE   2,999 0 0
VERIZON COMMUNICATIONS INC COM USD1 COMMON 92343V104 2,014 34,062 SH   SOLE   34,062 0 0
VERSO CORP CL A COM USD.01 COMMON 92531L207 4,411 206,116 SH   SOLE   206,116 0 0
VIACOM INC CL B COM USD COMMON 92553P201 21,242 757,279 SH   SOLE   757,279 0 0
VICTORY CPTL HLDGS INC COM COMMON 92645B103 139 9,263 SH   SOLE   9,263 0 0
VILLAGE SUPER MARKET -CL A CL A COM NPV COMMON 927107409 219 8,037 SH   SOLE   8,037 0 0
VISA INC CL A COM USD.0001 COMMON 92826C839 3,220 20,619 SH   SOLE   20,619 0 0
VISHAY INTERTECHNOLOGY INC COM USD.1 COMMON 928298108 1,050 56,850 SH   SOLE   56,850 0 0
VISHAY PRECISION GROUP INC COM USD.01 COMMON 92835K103 719 21,111 SH   SOLE   21,111 0 0
VITAMIN SHOPPE INC COM USD.001 COMMON 92849E101 335 47,834 SH   SOLE   47,834 0 0
VMWARE INC -CL A CL A COM USD.01 COMMON 928563402 3 17 SH   SOLE   17 0 0
VODAFONE GROUP PLC SPON ADR COMMON 92857W308 293 16,103 SH   SOLE   16,103 0 0
VONAGE HOLDINGS CORP COM USD.001 COMMON 92886T201 431 43,144 SH   SOLE   43,144 0 0
VOXX INTERNATIONAL CORP CL A COM USD.01 COMMON 91829F104 100 21,696 SH   SOLE   21,696 0 0
VOYA FINANCIAL INC COM USD.01 COMMON 929089100 84,283 1,691,161 SH   OTR   1,286,877 404,284 0
VSE CORP COM USD.05 COMMON 918284100 56 1,762 SH   SOLE   1,762 0 0
W&T OFFSHORE INC COM USD.00001 COMMON 92922P106 729 105,595 SH   SOLE   105,595 0 0
WABASH NATIONAL CORP COM USD.01 COMMON 929566107 174 12,878 SH   SOLE   12,878 0 0
WADDELL&REED FINL INC -CL A CL A COMMON 930059100 3,335 192,912 SH   SOLE   192,912 0 0
WAITR HOLDINGS INC COM COMMON 930752100 29 2,322 SH   SOLE   2,322 0 0
WALGREENS BOOTS ALLIANCE INC COM USD1.25 COMMON 931427108 36,745 582,073 SH   OTR   502,727 79,346 0
WALMART INC COM USD.1 COMMON 931142103 6 57 SH   SOLE   57 0 0
WARRIOR MET COAL INC COM USD0.01 COMMON 93627C101 385 12,722 SH   SOLE   12,722 0 0
WASHINGTON PRIME GROUP INC COM COMMON 93964W108 2 391 SH   SOLE   391 0 0
WASTE MANAGEMENT INC COM NPV COMMON 94106L109 1,177 11,328 SH   SOLE   11,328 0 0
WD-40 CO COM NPV COMMON 929236107 315 1,867 SH   SOLE   1,867 0 0
WEIS MARKETS INC COM NPV COMMON 948849104 1,304 32,007 SH   SOLE   32,007 0 0
WELLCARE HEALTH PLANS INC COM USD.01 COMMON 94946T106 6,771 25,105 SH   SOLE   25,105 0 0
WELLS FARGO & CO COM USD1.67 COMMON 949746101 11,341 234,740 SH   OTR   195,772 38,968 0
WENDY'S CO CL A COM USD.1 COMMON 95058W100 58 3,257 SH   SOLE   3,257 0 0
WERNER ENTERPRISES INC COM USD.01 COMMON 950755108 8 226 SH   SOLE   226 0 0
WESCO INTL INC CL A COM USD.01 COMMON 95082P105 2 35 SH   SOLE   35 0 0
WESTAMERICA BANCORPORATION COM NPV COMMON 957090103 960 15,594 SH   SOLE   15,594 0 0
WESTERN DIGITAL CORP COM USD.1 COMMON 958102105 741 15,424 SH   SOLE   15,424 0 0
WESTERN UNION CO COM USD.01 COMMON 959802109 50,936 2,763,651 SH   OTR   2,138,953 624,698 0
WESTLAKE CHEMICAL CORP COM USD.01 COMMON 960413102 1,872 27,594 SH   SOLE   27,594 0 0
WESTROCK CO COM USD.01 COMMON 96145D105 832 21,701 SH   SOLE   21,701 0 0
WEYCO GROUP INC COM USD1 COMMON 962149100 134 4,344 SH   SOLE   4,344 0 0
WHIRLPOOL CORP COM USD1 COMMON 963320106 5,452 41,070 SH   OTR   31,973 9,097 0
WILEY (JOHN) & SONS -CL A CL A COM USD1 COMMON 968223206 102 2,322 SH   SOLE   2,322 0 0
WILLDAN GROUP INC COM USD.01 COMMON 96924N100 336 9,118 SH   SOLE   9,118 0 0
WILLIS TOWERS WATSON PLC COM USD.000115 COMMON G96629103 310 1,765 SH   SOLE   1,765 0 0
WINGSTOP INC COM USD.01 COMMON 974155103 335 4,428 SH   SOLE   4,428 0 0
WINMARK CORP COM NPV COMMON 974250102 89 472 SH   SOLE   472 0 0
WIPRO LTD SPON ADR COMMON 97651M109 338 84,880 SH   SOLE   84,880 0 0
WOORI FINANCIAL GROUP INC ADR COMMON 981064108 2,112 58,759 SH   SOLE   58,759 0 0
WORLD WRESTLING ENTMT INC CL A COM USD.01 COMMON 98156Q108 1,657 19,189 SH   SOLE   19,189 0 0
WORTHINGTON INDUSTRIES COM NPV COMMON 981811102 1,269 34,015 SH   SOLE   34,015 0 0
WPP PLC ADR COMMON 92937A102 192 3,640 SH   SOLE   3,640 0 0
XENIA HOTELS & RESORTS INC COM USD.01 COMMON 984017103 3 131 SH   SOLE   131 0 0
XILINX INC COM USD.01 COMMON 983919101 3 21 SH   SOLE   21 0 0
XYLEM INC COM USD.01 COMMON 98419M100 7 93 SH   SOLE   93 0 0
YRC WORLDWIDE INC COM USD1 COMMON 984249607 210 31,368 SH   SOLE   31,368 0 0
YUM BRANDS INC COM NPV COMMON 988498101 110,974 1,114,029 SH   OTR   858,264 255,765 0
ZAGG INC COM USD.001 COMMON 98884U108 393 43,371 SH   SOLE   43,371 0 0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 COMMON 989207105 117 561 SH   SOLE   561 0 0
ZIX CORP COM USD.01 COMMON 98974P100 951 138,908 SH   SOLE   138,908 0 0
ZOETIS INC CL A COM USD.01 COMMON 98978V103 1,082 10,748 SH   SOLE   10,748 0 0
ZYNEX INC COM NPV COMMON 98986M103 118 26,300 SH   SOLE   26,300 0 0