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 470 24,977 SH   SOLE   24,977 0 0
3M CO COM NPV COMMON 88579Y101 0 1 SH   SOLE   1 0 0
A. H. BELO CORP CL A COM USD.01 COMMON 001282102 71 19,176 SH   SOLE   19,176 0 0
AARON'S INC COM USD.5 COMMON 002535300 1,854 30,183 SH   SOLE   30,183 0 0
ABB LTD SPONSORED ADR COMMON 000375204 0 3 SH   SOLE   3 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 557 6,625 SH   SOLE   6,625 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 20,622 283,874 SH   OTR   244,154 39,720 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 1,430 89,129 SH   SOLE   89,129 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 72 1,810 SH   SOLE   1,810 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 0 1 SH   SOLE   1 0 0
ACCO BRANDS CORP COM COMMON 00081T108 1 144 SH   SOLE   144 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 2,634 76,941 SH   SOLE   76,941 0 0
ACNB CORP COM USD2.5 COMMON 000868109 85 2,254 SH   SOLE   2,254 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 0 1 SH   SOLE   1 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 2 11 SH   SOLE   11 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 0 18 SH   SOLE   18 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 235 6,850 SH   SOLE   6,850 0 0
ADOBE INC COM NPV COMMON 00724F101 0 1 SH   SOLE   1 0 0
ADTALEM GLOBAL EDUCATION INC COM USD.01 COMMON 00737L103 0 1 SH   SOLE   1 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 858 26,250 SH   SOLE   26,250 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 471 37,326 SH   SOLE   37,326 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 0 2 SH   SOLE   2 0 0
ADVANSIX INC COM NPV COMMON 00773T101 325 13,286 SH   SOLE   13,286 0 0
AEGON NV NY SHR ADR COMMON 007924103 1,271 256,715 SH   SOLE   256,715 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 265 5,936 SH   SOLE   5,936 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 511 30,587 SH   SOLE   30,587 0 0
AETERNA ZENTARIS INC COM NPV SVTG COMMON 007975402 96 32,427 SH   SOLE   32,427 0 0
AFLAC INC COM USD.1 COMMON 001055102 0 5 SH   SOLE   5 0 0
AGCO CORP COM USD.01 COMMON 001084102 3,225 41,595 SH   SOLE   41,595 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 0 1 SH   SOLE   1 0 0
AGILYSYS INC COM NPV COMMON 00847J105 869 40,604 SH   SOLE   40,604 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 7 30 SH   SOLE   30 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 121 8,528 SH   SOLE   8,528 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 476 8,929 SH   SOLE   8,929 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 180 105,484 SH   SOLE   105,484 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 2,780 120,423 SH   SOLE   120,423 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 4,887 403,916 SH   SOLE   403,916 0 0
ALICO INC COM USD1 COMMON 016230104 93 3,049 SH   SOLE   3,049 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 66 97 SH   SOLE   97 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 2 20 SH   SOLE   20 0 0
ALLERGAN PLC COM USD.0033 COMMON G0177J108 0 1 SH   SOLE   1 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 0 3 SH   SOLE   3 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 0 1 SH   SOLE   1 0 0
ALLIED MOTION TECHNOLOGIES COM NPV COMMON 019330109 100 2,659 SH   SOLE   2,659 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 510 11,023 SH   SOLE   11,023 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 783 7,697 SH   SOLE   7,697 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 69,714 2,252,697 SH   OTR   1,726,562 526,135 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 1 1 SH   SOLE   1 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 0 2 SH   SOLE   2 0 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 548 27,861 SH   SOLE   27,861 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 19,928 421,320 SH   OTR   296,677 124,643 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 69 5,307 SH   SOLE   5,307 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 2 1 SH   SOLE   1 0 0
AMBEV SA SPON ADR COM COMMON 02319V103 0 14 SH   SOLE   14 0 0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 385 41,288 SH   SOLE   41,288 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 0 8 SH   SOLE   8 0 0
AMCOR PLC ORD COMMON G0250X107 262 22,776 SH   SOLE   22,776 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 1,087 8,975 SH   SOLE   8,975 0 0
AMEREN CORP COM USD5 COMMON 023608102 0 1 SH   SOLE   1 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 0 3 SH   SOLE   3 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 0 1 SH   SOLE   1 0 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 32 2,525 SH   SOLE   2,525 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 0 1 SH   SOLE   1 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 0 2 SH   SOLE   2 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 0 2 SH   SOLE   2 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 479 4,115 SH   SOLE   4,115 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,643 8,036 SH   SOLE   8,036 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 1,409 16,710 SH   SOLE   16,710 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 902 10,514 SH   SOLE   10,514 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 159,247 1,098,316 SH   OTR   875,052 223,264 0
AMERISERV FINANCIAL INC/PA COM NPV COMMON 03074A102 68 16,393 SH   SOLE   16,393 0 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 2,264 26,553 SH   SOLE   26,553 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 437 25,917 SH   SOLE   25,917 0 0
AMETEK INC COM USD1 COMMON 031100100 0 1 SH   SOLE   1 0 0
AMGEN INC COM NPV COMMON 031162100 113,126 614,585 SH   OTR   487,982 126,603 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 663 88,983 SH   SOLE   88,983 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 0 1 SH   SOLE   1 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 198 36,079 SH   SOLE   36,079 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 1,563 13,850 SH   SOLE   13,850 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 9 500 SH   SOLE   500 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 0 1 SH   SOLE   1 0 0
ANI PHARMACEUTICALS INC COM USD.0001 COMMON 00182C103 1,215 14,828 SH   SOLE   14,828 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 315 1,537 SH   SOLE   1,537 0 0
ANTHEM INC COM USD.01 COMMON 036752103 7 26 SH   SOLE   26 0 0
AON PLC CL A ORD COMMON G0408V102 15,108 78,345 SH   OTR   60,885 17,460 0
APACHE CORP COM USD1.25 COMMON 037411105 0 1 SH   SOLE   1 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 6 118 SH   SOLE   118 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1,342 13,157 SH   SOLE   13,157 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 2 108 SH   SOLE   108 0 0
APPLE INC COM NPV COMMON 037833100 1,082 5,488 SH   SOLE   5,488 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 245 5,487 SH   SOLE   5,487 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 0 1 SH   SOLE   1 0 0
APYX MEDICAL CORP COM USD.001 COMMON 03837C106 205 30,692 SH   SOLE   30,692 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 254 124,601 SH   SOLE   124,601 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 4,355 154,977 SH   SOLE   154,977 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 450 24,934 SH   SOLE   24,934 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 560 15,106 SH   SOLE   15,106 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 2 23 SH   SOLE   23 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 2 52 SH   SOLE   52 0 0
ARCONIC INC COM USD1 COMMON 03965L100 0 2 SH   SOLE   2 0 0
ARES COMMERCIAL REAL ESTATE COM USD0.01 COMMON 04013V108 16 1,058 SH   SOLE   1,058 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 578 7,834 SH   SOLE   7,834 0 0
ARMSTRONG FLOORING INC COM USD.01 COMMON 04238R106 289 29,347 SH   SOLE   29,347 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 5,740 59,062 SH   SOLE   59,062 0 0
AROTECH CORP COM USD.01 COMMON 042682203 52 26,238 SH   SOLE   26,238 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 4 51 SH   SOLE   51 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 152 5,518 SH   SOLE   5,518 0 0
ASGN INC COM USD.01 COMMON 00191U102 0 1 SH   SOLE   1 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 887 7,154 SH   SOLE   7,154 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 0 23 SH   SOLE   23 0 0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 138 3,681 SH   SOLE   3,681 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 1 30 SH   SOLE   30 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 44 1,054 SH   SOLE   1,054 0 0
ASTRONICS CORP COM USD.01 COMMON 046433108 217 5,399 SH   SOLE   5,399 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 404 15,618 SH   SOLE   15,618 0 0
AT&T INC COM USD1 COMMON 00206R102 1 15 SH   SOLE   15 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 989 38,256 SH   SOLE   38,256 0 0
ATRION CORP COM USD1 COMMON 049904105 258 303 SH   SOLE   303 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 195 66,034 SH   SOLE   66,034 0 0
AUBURN NATIONAL BANCORP COM USD.01 COMMON 050473107 57 1,700 SH   SOLE   1,700 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 285 18,379 SH   SOLE   18,379 0 0
AUTODESK INC COM NPV COMMON 052769106 0 1 SH   SOLE   1 0 0
AUTOHOME INC -ADR ADR COMMON 05278C107 103 1,201 SH   SOLE   1,201 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 4,449 26,912 SH   SOLE   26,912 0 0
AUTOZONE INC COM NPV COMMON 053332102 23,277 21,189 SH   OTR   17,128 4,061 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 4 20 SH   SOLE   20 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 0 1 SH   SOLE   1 0 0
AVNET INC COM USD1 COMMON 053807103 0 2 SH   SOLE   2 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 207 3,240 SH   SOLE   3,240 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,197 394,537 SH   SOLE   394,537 0 0
BAKER HUGHES A GE CO COM A COMMON 05722G100 0 1 SH   SOLE   1 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 718 7,205 SH   SOLE   7,205 0 0
BALL CORP COM NPV COMMON 058498106 733 10,482 SH   SOLE   10,482 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 366 30,817 SH   SOLE   30,817 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 2,424 316,920 SH   SOLE   316,920 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 0 14 SH   SOLE   14 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 28,573 985,831 SH   OTR   763,610 222,221 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 126 11,808 SH   SOLE   11,808 0 0
BANK OF MARIN BANCORP COM NPV COMMON 063425102 58 1,403 SH   SOLE   1,403 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 0 1 SH   SOLE   1 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 0 1 SH   SOLE   1 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 1,470 27,407 SH   SOLE   27,407 0 0
BANK OF PRINCETON COM COMMON 064520109 62 2,053 SH   SOLE   2,053 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 204 14,615 SH   SOLE   14,615 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 2 65 SH   SOLE   65 0 0
BARCLAYS PLC ADR COMMON 06738E204 0 4 SH   SOLE   4 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 1 9 SH   SOLE   9 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 2,390 151,691 SH   SOLE   151,691 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 0 1 SH   SOLE   1 0 0
BB&T CORP COM USD5 COMMON 054937107 6,764 137,687 SH   OTR   98,270 39,417 0
BBVA SPON ADR COMMON 05946K101 1 93 SH   SOLE   93 0 0
BCB BANCORP INC COM COMMON 055298103 57 4,112 SH   SOLE   4,112 0 0
BCE INC COM NPV COMMON 05534B760 7,157 157,555 SH   SOLE   157,555 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 0 1 SH   SOLE   1 0 0
BELDEN INC COM USD.01 COMMON 077454106 449 7,532 SH   SOLE   7,532 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 121 1,847 SH   SOLE   1,847 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 1 4 SH   SOLE   4 0 0
BERKSHIRE HILLS BANCORP INC COM USD.01 COMMON 084680107 98 3,114 SH   SOLE   3,114 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 69,060 991,444 SH   OTR   806,086 185,358 0
BG STAFFING INC COM COMMON 05544A109 144 7,640 SH   SOLE   7,640 0 0
BHP GROUP LTD ADR COMMON 088606108 0 3 SH   SOLE   3 0 0
BIOGEN INC COM NPV COMMON 09062X103 0 1 SH   SOLE   1 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 511 2,456 SH   SOLE   2,456 0 0
BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 2,748 62,751 SH   SOLE   62,751 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 0 8 SH   SOLE   8 0 0
BLOCK H & R INC COM NPV COMMON 093671105 1,162 39,658 SH   SOLE   39,658 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 0 2 SH   SOLE   2 0 0
BLUCORA INC COM USD.0001 COMMON 095229100 1,531 50,426 SH   SOLE   50,426 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 0 2 SH   SOLE   2 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 0 1 SH   SOLE   1 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 1,428 67,388 SH   SOLE   67,388 0 0
BOEING CO COM USD5 COMMON 097023105 1 2 SH   SOLE   2 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 74 2,619 SH   SOLE   2,619 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 14 208 SH   SOLE   208 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 1,221 29,091 SH   SOLE   29,091 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 3,167 8,394 SH   SOLE   8,394 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 392 32,504 SH   SOLE   32,504 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 5,441 42,210 SH   OTR   41,692 518 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 0 4 SH   SOLE   4 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 388 8,805 SH   SOLE   8,805 0 0
BP PLC ADR COMMON 055622104 1 13 SH   SOLE   13 0 0
BRADESCO BANCO SPON ADR COMMON 059460402 9 1,059 SH   SOLE   1,059 0 0
BRADESCO BANCO SPONS ADR PFD COMMON 059460303 0 11 SH   SOLE   11 0 0
BRADY CORP CL A COM USD.01 COMMON 104674106 1,590 32,344 SH   SOLE   32,344 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 1 102 SH   SOLE   102 0 0
BRIGHTSPHERE INVEST GRP PLC ORD COMMON G1644T109 375 32,862 SH   SOLE   32,862 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 7,749 197,074 SH   SOLE   197,074 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 0 3 SH   SOLE   3 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 0 2 SH   SOLE   2 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 10 553 SH   SOLE   553 0 0
BROADCOM INC ORD NPV COMMON 11135F101 24 84 SH   SOLE   84 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 4,506 35,291 SH   SOLE   35,291 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 0 1 SH   SOLE   1 0 0
BROOKFIELD PROPERTY REIT COM CL A COMMON 11282X103 0 22 SH   SOLE   22 0 0
BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 0 1 SH   SOLE   1 0 0
BRP INC SUB VTG NPV COMMON 05577W200 12,665 354,957 SH   SOLE   354,957 0 0
BRT APARTMENTS CORP SHS BEN INT COMMON 055645303 178 12,608 SH   SOLE   12,608 0 0
BRUKER CORP COM USD.01 COMMON 116794108 440 8,824 SH   SOLE   8,824 0 0
BT GROUP PLC ADR COMMON 05577E101 89 6,986 SH   SOLE   6,986 0 0
BUCKLE INC COM USD.05 COMMON 118440106 0 2 SH   SOLE   2 0 0
BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 64 11,406 SH   SOLE   11,406 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 380 2,240 SH   SOLE   2,240 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 221 4,042 SH   SOLE   4,042 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 6,142 267,693 SH   OTR   208,065 59,628 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 473 2,316 SH   SOLE   2,316 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 7,959 112,419 SH   SOLE   112,419 0 0
CAE INC COM NPV COMMON 124765108 12,720 473,855 SH   SOLE   473,855 0 0
CALAMP CORP COM NPV COMMON 128126109 52 4,449 SH   SOLE   4,449 0 0
CALEDONIA MINING CORP PLC COM NPV COMMON G1757E113 1 124 SH   SOLE   124 0 0
CAL-MAINE FOODS INC COM USD.01 COMMON 128030202 562 13,465 SH   SOLE   13,465 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 2,204 28,071 SH   SOLE   28,071 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 3,806 41,189 SH   SOLE   41,189 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 10,472 389,020 SH   SOLE   389,020 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 5,029 21,386 SH   SOLE   21,386 0 0
CANON INC ADR COMMON 138006309 0 1 SH   SOLE   1 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 1,503 16,563 SH   SOLE   16,563 0 0
CAPITOL INVSTMNT CRP IV Cl A USD.0001 COMMON G18920101 4 393 SH   SOLE   393 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 78,621 1,671,220 SH   OTR   1,304,305 366,915 0
CAREER EDUCATION CORP COM USD.01 COMMON 141665109 263 13,813 SH   SOLE   13,813 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 527 22,216 SH   SOLE   22,216 0 0
CARLISLE COS INC COM NPV COMMON 142339100 5,041 35,906 SH   SOLE   35,906 0 0
CARMAX INC COM NPV COMMON 143130102 0 1 SH   SOLE   1 0 0
CARTER'S INC COM USD.01 COMMON 146229109 0 5 SH   SOLE   5 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 2 10 SH   SOLE   10 0 0
CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 129 2,674 SH   SOLE   2,674 0 0
CATALENT INC COM USD.01 COMMON 148806102 144 2,657 SH   SOLE   2,657 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 0 1 SH   SOLE   1 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 352 28,657 SH   SOLE   28,657 0 0
CBIZ INC COM COMMON 124805102 161 8,255 SH   SOLE   8,255 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 0 1 SH   SOLE   1 0 0
CBS CORP CL B COM USD.01 NVTG COMMON 124857202 0 1 SH   SOLE   1 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 24,195 490,026 SH   OTR   366,717 123,309 0
CDW CORP COM USD.01 COMMON 12514G108 6,271 56,502 SH   SOLE   56,502 0 0
CELANESE CORP COM USD.01 COMMON 150870103 8,265 76,678 SH   OTR   74,130 2,548 0
CELGENE CORP COM USD1 COMMON 151020104 0 2 SH   SOLE   2 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 3 49 SH   SOLE   49 0 0
CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 0 2 SH   SOLE   2 0 0
CENTRAL EUROPEAN MEDIA CL A COM USD.2 COMMON G20045202 18 4,069 SH   SOLE   4,069 0 0
CENTURYLINK INC COM USD1 COMMON 156700106 0 3 SH   SOLE   3 0 0
CERNER CORP COM USD.01 COMMON 156782104 0 1 SH   SOLE   1 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 0 1 SH   SOLE   1 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 27,535 358,738 SH   SOLE   358,738 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 20,315 51,497 SH   OTR   40,913 10,584 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 0 1 SH   SOLE   1 0 0
CHEMED CORP COM USD1 COMMON 16359R103 521 1,448 SH   SOLE   1,448 0 0
CHEMICAL FINANCIAL CORP COM USD10 COMMON 163731102 140 3,407 SH   SOLE   3,407 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 358 7,492 SH   SOLE   7,492 0 0
CHENIERE ENERGY INC COM USD.03 COMMON 16411R208 0 1 SH   SOLE   1 0 0
CHEVRON CORP COM USD3 COMMON 166764100 596 4,806 SH   SOLE   4,806 0 0
CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 0 7 SH   SOLE   7 0 0
CHINA EASTERN AIRLINES CORP SPON ADR CL H COMMON 16937R104 0 15 SH   SOLE   15 0 0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H COMMON 16939P106 1 42 SH   SOLE   42 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 2,992 66,069 SH   SOLE   66,069 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 5,706 83,673 SH   SOLE   83,673 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 0 9 SH   SOLE   9 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR COMMON 16945R104 53 4,871 SH   SOLE   4,871 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 424 28,283 SH   SOLE   28,283 0 0
CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 187 12,132 SH   SOLE   12,132 0 0
CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 72 827 SH   SOLE   827 0 0
CHUBB LTD ORD KYD.125 COMMON H1467J104 0 1 SH   SOLE   1 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 6,049 82,791 SH   SOLE   82,791 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 204 1,774 SH   SOLE   1,774 0 0
CIENA CORP COM USD.01 COMMON 171779309 2,304 56,198 SH   SOLE   56,198 0 0
CIGNA CORP COM USD1 COMMON 125523100 0 1 SH   SOLE   1 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 101 973 SH   SOLE   973 0 0
CINEMARK HOLDINGS INC COM USD.001 COMMON 17243V102 1 25 SH   SOLE   25 0 0
CINTAS CORP COM NPV COMMON 172908105 11 46 SH   SOLE   46 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 1,981 45,330 SH   SOLE   45,330 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 110,529 2,021,796 SH   OTR   1,601,552 420,244 0
CIT GROUP INC COM USD.01 COMMON 125581801 3 48 SH   SOLE   48 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 133,639 1,911,003 SH   OTR   1,498,098 412,905 0
CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 0 1 SH   SOLE   1 0 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 103,284 1,053,676 SH   OTR   828,572 225,104 0
CITY OFFICE REIT INC COM USD.01 COMMON 178587101 1 78 SH   SOLE   78 0 0
CLARUS CORP COM USD.0001 COMMON 18270P109 188 13,014 SH   SOLE   13,014 0 0
CLEAN HARBORS INC COM USD.01 COMMON 184496107 54 762 SH   SOLE   762 0 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 216 16,274 SH   SOLE   16,274 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 0 1 SH   SOLE   1 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 1,788 37,996 SH   SOLE   37,996 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 11 688 SH   SOLE   688 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 429 2,519 SH   SOLE   2,519 0 0
COCA-COLA CO COM USD.5 COMMON 191216100 0 7 SH   SOLE   7 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 629 11,126 SH   SOLE   11,126 0 0
COGENT COMMUNICATIONS HLDGS COM USD.001 COMMON 19239V302 291 4,910 SH   SOLE   4,910 0 0
COGNEX CORP COM USD.002 COMMON 192422103 0 1 SH   SOLE   1 0 0
COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 0 1 SH   SOLE   1 0 0
COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 0 2 SH   SOLE   2 0 0
COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 659 30,863 SH   SOLE   30,863 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 5,176 72,505 SH   SOLE   72,505 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 357 3,571 SH   SOLE   3,571 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 1,012 23,930 SH   SOLE   23,930 0 0
COMERICA INC COM USD5 COMMON 200340107 21,499 296,018 SH   OTR   262,362 33,656 0
COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 1,003 19,726 SH   SOLE   19,726 0 0
COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 51 857 SH   SOLE   857 0 0
COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 53 1,578 SH   SOLE   1,578 0 0
COMPANHIA SIDERURGICA NACION SPON ADR COMMON 20440W105 322 74,721 SH   SOLE   74,721 0 0
COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 160 5,655 SH   SOLE   5,655 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 39,790 1,502,117 SH   OTR   1,142,961 359,156 0
CONCHO RESOURCES INC COM USD.001 COMMON 20605P101 0 1 SH   SOLE   1 0 0
CONMED CORP COM USD.01 COMMON 207410101 8,011 93,717 SH   SOLE   93,717 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 36,486 599,108 SH   OTR   519,145 79,963 0
CONSOL ENERGY INC COM COMMON 20854L108 377 14,183 SH   SOLE   14,183 0 0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01 COMMON 209034107 0 5 SH   SOLE   5 0 0
CONSUMER PORTFOLIO SVCS INC COM NPV COMMON 210502100 91 23,969 SH   SOLE   23,969 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 390 53,342 SH   SOLE   53,342 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 3,114 117,518 SH   SOLE   117,518 0 0
CONTURA ENERGY INC COM COMMON 21241B100 37 708 SH   SOLE   708 0 0
COOPER COS INC (THE) COM USD.1 COMMON 216648402 29 86 SH   SOLE   86 0 0
COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 381 12,112 SH   SOLE   12,112 0 0
CORE MARK HOLDING CO INC COM COMMON 218681104 1,668 42,153 SH   SOLE   42,153 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 5 253 SH   SOLE   253 0 0
CORELOGIC INC COM USD1 COMMON 21871D103 0 1 SH   SOLE   1 0 0
CORNING INC COM USD5 COMMON 219350105 53,123 1,600,873 SH   OTR   1,186,350 414,523 0
CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 1 36 SH   SOLE   36 0 0
CORTEVA INC- SPN COM COMMON 22052L104 0 2 SH   SOLE   2 0 0
CORVEL CORP COM USD.0001 COMMON 221006109 704 8,107 SH   SOLE   8,107 0 0
COSAN LTD CL A COM USD.01 COMMON G25343107 189 14,176 SH   SOLE   14,176 0 0
COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 4 16 SH   SOLE   16 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795502 5 140 SH   SOLE   140 0 0
CRACKER BARREL OLD CTRY STOR COM USD.5 COMMON 22410J106 698 4,097 SH   SOLE   4,097 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 187 20,050 SH   SOLE   20,050 0 0
CRH MEDICAL CORP COM NPV COMMON 12626F105 0 95 SH   SOLE   95 0 0
CRH PLC ADR COMMON 12626K203 0 1 SH   SOLE   1 0 0
CRITEO SA ADR COMMON 226718104 0 13 SH   SOLE   13 0 0
CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 0 1 SH   SOLE   1 0 0
CROWN HOLDINGS INC COM USD5 COMMON 228368106 0 1 SH   SOLE   1 0 0
CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 144 2,960 SH   SOLE   2,960 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 3,713 54,627 SH   SOLE   54,627 0 0
CSX CORP COM USD1 COMMON 126408103 37,888 490,312 SH   OTR   373,718 116,594 0
CTS CORP COM NPV COMMON 126501105 227 8,257 SH   SOLE   8,257 0 0
CULP INC COM USD.05 COMMON 230215105 49 2,600 SH   SOLE   2,600 0 0
CUMMINS INC COM USD2.5 COMMON 231021106 2,612 15,267 SH   SOLE   15,267 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 3,697 73,973 SH   SOLE   73,973 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 0 3 SH   SOLE   3 0 0
CYBEROPTICS CORP COM NPV COMMON 232517102 112 6,895 SH   SOLE   6,895 0 0
D R HORTON INC COM USD.01 COMMON 23331A109 0 1 SH   SOLE   1 0 0
DANAHER CORP COM USD.01 COMMON 235851102 0 1 SH   SOLE   1 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 4 36 SH   SOLE   36 0 0
DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 128 6,429 SH   SOLE   6,429 0 0
DASAN ZHONE SOLUTIONS INC COM COMMON 23305L206 87 6,703 SH   SOLE   6,703 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 10,492 186,742 SH   OTR   146,431 40,311 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 20,539 116,918 SH   SOLE   116,918 0 0
DEERE & CO COM USD1 COMMON 244199105 0 1 SH   SOLE   1 0 0
DELL TECHNOLOGIES INC CL C COMMON 24703L202 0 1 SH   SOLE   1 0 0
DELPHI TECHNOLOGIES PLC COM USD.01 COMMON G2709G107 90 4,494 SH   SOLE   4,494 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 32,168 567,632 SH   OTR   466,401 101,231 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 281 12,111 SH   SOLE   12,111 0 0
DELUXE CORP COM USD1 COMMON 248019101 476 11,714 SH   SOLE   11,714 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 219 10,696 SH   SOLE   10,696 0 0
DENTSPLY SIRONA INC COM USD1 COMMON 24906P109 0 1 SH   SOLE   1 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 2,470 66,877 SH   SOLE   66,877 0 0
DESTINATION XL GROUP INC COM USD.01 COMMON 25065K104 102 58,102 SH   SOLE   58,102 0 0
DEVON ENERGY CORP COM USD.1 COMMON 25179M103 32,897 1,154,777 SH   OTR   914,702 240,075 0
DHI GROUP INC COM USD.01 COMMON 23331S100 340 95,354 SH   SOLE   95,354 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 0 1 SH   SOLE   1 0 0
DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 330 9,571 SH   SOLE   9,571 0 0
DIGITAL REALTY TRUST INC COM USD.01 COMMON 253868103 0 1 SH   SOLE   1 0 0
DIGITAL TURBINE INC COM COMMON 25400W102 216 43,250 SH   SOLE   43,250 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 973 15,621 SH   SOLE   15,621 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 18,168 234,261 SH   OTR   178,140 56,121 0
DISCOVERY INC CL A COM COMMON 25470F104 0 1 SH   SOLE   1 0 0
DISH NETWORK CORP CL A COM USD.01 COMMON 25470M109 122 3,184 SH   SOLE   3,184 0 0
DISNEY (WALT) CO COM NPV COMMON 254687106 54,090 387,804 SH   OTR   297,890 89,914 0
DNB FINANCIAL CORP COM USD1. COMMON 233237106 2 44 SH   SOLE   44 0 0
DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 5 37 SH   SOLE   37 0 0
DOLLAR TREE INC COM USD.01 COMMON 256746108 0 1 SH   SOLE   1 0 0
DOMINION ENERGY INC COM NPV COMMON 25746U109 0 1 SH   SOLE   1 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 783 17,645 SH   SOLE   17,645 0 0
DONALDSON CO INC COM USD5 COMMON 257651109 329 6,478 SH   SOLE   6,478 0 0
DONEGAL GROUP INC CL A COMMON 257701201 241 15,811 SH   SOLE   15,811 0 0
DOVER CORP COM USD1 COMMON 260003108 43,859 438,350 SH   OTR   370,940 67,410 0
DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 348 9,293 SH   SOLE   9,293 0 0
DUKE ENERGY CORP COM NPV COMMON 26441C204 0 1 SH   SOLE   1 0 0
DUKE REALTY CORP COM USD.01 COMMON 264411505 0 1 SH   SOLE   1 0 0
DUPONT DE NEMOURS INC COM USD2.5 COMMON 26614N102 0 2 SH   SOLE   2 0 0
DXC TECHNOLOGY CO COM USD1 COMMON 23355L106 0 6 SH   SOLE   6 0 0
DYADIC INTERNATIONAL INC COM USD.001 COMMON 26745T101 127 20,471 SH   SOLE   20,471 0 0
E TRADE FINANCIAL CORP COM USD.01 COMMON 269246401 0 1 SH   SOLE   1 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 12 155 SH   SOLE   155 0 0
EATON CORP PLC COM USD.5 COMMON G29183103 0 1 SH   SOLE   1 0 0
EBAY INC COM USD.001 COMMON 278642103 77,100 1,954,058 SH   OTR   1,547,643 406,415 0
ECOLAB INC COM USD1 COMMON 278865100 23 114 SH   SOLE   114 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 770 42,073 SH   SOLE   42,073 0 0
EDGEWELL PERSONAL CARE CO COM USD.01 COMMON 28035Q102 249 9,240 SH   SOLE   9,240 0 0
EDISON INTERNATIONAL COM NPV COMMON 281020107 0 1 SH   SOLE   1 0 0
EDWARDS LIFESCIENCES CORP COM USD1 COMMON 28176E108 0 1 SH   SOLE   1 0 0
EL POLLO LOCO HOLDINGS INC COM USD0.01 COMMON 268603107 137 12,943 SH   SOLE   12,943 0 0
ELETROBRAS-CENTR ELETR BRAS SP ADR COMMON 15234Q207 0 4 SH   SOLE   4 0 0
ELLINGTON RESIDENTIAL MTG COM USD0.01 COMMON 288578107 227 21,061 SH   SOLE   21,061 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 2,760 31,324 SH   SOLE   31,324 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 297 6,170 SH   SOLE   6,170 0 0
EMERSON ELECTRIC CO COM USD1 COMMON 291011104 0 1 SH   SOLE   1 0 0
ENANTA PHARMACEUTICALS INC COM USD0.01 COMMON 29251M106 341 4,059 SH   SOLE   4,059 0 0
ENBRIDGE INC COM NPV COMMON 29250N105 0 3 SH   SOLE   3 0 0
ENCANA CORP COM NPV COMMON 292505104 2,067 403,507 SH   SOLE   403,507 0 0
ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 465 7,365 SH   SOLE   7,365 0 0
ENCORE WIRE CORP COM USD.01 COMMON 292562105 714 12,226 SH   SOLE   12,226 0 0
ENERPLUS CORP COM NPV COMMON 292766102 2,407 320,564 SH   SOLE   320,564 0 0
ENERSYS COM USD.01 COMMON 29275Y102 329 4,808 SH   SOLE   4,808 0 0
ENI SPA SPON ADR COMMON 26874R108 1,780 53,904 SH   SOLE   53,904 0 0
ENNIS INC COM USD2.5 COMMON 293389102 361 17,590 SH   SOLE   17,590 0 0
ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 557 24,173 SH   SOLE   24,173 0 0
ENSIGN GROUP INC COM USD.001 COMMON 29358P101 472 8,313 SH   SOLE   8,313 0 0
ENTERGY CORP COM USD5 COMMON 29364G103 0 1 SH   SOLE   1 0 0
ENTERPRISE FINL SERVICES CP COM USD.01 COMMON 293712105 252 6,085 SH   SOLE   6,085 0 0
EOG RESOURCES INC COM NPV COMMON 26875P101 0 1 SH   SOLE   1 0 0
EPAM SYSTEMS INC COM USD0.001 COMMON 29414B104 3 20 SH   SOLE   20 0 0
EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 7 93 SH   SOLE   93 0 0
EQUINOR ASA SPONSORED ADR COMMON 29446M102 0 4 SH   SOLE   4 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 3 77 SH   SOLE   77 0 0
EQUITY LIFESTYLE PROPERTIES COM USD.01 COMMON 29472R108 663 5,468 SH   SOLE   5,468 0 0
EQUITY RESIDENTIAL SHS BEN INT USD.01 COMMON 29476L107 0 1 SH   SOLE   1 0 0
ESCALADE INC COM USD1 COMMON 296056104 73 6,345 SH   SOLE   6,345 0 0
ESCO TECHNOLOGIES INC COM NPV COMMON 296315104 1,118 13,571 SH   SOLE   13,571 0 0
ESSA BANCORP INC COM USD.01 COMMON 29667D104 97 6,356 SH   SOLE   6,356 0 0
ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 2 7 SH   SOLE   7 0 0
ETHAN ALLEN INTERIORS INC CL A COM USD.01 COMMON 297602104 93 4,405 SH   SOLE   4,405 0 0
ETSY INC COM USD.001 COMMON 29786A106 0 1 SH   SOLE   1 0 0
EURONET WORLDWIDE INC COM USD.02 COMMON 298736109 283 1,687 SH   SOLE   1,687 0 0
EVANS BANCORP INC COM USD.50 COMMON 29911Q208 38 1,017 SH   SOLE   1,017 0 0
EVERCORE INC CL A COM USD.01 COMMON 29977A105 1 6 SH   SOLE   6 0 0
EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 2 7 SH   SOLE   7 0 0
EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 1,238 104,077 SH   SOLE   104,077 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 1,810 55,516 SH   SOLE   55,516 0 0
EVOLUTION PETROLEUM CORP COM USD.01 COMMON 30049A107 487 68,323 SH   SOLE   68,323 0 0
EXELON CORP COM NPV COMMON 30161N101 0 3 SH   SOLE   3 0 0
EXPEDITORS INTL WASH INC COM USD.01 COMMON 302130109 0 1 SH   SOLE   1 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 6 54 SH   SOLE   54 0 0
EXXON MOBIL CORP COM NPV COMMON 30231G102 1 8 SH   SOLE   8 0 0
F N B CORP/FL COM USD.01 COMMON 302520101 1 72 SH   SOLE   72 0 0
F5 NETWORKS INC COM NPV COMMON 315616102 419 2,885 SH   SOLE   2,885 0 0
FABRINET ORD USD.01 COMMON G3323L100 1,115 22,511 SH   SOLE   22,511 0 0
FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 1 4 SH   SOLE   4 0 0
FACTSET RESEARCH SYSTEMS INC COM USD.01 COMMON 303075105 8 29 SH   SOLE   29 0 0
FAIR ISAAC CORP COM USD.01 COMMON 303250104 9 30 SH   SOLE   30 0 0
FASTENAL CO COM USD.01 COMMON 311900104 0 2 SH   SOLE   2 0 0
FAUQUIER BANKSHARES INC COM USD3.13 COMMON 312059108 2 94 SH   SOLE   94 0 0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 1,071 14,742 SH   SOLE   14,742 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 1,931 59,600 SH   SOLE   59,600 0 0
FEDEX CORP COM USD.1 COMMON 31428X106 0 1 SH   SOLE   1 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 102 7,135 SH   SOLE   7,135 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 988 71,525 SH   SOLE   71,525 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 37 300 SH   SOLE   300 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1 32 SH   SOLE   32 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 100,263 3,598,445 SH   OTR   2,796,181 802,264 0
FINANCIAL INSTITUTIONS INC COM USD.01 COMMON 317585404 41 1,390 SH   SOLE   1,390 0 0
FINJAN HOLDINGS INC COM COMMON 31788H303 133 59,954 SH   SOLE   59,954 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 2 31 SH   SOLE   31 0 0
FIRST BUSINESS FINL SRV INC COM USD.01 COMMON 319390100 84 3,567 SH   SOLE   3,567 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 88 1,749 SH   SOLE   1,749 0 0
FIRST DATA CORP CL A COM USD.01 COMMON 32008D106 0 2 SH   SOLE   2 0 0
FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 167 11,771 SH   SOLE   11,771 0 0
FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 640 20,842 SH   SOLE   20,842 0 0
FIRST HORIZON NATIONAL CORP COM USD2.5 COMMON 320517105 2 142 SH   SOLE   142 0 0
FIRST NORTHWEST BANCRP COM COMMON 335834107 157 9,673 SH   SOLE   9,673 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 118 1,970 SH   SOLE   1,970 0 0
FIRST UNITED CORP COM NPV COMMON 33741H107 141 7,167 SH   SOLE   7,167 0 0
FIRSTCASH INC COM USD.01 COMMON 33767D105 414 4,153 SH   SOLE   4,153 0 0
FIRSTENERGY CORP COM USD9 COMMON 337932107 0 1 SH   SOLE   1 0 0
FIRSTSERVICE CORP COM COMMON 33767E202 9,759 101,592 SH   SOLE   101,592 0 0
FISERV INC COM USD.01 COMMON 337738108 5 50 SH   SOLE   50 0 0
FLAGSTAR BANCORP INC COM USD.01 COMMON 337930705 307 9,261 SH   SOLE   9,261 0 0
FLEETCOR TECHNOLOGIES INC COM USD.001 COMMON 339041105 662 2,358 SH   SOLE   2,358 0 0
FLIR SYSTEMS INC COM USD.01 COMMON 302445101 300 5,563 SH   SOLE   5,563 0 0
FLUENT INC COM USD.0005 COMMON 34380C102 446 82,916 SH   SOLE   82,916 0 0
FLUSHING FINANCIAL CORP COM USD.01 COMMON 343873105 337 15,179 SH   SOLE   15,179 0 0
FOMENTO ECONOMICO MEXICANO SPON ADR COMMON 344419106 0 3 SH   SOLE   3 0 0
FONAR CORP COM USD.0001 COMMON 344437405 162 7,510 SH   SOLE   7,510 0 0
FOOT LOCKER INC COM USD3 COMMON 344849104 1,994 47,579 SH   SOLE   47,579 0 0
FORD MOTOR CO COM USD1 COMMON 345370860 0 8 SH   SOLE   8 0 0
FORTINET INC COM USD.001 COMMON 34959E109 1,145 14,955 SH   SOLE   14,955 0 0
FORTIVE CORP COM USD.01 COMMON 34959J108 0 1 SH   SOLE   1 0 0
FORWARD AIR CORP COM USD.01 COMMON 349853101 33 559 SH   SOLE   559 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 192 10,806 SH   SOLE   10,806 0 0
FRANCO-NEVADA CORP COM NPV COMMON 351858105 0 1 SH   SOLE   1 0 0
FRANKLIN COVEY CO COM USD.05 COMMON 353469109 157 4,634 SH   SOLE   4,634 0 0
FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 487 10,284 SH   SOLE   10,284 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 58,446 1,681,300 SH   OTR   1,325,524 355,776 0
FRANKLIN STREET PROPERTIES COM COMMON 35471R106 484 65,605 SH   SOLE   65,605 0 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 1,852 159,477 SH   SOLE   159,477 0 0
FRESENIUS MEDICAL CARE AG&CO SPON ADR COMMON 358029106 0 1 SH   SOLE   1 0 0
FRIEDMAN INDUSTRIES INC COM USD1 COMMON 358435105 125 17,958 SH   SOLE   17,958 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 2,884 34,474 SH   SOLE   34,474 0 0
FTS INTERNATIONAL INC COM COMMON 30283W104 1 164 SH   SOLE   164 0 0
FUEL TECH INC COM USD.01 COMMON 359523107 68 48,465 SH   SOLE   48,465 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 4,029 345,132 SH   SOLE   345,132 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 120 29,024 SH   SOLE   29,024 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 207 10,804 SH   SOLE   10,804 0 0
GAMING & LEISURE PPTYS COM USD0.01 COMMON 36467J108 0 1 SH   SOLE   1 0 0
GARDNER DENVER HOLDINGS INC COM COMMON 36555P107 186 5,396 SH   SOLE   5,396 0 0
GARMIN LTD COM USD.01 COMMON H2906T109 94 1,186 SH   SOLE   1,186 0 0
GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 119 9,168 SH   SOLE   9,168 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 437 6,313 SH   SOLE   6,313 0 0
GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 0 1 SH   SOLE   1 0 0
GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 0 13 SH   SOLE   13 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 0 2 SH   SOLE   2 0 0
GENERAL MOTORS CO COM USD.01 COMMON 37045V100 0 3 SH   SOLE   3 0 0
GENESCO INC COM USD1 COMMON 371532102 619 14,662 SH   SOLE   14,662 0 0
GENOMIC HEALTH INC COM USD.0001 COMMON 37244C101 964 16,621 SH   SOLE   16,621 0 0
GENTEX CORP COM USD.06 COMMON 371901109 0 16 SH   SOLE   16 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 210 2,025 SH   SOLE   2,025 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 305 7,583 SH   SOLE   7,583 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 6,088 157,551 SH   SOLE   157,551 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 0 2 SH   SOLE   2 0 0
GLADSTONE COMMERCIAL CORP COM USD.001 COMMON 376536108 2 100 SH   SOLE   100 0 0
GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 0 5 SH   SOLE   5 0 0
GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 5 32 SH   SOLE   32 0 0
GLOBALSCAPE INC COM USD.001 COMMON 37940G109 604 59,103 SH   SOLE   59,103 0 0
GODADDY INC CL A COM USD.001 COMMON 380237107 76 1,087 SH   SOLE   1,087 0 0
GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 0 1 SH   SOLE   1 0 0
GORMAN-RUPP CO COM NPV COMMON 383082104 147 4,497 SH   SOLE   4,497 0 0
GRAHAM HOLDINGS CO CL B COM USD1 COMMON 384637104 1 1 SH   SOLE   1 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 5,441 494,216 SH   SOLE   494,216 0 0
GREAT WESTERN BANCORP INC COM USD0.01 COMMON 391416104 805 22,547 SH   SOLE   22,547 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 155 3,162 SH   SOLE   3,162 0 0
GRUPO SIMEC SA DE CV SPON ADR COMMON 400491106 0 40 SH   SOLE   40 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 9,309 77,420 SH   SOLE   77,420 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 314 55,699 SH   SOLE   55,699 0 0
HALLIBURTON CO COM USD2.5 COMMON 406216101 0 1 SH   SOLE   1 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 296 20,825 SH   SOLE   20,825 0 0
HANCOCK WHITNEY CORP COM USD3.33 COMMON 410120109 260 6,488 SH   SOLE   6,488 0 0
HANMI FINANCIAL CORP COM NPV COMMON 410495204 954 42,823 SH   SOLE   42,823 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 1 5 SH   SOLE   5 0 0
HARRIS CORP COM USD1 COMMON 413875105 779 4,129 SH   SOLE   4,129 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 7,491 134,434 SH   SOLE   134,434 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 675 39,693 SH   SOLE   39,693 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 377 13,739 SH   SOLE   13,739 0 0
HAWKINS INC COM USD.1 COMMON 420261109 31 722 SH   SOLE   722 0 0
HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 166 6,192 SH   SOLE   6,192 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 8,087 59,853 SH   SOLE   59,853 0 0
HCI GROUP INC COM NPV COMMON 40416E103 739 18,281 SH   SOLE   18,281 0 0
HCP INC COM USD1 COMMON 40414L109 2 72 SH   SOLE   72 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 37,560 933,925 SH   OTR   729,359 204,566 0
HDFC BANK LTD ADR COMMON 40415F101 23 178 SH   SOLE   178 0 0
HEICO CORP COM USD.166 COMMON 422806109 14 103 SH   SOLE   103 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 2,582 19,819 SH   SOLE   19,819 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 316 2,361 SH   SOLE   2,361 0 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 1,282 18,411 SH   SOLE   18,411 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 2,274 53,224 SH   SOLE   53,224 0 0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 COMMON 427825500 0 25 SH   SOLE   25 0 0
HESS CORP COM USD1 COMMON 42809H107 20,903 329,195 SH   OTR   253,956 75,239 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 3,141 210,130 SH   SOLE   210,130 0 0
HILLENBRAND INC COM NPV COMMON 431571108 97 2,464 SH   SOLE   2,464 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 510 4,879 SH   SOLE   4,879 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 2,289 107,599 SH   SOLE   107,599 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 20 201 SH   SOLE   201 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 2,301 71,248 SH   SOLE   71,248 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 3,754 81,214 SH   SOLE   81,214 0 0
HOLOGIC INC COM USD.01 COMMON 436440101 0 1 SH   SOLE   1 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 0 2 SH   SOLE   2 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 3,505 135,640 SH   SOLE   135,640 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 36 205 SH   SOLE   205 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 238 11,519 SH   SOLE   11,519 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 1,936 140,513 SH   SOLE   140,513 0 0
HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 1,782 74,297 SH   SOLE   74,297 0 0
HORMEL FOODS CORP COM USD.2344 COMMON 440452100 0 1 SH   SOLE   1 0 0
HOSPITALITY PROPERTIES TRUST COM USD.01 COMMON 44106M102 1 47 SH   SOLE   47 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 1 49 SH   SOLE   49 0 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 0 1 SH   SOLE   1 0 0
HOUSTON WIRE & CABLE CO COM USD.001 COMMON 44244K109 100 19,143 SH   SOLE   19,143 0 0
HP INC COM USD1 COMMON 40434L105 0 4 SH   SOLE   4 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 0 3 SH   SOLE   3 0 0
HUAMI CORP -ADS ADS COMMON 44331K103 0 37 SH   SOLE   37 0 0
HUBBELL INC COM NPV COMMON 443510607 0 3 SH   SOLE   3 0 0
HUDBAY MINERALS INC COM NPV COMMON 443628102 7,786 1,440,428 SH   SOLE   1,440,428 0 0
HUMANA INC COM NPV COMMON 444859102 3 13 SH   SOLE   13 0 0
HUNT COS FINANCE TRUST INC COM USD.01 COMMON 44558T100 88 25,727 SH   SOLE   25,727 0 0
HUNTINGTON BANCSHARES COM NPV COMMON 446150104 0 4 SH   SOLE   4 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 24,278 108,184 SH   OTR   83,764 24,420 0
HUNTSMAN CORP COM USD.01 COMMON 447011107 0 3 SH   SOLE   3 0 0
HURCO COS INC COM USD.1 COMMON 447324104 59 1,661 SH   SOLE   1,661 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 3 36 SH   SOLE   36 0 0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 62 1,114 SH   SOLE   1,114 0 0
IBERIABANK CORP COM USD1 COMMON 450828108 405 5,340 SH   SOLE   5,340 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 85 3,603 SH   SOLE   3,603 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 0 3 SH   SOLE   3 0 0
ICON PLC COM EUR.06 COMMON G4705A100 103 672 SH   SOLE   672 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 2,738 9,945 SH   SOLE   9,945 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 503 53,166 SH   SOLE   53,166 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 314 16,683 SH   SOLE   16,683 0 0
IHS MARKIT LTD COM USD.01 COMMON G47567105 0 1 SH   SOLE   1 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 0 1 SH   SOLE   1 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 18,188 657,923 SH   SOLE   657,923 0 0
INCYTE CORP COM USD.001 COMMON 45337C102 0 1 SH   SOLE   1 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 163 4,205 SH   SOLE   4,205 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 115 36,486 SH   SOLE   36,486 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 351 32,817 SH   SOLE   32,817 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 97 22,526 SH   SOLE   22,526 0 0
ING GROEP NV SPON ADR COMMON 456837103 1 73 SH   SOLE   73 0 0
INGERSOLL-RAND PLC COM USD2 COMMON G47791101 6,317 49,872 SH   SOLE   49,872 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 575 18,482 SH   SOLE   18,482 0 0
INGREDION INC COM USD.01 COMMON 457187102 1 17 SH   SOLE   17 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 117 1,288 SH   SOLE   1,288 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 3,546 244,250 SH   SOLE   244,250 0 0
INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 170 2,917 SH   SOLE   2,917 0 0
INSPIRED ENTERTAINMENT COM COMMON 45782N108 118 13,991 SH   SOLE   13,991 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 1,079 12,906 SH   SOLE   12,906 0 0
INTEL CORP COM NPV COMMON 458140100 0 9 SH   SOLE   9 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 560 8,449 SH   SOLE   8,449 0 0
INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 0 1 SH   SOLE   1 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 30 450 SH   SOLE   450 0 0
INTERDIGITAL INC COM USD.01 COMMON 45867G101 419 6,511 SH   SOLE   6,511 0 0
INTEST CORP COM USD.01 COMMON 461147100 110 22,893 SH   SOLE   22,893 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 1,192 8,647 SH   SOLE   8,647 0 0
INTL FCSTONE INC COM USD.01 COMMON 46116V105 0 1 SH   SOLE   1 0 0
INTL PAPER CO COM USD1 COMMON 460146103 5,865 135,395 SH   SOLE   135,395 0 0
INTUIT INC COM NPV COMMON 461202103 11,691 44,748 SH   SOLE   44,748 0 0
IRADIMED CORP COM USD.0001 COMMON 46266A109 96 4,673 SH   SOLE   4,673 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 0 2 SH   SOLE   2 0 0
ISHARES TR 1 3 YR TREAS BD COMMON 464287457 35 409 SH   SOLE   409 0 0
ISHARES TR MSCI ACWI ETF COMMON 464288257 66 902 SH   SOLE   902 0 0
ISHARES TR SHORT TREAS BD COMMON 464288679 23 207 SH   SOLE   207 0 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD COMMON 465562106 0 13 SH   SOLE   13 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 138 69,595 SH   SOLE   69,595 0 0
J2 GLOBAL INC COM USD.01 COMMON 48123V102 477 5,380 SH   SOLE   5,380 0 0
JABIL INC COM USD.001 COMMON 466313103 391 12,433 SH   SOLE   12,433 0 0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 94 2,010 SH   SOLE   2,010 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 1 54 SH   SOLE   54 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 1,994 14,316 SH   SOLE   14,316 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 0 2 SH   SOLE   2 0 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 3,890 27,648 SH   SOLE   27,648 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 989 8,876 SH   SOLE   8,876 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 66,491 2,500,415 SH   OTR   1,934,802 565,613 0
JUST ENERGY GROUP INC COM COMMON 48213W101 3,713 864,995 SH   SOLE   864,995 0 0
K12 INC COM USD.0001 COMMON 48273U102 8,336 274,407 SH   SOLE   274,407 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 72 13,066 SH   SOLE   13,066 0 0
KAMAN CORP COM USD1 COMMON 483548103 126 1,984 SH   SOLE   1,984 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 90 2,274 SH   SOLE   2,274 0 0
KBR INC COM USD.001 COMMON 48242W106 90 3,601 SH   SOLE   3,601 0 0
KEANE GROUP INC COM USD.01 COMMON 48669A108 953 141,746 SH   SOLE   141,746 0 0
KELLOGG CO COM USD.25 COMMON 487836108 0 1 SH   SOLE   1 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 1 12 SH   SOLE   12 0 0
KEWAUNEE SCIENTIFIC CORP COM USD2.5 COMMON 492854104 48 2,489 SH   SOLE   2,489 0 0
KEYCORP COM USD1 COMMON 493267108 0 2 SH   SOLE   2 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 2,226 24,789 SH   SOLE   24,789 0 0
KFORCE INC COM USD.01 COMMON 493732101 4,025 114,983 SH   SOLE   114,983 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 79 4,861 SH   SOLE   4,861 0 0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 52 2,956 SH   SOLE   2,956 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 1,859 13,950 SH   SOLE   13,950 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 3 186 SH   SOLE   186 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 7 323 SH   SOLE   323 0 0
KINGSTONE COS INC COM USD1 COMMON 496719105 105 12,145 SH   SOLE   12,145 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 35,102 816,093 SH   SOLE   816,093 0 0
KIRKLAND'S INC COM NPV COMMON 497498105 28 12,208 SH   SOLE   12,208 0 0
KKR & CO INC COM CL A COMMON 48251W104 0 2 SH   SOLE   2 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 10,850 228,517 SH   SOLE   228,517 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 0 3 SH   SOLE   3 0 0
KORN FERRY COM NPV COMMON 500643200 207 5,191 SH   SOLE   5,191 0 0
KRAFT HEINZ CO COM USD.01 COMMON 500754106 0 1 SH   SOLE   1 0 0
KROGER CO COM USD1 COMMON 501044101 61,287 2,826,400 SH   OTR   2,270,476 555,924 0
KT CORP SPON ADR COMMON 48268K101 0 37 SH   SOLE   37 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 1 26 SH   SOLE   26 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 11,517 61,341 SH   OTR   50,600 10,741 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 2 27 SH   SOLE   27 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 7 113 SH   SOLE   113 0 0
LANCASTER COLONY CORP COM USD1 COMMON 513847103 932 6,288 SH   SOLE   6,288 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 72 2,999 SH   SOLE   2,999 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 1 12 SH   SOLE   12 0 0
LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 537 19,045 SH   SOLE   19,045 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 0 2 SH   SOLE   2 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 264 18,133 SH   SOLE   18,133 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 0 1 SH   SOLE   1 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 482 13,144 SH   SOLE   13,144 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 385 12,551 SH   SOLE   12,551 0 0
LEAR CORP COM NPV COMMON 521865204 2,047 14,697 SH   SOLE   14,697 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 426 190,166 SH   SOLE   190,166 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 6,166 77,350 SH   SOLE   77,350 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 19 386 SH   SOLE   386 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 2,003 7,286 SH   SOLE   7,286 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 0 1 SH   SOLE   1 0 0
LIBERTY OILFIELD SVS COM CL A 0.01USD COMMON 53115L104 1,158 71,560 SH   SOLE   71,560 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 3 59 SH   SOLE   59 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 512 39,480 SH   SOLE   39,480 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 249 2,183 SH   SOLE   2,183 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 9,334 84,321 SH   OTR   66,687 17,634 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 97 1,501 SH   SOLE   1,501 0 0
LINDE PLC COM NPV COMMON G5494J103 0 1 SH   SOLE   1 0 0
LIVE NATION ENTERTAINMENT COM USD COMMON 538034109 0 1 SH   SOLE   1 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 334 6,899 SH   SOLE   6,899 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 1 207 SH   SOLE   207 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 0 2 SH   SOLE   2 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 603 7,404 SH   SOLE   7,404 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 110 30,204 SH   SOLE   30,204 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 1,590 8,824 SH   SOLE   8,824 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 405 19,697 SH   SOLE   19,697 0 0
LUTHER BURBANK CORP COM COMMON 550550107 103 9,456 SH   SOLE   9,456 0 0
LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 2 78 SH   SOLE   78 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 10,984 127,523 SH   SOLE   127,523 0 0
M & T BANK CORP COM USD5 COMMON 55261F104 397 2,341 SH   SOLE   2,341 0 0
MACATAWA BANK CORP COM NPV COMMON 554225102 136 13,343 SH   SOLE   13,343 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 83 3,568 SH   SOLE   3,568 0 0
MACY'S INC COM NPV COMMON 55616P104 2,169 101,308 SH   SOLE   101,308 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 35,787 720,345 SH   SOLE   720,345 0 0
MALLINCKRODT PLC ORD USD.2 COMMON G5785G107 0 52 SH   SOLE   52 0 0
MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 0 62 SH   SOLE   62 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 533 7,699 SH   SOLE   7,699 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 28,071 1,547,073 SH   SOLE   1,547,073 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 0 2 SH   SOLE   2 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 54,169 970,666 SH   OTR   738,293 232,373 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 1,138 36,991 SH   SOLE   36,991 0 0
MARCUS CORP COM USD1 COMMON 566330106 1,003 30,544 SH   SOLE   30,544 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 279 18,101 SH   SOLE   18,101 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 113 4,520 SH   SOLE   4,520 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 42,389 302,582 SH   OTR   232,240 70,342 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 0 1 SH   SOLE   1 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 1 64 SH   SOLE   64 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 0 2 SH   SOLE   2 0 0
MASCO CORP COM USD1 COMMON 574599106 0 1 SH   SOLE   1 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 21 78 SH   SOLE   78 0 0
MATERION CORP COM USD1 COMMON 576690101 0 7 SH   SOLE   7 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 0 1 SH   SOLE   1 0 0
MAXIMUS INC COM NPV COMMON 577933104 264 3,649 SH   SOLE   3,649 0 0
MAXLINEAR INC CL A COM USD.0001 COMMON 57776J100 1,163 49,770 SH   SOLE   49,770 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 16 101 SH   SOLE   101 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 5 26 SH   SOLE   26 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 2,268 16,940 SH   SOLE   16,940 0 0
MECHEL PAO ADR NPV COMMON 583840608 151 72,118 SH   SOLE   72,118 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 126 7,240 SH   SOLE   7,240 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 162 1,271 SH   SOLE   1,271 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 2 98 SH   SOLE   98 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 69 1,053 SH   SOLE   1,053 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 61 627 SH   SOLE   627 0 0
MERCER INTL INC SHS BEN INT USD1 COMMON 588056101 60 3,870 SH   SOLE   3,870 0 0
MERCK & CO COM NPV COMMON 58933Y105 13,325 158,999 SH   SOLE   158,999 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 382 6,122 SH   SOLE   6,122 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 821 69,305 SH   SOLE   69,305 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 483 9,443 SH   SOLE   9,443 0 0
MERITOR INC COM USD1 COMMON 59001K100 788 32,487 SH   SOLE   32,487 0 0
MESA LABORATORIES INC COM NPV COMMON 59064R109 509 2,089 SH   SOLE   2,089 0 0
METHANEX CORP COM NPV COMMON 59151K108 24,929 550,013 SH   SOLE   550,013 0 0
METLIFE INC COM COMMON 59156R108 148,270 2,988,863 SH   OTR   2,365,277 623,586 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 0 1 SH   SOLE   1 0 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 241 9,202 SH   SOLE   9,202 0 0
MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 0 1 SH   SOLE   1 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 4,844 125,656 SH   SOLE   125,656 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 2 17 SH   SOLE   17 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 5 41 SH   SOLE   41 0 0
MIDSTATES PETROLEUM CO INC COM USD.01 COMMON 59804T407 221 37,500 SH   SOLE   37,500 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1,129 25,250 SH   SOLE   25,250 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 0 85 SH   SOLE   85 0 0
MIX TELEMATICS LTD ADR COMMON 60688N102 68 4,502 SH   SOLE   4,502 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 0 20 SH   SOLE   20 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1 13 SH   SOLE   13 0 0
MODERNA INC COM COMMON 60770K107 0 1 SH   SOLE   1 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 229 1,601 SH   SOLE   1,601 0 0
MOLSON COORS BREWING CO CL B COM NPV NVTG COMMON 60871R209 199 3,557 SH   SOLE   3,557 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 5 99 SH   SOLE   99 0 0
MONOTYPE IMAGING HOLDINGS COM USD.01 COMMON 61022P100 142 8,450 SH   SOLE   8,450 0 0
MONRO INC COM USD.01 COMMON 610236101 302 3,557 SH   SOLE   3,557 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 0 1 SH   SOLE   1 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 3 79 SH   SOLE   79 0 0
MORNINGSTAR INC COM COMMON 617700109 212 1,466 SH   SOLE   1,466 0 0
MOSAIC CO COM USD.01 COMMON 61945C103 0 1 SH   SOLE   1 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 3 15 SH   SOLE   15 0 0
MSA SAFETY INC COM NPV COMMON 553498106 286 2,724 SH   SOLE   2,724 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 17 73 SH   SOLE   73 0 0
MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 1 45 SH   SOLE   45 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 387 13,275 SH   SOLE   13,275 0 0
NANOMETRICS INC COM NPV COMMON 630077105 837 24,115 SH   SOLE   24,115 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 776 26,159 SH   SOLE   26,159 0 0
NASDAQ INC COM USD.01 COMMON 631103108 3 30 SH   SOLE   30 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 99 1,267 SH   SOLE   1,267 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 474 72,187 SH   SOLE   72,187 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 1 31 SH   SOLE   31 0 0
NATIONAL GRID SPON ADR COMMON 636274409 0 1 SH   SOLE   1 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 2,757 34,103 SH   SOLE   34,103 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 1,721 18,486 SH   SOLE   18,486 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 113 1,974 SH   SOLE   1,974 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 51 SH   SOLE   51 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 1 28 SH   SOLE   28 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 75 6,430 SH   SOLE   6,430 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 223 22,177 SH   SOLE   22,177 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 115 12,251 SH   SOLE   12,251 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 3 238 SH   SOLE   238 0 0
NAVIGANT CONSULTING INC COM USD.001 COMMON 63935N107 1,500 64,926 SH   SOLE   64,926 0 0
NCR CORP COM USD5 COMMON 62886E108 2 62 SH   SOLE   62 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 939 15,852 SH   SOLE   15,852 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 1,251 57,189 SH   SOLE   57,189 0 0
NETAPP INC COM NPV COMMON 64110D104 582 9,431 SH   SOLE   9,431 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 0 1 SH   SOLE   1 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 263 47,058 SH   SOLE   47,058 0 0
NEW RESIDENTIAL INV CP COM USD0.01 COMMON 64828T201 1 63 SH   SOLE   63 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 1 144 SH   SOLE   144 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 24 61 SH   SOLE   61 0 0
NEWMONT GOLDCORP CORP COM USD1.6 COMMON 651639106 0 1 SH   SOLE   1 0 0
NEXA RESOURCES SA COM USD 1 COMMON L67359106 0 51 SH   SOLE   51 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 2 49 SH   SOLE   49 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 7,116 70,500 SH   SOLE   70,500 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 0 1 SH   SOLE   1 0 0
NEXTGEN HEALTHCARE INC COM USD.01 COMMON 65343C102 881 44,414 SH   SOLE   44,414 0 0
NI HOLDINGS INC COM COMMON 65342T106 113 6,422 SH   SOLE   6,422 0 0
NICE LTD SPON ADR COMMON 653656108 264 1,925 SH   SOLE   1,925 0 0
NICHOLAS FINANCIAL INC COM NPV COMMON 65373J209 62 6,637 SH   SOLE   6,637 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 517 6,156 SH   SOLE   6,156 0 0
NISOURCE INC COM NPV COMMON 65473P105 0 1 SH   SOLE   1 0 0
NOKIA CORP SPON ADR COMMON 654902204 0 11 SH   SOLE   11 0 0
NOMAD FOODS LTD ORD COMMON G6564A105 1 57 SH   SOLE   57 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 135 37,942 SH   SOLE   37,942 0 0
NOODLES & CO CL A COM USD0.01 COMMON 65540B105 25 3,203 SH   SOLE   3,203 0 0
NORBORD INC COM NPV COMMON 65548P403 15,058 608,477 SH   SOLE   608,477 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 4 18 SH   SOLE   18 0 0
NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 3,196 297,086 SH   SOLE   297,086 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 412 14,937 SH   SOLE   14,937 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 64 3,477 SH   SOLE   3,477 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 28 777 SH   SOLE   777 0 0
NORTHSTAR REALTY EUROPE CORP COM USD0.01 COMMON 66706L101 2 138 SH   SOLE   138 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 310 12,061 SH   SOLE   12,061 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 0 1 SH   SOLE   1 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 127 3,649 SH   SOLE   3,649 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 522 5,712 SH   SOLE   5,712 0 0
NOVO NORDISK A/S ADR COMMON 670100205 0 2 SH   SOLE   2 0 0
NRG ENERGY INC COM NEW COMMON 629377508 103 2,948 SH   SOLE   2,948 0 0
NUCOR CORP COM USD.4 COMMON 670346105 3,074 55,785 SH   SOLE   55,785 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 0 1 SH   SOLE   1 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 292 5,001 SH   SOLE   5,001 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 923 11,381 SH   SOLE   11,381 0 0
NVE CORP COM USD.01 COMMON 629445206 106 1,534 SH   SOLE   1,534 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 0 1 SH   SOLE   1 0 0
NVR INC COM USD.01 COMMON 62944T105 2,158 641 SH   SOLE   641 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 75,481 774,214 SH   OTR   646,071 128,143 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 0 1 SH   SOLE   1 0 0
OGE ENERGY CORP COM USD2.5 COMMON 670837103 0 1 SH   SOLE   1 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 346 15,472 SH   SOLE   15,472 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 79 911 SH   SOLE   911 0 0
OMEGA FLEX INC COM USD.01 COMMON 682095104 300 3,922 SH   SOLE   3,922 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 3 93 SH   SOLE   93 0 0
OMNICELL INC COM NPV COMMON 68213N109 278 3,244 SH   SOLE   3,244 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 13,190 160,952 SH   SOLE   160,952 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1,121 55,481 SH   SOLE   55,481 0 0
ONEOK INC COM NPV COMMON 682680103 0 1 SH   SOLE   1 0 0
OP BANCORP COM COMMON 67109R109 108 10,105 SH   SOLE   10,105 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 45 1,658 SH   SOLE   1,658 0 0
OPUS BANK COM COMMON 684000102 344 16,315 SH   SOLE   16,315 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 24,934 438,031 SH   OTR   375,861 62,170 0
ORANGE SPON ADR COMMON 684060106 0 2 SH   SOLE   2 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 8 21 SH   SOLE   21 0 0
ORION ENGINEERED CARBONS SA ORD COMMON L72967109 0 8 SH   SOLE   8 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 68 902 SH   SOLE   902 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 99 4,521 SH   SOLE   4,521 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 4 43 SH   SOLE   43 0 0
OSI SYSTEMS INC COM NPV COMMON 671044105 437 3,893 SH   SOLE   3,893 0 0
OUTFRONT MEDIA INC COM USD.01 COMMON 69007J106 1 27 SH   SOLE   27 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 252 4,063 SH   SOLE   4,063 0 0
PACCAR INC COM USD12 COMMON 693718108 0 1 SH   SOLE   1 0 0
PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 60 7,289 SH   SOLE   7,289 0 0
PACWEST BANCORP COM NPV COMMON 695263103 0 11 SH   SOLE   11 0 0
PALATIN TECHNOLOGIES INC COM USD.01 COMMON 696077403 0 35 SH   SOLE   35 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 0 1 SH   SOLE   1 0 0
PARTNER COMMUNICATIONS CO ADR COMMON 70211M109 0 71 SH   SOLE   71 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 1,263 55,155 SH   SOLE   55,155 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 214 2,600 SH   SOLE   2,600 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 391 1,730 SH   SOLE   1,730 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 824 8,803 SH   SOLE   8,803 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 0 3 SH   SOLE   3 0 0
PAYSIGN INC COM COMMON 70451A104 655 48,994 SH   SOLE   48,994 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 1 28 SH   SOLE   28 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 165 4,718 SH   SOLE   4,718 0 0
PCM INC COM USD.001 COMMON 69323K100 1,034 29,555 SH   SOLE   29,555 0 0
PDL BIOPHARMA INC COM USD.01 COMMON 69329Y104 701 223,786 SH   SOLE   223,786 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 2,600 107,884 SH   SOLE   107,884 0 0
PEARSON PLC SPON ADR COMMON 705015105 266 25,721 SH   SOLE   25,721 0 0
PENNSYLVANIA RE INVS TRUST COM USD1 COMMON 709102107 1 176 SH   SOLE   176 0 0
PENNYMAC MORTGAGE INVEST TR COM SHS BEN COMMON 70931T103 1 59 SH   SOLE   59 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 156 5,185 SH   SOLE   5,185 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 763 5,822 SH   SOLE   5,822 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 3,065 89,456 SH   SOLE   89,456 0 0
PERKINELMER INC COM USD1 COMMON 714046109 0 1 SH   SOLE   1 0 0
PERMA-PIPE INTERNATIONAL HOL COM USD.01 COMMON 714167103 8 841 SH   SOLE   841 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 7 133 SH   SOLE   133 0 0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 2 106 SH   SOLE   106 0 0
PFIZER INC COM USD.1 COMMON 717081103 10,100 233,152 SH   SOLE   233,152 0 0
PGT INNOVATIONS INC COM USD COMMON 69336V101 397 23,851 SH   SOLE   23,851 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 0 4 SH   SOLE   4 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 78,244 837,373 SH   OTR   658,747 178,626 0
PHOTRONICS INC COM NPV COMMON 719405102 559 68,379 SH   SOLE   68,379 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 7 336 SH   SOLE   336 0 0
PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 928 36,572 SH   SOLE   36,572 0 0
PITNEY BOWES INC COM USD2 COMMON 724479100 170 39,856 SH   SOLE   39,856 0 0
PLAINS GP HOLDINGS LP CL A LP NPV COMMON 72651A207 146 5,858 SH   SOLE   5,858 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 0 1 SH   SOLE   1 0 0
PLDT INC SPON ADR COMMON 69344D408 0 18 SH   SOLE   18 0 0
PLUMAS BANCORP COM COMMON 729273102 89 3,645 SH   SOLE   3,645 0 0
PLYMOUTH INDL REIT INC COM USD.01 COMMON 729640102 136 7,187 SH   SOLE   7,187 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 0 1 SH   SOLE   1 0 0
POPULAR INC COM USD5 COMMON 733174700 138 2,552 SH   SOLE   2,552 0 0
POSCO SPON ADR COMMON 693483109 1,982 37,352 SH   SOLE   37,352 0 0
PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 0 1 SH   SOLE   1 0 0
PPL CORP COM NPV COMMON 69351T106 0 1 SH   SOLE   1 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 182 3,284 SH   SOLE   3,284 0 0
PREMIER INC CL A COM USD0.01 COMMON 74051N102 1,485 38,017 SH   SOLE   38,017 0 0
PRGX GLOBAL INC COM USD.01 COMMON 69357C503 14 2,107 SH   SOLE   2,107 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 0 1 SH   SOLE   1 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 1 12 SH   SOLE   12 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 0 1 SH   SOLE   1 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 8,890 81,092 SH   SOLE   81,092 0 0
PRO-DEX INC/CO COM NPV COMMON 74265M205 326 25,078 SH   SOLE   25,078 0 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 24 15,720 SH   SOLE   15,720 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 129 2,970 SH   SOLE   2,970 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 0 3 SH   SOLE   3 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 0 2 SH   SOLE   2 0 0
PROPETRO HOLDING CORP COM USD0.001 COMMON 74347M108 670 32,439 SH   SOLE   32,439 0 0
PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 52 2,989 SH   SOLE   2,989 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 0 1 SH   SOLE   1 0 0
PROVIDENT FINANCIAL HOLDINGS COM USD.01 COMMON 743868101 80 3,831 SH   SOLE   3,831 0 0
PRUDENTIAL BANCORP INC COM USD.01 COMMON 74431A101 40 2,107 SH   SOLE   2,107 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 4,019 39,796 SH   SOLE   39,796 0 0
PRUDENTIAL PLC ADR COMMON 74435K204 0 1 SH   SOLE   1 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 41 245 SH   SOLE   245 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 52 5,141 SH   SOLE   5,141 0 0
PTC INC COM USD.01 COMMON 69370C100 636 7,100 SH   SOLE   7,100 0 0
PUBLIC SERVICE ENTRP GRP INC COM NPV COMMON 744573106 0 1 SH   SOLE   1 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 25,855 818,618 SH   OTR   649,266 169,352 0
PYXUS INTERNATIONAL INC COM USD10 COMMON 74737V106 1 54 SH   SOLE   54 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 382 44,428 SH   SOLE   44,428 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
QUAD/GRAPHICS INC CL A COM USD.025 COMMON 747301109 0 3 SH   SOLE   3 0 0
QUAKER CHEMICAL CORP COM USD1 COMMON 747316107 1,538 7,602 SH   SOLE   7,602 0 0
QUALCOMM INC COM USD.0001 COMMON 747525103 50,105 659,446 SH   OTR   514,381 145,065 0
QUANEX BUILDING PRODUCTS COM USD.01 COMMON 747619104 574 30,368 SH   SOLE   30,368 0 0
QUDIAN INC ADR COMMON 747798106 0 61 SH   SOLE   61 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 244 28,858 SH   SOLE   28,858 0 0
RADIAN GROUP INC COM USD.001 COMMON 750236101 182 8,003 SH   SOLE   8,003 0 0
RADIANT LOGISTICS INC UNIT COMMON 75025X100 1,190 195,156 SH   SOLE   195,156 0 0
RADNET INC COM USD.01 COMMON 750491102 0 3 SH   SOLE   3 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 0 1 SH   SOLE   1 0 0
RBC BEARINGS INC COM USD.01 COMMON 75524B104 370 2,222 SH   SOLE   2,222 0 0
RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 366 11,892 SH   SOLE   11,892 0 0
REALTY INCOME CORP COM USD1 COMMON 756109104 0 1 SH   SOLE   1 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 2 29 SH   SOLE   29 0 0
REGENCY CENTERS CORP COM USD.01 COMMON 758849103 6,022 90,295 SH   OTR   64,096 26,199 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 59,489 3,986,731 SH   OTR   3,135,448 851,283 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 5 35 SH   SOLE   35 0 0
RELX PLC SP ADR COMMON 759530108 0 14 SH   SOLE   14 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 6,317 398,927 SH   SOLE   398,927 0 0
RENT-A-CENTER INC COM USD.01 COMMON 76009N100 1,900 71,569 SH   SOLE   71,569 0 0
REPLIGEN CORP COM USD.01 COMMON 759916109 602 7,025 SH   SOLE   7,025 0 0
REPUBLIC SERVICES INC COM USD.01 COMMON 760759100 167 1,929 SH   SOLE   1,929 0 0
RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 2,409 333,420 SH   SOLE   333,420 0 0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 4 316 SH   SOLE   316 0 0
REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 591 8,108 SH   SOLE   8,108 0 0
RIO TINTO GROUP SPON ADR COMMON 767204100 6,370 102,174 SH   SOLE   102,174 0 0
RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 2,316 69,765 SH   SOLE   69,765 0 0
RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 127 14,869 SH   SOLE   14,869 0 0
RLI CORP COM USD1 COMMON 749607107 375 4,393 SH   SOLE   4,393 0 0
RLJ LODGING TRUST COM USD.01 COMMON 74965L101 458 25,810 SH   SOLE   25,810 0 0
RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 918 19,560 SH   SOLE   19,560 0 0
ROBERT HALF INTL INC COM USD1 COMMON 770323103 2,253 39,665 SH   SOLE   39,665 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 47,770 291,901 SH   OTR   223,162 68,739 0
ROCKY BRANDS INC COM NPV COMMON 774515100 589 21,600 SH   SOLE   21,600 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 7,858 147,033 SH   SOLE   147,033 0 0
ROLLINS INC COM USD1 COMMON 775711104 284 7,938 SH   SOLE   7,938 0 0
ROPER TECHNOLOGIES INC COM USD.01 COMMON 776696106 7 20 SH   SOLE   20 0 0
ROSS STORES INC COM USD.01 COMMON 778296103 0 1 SH   SOLE   1 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 0 3 SH   SOLE   3 0 0
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS COMMON 780097689 0 6 SH   SOLE   6 0 0
ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 2 28 SH   SOLE   28 0 0
ROYAL GOLD INC COM USD.01 COMMON 780287108 137 1,336 SH   SOLE   1,336 0 0
RPM INTERNATIONAL INC COM USD.064 COMMON 749685103 1 15 SH   SOLE   15 0 0
RPT REALTY SHS BEN INT USD.01 COMMON 74971D101 4 343 SH   SOLE   343 0 0
RTW RETAILWINDS INC COM USD.01 COMMON 74980D100 60 35,437 SH   SOLE   35,437 0 0
RYERSON HOLDING CORP COM USD.01 COMMON 783754104 219 26,320 SH   SOLE   26,320 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 26 SH   SOLE   26 0 0
SABRE CORP COM USD.01 COMMON 78573M104 0 3 SH   SOLE   3 0 0
SALEM MEDIA GROUP INC CL A COM USD.01 COMMON 794093104 57 23,553 SH   SOLE   23,553 0 0
SALESFORCE.COM INC COM USD.001 COMMON 79466L302 0 2 SH   SOLE   2 0 0
SALLY BEAUTY HOLDINGS INC COM USD.01 COMMON 79546E104 155 11,627 SH   SOLE   11,627 0 0
SANDERSON FARMS INC COM USD1 COMMON 800013104 752 5,510 SH   SOLE   5,510 0 0
SANFILIPPO JOHN B&SON COM USD.01 COMMON 800422107 24 306 SH   SOLE   306 0 0
SANMINA CORP COM USD.01 COMMON 801056102 339 11,198 SH   SOLE   11,198 0 0
SANOFI SPONSORED ADR COMMON 80105N105 0 2 SH   SOLE   2 0 0
SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 3 130 SH   SOLE   130 0 0
SAP SE SPON ADR COMMON 803054204 0 1 SH   SOLE   1 0 0
SASOL LTD ADR COMMON 803866300 251 10,095 SH   SOLE   10,095 0 0
SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 778 3,462 SH   SOLE   3,462 0 0
SCHLUMBERGER LTD COM USD.01 COMMON 806857108 0 2 SH   SOLE   2 0 0
SCHNITZER STEEL INDS -CL A CL A COM USD.01 COMMON 806882106 905 34,596 SH   SOLE   34,596 0 0
SCHWAB (CHARLES) CORP COM USD.01 COMMON 808513105 0 2 SH   SOLE   2 0 0
SCHWEITZER-MAUDUIT INTL INC COM USD.1 COMMON 808541106 671 20,219 SH   SOLE   20,219 0 0
SEACOAST BANKING CORP/FL COM USD.1 COMMON 811707801 132 5,197 SH   SOLE   5,197 0 0
SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 41,392 879,088 SH   OTR   765,381 113,707 0
SEALED AIR CORP COM USD.01 COMMON 81211K100 18,988 444,342 SH   OTR   351,047 93,295 0
SECUREWORKS CORP CL A COM USD.01 COMMON 81374A105 22 1,639 SH   SOLE   1,639 0 0
SEMPRA ENERGY COM NPV COMMON 816851109 0 1 SH   SOLE   1 0 0
SERVICE CORP INTERNATIONAL COM USD1 COMMON 817565104 9 191 SH   SOLE   191 0 0
SERVICEMASTER GLOBAL HLDGS COM USD.01 COMMON 81761R109 23 446 SH   SOLE   446 0 0
SHENANDOAH TELECOMMUN CO COM USD10 COMMON 82312B106 309 8,062 SH   SOLE   8,062 0 0
SHILOH INDUSTRIES INC COM USD.01 COMMON 824543102 0 68 SH   SOLE   68 0 0
SHINHAN FINANCIAL GROUP LTD SPON ADR COMMON 824596100 1 27 SH   SOLE   27 0 0
SHOE CARNIVAL INC COM USD.1 COMMON 824889109 3,280 118,841 SH   SOLE   118,841 0 0
SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 324 57,035 SH   SOLE   57,035 0 0
SILGAN HOLDINGS INC COM USD.01 COMMON 827048109 383 12,558 SH   SOLE   12,558 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 130 9,236 SH   SOLE   9,236 0 0
SIMMONS FIRST NATL CP -CL A CL A COM NPV COMMON 828730200 472 20,281 SH   SOLE   20,281 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 583 3,650 SH   SOLE   3,650 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 368 12,944 SH   SOLE   12,944 0 0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01 COMMON 829226109 2,691 50,208 SH   SOLE   50,208 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 562 14,061 SH   SOLE   14,061 0 0
SK TELECOM CO LTD SPON ADR COMMON 78440P108 3,636 146,920 SH   SOLE   146,920 0 0
SLEEP NUMBER CORP COM USD.01 COMMON 83125X103 54 1,334 SH   SOLE   1,334 0 0
SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 349 8,021 SH   SOLE   8,021 0 0
SNAP INC CL A COM USD.00001 COMMON 83304A106 0 3 SH   SOLE   3 0 0
SNAP-ON INC COM USD1 COMMON 833034101 2 10 SH   SOLE   10 0 0
SONOCO PRODUCTS CO COM NPV COMMON 835495102 772 11,829 SH   SOLE   11,829 0 0
SONY CORP ADR COMMON 835699307 974 18,595 SH   SOLE   18,595 0 0
SOTHERLY HOTELS INC COM USD.01 COMMON 83600C103 59 8,430 SH   SOLE   8,430 0 0
SOUTHERN CO COM USD5 COMMON 842587107 0 2 SH   SOLE   2 0 0
SOUTHWEST AIRLINES COM USD1 COMMON 844741108 2,783 54,818 SH   SOLE   54,818 0 0
SOUTHWESTERN ENERGY CO COM USD2.5 COMMON 845467109 202 64,082 SH   SOLE   64,082 0 0
SPARTANNASH CO COM NPV COMMON 847215100 0 20 SH   SOLE   20 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 67,284 827,943 SH   OTR   637,529 190,414 0
SPIRIT REALTY CAPITAL INC COM USD.01 COMMON 84860W300 8 186 SH   SOLE   186 0 0
SPORTSMANS WAREHOUSE HLDGS COM USD.01 COMMON 84920Y106 143 37,760 SH   SOLE   37,760 0 0
SPROUTS FARMERS MARKET COM USD.001 COMMON 85208M102 0 2 SH   SOLE   2 0 0
SPS COMMERCE INC COM USD.001 COMMON 78463M107 92 901 SH   SOLE   901 0 0
SS&C TECHNOLOGIES HLDGS INC COM USD.01 COMMON 78467J100 0 2 SH   SOLE   2 0 0
SSR MINING INC COM NPV COMMON 784730103 5,177 378,933 SH   SOLE   378,933 0 0
STANDARD FINANCIAL CORP COM USD.01 COMMON 85303B100 80 2,911 SH   SOLE   2,911 0 0
STANDARD MOTOR PRODS CL A COM USD2 COMMON 853666105 829 18,335 SH   SOLE   18,335 0 0
STARBUCKS CORP COM NPV COMMON 855244109 30,420 363,204 SH   OTR   277,792 85,412 0
STATE STREET CORP COM USD1 COMMON 857477103 0 1 SH   SOLE   1 0 0
STEEL DYNAMICS INC COM USD.01 COMMON 858119100 803 26,598 SH   SOLE   26,598 0 0
STEELCASE INC CL A COM NPV COMMON 858155203 199 11,675 SH   SOLE   11,675 0 0
STEPAN CO COM USD1 COMMON 858586100 2,266 24,657 SH   SOLE   24,657 0 0
STERIS PLC COM NPV COMMON G8473T100 2,091 14,050 SH   SOLE   14,050 0 0
STERLING BANCORP COM USD.1 COMMON 85917A100 1 39 SH   SOLE   39 0 0
STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 2,265 168,808 SH   SOLE   168,808 0 0
STONERIDGE INC COM NPV COMMON 86183P102 248 7,903 SH   SOLE   7,903 0 0
STRATTEC SECURITY CORP COM USD.01 COMMON 863111100 86 3,554 SH   SOLE   3,554 0 0
STRYKER CORP COM USD10 COMMON 863667101 0 1 SH   SOLE   1 0 0
STURM RUGER & CO INC COM USD1 COMMON 864159108 93 1,705 SH   SOLE   1,705 0 0
SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 191 27,080 SH   SOLE   27,080 0 0
SUMMIT HOTEL PROPERTIES INC COM USD.01 COMMON 866082100 1,854 161,662 SH   SOLE   161,662 0 0
SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 42,251 1,021,948 SH   SOLE   1,021,948 0 0
SUNCOR ENERGY INC COM NPV COMMON 867224107 11,424 366,820 SH   SOLE   366,820 0 0
SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 402 29,328 SH   SOLE   29,328 0 0
SUNTRUST BANKS INC COM USD1 COMMON 867914103 0 1 SH   SOLE   1 0 0
SUPERIOR DRILLING PRODUCTS COM USD.001 COMMON 868153107 0 297 SH   SOLE   297 0 0
SUPERIOR GROUP OF COS INC COM USD1 COMMON 868358102 49 2,884 SH   SOLE   2,884 0 0
SYKES ENTERPRISES INC COM USD.01 COMMON 871237103 617 22,465 SH   SOLE   22,465 0 0
SYMANTEC CORP COM NPV COMMON 871503108 0 1 SH   SOLE   1 0 0
SYNALLOY CORP COM USD1 COMMON 871565107 113 7,227 SH   SOLE   7,227 0 0
SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 28,054 810,073 SH   OTR   609,406 200,667 0
SYNNEX CORP COM USD.001 COMMON 87162W100 228 2,322 SH   SOLE   2,322 0 0
SYNOPSYS INC COM USD.01 COMMON 871607107 207 1,608 SH   SOLE   1,608 0 0
SYSCO CORP COM USD1 COMMON 871829107 43 611 SH   SOLE   611 0 0
SYSTEMAX INC COM USD.01 COMMON 871851101 178 8,076 SH   SOLE   8,076 0 0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR COMMON 874039100 0 6 SH   SOLE   6 0 0
TARGET CORP COM USD1 COMMON 87612E106 884 10,251 SH   SOLE   10,251 0 0
TARO PHARMACEUTICL INDS LTD ORD NIS.0001 COMMON M8737E108 46 543 SH   SOLE   543 0 0
TATA MOTORS LTD SPONSORED ADR COMMON 876568502 0 41 SH   SOLE   41 0 0
TC ENERGY CORP COM NPV COMMON 87807B107 0 1 SH   SOLE   1 0 0
TE CONNECTIVITY LTD COM COMMON H84989104 0 1 SH   SOLE   1 0 0
TECH DATA CORP COM USD.0015 COMMON 878237106 6,044 57,841 SH   SOLE   57,841 0 0
TECHTARGET INC COM USD.001 COMMON 87874R100 119 5,594 SH   SOLE   5,594 0 0
TECK RESOURCES LTD CL B COM NPV SVTG COMMON 878742204 36,805 1,597,492 SH   SOLE   1,597,492 0 0
TEGNA INC COM USD1 COMMON 87901J105 674 44,499 SH   SOLE   44,499 0 0
TELEDYNE TECHNOLOGIES INC COM USD.01 COMMON 879360105 317 1,158 SH   SOLE   1,158 0 0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR COMMON 294821608 0 4 SH   SOLE   4 0 0
TELEFONICA BRASIL SA SPONS ADR PFD COMMON 87936R106 2 154 SH   SOLE   154 0 0
TELEFONICA SA ADR COMMON 879382208 0 5 SH   SOLE   5 0 0
TELEKOMUNIKASI INDONESIA SPON ADR COMMON 715684106 0 1 SH   SOLE   1 0 0
TELEPHONE & DATA SYSTEMS INC COM USD1 COMMON 879433829 3,589 118,093 SH   SOLE   118,093 0 0
TERADATA CORP COM USD.01 COMMON 88076W103 171 4,790 SH   SOLE   4,790 0 0
TERADYNE INC COM USD.125 COMMON 880770102 93 1,949 SH   SOLE   1,949 0 0
TERNIUM SA -ADR ADS USD COMMON 880890108 152 6,764 SH   SOLE   6,764 0 0
TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 149 8,367 SH   SOLE   8,367 0 0
TETRA TECH INC COM USD.01 COMMON 88162G103 1,046 13,353 SH   SOLE   13,353 0 0
TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 0 3 SH   SOLE   3 0 0
TEXAS ROADHOUSE INC COM USD.001 COMMON 882681109 226 4,220 SH   SOLE   4,220 0 0
TEXTRON INC COM USD.125 COMMON 883203101 34,862 657,287 SH   OTR   505,037 152,250 0
THERMO FISHER SCIENTIFIC INC COM USD1 COMMON 883556102 9,440 32,143 SH   SOLE   32,143 0 0
THOMSON-REUTERS CORP COM NPV COMMON 884903709 12,722 197,523 SH   SOLE   197,523 0 0
TIMBERLAND BANCORP INC COM USD.01 COMMON 887098101 104 3,502 SH   SOLE   3,502 0 0
TJX COS INC (THE) COM USD1 COMMON 872540109 24 454 SH   SOLE   454 0 0
T-MOBILE US INC COM COMMON 872590104 3,690 49,770 SH   SOLE   49,770 0 0
TORONTO DOMINION BANK COM NPV COMMON 891160509 0 3 SH   SOLE   3 0 0
TOTAL SA SPON ADR COMMON 89151E109 18 324 SH   SOLE   324 0 0
TOTAL SYSTEM SERVICES INC COM USD.1 COMMON 891906109 0 1 SH   SOLE   1 0 0
TOWER INTERNATIONAL INC COM USD.01 COMMON 891826109 462 23,693 SH   SOLE   23,693 0 0
TOWN SPORTS INTL HOLDINGS COM USD.001 COMMON 89214A102 24 11,046 SH   SOLE   11,046 0 0
TOWNSQUARE MEDIA INC CL A COM USD0.01 COMMON 892231101 5 992 SH   SOLE   992 0 0
TOYOTA MOTOR CORP ADR COMMON 892331307 2 16 SH   SOLE   16 0 0
TRANSALTA CORP COM NPV COMMON 89346D107 7,309 1,125,288 SH   SOLE   1,125,288 0 0
TRANSCAT INC COM USD.5 COMMON 893529107 466 18,228 SH   SOLE   18,228 0 0
TRANSGLOBE ENERGY CORP COM NPV COMMON 893662106 262 188,100 SH   SOLE   188,100 0 0
TRANSUNION COM USD0.01 COMMON 89400J107 0 1 SH   SOLE   1 0 0
TRAVELERS COS INC COM COMMON 89417E109 842 5,637 SH   SOLE   5,637 0 0
TRAVELZOO COM USD.01 COMMON 89421Q205 333 21,578 SH   SOLE   21,578 0 0
TREDEGAR CORP COM NPV COMMON 894650100 321 19,328 SH   SOLE   19,328 0 0
TREEHOUSE FOODS INC COM COMMON 89469A104 99 1,832 SH   SOLE   1,832 0 0
TRIMBLE INC COM NPV COMMON 896239100 0 1 SH   SOLE   1 0 0
TRINSEO SA ORD NPV COMMON L9340P101 1 26 SH   SOLE   26 0 0
TRIPLE-S MANAGEMENT CORP CL B COM USD1. COMMON 896749108 1 33 SH   SOLE   33 0 0
TRUEBLUE INC COM NPV COMMON 89785X101 54 2,436 SH   SOLE   2,436 0 0
TRUSTMARK CORP COM NPV COMMON 898402102 45 1,359 SH   SOLE   1,359 0 0
TUCOWS INC CL A COM NPV COMMON 898697206 1,690 27,788 SH   SOLE   27,788 0 0
TURNING POINT BRANDS INC COM USD.01 COMMON 90041L105 1 21 SH   SOLE   21 0 0
TWITTER INC COM USD.000005 COMMON 90184L102 0 1 SH   SOLE   1 0 0
TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 2,403 29,760 SH   SOLE   29,760 0 0
U S BANCORP COM USD5 COMMON 902973304 476 9,077 SH   SOLE   9,077 0 0
U S LIME & MINERALS COM USD.1 COMMON 911922102 204 2,556 SH   SOLE   2,556 0 0
U S PHYSICAL THERAPY INC COM USD.01 COMMON 90337L108 502 4,109 SH   SOLE   4,109 0 0
UBS GROUP AG ORD SHRS COMMON H42097107 0 3 SH   SOLE   3 0 0
UDR INC COM USD.01 COMMON 902653104 0 1 SH   SOLE   1 0 0
UGI CORP COM USD4.5 COMMON 902681105 0 1 SH   SOLE   1 0 0
ULTA BEAUTY INC COM USD.0158 COMMON 90384S303 3 10 SH   SOLE   10 0 0
ULTRALIFE CORP COM USD.1 COMMON 903899102 184 23,144 SH   SOLE   23,144 0 0
UMPQUA HOLDINGS CORP COM USD.833 COMMON 904214103 0 25 SH   SOLE   25 0 0
UNILEVER NV NY SHS USD20 ADR COMMON 904784709 0 2 SH   SOLE   2 0 0
UNILEVER PLC ADR COMMON 904767704 0 1 SH   SOLE   1 0 0
UNION PACIFIC CORP COM USD2.5 COMMON 907818108 73,584 435,876 SH   OTR   347,680 88,196 0
UNISYS CORP COM USD.01 COMMON 909214306 1,238 127,527 SH   SOLE   127,527 0 0
UNITED CONTINENTAL HLDGS INC COM NEW COMMON 910047109 40,711 465,609 SH   OTR   352,686 112,923 0
UNITED MICROELECTRONICS CORP SPON ADR COMMON 910873405 204 92,344 SH   SOLE   92,344 0 0
UNITED PARCEL SERVICE INC CL B COM USD.01 COMMON 911312106 0 2 SH   SOLE   2 0 0
UNITED TECHNOLOGIES CORP COM USD5 COMMON 913017109 0 2 SH   SOLE   2 0 0
UNITED-GUARDIAN INC COM USD.1 COMMON 910571108 80 4,248 SH   SOLE   4,248 0 0
UNITEDHEALTH GROUP INC COM USD.01 COMMON 91324P102 19 78 SH   SOLE   78 0 0
UNIVERSAL CORP/VA COM NPV COMMON 913456109 395 6,503 SH   SOLE   6,503 0 0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01 COMMON 913903100 1,393 10,686 SH   SOLE   10,686 0 0
UNIVERSAL INSURANCE HLDGS COM USD.01 COMMON 91359V107 1,650 59,253 SH   SOLE   59,253 0 0
UNIVERSAL LOGISTICS HLDGS COM COMMON 91388P105 583 26,006 SH   SOLE   26,006 0 0
UNUM GROUP COM USD.1 COMMON 91529Y106 2 47 SH   SOLE   47 0 0
URBAN OUTFITTERS INC COM USD.0001 COMMON 917047102 0 3 SH   SOLE   3 0 0
URSTADT BIDDLE PROPERTIES CL A COM USD.01 COMMON 917286205 1 24 SH   SOLE   24 0 0
US CELLULAR CORP COM USD1 COMMON 911684108 655 14,705 SH   SOLE   14,705 0 0
US ECOLOGY INC COM NPV COMMON 91732J102 934 15,736 SH   SOLE   15,736 0 0
US FOODS HOLDING CORP COM USD0.01 COMMON 912008109 5 132 SH   SOLE   132 0 0
USA TRUCK INC COM USD.01 COMMON 902925106 0 2 SH   SOLE   2 0 0
USANA HEALTH SCIENCES INC COM NPV COMMON 90328M107 145 1,835 SH   SOLE   1,835 0 0
UTAH MEDICAL PRODUCTS INC COM USD.01 COMMON 917488108 199 2,084 SH   SOLE   2,084 0 0
VAALCO ENERGY INC COM USD.1 COMMON 91851C201 251 150,313 SH   SOLE   150,313 0 0
VAIL RESORTS INC COM USD.01 COMMON 91879Q109 270 1,213 SH   SOLE   1,213 0 0
VALE SA SPONSORED ADR COMMON 91912E105 1 80 SH   SOLE   80 0 0
VALERO ENERGY CORP COM USD1 COMMON 91913Y100 2,468 28,894 SH   SOLE   28,894 0 0
VALHI INC COM USD1 COMMON 918905100 156 52,575 SH   SOLE   52,575 0 0
VANDA PHARMACEUTICALS INC COM USD.01 COMMON 921659108 90 6,387 SH   SOLE   6,387 0 0
VEDANTA LTD SPON ADR COMMON 92242Y100 107 10,521 SH   SOLE   10,521 0 0
VEEVA SYSTEMS INC CL A COM USD.00001 COMMON 922475108 2,560 15,801 SH   SOLE   15,801 0 0
VENTAS INC COM USD.25 COMMON 92276F100 5 80 SH   SOLE   80 0 0
VERA BRADLEY INC COM NPV COMMON 92335C106 864 72,008 SH   SOLE   72,008 0 0
VEREIT INC CL A COM USD.01 COMMON 92339V100 6 627 SH   SOLE   627 0 0
VERINT SYSTEMS INC COM USD.001 COMMON 92343X100 374 6,976 SH   SOLE   6,976 0 0
VERISK ANALYTICS INC CL A COM USD.001 COMMON 92345Y106 646 4,414 SH   SOLE   4,414 0 0
VERIZON COMMUNICATIONS INC COM USD1 COMMON 92343V104 1,876 32,838 SH   SOLE   32,838 0 0
VERSO CORP CL A COM USD.01 COMMON 92531L207 3,559 186,895 SH   SOLE   186,895 0 0
VERTEX PHARMACEUTICALS INC COM USD.01 COMMON 92532F100 0 1 SH   SOLE   1 0 0
VF CORP COM NPV COMMON 918204108 0 1 SH   SOLE   1 0 0
VIACOM INC CL B COM USD COMMON 92553P201 26,398 884,415 SH   SOLE   884,415 0 0
VICI PROPERTIES INC COM COMMON 925652109 802 36,376 SH   SOLE   36,376 0 0
VICTORY CPTL HLDGS INC COM COMMON 92645B103 697 40,702 SH   SOLE   40,702 0 0
VILLAGE SUPER MARKET -CL A CL A COM NPV COMMON 927107409 210 7,940 SH   SOLE   7,940 0 0
VISA INC CL A COM USD.0001 COMMON 92826C839 4,314 24,857 SH   SOLE   24,857 0 0
VISHAY INTERTECHNOLOGY INC COM USD.1 COMMON 928298108 778 47,097 SH   SOLE   47,097 0 0
VISHAY PRECISION GROUP INC COM USD.01 COMMON 92835K103 0 1 SH   SOLE   1 0 0
VISTRA ENERGY CORP COM USD.01 COMMON 92840M102 0 1 SH   SOLE   1 0 0
VITAMIN SHOPPE INC COM USD.001 COMMON 92849E101 53 13,365 SH   SOLE   13,365 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 259 15,876 SH   SOLE   15,876 0 0
VONAGE HOLDINGS CORP COM USD.001 COMMON 92886T201 431 38,132 SH   SOLE   38,132 0 0
VORNADO REALTY TRUST SH BEN INT USD.04 COMMON 929042109 0 1 SH   SOLE   1 0 0
VOXX INTERNATIONAL CORP CL A COM USD.01 COMMON 91829F104 98 23,514 SH   SOLE   23,514 0 0
VOYA FINANCIAL INC COM USD.01 COMMON 929089100 86,559 1,567,458 SH   OTR   1,202,140 365,318 0
VSE CORP COM USD.05 COMMON 918284100 55 1,911 SH   SOLE   1,911 0 0
W&T OFFSHORE INC COM USD.00001 COMMON 92922P106 678 136,700 SH   SOLE   136,700 0 0
WABASH NATIONAL CORP COM USD.01 COMMON 929566107 209 12,841 SH   SOLE   12,841 0 0
WADDELL&REED FINL INC -CL A CL A COMMON 930059100 2,810 168,558 SH   SOLE   168,558 0 0
WAITR HOLDINGS INC COM COMMON 930752100 30 4,737 SH   SOLE   4,737 0 0
WALGREENS BOOTS ALLIANCE INC COM USD1.25 COMMON 931427108 31,065 569,031 SH   OTR   489,685 79,346 0
WALKER & DUNLOP INC COM USD 0.01 COMMON 93148P102 57 1,072 SH   SOLE   1,072 0 0
WALMART INC COM USD.1 COMMON 931142103 7 60 SH   SOLE   60 0 0
WARRIOR MET COAL INC COM USD0.01 COMMON 93627C101 1,004 38,472 SH   SOLE   38,472 0 0
WASHINGTON PRIME GROUP INC COM COMMON 93964W108 1 316 SH   SOLE   316 0 0
WASTE CONNECTIONS INC COM USD.01 COMMON 94106B101 0 4 SH   SOLE   4 0 0
WASTE MANAGEMENT INC COM NPV COMMON 94106L109 1,273 11,037 SH   SOLE   11,037 0 0
WATERS CORP COM USD.01 COMMON 941848103 567 2,633 SH   SOLE   2,633 0 0
WD-40 CO COM NPV COMMON 929236107 296 1,867 SH   SOLE   1,867 0 0
WEIS MARKETS INC COM NPV COMMON 948849104 1,192 32,747 SH   SOLE   32,747 0 0
WELLCARE HEALTH PLANS INC COM USD.01 COMMON 94946T106 11 38 SH   SOLE   38 0 0
WELLS FARGO & CO COM USD1.67 COMMON 949746101 32,878 695,494 SH   OTR   564,808 130,686 0
WELLTOWER INC COM USD1 COMMON 95040Q104 0 1 SH   SOLE   1 0 0
WENDY'S CO CL A COM USD.1 COMMON 95058W100 64 3,257 SH   SOLE   3,257 0 0
WERNER ENTERPRISES INC COM USD.01 COMMON 950755108 23 735 SH   SOLE   735 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 951 15,482 SH   SOLE   15,482 0 0
WESTERN DIGITAL CORP COM USD.1 COMMON 958102105 1,378 28,975 SH   SOLE   28,975 0 0
WESTERN UNION CO COM USD.01 COMMON 959802109 51,745 2,604,856 SH   OTR   2,000,715 604,141 0
WESTLAKE CHEMICAL CORP COM USD.01 COMMON 960413102 1,666 23,983 SH   SOLE   23,983 0 0
WESTPAC BANKING SPON ADR COMMON 961214301 0 4 SH   SOLE   4 0 0
WESTROCK CO COM USD.01 COMMON 96145D105 679 18,630 SH   SOLE   18,630 0 0
WEYCO GROUP INC COM USD1 COMMON 962149100 225 8,423 SH   SOLE   8,423 0 0
WEYERHAEUSER CO COM USD1.875 COMMON 962166104 0 2 SH   SOLE   2 0 0
WHIRLPOOL CORP COM USD1 COMMON 963320106 15,090 106,117 SH   OTR   80,951 25,166 0
WILLDAN GROUP INC COM USD.01 COMMON 96924N100 302 8,147 SH   SOLE   8,147 0 0
WILLIAMS COS INC COM USD1 COMMON 969457100 0 3 SH   SOLE   3 0 0
WILLIS TOWERS WATSON PLC COM USD.000115 COMMON G96629103 632 3,298 SH   SOLE   3,298 0 0
WINGSTOP INC COM USD.01 COMMON 974155103 110 1,165 SH   SOLE   1,165 0 0
WINMARK CORP COM NPV COMMON 974250102 82 472 SH   SOLE   472 0 0
WIPRO LTD SPON ADR COMMON 97651M109 352 81,206 SH   SOLE   81,206 0 0
WNS (HOLDINGS) LTD -ADR ADR USD.15 COMMON 92932M101 18 310 SH   SOLE   310 0 0
WOORI FINANCIAL GROUP INC ADR COMMON 981064108 1,683 45,846 SH   SOLE   45,846 0 0
WORKDAY INC CL A COM USD.001 COMMON 98138H101 0 1 SH   SOLE   1 0 0
WORKIVA INC CL A COM USD.001 COMMON 98139A105 91 1,569 SH   SOLE   1,569 0 0
WORLD WRESTLING ENTMT INC CL A COM USD.01 COMMON 98156Q108 968 13,447 SH   SOLE   13,447 0 0
WORLDPAY INC CL A COM USD.01 COMMON 981558109 0 1 SH   SOLE   1 0 0
WORTHINGTON INDUSTRIES COM NPV COMMON 981811102 1,364 33,891 SH   SOLE   33,891 0 0
WPP PLC ADR COMMON 92937A102 1,259 20,008 SH   SOLE   20,008 0 0
WYNDHAM DESTINATIONS INC COM USD COMMON 98310W108 1 20 SH   SOLE   20 0 0
XCEL ENERGY INC COM USD2.5 COMMON 98389B100 0 1 SH   SOLE   1 0 0
XENIA HOTELS & RESORTS INC COM USD.01 COMMON 984017103 4,422 212,181 SH   SOLE   212,181 0 0
XEROX CORP COM USD1 COMMON 98421M106 3,878 109,514 SH   SOLE   109,514 0 0
XILINX INC COM USD.01 COMMON 983919101 3 22 SH   SOLE   22 0 0
YUM BRANDS INC COM NPV COMMON 988498101 118,191 1,069,314 SH   OTR   817,390 251,924 0
ZAGG INC COM USD.001 COMMON 98884U108 285 40,880 SH   SOLE   40,880 0 0
ZIONS BANCORPORATION NA COM NPV COMMON 989701107 1 13 SH   SOLE   13 0 0
ZIX CORP COM USD.01 COMMON 98974P100 1,256 138,633 SH   SOLE   138,633 0 0
ZOETIS INC CL A COM USD.01 COMMON 98978V103 1,173 10,340 SH   SOLE   10,340 0 0
ZYNEX INC COM NPV COMMON 98986M103 253 28,313 SH   SOLE   28,313 0 0