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 367 24,833 SH   SOLE   24,833 0 0
3M CO COM NPV COMMON 88579Y101 0 2 SH   SOLE   2 0 0
A. H. BELO CORP CL A COM USD.01 COMMON 001282102 68 18,220 SH   SOLE   18,220 0 0
AARON'S INC COM USD.5 COMMON 002535300 2,955 45,980 SH   SOLE   45,980 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 686 8,194 SH   SOLE   8,194 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 22,496 297,085 SH   OTR   253,432 43,653 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 956 61,289 SH   SOLE   61,289 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 102 2,798 SH   SOLE   2,798 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 128 665 SH   SOLE   665 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 2,408 76,861 SH   SOLE   76,861 0 0
ACNB CORP COM USD2.5 COMMON 000868109 78 2,254 SH   SOLE   2,254 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 1 6 SH   SOLE   6 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 0 16 SH   SOLE   16 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 235 7,570 SH   SOLE   7,570 0 0
ADOBE INC COM NPV COMMON 00724F101 0 1 SH   SOLE   1 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 3,178 98,464 SH   SOLE   98,464 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 532 35,859 SH   SOLE   35,859 0 0
ADVANSIX INC COM NPV COMMON 00773T101 350 13,611 SH   SOLE   13,611 0 0
AEGON NV NY SHR ADR COMMON 007924103 852 206,239 SH   SOLE   206,239 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 300 5,936 SH   SOLE   5,936 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 365 22,319 SH   SOLE   22,319 0 0
AETERNA ZENTARIS INC COM NPV SVTG COMMON 007975402 29 28,347 SH   SOLE   28,347 0 0
AFLAC INC COM USD.1 COMMON 001055102 0 5 SH   SOLE   5 0 0
AGCO CORP COM USD.01 COMMON 001084102 3,004 39,680 SH   SOLE   39,680 0 0
AGILYSYS INC COM NPV COMMON 00847J105 1,062 41,472 SH   SOLE   41,472 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 8 38 SH   SOLE   38 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 63 5,401 SH   SOLE   5,401 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 416 8,923 SH   SOLE   8,923 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 146 84,691 SH   SOLE   84,691 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 4,580 186,854 SH   SOLE   186,854 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 11,023 804,449 SH   SOLE   804,449 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 1 4 SH   SOLE   4 0 0
ALICO INC COM USD1 COMMON 016230104 111 3,262 SH   SOLE   3,262 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 77 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
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 376 7,988 SH   SOLE   7,988 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 824 7,582 SH   SOLE   7,582 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 75,578 2,279,090 SH   OTR   1,753,560 525,530 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 1 1 SH   SOLE   1 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 1 1 SH   SOLE   1 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 24,549 855,936 SH   OTR   651,975 203,961 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 15,732 384,637 SH   OTR   266,810 117,827 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 64 5,335 SH   SOLE   5,335 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 3 2 SH   SOLE   2 0 0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 412 38,540 SH   SOLE   38,540 0 0
AMCOR PLC ORD COMMON G0250X107 206 21,094 SH   SOLE   21,094 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 1,046 7,980 SH   SOLE   7,980 0 0
AMERICAN ASSETS TRUST INC COM USD.01 COMMON 024013104 5 102 SH   SOLE   102 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 0 2 SH   SOLE   2 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 0 3 SH   SOLE   3 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 2 75 SH   SOLE   75 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 0 4 SH   SOLE   4 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 522 4,221 SH   SOLE   4,221 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 93 6,187 SH   SOLE   6,187 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,779 8,047 SH   SOLE   8,047 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 1,576 17,722 SH   SOLE   17,722 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 382 4,167 SH   SOLE   4,167 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 156,950 1,066,915 SH   OTR   846,212 220,703 0
AMERISERV FINANCIAL INC/PA COM NPV COMMON 03074A102 1 177 SH   SOLE   177 0 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 8,968 108,932 SH   SOLE   108,932 0 0
AMGEN INC COM NPV COMMON 031162100 117,826 608,863 SH   OTR   484,119 124,744 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 528 57,983 SH   SOLE   57,983 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 231 37,396 SH   SOLE   37,396 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 184 34,731 SH   SOLE   34,731 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 1,438 12,868 SH   SOLE   12,868 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 136 7,427 SH   SOLE   7,427 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 0 2 SH   SOLE   2 0 0
ANI PHARMACEUTICALS INC COM USD.0001 COMMON 00182C103 1,457 19,985 SH   SOLE   19,985 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 999 18,199 SH   SOLE   18,199 0 0
ANTHEM INC COM USD.01 COMMON 036752103 2 9 SH   SOLE   9 0 0
AON PLC CL A ORD COMMON G0408V102 6 33 SH   SOLE   33 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 6 121 SH   SOLE   121 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1,288 13,534 SH   SOLE   13,534 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 2 108 SH   SOLE   108 0 0
APPLE INC COM NPV COMMON 037833100 384 1,713 SH   SOLE   1,713 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 0 3 SH   SOLE   3 0 0
APYX MEDICAL CORP COM USD.001 COMMON 03837C106 208 30,692 SH   SOLE   30,692 0 0
ARAMARK COM USD.01 COMMON 03852U106 289 6,633 SH   SOLE   6,633 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 93 68,492 SH   SOLE   68,492 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 4,349 142,818 SH   SOLE   142,818 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 634 15,101 SH   SOLE   15,101 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 0 1 SH   SOLE   1 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 2 56 SH   SOLE   56 0 0
ARCONIC INC COM USD1 COMMON 03965L100 12,746 490,204 SH   OTR   377,229 112,975 0
ARDAGH GROUP SA EUR0.01 CL A COMMON L0223L101 331 21,081 SH   SOLE   21,081 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 548 11,979 SH   SOLE   11,979 0 0
ARES COMMERCIAL REAL ESTATE COM USD0.01 COMMON 04013V108 17 1,143 SH   SOLE   1,143 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 548 7,803 SH   SOLE   7,803 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 5,455 56,408 SH   SOLE   56,408 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 5 52 SH   SOLE   52 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 158 5,586 SH   SOLE   5,586 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 1 59 SH   SOLE   59 0 0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 131 3,671 SH   SOLE   3,671 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 1 30 SH   SOLE   30 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 158 3,554 SH   SOLE   3,554 0 0
ASTRONICS CORP COM USD.01 COMMON 046433108 152 5,162 SH   SOLE   5,162 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 330 20,436 SH   SOLE   20,436 0 0
AT&T INC COM USD1 COMMON 00206R102 409 10,820 SH   SOLE   10,820 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 811 26,712 SH   SOLE   26,712 0 0
ATRION CORP COM USD1 COMMON 049904105 236 303 SH   SOLE   303 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 1 328 SH   SOLE   328 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 171 9,050 SH   SOLE   9,050 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 4,321 26,769 SH   SOLE   26,769 0 0
AUTOZONE INC COM NPV COMMON 053332102 25,230 23,261 SH   OTR   19,200 4,061 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 4 20 SH   SOLE   20 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 83 6,073 SH   SOLE   6,073 0 0
AVNET INC COM USD1 COMMON 053807103 1 29 SH   SOLE   29 0 0
AXA EQUITABLE HOLDINGS COM COMMON 054561105 1 41 SH   SOLE   41 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,285 394,537 SH   SOLE   394,537 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 370 3,734 SH   SOLE   3,734 0 0
BALL CORP COM NPV COMMON 058498106 762 10,465 SH   SOLE   10,465 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 1,587 251,954 SH   SOLE   251,954 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 0 27 SH   SOLE   27 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 43,920 1,505,610 SH   OTR   1,218,215 287,395 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 128 11,720 SH   SOLE   11,720 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 2 SH   SOLE   2 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 0 3 SH   SOLE   3 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 82 2,767 SH   SOLE   2,767 0 0
BANK OF PRINCETON COM COMMON 064520109 57 1,948 SH   SOLE   1,948 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 171 14,394 SH   SOLE   14,394 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 2 65 SH   SOLE   65 0 0
BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 3 116 SH   SOLE   116 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 2,369 136,838 SH   SOLE   136,838 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 1,053 12,033 SH   SOLE   12,033 0 0
BBVA SPON ADR COMMON 05946K101 387 74,360 SH   SOLE   74,360 0 0
BCB BANCORP INC COM COMMON 055298103 61 4,780 SH   SOLE   4,780 0 0
BCE INC COM NPV COMMON 05534B760 7,402 152,921 SH   SOLE   152,921 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 0 1 SH   SOLE   1 0 0
BELDEN INC COM USD.01 COMMON 077454106 408 7,641 SH   SOLE   7,641 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 136 1,886 SH   SOLE   1,886 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 1 6 SH   SOLE   6 0 0
BERKSHIRE HILLS BANCORP INC COM USD.01 COMMON 084680107 101 3,452 SH   SOLE   3,452 0 0
BERRY PETROLEUM COM COMMON 08579X101 37 3,994 SH   SOLE   3,994 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 68,026 985,987 SH   OTR   800,837 185,150 0
BG STAFFING INC COM COMMON 05544A109 193 10,147 SH   SOLE   10,147 0 0
BHP GROUP LTD ADR COMMON 088606108 0 4 SH   SOLE   4 0 0
BIOGEN INC COM NPV COMMON 09062X103 2 7 SH   SOLE   7 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 204 1,045 SH   SOLE   1,045 0 0
BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 182 4,689 SH   SOLE   4,689 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 3 43 SH   SOLE   43 0 0
BLACKSTONE GROUP INC COM UNIT COMMON 09260D107 4 83 SH   SOLE   83 0 0
BLOCK H & R INC COM NPV COMMON 093671105 795 33,658 SH   SOLE   33,658 0 0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 255 21,629 SH   SOLE   21,629 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 2,601 99,365 SH   SOLE   99,365 0 0
BOEING CO COM USD5 COMMON 097023105 1 3 SH   SOLE   3 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 14 7 SH   SOLE   7 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 15 217 SH   SOLE   217 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 1,135 30,953 SH   SOLE   30,953 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 1,021 2,804 SH   SOLE   2,804 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 1,024 87,853 SH   SOLE   87,853 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 10,341 79,752 SH   OTR   71,225 8,527 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 0 4 SH   SOLE   4 0 0
BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 270 6,854 SH   SOLE   6,854 0 0
BP PLC ADR COMMON 055622104 1 17 SH   SOLE   17 0 0
BRADESCO BANCO SPON ADR COMMON 059460402 8 1,059 SH   SOLE   1,059 0 0
BRADY CORP CL A COM USD.01 COMMON 104674106 1,713 32,285 SH   SOLE   32,285 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 2 163 SH   SOLE   163 0 0
BRF SA SPON ADR NPV COMMON 10552T107 81 8,844 SH   SOLE   8,844 0 0
BRIDGFORD FOODS CORP COM USD1 COMMON 108763103 77 2,568 SH   SOLE   2,568 0 0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 6 41 SH   SOLE   41 0 0
BRIGHTSPHERE INVEST GRP INC ORD COMMON 10948W103 353 35,609 SH   SOLE   35,609 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 6,570 153,981 SH   SOLE   153,981 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 1 10 SH   SOLE   10 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 0 6 SH   SOLE   6 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 11 553 SH   SOLE   553 0 0
BROADCOM INC ORD NPV COMMON 11135F101 22 79 SH   SOLE   79 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 2,514 20,203 SH   SOLE   20,203 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 0 2 SH   SOLE   2 0 0
BROOKFIELD PROPERTY REIT COM CL A COMMON 11282X103 2 86 SH   SOLE   86 0 0
BRP INC SUB VTG NPV COMMON 05577W200 9,005 231,252 SH   SOLE   231,252 0 0
BRT APARTMENTS CORP SHS BEN INT COMMON 055645303 188 12,891 SH   SOLE   12,891 0 0
BRUKER CORP COM USD.01 COMMON 116794108 500 11,384 SH   SOLE   11,384 0 0
BT GROUP PLC ADR COMMON 05577E101 62 5,677 SH   SOLE   5,677 0 0
BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 22 7,109 SH   SOLE   7,109 0 0
BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 614 29,854 SH   SOLE   29,854 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 337 1,688 SH   SOLE   1,688 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 215 4,078 SH   SOLE   4,078 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 3,279 186,611 SH   OTR   126,964 59,647 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 472 2,039 SH   SOLE   2,039 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 7,970 120,615 SH   SOLE   120,615 0 0
CAE INC COM NPV COMMON 124765108 8,624 339,194 SH   SOLE   339,194 0 0
CALAMP CORP COM NPV COMMON 128126109 83 7,165 SH   SOLE   7,165 0 0
CAL-MAINE FOODS INC COM USD.01 COMMON 128030202 481 12,040 SH   SOLE   12,040 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 2,891 35,014 SH   SOLE   35,014 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 3,590 39,947 SH   SOLE   39,947 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 14,467 543,299 SH   SOLE   543,299 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 3,717 16,714 SH   SOLE   16,714 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 1,505 16,539 SH   SOLE   16,539 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 88,417 1,873,569 SH   OTR   1,485,235 388,334 0
CAREER EDUCATION CORP COM USD.01 COMMON 141665109 198 12,447 SH   SOLE   12,447 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 612 26,045 SH   SOLE   26,045 0 0
CARLISLE COS INC COM NPV COMMON 142339100 5,239 35,996 SH   SOLE   35,996 0 0
CARTER'S INC COM USD.01 COMMON 146229109 0 2 SH   SOLE   2 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 63 389 SH   SOLE   389 0 0
CATALENT INC COM USD.01 COMMON 148806102 143 2,995 SH   SOLE   2,995 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 14,872 117,740 SH   OTR   93,893 23,847 0
CBIZ INC COM COMMON 124805102 267 11,342 SH   SOLE   11,342 0 0
CDW CORP COM USD.01 COMMON 12514G108 4,315 35,014 SH   SOLE   35,014 0 0
CELANESE CORP COM USD.01 COMMON 150870103 63,098 515,946 SH   OTR   407,309 108,637 0
CELGENE CORP COM USD1 COMMON 151020104 0 3 SH   SOLE   3 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 0 3 SH   SOLE   3 0 0
CENTRAL EUROPEAN MEDIA CL A COM USD.2 COMMON G20045202 48 10,597 SH   SOLE   10,597 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 23,406 475,702 SH   OTR   378,953 96,749 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 18,620 235,289 SH   SOLE   235,289 0 0
CHANGYOU.COM LTD ADR CL A COMMON 15911M107 96 10,067 SH   SOLE   10,067 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 21,086 51,161 SH   OTR   40,577 10,584 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 255 6,074 SH   SOLE   6,074 0 0
CHEVRON CORP COM USD3 COMMON 166764100 872 7,349 SH   SOLE   7,349 0 0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H COMMON 16939P106 0 27 SH   SOLE   27 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 2,188 52,841 SH   SOLE   52,841 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 4,075 69,417 SH   SOLE   69,417 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 1 14 SH   SOLE   14 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR COMMON 16945R104 53 5,033 SH   SOLE   5,033 0 0
CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 441 21,751 SH   SOLE   21,751 0 0
CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 87 977 SH   SOLE   977 0 0
CHUBB LTD ORD KYD.125 COMMON H1467J104 0 3 SH   SOLE   3 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 6,036 80,217 SH   SOLE   80,217 0 0
CIENA CORP COM USD.01 COMMON 171779309 1,920 48,929 SH   SOLE   48,929 0 0
CIGNA CORP COM USD1 COMMON 125523100 0 3 SH   SOLE   3 0 0
CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 41 2,657 SH   SOLE   2,657 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 114 976 SH   SOLE   976 0 0
CINTAS CORP COM NPV COMMON 172908105 13 48 SH   SOLE   48 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 2,493 46,536 SH   SOLE   46,536 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 94,427 1,911,009 SH   OTR   1,504,898 406,111 0
CIT GROUP INC COM USD.01 COMMON 125581801 2 48 SH   SOLE   48 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 133,409 1,931,125 SH   OTR   1,531,093 400,032 0
CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 1,368 38,682 SH   SOLE   38,682 0 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 79,305 821,607 SH   OTR   645,203 176,404 0
CLARUS CORP COM USD.0001 COMMON 18270P109 153 13,014 SH   SOLE   13,014 0 0
CLEAN HARBORS INC COM USD.01 COMMON 184496107 59 769 SH   SOLE   769 0 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 139 11,751 SH   SOLE   11,751 0 0
CLOROX CO/DE COM USD1 COMMON 189054109 5 32 SH   SOLE   32 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 1,884 38,247 SH   SOLE   38,247 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 8 521 SH   SOLE   521 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 317 2,084 SH   SOLE   2,084 0 0
COCA COLA CONSOLIDATED INC COM USD1 COMMON 191098102 0 1 SH   SOLE   1 0 0
COCA-COLA CO COM USD.5 COMMON 191216100 1 13 SH   SOLE   13 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 657 11,845 SH   SOLE   11,845 0 0
COGENT COMMUNICATIONS HLDGS COM USD.001 COMMON 19239V302 493 8,943 SH   SOLE   8,943 0 0
COHEN & STEERS INC COM USD.01 COMMON 19247A100 546 9,933 SH   SOLE   9,933 0 0
COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 0 4 SH   SOLE   4 0 0
COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 3,429 120,406 SH   SOLE   120,406 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 345 3,564 SH   SOLE   3,564 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 1,079 23,934 SH   SOLE   23,934 0 0
COMERICA INC COM USD5 COMMON 200340107 36,141 547,663 SH   OTR   453,568 94,095 0
COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 378 8,549 SH   SOLE   8,549 0 0
COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 92 2,738 SH   SOLE   2,738 0 0
COMPANHIA SIDERURGICA NACION SPON ADR COMMON 20440W105 115 36,296 SH   SOLE   36,296 0 0
COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 116 5,213 SH   SOLE   5,213 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 97 19,346 SH   SOLE   19,346 0 0
COMSTOCK RESOURCES INC COM USD.5 COMMON 205768302 102 13,098 SH   SOLE   13,098 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 19,565 637,684 SH   OTR   500,065 137,619 0
CONMED CORP COM USD.01 COMMON 207410101 5,119 53,236 SH   SOLE   53,236 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 14,762 259,057 SH   SOLE   259,057 0 0
CONSOL ENERGY INC COM COMMON 20854L108 191 12,206 SH   SOLE   12,206 0 0
CONSTELLIUM SE CL A COM NPV COMMON N22035104 1 79 SH   SOLE   79 0 0
CONSTRUCTION PRTNR INC COM COMMON 21044C107 98 6,305 SH   SOLE   6,305 0 0
CONSUMER PORTFOLIO SVCS INC COM NPV COMMON 210502100 76 21,233 SH   SOLE   21,233 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 142 32,187 SH   SOLE   32,187 0 0
CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 2,047 75,010 SH   SOLE   75,010 0 0
COOPER COS INC (THE) COM USD.1 COMMON 216648402 1,825 6,146 SH   SOLE   6,146 0 0
COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 295 11,296 SH   SOLE   11,296 0 0
CORE MARK HOLDING CO INC COM COMMON 218681104 1,354 42,167 SH   SOLE   42,167 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 2 124 SH   SOLE   124 0 0
CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 162 3,441 SH   SOLE   3,441 0 0
CORNING INC COM USD5 COMMON 219350105 27,150 951,928 SH   OTR   724,952 226,976 0
CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 1 48 SH   SOLE   48 0 0
CORVEL CORP COM USD.0001 COMMON 221006109 1,937 25,586 SH   SOLE   25,586 0 0
COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 461 1,599 SH   SOLE   1,599 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795502 2 52 SH   SOLE   52 0 0
CRACKER BARREL OLD CTRY STOR COM USD.5 COMMON 22410J106 663 4,073 SH   SOLE   4,073 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 150 14,864 SH   SOLE   14,864 0 0
CRH MEDICAL CORP COM NPV COMMON 12626F105 0 125 SH   SOLE   125 0 0
CRH PLC ADR COMMON 12626K203 2 66 SH   SOLE   66 0 0
CRITEO SA ADR COMMON 226718104 0 5 SH   SOLE   5 0 0
CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 0 2 SH   SOLE   2 0 0
CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 238 4,598 SH   SOLE   4,598 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 4,452 64,485 SH   SOLE   64,485 0 0
CSX CORP COM USD1 COMMON 126408103 40,221 580,621 SH   OTR   442,936 137,685 0
CULP INC COM USD.05 COMMON 230215105 97 5,963 SH   SOLE   5,963 0 0
CUMMINS INC COM USD2.5 COMMON 231021106 6,547 40,247 SH   SOLE   40,247 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 8,462 192,184 SH   SOLE   192,184 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 0 3 SH   SOLE   3 0 0
CYBEROPTICS CORP COM NPV COMMON 232517102 91 6,388 SH   SOLE   6,388 0 0
DANAHER CORP COM USD.01 COMMON 235851102 4 31 SH   SOLE   31 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 4 38 SH   SOLE   38 0 0
DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 121 6,310 SH   SOLE   6,310 0 0
DASAN ZHONE SOLUTIONS INC COM COMMON 23305L206 33 3,579 SH   SOLE   3,579 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 7,223 126,555 SH   OTR   97,929 28,626 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 12,461 84,553 SH   SOLE   84,553 0 0
DEERE & CO COM USD1 COMMON 244199105 0 1 SH   SOLE   1 0 0
DELEK US HOLDINGS INC COM USD.01 COMMON 24665A103 857 23,614 SH   SOLE   23,614 0 0
DELPHI TECHNOLOGIES PLC COM USD.01 COMMON G2709G107 41 3,048 SH   SOLE   3,048 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 44,245 768,114 SH   OTR   607,378 160,736 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 248 10,427 SH   SOLE   10,427 0 0
DELUXE CORP COM USD1 COMMON 248019101 375 7,636 SH   SOLE   7,636 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 812 35,678 SH   SOLE   35,678 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 2,672 66,132 SH   SOLE   66,132 0 0
DESTINATION XL GROUP INC COM USD.01 COMMON 25065K104 87 51,558 SH   SOLE   51,558 0 0
DEVON ENERGY CORP COM USD.1 COMMON 25179M103 29,452 1,224,045 SH   OTR   985,855 238,190 0
DHI GROUP INC COM USD.01 COMMON 23331S100 529 137,291 SH   SOLE   137,291 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 0 2 SH   SOLE   2 0 0
DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 69 6,760 SH   SOLE   6,760 0 0
DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 346 8,476 SH   SOLE   8,476 0 0
DIGITAL TURBINE INC COM COMMON 25400W102 278 43,089 SH   SOLE   43,089 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 1,019 15,411 SH   SOLE   15,411 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 18,862 232,599 SH   OTR   176,478 56,121 0
DISCOVERY INC CL A COM COMMON 25470F104 1 56 SH   SOLE   56 0 0
DISH NETWORK CORP CL A COM USD.01 COMMON 25470M109 247 7,259 SH   SOLE   7,259 0 0
DISNEY (WALT) CO COM NPV COMMON 254687106 27,453 210,651 SH   OTR   164,155 46,496 0
DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 7 44 SH   SOLE   44 0 0
DOMINION ENERGY INC COM NPV COMMON 25746U109 0 4 SH   SOLE   4 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 624 17,411 SH   SOLE   17,411 0 0
DONALDSON CO INC COM USD5 COMMON 257651109 325 6,237 SH   SOLE   6,237 0 0
DONEGAL GROUP INC CL A COMMON 257701201 234 15,953 SH   SOLE   15,953 0 0
DOVER CORP COM USD1 COMMON 260003108 34,275 344,248 SH   OTR   277,945 66,303 0
DOW INC COM USD 0.01 COMMON 260557103 0 3 SH   SOLE   3 0 0
DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 315 8,301 SH   SOLE   8,301 0 0
DUKE ENERGY CORP COM NPV COMMON 26441C204 0 4 SH   SOLE   4 0 0
DUPONT DE NEMOURS INC COM USD2.5 COMMON 26614N102 0 2 SH   SOLE   2 0 0
DYADIC INTERNATIONAL INC COM USD.001 COMMON 26745T101 127 20,927 SH   SOLE   20,927 0 0
E TRADE FINANCIAL CORP COM USD.01 COMMON 269246401 11 254 SH   SOLE   254 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 1,015 13,754 SH   SOLE   13,754 0 0
EBAY INC COM USD.001 COMMON 278642103 95,983 2,462,258 SH   OTR   1,949,379 512,879 0
ECHOSTAR CORP CL A COM NPV COMMON 278768106 42 1,057 SH   SOLE   1,057 0 0
ECOLAB INC COM USD1 COMMON 278865100 25 128 SH   SOLE   128 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 770 45,225 SH   SOLE   45,225 0 0
EDGEWELL PERSONAL CARE CO COM USD.01 COMMON 28035Q102 154 4,744 SH   SOLE   4,744 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 142 12,943 SH   SOLE   12,943 0 0
ELEVATE CREDIT INC COM USD0.001 COMMON 28621V101 81 19,157 SH   SOLE   19,157 0 0
ELLINGTON RESIDENTIAL MTG COM USD0.01 COMMON 288578107 300 28,447 SH   SOLE   28,447 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 2,243 26,044 SH   SOLE   26,044 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 238 4,546 SH   SOLE   4,546 0 0
EMERSON ELECTRIC CO COM USD1 COMMON 291011104 0 3 SH   SOLE   3 0 0
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01 COMMON 291525400 101 20,254 SH   SOLE   20,254 0 0
ENBRIDGE INC COM NPV COMMON 29250N105 0 6 SH   SOLE   6 0 0
ENCANA CORP COM NPV COMMON 292505104 1,850 403,507 SH   SOLE   403,507 0 0
ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 0 4 SH   SOLE   4 0 0
ENCORE WIRE CORP COM USD.01 COMMON 292562105 688 12,219 SH   SOLE   12,219 0 0
ENERPLUS CORP COM NPV COMMON 292766102 7,971 1,069,088 SH   SOLE   1,069,088 0 0
ENI SPA SPON ADR COMMON 26874R108 1,284 42,101 SH   SOLE   42,101 0 0
ENNIS INC COM USD2.5 COMMON 293389102 169 8,349 SH   SOLE   8,349 0 0
ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 806 38,825 SH   SOLE   38,825 0 0
ENSIGN GROUP INC COM USD.001 COMMON 29358P101 594 12,522 SH   SOLE   12,522 0 0
ENTEGRIS INC COM USD.01 COMMON 29362U104 218 4,639 SH   SOLE   4,639 0 0
EOG RESOURCES INC COM NPV COMMON 26875P101 0 3 SH   SOLE   3 0 0
EPAM SYSTEMS INC COM USD0.001 COMMON 29414B104 4 21 SH   SOLE   21 0 0
EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 7 90 SH   SOLE   90 0 0
EQUINIX INC COM USD.001 COMMON 29444U700 580 1,005 SH   SOLE   1,005 0 0
EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 3 77 SH   SOLE   77 0 0
EQUITY LIFESTYLE PROPERTIES COM USD.01 COMMON 29472R108 799 5,977 SH   SOLE   5,977 0 0
ERA GROUP INC CL A COM USD0.01 COMMON 26885G109 440 41,642 SH   SOLE   41,642 0 0
ESCALADE INC COM USD1 COMMON 296056104 67 6,190 SH   SOLE   6,190 0 0
ESCO TECHNOLOGIES INC COM NPV COMMON 296315104 1,080 13,578 SH   SOLE   13,578 0 0
ESSA BANCORP INC COM USD.01 COMMON 29667D104 104 6,328 SH   SOLE   6,328 0 0
ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 5 15 SH   SOLE   15 0 0
ETHAN ALLEN INTERIORS INC CL A COM USD.01 COMMON 297602104 76 3,983 SH   SOLE   3,983 0 0
EURONET WORLDWIDE INC COM USD.02 COMMON 298736109 247 1,685 SH   SOLE   1,685 0 0
EVANS BANCORP INC COM USD.50 COMMON 29911Q208 37 978 SH   SOLE   978 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 866 102,295 SH   SOLE   102,295 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 1,633 52,294 SH   SOLE   52,294 0 0
EXELON CORP COM NPV COMMON 30161N101 0 3 SH   SOLE   3 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 2 21 SH   SOLE   21 0 0
EXXON MOBIL CORP COM NPV COMMON 30231G102 1 14 SH   SOLE   14 0 0
F N B CORP/FL COM USD.01 COMMON 302520101 1 72 SH   SOLE   72 0 0
FABRINET ORD USD.01 COMMON G3323L100 800 15,303 SH   SOLE   15,303 0 0
FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 1 3 SH   SOLE   3 0 0
FACTSET RESEARCH SYSTEMS INC COM USD.01 COMMON 303075105 7 29 SH   SOLE   29 0 0
FAIR ISAAC CORP COM USD.01 COMMON 303250104 17 55 SH   SOLE   55 0 0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 1,202 14,718 SH   SOLE   14,718 0 0
FEDERAL SIGNAL CORP COM USD1 COMMON 313855108 1,099 33,559 SH   SOLE   33,559 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 2,085 64,310 SH   SOLE   64,310 0 0
FEDEX CORP COM USD.1 COMMON 31428X106 0 1 SH   SOLE   1 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 53 3,778 SH   SOLE   3,778 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 795 61,385 SH   SOLE   61,385 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 313 2,355 SH   SOLE   2,355 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1 24 SH   SOLE   24 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 63,062 2,303,129 SH   OTR   1,830,130 472,999 0
FINANCIAL INSTITUTIONS INC COM USD.01 COMMON 317585404 65 2,141 SH   SOLE   2,141 0 0
FINJAN HOLDINGS INC COM COMMON 31788H303 54 27,111 SH   SOLE   27,111 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 1 24 SH   SOLE   24 0 0
FIRST BUSINESS FINL SRV INC COM USD.01 COMMON 319390100 90 3,736 SH   SOLE   3,736 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 102 1,772 SH   SOLE   1,772 0 0
FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 1 3 SH   SOLE   3 0 0
FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 674 20,206 SH   SOLE   20,206 0 0
FIRST HORIZON NATIONAL CORP COM USD2.5 COMMON 320517105 2 142 SH   SOLE   142 0 0
FIRST NORTHWEST BANCRP COM COMMON 335834107 174 10,024 SH   SOLE   10,024 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 218 3,443 SH   SOLE   3,443 0 0
FIRST UNITED CORP COM NPV COMMON 33741H107 254 11,534 SH   SOLE   11,534 0 0
FIRSTSERVICE CORP COM COMMON 33767E202 6,256 60,975 SH   SOLE   60,975 0 0
FISERV INC COM USD.01 COMMON 337738108 5 53 SH   SOLE   53 0 0
FLAGSTAR BANCORP INC COM USD.01 COMMON 337930705 760 20,345 SH   SOLE   20,345 0 0
FLEETCOR TECHNOLOGIES INC COM USD.001 COMMON 339041105 677 2,359 SH   SOLE   2,359 0 0
FLIR SYSTEMS INC COM USD.01 COMMON 302445101 130 2,474 SH   SOLE   2,474 0 0
FLUENT INC COM USD.0005 COMMON 34380C102 193 70,410 SH   SOLE   70,410 0 0
FLUSHING FINANCIAL CORP COM USD.01 COMMON 343873105 265 13,102 SH   SOLE   13,102 0 0
FONAR CORP COM USD.0001 COMMON 344437405 5 222 SH   SOLE   222 0 0
FOOT LOCKER INC COM USD3 COMMON 344849104 1,804 41,801 SH   SOLE   41,801 0 0
FORD MOTOR CO COM USD1 COMMON 345370860 0 17 SH   SOLE   17 0 0
FORESTAR GROUP INC COM USD1 COMMON 346232101 51 2,774 SH   SOLE   2,774 0 0
FORTERRA INC COM USD0.001 COMMON 34960W106 351 48,509 SH   SOLE   48,509 0 0
FORTINET INC COM USD.001 COMMON 34959E109 126 1,638 SH   SOLE   1,638 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 169 10,902 SH   SOLE   10,902 0 0
FRANKLIN COVEY CO COM USD.05 COMMON 353469109 669 19,110 SH   SOLE   19,110 0 0
FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 484 10,129 SH   SOLE   10,129 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 51,867 1,797,112 SH   OTR   1,440,855 356,257 0
FRANKLIN STREET PROPERTIES COM COMMON 35471R106 700 82,695 SH   SOLE   82,695 0 0
FRIEDMAN INDUSTRIES INC COM USD1 COMMON 358435105 63 9,722 SH   SOLE   9,722 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 3,074 29,003 SH   SOLE   29,003 0 0
FUEL TECH INC COM USD.01 COMMON 359523107 35 34,982 SH   SOLE   34,982 0 0
FULTON FINANCIAL CORP COM USD2.5 COMMON 360271100 43 2,668 SH   SOLE   2,668 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 3,363 281,645 SH   SOLE   281,645 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 124 23,428 SH   SOLE   23,428 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 228 11,664 SH   SOLE   11,664 0 0
GARDNER DENVER HOLDINGS INC COM COMMON 36555P107 283 9,988 SH   SOLE   9,988 0 0
GARMIN LTD COM USD.01 COMMON H2906T109 101 1,191 SH   SOLE   1,191 0 0
GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 107 9,230 SH   SOLE   9,230 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 488 6,223 SH   SOLE   6,223 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 51 SH   SOLE   51 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 373 6,765 SH   SOLE   6,765 0 0
GENERAL MOTORS CO COM USD.01 COMMON 37045V100 0 6 SH   SOLE   6 0 0
GENESCO INC COM USD1 COMMON 371532102 536 13,393 SH   SOLE   13,393 0 0
GENPACT LTD COM USD.01 COMMON G3922B107 1 29 SH   SOLE   29 0 0
GENTEX CORP COM USD.06 COMMON 371901109 408 14,817 SH   SOLE   14,817 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 182 1,831 SH   SOLE   1,831 0 0
GEO GROUP INC COM USD.01 COMMON 36162J106 1 79 SH   SOLE   79 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 291 6,340 SH   SOLE   6,340 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 5,587 157,302 SH   SOLE   157,302 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 1 8 SH   SOLE   8 0 0
GLADSTONE COMMERCIAL CORP COM USD.001 COMMON 376536108 2 100 SH   SOLE   100 0 0
GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 0 7 SH   SOLE   7 0 0
GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 7 46 SH   SOLE   46 0 0
GLOBALSCAPE INC COM USD.001 COMMON 37940G109 762 66,450 SH   SOLE   66,450 0 0
GMS INC COM USD.01 COMMON 36251C103 785 27,347 SH   SOLE   27,347 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 152 4,361 SH   SOLE   4,361 0 0
GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 1 54 SH   SOLE   54 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 5,898 564,365 SH   SOLE   564,365 0 0
GREAT WESTERN BANCORP INC COM USD0.01 COMMON 391416104 962 29,155 SH   SOLE   29,155 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 85 1,779 SH   SOLE   1,779 0 0
GRUPO SIMEC SA DE CV SPON ADR COMMON 400491106 0 51 SH   SOLE   51 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 2,360 18,710 SH   SOLE   18,710 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 199 55,030 SH   SOLE   55,030 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 393 20,528 SH   SOLE   20,528 0 0
HANCOCK WHITNEY CORP COM USD3.33 COMMON 410120109 1,320 34,470 SH   SOLE   34,470 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 299 2,203 SH   SOLE   2,203 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 8,174 134,870 SH   SOLE   134,870 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 817 40,315 SH   SOLE   40,315 0 0
HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 118 4,479 SH   SOLE   4,479 0 0
HAWKINS INC COM USD.1 COMMON 420261109 31 738 SH   SOLE   738 0 0
HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 234 9,815 SH   SOLE   9,815 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 2,603 21,613 SH   SOLE   21,613 0 0
HCI GROUP INC COM NPV COMMON 40416E103 674 16,043 SH   SOLE   16,043 0 0
HCP INC COM USD1 COMMON 40414L109 2 70 SH   SOLE   70 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 0 8 SH   SOLE   8 0 0
HDFC BANK LTD ADR COMMON 40415F101 21 376 SH   SOLE   376 0 0
HEICO CORP COM USD.166 COMMON 422806109 306 2,448 SH   SOLE   2,448 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 2,103 13,335 SH   SOLE   13,335 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 262 1,797 SH   SOLE   1,797 0 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 2,283 35,947 SH   SOLE   35,947 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 1,858 49,084 SH   SOLE   49,084 0 0
HERSHEY CO COM USD1. COMMON 427866108 619 3,993 SH   SOLE   3,993 0 0
HESS CORP COM USD1 COMMON 42809H107 20,024 331,076 SH   OTR   255,620 75,456 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 4,903 323,207 SH   SOLE   323,207 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 513 4,870 SH   SOLE   4,870 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 3,205 134,157 SH   SOLE   134,157 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 1,350 39,179 SH   SOLE   39,179 0 0
HNI CORP COM USD1 COMMON 404251100 91 2,561 SH   SOLE   2,561 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 14,427 268,954 SH   OTR   225,964 42,990 0
HOME DEPOT INC COM USD.05 COMMON 437076102 2 7 SH   SOLE   7 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 2,933 112,462 SH   SOLE   112,462 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 35 207 SH   SOLE   207 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 67 3,117 SH   SOLE   3,117 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 2,177 151,826 SH   SOLE   151,826 0 0
HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 1,607 59,006 SH   SOLE   59,006 0 0
HOUSTON WIRE & CABLE CO COM USD.001 COMMON 44244K109 87 18,494 SH   SOLE   18,494 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 0 9 SH   SOLE   9 0 0
HUAMI CORP -ADS ADS COMMON 44331K103 0 29 SH   SOLE   29 0 0
HUBBELL INC COM NPV COMMON 443510607 1 10 SH   SOLE   10 0 0
HUDBAY MINERALS INC COM NPV COMMON 443628102 4,557 1,262,087 SH   SOLE   1,262,087 0 0
HUNT COS FINANCE TRUST INC COM USD.01 COMMON 44558T100 86 25,463 SH   SOLE   25,463 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 23,016 108,668 SH   OTR   84,248 24,420 0
HURCO COS INC COM USD.1 COMMON 447324104 43 1,331 SH   SOLE   1,331 0 0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 58 1,056 SH   SOLE   1,056 0 0
IBERIABANK CORP COM USD1 COMMON 450828108 1,164 15,413 SH   SOLE   15,413 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 80 3,314 SH   SOLE   3,314 0 0
ICON PLC COM EUR.06 COMMON G4705A100 85 575 SH   SOLE   575 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 651 61,806 SH   SOLE   61,806 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 338 16,431 SH   SOLE   16,431 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 0 1 SH   SOLE   1 0 0
ILLUMINA INC COM USD.01 COMMON 452327109 0 1 SH   SOLE   1 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 22,845 876,617 SH   SOLE   876,617 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 167 4,337 SH   SOLE   4,337 0 0
INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 103 4,826 SH   SOLE   4,826 0 0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 35 660 SH   SOLE   660 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 54 21,791 SH   SOLE   21,791 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 329 28,899 SH   SOLE   28,899 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 119 22,588 SH   SOLE   22,588 0 0
ING GROEP NV SPON ADR COMMON 456837103 0 44 SH   SOLE   44 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 1,014 26,101 SH   SOLE   26,101 0 0
INGREDION INC COM USD.01 COMMON 457187102 1 7 SH   SOLE   7 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 310 3,473 SH   SOLE   3,473 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 2,027 192,313 SH   SOLE   192,313 0 0
INPHI CORP COM USD.001 COMMON 45772F107 273 4,466 SH   SOLE   4,466 0 0
INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 166 2,982 SH   SOLE   2,982 0 0
INSPIRED ENTERTAINMENT COM COMMON 45782N108 99 13,751 SH   SOLE   13,751 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 913 12,083 SH   SOLE   12,083 0 0
INTEL CORP COM NPV COMMON 458140100 1 14 SH   SOLE   14 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 589 8,422 SH   SOLE   8,422 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 93 1,487 SH   SOLE   1,487 0 0
INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 18 1,315 SH   SOLE   1,315 0 0
INTEST CORP COM USD.01 COMMON 461147100 77 16,553 SH   SOLE   16,553 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 0 3 SH   SOLE   3 0 0
INTL PAPER CO COM USD1 COMMON 460146103 7,376 176,368 SH   SOLE   176,368 0 0
INTUIT INC COM NPV COMMON 461202103 4,421 16,623 SH   SOLE   16,623 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 1 1 SH   SOLE   1 0 0
INVESTORS REAL ESTATE TRUST COM NPV COMMON 461730509 407 5,444 SH   SOLE   5,444 0 0
INVITATION HOMES INC COM USD0.01 COMMON 46187W107 3 90 SH   SOLE   90 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 0 1 SH   SOLE   1 0 0
ISHARES TR EAFE SML CP ETF COMMON 464288273 1,301 22,727 SH   SOLE   22,727 0 0
ISHARES TR MSCI ACWI ETF COMMON 464288257 1,589 21,544 SH   SOLE   21,544 0 0
ISHARES TR SHORT TREAS BD COMMON 464288679 58 523 SH   SOLE   523 0 0
ISTAR INC COM USD.001 COMMON 45031U101 475 36,428 SH   SOLE   36,428 0 0
ITRON INC COM USD.01 COMMON 465741106 84 1,140 SH   SOLE   1,140 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 103 54,034 SH   SOLE   54,034 0 0
J2 GLOBAL INC COM USD.01 COMMON 48123V102 487 5,357 SH   SOLE   5,357 0 0
JABIL INC COM USD.001 COMMON 466313103 445 12,431 SH   SOLE   12,431 0 0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 168 3,275 SH   SOLE   3,275 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 1 35 SH   SOLE   35 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 1,727 13,348 SH   SOLE   13,348 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 11,016 250,976 SH   OTR   194,159 56,817 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 3,641 26,185 SH   SOLE   26,185 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 1,205 10,238 SH   SOLE   10,238 0 0
JUMEI INTL HOLDING LTD -ADR ADR COMMON 48138L107 137 64,839 SH   SOLE   64,839 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 35,052 1,416,179 SH   OTR   1,055,035 361,144 0
K12 INC COM USD.0001 COMMON 48273U102 6,583 249,347 SH   SOLE   249,347 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 16 3,157 SH   SOLE   3,157 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 1,067 29,865 SH   SOLE   29,865 0 0
KBR INC COM USD.001 COMMON 48242W106 101 4,128 SH   SOLE   4,128 0 0
KEANE GROUP INC COM USD.01 COMMON 48669A108 1 89 SH   SOLE   89 0 0
KEYCORP COM USD1 COMMON 493267108 1,692 94,842 SH   SOLE   94,842 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 1,082 11,122 SH   SOLE   11,122 0 0
KFORCE INC COM USD.01 COMMON 493732101 1,725 45,605 SH   SOLE   45,605 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 45 3,127 SH   SOLE   3,127 0 0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 578 29,944 SH   SOLE   29,944 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 2,394 16,856 SH   SOLE   16,856 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 4 210 SH   SOLE   210 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 7 340 SH   SOLE   340 0 0
KINGSTONE COS INC COM USD1 COMMON 496719105 100 11,742 SH   SOLE   11,742 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 4,106 891,061 SH   SOLE   891,061 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 27,311 609,179 SH   SOLE   609,179 0 0
KIRKLAND'S INC COM NPV COMMON 497498105 14 9,309 SH   SOLE   9,309 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 9,426 189,811 SH   SOLE   189,811 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 118 2,559 SH   SOLE   2,559 0 0
KRATON CORP COM USD.01 COMMON 50077C106 14 433 SH   SOLE   433 0 0
KROGER CO COM USD1 COMMON 501044101 67,332 2,611,688 SH   OTR   2,056,800 554,888 0
KT CORP SPON ADR COMMON 48268K101 0 17 SH   SOLE   17 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 0 10 SH   SOLE   10 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 853 4,089 SH   SOLE   4,089 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 16,070 69,530 SH   OTR   58,271 11,259 0
LANCASTER COLONY CORP COM USD1 COMMON 513847103 744 5,366 SH   SOLE   5,366 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 67 2,888 SH   SOLE   2,888 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 4 32 SH   SOLE   32 0 0
LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 876 34,960 SH   SOLE   34,960 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1,254 68,582 SH   SOLE   68,582 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 2,899 14,570 SH   SOLE   14,570 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 632 16,328 SH   SOLE   16,328 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 343 10,222 SH   SOLE   10,222 0 0
LEAR CORP COM NPV COMMON 521865204 1,415 12,003 SH   SOLE   12,003 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 241 118,225 SH   SOLE   118,225 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 12,190 141,940 SH   SOLE   141,940 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 66 1,183 SH   SOLE   1,183 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 1,767 7,274 SH   SOLE   7,274 0 0
LIBERTY OILFIELD SVS COM CL A 0.01USD COMMON 53115L104 1,218 112,499 SH   SOLE   112,499 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 151 10,997 SH   SOLE   10,997 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 470 4,717 SH   SOLE   4,717 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 41,153 367,978 SH   OTR   283,733 84,245 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 10,492 173,931 SH   OTR   145,354 28,577 0
LINDE PLC COM NPV COMMON G5494J103 0 2 SH   SOLE   2 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 262 6,104 SH   SOLE   6,104 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 0 176 SH   SOLE   176 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 123 316 SH   SOLE   316 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 1 23 SH   SOLE   23 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 0 3 SH   SOLE   3 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 608 7,424 SH   SOLE   7,424 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 267 51,068 SH   SOLE   51,068 0 0
LTC PROPERTIES INC COM USD.01 COMMON 502175102 7 131 SH   SOLE   131 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 1,160 6,023 SH   SOLE   6,023 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 85 14,622 SH   SOLE   14,622 0 0
LUTHER BURBANK CORP COM COMMON 550550107 106 9,322 SH   SOLE   9,322 0 0
LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 0 32 SH   SOLE   32 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 3,293 36,810 SH   SOLE   36,810 0 0
M & T BANK CORP COM USD5 COMMON 55261F104 370 2,341 SH   SOLE   2,341 0 0
M/I HOMES INC COM USD.01 COMMON 55305B101 623 16,539 SH   SOLE   16,539 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 89 4,104 SH   SOLE   4,104 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 8 503 SH   SOLE   503 0 0
MACY'S INC COM NPV COMMON 55616P104 499 32,096 SH   SOLE   32,096 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 37,073 694,980 SH   SOLE   694,980 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 833 10,322 SH   SOLE   10,322 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 27,889 1,519,331 SH   SOLE   1,519,331 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 23,835 392,329 SH   OTR   302,894 89,435 0
MARCHEX INC CL B COM USD.01 COMMON 56624R108 0 159 SH   SOLE   159 0 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 709 19,983 SH   SOLE   19,983 0 0
MARCUS CORP COM USD1 COMMON 566330106 386 10,422 SH   SOLE   10,422 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 110 7,770 SH   SOLE   7,770 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 202 8,030 SH   SOLE   8,030 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 21,708 174,538 SH   OTR   135,338 39,200 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 0 2 SH   SOLE   2 0 0
MASIMO CORP COM USD.001 COMMON 574795100 77 516 SH   SOLE   516 0 0
MASTEC INC COM USD.1 COMMON 576323109 1,788 27,533 SH   SOLE   27,533 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 1,675 6,169 SH   SOLE   6,169 0 0
MAXIMUS INC COM NPV COMMON 577933104 282 3,652 SH   SOLE   3,652 0 0
MAXLINEAR INC CL A COM USD.0001 COMMON 57776J100 1,080 48,264 SH   SOLE   48,264 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 16 101 SH   SOLE   101 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 6 27 SH   SOLE   27 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 13,215 96,690 SH   OTR   82,010 14,680 0
MECHEL PAO ADR NPV COMMON 583840608 205 109,767 SH   SOLE   109,767 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 142 7,238 SH   SOLE   7,238 0 0
MEDICINES CO (THE) COM USD.001 COMMON 584688105 125 2,493 SH   SOLE   2,493 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 552 24,413 SH   SOLE   24,413 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 233 2,772 SH   SOLE   2,772 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 68 629 SH   SOLE   629 0 0
MERCER INTL INC SHS BEN INT USD1 COMMON 588056101 30 2,428 SH   SOLE   2,428 0 0
MERCK & CO COM NPV COMMON 58933Y105 12,255 145,580 SH   SOLE   145,580 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 344 6,156 SH   SOLE   6,156 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 635 66,951 SH   SOLE   66,951 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 1,558 22,140 SH   SOLE   22,140 0 0
MERITOR INC COM USD1 COMMON 59001K100 623 33,667 SH   SOLE   33,667 0 0
MESA LABORATORIES INC COM NPV COMMON 59064R109 496 2,087 SH   SOLE   2,087 0 0
METHANEX CORP COM NPV COMMON 59151K108 20,816 586,194 SH   SOLE   586,194 0 0
METLIFE INC COM COMMON 59156R108 142,120 3,013,429 SH   OTR   2,393,934 619,495 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 114 8,087 SH   SOLE   8,087 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 2,247 52,426 SH   SOLE   52,426 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 3 23 SH   SOLE   23 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 8 64 SH   SOLE   64 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 32 673 SH   SOLE   673 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1,882 40,825 SH   SOLE   40,825 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 1 291 SH   SOLE   291 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 0 34 SH   SOLE   34 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 2 18 SH   SOLE   18 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 2 221 SH   SOLE   221 0 0
MODEL N INC COM USD.00015 COMMON 607525102 600 21,600 SH   SOLE   21,600 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 3 25 SH   SOLE   25 0 0
MOLSON COORS BREWING CO CL B COM NPV NVTG COMMON 60871R209 205 3,560 SH   SOLE   3,560 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 9 165 SH   SOLE   165 0 0
MONRO INC COM USD.01 COMMON 610236101 270 3,420 SH   SOLE   3,420 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 448 10,500 SH   SOLE   10,500 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 10 60 SH   SOLE   60 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 659 62,064 SH   SOLE   62,064 0 0
MSA SAFETY INC COM NPV COMMON 553498106 297 2,721 SH   SOLE   2,721 0 0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 1 8 SH   SOLE   8 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 16 73 SH   SOLE   73 0 0
MTS SYSTEMS CORP COM USD.25 COMMON 553777103 87 1,571 SH   SOLE   1,571 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 382 13,304 SH   SOLE   13,304 0 0
MVB FINANCIAL CORP COM COMMON 553810102 181 9,111 SH   SOLE   9,111 0 0
NANOMETRICS INC COM NPV COMMON 630077105 698 21,405 SH   SOLE   21,405 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 197 7,708 SH   SOLE   7,708 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 99 1,376 SH   SOLE   1,376 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 608 74,166 SH   SOLE   74,166 0 0
NATIONAL GRID SPON ADR COMMON 636274409 0 2 SH   SOLE   2 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 2,791 34,097 SH   SOLE   34,097 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 435 7,535 SH   SOLE   7,535 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 46 SH   SOLE   46 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 2 73 SH   SOLE   73 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 45 5,356 SH   SOLE   5,356 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 87 8,679 SH   SOLE   8,679 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 102 12,355 SH   SOLE   12,355 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 3 221 SH   SOLE   221 0 0
NCR CORP COM USD5 COMMON 62886E108 0 10 SH   SOLE   10 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 860 13,515 SH   SOLE   13,515 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 158 2,323 SH   SOLE   2,323 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 1,270 66,467 SH   SOLE   66,467 0 0
NETAPP INC COM NPV COMMON 64110D104 0 5 SH   SOLE   5 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 1 2 SH   SOLE   2 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 192 34,361 SH   SOLE   34,361 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 63 565 SH   SOLE   565 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 277 41,516 SH   SOLE   41,516 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 101 213 SH   SOLE   213 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 1 29 SH   SOLE   29 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 6,966 68,088 SH   SOLE   68,088 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 0 2 SH   SOLE   2 0 0
NEXTGEN HEALTHCARE INC COM USD.01 COMMON 65343C102 200 12,736 SH   SOLE   12,736 0 0
NI HOLDINGS INC COM COMMON 65342T106 106 6,170 SH   SOLE   6,170 0 0
NICHOLAS FINANCIAL INC COM NPV COMMON 65373J209 52 5,807 SH   SOLE   5,807 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 0 5 SH   SOLE   5 0 0
NORBORD INC COM NPV COMMON 65548P403 11,772 490,674 SH   SOLE   490,674 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 3 18 SH   SOLE   18 0 0
NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 3,357 290,998 SH   SOLE   290,998 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 333 15,033 SH   SOLE   15,033 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 31 777 SH   SOLE   777 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 0 1 SH   SOLE   1 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 320 11,382 SH   SOLE   11,382 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 92 2,903 SH   SOLE   2,903 0 0
NOVAGOLD RESOURCES LTD COM NPV COMMON 66987E206 319 52,550 SH   SOLE   52,550 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 589 6,782 SH   SOLE   6,782 0 0
NOVO NORDISK A/S ADR COMMON 670100205 0 5 SH   SOLE   5 0 0
NRG ENERGY INC COM NEW COMMON 629377508 117 2,947 SH   SOLE   2,947 0 0
NUCOR CORP COM USD.4 COMMON 670346105 2,685 52,747 SH   SOLE   52,747 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 308 4,855 SH   SOLE   4,855 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 509 7,451 SH   SOLE   7,451 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 0 2 SH   SOLE   2 0 0
NVR INC COM USD.01 COMMON 62944T105 2,844 765 SH   SOLE   765 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 89,985 824,611 SH   OTR   685,476 139,135 0
ODONATE THERAPEUTICS COM COMMON 676079106 62 2,375 SH   SOLE   2,375 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 152 4,457 SH   SOLE   4,457 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 358 15,184 SH   SOLE   15,184 0 0
OLIN CORP COM USD1 COMMON 680665205 2 112 SH   SOLE   112 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 100 6,943 SH   SOLE   6,943 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 4 92 SH   SOLE   92 0 0
OMNICELL INC COM NPV COMMON 68213N109 234 3,241 SH   SOLE   3,241 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 10,793 137,837 SH   SOLE   137,837 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1,066 55,490 SH   SOLE   55,490 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 1 23 SH   SOLE   23 0 0
OP BANCORP COM COMMON 67109R109 173 17,706 SH   SOLE   17,706 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 304 10,097 SH   SOLE   10,097 0 0
OPUS BANK COM COMMON 684000102 345 15,826 SH   SOLE   15,826 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 28,772 522,824 SH   OTR   460,654 62,170 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 9 22 SH   SOLE   22 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 4 59 SH   SOLE   59 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 73 3,354 SH   SOLE   3,354 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 3 37 SH   SOLE   37 0 0
OSI SYSTEMS INC COM NPV COMMON 671044105 1,208 11,892 SH   SOLE   11,892 0 0
OUTFRONT MEDIA INC COM USD.01 COMMON 69007J106 1 27 SH   SOLE   27 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 194 3,277 SH   SOLE   3,277 0 0
PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 51 6,734 SH   SOLE   6,734 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1 13 SH   SOLE   13 0 0
PARTNER COMMUNICATIONS CO ADR COMMON 70211M109 0 96 SH   SOLE   96 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 412 23,125 SH   SOLE   23,125 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 215 2,593 SH   SOLE   2,593 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 362 1,727 SH   SOLE   1,727 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 859 8,804 SH   SOLE   8,804 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 0 3 SH   SOLE   3 0 0
PAYSIGN INC COM COMMON 70451A104 362 35,844 SH   SOLE   35,844 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 161 4,132 SH   SOLE   4,132 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 254 30,187 SH   SOLE   30,187 0 0
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PERSPECTA INC When Issued COMMON 715347100 272 10,418 SH   SOLE   10,418 0 0
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PHILLIPS 66 COM USD0.01 COMMON 718546104 81,659 797,417 SH   OTR   623,153 174,264 0
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PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 344 38,510 SH   SOLE   38,510 0 0
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QUALCOMM INC COM USD.0001 COMMON 747525103 59,665 782,146 SH   OTR   616,923 165,223 0
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RYERSON HOLDING CORP COM USD.01 COMMON 783754104 347 40,683 SH   SOLE   40,683 0 0
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SALLY BEAUTY HOLDINGS INC COM USD.01 COMMON 79546E104 122 8,162 SH   SOLE   8,162 0 0
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SHOE CARNIVAL INC COM USD.1 COMMON 824889109 3,407 105,120 SH   SOLE   105,120 0 0
SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 252 49,284 SH   SOLE   49,284 0 0
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SIMMONS FIRST NATL CP -CL A CL A COM NPV COMMON 828730200 815 32,727 SH   SOLE   32,727 0 0
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