O'shaughnessy Asset Management 13F-HR Quarterly holdings report by institutional manager

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

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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
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	4,337	70,163	SH		SOLE		70,163	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	44,310	1,170,799	SH		OTR		923,129	247,670	0
AARON'S INC COM USD.5	COMMON	002535300	1,515	34,991	SH		SOLE		34,991	0	0
APPLE INC COM NPV	COMMON	037833100	23,766	128,635	SH		OTR		110,465	18,170	0
AXON ENTERPRISE INC COM USD.00001	COMMON	05464C101	336	5,348	SH		SOLE		5,348	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	753	34,589	SH		SOLE		34,589	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	19	204	SH		SOLE		204	0	0
CAMBIUM LEARNING GROUP INC COM USD.001	COMMON	13201A107	656	58,793	SH		SOLE		58,793	0	0
AMBEV SA SPON ADR COM	COMMON	02319V103	20	4,381	SH		SOLE		4,381	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	9,137	700,933	SH		SOLE		700,933	0	0
ACCO BRANDS CORP COM	COMMON	00081T108	146	10,506	SH		SOLE		10,506	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	0	3	SH		SOLE		3	0	0
ISHARES TR MSCI ACWI ETF	COMMON	464288257	97	1,360	SH		SOLE		1,360	0	0
ACXIOM CORP COM USD.1	COMMON	005125109	148	4,967	SH		SOLE		4,967	0	0
ADOBE SYSTEMS INC COM NPV	COMMON	00724F101	6,704	27,495	SH		SOLE		27,495	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	8,327	181,695	SH		SOLE		181,695	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	161	3,735	SH		SOLE		3,735	0	0
AEGON NV NY SHR ADR	COMMON	007924103	7,368	1,244,545	SH		SOLE		1,244,545	0	0
AEGION CORP COM USD.01	COMMON	00770F104	93	3,601	SH		SOLE		3,601	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	151	2,618	SH		SOLE		2,618	0	0
AMERICAN EQTY INVT LIFE HLDG COM USD1.	COMMON	025676206	92	2,557	SH		SOLE		2,557	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	361	15,629	SH		SOLE		15,629	0	0
AETNA INC COM USD.01	COMMON	00817Y108	16,758	91,711	SH		OTR		83,824	7,887	0
AFLAC INC COM USD.1	COMMON	001055102	9,603	223,607	SH		SOLE		223,607	0	0
ALLERGAN PLC COM USD.0033	COMMON	G0177J108	1,925	11,545	SH		SOLE		11,545	0	0
ARGAN INC COM USD.06667	COMMON	04010E109	48	1,168	SH		SOLE		1,168	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	616	11,620	SH		SOLE		11,620	0	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	19	274	SH		SOLE		274	0	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R101	5	127	SH		SOLE		127	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	2	23	SH		SOLE		23	0	0
ALICO INC COM USD1	COMMON	016230104	47	1,487	SH		SOLE		1,487	0	0
ALAMO GROUP INC COM USD.1	COMMON	011311107	1,569	17,467	SH		SOLE		17,467	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	9	94	SH		SOLE		94	0	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	54,763	2,090,768	SH		OTR		1,636,577	454,191	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	133	7,068	SH		SOLE		7,068	0	0
ALASKA COMMUNICATIONS SYS GP COM USD.01	COMMON	01167P101	101	57,295	SH		SOLE		57,295	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	3	83	SH		SOLE		83	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	732	15,852	SH		SOLE		15,852	0	0
AMETEK INC COM USD1	COMMON	031100100	6	78	SH		SOLE		78	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	316	3,729	SH		SOLE		3,729	0	0
AMGEN INC COM NPV	COMMON	031162100	16,671	90,473	SH		OTR		77,776	12,697	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	1,076	125,602	SH		SOLE		125,602	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	615	10,559	SH		SOLE		10,559	0	0
ALLIED MOTION TECHNOLOGIES COM NPV	COMMON	019330109	754	15,798	SH		SOLE		15,798	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	160,839	1,152,955	SH		OTR		945,078	207,877	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	5	32	SH		SOLE		32	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	0	22	SH		SOLE		22	0	0
AMERICAN NATIONAL INSURANCE COM USD1	COMMON	028591105	64	531	SH		SOLE		531	0	0
ABERCROMBIE & FITCH -CL A CL A COM USD.01	COMMON	002896207	597	24,481	SH		SOLE		24,481	0	0
ANIKA THERAPEUTICS INC COM USD.01	COMMON	035255108	164	5,177	SH		SOLE		5,177	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	4,905	28,191	SH		SOLE		28,191	0	0
ANTHEM INC COM USD.01	COMMON	036752103	3,900	16,419	SH		SOLE		16,419	0	0
ALLIANCE ONE INTL INC COM USD10	COMMON	018772301	212	13,384	SH		SOLE		13,384	0	0
AON PLC CL A ORD	COMMON	G0408V102	3,467	25,274	SH		OTR		19,011	6,263	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	151	5,029	SH		SOLE		5,029	0	0
ANADARKO PETROLEUM CORP COM USD.1	COMMON	032511107	20,478	280,379	SH		OTR		223,543	56,836	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	1,445	23,766	SH		SOLE		23,766	0	0
ALPHA PRO TECH LTD COM USD.01	COMMON	020772109	28	8,340	SH		SOLE		8,340	0	0
APPTIO INC CL A COM USD.0001	COMMON	03835C108	480	13,345	SH		SOLE		13,345	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	32	17,808	SH		SOLE		17,808	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	11,735	256,815	SH		SOLE		256,815	0	0
ARCH COAL INC COM USD.01	COMMON	039380407	7,587	96,747	SH		SOLE		96,747	0	0
ARRIS INTERNATIONAL PLC COM USD.01	COMMON	G0551A103	1	53	SH		SOLE		53	0	0
ASGN INC COM USD.01	COMMON	00191U102	6,594	84,506	SH		SOLE		84,506	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	196	989	SH		SOLE		989	0	0
ALTISOURCE PORTFOLIO SOLTNS COM USD1	COMMON	L0175J104	1,457	49,946	SH		SOLE		49,946	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	50	8,189	SH		SOLE		8,189	0	0
AUTOHOME INC -ADR ADR	COMMON	05278C107	290	2,867	SH		SOLE		2,867	0	0
APTARGROUP INC COM USD.01	COMMON	038336103	179	1,921	SH		SOLE		1,921	0	0
ATRION CORP COM USD1	COMMON	049904105	985	1,653	SH		SOLE		1,653	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	3,959	51,870	SH		SOLE		51,870	0	0
AU OPTRONICS CORP SPONSORED ADR	COMMON	002255107	248	58,652	SH		SOLE		58,652	0	0
AVADEL PHARMACEUTICALS -ADR SPON ADR	COMMON	05337M104	227	37,067	SH		SOLE		37,067	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	8	81	SH		SOLE		81	0	0
ASPEN TECHNOLOGY INC COM USD.1	COMMON	045327103	2,105	22,822	SH		SOLE		22,822	0	0
BARNES GROUP INC COM USD1	COMMON	067806109	603	10,310	SH		SOLE		10,310	0	0
BOEING CO COM USD5	COMMON	097023105	73,851	220,661	SH		OTR		180,122	40,539	0
CREDICORP LTD COM USD5	COMMON	G2519Y108	50	222	SH		SOLE		222	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	3,043	41,245	SH		SOLE		41,245	0	0
BLACKBERRY LTD COM NPV	COMMON	09228F103	1,750	182,829	SH		SOLE		182,829	0	0
BHP BILLITON GROUP (GBR) ADR	COMMON	05545E209	62	1,373	SH		SOLE		1,373	0	0
BB&T CORP COM USD5	COMMON	054937107	2,685	53,236	SH		OTR		52,330	906	0
BEST BUY CO INC COM USD.1	COMMON	086516101	109,230	1,468,284	SH		OTR		1,262,578	205,706	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	3,220	72,244	SH		SOLE		72,244	0	0
BRINKS CO COM SERVICES NPV	COMMON	109696104	332	4,197	SH		SOLE		4,197	0	0
BLUCORA INC COM USD.0001	COMMON	095229100	6,404	173,477	SH		SOLE		173,477	0	0
BALCHEM CORP -CL B CL B COM USD.06	COMMON	057665200	387	3,959	SH		SOLE		3,959	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	2	130	SH		SOLE		130	0	0
BEACON ROOFING SUPPLY INC COM USD.01	COMMON	073685109	53	1,249	SH		SOLE		1,249	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	153	4,796	SH		SOLE		4,796	0	0
BUNGE LTD COM USD.01	COMMON	G16962105	1	15	SH		SOLE		15	0	0
BGC PARTNERS INC CL A COM USD.01	COMMON	05541T101	203	18,042	SH		SOLE		18,042	0	0
BG STAFFING INC COM	COMMON	05544A109	446	19,184	SH		SOLE		19,184	0	0
BIG LOTS INC COM USD.01	COMMON	089302103	708	17,016	SH		SOLE		17,016	0	0
BJ'S RESTAURANTS INC COM NPV	COMMON	09180C106	6,226	104,024	SH		SOLE		104,024	0	0
BUCKLE INC COM USD.05	COMMON	118440106	184	6,849	SH		SOLE		6,849	0	0
BLACK KNIGHT INC CL A COM USD.0001	COMMON	09215C105	331	6,223	SH		SOLE		6,223	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	4	2	SH		SOLE		2	0	0
BLUE BIRD CORP COM USD0.0001	COMMON	095306106	286	12,824	SH		SOLE		12,824	0	0
BALLARD POWER SYSTEMS INC COM NPV	COMMON	058586108	1,155	404,784	SH		SOLE		404,784	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	141	282	SH		SOLE		282	0	0
BLACKBAUD INC COM	COMMON	09227Q100	1,097	10,764	SH		SOLE		10,764	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	312	15,544	SH		SOLE		15,544	0	0
BANK OF MONTREAL COM NPV	COMMON	063671101	136	1,758	SH		SOLE		1,758	0	0
DMC GLOBAL INC COM USD.05	COMMON	23291C103	260	5,824	SH		SOLE		5,824	0	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	196	9,432	SH		SOLE		9,432	0	0
BP PLC ADR	COMMON	055622104	18	392	SH		SOLE		392	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	1,071	9,338	SH		SOLE		9,338	0	0
BANCO SANTANDER BRASIL -ADR ADR	COMMON	05967A107	309	41,174	SH		SOLE		41,174	0	0
BANCO SANTANDER MEXICO -ADR ADR	COMMON	05969B103	1,387	207,259	SH		SOLE		207,259	0	0
BT GROUP PLC ADR	COMMON	05577E101	3,571	246,962	SH		SOLE		246,962	0	0
BAYTEX ENERGY CORP COM NPV	COMMON	07317Q105	3,678	1,115,270	SH		SOLE		1,115,270	0	0
PEABODY ENERGY CORP WHEN ISSUED	COMMON	704551100	318	6,991	SH		SOLE		6,991	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	541	3,608	SH		SOLE		3,608	0	0
BALDWIN & LYONS -CL B CL B COM NPV	COMMON	057755209	123	5,049	SH		SOLE		5,049	0	0
BLUELINX HOLDINGS INC COM USD.01	COMMON	09624H208	1,194	31,883	SH		SOLE		31,883	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	135,543	2,031,188	SH		OTR		1,620,741	410,447	0
CABLE ONE INC COM USD.01	COMMON	12685J105	146	200	SH		SOLE		200	0	0
CAE INC COM NPV	COMMON	124765108	12,106	587,338	SH		SOLE		587,338	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	94,833	2,661,583	SH		OTR		2,134,226	527,357	0
CANON INC ADR	COMMON	138006309	3,577	109,412	SH		SOLE		109,412	0	0
CHEESECAKE FACTORY INC COM USD.01	COMMON	163072101	93	1,691	SH		SOLE		1,691	0	0
CALERES INC COM USD3.75	COMMON	129500104	259	7,530	SH		SOLE		7,530	0	0
CALAMP CORP COM NPV	COMMON	128126109	345	14,831	SH		SOLE		14,831	0	0
AVIS BUDGET GROUP INC COM USD.01	COMMON	053774105	57	1,758	SH		SOLE		1,758	0	0
CASS INFORMATION SYSTEMS INC COM USD2.5	COMMON	14808P109	242	3,549	SH		SOLE		3,549	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	6	44	SH		SOLE		44	0	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	372	15,183	SH		SOLE		15,183	0	0
CIA BRASILEIRA DE DISTRIB SPON GDR PFD	COMMON	20440T201	11	540	SH		SOLE		540	0	0
CONTINENTAL BUILDING PRODS COM USD.001	COMMON	211171103	994	31,517	SH		SOLE		31,517	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	0	8	SH		SOLE		8	0	0
CBS CORP CL B COM USD.01 NVTG	COMMON	124857202	26	470	SH		SOLE		470	0	0
CBIZ INC COM	COMMON	124805102	37	1,595	SH		SOLE		1,595	0	0
CABOT MICROELECTRONICS CORP COM USD.001	COMMON	12709P103	2,410	22,547	SH		SOLE		22,547	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	133	11,838	SH		SOLE		11,838	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	43,975	677,922	SH		OTR		546,721	131,201	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	44,318	1,025,203	SH		OTR		887,107	138,096	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602209	3	569	SH		SOLE		569	0	0
CDW CORP COM USD.01	COMMON	12514G108	17	209	SH		SOLE		209	0	0
CELANESE CORP COM USD.01	COMMON	150870103	68,877	621,786	SH		OTR		490,865	130,921	0
CONSOL ENERGY INC COM	COMMON	20854L108	550	14,341	SH		SOLE		14,341	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	3,069	17,925	SH		SOLE		17,925	0	0
CERECOR INC COM USD.001	COMMON	15671L109	259	59,715	SH		SOLE		59,715	0	0
CERNER CORP COM USD.01	COMMON	156782104	270	4,550	SH		SOLE		4,550	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	260	4,162	SH		SOLE		4,162	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	564	12,144	SH		SOLE		12,144	0	0
CHURCHILL DOWNS INC COM NPV	COMMON	171484108	858	2,908	SH		SOLE		2,908	0	0
CHEMED CORP COM USD1	COMMON	16359R103	2,795	8,733	SH		SOLE		8,733	0	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	279	2,857	SH		SOLE		2,857	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	145	2,890	SH		SOLE		2,890	0	0
C H ROBINSON WORLDWIDE INC COM USD.1	COMMON	12541W209	3	38	SH		SOLE		38	0	0
CHICOS FAS INC COM USD.01	COMMON	168615102	63	7,737	SH		SOLE		7,737	0	0
CHESAPEAKE LODGING TRUST COM USD.01	COMMON	165240102	1	22	SH		SOLE		22	0	0
COLLIERS INTL GROUP INC COM NPV SVTG	COMMON	194693107	15,312	202,837	SH		SOLE		202,837	0	0
CIT GROUP INC COM USD.01	COMMON	125581801	11,724	233,275	SH		OTR		176,711	56,564	0
SEACOR HOLDINGS INC COM USD.01	COMMON	811904101	212	3,733	SH		SOLE		3,733	0	0
CHATHAM LODGING TRUST COM USD.01 SBI	COMMON	16208T102	1	26	SH		SOLE		26	0	0
CORELOGIC INC COM USD1	COMMON	21871D103	170	3,290	SH		SOLE		3,290	0	0
CONTINENTAL RESOURCES INC COM USD.01	COMMON	212015101	222	3,436	SH		SOLE		3,436	0	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	7,789	660,293	SH		SOLE		660,293	0	0
TOWN SPORTS INTL HOLDINGS COM USD.001	COMMON	89214A102	802	55,115	SH		SOLE		55,115	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	3,277	37,964	SH		SOLE		37,964	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	266	1,620	SH		SOLE		1,620	0	0
CIMPRESS NV COM USD.001	COMMON	N20146101	514	3,569	SH		SOLE		3,569	0	0
CORE MOLDING TECHNOLOGIES COM USD.01	COMMON	218683100	87	6,076	SH		SOLE		6,076	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	919	28,981	SH		SOLE		28,981	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	275	6,024	SH		SOLE		6,024	0	0
CENTURY BANCORP INC/MA CL A COM NPV	COMMON	156432106	83	1,084	SH		SOLE		1,084	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	5,407	44,069	SH		SOLE		44,069	0	0
CONMED CORP COM USD.01	COMMON	207410101	5,001	68,486	SH		SOLE		68,486	0	0
CANNAE HOLDINGS INC COM	COMMON	13765N107	423	22,807	SH		SOLE		22,807	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	437	23,049	SH		SOLE		23,049	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	8,583	105,753	SH		SOLE		105,753	0	0
CENTURY CASINOS INC COM USD.01	COMMON	156492100	262	29,918	SH		SOLE		29,918	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	2,204	24,004	SH		SOLE		24,004	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	213	2,346	SH		SOLE		2,346	0	0
COOPER COMPANIES INC COM USD.1	COMMON	216648402	4,865	20,672	SH		SOLE		20,672	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	51,729	745,168	SH		OTR		595,467	149,701	0
CORENERGY INFRASTRUCTURE TR COM	COMMON	21870U502	3	78	SH		SOLE		78	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	530	33,922	SH		SOLE		33,922	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	2,491	13,691	SH		SOLE		13,691	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	113	1,202	SH		SOLE		1,202	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	2	50	SH		SOLE		50	0	0
CANTERBURY PARK HOLDING CORP COM USD.01	COMMON	13811E101	32	2,100	SH		SOLE		2,100	0	0
COPART INC COM NPV	COMMON	217204106	182	3,232	SH		SOLE		3,232	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	2	26	SH		SOLE		26	0	0
CARE.COM INC COM USD.001	COMMON	141633107	22	1,048	SH		SOLE		1,048	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	109	12,599	SH		SOLE		12,599	0	0
CARTER'S INC COM USD.01	COMMON	146229109	42	385	SH		SOLE		385	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	3,375	30,071	SH		SOLE		30,071	0	0
AMERICA'S CAR-MART INC COM USD.01	COMMON	03062T105	103	1,684	SH		SOLE		1,684	0	0
CROCS INC COM USD.001	COMMON	227046109	1,121	64,009	SH		SOLE		64,009	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	258	6,744	SH		SOLE		6,744	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	11	763	SH		SOLE		763	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	7,870	182,896	SH		SOLE		182,896	0	0
CSP INC COM USD.01	COMMON	126389105	36	3,646	SH		SOLE		3,646	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	641	12,195	SH		SOLE		12,195	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	246	31,808	SH		SOLE		31,808	0	0
CENTURYLINK INC COM USD1	COMMON	156700106	19,838	1,066,349	SH		OTR		840,874	225,475	0
CYTOMX THERAPEUTICS INC COM USD.00001	COMMON	23284F105	217	9,570	SH		SOLE		9,570	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	2	98	SH		SOLE		98	0	0
CITI TRENDS INC COM	COMMON	17306X102	93	3,411	SH		SOLE		3,411	0	0
CTS CORP COM NPV	COMMON	126501105	280	7,828	SH		SOLE		7,828	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	4,256	53,882	SH		SOLE		53,882	0	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	63,993	611,953	SH		OTR		496,735	115,218	0
CARNIVAL CORP/PLC (GBR) ADR	COMMON	14365C103	6	104	SH		SOLE		104	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795106	5	566	SH		SOLE		566	0	0
CONVERGYS CORP COM NPV	COMMON	212485106	517	21,167	SH		SOLE		21,167	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	2,295	62,309	SH		SOLE		62,309	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	43,063	670,526	SH		OTR		530,383	140,143	0
CPI AEROSTRUCTURES INC COM USD.001	COMMON	125919308	77	7,336	SH		SOLE		7,336	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	1,026	8,668	SH		SOLE		8,668	0	0
CASELLA WASTE SYS INC -CL A CL A COM USD.01	COMMON	147448104	1,070	42,055	SH		SOLE		42,055	0	0
COLUMBIA PROPERTY TRUST INC COM USD.01	COMMON	198287203	3	154	SH		SOLE		154	0	0
CORECIVIC INC COM USD.01	COMMON	21871N101	2	98	SH		SOLE		98	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	894	41,186	SH		SOLE		41,186	0	0
DATA I/O CORP COM NPV	COMMON	237690102	75	11,815	SH		SOLE		11,815	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	22,827	461,673	SH		OTR		400,774	60,899	0
NTT DOCOMO INC SPONS ADR	COMMON	62942M201	807	31,664	SH		SOLE		31,664	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	511	5,404	SH		SOLE		5,404	0	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	6,414	56,980	SH		SOLE		56,980	0	0
DENNYS CORP COM USD.1	COMMON	24869P104	439	27,754	SH		SOLE		27,754	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	598	4,153	SH		SOLE		4,153	0	0
DEAN FOODS CO COM USD.01	COMMON	242370203	40	3,806	SH		SOLE		3,806	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	5,788	82,382	SH		OTR		75,123	7,259	0
DONEGAL GROUP INC CL A	COMMON	257701201	184	13,541	SH		SOLE		13,541	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	8	71	SH		SOLE		71	0	0
DHI GROUP INC COM USD.01	COMMON	23331S100	70	29,834	SH		SOLE		29,834	0	0
DIODES INC COM USD.66	COMMON	254543101	239	6,977	SH		SOLE		6,977	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	13,507	128,963	SH		OTR		118,070	10,893	0
DISCOVERY INC CL A COM	COMMON	25470F104	1	24	SH		SOLE		24	0	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	113	5,841	SH		SOLE		5,841	0	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	9	101	SH		SOLE		101	0	0
DELUXE CORP COM USD1	COMMON	248019101	346	5,223	SH		SOLE		5,223	0	0
DIAMOND OFFSHRE DRILLING INC COM USD.01	COMMON	25271C102	6,762	324,149	SH		SOLE		324,149	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	8	29	SH		SOLE		29	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	4	143	SH		SOLE		143	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	1	89	SH		SOLE		89	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	182	1,706	SH		SOLE		1,706	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	2,260	69,916	SH		SOLE		69,916	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	1	11	SH		SOLE		11	0	0
ENI SPA SPON ADR	COMMON	26874R108	18	476	SH		SOLE		476	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	3,531	25,041	SH		SOLE		25,041	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	814	17,144	SH		SOLE		17,144	0	0
EBAY INC COM USD.001	COMMON	278642103	2,743	75,651	SH		OTR		57,750	17,901	0
ENNIS INC COM USD2.5	COMMON	293389102	1,651	81,124	SH		SOLE		81,124	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	953	18,999	SH		SOLE		18,999	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	278	13,551	SH		SOLE		13,551	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	295	15,759	SH		SOLE		15,759	0	0
ENTERPRISE FINL SERVICES CP COM USD.01	COMMON	293712105	148	2,766	SH		SOLE		2,766	0	0
EGAIN CORP COM USD.001	COMMON	28225C806	253	16,743	SH		SOLE		16,743	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	339	4,484	SH		SOLE		4,484	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	287	105,215	SH		SOLE		105,215	0	0
ENCOMPASS HEALTH CORP COM USD.01	COMMON	29261A100	624	9,256	SH		SOLE		9,256	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	232	5,765	SH		SOLE		5,765	0	0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	COMMON	518439104	68	478	SH		SOLE		478	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	65	11,945	SH		SOLE		11,945	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	7,730	101,472	SH	��	SOLE		101,472	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	881	8,817	SH		SOLE		8,817	0	0
ENTEGRA FINANCIAL CORP COM NPV	COMMON	29363J108	50	1,723	SH		SOLE		1,723	0	0
ENERSYS COM USD.01	COMMON	29275Y102	38	506	SH		SOLE		506	0	0
ENANTA PHARMACEUTICALS INC COM USD0.01	COMMON	29251M106	3,666	31,817	SH		SOLE		31,817	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	319	9,459	SH		SOLE		9,459	0	0
ENVESTNET INC COM USD.01	COMMON	29404K106	837	15,336	SH		SOLE		15,336	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	1,235	33,899	SH		SOLE		33,899	0	0
BOTTOMLINE TECHNOLOGIES INC COM USD.001	COMMON	101388106	1,670	33,724	SH		SOLE		33,724	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	136	13,856	SH		SOLE		13,856	0	0
EQUITY COMMONWEALTH COM USD.01	COMMON	294628102	5	148	SH		SOLE		148	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	152	5,767	SH		SOLE		5,767	0	0
ENERPLUS CORP COM NPV	COMMON	292766102	4,154	331,965	SH		SOLE		331,965	0	0
ESCALADE INC COM USD1	COMMON	296056104	63	4,484	SH		SOLE		4,484	0	0
ELBIT SYSTEMS LTD ORD NIS1	COMMON	M3760D101	80	670	SH		SOLE		670	0	0
EXPRESS SCRIPTS HOLDING CO COM USD.01	COMMON	30219G108	107,132	1,392,205	SH		OTR		1,148,690	243,515	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	2	10	SH		SOLE		10	0	0
ETSY INC COM USD.001	COMMON	29786A106	1,269	30,253	SH		SOLE		30,253	0	0
EVOLVING SYSTEMS INC COM USD.001	COMMON	30049R209	20	7,113	SH		SOLE		7,113	0	0
EVERCORE INC CL A COM USD.01	COMMON	29977A105	4,461	42,347	SH		SOLE		42,347	0	0
EVERI HOLDINGS INC COM USD.001	COMMON	30034T103	213	29,816	SH		SOLE		29,816	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	95	4,335	SH		SOLE		4,335	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	558	9,920	SH		SOLE		9,920	0	0
EXPEDIA GROUP INC COM USD.001	COMMON	30212P303	3	21	SH		SOLE		21	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	6	61	SH		SOLE		61	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	49	961	SH		SOLE		961	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	4	21	SH		SOLE		21	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	100	6,505	SH		SOLE		6,505	0	0
FIRST CAPITAL INC COM USD.01	COMMON	31942S104	56	1,359	SH		SOLE		1,359	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	789	41,747	SH		SOLE		41,747	0	0
FIRSTCASH INC COM USD.01	COMMON	33767D105	7,157	79,766	SH		SOLE		79,766	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	419	6,923	SH		SOLE		6,923	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	368	913	SH		SOLE		913	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	1,781	103,203	SH		SOLE		103,203	0	0
FRESH DEL MONTE PRODUCE INC COM USD1	COMMON	G36738105	63	1,415	SH		SOLE		1,415	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	105	7,514	SH		SOLE		7,514	0	0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV	COMMON	30239F106	205	2,603	SH		SOLE		2,603	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	1,032	6,001	SH		SOLE		6,001	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	148	7,607	SH		SOLE		7,607	0	0
FEDERATED INVESTORS INC CL B COM NPV	COMMON	314211103	206	8,860	SH		SOLE		8,860	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	432	4,071	SH		SOLE		4,071	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	115,756	4,043,387	SH		OTR		3,277,285	766,102	0
FLIR SYSTEMS INC COM USD.01	COMMON	302445101	149	2,878	SH		SOLE		2,878	0	0
FULL HOUSE RESORTS INC COM USD.001	COMMON	359678109	0	41	SH		SOLE		41	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	55	2,637	SH		SOLE		2,637	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	311	7,167	SH		SOLE		7,167	0	0
FLUOR CORP COM USD.625	COMMON	343412102	156	3,215	SH		SOLE		3,215	0	0
1-800-FLOWERS.COM CL A COM USD.01	COMMON	68243Q106	3,377	269,060	SH		SOLE		269,060	0	0
FABRINET ORD USD.01	COMMON	G3323L100	129	3,493	SH		SOLE		3,493	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	1,460	38,822	SH		SOLE		38,822	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	152	6,605	SH		SOLE		6,605	0	0
FINJAN HOLDINGS INC COM	COMMON	31788H303	67	19,647	SH		SOLE		19,647	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	148	7,204	SH		SOLE		7,204	0	0
FOX FACTORY HOLDING CP COM USD.001	COMMON	35138V102	539	11,646	SH		SOLE		11,646	0	0
FS BANCORP INC COM USD.01	COMMON	30263Y104	298	4,709	SH		SOLE		4,709	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	32	433	SH		SOLE		433	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	78	3,394	SH		SOLE		3,394	0	0
FIRSTSERVICE CORP SUB VTG	COMMON	33767E103	3,844	50,933	SH		SOLE		50,933	0	0
FORTINET INC COM USD.001	COMMON	34959E109	1,671	26,796	SH		SOLE		26,796	0	0
FTS INTERNATIONAL INC COM	COMMON	30283W104	52	3,644	SH		SOLE		3,644	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	4	48	SH		SOLE		48	0	0
FORTUNA SILVER MINES INC COM NPV	COMMON	349915108	1,948	345,033	SH		SOLE		345,033	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	115	4,302	SH		SOLE		4,302	0	0
GAIN CAPITAL HOLDINGS INC COM USD.00001	COMMON	36268W100	287	37,994	SH		SOLE		37,994	0	0
GREENE COUNTY BANCORP INC COM USD.1	COMMON	394357107	50	1,481	SH		SOLE		1,481	0	0
GANNETT CO INC COM USD.01	COMMON	36473H104	6,103	570,467	SH		SOLE		570,467	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604103	3,658	268,790	SH		OTR		155,461	113,329	0
GENERAL FINANCE CORP/DE COM	COMMON	369822101	321	23,703	SH		SOLE		23,703	0	0
GRACO INC COM USD1	COMMON	384109104	739	16,395	SH		SOLE		16,395	0	0
CGI GROUP INC -CL A CL A COM NPV SVTG	COMMON	39945C109	15,235	242,256	SH		SOLE		242,256	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	17,311	244,409	SH		SOLE		244,409	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	43,148	977,655	SH		OTR		782,880	194,775	0
GCI LIBERTY INC CL A COM NPV	COMMON	36164V305	120	2,685	SH		SOLE		2,685	0	0
CORNING INC COM USD5	COMMON	219350105	76,007	2,771,428	SH		OTR		2,113,851	657,577	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	224	4,471	SH		SOLE		4,471	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	729	14,181	SH		SOLE		14,181	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	480	425	SH		SOLE		425	0	0
GOLD RESOURCE CORP COM USD.001	COMMON	38068T105	97	14,882	SH		SOLE		14,882	0	0
GRAPHIC PACKAGING HOLDING CO COM	COMMON	388689101	1	71	SH		SOLE		71	0	0
GAP INC COM USD.05	COMMON	364760108	3,073	95,072	SH		SOLE		95,072	0	0
GRANITE REAL ESTATE INVEST STPLD UNIT	COMMON	387437114	15,099	373,094	SH		SOLE		373,094	0	0
GOLDMAN SACHS GROUP INC COM USD.01	COMMON	38141G104	13,864	63,045	SH		OTR		48,902	14,143	0
GRAN TIERRA ENERGY INC COM USD.001	COMMON	38500T101	1,791	521,568	SH		SOLE		521,568	0	0
GOLDFIELD CORP COM USD.1	COMMON	381370105	42	9,895	SH		SOLE		9,895	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	47,873	155,637	SH		OTR		124,756	30,881	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	184	2,391	SH		SOLE		2,391	0	0
HAWAIIAN HOLDINGS INC COM USD.01	COMMON	419879101	42	1,171	SH		SOLE		1,171	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	2,860	32,071	SH		SOLE		32,071	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	77	7,763	SH		SOLE		7,763	0	0
HARVARD BIOSCIENCE INC COM USD.01	COMMON	416906105	51	9,592	SH		SOLE		9,592	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	812	7,944	SH		SOLE		7,944	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	759	27,567	SH		SOLE		27,567	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	11	57	SH		SOLE		57	0	0
HD SUPPLY HOLDINGS INC COM USD.01	COMMON	40416M105	7,042	164,593	SH		OTR		128,086	36,507	0
HEICO CORP COM USD.166	COMMON	422806109	404	5,558	SH		SOLE		5,558	0	0
HOPFED BANCORP INC COM USD.01	COMMON	439734104	25	1,530	SH		SOLE		1,530	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	351	5,152	SH		SOLE		5,152	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	7,477	158,933	SH		SOLE		158,933	0	0
INFRAREIT INC COM USD.01	COMMON	45685L100	4	189	SH		SOLE		189	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	89,700	1,759,696	SH		OTR		1,340,763	418,933	0
HOULIHAN LOKEY INC CL A COM USD.001	COMMON	441593100	1,826	35,846	SH		SOLE		35,846	0	0
HAMILTON LANE INC CL A COM USD.001	COMMON	407497106	640	13,428	SH		SOLE		13,428	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	1,585	54,138	SH		SOLE		54,138	0	0
HORACE MANN EDUCATORS CORP COM USD.001	COMMON	440327104	70	1,562	SH		SOLE		1,562	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	120	6,926	SH		SOLE		6,926	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	217	30,351	SH		SOLE		30,351	0	0
HOOKER FURNITURE CORP COM NPV	COMMON	439038100	144	3,080	SH		SOLE		3,080	0	0
HELMERICH & PAYNE COM USD.1	COMMON	423452101	286	4,506	SH		SOLE		4,506	0	0
HOSPITALITY PROPERTIES TRUST COM USD.01	COMMON	44106M102	2	75	SH		SOLE		75	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	153	6,723	SH		SOLE		6,723	0	0
HARRIS CORP COM USD1	COMMON	413875105	1,677	11,602	SH		SOLE		11,602	0	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	258	5,477	SH		SOLE		5,477	0	0
HARSCO CORP COM USD1.25	COMMON	415864107	535	24,360	SH		SOLE		24,360	0	0
HUDSON GLOBAL INC COM USD.001	COMMON	443787106	30	18,578	SH		SOLE		18,578	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	4	204	SH		SOLE		204	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	385	17,463	SH		SOLE		17,463	0	0
HUAZHU GROUP LIMITED - ADR ADR	COMMON	44332N106	765	18,229	SH		SOLE		18,229	0	0
HUMANA INC COM NPV	COMMON	444859102	9,636	32,511	SH		SOLE		32,511	0	0
HURCO COMPANIES INC COM USD.1	COMMON	447324104	68	1,525	SH		SOLE		1,525	0	0
HALYARD HEALTH INC COM USD.01	COMMON	40650V100	670	11,767	SH		SOLE		11,767	0	0
INTELSAT SA COM USD.01	COMMON	L5140P101	396	23,945	SH		SOLE		23,945	0	0
IAC/INTERACTIVECORP COM USD1	COMMON	44919P508	325	2,139	SH		SOLE		2,139	0	0
IAMGOLD CORP COM NPV	COMMON	450913108	27	4,629	SH		SOLE		4,629	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	16,664	119,532	SH		OTR		104,395	15,137	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	358	44,581	SH		SOLE		44,581	0	0
ICF INTERNATIONAL INC COM USD.001	COMMON	44925C103	7,759	109,555	SH		SOLE		109,555	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	107	5,020	SH		SOLE		5,020	0	0
ICON PLC COM EUR.06	COMMON	G4705A100	457	3,446	SH		SOLE		3,446	0	0
INTERDIGITAL INC COM USD.01	COMMON	45867G101	1,397	17,268	SH		SOLE		17,268	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	3,503	16,077	SH		SOLE		16,077	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	65	3,861	SH		SOLE		3,861	0	0
IDEX CORP COM USD.01	COMMON	45167R104	4,218	30,916	SH		SOLE		30,916	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P707	10	160	SH		SOLE		160	0	0
INTRICON CORP COM USD1	COMMON	46121H109	334	8,294	SH		SOLE		8,294	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	450	23,181	SH		SOLE		23,181	0	0
ING GROEP NV SPON ADR	COMMON	456837103	953	66,558	SH		SOLE		66,558	0	0
INOGEN INC COM USD.001	COMMON	45780L104	2,088	11,273	SH		SOLE		11,273	0	0
INTEL CORP COM NPV	COMMON	458140100	7,507	151,621	SH		SOLE		151,621	0	0
INTEST CORP COM USD.01	COMMON	461147100	166	22,690	SH		SOLE		22,690	0	0
INTUIT INC COM NPV	COMMON	461202103	3,520	17,231	SH		SOLE		17,231	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	266	19,261	SH		SOLE		19,261	0	0
ION GEOPHYSICAL CORP COM USD.01	COMMON	462044207	1,179	48,687	SH		SOLE		48,687	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	2,861	122,058	SH		SOLE		122,058	0	0
INNOPHOS HOLDINGS INC COM USD.001	COMMON	45774N108	34	709	SH		SOLE		709	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	319	3,195	SH		SOLE		3,195	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	2	55	SH		SOLE		55	0	0
IRADIMED CORP COM USD.0001	COMMON	46266A109	237	11,407	SH		SOLE		11,407	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	12,445	26,026	SH		SOLE		26,026	0	0
INNOVATIVE SOLTNS & SUPP INC COM USD.001	COMMON	45769N105	23	7,999	SH		SOLE		7,999	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	427	6,650	SH		SOLE		6,650	0	0
ITURAN LOCATION & CONTROL COM NPV	COMMON	M6158M104	70	2,312	SH		SOLE		2,312	0	0
ITAU UNIBANCO HLDG SA SP ADR REP PFD	COMMON	465562106	22	2,080	SH		SOLE		2,080	0	0
ISHARES TR RUS 1000 VAL ETF	COMMON	464287598	280	2,303	SH		SOLE		2,303	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	4,982	63,061	SH		SOLE		63,061	0	0
JASON INDUSTRIES INC COM USD.0001	COMMON	471172106	54	23,491	SH		SOLE		23,491	0	0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001	COMMON	46609J106	208	18,623	SH		SOLE		18,623	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	5	40	SH		SOLE		40	0	0
JABIL INC COM USD.001	COMMON	466313103	2	89	SH		SOLE		89	0	0
JUST ENERGY GROUP INC COM	COMMON	48213W101	7,176	2,005,758	SH		SOLE		2,005,758	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	101	1,605	SH		SOLE		1,605	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	718	31,569	SH		SOLE		31,569	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	1,978	15,186	SH		SOLE		15,186	0	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	640	3,870	SH		SOLE		3,870	0	0
JUNIPER PHARMACEUTICALS INC COM USD.01	COMMON	48203L107	304	34,967	SH		SOLE		34,967	0	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	15,468	564,868	SH		OTR		514,912	49,956	0
51JOB INC -ADR ADR	COMMON	316827104	443	4,533	SH		SOLE		4,533	0	0
JOHNSON OUTDOORS INC -CL A CL A COM USD.05	COMMON	479167108	1,211	14,408	SH		SOLE		14,408	0	0
JUPAI HOLDINGS LTD -ADR ADR	COMMON	48205B107	498	26,330	SH		SOLE		26,330	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	20,609	198,254	SH		SOLE		198,254	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	696	11,211	SH		SOLE		11,211	0	0
NORDSTROM INC COM NPV	COMMON	655664100	1	21	SH		SOLE		21	0	0
KADANT INC COM USD.01	COMMON	48282T104	283	2,962	SH		SOLE		2,962	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	293	2,827	SH		SOLE		2,827	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	238	5,125	SH		SOLE		5,125	0	0
KBR INC COM USD.001	COMMON	48242W106	267	14,970	SH		SOLE		14,970	0	0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG	COMMON	488152208	58	2,599	SH		SOLE		2,599	0	0
KEMET CORP COM USD.01	COMMON	488360207	195	8,098	SH		SOLE		8,098	0	0
KEWAUNEE SCIENTIFIC CORP COM USD2.5	COMMON	492854104	106	2,953	SH		SOLE		2,953	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	356	6,037	SH		SOLE		6,037	0	0
KFORCE INC COM USD.01	COMMON	493732101	557	16,338	SH		SOLE		16,338	0	0
KORN/FERRY INTERNATIONAL COM NPV	COMMON	500643200	417	6,775	SH		SOLE		6,775	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	6,839	325,461	SH		SOLE		325,461	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	280	3,722	SH		SOLE		3,722	0	0
KINSALE CAPITAL GROUP INC COM USD0.01	COMMON	49714P108	94	1,719	SH		SOLE		1,719	0	0
KROGER CO COM USD1	COMMON	501044101	31,664	1,116,000	SH		OTR		898,976	217,024	0
KOHL'S CORP COM USD.01	COMMON	500255104	61,293	843,215	SH		OTR		691,948	151,267	0
KYOCERA CORP ADR	COMMON	501556203	13	237	SH		SOLE		237	0	0
LITHIUM AMERICAS CORP COM NPV	COMMON	53680Q207	1,990	375,071	SH		SOLE		375,071	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	180	12,733	SH		SOLE		12,733	0	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	3	38	SH		SOLE		38	0	0
L BRANDS INC COM USD.5	COMMON	501797104	791	21,446	SH		SOLE		21,446	0	0
LIBERTY GLOBAL PLC SR C COM USD .01	COMMON	G5480U120	324	12,167	SH		SOLE		12,167	0	0
LEAR CORP COM NPV	COMMON	521865204	6,149	33,129	SH		SOLE		33,129	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	91	31,864	SH		SOLE		31,864	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	1,772	8,604	SH		SOLE		8,604	0	0
LKQ CORP COM	COMMON	501889208	0	10	SH		SOLE		10	0	0
LEGG MASON INC COM USD.1	COMMON	524901105	1	43	SH		SOLE		43	0	0
LUMINEX CORP COM USD.001	COMMON	55027E102	443	15,094	SH		SOLE		15,094	0	0
LIMESTONE BANCORP INC COM USD	COMMON	53262L105	61	4,028	SH		SOLE		4,028	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	13,934	47,289	SH		OTR		31,182	16,107	0
LOGITECH INTERNATIONAL SA ORD	COMMON	H50430232	217	4,950	SH		SOLE		4,950	0	0
GRAND CANYON EDUCATION INC COM USD.01	COMMON	38526M106	212	1,916	SH		SOLE		1,916	0	0
LOWE'S COMPANIES INC COM USD.5	COMMON	548661107	21,256	222,942	SH		OTR		173,291	49,651	0
LIFEPOINT HEALTH INC COM USD.01	COMMON	53219L109	1	19	SH		SOLE		19	0	0
LIBERTY PROPERTY TRUST COM USD.001	COMMON	531172104	6	137	SH		SOLE		137	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	5,792	212,829	SH		SOLE		212,829	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	6,829	39,513	SH		SOLE		39,513	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	1	12	SH		SOLE		12	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	1	12	SH		SOLE		12	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	10	77	SH		SOLE		77	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	279	93,637	SH		SOLE		93,637	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	641	12,589	SH		SOLE		12,589	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	489	6,410	SH		SOLE		6,410	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	17	242	SH		SOLE		242	0	0
LUXFER HOLDINGS PLC ORD GBP0.50	COMMON	G5698W116	18	1,038	SH		SOLE		1,038	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	121,826	1,111,927	SH		OTR		903,889	208,038	0
MACY'S INC COM NPV	COMMON	55616P104	6,519	174,322	SH		SOLE		174,322	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	535	2,724	SH		SOLE		2,724	0	0
MAM SOFTWARE GROUP INC COM USD.0001	COMMON	55277Q201	36	4,279	SH		SOLE		4,279	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	10,984	128,074	SH		OTR		105,608	22,466	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	20,293	160,457	SH		OTR		142,810	17,647	0
MAXAR TECHNOLOGIES LTD COM NPV	COMMON	57778L103	45	899	SH		SOLE		899	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	8,815	998,271	SH		SOLE		998,271	0	0
MBT FINANCIAL CORP COM NPV	COMMON	578877102	191	17,931	SH		SOLE		17,931	0	0
MALIBU BOATS INC CL A COM USD.01	COMMON	56117J100	468	11,199	SH		SOLE		11,199	0	0
MOELIS & CO CL A COM USD.01	COMMON	60786M105	881	15,035	SH		SOLE		15,035	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	255	1,626	SH		SOLE		1,626	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	51,260	385,419	SH		OTR		298,041	87,378	0
MONARCH CASINO & RESORT INC COM USD.01	COMMON	609027107	162	3,700	SH		SOLE		3,700	0	0
MDC HOLDINGS INC COM USD.01	COMMON	552676108	237	7,689	SH		SOLE		7,689	0	0
MEDIFAST INC COM USD.001	COMMON	58470H101	17,306	108,299	SH		SOLE		108,299	0	0
METLIFE INC COM	COMMON	59156R108	95,417	2,194,487	SH		OTR		1,736,373	458,114	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	26,313	1,475,018	SH		SOLE		1,475,018	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	779	229,805	SH		SOLE		229,805	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	16,696	289,168	SH		SOLE		289,168	0	0
MAGELLAN HEALTH INC COM NEW	COMMON	559079207	442	4,622	SH		SOLE		4,622	0	0
MGP INGREDIENTS INC COM NPV	COMMON	55303J106	560	6,347	SH		SOLE		6,347	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	112	6,981	SH		SOLE		6,981	0	0
MIX TELEMATICS LTD ADR	COMMON	60688N102	318	17,956	SH		SOLE		17,956	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	1,467	15,357	SH		SOLE		15,357	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	298	10,658	SH		SOLE		10,658	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	69	2,035	SH		SOLE		2,035	0	0
MELLANOX TECHNOLOGIES LTD ORD USD.01	COMMON	M51363113	3,553	42,162	SH		SOLE		42,162	0	0
MARCUS & MILLICHAP INC COM USD.0001	COMMON	566324109	525	13,550	SH		SOLE		13,550	0	0
3M CO COM NPV	COMMON	88579Y101	603	3,067	SH		SOLE		3,067	0	0
MIND CTI LTD ORD NIS.01	COMMON	M70240102	41	18,899	SH		SOLE		18,899	0	0
MALLINCKRODT PLC ORD USD.2	COMMON	G5785G107	132	7,058	SH		SOLE		7,058	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	4,877	85,888	SH		OTR		74,461	11,427	0
MOOG INC -CL A CL A COM USD1	COMMON	615394202	106	1,365	SH		SOLE		1,365	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	130	1,324	SH		SOLE		1,324	0	0
MORNINGSTAR INC COM	COMMON	617700109	180	1,407	SH		SOLE		1,407	0	0
MOVADO GROUP INC COM USD.01	COMMON	624580106	225	4,653	SH		SOLE		4,653	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	18	524	SH		SOLE		524	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	114,801	1,640,627	SH		OTR		1,320,233	320,394	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	113	6,329	SH		SOLE		6,329	0	0
MARLIN BUSINESS SERVICES INC COM USD.01	COMMON	571157106	251	8,396	SH		SOLE		8,396	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	5,289	225,839	SH		SOLE		225,839	0	0
MARVELL TECHNOLOGY GROUP LTD COM USD.002	COMMON	G5876H105	295	13,794	SH		SOLE		13,794	0	0
MSA SAFETY INC COM NPV	COMMON	553498106	430	4,490	SH		SOLE		4,490	0	0
MESABI TRUST SHS BEN INT NPV	COMMON	590672101	85	3,484	SH		SOLE		3,484	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	42,764	259,409	SH		OTR		201,663	57,746	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	34,525	297,430	SH		OTR		243,074	54,356	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	199	6,904	SH		SOLE		6,904	0	0
MATCH GROUP INC COM USD.001	COMMON	57665R106	243	6,327	SH		SOLE		6,327	0	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	164	284	SH		SOLE		284	0	0
MATERION CORP COM USD1	COMMON	576690101	1,366	25,359	SH		SOLE		25,359	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	15,209	290,274	SH		SOLE		290,274	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	764	135,286	SH		SOLE		135,286	0	0
METHANEX CORP COM NPV	COMMON	59151K108	41,779	595,409	SH		SOLE		595,409	0	0
MYERS INDUSTRIES INC COM NPV	COMMON	628464109	372	19,515	SH		SOLE		19,515	0	0
MYRIAD GENETICS INC COM USD.01	COMMON	62855J104	121	3,269	SH		SOLE		3,269	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	132	12,974	SH		SOLE		12,974	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	1	57	SH		SOLE		57	0	0
NORTHEAST BANCORP/ME COM NPV	COMMON	663904209	251	11,521	SH		SOLE		11,521	0	0
NCR CORP COM USD5	COMMON	62886E108	1	48	SH		SOLE		48	0	0
NCI BUILDING SYSTEMS INC COM USD.01	COMMON	628852204	136	6,492	SH		SOLE		6,492	0	0
NASDAQ INC COM USD.01	COMMON	631103108	18	195	SH		SOLE		195	0	0
NEOGENOMICS INC COM USD.001	COMMON	64049M209	197	15,142	SH		SOLE		15,142	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	2	26	SH		SOLE		26	0	0
NEPTUNE TECH & BIORESSOURCES COM	COMMON	64077P108	2,313	751,128	SH		SOLE		751,128	0	0
NATIONAL GENERAL HOLDINGS CP COM	COMMON	636220303	538	20,575	SH		SOLE		20,575	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	235	18,428	SH		SOLE		18,428	0	0
INGEVITY CORP COM USD.01	COMMON	45688C107	301	3,744	SH		SOLE		3,744	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	406	5,775	SH		SOLE		5,775	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	2	26	SH		SOLE		26	0	0
NICE LTD SPON ADR	COMMON	653656108	210	2,028	SH		SOLE		2,028	0	0
NL INDUSTRIES COM USD1.25	COMMON	629156407	135	15,535	SH		SOLE		15,535	0	0
NAUTILUS INC COM NPV	COMMON	63910B102	218	13,905	SH		SOLE		13,905	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	1,889	394,457	SH		SOLE		394,457	0	0
NELNET INC CL A COM USD.01	COMMON	64031N108	498	8,533	SH		SOLE		8,533	0	0
NOKIA CORP SPON ADR	COMMON	654902204	271	47,064	SH		SOLE		47,064	0	0
NATIONAL PRESTO INDS INC COM USD1	COMMON	637215104	455	3,696	SH		SOLE		3,696	0	0
NATIONAL RESEARCH CORP COM USD.001	COMMON	637372202	1,117	30,033	SH		SOLE		30,033	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	230	5,809	SH		SOLE		5,809	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	96	6,563	SH		SOLE		6,563	0	0
NETAPP INC COM NPV	COMMON	64110D104	652	8,361	SH		SOLE		8,361	0	0
BANK OF NT BUTTERFIELD & SON COM BMD0.01	COMMON	G0772R208	947	20,833	SH		SOLE		20,833	0	0
NETGEAR INC COM USD.001	COMMON	64111Q104	296	4,757	SH		SOLE		4,757	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	136	3,788	SH		SOLE		3,788	0	0
NVE CORP COM USD.01	COMMON	629445206	185	1,534	SH		SOLE		1,534	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	992	21,504	SH		SOLE		21,504	0	0
NVR INC COM USD.01	COMMON	62944T105	3,327	1,121	SH		SOLE		1,121	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	27	355	SH		SOLE		355	0	0
NORWOOD FINANCIAL CORP COM USD.1	COMMON	669549107	144	3,984	SH		SOLE		3,984	0	0
NEW YORK & CO INC COM USD.01	COMMON	649295102	433	84,474	SH		SOLE		84,474	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	1	49	SH		SOLE		49	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	2,263	87,855	SH		SOLE		87,855	0	0
OWENS CORNING COM NEW USD.01	COMMON	690742101	5	79	SH		SOLE		79	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	37	878	SH		SOLE		878	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	1,498	10,065	SH		SOLE		10,065	0	0
ORION ENGINEERED CARBONS SA ORD	COMMON	L72967109	2	71	SH		SOLE		71	0	0
ORTHOFIX INTERNATIONAL NV COM USD.1	COMMON	N6748L102	785	13,911	SH		SOLE		13,911	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	3	103	SH		SOLE		103	0	0
OWENS-ILLINOIS INC COM USD.01	COMMON	690768403	77	4,627	SH		SOLE		4,627	0	0
OLIN CORP COM USD1	COMMON	680665205	1	31	SH		SOLE		31	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	8,555	112,172	SH		SOLE		112,172	0	0
OMNICELL INC COM NPV	COMMON	68213N109	546	10,482	SH		SOLE		10,482	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	89	5,344	SH		SOLE		5,344	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	3,658	164,634	SH		SOLE		164,634	0	0
OPHTHOTECH CORP COM USD0.001	COMMON	683745103	65	23,718	SH		SOLE		23,718	0	0
OPIANT PHARMACEUTICALS INC COM	COMMON	683750103	63	4,429	SH		SOLE		4,429	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	207	7,398	SH		SOLE		7,398	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	4	96	SH		SOLE		96	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	2	93	SH		SOLE		93	0	0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25	COMMON	687380105	130	5,009	SH		SOLE		5,009	0	0
NORBORD INC COM NPV	COMMON	65548P403	18,835	461,623	SH		SOLE		461,623	0	0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01	COMMON	69036R863	177	45,560	SH		SOLE		45,560	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	69	986	SH		SOLE		986	0	0
ONESPAN INC COM USD.001	COMMON	68287N100	217	11,127	SH		SOLE		11,127	0	0
ORASURE TECHNOLOGIES INC COM NPV	COMMON	68554V108	568	34,696	SH		SOLE		34,696	0	0
OTELCO INC CL A COM USD.01	COMMON	688823301	55	3,689	SH		SOLE		3,689	0	0
OAK VALLEY BANCORP COM	COMMON	671807105	41	1,780	SH		SOLE		1,780	0	0
OXFORD INDUSTRIES INC COM USD1	COMMON	691497309	1,299	15,741	SH		SOLE		15,741	0	0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001	COMMON	71742Q106	1,774	38,762	SH		SOLE		38,762	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	0	2	SH		SOLE		2	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	176	9,956	SH		SOLE		9,956	0	0
PAR PACIFIC HOLDINGS INC COM USD.001	COMMON	69888T207	188	10,843	SH		SOLE		10,843	0	0
PBF ENERGY INC CL A COM USD0.001	COMMON	69318G106	253	6,053	SH		SOLE		6,053	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	8	163	SH		SOLE		163	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	68	10,839	SH		SOLE		10,839	0	0
PATTERSON COMPANIES INC COM USD.01	COMMON	703395103	58	2,541	SH		SOLE		2,541	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	3	130	SH		SOLE		130	0	0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01	COMMON	70509V100	4	115	SH		SOLE		115	0	0
PEOPLES BANCORP NC INC COM NPV	COMMON	710577107	198	6,197	SH		SOLE		6,197	0	0
PENNSYLVANIA RE INVS TRUST COM USD1	COMMON	709102107	1	131	SH		SOLE		131	0	0
PENN NATIONAL GAMING INC COM USD.01	COMMON	707569109	2,293	68,662	SH		SOLE		68,662	0	0
PREMIER FINANCIAL BANCORP COM NPV	COMMON	74050M105	94	5,041	SH		SOLE		5,041	0	0
PFIZER INC COM USD.1	COMMON	717081103	338	9,379	SH		SOLE		9,379	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	122	2,308	SH		SOLE		2,308	0	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	338	99,887	SH		SOLE		99,887	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932B101	548	28,053	SH		SOLE		28,053	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	104,480	1,342,413	SH		OTR		1,079,189	263,224	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	1,058	17,886	SH		SOLE		17,886	0	0
PGT INNOVATIONS INC COM USD	COMMON	69336V101	736	35,506	SH		SOLE		35,506	0	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	612	14,471	SH		SOLE		14,471	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	43,923	1,531,181	SH		OTR		1,230,858	300,323	0
POLARIS INDUSTRIES INC COM NPV	COMMON	731068102	4	31	SH		SOLE		31	0	0
PARKE BANCORP INC COM	COMMON	700885106	0	8	SH		SOLE		8	0	0
PARK ELECTROCHEMICAL CORP COM USD.1	COMMON	700416209	799	34,640	SH		SOLE		34,640	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	597	5,337	SH		SOLE		5,337	0	0
PERKINELMER INC COM USD1	COMMON	714046109	35	479	SH		SOLE		479	0	0
POSCO SPON ADR	COMMON	693483109	3,471	46,830	SH		SOLE		46,830	0	0
PLUMAS BANCORP COM	COMMON	729273102	60	2,136	SH		SOLE		2,136	0	0
CHILDRENS PLACE INC COM USD.1	COMMON	168905107	998	8,277	SH		SOLE		8,277	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	7	111	SH		SOLE		111	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	365	4,110	SH		SOLE		4,110	0	0
PLANTRONICS INC COM USD.01	COMMON	727493108	179	2,371	SH		SOLE		2,371	0	0
PLEXUS CORP COM USD.01	COMMON	729132100	23	391	SH		SOLE		391	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	73	3,772	SH		SOLE		3,772	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	192	1,422	SH		SOLE		1,422	0	0
POLYONE CORP COM USD.1	COMMON	73179P106	277	6,441	SH		SOLE		6,441	0	0
PRA GROUP INC COM USD.001	COMMON	69354N106	106	2,754	SH		SOLE		2,754	0	0
PRA HEALTH SCIENCES INC COM USD.01	COMMON	69354M108	1,168	12,585	SH		SOLE		12,585	0	0
PERCEPTRON INC COM USD.01	COMMON	71361F100	83	7,881	SH		SOLE		7,881	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	761	29,013	SH		SOLE		29,013	0	0
PROGRESS SOFTWARE CORP COM USD.01	COMMON	743312100	2,604	67,460	SH		SOLE		67,460	0	0
PRGX GLOBAL INC COM USD.01	COMMON	69357C503	212	21,816	SH		SOLE		21,816	0	0
PRIMERICA INC COM USD.01	COMMON	74164M108	89	895	SH		SOLE		895	0	0
PRIMORIS SERVICES CORP COM USD.0001	COMMON	74164F103	317	11,653	SH		SOLE		11,653	0	0
PROVIDENCE SERVICE CORP CL A COM USD.001	COMMON	743815102	1,288	16,495	SH		SOLE		16,495	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	2,399	25,660	SH		SOLE		25,660	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	6	44	SH		SOLE		44	0	0
PEARSON PLC SPON ADR	COMMON	705015105	143	12,338	SH		SOLE		12,338	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	13,046	116,463	SH		OTR		95,026	21,437	0
PTC INC COM USD.01	COMMON	69370C100	160	1,707	SH		SOLE		1,707	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	757	9,921	SH		SOLE		9,921	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	565	12,070	SH		SOLE		12,070	0	0
PVH CORP COM USD1	COMMON	693656100	4	26	SH		SOLE		26	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	6	68	SH		SOLE		68	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	107	11,594	SH		SOLE		11,594	0	0
QAD INC CL A COM NPV	COMMON	74727D306	1,053	21,138	SH		SOLE		21,138	0	0
QUIDEL CORP COM NPV	COMMON	74838J101	200	3,020	SH		SOLE		3,020	0	0
QUALYS INC COM USD0.001	COMMON	74758T303	529	6,325	SH		SOLE		6,325	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	1,250	98,950	SH		SOLE		98,950	0	0
QURATE RETAIL INC INT COM SER A	COMMON	74915M100	2,988	141,473	SH		SOLE		141,473	0	0
QUALITY SYSTEMS INC COM USD.01	COMMON	747582104	765	39,443	SH		SOLE		39,443	0	0
QUAD/GRAPHICS INC CL A COM USD.025	COMMON	747301109	515	24,840	SH		SOLE		24,840	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	332	2,459	SH		SOLE		2,459	0	0
FREIGHTCAR AMERICA INC COM USD.01	COMMON	357023100	70	4,162	SH		SOLE		4,162	0	0
RAVEN INDUSTRIES INC COM USD1	COMMON	754212108	452	11,836	SH		SOLE		11,836	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	88	1,087	SH		SOLE		1,087	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	12,478	264,775	SH		SOLE		264,775	0	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	620	20,681	SH		SOLE		20,681	0	0
RCM TECHNOLOGIES INC COM USD.05	COMMON	749360400	62	12,519	SH		SOLE		12,519	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	263	3,794	SH		SOLE		3,794	0	0
RICHARDSON ELECTRONICS LTD COM USD.05	COMMON	763165107	57	5,813	SH		SOLE		5,813	0	0
REX AMERICAN RESOURCES CORP COM USD.01	COMMON	761624105	351	4,333	SH		SOLE		4,333	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	109,200	6,158,360	SH		OTR		5,009,647	1,148,713	0
R F INDUSTRIES LTD COM USD.01	COMMON	749552105	198	27,248	SH		SOLE		27,248	0	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	826	6,198	SH		SOLE		6,198	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	646	9,993	SH		SOLE		9,993	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	3	41	SH		SOLE		41	0	0
RED HAT INC COM USD.0001	COMMON	756577102	381	2,836	SH		SOLE		2,836	0	0
RIO TINTO GROUP (GBR) SPON ADR	COMMON	767204100	9,768	176,061	SH		SOLE		176,061	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	588	6,582	SH		SOLE		6,582	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	125	1,000	SH		SOLE		1,000	0	0
REALOGY HOLDINGS CORP CL A COM USD.01	COMMON	75605Y106	1	52	SH		SOLE		52	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	1	52	SH		SOLE		52	0	0
ROCKY MOUNTAIN CHOC FACT INC COM USD.001	COMMON	77467X101	45	3,926	SH		SOLE		3,926	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	4,542	58,082	SH		SOLE		58,082	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	2,410	14,497	SH		SOLE		14,497	0	0
ROLLINS INC COM USD1	COMMON	775711104	236	4,502	SH		SOLE		4,502	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	3	209	SH		SOLE		209	0	0
RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01	COMMON	751452202	4	337	SH		SOLE		337	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	1,354	31,368	SH		SOLE		31,368	0	0
RUTHS HOSPITALITY GROUP INC COM USD.01	COMMON	783332109	249	8,901	SH		SOLE		8,901	0	0
RIVERVIEW BANCORP INC COM USD1	COMMON	769397100	225	26,604	SH		SOLE		26,604	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	32,884	439,497	SH		SOLE		439,497	0	0
RAYONIER ADVANCED MATERIALS COM USD.01	COMMON	75508B104	157	9,190	SH		SOLE		9,190	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	146	13,136	SH		SOLE		13,136	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	2,501	23,887	SH		SOLE		23,887	0	0
SCIENCE APPLICATIONS INTL CP COM USD.0001	COMMON	808625107	285	3,523	SH		SOLE		3,523	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	15,363	51,508	SH		SOLE		51,508	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	102	6,263	SH		SOLE		6,263	0	0
SANMINA CORP COM USD.01	COMMON	801056102	39	1,345	SH		SOLE		1,345	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	11	64	SH		SOLE		64	0	0
SB FINANCIAL GROUP INC COM USD2.5	COMMON	78408D105	117	5,773	SH		SOLE		5,773	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	358	18,874	SH		SOLE		18,874	0	0
SCHNITZER STEEL INDS -CL A CL A COM USD.01	COMMON	806882106	617	18,313	SH		SOLE		18,313	0	0
STEPAN CO COM USD1	COMMON	858586100	284	3,637	SH		SOLE		3,637	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	143	3,539	SH		SOLE		3,539	0	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	55,093	1,301,454	SH		OTR		1,031,132	270,322	0
SEI INVESTMENTS CO COM USD.01	COMMON	784117103	333	5,345	SH		SOLE		5,345	0	0
SHUTTERFLY INC COM USD.0001	COMMON	82568P304	206	2,300	SH		SOLE		2,300	0	0
SPROUTS FARMERS MARKET COM USD.001	COMMON	85208M102	2	81	SH		SOLE		81	0	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	127	6,121	SH		SOLE		6,121	0	0
SMART GLOBAL HOLDINGS INC Ordinary Shares	COMMON	G8232Y101	1,702	53,418	SH		SOLE		53,418	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	4,298	71,661	SH		SOLE		71,661	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	1	73	SH		SOLE		73	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	4	11	SH		SOLE		11	0	0
SELECT INCOME REIT COM BEN INT USD.01	COMMON	81618T100	1	37	SH		SOLE		37	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	0	62	SH		SOLE		62	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	312	1,084	SH		SOLE		1,084	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	7,822	335,418	SH		SOLE		335,418	0	0
SKYLINE CHAMPION CORP COM USD.0277	COMMON	830830105	447	12,761	SH		SOLE		12,761	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	41,676	1,044,927	SH		SOLE		1,044,927	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	447	20,168	SH		SOLE		20,168	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	238	30,581	SH		SOLE		30,581	0	0
SPIRIT MTA REIT COM	COMMON	84861U105	0	36	SH		SOLE		36	0	0
SLEEP NUMBER CORPORATION COM USD.01	COMMON	83125X103	240	8,284	SH		SOLE		8,284	0	0
SONY CORP ADR	COMMON	835699307	452	8,827	SH		SOLE		8,827	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	40	1,078	SH		SOLE		1,078	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	11,906	132,524	SH		SOLE		132,524	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	7	79	SH		SOLE		79	0	0
SONIC CORP COM USD.01	COMMON	835451105	211	6,174	SH		SOLE		6,174	0	0
SP PLUS CORP CL A USD.001	COMMON	78469C103	9,685	260,871	SH		SOLE		260,871	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	2	11	SH		SOLE		11	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	3	17	SH		SOLE		17	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	27,399	320,011	SH		OTR		265,081	54,930	0
SPARTANNASH CO COM NPV	COMMON	847215100	131	5,120	SH		SOLE		5,120	0	0
SOC QUIMICA Y MINERA DE CHI SPON ADR SER B	COMMON	833635105	537	11,171	SH		SOLE		11,171	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W102	3	360	SH		SOLE		360	0	0
STONERIDGE INC COM NPV	COMMON	86183P102	327	9,361	SH		SOLE		9,361	0	0
STARTEK INC COM USD.01	COMMON	85569C107	34	5,369	SH		SOLE		5,369	0	0
STAGE STORES INC COM NEW	COMMON	85254C305	33	13,756	SH		SOLE		13,756	0	0
SS&C TECHNOLOGIES HLDGS INC COM USD.01	COMMON	78467J100	1,327	25,578	SH		SOLE		25,578	0	0
SSR MINING INC COM NPV	COMMON	784730103	2,430	248,270	SH		SOLE		248,270	0	0
STEWART INFORMATION SERVICES COM USD1	COMMON	860372101	304	7,061	SH		SOLE		7,061	0	0
STERIS PLC COM NPV	COMMON	G84720104	168	1,611	SH		SOLE		1,611	0	0
SUNTRUST BANKS INC COM USD1	COMMON	867914103	17,352	263,437	SH		OTR		227,083	36,354	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	12,058	263,325	SH		SOLE		263,325	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	1,553	6,170	SH		SOLE		6,170	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	253	19,578	SH		SOLE		19,578	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	106,990	1,899,225	SH		OTR		1,591,735	307,490	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	5,758	142,588	SH		SOLE		142,588	0	0
SUNCOKE ENERGY INC COM USD.01	COMMON	86722A103	398	29,733	SH		SOLE		29,733	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	39,382	1,183,209	SH		OTR		932,824	250,385	0
SYNTEL INC COM NPV	COMMON	87162H103	273	8,575	SH		SOLE		8,575	0	0
SYSCO CORP COM USD1	COMMON	871829107	88,630	1,301,507	SH		OTR		1,020,488	281,019	0
AT&T INC COM USD1	COMMON	00206R102	0	1	SH		SOLE		1	0	0
TRANSACT TECHNOLOGIES INC COM USD.01	COMMON	892918103	212	16,932	SH		SOLE		16,932	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	559	20,739	SH		SOLE		20,739	0	0
TCF FINANCIAL CORP COM USD.01	COMMON	872275102	29	1,190	SH		SOLE		1,190	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	91	10,843	SH		SOLE		10,843	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	19,887	346,295	SH		SOLE		346,295	0	0
TERADATA CORP COM USD.01	COMMON	88076W103	5	117	SH		SOLE		117	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	1	50	SH		SOLE		50	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	92	626	SH		SOLE		626	0	0
TECK RESOURCES LTD CL B COM NPV SVTG	COMMON	878742204	41,453	1,639,930	SH		SOLE		1,639,930	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	7	75	SH		SOLE		75	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	190	10,988	SH		SOLE		10,988	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	322	13,707	SH		SOLE		13,707	0	0
TASEKO MINES LTD COM NPV	COMMON	876511106	25	23,400	SH		SOLE		23,400	0	0
TARGET CORP COM USD1	COMMON	87612E106	85,861	1,130,522	SH		OTR		930,923	199,599	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	141	1,183	SH		SOLE		1,183	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	379	3,909	SH		SOLE		3,909	0	0
TIER REIT INC COM USD.0001	COMMON	88650V208	5	191	SH		SOLE		191	0	0
INTERFACE INC COM USD.01	COMMON	458665304	712	31,168	SH		SOLE		31,168	0	0
TJX COMPANIES INC COM USD1	COMMON	872540109	0	5	SH		SOLE		5	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	15	589	SH		SOLE		589	0	0
TELARIA INC COM USD.0001	COMMON	879181105	48	11,881	SH		SOLE		11,881	0	0
TAILORED BRANDS INC COM USD.01	COMMON	87403A107	1,139	44,850	SH		SOLE		44,850	0	0
TILLY'S INC CL A COM NPV	COMMON	886885102	230	15,198	SH		SOLE		15,198	0	0
T-MOBILE US INC COM	COMMON	872590104	1,616	27,053	SH		SOLE		27,053	0	0
TRINET GROUP INC COM USD.000025	COMMON	896288107	1,136	20,411	SH		SOLE		20,411	0	0
TOLL BROTHERS INC COM USD.01	COMMON	889478103	0	10	SH		SOLE		10	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	567	17,781	SH		SOLE		17,781	0	0
TABULA RASA HEALTHCARE INC COM USD.0001	COMMON	873379101	701	11,046	SH		SOLE		11,046	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903105	2,147	53,288	SH		SOLE		53,288	0	0
TRONC INC COM USD.01	COMMON	89703P107	146	8,469	SH		SOLE		8,469	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	2	122	SH		SOLE		122	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	214	1,840	SH		SOLE		1,840	0	0
TRUSTCO BANK CORP/NY COM NPV	COMMON	898349105	384	43,145	SH		SOLE		43,145	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	4	55	SH		SOLE		55	0	0
TRAVELERS COS INC COM	COMMON	89417E109	936	7,707	SH		SOLE		7,707	0	0
TIMBERLAND BANCORP INC COM USD.01	COMMON	887098101	273	7,298	SH		SOLE		7,298	0	0
TOWER SEMICONDUCTOR LTD ORD NIS1	COMMON	M87915274	207	9,390	SH		SOLE		9,390	0	0
STARS GROUP INC COM NPV	COMMON	85570W100	17,636	490,071	SH		SOLE		490,071	0	0
TYSON FOODS INC -CL A CL A COM USD.1	COMMON	902494103	989	14,397	SH		SOLE		14,397	0	0
TOTAL SYSTEM SERVICES INC COM USD.1	COMMON	891906109	13,407	158,624	SH		SOLE		158,624	0	0
TORO CO COM USD1	COMMON	891092108	617	10,252	SH		SOLE		10,252	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	5,202	150,817	SH		SOLE		150,817	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	2,826	100,080	SH		SOLE		100,080	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	839	47,590	SH		SOLE		47,590	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	83	705	SH		SOLE		705	0	0
TRAVELPORT WORLDWIDE LTD ORD USD0.0025	COMMON	G9019D104	9,506	513,296	SH		SOLE		513,296	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	7,646	69,348	SH		SOLE		69,348	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	71	1,090	SH		SOLE		1,090	0	0
TEXTRON INC COM USD.125	COMMON	883203101	630	9,565	SH		SOLE		9,565	0	0
MONOTYPE IMAGING HOLDINGS COM USD.01	COMMON	61022P100	401	19,864	SH		SOLE		19,864	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	196	11,438	SH		SOLE		11,438	0	0
UNITED CONTINENTAL HLDGS INC COM NEW	COMMON	910047109	23,219	333,863	SH		OTR		251,349	82,514	0
UNITED SECURITY BANCSHARS CA COM NPV	COMMON	911460103	104	9,266	SH		SOLE		9,266	0	0
UDR INC COM USD.01	COMMON	902653104	4	96	SH		SOLE		96	0	0
UNIQUE FABRICATING INC COM USD.001	COMMON	90915J103	89	10,167	SH		SOLE		10,167	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	351	7,362	SH		SOLE		7,362	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	0	4	SH		SOLE		4	0	0
UNIVERSAL HEALTH RLTY INCOME COM USD.01	COMMON	91359E105	3	45	SH		SOLE		45	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	309	32,218	SH		SOLE		32,218	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	293	11,154	SH		SOLE		11,154	0	0
UNITED NATURAL FOODS INC COM USD.01	COMMON	911163103	727	17,042	SH		SOLE		17,042	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	24	98	SH		SOLE		98	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	4,337	30,652	SH		OTR		24,300	6,352	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	1	4	SH		SOLE		4	0	0
USA TRUCK INC COM USD.01	COMMON	902925106	951	40,650	SH		SOLE		40,650	0	0
UNVL STAINLESS & ALLOY PRODS COM USD.01	COMMON	913837100	249	10,528	SH		SOLE		10,528	0	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	21	565	SH		SOLE		565	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	141	1,685	SH		SOLE		1,685	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	240	2,083	SH		SOLE		2,083	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	526	5,518	SH		SOLE		5,518	0	0
UNITED THERAPEUTICS CORP COM USD.01	COMMON	91307C102	1	9	SH		SOLE		9	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	228	2,084	SH		SOLE		2,084	0	0
UTSTARCOM HOLDINGS CORP COM USD.00125	COMMON	G9310A114	111	27,316	SH		SOLE		27,316	0	0
UNITED TECHNOLOGIES CORP COM USD5	COMMON	913017109	22,303	178,960	SH		OTR		143,226	35,734	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	765	21,785	SH		SOLE		21,785	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	432	6,536	SH		SOLE		6,536	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	305	2,299	SH		SOLE		2,299	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	429	3,822	SH		SOLE		3,822	0	0
VARIAN MEDICAL SYSTEMS INC COM USD1	COMMON	92220P105	1,188	10,485	SH		SOLE		10,485	0	0
VISTEON CORP COM NEW	COMMON	92839U206	465	3,614	SH		SOLE		3,614	0	0
VECTRUS INC COM USD.01	COMMON	92242T101	281	9,122	SH		SOLE		9,122	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	250	18,380	SH		SOLE		18,380	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	307	4,013	SH		SOLE		4,013	0	0
VF CORP COM NPV	COMMON	918204108	22,926	282,092	SH		OTR		230,476	51,616	0
VONAGE HOLDINGS CORP COM USD.001	COMMON	92886T201	1,622	126,536	SH		SOLE		126,536	0	0
VALHI INC COM USD1	COMMON	918905100	506	106,564	SH		SOLE		106,564	0	0
VIACOM INC CL B COM USD	COMMON	92553P201	10,369	343,810	SH		SOLE		343,810	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	239	8,120	SH		SOLE		8,120	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	177,840	1,608,872	SH		OTR		1,324,556	284,316	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	2,338	15,936	SH		SOLE		15,936	0	0
VENATOR MATERIALS PLC ORD SHS	COMMON	G9329Z100	0	23	SH		SOLE		23	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	352	14,483	SH		SOLE		14,483	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	94,202	2,009,792	SH		OTR		1,592,064	417,728	0
VISHAY PRECISION GROUP INC COM USD.01	COMMON	92835K103	808	21,284	SH		SOLE		21,284	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	298	21,219	SH		SOLE		21,219	0	0
VERSO CORP CL A COM USD.01	COMMON	92531L207	1,077	49,734	SH		SOLE		49,734	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	2	22	SH		SOLE		22	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	2,427	17,683	SH		SOLE		17,683	0	0
VALEANT PHARMACEUTICALS INTL COM NPV	COMMON	91911K102	29,447	1,274,643	SH		SOLE		1,274,643	0	0
VSE CORP COM USD.05	COMMON	918284100	261	5,499	SH		SOLE		5,499	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	937	40,408	SH		SOLE		40,408	0	0
VIAD CORP COM	COMMON	92552R406	164	3,046	SH		SOLE		3,046	0	0
VIVUS INC COM NPV	COMMON	928551100	18	26,027	SH		SOLE		26,027	0	0
WATERS CORP COM USD.01	COMMON	941848103	374	1,934	SH		SOLE		1,934	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	12,715	212,726	SH		OTR		165,795	46,931	0
WABCO HOLDINGS INC COM	COMMON	92927K102	2	20	SH		SOLE		20	0	0
WELLCARE HEALTH PLANS INC COM USD.01	COMMON	94946T106	14	55	SH		SOLE		55	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	5,773	74,571	SH		SOLE		74,571	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	892	49,733	SH		SOLE		49,733	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	1,722	46,128	SH		SOLE		46,128	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	231	6,354	SH		SOLE		6,354	0	0
WOORI BANK ADR	COMMON	98105T104	99	2,249	SH		SOLE		2,249	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	665	16,464	SH		SOLE		16,464	0	0
WYNDHAM HOTELS & RESRTS When Issued	COMMON	98311A105	23	396	SH		SOLE		396	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	301	5,812	SH		SOLE		5,812	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	211	44,064	SH		SOLE		44,064	0	0
WORKIVA INC CL A COM USD.001	COMMON	98139A105	216	8,933	SH		SOLE		8,933	0	0
WILLIS LEASE FINANCE CORP COM NPV	COMMON	970646105	69	2,185	SH		SOLE		2,185	0	0
WESTLAKE CHEMICAL CORP COM USD.01	COMMON	960413102	906	8,451	SH		SOLE		8,451	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	358	6,726	SH		SOLE		6,726	0	0
WALMART INC COM USD.1	COMMON	931142103	16,548	193,746	SH		SOLE		193,746	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	2	109	SH		SOLE		109	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	1,255	29,895	SH		SOLE		29,895	0	0
W P CAREY INC COM USD.001	COMMON	92936U109	4	67	SH		SOLE		67	0	0
WASHINGTON PRIME GROUP INC COM	COMMON	93964W108	2	208	SH		SOLE		208	0	0
WPP PLC ADR	COMMON	92937A102	264	3,357	SH		SOLE		3,357	0	0
WESTPORT FUEL SYSTEMS INC COM NPV	COMMON	960908309	661	263,596	SH		SOLE		263,596	0	0
WEINGARTEN REALTY INVST COM SHS INT USD.03	COMMON	948741103	2	75	SH		SOLE		75	0	0
WESTELL TECH INC -CL A CL A COM USD.01	COMMON	957541204	43	15,252	SH		SOLE		15,252	0	0
W&T OFFSHORE INC COM USD.00001	COMMON	92922P106	951	133,474	SH		SOLE		133,474	0	0
WEIGHT WATCHERS INTL INC COM NVP	COMMON	948626106	763	7,588	SH		SOLE		7,588	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	108,244	5,338,923	SH		OTR		4,241,475	1,097,448	0
WORLD WRESTLING ENTMT INC CL A COM USD.01	COMMON	98156Q108	599	8,270	SH		SOLE		8,270	0	0
WYNDHAM DESTINATIONS INC COM USD	COMMON	98310W108	392	8,857	SH		OTR		3,644	5,213	0
UNITED STATES STEEL CORP COM NPV	COMMON	912909108	126	3,637	SH		SOLE		3,637	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	8	328	SH		SOLE		328	0	0
XOMA CORP COM USD.0005	COMMON	98419J206	320	15,436	SH		SOLE		15,436	0	0
XO GROUP INC COM USD.01	COMMON	983772104	96	3,029	SH		SOLE		3,029	0	0
XPO LOGISTICS INC COM USD.001	COMMON	983793100	104	1,042	SH		SOLE		1,042	0	0
XYLEM INC COM USD.01	COMMON	98419M100	319	4,735	SH		SOLE		4,735	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	25,096	321,353	SH		OTR		283,984	37,369	0
YY INC -ADR ADR	COMMON	98426T106	508	5,059	SH		SOLE		5,059	0	0
ZAGG INC COM USD.001	COMMON	98884U108	1,064	61,805	SH		SOLE		61,805	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	93	650	SH		SOLE		650	0	0
OLYMPIC STEEL INC COM NPV	COMMON	68162K106	59	2,888	SH		SOLE		2,888	0	0
ZIONS BANCORPORATION COM NPV	COMMON	989701107	82	1,560	SH		SOLE		1,560	0	0
ZOETIS INC CL A COM USD.01	COMMON	98978V103	8	98	SH		SOLE		98	0	0