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
1-800-FLOWERS.COM CL A COM USD.01	COMMON	68243Q106	3,094	262,225	SH		SOLE		262,225	0	0
3M CO COM NPV	COMMON	88579Y101	627	2,977	SH		SOLE		2,977	0	0
3PEA INTERNATIONAL INC COM	COMMON	88579C109	116	31,487	SH		SOLE		31,487	0	0
AARON'S INC COM USD.5	COMMON	002535300	544	9,982	SH		SOLE		9,982	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	679	28,751	SH		SOLE		28,751	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	3,408	36,033	SH		SOLE		36,033	0	0
ABERCROMBIE & FITCH -CL A CL A COM USD.01	COMMON	002896207	814	38,637	SH		SOLE		38,637	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	1	3	SH		SOLE		3	0	0
ACCO BRANDS CORP COM	COMMON	00081T108	170	15,053	SH		SOLE		15,053	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	18	213	SH		SOLE		213	0	0
ACUITY BRANDS INC COM USD.01	COMMON	00508Y102	1	5	SH		SOLE		5	0	0
ACXIOM HOLDINGS INC COM USD.1	COMMON	005125109	431	8,780	SH		SOLE		8,780	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	189	4,452	SH		SOLE		4,452	0	0
ADOBE SYSTEMS INC COM NPV	COMMON	00724F101	5,270	19,522	SH		SOLE		19,522	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	134	2,618	SH		SOLE		2,618	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	79	2,317	SH		SOLE		2,317	0	0
AEGON NV NY SHR ADR	COMMON	007924103	4,579	712,136	SH		SOLE		712,136	0	0
AES CORP COM USD.01	COMMON	00130H105	100	7,239	SH		SOLE		7,239	0	0
AFLAC INC COM USD.1	COMMON	001055102	11,361	241,934	SH		SOLE		241,934	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	35	495	SH		SOLE		495	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	100	6,173	SH		SOLE		6,173	0	0
ALAMO GROUP INC COM USD.1	COMMON	011311107	696	7,666	SH		SOLE		7,666	0	0
ALASKA COMMUNICATIONS SYS GP COM USD.01	COMMON	01167P101	47	28,745	SH		SOLE		28,745	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	2	23	SH		SOLE		23	0	0
ALICO INC COM USD1	COMMON	016230104	21	626	SH		SOLE		626	0	0
ALLERGAN PLC COM USD.0033	COMMON	G0177J108	1,543	8,101	SH		SOLE		8,101	0	0
ALLIED MOTION TECHNOLOGIES COM NPV	COMMON	019330109	780	14,431	SH		SOLE		14,431	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	9	166	SH		SOLE		166	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	131	1,331	SH		SOLE		1,331	0	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	57,963	2,199,680	SH		OTR		1,735,967	463,713	0
ALPHA PRO TECH LTD COM USD.01	COMMON	020772109	19	5,269	SH		SOLE		5,269	0	0
ALTISOURCE PORTFOLIO SOLTNS COM USD1	COMMON	L0175J104	2,388	74,107	SH		SOLE		74,107	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	7,171	118,906	SH		OTR		107,236	11,670	0
AMBEV SA SPON ADR COM	COMMON	02319V103	16	3,519	SH		SOLE		3,519	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	401	3,235	SH		SOLE		3,235	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	49,235	1,195,889	SH		OTR		948,219	247,670	0
AMERICAN EQTY INVT LIFE HLDG COM USD1.	COMMON	025676206	89	2,521	SH		SOLE		2,521	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	1,064	19,986	SH		SOLE		19,986	0	0
AMERICAN NATIONAL INSURANCE COM USD1	COMMON	028591105	81	626	SH		SOLE		626	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	5	32	SH		SOLE		32	0	0
AMERICA'S CAR-MART INC COM USD.01	COMMON	03062T105	845	10,880	SH		SOLE		10,880	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	183,755	1,248,632	SH		OTR		1,020,603	228,029	0
AMERISERV FINANCIAL INC/PA COM NPV	COMMON	03074A102	4	1,000	SH		SOLE		1,000	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	799	32,411	SH		SOLE		32,411	0	0
AMETEK INC COM USD1	COMMON	031100100	6	78	SH		SOLE		78	0	0
AMGEN INC COM NPV	COMMON	031162100	94,333	456,500	SH		OTR		370,832	85,668	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	701	95,116	SH		SOLE		95,116	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	572	10,535	SH		SOLE		10,535	0	0
ANADARKO PETROLEUM CORP COM USD.1	COMMON	032511107	58,931	877,323	SH		OTR		683,903	193,420	0
ANSYS INC COM USD.01	COMMON	03662Q105	812	4,358	SH		SOLE		4,358	0	0
ANTHEM INC COM USD.01	COMMON	036752103	4,415	16,155	SH		SOLE		16,155	0	0
AON PLC CL A ORD	COMMON	G0408V102	8,501	55,281	SH		OTR		42,499	12,782	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R101	4	86	SH		SOLE		86	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	2,086	26,805	SH		SOLE		26,805	0	0
APPLE INC COM NPV	COMMON	037833100	1,418	6,334	SH		SOLE		6,334	0	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	20	259	SH		SOLE		259	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	821	21,291	SH		SOLE		21,291	0	0
APPTIO INC CL A COM USD.0001	COMMON	03835C108	489	13,345	SH		SOLE		13,345	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	125	43,862	SH		SOLE		43,862	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	12,169	250,680	SH		SOLE		250,680	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	1,481	47,991	SH		SOLE		47,991	0	0
ARCH COAL INC COM USD.01	COMMON	039380407	5,604	62,696	SH		SOLE		62,696	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	5,774	114,854	SH		SOLE		114,854	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	73	1,051	SH		SOLE		1,051	0	0
ARRIS INTERNATIONAL PLC COM USD.01	COMMON	G0551A103	1	53	SH		SOLE		53	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	152	4,703	SH		SOLE		4,703	0	0
ASGN INC COM USD.01	COMMON	00191U102	6,416	81,505	SH		SOLE		81,505	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	195	1,039	SH		SOLE		1,039	0	0
ASPEN TECHNOLOGY INC COM USD.1	COMMON	045327103	2,624	23,203	SH		SOLE		23,203	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	307	14,228	SH		SOLE		14,228	0	0
ATKORE INTL GROUP INC COM USD.01	COMMON	047649108	319	12,111	SH		SOLE		12,111	0	0
AU OPTRONICS CORP SPONSORED ADR	COMMON	002255107	503	119,389	SH		SOLE		119,389	0	0
AUBURN NATIONAL BANCORP COM USD.01	COMMON	050473107	63	1,635	SH		SOLE		1,635	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	160	15,897	SH		SOLE		15,897	0	0
AUTOHOME INC -ADR ADR	COMMON	05278C107	152	1,968	SH		SOLE		1,968	0	0
AVANOS MEDICAL INC COM USD.01	COMMON	05350V106	273	4,005	SH		SOLE		4,005	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	9	81	SH		SOLE		81	0	0
AVIS BUDGET GROUP INC COM USD.01	COMMON	053774105	51	1,596	SH		SOLE		1,596	0	0
AXON ENTERPRISE INC COM USD.00001	COMMON	05464C101	756	11,127	SH		SOLE		11,127	0	0
BALCHEM CORP -CL B CL B COM USD.06	COMMON	057665200	1,154	10,368	SH		SOLE		10,368	0	0
BALLARD POWER SYSTEMS INC COM NPV	COMMON	058586108	1,390	327,480	SH		SOLE		327,480	0	0
BANCO SANTANDER BRASIL -ADR ADR	COMMON	05967A107	447	50,725	SH		SOLE		50,725	0	0
BANCO SANTANDER MEXICO -ADR ADR	COMMON	05969B103	1,299	167,403	SH		SOLE		167,403	0	0
BANK OF MONTREAL COM NPV	COMMON	063671101	424	5,145	SH		SOLE		5,145	0	0
BANK OF NT BUTTERFIELD & SON COM BMD0.01	COMMON	G0772R208	1,069	20,782	SH		SOLE		20,782	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	7,668	700,330	SH		SOLE		700,330	0	0
BAUSCH HEALTH COMPANIES INC COM NPV	COMMON	071734107	29,915	1,176,604	SH		SOLE		1,176,604	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	0	1	SH		SOLE		1	0	0
BAYTEX ENERGY CORP COM NPV	COMMON	07317Q105	3,204	1,115,270	SH		SOLE		1,115,270	0	0
BB&T CORP COM USD5	COMMON	054937107	5,721	117,875	SH		OTR		101,358	16,517	0
BEACON ROOFING SUPPLY INC COM USD.01	COMMON	073685109	24	675	SH		SOLE		675	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	107,172	1,354,434	SH		OTR		1,150,913	203,521	0
BG STAFFING INC COM	COMMON	05544A109	709	26,199	SH		SOLE		26,199	0	0
BHP BILLITON GROUP (GBR) ADR	COMMON	05545E209	62	1,409	SH		SOLE		1,409	0	0
BIG LOTS INC COM USD.01	COMMON	089302103	671	16,162	SH		SOLE		16,162	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	588	2,896	SH		SOLE		2,896	0	0
BJ'S RESTAURANTS INC COM NPV	COMMON	09180C106	11,859	165,106	SH		SOLE		165,106	0	0
BLACKBAUD INC COM	COMMON	09227Q100	367	3,644	SH		SOLE		3,644	0	0
BLACKBERRY LTD COM NPV	COMMON	09228F103	2,048	182,829	SH		SOLE		182,829	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	5	11	SH		SOLE		11	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	1	56	SH		SOLE		56	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	234	11,839	SH		SOLE		11,839	0	0
BLUCORA INC COM USD.0001	COMMON	095229100	7,439	185,101	SH		SOLE		185,101	0	0
BLUE BIRD CORP COM USD0.0001	COMMON	095306106	288	11,780	SH		SOLE		11,780	0	0
BLUELINX HOLDINGS INC COM USD.01	COMMON	09624H208	667	21,299	SH		SOLE		21,299	0	0
BMC STOCK HOLDINGS INC COM USD.01	COMMON	05591B109	252	13,536	SH		SOLE		13,536	0	0
BOEING CO COM USD5	COMMON	097023105	12,753	34,321	SH		SOLE		34,321	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	5,991	163,068	SH		SOLE		163,068	0	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	287	10,093	SH		SOLE		10,093	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	15,746	55,108	SH		SOLE		55,108	0	0
BOTTOMLINE TECHNOLOGIES INC COM USD.001	COMMON	101388106	2,532	35,117	SH		SOLE		35,117	0	0
BP PLC ADR	COMMON	055622104	19	421	SH		SOLE		421	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	2	130	SH		SOLE		130	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	2,886	62,131	SH		SOLE		62,131	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	3	143	SH		SOLE		143	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	5,973	45,314	SH		SOLE		45,314	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	29,655	638,731	SH		SOLE		638,731	0	0
BT GROUP PLC ADR	COMMON	05577E101	3,229	218,590	SH		SOLE		218,590	0	0
BUCKLE INC COM USD.05	COMMON	118440106	183	7,941	SH		SOLE		7,941	0	0
BUNGE LTD COM USD.01	COMMON	G16962105	1	11	SH		SOLE		11	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	589	3,635	SH		SOLE		3,635	0	0
C H ROBINSON WORLDWIDE INC COM USD.1	COMMON	12541W209	4	38	SH		SOLE		38	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	271	4,614	SH		SOLE		4,614	0	0
CABOT MICROELECTRONICS CORP COM USD.001	COMMON	12709P103	1,832	17,899	SH		SOLE		17,899	0	0
CACI INTL INC -CL A CL A COM USD.1	COMMON	127190304	117	642	SH		SOLE		642	0	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	13,032	287,627	SH		SOLE		287,627	0	0
CAE INC COM NPV	COMMON	124765108	12,415	617,973	SH		SOLE		617,973	0	0
CALAMP CORP COM NPV	COMMON	128126109	352	14,831	SH		SOLE		14,831	0	0
CALEDONIA MINING CORP PLC COM NPV	COMMON	G1757E113	17	2,534	SH		SOLE		2,534	0	0
CALERES INC COM USD3.75	COMMON	129500104	401	11,170	SH		SOLE		11,170	0	0
CAL-MAINE FOODS INC COM USD.01	COMMON	128030202	94	1,942	SH		SOLE		1,942	0	0
CAMBIUM LEARNING GROUP INC COM USD.001	COMMON	13201A107	695	58,727	SH		SOLE		58,727	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	2	26	SH		SOLE		26	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	2	50	SH		SOLE		50	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	3,520	37,964	SH		SOLE		37,964	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	4,425	21,136	SH		SOLE		21,136	0	0
CANNAE HOLDINGS INC COM	COMMON	13765N107	500	23,877	SH		SOLE		23,877	0	0
CANON INC ADR	COMMON	138006309	2,946	93,083	SH		SOLE		93,083	0	0
CANTERBURY PARK HOLDING CORP COM USD.01	COMMON	13811E101	30	1,962	SH		SOLE		1,962	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	2,106	22,201	SH		SOLE		22,201	0	0
CARTER'S INC COM USD.01	COMMON	146229109	37	378	SH		SOLE		378	0	0
CASELLA WASTE SYS INC -CL A CL A COM USD.01	COMMON	147448104	772	25,057	SH		SOLE		25,057	0	0
CASS INFORMATION SYSTEMS INC COM USD2.5	COMMON	14808P109	229	3,549	SH		SOLE		3,549	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	7	46	SH		SOLE		46	0	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	978	46,857	SH		SOLE		46,857	0	0
CBIZ INC COM	COMMON	124805102	38	1,595	SH		SOLE		1,595	0	0
CBL & ASSOCIATES PPTYS INC COM USD.01	COMMON	124830100	1	297	SH		SOLE		297	0	0
CBS CORP CL B COM USD.01 NVTG	COMMON	124857202	14	251	SH		SOLE		251	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	45,352	727,492	SH		OTR		587,577	139,915	0
CDW CORP COM USD.01	COMMON	12514G108	3,310	37,226	SH		SOLE		37,226	0	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602209	3	569	SH		SOLE		569	0	0
CELANESE CORP COM USD.01	COMMON	150870103	55,625	489,681	SH		OTR		382,564	107,117	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	7,058	658,442	SH		SOLE		658,442	0	0
CELGENE CORP COM USD1	COMMON	151020104	48	531	SH		SOLE		531	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	3,852	26,762	SH		SOLE		26,762	0	0
CENTURY CASINOS INC COM USD.01	COMMON	156492100	149	19,931	SH		SOLE		19,931	0	0
CENTURYLINK INC COM USD1	COMMON	156700106	10	450	SH		SOLE		450	0	0
CERECOR INC COM USD.001	COMMON	15671L109	298	63,733	SH		SOLE		63,733	0	0
CERNER CORP COM USD.01	COMMON	156782104	290	4,550	SH		SOLE		4,550	0	0
CGI GROUP INC -CL A CL A COM NPV SVTG	COMMON	39945C109	23,902	374,544	SH		SOLE		374,544	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	3,312	24,622	SH		SOLE		24,622	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	876	2,688	SH		OTR		1,107	1,581	0
CHATHAM LODGING TRUST COM USD.01 SBI	COMMON	16208T102	1	26	SH		SOLE		26	0	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	334	2,835	SH		SOLE		2,835	0	0
CHEESECAKE FACTORY INC COM USD.01	COMMON	163072101	99	1,840	SH		SOLE		1,840	0	0
CHEMED CORP COM USD1	COMMON	16359R103	2,212	6,969	SH		SOLE		6,969	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	34	808	SH		SOLE		808	0	0
CHESAPEAKE LODGING TRUST COM USD.01	COMMON	165240102	1	40	SH		SOLE		40	0	0
CHICOS FAS INC COM USD.01	COMMON	168615102	120	13,956	SH		SOLE		13,956	0	0
CHILDRENS PLACE INC COM USD.1	COMMON	168905107	759	5,961	SH		SOLE		5,961	0	0
CHINA MOBILE LTD SPON ADR	COMMON	16941M109	689	14,077	SH		SOLE		14,077	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	11,719	116,677	SH		SOLE		116,677	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	496	10,031	SH		SOLE		10,031	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	606	35,083	SH		SOLE		35,083	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	8	140	SH		SOLE		140	0	0
CHURCHILL DOWNS INC COM NPV	COMMON	171484108	851	3,085	SH		SOLE		3,085	0	0
CIENA CORP COM USD.01	COMMON	171779309	198	6,397	SH		SOLE		6,397	0	0
CINTAS CORP COM NPV	COMMON	172908105	9	46	SH		SOLE		46	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	669	17,340	SH		SOLE		17,340	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	61,455	1,267,132	SH		OTR		1,022,929	244,203	0
CIT GROUP INC COM USD.01	COMMON	125581801	3,572	69,497	SH		OTR		46,210	23,287	0
CITI TRENDS INC COM	COMMON	17306X102	97	3,411	SH		SOLE		3,411	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	148,978	2,084,204	SH		OTR		1,667,272	416,932	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	109,199	985,368	SH		OTR		799,925	185,443	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	54	3,982	SH		SOLE		3,982	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	246	1,445	SH		SOLE		1,445	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	332	7,280	SH		SOLE		7,280	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	503	23,834	SH		SOLE		23,834	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	3,443	17,431	SH		SOLE		17,431	0	0
COLLIERS INTL GROUP INC COM NPV SVTG	COMMON	194693107	15,862	206,878	SH		SOLE		206,878	0	0
COLUMBIA PROPERTY TRUST INC COM USD.01	COMMON	198287203	4	154	SH		SOLE		154	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	290	3,134	SH		SOLE		3,134	0	0
COMFORT SYSTEMS USA INC COM USD.01	COMMON	199908104	706	12,611	SH		SOLE		12,611	0	0
COMPANHIA SIDERURGICA NACION SPON ADR	COMMON	20440W105	94	41,110	SH		SOLE		41,110	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	153	29,392	SH		SOLE		29,392	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	101,478	2,997,220	SH		OTR		2,389,585	607,635	0
CONMED CORP COM USD.01	COMMON	207410101	10,553	133,544	SH		SOLE		133,544	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	69,626	902,447	SH		OTR		727,448	174,999	0
CONSOL ENERGY INC COM	COMMON	20854L108	986	24,167	SH		SOLE		24,167	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	440	39,606	SH		SOLE		39,606	0	0
CONTINENTAL BUILDING PRODS COM USD.001	COMMON	211171103	4,602	123,386	SH		SOLE		123,386	0	0
CONTINENTAL RESOURCES INC COM USD.01	COMMON	212015101	227	3,345	SH		SOLE		3,345	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	95	1,195	SH		SOLE		1,195	0	0
COPART INC COM NPV	COMMON	217204106	226	4,396	SH		SOLE		4,396	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	74	5,305	SH		SOLE		5,305	0	0
CORE MOLDING TECHNOLOGIES COM USD.01	COMMON	218683100	27	4,038	SH		SOLE		4,038	0	0
CORECIVIC INC COM USD.01	COMMON	21871N101	3	142	SH		SOLE		142	0	0
CORENERGY INFRASTRUCTURE TR COM	COMMON	21870U502	3	73	SH		SOLE		73	0	0
CORNING INC COM USD5	COMMON	219350105	84,134	2,391,655	SH		OTR		1,775,383	616,272	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795106	6	649	SH		SOLE		649	0	0
CPI AEROSTRUCTURES INC COM USD.001	COMMON	125919308	67	8,073	SH		SOLE		8,073	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	122	13,217	SH		SOLE		13,217	0	0
CREDICORP LTD COM USD5	COMMON	G2519Y108	44	197	SH		SOLE		197	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	11	763	SH		SOLE		763	0	0
CROCS INC COM USD.001	COMMON	227046109	1,349	63,840	SH		SOLE		63,840	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	110	12,593	SH		SOLE		12,593	0	0
CSP INC COM USD.01	COMMON	126389105	50	3,804	SH		SOLE		3,804	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	120	2,249	SH		SOLE		2,249	0	0
CSX CORP COM USD1	COMMON	126408103	11,574	156,833	SH		OTR		123,410	33,423	0
CTS CORP COM NPV	COMMON	126501105	416	12,227	SH		SOLE		12,227	0	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	69	2,281	SH		SOLE		2,281	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	1,193	8,746	SH		SOLE		8,746	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	1,845	46,159	SH		SOLE		46,159	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	8,845	112,377	SH		SOLE		112,377	0	0
CYTOMX THERAPEUTICS INC COM USD.00001	COMMON	23284F105	175	9,570	SH		SOLE		9,570	0	0
DANAOS CORP COM USD.01	COMMON	Y1968P105	176	147,004	SH		SOLE		147,004	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	4	36	SH		SOLE		36	0	0
DATA I/O CORP COM NPV	COMMON	237690102	53	10,217	SH		SOLE		10,217	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	8,329	116,530	SH		OTR		85,040	31,490	0
DEAN FOODS CO COM USD.01	COMMON	242370203	1	125	SH		SOLE		125	0	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	12,344	104,555	SH		SOLE		104,555	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	35,383	613,291	SH		OTR		512,060	101,231	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	75	4,213	SH		SOLE		4,213	0	0
DELUXE CORP COM USD1	COMMON	248019101	514	9,021	SH		SOLE		9,021	0	0
DENNYS CORP COM USD.1	COMMON	24869P104	400	27,385	SH		SOLE		27,385	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	2,347	69,916	SH		SOLE		69,916	0	0
DHI GROUP INC COM USD.01	COMMON	23331S100	69	32,929	SH		SOLE		32,929	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	580	4,095	SH		SOLE		4,095	0	0
DIAMOND OFFSHRE DRILLING INC COM USD.01	COMMON	25271C102	5,135	256,752	SH		SOLE		256,752	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	1	89	SH		SOLE		89	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	70	1,994	SH		SOLE		1,994	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	661	8,663	SH		SOLE		8,663	0	0
DIODES INC COM USD.66	COMMON	254543101	230	6,977	SH		SOLE		6,977	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	7,964	104,421	SH		OTR		95,507	8,914	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	45,068	386,342	SH		OTR		313,494	72,848	0
DMC GLOBAL INC COM USD.05	COMMON	23291C103	235	5,824	SH		SOLE		5,824	0	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	8	101	SH		SOLE		101	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	96	1,853	SH		SOLE		1,853	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	194	13,647	SH		SOLE		13,647	0	0
DOVER CORP COM USD1	COMMON	260003108	22,849	258,946	SH		OTR		206,178	52,768	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	4	143	SH		SOLE		143	0	0
DXC TECHNOLOGY COMPANY COM USD1	COMMON	23355L106	9,545	102,205	SH		SOLE		102,205	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	324	4,676	SH		SOLE		4,676	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	843	8,812	SH		SOLE		8,812	0	0
EBAY INC COM USD.001	COMMON	278642103	8,723	265,017	SH		OTR		208,390	56,627	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	367	13,646	SH		SOLE		13,646	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	271	23,693	SH		SOLE		23,693	0	0
EGAIN CORP COM USD.001	COMMON	28225C806	135	16,686	SH		SOLE		16,686	0	0
ELBIT SYSTEMS LTD ORD NIS1	COMMON	M3760D101	80	635	SH		SOLE		635	0	0
ELECTRO SCIENTIFIC INDS INC COM NPV	COMMON	285229100	167	9,584	SH		SOLE		9,584	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	50	7,652	SH		SOLE		7,652	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	2,210	18,345	SH		SOLE		18,345	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	7,759	103,307	SH		SOLE		103,307	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	1,240	18,999	SH		SOLE		18,999	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	230	5,074	SH		SOLE		5,074	0	0
ENANTA PHARMACEUTICALS INC COM USD0.01	COMMON	29251M106	2,698	31,826	SH		SOLE		31,826	0	0
ENCOMPASS HEALTH CORP COM USD.01	COMMON	29261A100	866	11,188	SH		SOLE		11,188	0	0
ENDO INTERNATIONAL PLC COM USD.01	COMMON	G30401106	1,046	62,649	SH		SOLE		62,649	0	0
ENERPLUS CORP COM NPV	COMMON	292766102	4,057	331,965	SH		SOLE		331,965	0	0
ENERSYS COM USD.01	COMMON	29275Y102	354	4,067	SH		SOLE		4,067	0	0
ENI SPA SPON ADR	COMMON	26874R108	218	5,801	SH		SOLE		5,801	0	0
ENNIS INC COM USD2.5	COMMON	293389102	1,792	87,644	SH		SOLE		87,644	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	313	10,871	SH		SOLE		10,871	0	0
ENTEGRA FINANCIAL CORP COM NPV	COMMON	29363J108	43	1,629	SH		SOLE		1,629	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	267	9,309	SH		SOLE		9,309	0	0
ENTERPRISE FINL SERVICES CP COM USD.01	COMMON	293712105	694	13,203	SH		SOLE		13,203	0	0
ENVESTNET INC COM USD.01	COMMON	29404K106	856	14,161	SH		SOLE		14,161	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	231	8,176	SH		SOLE		8,176	0	0
EQUITY COMMONWEALTH COM USD.01	COMMON	294628102	5	148	SH		SOLE		148	0	0
ESCALADE INC COM USD1	COMMON	296056104	66	5,111	SH		SOLE		5,111	0	0
ETSY INC COM USD.001	COMMON	29786A106	1,277	25,050	SH		SOLE		25,050	0	0
EVERCORE INC CL A COM USD.01	COMMON	29977A105	4,104	40,872	SH		SOLE		40,872	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	171	7,117	SH		SOLE		7,117	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	811	73,981	SH		SOLE		73,981	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	363	5,539	SH		SOLE		5,539	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	7	78	SH		SOLE		78	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	1,788	9,013	SH		SOLE		9,013	0	0
FAUQUIER BANKSHARES INC COM USD3.13	COMMON	312059108	4	163	SH		SOLE		163	0	0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV	COMMON	30239F106	254	3,376	SH		SOLE		3,376	0	0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG	COMMON	313148306	338	4,685	SH		SOLE		4,685	0	0
FEDERATED INVESTORS INC CL B COM NPV	COMMON	314211103	199	8,286	SH		SOLE		8,286	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	198	7,783	SH		SOLE		7,783	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	731	41,761	SH		SOLE		41,761	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	444	4,068	SH		SOLE		4,068	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	1,538	39,091	SH		SOLE		39,091	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	126,118	4,531,360	SH		OTR		3,643,053	888,307	0
FINJAN HOLDINGS INC COM	COMMON	31788H303	246	57,077	SH		SOLE		57,077	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	49	961	SH		SOLE		961	0	0
FIRST CAPITAL INC COM USD.01	COMMON	31942S104	52	1,359	SH		SOLE		1,359	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	228	505	SH		SOLE		505	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	293	17,710	SH		SOLE		17,710	0	0
FIRST FINL BANKSHARES INC COM USD10	COMMON	32020R109	98	1,669	SH		SOLE		1,669	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	36	522	SH		SOLE		522	0	0
FIRSTCASH INC COM USD.01	COMMON	33767D105	6,847	83,682	SH		SOLE		83,682	0	0
FIRSTSERVICE CORP SUB VTG	COMMON	33767E103	6,476	77,456	SH		SOLE		77,456	0	0
FLIR SYSTEMS INC COM USD.01	COMMON	302445101	356	5,826	SH		SOLE		5,826	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	49	2,660	SH		SOLE		2,660	0	0
FLUOR CORP COM USD.625	COMMON	343412102	173	3,001	SH		SOLE		3,001	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	124	2,456	SH		SOLE		2,456	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	151	7,204	SH		SOLE		7,204	0	0
FORTINET INC COM USD.001	COMMON	34959E109	3,830	41,651	SH		SOLE		41,651	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	4	48	SH		SOLE		48	0	0
FORTUNA SILVER MINES INC COM NPV	COMMON	349915108	1,491	345,033	SH		SOLE		345,033	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	26	1,257	SH		SOLE		1,257	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	78	6,259	SH		SOLE		6,259	0	0
FOX FACTORY HOLDING CP COM USD.001	COMMON	35138V102	575	8,282	SH		SOLE		8,282	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	1,184	38,945	SH		SOLE		38,945	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	6,242	448,451	SH		SOLE		448,451	0	0
FRIEDMAN INDUSTRIES INC COM USD1	COMMON	358435105	32	3,392	SH		SOLE		3,392	0	0
FS BANCORP INC COM USD.01	COMMON	30263Y104	63	1,125	SH		SOLE		1,125	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	2,112	29,047	SH		SOLE		29,047	0	0
FTS INTERNATIONAL INC COM	COMMON	30283W104	1,967	166,875	SH		SOLE		166,875	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	368	19,830	SH		SOLE		19,830	0	0
GAIN CAPITAL HOLDINGS INC COM USD.00001	COMMON	36268W100	280	43,033	SH		SOLE		43,033	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	64	2,712	SH		SOLE		2,712	0	0
GANNETT CO INC COM USD.01	COMMON	36473H104	6,047	604,280	SH		SOLE		604,280	0	0
GAP INC COM USD.05	COMMON	364760108	2,564	89,113	SH		SOLE		89,113	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	793	14,171	SH		SOLE		14,171	0	0
GENERAL FINANCE CORP/DE COM	COMMON	369822101	506	31,720	SH		SOLE		31,720	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	37,931	887,475	SH		OTR		692,700	194,775	0
GENOMIC HEALTH INC COM USD.0001	COMMON	37244C101	350	5,019	SH		SOLE		5,019	0	0
GEO GROUP INC COM USD.01	COMMON	36162J106	2	89	SH		SOLE		89	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	275	6,078	SH		SOLE		6,078	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	10,725	138,909	SH		SOLE		138,909	0	0
GLOBAL BRASS & COPPER HLDGS COM USD.01	COMMON	37953G103	79	2,145	SH		SOLE		2,145	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	251	4,471	SH		SOLE		4,471	0	0
GODADDY INC CL A COM USD.001	COMMON	380237107	150	1,810	SH		SOLE		1,810	0	0
GOLD RESOURCE CORP COM USD.001	COMMON	38068T105	310	61,257	SH		SOLE		61,257	0	0
GOLDFIELD CORP COM USD.1	COMMON	381370105	34	7,963	SH		SOLE		7,963	0	0
GRACO INC COM USD1	COMMON	384109104	539	11,700	SH		SOLE		11,700	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	44,112	123,772	SH		OTR		99,192	24,580	0
GRAN TIERRA ENERGY INC COM USD.001	COMMON	38500T101	1,966	521,568	SH		SOLE		521,568	0	0
GRAND CANYON EDUCATION INC COM USD.01	COMMON	38526M106	214	1,916	SH		SOLE		1,916	0	0
GRANITE REAL ESTATE INVEST STPLD UNIT	COMMON	387437114	3,757	88,389	SH		SOLE		88,389	0	0
GREENE COUNTY BANCORP INC COM USD.1	COMMON	394357107	50	1,567	SH		SOLE		1,567	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	23	409	SH		SOLE		409	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	12,059	105,554	SH		SOLE		105,554	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	241	38,698	SH		SOLE		38,698	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	102	9,318	SH		SOLE		9,318	0	0
HAMILTON LANE INC CL A COM USD.001	COMMON	407497106	588	13,397	SH		SOLE		13,397	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	145	1,183	SH		SOLE		1,183	0	0
HARRIS CORP COM USD1	COMMON	413875105	1,752	10,352	SH		SOLE		10,352	0	0
HARSCO CORP COM USD1.25	COMMON	415864107	554	19,531	SH		SOLE		19,531	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	81,859	1,644,881	SH		OTR		1,254,437	390,444	0
HARVARD BIOSCIENCE INC COM USD.01	COMMON	416906105	50	9,592	SH		SOLE		9,592	0	0
HAWAIIAN HOLDINGS INC COM USD.01	COMMON	419879101	376	9,378	SH		SOLE		9,378	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	8,753	62,971	SH		SOLE		62,971	0	0
HD SUPPLY HOLDINGS INC COM USD.01	COMMON	40416M105	39,419	924,456	SH		OTR		719,391	205,065	0
HEICO CORP COM USD.166	COMMON	422806109	377	4,089	SH		SOLE		4,089	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	897	6,906	SH		SOLE		6,906	0	0
HELMERICH & PAYNE COM USD.1	COMMON	423452101	251	3,680	SH		SOLE		3,680	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	117	8,433	SH		SOLE		8,433	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	549	3,450	SH		SOLE		3,450	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	8,111	155,562	SH		SOLE		155,562	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	708	35,080	SH		SOLE		35,080	0	0
HMS HOLDINGS CORP COM USD.01	COMMON	40425J101	1,713	52,602	SH		SOLE		52,602	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	3,324	47,799	SH		SOLE		47,799	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	12	57	SH		SOLE		57	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	1,971	65,528	SH		SOLE		65,528	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	438	27,074	SH		SOLE		27,074	0	0
HOPFED BANCORP INC COM USD.01	COMMON	439734104	27	1,530	SH		SOLE		1,530	0	0
HORACE MANN EDUCATORS CORP COM USD.001	COMMON	440327104	97	2,165	SH		SOLE		2,165	0	0
HOSPITALITY PROPERTIES TRUST COM USD.01	COMMON	44106M102	2	75	SH		SOLE		75	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	4	204	SH		SOLE		204	0	0
HOULIHAN LOKEY INC CL A COM USD.001	COMMON	441593100	1,595	35,780	SH		SOLE		35,780	0	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	227	5,161	SH		SOLE		5,161	0	0
HUAZHU GROUP LIMITED - ADR ADR	COMMON	44332N106	186	5,749	SH		SOLE		5,749	0	0
HUDSON GLOBAL INC COM USD.001	COMMON	443787106	29	17,942	SH		SOLE		17,942	0	0
HUMANA INC COM NPV	COMMON	444859102	11,338	33,681	SH		SOLE		33,681	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	6	50	SH		SOLE		50	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	1	5	SH		SOLE		5	0	0
HURCO COMPANIES INC COM USD.1	COMMON	447324104	41	909	SH		SOLE		909	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	197	2,485	SH		SOLE		2,485	0	0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01	COMMON	449172105	128	2,077	SH		SOLE		2,077	0	0
I3 VERTICALS INC COM CL A	COMMON	46571Y107	33	1,422	SH		SOLE		1,422	0	0
IAC/INTERACTIVECORP COM USD1	COMMON	44919P508	439	2,037	SH		SOLE		2,037	0	0
ICF INTERNATIONAL INC COM USD.001	COMMON	44925C103	8,470	112,736	SH		SOLE		112,736	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	391	46,003	SH		SOLE		46,003	0	0
IDEX CORP COM USD.01	COMMON	45167R104	4,707	31,251	SH		SOLE		31,251	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	4,946	19,811	SH		SOLE		19,811	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	176	9,049	SH		SOLE		9,049	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	83	17,318	SH		SOLE		17,318	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	476	46,770	SH		SOLE		46,770	0	0
ING GROEP NV SPON ADR	COMMON	456837103	135	10,423	SH		SOLE		10,423	0	0
INGEVITY CORP COM USD.01	COMMON	45688C107	377	3,734	SH		SOLE		3,734	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	227	6,621	SH		SOLE		6,621	0	0
INGREDION INC COM USD.01	COMMON	457187102	1	12	SH		SOLE		12	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	704	46,204	SH		SOLE		46,204	0	0
INOGEN INC COM USD.001	COMMON	45780L104	872	3,598	SH		SOLE		3,598	0	0
INSTEEL INDUSTRIES COM USD2	COMMON	45774W108	295	8,293	SH		SOLE		8,293	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	637	7,744	SH		SOLE		7,744	0	0
INTEL CORP COM NPV	COMMON	458140100	2,724	58,113	SH		SOLE		58,113	0	0
INTELSAT SA COM USD.01	COMMON	L5140P101	716	24,090	SH		SOLE		24,090	0	0
INTERDIGITAL INC COM USD.01	COMMON	45867G101	790	9,872	SH		SOLE		9,872	0	0
INTERFACE INC COM USD.01	COMMON	458665304	721	31,098	SH		SOLE		31,098	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	2,502	109,413	SH		SOLE		109,413	0	0
INTEST CORP COM USD.01	COMMON	461147100	54	6,938	SH		SOLE		6,938	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	6,441	42,594	SH		SOLE		42,594	0	0
INTRICON CORP COM USD1	COMMON	46121H109	494	8,785	SH		SOLE		8,785	0	0
INTUIT INC COM NPV	COMMON	461202103	13,023	57,299	SH		SOLE		57,299	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	10,655	18,562	SH		SOLE		18,562	0	0
ION GEOPHYSICAL CORP COM USD.01	COMMON	462044207	583	37,669	SH		SOLE		37,669	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	631	4,863	SH		SOLE		4,863	0	0
IRADIMED CORP COM USD.0001	COMMON	46266A109	565	15,203	SH		SOLE		15,203	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	2	55	SH		SOLE		55	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	9	181	SH		SOLE		181	0	0
ISHARES TR CORE MSCI EAFE	COMMON	46432F842	10	163	SH		SOLE		163	0	0
ISHARES TR CORE S&P SCP ETF	COMMON	464287804	6	74	SH		SOLE		74	0	0
ISHARES TR MSCI ACWI ETF	COMMON	464288257	100	1,350	SH		SOLE		1,350	0	0
ISHARES TR MSCI CHINA ETF	COMMON	46429B671	3	48	SH		SOLE		48	0	0
ISHARES TR MSCI EAFE ETF	COMMON	464287465	23	331	SH		SOLE		331	0	0
ISHARES TR RUS 1000 VAL ETF	COMMON	464287598	968	7,644	SH		SOLE		7,644	0	0
ITURAN LOCATION & CONTROL COM NPV	COMMON	M6158M104	12	351	SH		SOLE		351	0	0
J JILL INC COMUSD0.01	COMMON	46620W102	80	12,972	SH		SOLE		12,972	0	0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001	COMMON	46609J106	227	19,080	SH		SOLE		19,080	0	0
JABIL INC COM USD.001	COMMON	466313103	336	12,510	SH		SOLE		12,510	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	122	1,605	SH		SOLE		1,605	0	0
JASON INDUSTRIES INC COM USD.0001	COMMON	471172106	64	19,097	SH		SOLE		19,097	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	688	31,344	SH		SOLE		31,344	0	0
JOHNSON OUTDOORS INC -CL A CL A COM USD.05	COMMON	479167108	412	4,451	SH		SOLE		4,451	0	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	524	3,652	SH		SOLE		3,652	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	21,704	193,001	SH		SOLE		193,001	0	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	75,154	2,515,828	SH		OTR		2,001,603	514,225	0
JUPAI HOLDINGS LTD -ADR ADR	COMMON	48205B107	102	11,863	SH		SOLE		11,863	0	0
JUST ENERGY GROUP INC COM	COMMON	48213W101	1,788	581,948	SH		SOLE		581,948	0	0
K12 INC COM USD.0001	COMMON	48273U102	1,022	57,757	SH		SOLE		57,757	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	336	3,096	SH		SOLE		3,096	0	0
KAMAN CORP COM USD1	COMMON	483548103	132	1,997	SH		SOLE		1,997	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	223	4,617	SH		SOLE		4,617	0	0
KBR INC COM USD.001	COMMON	48242W106	314	14,970	SH		SOLE		14,970	0	0
KEMET CORP COM USD.01	COMMON	488360207	120	6,485	SH		SOLE		6,485	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	285	3,567	SH		SOLE		3,567	0	0
KEWAUNEE SCIENTIFIC CORP COM USD2.5	COMMON	492854104	160	5,095	SH		SOLE		5,095	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	1,845	27,863	SH		SOLE		27,863	0	0
KFORCE INC COM USD.01	COMMON	493732101	3,451	92,584	SH		SOLE		92,584	0	0
KIMBALL ELECTRONICS INC COM NPV	COMMON	49428J109	1	46	SH		SOLE		46	0	0
KINSALE CAPITAL GROUP INC COM USD0.01	COMMON	49714P108	109	1,719	SH		SOLE		1,719	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	12,027	641,086	SH		SOLE		641,086	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	54,550	734,496	SH		OTR		610,768	123,728	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	531	11,676	SH		SOLE		11,676	0	0
KORN/FERRY INTERNATIONAL COM NPV	COMMON	500643200	443	9,062	SH		SOLE		9,062	0	0
KROGER CO COM USD1	COMMON	501044101	60,740	2,092,982	SH		OTR		1,719,375	373,607	0
L BRANDS INC COM USD.5	COMMON	501797104	176	5,816	SH		SOLE		5,816	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	48	3,642	SH		SOLE		3,642	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	5,949	39,216	SH		SOLE		39,216	0	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	4	45	SH		SOLE		45	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	19	291	SH		SOLE		291	0	0
LANCASTER COLONY CORP COM USD1	COMMON	513847103	220	1,486	SH		SOLE		1,486	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	331	5,584	SH		SOLE		5,584	0	0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	COMMON	518439104	31	213	SH		SOLE		213	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	71	2,090	SH		SOLE		2,090	0	0
LA-Z-BOY INC COM USD1	COMMON	505336107	176	5,566	SH		SOLE		5,566	0	0
LEAR CORP COM NPV	COMMON	521865204	4,290	29,591	SH		SOLE		29,591	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	403	152,231	SH		SOLE		152,231	0	0
LEGG MASON INC COM USD.1	COMMON	524901105	1	43	SH		SOLE		43	0	0
LIBERTY GLOBAL PLC SR C COM USD .01	COMMON	G5480U120	327	11,610	SH		SOLE		11,610	0	0
LIBERTY PROPERTY TRUST COM USD.001	COMMON	531172104	6	137	SH		SOLE		137	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	1	12	SH		SOLE		12	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	372	33,822	SH		SOLE		33,822	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	3,893	14,289	SH		SOLE		14,289	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	997	9,291	SH		SOLE		9,291	0	0
LIMESTONE BANCORP INC COM USD	COMMON	53262L105	68	4,373	SH		SOLE		4,373	0	0
LITHIUM AMERICAS CORP COM NPV	COMMON	53680Q207	1,444	304,503	SH		SOLE		304,503	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	1	2	SH		SOLE		2	0	0
LOGITECH INTERNATIONAL SA ORD	COMMON	H50430232	200	4,482	SH		SOLE		4,482	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	407	15,410	SH		SOLE		15,410	0	0
LOWE'S COMPANIES INC COM USD.5	COMMON	548661107	26,774	233,897	SH		OTR		184,246	49,651	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	768	4,728	SH		SOLE		4,728	0	0
LUMINEX CORP COM USD.001	COMMON	55027E102	1,046	34,750	SH		SOLE		34,750	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	299	92,719	SH		SOLE		92,719	0	0
LUTHER BURBANK CORP COM	COMMON	550550107	236	21,671	SH		SOLE		21,671	0	0
LUXFER HOLDINGS PLC ORD GBP0.50	COMMON	G5698W116	24	1,038	SH		SOLE		1,038	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	43,449	424,774	SH		OTR		375,037	49,737	0
MACATAWA BANK CORP COM NPV	COMMON	554225102	183	15,813	SH		SOLE		15,813	0	0
MACY'S INC COM NPV	COMMON	55616P104	7,514	217,037	SH		SOLE		217,037	0	0
MAGELLAN HEALTH INC COM NEW	COMMON	559079207	239	3,341	SH		SOLE		3,341	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	16,324	313,568	SH		SOLE		313,568	0	0
MALIBU BOATS INC CL A COM USD.01	COMMON	56117J100	294	5,401	SH		SOLE		5,401	0	0
MALLINCKRODT PLC ORD USD.2	COMMON	G5785G107	3,135	106,954	SH		SOLE		106,954	0	0
MAM SOFTWARE GROUP INC COM USD.0001	COMMON	55277Q201	28	3,755	SH		SOLE		3,755	0	0
MAMMOTH ENERGY SERVICES INC COM USD0.01	COMMON	56155L108	367	12,604	SH		SOLE		12,604	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	1,008	11,736	SH		SOLE		11,736	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	25,407	1,435,072	SH		SOLE		1,435,072	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	161,444	2,025,660	SH		OTR		1,609,695	415,965	0
MARCUS & MILLICHAP INC COM USD.0001	COMMON	566324109	1,272	36,950	SH		SOLE		36,950	0	0
MARCUS CORP COM USD1	COMMON	566330106	1,113	26,686	SH		SOLE		26,686	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	265	11,572	SH		SOLE		11,572	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	50,908	386,678	SH		OTR		319,436	67,242	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	3,974	188,862	SH		SOLE		188,862	0	0
MARVELL TECHNOLOGY GROUP LTD COM USD.002	COMMON	G5876H105	258	13,444	SH		SOLE		13,444	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	133	13,912	SH		SOLE		13,912	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	606	2,722	SH		SOLE		2,722	0	0
MATCH GROUP INC COM USD.001	COMMON	57665R106	363	6,327	SH		SOLE		6,327	0	0
MATERION CORP COM USD1	COMMON	576690101	1,504	25,036	SH		SOLE		25,036	0	0
MBT FINANCIAL CORP COM NPV	COMMON	578877102	164	14,501	SH		SOLE		14,501	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	40	242	SH		SOLE		242	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	15,994	121,001	SH		OTR		95,803	25,198	0
MEDIFAST INC COM USD.001	COMMON	58470H101	18,091	81,843	SH		SOLE		81,843	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	60	1,014	SH		SOLE		1,014	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	225	10,651	SH		SOLE		10,651	0	0
MELLANOX TECHNOLOGIES LTD ORD USD.01	COMMON	M51363113	3,464	47,185	SH		SOLE		47,185	0	0
MERCK & CO COM NPV	COMMON	58933Y105	2,390	33,695	SH		SOLE		33,695	0	0
MERITOR INC COM USD1	COMMON	59001K100	63	3,269	SH		SOLE		3,269	0	0
METHANEX CORP COM NPV	COMMON	59151K108	46,762	598,478	SH		SOLE		598,478	0	0
METLIFE INC COM	COMMON	59156R108	114,696	2,463,267	SH		OTR		1,941,780	521,487	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	7	11	SH		SOLE		11	0	0
MGP INGREDIENTS INC COM NPV	COMMON	55303J106	497	6,347	SH		SOLE		6,347	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	16,643	368,409	SH		SOLE		368,409	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	262	6,822	SH		SOLE		6,822	0	0
MIND CTI LTD ORD NIS.01	COMMON	M70240102	41	17,683	SH		SOLE		17,683	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	744	120,119	SH		SOLE		120,119	0	0
MIX TELEMATICS LTD ADR	COMMON	60688N102	270	18,691	SH		SOLE		18,691	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	514	146,766	SH		SOLE		146,766	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	1,108	13,860	SH		SOLE		13,860	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	5,957	698,315	SH		SOLE		698,315	0	0
MOELIS & CO CL A COM USD.01	COMMON	60786M105	815	14,893	SH		SOLE		14,893	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	241	1,623	SH		SOLE		1,623	0	0
MONARCH CASINO & RESORT INC COM USD.01	COMMON	609027107	167	3,700	SH		SOLE		3,700	0	0
MONOTYPE IMAGING HOLDINGS COM USD.01	COMMON	61022P100	380	18,965	SH		SOLE		18,965	0	0
MOOG INC -CL A CL A COM USD1	COMMON	615394202	86	1,008	SH		SOLE		1,008	0	0
MORNINGSTAR INC COM	COMMON	617700109	428	3,412	SH		SOLE		3,412	0	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	7	51	SH		SOLE		51	0	0
MSB FINANCIAL CORP COM USD.01	COMMON	55352L101	14	694	SH		SOLE		694	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	8	46	SH		SOLE		46	0	0
MYERS INDUSTRIES INC COM NPV	COMMON	628464109	448	19,440	SH		SOLE		19,440	0	0
MYRIAD GENETICS INC COM USD.01	COMMON	62855J104	147	3,216	SH		SOLE		3,216	0	0
NANOMETRICS INC COM NPV	COMMON	630077105	128	3,409	SH		SOLE		3,409	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	384	25,693	SH		SOLE		25,693	0	0
NASDAQ INC COM USD.01	COMMON	631103108	19	224	SH		SOLE		224	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	138	1,686	SH		SOLE		1,686	0	0
NATIONAL GENERAL HOLDINGS CP COM	COMMON	636220303	547	20,564	SH		SOLE		20,564	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	2	26	SH		SOLE		26	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	512	6,795	SH		SOLE		6,795	0	0
NATIONAL PRESTO INDS INC COM USD1	COMMON	637215104	1,111	8,633	SH		SOLE		8,633	0	0
NATIONAL RETAIL PROPERTIES COM USD.01	COMMON	637417106	1	24	SH		SOLE		24	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	106	10,800	SH		SOLE		10,800	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	627	37,093	SH		SOLE		37,093	0	0
NAUTILUS INC COM NPV	COMMON	63910B102	168	12,037	SH		SOLE		12,037	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	1	57	SH		SOLE		57	0	0
NCR CORP COM USD5	COMMON	62886E108	3	96	SH		SOLE		96	0	0
NELNET INC CL A COM USD.01	COMMON	64031N108	589	10,295	SH		SOLE		10,295	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	88	1,242	SH		SOLE		1,242	0	0
NEOGENOMICS INC COM USD.001	COMMON	64049M209	230	15,142	SH		SOLE		15,142	0	0
NEPTUNE WELLNESS SOLUTION IN COM	COMMON	64079L105	2,872	751,128	SH		SOLE		751,128	0	0
NETAPP INC COM NPV	COMMON	64110D104	697	8,114	SH		SOLE		8,114	0	0
NETGEAR INC COM USD.001	COMMON	64111Q104	297	4,757	SH		SOLE		4,757	0	0
NEW YORK & CO INC COM USD.01	COMMON	649295102	546	141,427	SH		SOLE		141,427	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	213	9,249	SH		SOLE		9,249	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	2	54	SH		SOLE		54	0	0
NEXTGEN HEALTHCARE INC COM USD.01	COMMON	65343C102	837	42,025	SH		SOLE		42,025	0	0
NICE LTD SPON ADR	COMMON	653656108	340	2,969	SH		SOLE		2,969	0	0
NIKE INC CL B COM NPV	COMMON	654106103	526	6,204	SH		SOLE		6,204	0	0
NL INDUSTRIES COM USD1.25	COMMON	629156407	63	10,495	SH		SOLE		10,495	0	0
NOKIA CORP SPON ADR	COMMON	654902204	170	30,442	SH		SOLE		30,442	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	1,842	385,303	SH		SOLE		385,303	0	0
NOODLES & CO CL A COM USD0.01	COMMON	65540B105	71	5,850	SH		SOLE		5,850	0	0
NORBORD INC COM NPV	COMMON	65548P403	23,295	710,365	SH		SOLE		710,365	0	0
NORTHEAST BANCORP/ME COM NPV	COMMON	663904209	31	1,427	SH		SOLE		1,427	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	223	6,439	SH		SOLE		6,439	0	0
NORWOOD FINANCIAL CORP COM USD.1	COMMON	669549107	171	4,365	SH		SOLE		4,365	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	33	387	SH		SOLE		387	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	667	14,142	SH		SOLE		14,142	0	0
NV5 GLOBAL INC COM USD.01	COMMON	62945V109	707	8,222	SH		SOLE		8,222	0	0
NVE CORP COM USD.01	COMMON	629445206	161	1,534	SH		SOLE		1,534	0	0
NVR INC COM USD.01	COMMON	62944T105	1,390	563	SH		SOLE		563	0	0
OAK VALLEY BANCORP COM	COMMON	671807105	30	1,537	SH		SOLE		1,537	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	1,621	10,063	SH		SOLE		10,063	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	2	93	SH		SOLE		93	0	0
OLIN CORP COM USD1	COMMON	680665205	1	31	SH		SOLE		31	0	0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001	COMMON	681116109	89	928	SH		SOLE		928	0	0
OLYMPIC STEEL INC COM NPV	COMMON	68162K106	41	1,946	SH		SOLE		1,946	0	0
OMEGA FLEX INC COM USD.01	COMMON	682095104	288	4,083	SH		SOLE		4,083	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	2	75	SH		SOLE		75	0	0
OMNICELL INC COM NPV	COMMON	68213N109	3	36	SH		SOLE		36	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	7,268	106,849	SH		SOLE		106,849	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	2,998	162,814	SH		SOLE		162,814	0	0
ONESPAN INC COM USD.001	COMMON	68287N100	210	11,127	SH		SOLE		11,127	0	0
OP BANCORP COM	COMMON	67109R109	69	5,922	SH		SOLE		5,922	0	0
OPHTHOTECH CORP COM USD0.001	COMMON	683745103	36	15,057	SH		SOLE		15,057	0	0
OPIANT PHARMACEUTICALS INC COM	COMMON	683750103	60	3,343	SH		SOLE		3,343	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	262	8,301	SH		SOLE		8,301	0	0
ORION ENGINEERED CARBONS SA ORD	COMMON	L72967109	51	1,594	SH		SOLE		1,594	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	5,025	62,011	SH		SOLE		62,011	0	0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25	COMMON	687380105	134	5,646	SH		SOLE		5,646	0	0
ORTHOFIX MEDICAL INC COM USD.1	COMMON	68752M108	447	7,805	SH		SOLE		7,805	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	51	719	SH		SOLE		719	0	0
OTELCO INC CL A COM USD.01	COMMON	688823301	77	4,423	SH		SOLE		4,423	0	0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01	COMMON	69036R863	144	45,558	SH		SOLE		45,558	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	64	3,862	SH		SOLE		3,862	0	0
OWENS-ILLINOIS INC COM USD.01	COMMON	690768403	1	35	SH		SOLE		35	0	0
OXFORD INDUSTRIES INC COM USD1	COMMON	691497309	1,324	14,796	SH		SOLE		14,796	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	842	12,979	SH		SOLE		12,979	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	0	2	SH		SOLE		2	0	0
PAR PACIFIC HOLDINGS INC COM USD.001	COMMON	69888T207	243	11,929	SH		SOLE		11,929	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	244	10,965	SH		SOLE		10,965	0	0
PARK ELECTROCHEMICAL CORP COM USD.1	COMMON	700416209	828	42,806	SH		SOLE		42,806	0	0
PARKE BANCORP INC COM	COMMON	700885106	0	8	SH		SOLE		8	0	0
PATTERSON COMPANIES INC COM USD.01	COMMON	703395103	552	22,588	SH		SOLE		22,588	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	6	68	SH		SOLE		68	0	0
PBF ENERGY INC CL A COM USD0.001	COMMON	69318G106	297	5,978	SH		SOLE		5,978	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	15	373	SH		SOLE		373	0	0
PCM INC COM USD.001	COMMON	69323K100	217	11,100	SH		SOLE		11,100	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	21	4,471	SH		SOLE		4,471	0	0
PEABODY ENERGY CORP WHEN ISSUED	COMMON	704551100	344	9,665	SH		SOLE		9,665	0	0
PEARSON PLC SPON ADR	COMMON	705015105	271	23,549	SH		SOLE		23,549	0	0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01	COMMON	70509V100	4	115	SH		SOLE		115	0	0
PENN NATIONAL GAMING INC COM USD.01	COMMON	707569109	2,031	62,181	SH		SOLE		62,181	0	0
PENNSYLVANIA RE INVS TRUST COM USD1	COMMON	709102107	2	249	SH		SOLE		249	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932B101	580	27,957	SH		SOLE		27,957	0	0
PERCEPTRON INC COM USD.01	COMMON	71361F100	88	9,012	SH		SOLE		9,012	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	1,452	54,917	SH		SOLE		54,917	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	607	7,458	SH		SOLE		7,458	0	0
PFIZER INC COM USD.1	COMMON	717081103	1,987	45,199	SH		SOLE		45,199	0	0
PGT INNOVATIONS INC COM USD	COMMON	69336V101	1,221	56,920	SH		SOLE		56,920	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	55,695	495,705	SH		OTR		395,606	100,099	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	4	214	SH		SOLE		214	0	0
PIMCO ETF TR ENHAN SHRT MA AC	COMMON	72201R833	2	21	SH		SOLE		21	0	0
PLANTRONICS INC COM USD.01	COMMON	727493108	157	2,634	SH		SOLE		2,634	0	0
PLEXUS CORP COM USD.01	COMMON	729132100	21	353	SH		SOLE		353	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	131	959	SH		SOLE		959	0	0
POLARIS INDUSTRIES INC COM NPV	COMMON	731068102	3	31	SH		SOLE		31	0	0
POLYONE CORP COM USD.1	COMMON	73179P106	276	6,365	SH		SOLE		6,365	0	0
POSCO SPON ADR	COMMON	693483109	2,343	35,505	SH		SOLE		35,505	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	5	130	SH		SOLE		130	0	0
PRA GROUP INC COM USD.001	COMMON	69354N106	102	2,827	SH		SOLE		2,827	0	0
PRA HEALTH SCIENCES INC COM USD.01	COMMON	69354M108	331	3,031	SH		SOLE		3,031	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	397	5,659	SH		SOLE		5,659	0	0
PREMIER FINANCIAL BANCORP COM NPV	COMMON	74050M105	104	5,630	SH		SOLE		5,630	0	0
PREMIER INC CL A COM USD0.01	COMMON	74051N102	314	6,883	SH		SOLE		6,883	0	0
PRGX GLOBAL INC COM USD.01	COMMON	69357C503	211	24,290	SH		SOLE		24,290	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	198	1,812	SH		SOLE		1,812	0	0
PRIMERICA INC COM USD.01	COMMON	74164M108	137	1,139	SH		SOLE		1,139	0	0
PRIMORIS SERVICES CORP COM USD.0001	COMMON	74164F103	294	11,838	SH		SOLE		11,838	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	121	2,068	SH		SOLE		2,068	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	94,988	1,145,418	SH		OTR		897,360	248,058	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	376	118,069	SH		SOLE		118,069	0	0
PROGRESS SOFTWARE CORP COM USD.01	COMMON	743312100	2,327	66,448	SH		SOLE		66,448	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	1,555	21,885	SH		SOLE		21,885	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	8	111	SH		SOLE		111	0	0
PROTECTIVE INSURANCE CORP CL B COM NPV	COMMON	74368L203	97	4,219	SH		SOLE		4,219	0	0
PROVIDENCE SERVICE CORP CL A COM USD.001	COMMON	743815102	1,074	16,094	SH		SOLE		16,094	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	4,718	46,564	SH		SOLE		46,564	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	2	17	SH		SOLE		17	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	21	1,137	SH		SOLE		1,137	0	0
PTC INC COM USD.01	COMMON	69370C100	1,044	9,886	SH		SOLE		9,886	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	50,474	2,044,009	SH		OTR		1,642,843	401,166	0
PVH CORP COM USD1	COMMON	693656100	4	26	SH		SOLE		26	0	0
PYXUS INTERNATIONAL INC COM USD10	COMMON	74737V106	286	12,419	SH		SOLE		12,419	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	99	10,425	SH		SOLE		10,425	0	0
QAD INC CL A COM NPV	COMMON	74727D306	1,187	21,138	SH		SOLE		21,138	0	0
QUAD/GRAPHICS INC CL A COM USD.025	COMMON	747301109	366	17,708	SH		SOLE		17,708	0	0
QUAKER CHEMICAL CORP COM USD1	COMMON	747316107	104	521	SH		SOLE		521	0	0
QUALYS INC COM USD0.001	COMMON	74758T303	372	4,220	SH		SOLE		4,220	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	7	63	SH		SOLE		63	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	985	73,120	SH		SOLE		73,120	0	0
QURATE RETAIL INC INT COM SER A	COMMON	74915M100	1,296	58,438	SH		SOLE		58,438	0	0
R F INDUSTRIES LTD COM USD.01	COMMON	749552105	437	61,587	SH		SOLE		61,587	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	135	989	SH		SOLE		989	0	0
RAMCO-GERSHENSON PROPERTIES SHS BEN INT USD.01	COMMON	751452202	6	427	SH		SOLE		427	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	606	6,578	SH		SOLE		6,578	0	0
RAYONIER ADVANCED MATERIALS COM USD.01	COMMON	75508B104	138	7,511	SH		SOLE		7,511	0	0
RBC BEARINGS INC COM USD.01	COMMON	75524B104	220	1,475	SH		SOLE		1,475	0	0
RCM TECHNOLOGIES INC COM USD.05	COMMON	749360400	32	7,466	SH		SOLE		7,466	0	0
REALOGY HOLDINGS CORP CL A COM USD.01	COMMON	75605Y106	1	65	SH		SOLE		65	0	0
RED HAT INC COM USD.0001	COMMON	756577102	351	2,577	SH		SOLE		2,577	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	3	31	SH		SOLE		31	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	107,994	5,904,186	SH		OTR		4,785,370	1,118,816	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	888	6,151	SH		SOLE		6,151	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	2,497	87,470	SH		SOLE		87,470	0	0
RESOLUTE FOREST PRODUCTS INC COM USD.001	COMMON	76117W109	1,898	148,081	SH		SOLE		148,081	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	4	320	SH		SOLE		320	0	0
REX AMERICAN RESOURCES CORP COM USD.01	COMMON	761624105	399	5,280	SH		SOLE		5,280	0	0
RICHARDSON ELECTRONICS LTD COM USD.05	COMMON	763165107	56	6,407	SH		SOLE		6,407	0	0
RIO TINTO GROUP (GBR) SPON ADR	COMMON	767204100	11,122	217,996	SH		SOLE		217,996	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	1,424	39,860	SH		SOLE		39,860	0	0
RIVERVIEW BANCORP INC COM USD1	COMMON	769397100	192	21,694	SH		SOLE		21,694	0	0
RLI CORP COM USD1	COMMON	749607107	342	4,393	SH		SOLE		4,393	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	1	52	SH		SOLE		52	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	5,719	61,897	SH		SOLE		61,897	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	3,189	45,663	SH		SOLE		45,663	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	2,276	12,139	SH		SOLE		12,139	0	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	441	15,599	SH		SOLE		15,599	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	9,438	185,437	SH		SOLE		185,437	0	0
ROLLINS INC COM USD1	COMMON	775711104	141	2,330	SH		SOLE		2,330	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	20,080	253,056	SH		SOLE		253,056	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	252	3,691	SH		SOLE		3,691	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	965	24,737	SH		SOLE		24,737	0	0
RUTHS HOSPITALITY GROUP INC COM USD.01	COMMON	783332109	177	5,678	SH		SOLE		5,678	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	237	20,986	SH		SOLE		20,986	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	4	41	SH		SOLE		41	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	6	30	SH		SOLE		30	0	0
SALEM MEDIA GROUP INC CL A COM USD.01	COMMON	794093104	122	35,840	SH		SOLE		35,840	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	1,352	13,129	SH		SOLE		13,129	0	0
SANMINA CORP COM USD.01	COMMON	801056102	34	1,223	SH		SOLE		1,223	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	3	138	SH		SOLE		138	0	0
SB FINANCIAL GROUP INC COM USD2.5	COMMON	78408D105	130	6,409	SH		SOLE		6,409	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	5	34	SH		SOLE		34	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	116	2,899	SH		SOLE		2,899	0	0
SCHNITZER STEEL INDS -CL A CL A COM USD.01	COMMON	806882106	414	15,305	SH		SOLE		15,305	0	0
SCIENCE APPLICATIONS INTL CP COM USD.0001	COMMON	808625107	92	1,137	SH		SOLE		1,137	0	0
SEACOAST BANKING CORP/FL COM USD.1	COMMON	811707801	150	5,197	SH		SOLE		5,197	0	0
SEACOR HOLDINGS INC COM USD.01	COMMON	811904101	183	3,733	SH		SOLE		3,733	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	93,128	1,972,825	SH		OTR		1,665,335	307,490	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	60,157	1,503,489	SH		OTR		1,174,731	328,758	0
SEI INVESTMENTS CO COM USD.01	COMMON	784117103	324	5,334	SH		SOLE		5,334	0	0
SELECT SECTOR SPDR TR SBI INT-FINL	COMMON	81369Y605	3	121	SH		SOLE		121	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	414	10,745	SH		SOLE		10,745	0	0
SHUTTERFLY INC COM USD.0001	COMMON	82568P304	150	2,300	SH		SOLE		2,300	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	181	13,101	SH		SOLE		13,101	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	5	28	SH		SOLE		28	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	362	18,037	SH		SOLE		18,037	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	4,126	68,373	SH		SOLE		68,373	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	2	291	SH		SOLE		291	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	7,301	261,885	SH		SOLE		261,885	0	0
SKYLINE CHAMPION CORP COM USD.0277	COMMON	830830105	258	9,039	SH		SOLE		9,039	0	0
SMART GLOBAL HOLDINGS INC Ordinary Shares	COMMON	G8232Y101	252	8,770	SH		SOLE		8,770	0	0
SOC QUIMICA Y MINERA DE CHI SPON ADR SER B	COMMON	833635105	433	9,470	SH		SOLE		9,470	0	0
SONY CORP ADR	COMMON	835699307	667	10,990	SH		SOLE		10,990	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	803	12,863	SH		SOLE		12,863	0	0
SP PLUS CORP CL A USD.001	COMMON	78469C103	7,176	196,794	SH		SOLE		196,794	0	0
SPARTANNASH CO COM NPV	COMMON	847215100	70	3,486	SH		SOLE		3,486	0	0
SPEEDWAY MOTORSPORTS INC COM USD.01	COMMON	847788106	50	2,790	SH		SOLE		2,790	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	32,905	360,297	SH		OTR		284,166	76,131	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W102	7	891	SH		SOLE		891	0	0
SPROUTS FARMERS MARKET COM USD.001	COMMON	85208M102	2	81	SH		SOLE		81	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	369	7,158	SH		SOLE		7,158	0	0
SS&C TECHNOLOGIES HLDGS INC COM USD.01	COMMON	78467J100	1,457	25,667	SH		SOLE		25,667	0	0
SSR MINING INC COM NPV	COMMON	784730103	2,136	248,270	SH		SOLE		248,270	0	0
STAGE STORES INC COM NEW	COMMON	85254C305	1	464	SH		SOLE		464	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	323	1,439	SH		SOLE		1,439	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	1,495	26,297	SH		OTR		22,520	3,777	0
STARS GROUP INC COM NPV	COMMON	85570W100	12,055	490,471	SH		SOLE		490,471	0	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	6,746	150,510	SH		SOLE		150,510	0	0
STEPAN CO COM USD1	COMMON	858586100	1,798	20,660	SH		SOLE		20,660	0	0
STERIS PLC COM NPV	COMMON	G84720104	1,400	12,247	SH		SOLE		12,247	0	0
STEWART INFORMATION SERVICES COM USD1	COMMON	860372101	293	6,517	SH		SOLE		6,517	0	0
STONERIDGE INC COM NPV	COMMON	86183P102	276	9,361	SH		SOLE		9,361	0	0
STURM RUGER & CO INC COM USD1	COMMON	864159108	125	1,804	SH		SOLE		1,804	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	256	31,916	SH		SOLE		31,916	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	40,859	1,038,144	SH		SOLE		1,038,144	0	0
SUNCOKE ENERGY INC COM USD.01	COMMON	86722A103	381	32,809	SH		SOLE		32,809	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	12,200	318,601	SH		SOLE		318,601	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	1	73	SH		SOLE		73	0	0
SUNTRUST BANKS INC COM USD1	COMMON	867914103	17,826	267,706	SH		OTR		231,352	36,354	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	38	1,980	SH		SOLE		1,980	0	0
SURMODICS INC COM USD.05	COMMON	868873100	101	1,368	SH		SOLE		1,368	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	351	1,136	SH		SOLE		1,136	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	364	11,943	SH		SOLE		11,943	0	0
SYNALLOY CORP COM USD1	COMMON	871565107	224	9,807	SH		SOLE		9,807	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	38,191	1,233,343	SH		OTR		982,958	250,385	0
SYSCO CORP COM USD1	COMMON	871829107	93,694	1,283,987	SH		OTR		1,003,182	280,805	0
SYSTEMAX INC COM USD.01	COMMON	871851101	265	8,122	SH		SOLE		8,122	0	0
TABULA RASA HEALTHCARE INC COM USD.0001	COMMON	873379101	712	8,839	SH		SOLE		8,839	0	0
TAILORED BRANDS INC COM USD.01	COMMON	87403A107	1,089	43,541	SH		SOLE		43,541	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	91	666	SH		SOLE		666	0	0
TARGET CORP COM USD1	COMMON	87612E106	74,354	845,140	SH		OTR		703,779	141,361	0
TCF FINANCIAL CORP COM USD.01	COMMON	872275102	28	1,190	SH		SOLE		1,190	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	7	75	SH		SOLE		75	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	2,017	104,665	SH		SOLE		104,665	0	0
TECK RESOURCES LTD CL B COM NPV SVTG	COMMON	878742204	36,361	1,524,506	SH		SOLE		1,524,506	0	0
TELARIA INC COM USD.0001	COMMON	879181105	1	334	SH		SOLE		334	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	40	164	SH		SOLE		164	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	19	760	SH		SOLE		760	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	2	61	SH		SOLE		61	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	162	10,623	SH		SOLE		10,623	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	641	9,448	SH		SOLE		9,448	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	7,354	68,545	SH		SOLE		68,545	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	75	1,090	SH		SOLE		1,090	0	0
TEXTRON INC COM USD.125	COMMON	883203101	711	9,947	SH		SOLE		9,947	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903105	1,386	30,370	SH		SOLE		30,370	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	243	2,917	SH		SOLE		2,917	0	0
TIER REIT INC COM USD.0001	COMMON	88650V208	4	185	SH		SOLE		185	0	0
TILLY'S INC CL A COM NPV	COMMON	886885102	235	12,390	SH		SOLE		12,390	0	0
TIMBERLAND BANCORP INC COM USD.01	COMMON	887098101	278	8,942	SH		SOLE		8,942	0	0
TJX COMPANIES INC COM USD1	COMMON	872540109	18	159	SH		SOLE		159	0	0
T-MOBILE US INC COM	COMMON	872590104	1,929	27,491	SH		SOLE		27,491	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	19,148	318,396	SH		SOLE		318,396	0	0
TOTAL SYSTEM SERVICES INC COM USD.1	COMMON	891906109	14,830	150,196	SH		SOLE		150,196	0	0
TOWER INTERNATIONAL INC COM USD.01	COMMON	891826109	142	4,709	SH		SOLE		4,709	0	0
TOWER SEMICONDUCTOR LTD ORD NIS1	COMMON	M87915274	204	9,379	SH		SOLE		9,379	0	0
TOWN SPORTS INTL HOLDINGS COM USD.001	COMMON	89214A102	512	59,227	SH		SOLE		59,227	0	0
TRANSACT TECHNOLOGIES INC COM USD.01	COMMON	892918103	144	9,985	SH		SOLE		9,985	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	321	14,031	SH		SOLE		14,031	0	0
TRANSGLOBE ENERGY CORP COM NPV	COMMON	893662106	1,692	511,880	SH		SOLE		511,880	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	4	55	SH		SOLE		55	0	0
TRAVELPORT WORLDWIDE LTD ORD USD0.0025	COMMON	G9019D104	5,565	330,309	SH		SOLE		330,309	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	272	22,977	SH		SOLE		22,977	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	537	24,803	SH		SOLE		24,803	0	0
TRINET GROUP INC COM USD.000025	COMMON	896288107	265	4,733	SH		SOLE		4,733	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	1	8	SH		SOLE		8	0	0
TRONC INC COM USD.01	COMMON	89703P107	1	42	SH		SOLE		42	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	489	18,770	SH		SOLE		18,770	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	1,078	67,876	SH		SOLE		67,876	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	806	19,436	SH		SOLE		19,436	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	286	14,485	SH		SOLE		14,485	0	0
TYSON FOODS INC -CL A CL A COM USD.1	COMMON	902494103	735	12,348	SH		SOLE		12,348	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	117	1,488	SH		SOLE		1,488	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	687	5,837	SH		SOLE		5,837	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	116	14,287	SH		SOLE		14,287	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	46,396	285,972	SH		OTR		223,342	62,630	0
UNIQUE FABRICATING INC COM USD.001	COMMON	90915J103	87	10,749	SH		SOLE		10,749	0	0
UNISYS CORP COM USD.01	COMMON	909214306	635	31,269	SH		SOLE		31,269	0	0
UNITED CONTINENTAL HLDGS INC COM NEW	COMMON	910047109	30,423	342,742	SH		OTR		260,911	81,831	0
UNITED NATURAL FOODS INC COM USD.01	COMMON	911163103	419	13,978	SH		SOLE		13,978	0	0
UNITED SECURITY BANCSHARS CA COM NPV	COMMON	911460103	93	8,371	SH		SOLE		8,371	0	0
UNITED STATES STEEL CORP COM NPV	COMMON	912909108	107	3,541	SH		SOLE		3,541	0	0
UNITED TECHNOLOGIES CORP COM USD5	COMMON	913017109	0	3	SH		SOLE		3	0	0
UNITED THERAPEUTICS CORP COM USD.01	COMMON	91307C102	1	7	SH		SOLE		7	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	22	83	SH		SOLE		83	0	0
UNITI GROUP INC COM USD.0001	COMMON	91325V108	1	49	SH		SOLE		49	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	697	10,723	SH		SOLE		10,723	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	1,522	11,908	SH		SOLE		11,908	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	1,941	40,113	SH		SOLE		40,113	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	770	20,994	SH		SOLE		20,994	0	0
UNVL STAINLESS & ALLOY PRODS COM USD.01	COMMON	913837100	274	10,757	SH		SOLE		10,757	0	0
US ECOLOGY INC COM NPV	COMMON	91732J102	697	9,525	SH		SOLE		9,525	0	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	25	821	SH		SOLE		821	0	0
USA TRUCK INC COM USD.01	COMMON	902925106	775	38,455	SH		SOLE		38,455	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	466	3,885	SH		SOLE		3,885	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	194	2,084	SH		SOLE		2,084	0	0
UTSTARCOM HOLDINGS CORP COM USD.00125	COMMON	G9310A114	14	3,555	SH		SOLE		3,555	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	558	204,534	SH		SOLE		204,534	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	342	1,253	SH		SOLE		1,253	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	122,844	1,083,675	SH		OTR		900,604	183,071	0
VALHI INC COM USD1	COMMON	918905100	182	80,405	SH		SOLE		80,405	0	0
VANGUARD INDEX FDS GROWTH ETF	COMMON	922908736	7	42	SH		SOLE		42	0	0
VANGUARD INDEX FDS LARGE CAP ETF	COMMON	922908637	23	171	SH		SOLE		171	0	0
VANGUARD INDEX FDS MID CAP ETF	COMMON	922908629	11	68	SH		SOLE		68	0	0
VANGUARD INDEX FDS VALUE ETF	COMMON	922908744	9	82	SH		SOLE		82	0	0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF	COMMON	922042742	1	15	SH		SOLE		15	0	0
VECTRUS INC COM USD.01	COMMON	92242T101	156	4,986	SH		SOLE		4,986	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	225	17,615	SH		SOLE		17,615	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	713	6,557	SH		SOLE		6,557	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	744	48,768	SH		SOLE		48,768	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	1,688	10,551	SH		SOLE		10,551	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	5	39	SH		SOLE		39	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	5	102	SH		SOLE		102	0	0
VERSO CORP CL A COM USD.01	COMMON	92531L207	4,040	120,353	SH		SOLE		120,353	0	0
VF CORP COM NPV	COMMON	918204108	24,959	268,182	SH		OTR		216,566	51,616	0
VIACOM INC CL B COM USD	COMMON	92553P201	14,924	442,059	SH		SOLE		442,059	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	239	8,836	SH		SOLE		8,836	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	1,061	7,068	SH		SOLE		7,068	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	1,049	51,614	SH		SOLE		51,614	0	0
VISHAY PRECISION GROUP INC COM USD.01	COMMON	92835K103	878	23,647	SH		SOLE		23,647	0	0
VISTEON CORP COM NEW	COMMON	92839U206	249	2,696	SH		SOLE		2,696	0	0
VITAMIN SHOPPE INC COM USD.001	COMMON	92849E101	403	40,614	SH		SOLE		40,614	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	2,320	14,894	SH		SOLE		14,894	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	307	14,137	SH		SOLE		14,137	0	0
VONAGE HOLDINGS CORP COM USD.001	COMMON	92886T201	2,053	146,017	SH		SOLE		146,017	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	102,585	2,072,668	SH		OTR		1,653,116	419,552	0
W P CAREY INC COM USD.001	COMMON	92936U109	4	67	SH		SOLE		67	0	0
W&T OFFSHORE INC COM USD.00001	COMMON	92922P106	1,188	123,736	SH		SOLE		123,736	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	82	4,475	SH		SOLE		4,475	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	1,071	50,552	SH		SOLE		50,552	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	23,839	328,178	SH		OTR		280,647	47,531	0
WALMART INC COM USD.1	COMMON	931142103	88	950	SH		SOLE		950	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	546	20,292	SH		SOLE		20,292	0	0
WASHINGTON PRIME GROUP INC COM	COMMON	93964W108	3	351	SH		SOLE		351	0	0
WATSCO INC COM USD.5	COMMON	942622200	1	8	SH		SOLE		8	0	0
WEIGHT WATCHERS INTL INC COM NVP	COMMON	948626106	370	5,185	SH		SOLE		5,185	0	0
WEINGARTEN REALTY INVST COM SHS INT USD.03	COMMON	948741103	2	75	SH		SOLE		75	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	613	14,157	SH		SOLE		14,157	0	0
WELLCARE HEALTH PLANS INC COM USD.01	COMMON	94946T106	7,558	23,590	SH		SOLE		23,590	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	1,442	41,113	SH		SOLE		41,113	0	0
WESTELL TECH INC -CL A CL A COM USD.01	COMMON	957541204	1	389	SH		SOLE		389	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	5,291	90,382	SH		SOLE		90,382	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	96,350	5,072,783	SH		OTR		3,998,832	1,073,951	0
WESTLAKE CHEMICAL CORP COM USD.01	COMMON	960413102	1,446	17,443	SH		SOLE		17,443	0	0
WESTPORT FUEL SYSTEMS INC COM NPV	COMMON	960908309	776	263,596	SH		SOLE		263,596	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	177	5,026	SH		SOLE		5,026	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	680	11,297	SH		SOLE		11,297	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	393	5,812	SH		SOLE		5,812	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	507	15,411	SH		SOLE		15,411	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	314	60,294	SH		SOLE		60,294	0	0
WOORI BANK ADR	COMMON	98105T104	1,796	39,619	SH		SOLE		39,619	0	0
WORKIVA INC CL A COM USD.001	COMMON	98139A105	349	8,933	SH		SOLE		8,933	0	0
WORLD WRESTLING ENTMT INC CL A COM USD.01	COMMON	98156Q108	2,343	24,398	SH		SOLE		24,398	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	290	6,696	SH		SOLE		6,696	0	0
WPP PLC ADR	COMMON	92937A102	244	3,329	SH		SOLE		3,329	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	10	406	SH		SOLE		406	0	0
XOMA CORP COM USD.0005	COMMON	98419J206	112	6,424	SH		SOLE		6,424	0	0
XPO LOGISTICS INC COM USD.001	COMMON	983793100	107	944	SH		SOLE		944	0	0
XYLEM INC COM USD.01	COMMON	98419M100	378	4,730	SH		SOLE		4,730	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	66,305	731,402	SH		OTR		596,896	134,506	0
YY INC -ADR ADR	COMMON	98426T106	292	3,891	SH		SOLE		3,891	0	0
ZAGG INC COM USD.001	COMMON	98884U108	976	66,381	SH		SOLE		66,381	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	113	642	SH		SOLE		642	0	0
ZIONS BANCORPORATION COM NPV	COMMON	989701107	64	1,287	SH		SOLE		1,287	0	0
ZOETIS INC CL A COM USD.01	COMMON	98978V103	1,106	12,075	SH		SOLE		12,075	0	0