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	460	25,219	SH		SOLE		25,219	0	0
3PEA INTERNATIONAL INC COM	COMMON	88579C109	462	58,144	SH		SOLE		58,144	0	0
A. H. BELO CORP CL A COM USD.01	COMMON	001282102	67	18,122	SH		SOLE		18,122	0	0
AARON'S INC COM USD.5	COMMON	002535300	853	16,212	SH		SOLE		16,212	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	511	6,389	SH		SOLE		6,389	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	19,383	240,984	SH		OTR		210,934	30,050	0
ABERCROMBIE & FITCH -CL A CL A COM USD.01	COMMON	002896207	1,244	45,437	SH		SOLE		45,437	0	0
ACCO BRANDS CORP COM	COMMON	00081T108	11	1,329	SH		SOLE		1,329	0	0
ACI WORLDWIDE INC CL A COM USD.005	COMMON	004498101	1,581	48,324	SH		SOLE		48,324	0	0
ACNB CORP COM USD2.5	COMMON	000868109	81	2,254	SH		SOLE		2,254	0	0
ACUITY BRANDS INC COM USD.01	COMMON	00508Y102	1	11	SH		SOLE		11	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	157	4,009	SH		SOLE		4,009	0	0
ADOBE INC COM NPV	COMMON	00724F101	3,475	13,040	SH		SOLE		13,040	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	191	16,547	SH		SOLE		16,547	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	325	11,374	SH		SOLE		11,374	0	0
AEGON NV NY SHR ADR	COMMON	007924103	2,021	421,973	SH		SOLE		421,973	0	0
AEROHIVE NETWORKS INC COM USD.001	COMMON	007786106	84	18,482	SH		SOLE		18,482	0	0
AEROJET ROCKETDYNE HOLDINGS COM USD.1	COMMON	007800105	210	5,936	SH		SOLE		5,936	0	0
AES CORP COM USD.01	COMMON	00130H105	550	30,583	SH		SOLE		30,583	0	0
AETERNA ZENTARIS INC COM NPV SVTG	COMMON	007975402	116	25,051	SH		SOLE		25,051	0	0
AFLAC INC COM USD.1	COMMON	001055102	8,191	163,876	SH		SOLE		163,876	0	0
AGCO CORP COM USD.01	COMMON	001084102	304	4,380	SH		SOLE		4,380	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	857	40,672	SH		SOLE		40,672	0	0
AIR PRODUCTS & CHEMICALS INC COM USD1	COMMON	009158106	2	11	SH		SOLE		11	0	0
AIRGAIN INC COM USD.0001	COMMON	00938A104	105	8,160	SH		SOLE		8,160	0	0
ALARM.COM HOLDINGS INC COM USD.01	COMMON	011642105	109	1,689	SH		SOLE		1,689	0	0
ALASKA COMMUNICATIONS SYS GP COM USD.01	COMMON	01167P101	182	94,973	SH		SOLE		94,973	0	0
ALGONQUIN POWER & UTIL CORP COM	COMMON	015857105	3,529	315,556	SH		SOLE		315,556	0	0
ALICO INC COM USD1	COMMON	016230104	68	2,492	SH		SOLE		2,492	0	0
ALLEGHANY CORP COM USD1	COMMON	017175100	59	97	SH		SOLE		97	0	0
ALLIANCE DATA SYSTEMS CORP COM USD.01	COMMON	018581108	1	3	SH		SOLE		3	0	0
ALLIED MOTION TECHNOLOGIES COM NPV	COMMON	019330109	404	11,807	SH		SOLE		11,807	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	491	10,967	SH		SOLE		10,967	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	371	3,936	SH		SOLE		3,936	0	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	68,270	2,489,600	SH		OTR		1,953,321	536,279	0
ALTISOURCE PORTFOLIO SOLTNS COM USD1	COMMON	L0175J104	728	30,746	SH		SOLE		30,746	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	25,215	439,764	SH		OTR		312,589	127,175	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	59	4,985	SH		SOLE		4,985	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	0	8	SH		SOLE		8	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	1,226	9,987	SH		SOLE		9,987	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	9,827	309,447	SH		OTR		172,432	137,015	0
AMERICAN ASSETS TRUST INC COM USD.01	COMMON	024013104	5	102	SH		SOLE		102	0	0
AMERICAN AXLE & MFG HOLDINGS COM USD.01	COMMON	024061103	57	3,977	SH		SOLE		3,977	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	368	8,552	SH		SOLE		8,552	0	0
AMERICAN NATIONAL INSURANCE COM USD1	COMMON	028591105	542	4,484	SH		SOLE		4,484	0	0
AMERICA'S CAR-MART INC COM USD.01	COMMON	03062T105	973	10,700	SH		SOLE		10,700	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	151,573	1,185,623	SH		OTR		949,210	236,413	0
AMERISERV FINANCIAL INC/PA COM NPV	COMMON	03074A102	70	17,407	SH		SOLE		17,407	0	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	0	3	SH		SOLE		3	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	849	38,460	SH		SOLE		38,460	0	0
AMETEK INC COM USD1	COMMON	031100100	349	4,205	SH		SOLE		4,205	0	0
AMGEN INC COM NPV	COMMON	031162100	117,177	617,916	SH		OTR		491,313	126,603	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	657	77,104	SH		SOLE		77,104	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	125	2,674	SH		SOLE		2,674	0	0
ANADARKO PETROLEUM CORP COM USD.1	COMMON	032511107	37,755	831,290	SH		OTR		581,434	249,856	0
ANALOG DEVICES COM USD.16	COMMON	032654105	1,204	11,433	SH		SOLE		11,433	0	0
ANGLOGOLD ASHANTI LTD SPON ADR	COMMON	035128206	31	2,344	SH		SOLE		2,344	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	283	1,551	SH		SOLE		1,551	0	0
ANTHEM INC COM USD.01	COMMON	036752103	2,746	9,568	SH		SOLE		9,568	0	0
AON PLC CL A ORD	COMMON	G0408V102	18,450	108,177	SH		OTR		76,152	32,025	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R754	4	83	SH		SOLE		83	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	1,389	17,575	SH		SOLE		17,575	0	0
APPLE INC COM NPV	COMMON	037833100	1,015	5,375	SH		SOLE		5,375	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	660	16,687	SH		SOLE		16,687	0	0
APYX MEDICAL CORP COM USD.001	COMMON	03837C106	200	31,909	SH		SOLE		31,909	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	352	157,654	SH		SOLE		157,654	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	6,539	212,472	SH		SOLE		212,472	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	621	30,487	SH		SOLE		30,487	0	0
ARCH CAPITAL GROUP LTD COM USD.01	COMMON	G0450A105	505	15,638	SH		SOLE		15,638	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	3	62	SH		SOLE		62	0	0
ARMSTRONG FLOORING INC COM USD.01	COMMON	04238R106	429	31,537	SH		SOLE		31,537	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	4,500	56,669	SH		SOLE		56,669	0	0
AROTECH CORP COM USD.01	COMMON	042682203	78	26,472	SH		SOLE		26,472	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	4	50	SH		SOLE		50	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	112	4,469	SH		SOLE		4,469	0	0
ASGN INC COM USD.01	COMMON	00191U102	1,127	17,750	SH		SOLE		17,750	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	140	743	SH		SOLE		743	0	0
ASPEN TECHNOLOGY INC COM USD.1	COMMON	045327103	1,984	19,115	SH		SOLE		19,115	0	0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001	COMMON	045528106	127	3,219	SH		SOLE		3,219	0	0
ASSURED GUARANTY LTD COM	COMMON	G0585R106	1	30	SH		SOLE		30	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	11	260	SH		SOLE		260	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	293	14,376	SH		SOLE		14,376	0	0
ATKORE INTL GROUP INC COM USD.01	COMMON	047649108	819	38,099	SH		SOLE		38,099	0	0
ATRION CORP COM USD1	COMMON	049904105	100	114	SH		SOLE		114	0	0
AU OPTRONICS CORP SPONSORED ADR	COMMON	002255107	243	66,693	SH		SOLE		66,693	0	0
AUBURN NATIONAL BANCORP COM USD.01	COMMON	050473107	79	1,991	SH		SOLE		1,991	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	212	15,304	SH		SOLE		15,304	0	0
AUTOHOME INC -ADR ADR	COMMON	05278C107	132	1,255	SH		SOLE		1,255	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	2,731	17,099	SH		SOLE		17,099	0	0
AUTOZONE INC COM NPV	COMMON	053332102	4,982	4,866	SH		OTR		4,071	795	0
AVALONBAY COMMUNITIES INC COM USD.01	COMMON	053484101	3	16	SH		SOLE		16	0	0
AXON ENTERPRISE INC COM USD.00001	COMMON	05464C101	435	8,031	SH		SOLE		8,031	0	0
B2GOLD CORP COM NPV	COMMON	11777Q209	1,098	394,537	SH		SOLE		394,537	0	0
BALCHEM CORP -CL B CL B COM USD.06	COMMON	057665200	976	10,557	SH		SOLE		10,557	0	0
BALL CORP COM NPV	COMMON	058498106	621	10,747	SH		SOLE		10,747	0	0
BANCO SANTANDER BRASIL -ADR ADR	COMMON	05967A107	415	36,995	SH		SOLE		36,995	0	0
BANCO SANTANDER MEXICO -ADR ADR	COMMON	05969B103	2,691	397,460	SH		SOLE		397,460	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	26,357	956,140	SH		OTR		733,919	222,221	0
BANK OF COMMERCE HOLDINGS COM NPV	COMMON	06424J103	111	10,547	SH		SOLE		10,547	0	0
BANK OF MARIN BANCORP COM NPV	COMMON	063425102	58	1,417	SH		SOLE		1,417	0	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	1,451	27,406	SH		SOLE		27,406	0	0
BANK OF PRINCETON COM	COMMON	064520109	35	1,092	SH		SOLE		1,092	0	0
BANKFINANCIAL CORP COM USD.01	COMMON	06643P104	182	12,209	SH		SOLE		12,209	0	0
BANKUNITED INC COM USD.01	COMMON	06652K103	1	30	SH		SOLE		30	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	2,921	214,300	SH		SOLE		214,300	0	0
BAUSCH HEALTH COMPANIES INC COM NPV	COMMON	071734107	6,542	266,700	SH		SOLE		266,700	0	0
BB&T CORP COM USD5	COMMON	054937107	7,285	156,575	SH		OTR		117,158	39,417	0
BCE INC COM NPV	COMMON	05534B760	6,956	157,555	SH		SOLE		157,555	0	0
BELDEN INC COM USD.01	COMMON	077454106	294	5,472	SH		SOLE		5,472	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	67,414	950,349	SH		OTR		776,371	173,978	0
BG STAFFING INC COM	COMMON	05544A109	330	15,117	SH		SOLE		15,117	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	738	3,731	SH		SOLE		3,731	0	0
BJ'S RESTAURANTS INC COM NPV	COMMON	09180C106	7,502	159,204	SH		SOLE		159,204	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	12	495	SH		SOLE		495	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	123	6,008	SH		SOLE		6,008	0	0
BLUCORA INC COM USD.0001	COMMON	095229100	4,138	124,047	SH		SOLE		124,047	0	0
BLUELINX HOLDINGS INC COM USD.01	COMMON	09624H208	244	9,202	SH		SOLE		9,202	0	0
BMC STOCK HOLDINGS INC COM USD.01	COMMON	05591B109	844	47,753	SH		SOLE		47,753	0	0
BOEING CO COM USD5	COMMON	097023105	4,023	10,554	SH		SOLE		10,554	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	2,627	98,167	SH		SOLE		98,167	0	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	4	66	SH		SOLE		66	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	660	17,193	SH		SOLE		17,193	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	10,136	34,495	SH		SOLE		34,495	0	0
BOTTOMLINE TECHNOLOGIES INC COM USD.001	COMMON	101388106	1,180	23,669	SH		SOLE		23,669	0	0
BP PLC ADR	COMMON	055622104	22	503	SH		SOLE		503	0	0
BRADY CORP CL A COM USD.01	COMMON	104674106	1,444	31,257	SH		SOLE		31,257	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	8,765	197,730	SH		SOLE		197,730	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	6	319	SH		SOLE		319	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	23	78	SH		SOLE		78	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	3,813	36,786	SH		SOLE		36,786	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	11,500	416,842	SH		SOLE		416,842	0	0
BRUKER CORP COM USD.01	COMMON	116794108	35	904	SH		SOLE		904	0	0
BT GROUP PLC ADR	COMMON	05577E101	1,393	94,153	SH		SOLE		94,153	0	0
BUCKLE INC COM USD.05	COMMON	118440106	1	46	SH		SOLE		46	0	0
BUILD-A-BEAR WORKSHOP INC COM USD.001	COMMON	120076104	79	12,877	SH		SOLE		12,877	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	596	3,818	SH		SOLE		3,818	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	246	4,868	SH		SOLE		4,868	0	0
CABOT MICROELECTRONICS CORP COM USD.001	COMMON	12709P103	256	2,300	SH		SOLE		2,300	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	634	24,303	SH		SOLE		24,303	0	0
CACI INTL INC -CL A CL A COM USD.1	COMMON	127190304	383	2,113	SH		SOLE		2,113	0	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	3,987	62,801	SH		SOLE		62,801	0	0
CAE INC COM NPV	COMMON	124765108	13,999	635,426	SH		SOLE		635,426	0	0
CALEDONIA MINING CORP PLC COM NPV	COMMON	G1757E113	5	885	SH		SOLE		885	0	0
CALERES INC COM USD3.75	COMMON	129500104	418	16,931	SH		SOLE		16,931	0	0
CAL-MAINE FOODS INC COM USD.01	COMMON	128030202	518	11,597	SH		SOLE		11,597	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	3,666	41,188	SH		SOLE		41,188	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	9,963	364,972	SH		SOLE		364,972	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	4,381	21,386	SH		SOLE		21,386	0	0
CANON INC ADR	COMMON	138006309	1,621	55,803	SH		SOLE		55,803	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	1,419	17,365	SH		SOLE		17,365	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	40,498	842,710	SH		OTR		658,477	184,233	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	4	163	SH		SOLE		163	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	45	365	SH		SOLE		365	0	0
CASS INFORMATION SYSTEMS INC COM USD2.5	COMMON	14808P109	200	4,258	SH		SOLE		4,258	0	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	596	39,988	SH		SOLE		39,988	0	0
CBIZ INC COM	COMMON	124805102	204	10,117	SH		SOLE		10,117	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	39,502	673,184	SH		OTR		533,269	139,915	0
CDW CORP COM USD.01	COMMON	12514G108	5,410	56,138	SH		SOLE		56,138	0	0
CELANESE CORP COM USD.01	COMMON	150870103	60	604	SH		SOLE		604	0	0
CELGENE CORP COM USD1	COMMON	151020104	18	187	SH		SOLE		187	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	777	14,642	SH		SOLE		14,642	0	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	25,707	376,067	SH		SOLE		376,067	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	17,734	51,262	SH		OTR		40,678	10,584	0
CHEESECAKE FACTORY INC COM USD.01	COMMON	163072101	82	1,684	SH		SOLE		1,684	0	0
CHEETAH MOBILE INC -ADR ADR	COMMON	163075104	74	11,453	SH		SOLE		11,453	0	0
CHEMED CORP COM USD1	COMMON	16359R103	819	2,571	SH		SOLE		2,571	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	316	6,882	SH		SOLE		6,882	0	0
CHESAPEAKE LODGING TRUST COM USD.01	COMMON	165240102	1	40	SH		SOLE		40	0	0
CHEVRON CORP COM USD3	COMMON	166764100	588	4,803	SH		SOLE		4,803	0	0
CHILDRENS PLACE INC COM USD.1	COMMON	168905107	146	1,500	SH		SOLE		1,500	0	0
CHINA MOBILE LTD SPON ADR	COMMON	16941M109	3,871	75,911	SH		SOLE		75,911	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	7,428	93,431	SH		SOLE		93,431	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	493	8,802	SH		SOLE		8,802	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	462	29,122	SH		SOLE		29,122	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	1,650	23,164	SH		SOLE		23,164	0	0
CHURCHILL DOWNS INC COM NPV	COMMON	171484108	280	3,108	SH		SOLE		3,108	0	0
CIENA CORP COM USD.01	COMMON	171779309	2,005	53,957	SH		SOLE		53,957	0	0
CIMPRESS NV COM USD.001	COMMON	N20146101	155	1,943	SH		SOLE		1,943	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	83	972	SH		SOLE		972	0	0
CINTAS CORP COM NPV	COMMON	172908105	9	46	SH		SOLE		46	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	2,065	49,074	SH		SOLE		49,074	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	108,726	2,017,453	SH		OTR		1,597,209	420,244	0
CIT GROUP INC COM USD.01	COMMON	125581801	1	22	SH		SOLE		22	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	121,385	1,955,534	SH		OTR		1,542,629	412,905	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	116,822	1,174,634	SH		OTR		940,568	234,066	0
CITY OFFICE REIT INC COM USD.01	COMMON	178587101	1	78	SH		SOLE		78	0	0
CLARUS CORPORATION COM USD.0001	COMMON	18270P109	166	13,014	SH		SOLE		13,014	0	0
CLEAN HARBORS INC COM USD.01	COMMON	184496107	54	761	SH		SOLE		761	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	239	16,237	SH		SOLE		16,237	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	5	30	SH		SOLE		30	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	223	1,355	SH		SOLE		1,355	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	1,332	30,729	SH		SOLE		30,729	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	15	948	SH		SOLE		948	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	470	2,532	SH		SOLE		2,532	0	0
COCA-COLA EUROPEAN PARTNERS ORD NPV	COMMON	G25839104	391	7,559	SH		SOLE		7,559	0	0
COLLECTORS UNIVERSE INC COM USD.001	COMMON	19421R200	210	11,960	SH		SOLE		11,960	0	0
COLLIERS INTL GROUP INC COM NPV SVTG	COMMON	194693107	10,459	157,453	SH		SOLE		157,453	0	0
COLUMBIA PROPERTY TRUST INC COM USD.01	COMMON	198287203	2	97	SH		SOLE		97	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	428	4,127	SH		SOLE		4,127	0	0
COMCAST CORP CL A COM USD1	COMMON	20030N101	984	24,624	SH		SOLE		24,624	0	0
COMERICA INC COM USD5	COMMON	200340107	13,808	188,411	SH		OTR		184,721	3,690	0
COMFORT SYSTEMS USA INC COM USD.01	COMMON	199908104	1,079	20,674	SH		SOLE		20,674	0	0
COMMERCE BANCSHARES INC COM USD5	COMMON	200525103	50	857	SH		SOLE		857	0	0
COMPANHIA SIDERURGICA NACION SPON ADR	COMMON	20440W105	205	49,797	SH		SOLE		49,797	0	0
COMPANIA CERVECERIAS UNIDAS SPON ADR	COMMON	204429104	105	3,548	SH		SOLE		3,548	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	62	14,415	SH		SOLE		14,415	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	58,485	2,112,951	SH		OTR		1,604,471	508,480	0
CONMED CORP COM USD.01	COMMON	207410101	11,033	132,841	SH		SOLE		132,841	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	71,599	1,075,754	SH		OTR		900,870	174,884	0
CONSOL ENERGY INC COM	COMMON	20854L108	1,028	30,046	SH		SOLE		30,046	0	0
CONSUMER PORTFOLIO SVCS INC COM NPV	COMMON	210502100	63	17,999	SH		SOLE		17,999	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	344	39,041	SH		SOLE		39,041	0	0
CONTINENTAL BUILDING PRODS COM USD.001	COMMON	211171103	3,129	126,730	SH		SOLE		126,730	0	0
CONTINENTAL RESOURCES INC COM USD.01	COMMON	212015101	55	1,225	SH		SOLE		1,225	0	0
CONTURA ENERGY INC COM	COMMON	21241B100	188	3,242	SH		SOLE		3,242	0	0
COOPER TIRE & RUBBER CO COM USD1	COMMON	216831107	361	12,135	SH		SOLE		12,135	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	1	11	SH		SOLE		11	0	0
COPART INC COM NPV	COMMON	217204106	246	4,078	SH		SOLE		4,078	0	0
CORE MARK HOLDING CO INC COM	COMMON	218681104	1,240	33,595	SH		SOLE		33,595	0	0
CORECIVIC INC COM USD.01	COMMON	21871N101	5	253	SH		SOLE		253	0	0
CORNING INC COM USD5	COMMON	219350105	57,511	1,741,534	SH		OTR		1,314,055	427,479	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	4	15	SH		SOLE		15	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795106	6	649	SH		SOLE		649	0	0
CRACKER BARREL OLD CTRY STOR COM USD.5	COMMON	22410J106	649	4,036	SH		SOLE		4,036	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	241	26,345	SH		SOLE		26,345	0	0
CROCS INC COM USD.001	COMMON	227046109	696	27,135	SH		SOLE		27,135	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	34	4,800	SH		SOLE		4,800	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	124	2,939	SH		SOLE		2,939	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	1,652	29,011	SH		SOLE		29,011	0	0
CSX CORP COM USD1	COMMON	126408103	18,526	248,074	SH		OTR		187,574	60,500	0
CTS CORP COM NPV	COMMON	126501105	350	11,996	SH		SOLE		11,996	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	1,685	10,709	SH		SOLE		10,709	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	388	3,443	SH		SOLE		3,443	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	162	3,944	SH		SOLE		3,944	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	13	238	SH		SOLE		238	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	146	8,531	SH		SOLE		8,531	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	4	36	SH		SOLE		36	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	140	6,472	SH		SOLE		6,472	0	0
DASAN ZHONE SOLUTIONS INC COM	COMMON	23305L206	73	6,846	SH		SOLE		6,846	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	10,064	185,776	SH		OTR		145,465	40,311	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	17,431	118,906	SH		SOLE		118,906	0	0
DELPHI TECHNOLOGIES PLC COM USD.01	COMMON	G2709G107	84	4,343	SH		SOLE		4,343	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	34,424	667,788	SH		OTR		566,557	101,231	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	238	10,728	SH		SOLE		10,728	0	0
DELUXE CORP COM USD1	COMMON	248019101	775	17,731	SH		SOLE		17,731	0	0
DENNYS CORP COM USD.1	COMMON	24869P104	483	26,461	SH		SOLE		26,461	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	11	303	SH		SOLE		303	0	0
DESTINATION XL GROUP INC COM USD.01	COMMON	25065K104	176	71,641	SH		SOLE		71,641	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	4,257	134,907	SH		OTR		112,598	22,309	0
DHI GROUP INC COM USD.01	COMMON	23331S100	151	62,254	SH		SOLE		62,254	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	349	9,544	SH		SOLE		9,544	0	0
DIGITAL TURBINE INC COM	COMMON	25400W102	141	40,255	SH		SOLE		40,255	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	1,147	15,924	SH		SOLE		15,924	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	16,670	234,429	SH		OTR		178,308	56,121	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	51,077	460,870	SH		OTR		369,929	90,941	0
DMC GLOBAL INC COM USD.05	COMMON	23291C103	287	5,824	SH		SOLE		5,824	0	0
DNB FINANCIAL CORP COM USD1.	COMMON	233237106	95	2,528	SH		SOLE		2,528	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	4	36	SH		SOLE		36	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	857	17,370	SH		SOLE		17,370	0	0
DONALDSON CO INC COM USD5	COMMON	257651109	330	6,618	SH		SOLE		6,618	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	198	14,708	SH		SOLE		14,708	0	0
DONNELLEY (R R) & SONS CO COM USD1.25	COMMON	257867200	0	86	SH		SOLE		86	0	0
DOVER CORP COM USD1	COMMON	260003108	35,781	382,473	SH		OTR		323,644	58,829	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	298	7,353	SH		SOLE		7,353	0	0
DXC TECHNOLOGY COMPANY COM USD1	COMMON	23355L106	16,690	259,843	SH		SOLE		259,843	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	88	1,156	SH		SOLE		1,156	0	0
EBAY INC COM USD.001	COMMON	278642103	43,817	1,181,874	SH		OTR		918,705	263,169	0
ECOLAB INC COM USD1	COMMON	278865100	18	100	SH		SOLE		100	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	229	10,699	SH		SOLE		10,699	0	0
EDGEWELL PERSONAL CARE CO COM USD.01	COMMON	28035Q102	382	8,703	SH		SOLE		8,703	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	58	7,671	SH		SOLE		7,671	0	0
EL POLLO LOCO HOLDINGS INC COM USD0.01	COMMON	268603107	200	15,457	SH		SOLE		15,457	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	2,173	29,740	SH		SOLE		29,740	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	451	8,979	SH		SOLE		8,979	0	0
ENANTA PHARMACEUTICALS INC COM USD0.01	COMMON	29251M106	1,058	11,130	SH		SOLE		11,130	0	0
ENCANA CORP COM NPV	COMMON	292505104	671	93,140	SH		SOLE		93,140	0	0
ENCOMPASS HEALTH CORP COM USD.01	COMMON	29261A100	623	10,711	SH		SOLE		10,711	0	0
ENCORE WIRE CORP COM USD.01	COMMON	292562105	292	5,141	SH		SOLE		5,141	0	0
ENDO INTERNATIONAL PLC COM USD.01	COMMON	G30401106	627	78,401	SH		SOLE		78,401	0	0
ENERPLUS CORP COM NPV	COMMON	292766102	1,900	228,034	SH		SOLE		228,034	0	0
ENERSYS COM USD.01	COMMON	29275Y102	316	4,856	SH		SOLE		4,856	0	0
ENI SPA SPON ADR	COMMON	26874R108	1,946	55,221	SH		SOLE		55,221	0	0
ENNIS INC COM USD2.5	COMMON	293389102	443	21,346	SH		SOLE		21,346	0	0
ENTERPRISE FINL SERVICES CP COM USD.01	COMMON	293712105	537	13,262	SH		SOLE		13,262	0	0
EPR PROPERTIES COM USD.01 SBI	COMMON	26884U109	6	74	SH		SOLE		74	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	149	6,773	SH		SOLE		6,773	0	0
EQUITY COMMONWEALTH COM USD.01	COMMON	294628102	5	148	SH		SOLE		148	0	0
ESCALADE INC COM USD1	COMMON	296056104	60	5,340	SH		SOLE		5,340	0	0
ESCO TECHNOLOGIES INC COM NPV	COMMON	296315104	908	13,594	SH		SOLE		13,594	0	0
ESSA BANCORP INC COM USD.01	COMMON	29667D104	81	5,274	SH		SOLE		5,274	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	1	5	SH		SOLE		5	0	0
ETHAN ALLEN INTERIORS INC CL A COM USD.01	COMMON	297602104	2	122	SH		SOLE		122	0	0
ETSY INC COM USD.001	COMMON	29786A106	1,088	16,256	SH		SOLE		16,256	0	0
EURONET WORLDWIDE INC COM USD.02	COMMON	298736109	144	1,015	SH		SOLE		1,015	0	0
EVANS BANCORP INC COM USD.50	COMMON	29911Q208	37	1,031	SH		SOLE		1,031	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	1	5	SH		SOLE		5	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	1,584	57,215	SH		SOLE		57,215	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	481	71,550	SH		SOLE		71,550	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	8	75	SH		SOLE		75	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	1,499	9,579	SH		SOLE		9,579	0	0
FABRINET ORD USD.01	COMMON	G3323L100	1,733	33,209	SH		SOLE		33,209	0	0
FAUQUIER BANKSHARES INC COM USD3.13	COMMON	312059108	4	188	SH		SOLE		188	0	0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV	COMMON	30239F106	333	5,306	SH		SOLE		5,306	0	0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG	COMMON	313148306	1,036	14,302	SH		SOLE		14,302	0	0
FEDERATED INVESTORS INC CL B COM NPV	COMMON	314211103	934	32,003	SH		SOLE		32,003	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	220	13,728	SH		SOLE		13,728	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	498	33,540	SH		SOLE		33,540	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	29	253	SH		SOLE		253	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	1	38	SH		SOLE		38	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	104,657	4,158,675	SH		OTR		3,267,533	891,142	0
FINJAN HOLDINGS INC COM	COMMON	31788H303	176	60,044	SH		SOLE		60,044	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	2	45	SH		SOLE		45	0	0
FIRST CAPITAL INC COM USD.01	COMMON	31942S104	80	1,549	SH		SOLE		1,549	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	288	18,259	SH		SOLE		18,259	0	0
FIRST FINL BANKSHARES INC COM USD10	COMMON	32020R109	615	10,678	SH		SOLE		10,678	0	0
FIRST HORIZON NATIONAL CORP COM USD2.5	COMMON	320517105	2	114	SH		SOLE		114	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	121	7,758	SH		SOLE		7,758	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	22	402	SH		SOLE		402	0	0
FIRST UNITED CORP COM NPV	COMMON	33741H107	101	5,826	SH		SOLE		5,826	0	0
FIRSTCASH INC COM USD.01	COMMON	33767D105	3,234	37,453	SH		SOLE		37,453	0	0
FIRSTSERVICE CORP SUB VTG	COMMON	33767E103	9,381	105,891	SH		SOLE		105,891	0	0
FISERV INC COM USD.01	COMMON	337738108	4	49	SH		SOLE		49	0	0
FLEETCOR TECHNOLOGIES INC COM USD.001	COMMON	339041105	429	1,740	SH		SOLE		1,740	0	0
FLIR SYSTEMS INC COM USD.01	COMMON	302445101	421	8,871	SH		SOLE		8,871	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	29	1,351	SH		SOLE		1,351	0	0
FLUENT INC COM USD.0005	COMMON	34380C102	241	42,909	SH		SOLE		42,909	0	0
FLUSHING FINANCIAL CORP COM USD.01	COMMON	343873105	341	15,532	SH		SOLE		15,532	0	0
FONAR CORP COM USD.0001	COMMON	344437405	49	2,389	SH		SOLE		2,389	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	2,910	48,052	SH		SOLE		48,052	0	0
FORTINET INC COM USD.001	COMMON	34959E109	3,184	38,010	SH		SOLE		38,010	0	0
FORTUNA SILVER MINES INC COM NPV	COMMON	349915108	1,142	345,033	SH		SOLE		345,033	0	0
FORWARD AIR CORP COM USD.01	COMMON	349853101	44	679	SH		SOLE		679	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	59	6,033	SH		SOLE		6,033	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	506	9,953	SH		SOLE		9,953	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	46,994	1,420,367	SH		OTR		1,128,552	291,815	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	3,905	302,950	SH		SOLE		302,950	0	0
FRIEDMAN INDUSTRIES INC COM USD1	COMMON	358435105	151	19,645	SH		SOLE		19,645	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	3,113	40,649	SH		SOLE		40,649	0	0
FTS INTERNATIONAL INC COM	COMMON	30283W104	300	29,997	SH		SOLE		29,997	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	5,169	386,449	SH		SOLE		386,449	0	0
GAIN CAPITAL HOLDINGS INC COM USD.00001	COMMON	36268W100	370	58,878	SH		SOLE		58,878	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	8	403	SH		SOLE		403	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	82	952	SH		SOLE		952	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	82	6,618	SH		SOLE		6,618	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	323	6,331	SH		SOLE		6,331	0	0
GENERAL FINANCE CORP/DE COM	COMMON	369822101	162	17,412	SH		SOLE		17,412	0	0
GENESCO INC COM USD1	COMMON	371532102	886	19,475	SH		SOLE		19,475	0	0
GENOMIC HEALTH INC COM USD.0001	COMMON	37244C101	1,274	18,281	SH		SOLE		18,281	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	18	165	SH		SOLE		165	0	0
GEO GROUP INC COM USD.01	COMMON	36162J106	3	140	SH		SOLE		140	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	319	7,913	SH		SOLE		7,913	0	0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV	COMMON	375916103	4,304	120,395	SH		SOLE		120,395	0	0
GLADSTONE COMMERCIAL CORP COM USD.001	COMMON	376536108	2	100	SH		SOLE		100	0	0
GLOBAL BRASS & COPPER HLDGS COM USD.01	COMMON	37953G103	326	9,471	SH		SOLE		9,471	0	0
GLOBALSCAPE INC COM USD.001	COMMON	37940G109	121	19,036	SH		SOLE		19,036	0	0
GODADDY INC CL A COM USD.001	COMMON	380237107	81	1,087	SH		SOLE		1,087	0	0
GOLD RESOURCE CORP COM USD.001	COMMON	38068T105	145	37,300	SH		SOLE		37,300	0	0
GORMAN-RUPP CO COM NPV	COMMON	383082104	155	4,579	SH		SOLE		4,579	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	679	2,266	SH		SOLE		2,266	0	0
GRAN TIERRA ENERGY INC COM USD.001	COMMON	38500T101	726	320,827	SH		SOLE		320,827	0	0
GRAND CANYON EDUCATION INC COM USD.01	COMMON	38526M106	218	1,916	SH		SOLE		1,916	0	0
GRANITE REAL ESTATE INVEST STPLD UNIT	COMMON	387437114	2,610	54,948	SH		SOLE		54,948	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	918	103,394	SH		SOLE		103,394	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	141	3,138	SH		SOLE		3,138	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	8,070	92,396	SH		SOLE		92,396	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	125	23,782	SH		SOLE		23,782	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	197	18,960	SH		SOLE		18,960	0	0
HAMILTON LANE INC CL A COM USD.001	COMMON	407497106	420	9,691	SH		SOLE		9,691	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	114	1,002	SH		SOLE		1,002	0	0
HARRIS CORP COM USD1	COMMON	413875105	7	46	SH		SOLE		46	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	3,358	67,548	SH		SOLE		67,548	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	330	15,099	SH		SOLE		15,099	0	0
HAWAIIAN HOLDINGS INC COM USD.01	COMMON	419879101	433	16,503	SH		SOLE		16,503	0	0
HAWKINS INC COM USD.1	COMMON	420261109	94	2,559	SH		SOLE		2,559	0	0
HAWTHORN BANCSHARES INC COM USD1.0	COMMON	420476103	102	4,380	SH		SOLE		4,380	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	8,264	63,416	SH		SOLE		63,416	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	758	17,753	SH		SOLE		17,753	0	0
HCP INC COM USD1	COMMON	40414L109	1	42	SH		SOLE		42	0	0
HD SUPPLY HOLDINGS INC COM USD.01	COMMON	40416M105	41,231	953,590	SH		OTR		749,024	204,566	0
HDFC BANK LTD ADR	COMMON	40415F101	20	169	SH		SOLE		169	0	0
HEICO CORP COM USD.166	COMMON	422806109	192	2,026	SH		SOLE		2,026	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	2,370	20,514	SH		SOLE		20,514	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	18	1,947	SH		SOLE		1,947	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	416	3,012	SH		SOLE		3,012	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	3,073	58,050	SH		SOLE		58,050	0	0
HESS CORP COM USD1	COMMON	42809H107	6,327	105,155	SH		OTR		82,124	23,031	0
HILLENBRAND INC COM NPV	COMMON	431571108	3,785	91,438	SH		SOLE		91,438	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	382	3,621	SH		SOLE		3,621	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	1,733	94,976	SH		SOLE		94,976	0	0
HMS HOLDINGS CORP COM USD.01	COMMON	40425J101	2,420	82,119	SH		SOLE		82,119	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	4,403	89,505	SH		SOLE		89,505	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	3,933	144,741	SH		SOLE		144,741	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	29	182	SH		SOLE		182	0	0
HOOKER FURNITURE CORP COM NPV	COMMON	439038100	327	11,350	SH		SOLE		11,350	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	1,350	103,209	SH		SOLE		103,209	0	0
HORACE MANN EDUCATORS CORP COM USD.001	COMMON	440327104	13	366	SH		SOLE		366	0	0
HORIZON PHARMA PLC ORD USD.01	COMMON	G4617B105	2,127	80,854	SH		SOLE		80,854	0	0
HOSPITALITY PROPERTIES TRUST COM USD.01	COMMON	44106M102	1	27	SH		SOLE		27	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	3	140	SH		SOLE		140	0	0
HUDBAY MINERALS INC COM NPV	COMMON	443628102	10,235	1,440,428	SH		SOLE		1,440,428	0	0
HUMANA INC COM NPV	COMMON	444859102	3,973	14,946	SH		SOLE		14,946	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	9,697	46,889	SH		OTR		35,368	11,521	0
HURCO COMPANIES INC COM USD.1	COMMON	447324104	59	1,471	SH		SOLE		1,471	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	175	2,417	SH		SOLE		2,417	0	0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01	COMMON	449172105	298	4,771	SH		SOLE		4,771	0	0
ICF INTERNATIONAL INC COM USD.001	COMMON	44925C103	8,416	110,911	SH		SOLE		110,911	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	0	19	SH		SOLE		19	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	452	39,463	SH		SOLE		39,463	0	0
ICON PLC COM EUR.06	COMMON	G4705A100	95	696	SH		SOLE		696	0	0
IDEX CORP COM USD.01	COMMON	45167R104	327	2,157	SH		SOLE		2,157	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	4,063	18,171	SH		SOLE		18,171	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	369	55,602	SH		SOLE		55,602	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	280	15,743	SH		SOLE		15,743	0	0
IMPERIAL OIL LTD COM NPV	COMMON	453038408	9,599	353,653	SH		SOLE		353,653	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	4	111	SH		SOLE		111	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	127	34,154	SH		SOLE		34,154	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	540	49,372	SH		SOLE		49,372	0	0
ING GROEP NV SPON ADR	COMMON	456837103	93	7,681	SH		SOLE		7,681	0	0
INGERSOLL-RAND PLC COM USD2	COMMON	G47791101	5,003	46,349	SH		SOLE		46,349	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	539	19,510	SH		SOLE		19,510	0	0
INGREDION INC COM USD.01	COMMON	457187102	2	17	SH		SOLE		17	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	3,732	267,135	SH		SOLE		267,135	0	0
INSTEEL INDUSTRIES COM USD2	COMMON	45774W108	139	6,702	SH		SOLE		6,702	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	1,024	13,650	SH		SOLE		13,650	0	0
INTEL CORP COM NPV	COMMON	458140100	7	139	SH		SOLE		139	0	0
INTELSAT SA COM USD.01	COMMON	L5140P101	266	17,104	SH		SOLE		17,104	0	0
INTER PARFUMS INC COM NPV	COMMON	458334109	173	2,290	SH		SOLE		2,290	0	0
INTERDIGITAL INC COM USD.01	COMMON	45867G101	545	8,263	SH		SOLE		8,263	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	1,416	67,381	SH		SOLE		67,381	0	0
INTEST CORP COM USD.01	COMMON	461147100	140	20,898	SH		SOLE		20,898	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	1,477	10,465	SH		SOLE		10,465	0	0
INTL PAPER CO COM USD1	COMMON	460146103	3,247	70,182	SH		SOLE		70,182	0	0
INTUIT INC COM NPV	COMMON	461202103	13,965	53,441	SH		SOLE		53,441	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	787	5,474	SH		SOLE		5,474	0	0
IRADIMED CORP COM USD.0001	COMMON	46266A109	194	6,906	SH		SOLE		6,906	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	0	1	SH		SOLE		1	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	6	111	SH		SOLE		111	0	0
ISHARES TR CORE MSCI EAFE	COMMON	46432F842	3	50	SH		SOLE		50	0	0
ISHARES TR CORE S&P US VLU	COMMON	464287663	4	72	SH		SOLE		72	0	0
ISHARES TR EDGE MSCI USA VL	COMMON	46432F388	8	100	SH		SOLE		100	0	0
J JILL INC COMUSD0.01	COMMON	46620W102	150	27,379	SH		SOLE		27,379	0	0
J. ALEXANDER'S HOLDINGS INC CL A COM USD.001	COMMON	46609J106	200	20,350	SH		SOLE		20,350	0	0
JABIL INC COM USD.001	COMMON	466313103	330	12,478	SH		SOLE		12,478	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	1	52	SH		SOLE		52	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	1,755	12,557	SH		SOLE		12,557	0	0
JOINT CORP (THE) COM USD.001	COMMON	47973J102	302	19,170	SH		SOLE		19,170	0	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	2,169	14,070	SH		SOLE		14,070	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	2,741	27,237	SH		SOLE		27,237	0	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	68,922	2,610,007	SH		OTR		2,044,394	565,613	0
JUST ENERGY GROUP INC COM	COMMON	48213W101	2,915	864,995	SH		SOLE		864,995	0	0
K12 INC COM USD.0001	COMMON	48273U102	9,536	279,878	SH		SOLE		279,878	0	0
KAMAN CORP COM USD1	COMMON	483548103	115	1,975	SH		SOLE		1,975	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	233	6,284	SH		SOLE		6,284	0	0
KEANE GROUP INC COM USD.01	COMMON	48669A108	880	80,833	SH		SOLE		80,833	0	0
KEWAUNEE SCIENTIFIC CORP COM USD2.5	COMMON	492854104	111	5,277	SH		SOLE		5,277	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	2,425	27,826	SH		SOLE		27,826	0	0
KFORCE INC COM USD.01	COMMON	493732101	4,280	122,363	SH		SOLE		122,363	0	0
KIMBALL ELECTRONICS INC COM NPV	COMMON	49428J109	78	5,008	SH		SOLE		5,008	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	235	1,893	SH		SOLE		1,893	0	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	2	118	SH		SOLE		118	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	6	318	SH		SOLE		318	0	0
KINGSTONE COS INC COM USD1	COMMON	496719105	162	10,999	SH		SOLE		10,999	0	0
KINSALE CAPITAL GROUP INC COM USD0.01	COMMON	49714P108	117	1,719	SH		SOLE		1,719	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	25,752	851,619	SH		SOLE		851,619	0	0
KIRKLAND'S INC COM NPV	COMMON	497498105	117	16,591	SH		SOLE		16,591	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	45,743	666,690	SH		OTR		557,845	108,845	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	0	1	SH		SOLE		1	0	0
KORN FERRY COM NPV	COMMON	500643200	368	8,271	SH		SOLE		8,271	0	0
KROGER CO COM USD1	COMMON	501044101	69,036	2,811,804	SH		OTR		2,255,880	555,924	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	9,775	54,655	SH		OTR		43,914	10,741	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	3	38	SH		SOLE		38	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	23	303	SH		SOLE		303	0	0
LANCASTER COLONY CORP COM USD1	COMMON	513847103	984	6,311	SH		SOLE		6,311	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	69	3,012	SH		SOLE		3,012	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	6	106	SH		SOLE		106	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	209	6,663	SH		SOLE		6,663	0	0
LA-Z-BOY INC COM USD1	COMMON	505336107	404	12,234	SH		SOLE		12,234	0	0
LEAR CORP COM NPV	COMMON	521865204	3,642	26,836	SH		SOLE		26,836	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	437	132,441	SH		SOLE		132,441	0	0
LEGG MASON INC COM USD.1	COMMON	524901105	0	17	SH		SOLE		17	0	0
LENNOX INTERNATIONAL INC COM USD.01	COMMON	526107107	1,967	7,445	SH		SOLE		7,445	0	0
LIBERTY OILFIELD SVS COM CL A 0.01USD	COMMON	53115L104	392	25,499	SH		SOLE		25,499	0	0
LIBERTY PROPERTY TRUST COM USD.001	COMMON	531172104	3	59	SH		SOLE		59	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	1	12	SH		SOLE		12	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	736	51,497	SH		SOLE		51,497	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	588	4,703	SH		SOLE		4,703	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	1,835	14,138	SH		SOLE		14,138	0	0
LIVERAMP HOLDINGS INC COM USD.1	COMMON	53815P108	517	9,511	SH		SOLE		9,511	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	1	38	SH		SOLE		38	0	0
LOWE'S COMPANIES INC COM USD.5	COMMON	548661107	0	1	SH		SOLE		1	0	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	465	6,698	SH		SOLE		6,698	0	0
LTC PROPERTIES INC COM USD.01	COMMON	502175102	6	131	SH		SOLE		131	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	1,504	9,179	SH		SOLE		9,179	0	0
LUMINEX CORP COM USD.001	COMMON	55027E102	759	33,121	SH		SOLE		33,121	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	70	16,898	SH		SOLE		16,898	0	0
LUTHER BURBANK CORP COM	COMMON	550550107	85	8,457	SH		SOLE		8,457	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	14,391	171,177	SH		SOLE		171,177	0	0
M & T BANK CORP COM USD5	COMMON	55261F104	365	2,341	SH		SOLE		2,341	0	0
MACATAWA BANK CORP COM NPV	COMMON	554225102	157	15,868	SH		SOLE		15,868	0	0
MACK-CALI REALTY CORP COM USD.01	COMMON	554489104	2	106	SH		SOLE		106	0	0
MACY'S INC COM NPV	COMMON	55616P104	4,249	177,315	SH		SOLE		177,315	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	27,755	572,636	SH		SOLE		572,636	0	0
MALLINCKRODT PLC ORD USD.2	COMMON	G5785G107	1,459	67,104	SH		SOLE		67,104	0	0
MAMMOTH ENERGY SERVICES INC COM USD0.01	COMMON	56155L108	738	44,306	SH		SOLE		44,306	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	24,358	1,448,599	SH		SOLE		1,448,599	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	74,753	1,251,688	SH		OTR		952,082	299,606	0
MARCUS & MILLICHAP INC COM USD.0001	COMMON	566324109	1,447	35,716	SH		SOLE		35,716	0	0
MARCUS CORP COM USD1	COMMON	566330106	1,246	31,275	SH		SOLE		31,275	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	270	20,055	SH		SOLE		20,055	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	44,892	359,681	SH		OTR		288,365	71,316	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	1	64	SH		SOLE		64	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	18	76	SH		SOLE		76	0	0
MAXIMUS INC COM NPV	COMMON	577933104	253	3,573	SH		SOLE		3,573	0	0
MAXLINEAR INC CL A COM USD.0001	COMMON	57776J100	343	13,490	SH		SOLE		13,490	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	19	127	SH		SOLE		127	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	5	24	SH		SOLE		24	0	0
MECHEL PAO ADR NPV	COMMON	583840608	144	72,757	SH		SOLE		72,757	0	0
MEDICAL PROPERTIES TRUST COM USD.001	COMMON	58463J304	7	354	SH		SOLE		354	0	0
MEDIFAST INC COM USD.001	COMMON	58470H101	417	3,280	SH		SOLE		3,280	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	1	47	SH		SOLE		47	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	60	1,014	SH		SOLE		1,014	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	67	735	SH		SOLE		735	0	0
MERCER INTL INC SHS BEN INT USD1	COMMON	588056101	53	3,916	SH		SOLE		3,916	0	0
MERCK & CO COM NPV	COMMON	58933Y105	13,484	162,251	SH		SOLE		162,251	0	0
MERIDIAN BIOSCIENCE INC COM NPV	COMMON	589584101	1,163	66,302	SH		SOLE		66,302	0	0
MERITOR INC COM USD1	COMMON	59001K100	645	31,697	SH		SOLE		31,697	0	0
MESA LABORATORIES INC COM NPV	COMMON	59064R109	41	178	SH		SOLE		178	0	0
METHANEX CORP COM NPV	COMMON	59151K108	32,339	572,614	SH		SOLE		572,614	0	0
METLIFE INC COM	COMMON	59156R108	126,355	2,974,380	SH		OTR		2,349,822	624,558	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	10,271	248,851	SH		SOLE		248,851	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	2	18	SH		SOLE		18	0	0
MIDSTATES PETROLEUM CO INC COM USD.01	COMMON	59804T407	91	9,332	SH		SOLE		9,332	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	812	23,078	SH		SOLE		23,078	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	21	4,249	SH		SOLE		4,249	0	0
MIX TELEMATICS LTD ADR	COMMON	60688N102	82	4,905	SH		SOLE		4,905	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	221	2,384	SH		SOLE		2,384	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	227	1,599	SH		SOLE		1,599	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	3	65	SH		SOLE		65	0	0
MONRO INC COM USD.01	COMMON	610236101	306	3,557	SH		SOLE		3,557	0	0
MORNINGSTAR INC COM	COMMON	617700109	402	3,201	SH		SOLE		3,201	0	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	7	47	SH		SOLE		47	0	0
MSA SAFETY INC COM NPV	COMMON	553498106	291	2,832	SH		SOLE		2,832	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	15	73	SH		SOLE		73	0	0
NANOMETRICS INC COM NPV	COMMON	630077105	749	24,247	SH		SOLE		24,247	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	542	26,150	SH		SOLE		26,150	0	0
NASDAQ INC COM USD.01	COMMON	631103108	3	29	SH		SOLE		29	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	97	1,420	SH		SOLE		1,420	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	445	63,112	SH		SOLE		63,112	0	0
NATIONAL GENERAL HOLDINGS CP COM	COMMON	636220303	485	20,555	SH		SOLE		20,555	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	3,124	41,374	SH		SOLE		41,374	0	0
NATIONAL PRESTO INDS INC COM USD1	COMMON	637215104	2,091	19,331	SH		SOLE		19,331	0	0
NATIONAL RETAIL PROPERTIES COM USD.01	COMMON	637417106	3	50	SH		SOLE		50	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	481	40,236	SH		SOLE		40,236	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	3	254	SH		SOLE		254	0	0
NAVIGANT CONSULTING INC COM USD.001	COMMON	63935N107	1,257	64,931	SH		SOLE		64,931	0	0
NCR CORP COM USD5	COMMON	62886E108	3	97	SH		SOLE		97	0	0
NELNET INC CL A COM USD.01	COMMON	64031N108	933	16,940	SH		SOLE		16,940	0	0
NEOGENOMICS INC COM USD.001	COMMON	64049M209	1,057	51,948	SH		SOLE		51,948	0	0
NEPTUNE WELLNESS SOLUTION IN COM	COMMON	64079L105	252	80,000	SH		SOLE		80,000	0	0
NETAPP INC COM NPV	COMMON	64110D104	671	9,674	SH		SOLE		9,674	0	0
NETSOL TECHNOLOGIES INC COM USD.001	COMMON	64115A402	303	46,574	SH		SOLE		46,574	0	0
NEWMARKET CORP COM USD1	COMMON	651587107	26	61	SH		SOLE		61	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	3	70	SH		SOLE		70	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	5,353	49,430	SH		SOLE		49,430	0	0
NEXTGEN HEALTHCARE INC COM USD.01	COMMON	65343C102	772	46,104	SH		SOLE		46,104	0	0
NI HOLDINGS INC COM	COMMON	65342T106	86	5,377	SH		SOLE		5,377	0	0
NICE LTD SPON ADR	COMMON	653656108	327	2,667	SH		SOLE		2,667	0	0
NICHOLAS FINANCIAL INC COM NPV	COMMON	65373J209	55	6,133	SH		SOLE		6,133	0	0
NIKE INC CL B COM NPV	COMMON	654106103	535	6,349	SH		SOLE		6,349	0	0
NOKIA CORP SPON ADR	COMMON	654902204	79	13,872	SH		SOLE		13,872	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	993	276,514	SH		SOLE		276,514	0	0
NOODLES & CO CL A COM USD0.01	COMMON	65540B105	33	4,817	SH		SOLE		4,817	0	0
NORBORD INC COM NPV	COMMON	65548P403	18,049	658,827	SH		SOLE		658,827	0	0
NORTH AMERICAN CONST GRP LTD COM NPV	COMMON	656811106	3,433	297,244	SH		SOLE		297,244	0	0
NORTHEAST BANCORP/ME COM NPV	COMMON	663904209	61	2,944	SH		SOLE		2,944	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	100	3,755	SH		SOLE		3,755	0	0
NORTHWEST PIPE CO COM USD.01	COMMON	667746101	288	12,061	SH		SOLE		12,061	0	0
NORWOOD FINANCIAL CORP COM USD.1	COMMON	669549107	142	4,589	SH		SOLE		4,589	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	433	4,499	SH		SOLE		4,499	0	0
NRG ENERGY INC COM NEW	COMMON	629377508	124	2,947	SH		SOLE		2,947	0	0
NUCOR CORP COM USD.4	COMMON	670346105	3,351	57,438	SH		SOLE		57,438	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	283	5,013	SH		SOLE		5,013	0	0
NV5 GLOBAL INC COM USD.01	COMMON	62945V109	730	12,366	SH		SOLE		12,366	0	0
NVE CORP COM USD.01	COMMON	629445206	149	1,534	SH		SOLE		1,534	0	0
NVR INC COM USD.01	COMMON	62944T105	1,754	635	SH		SOLE		635	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	21,164	239,672	SH		OTR		211,104	28,568	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	177	1,232	SH		SOLE		1,232	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	318	15,256	SH		SOLE		15,256	0	0
OLIN CORP COM USD1	COMMON	680665205	2	87	SH		SOLE		87	0	0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001	COMMON	681116109	78	911	SH		SOLE		911	0	0
OMEGA FLEX INC COM USD.01	COMMON	682095104	295	3,922	SH		SOLE		3,922	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	4	92	SH		SOLE		92	0	0
OMNICELL INC COM NPV	COMMON	68213N109	1	16	SH		SOLE		16	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	13,857	189,853	SH		SOLE		189,853	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	661	32,157	SH		SOLE		32,157	0	0
ONESPAN INC COM USD.001	COMMON	68287N100	213	11,127	SH		SOLE		11,127	0	0
OP BANCORP COM	COMMON	67109R109	89	10,281	SH		SOLE		10,281	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	264	10,140	SH		SOLE		10,140	0	0
OPUS BANK COM	COMMON	684000102	324	16,380	SH		SOLE		16,380	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	14,818	276,056	SH		OTR		222,606	53,450	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	8	21	SH		SOLE		21	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	3,597	50,046	SH		SOLE		50,046	0	0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25	COMMON	687380105	119	6,401	SH		SOLE		6,401	0	0
ORTHOFIX MEDICAL INC COM USD.1	COMMON	68752M108	292	5,203	SH		SOLE		5,203	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	3	43	SH		SOLE		43	0	0
OSIRIS THERAPEUTICS INC COM USD.001	COMMON	68827R108	839	44,348	SH		SOLE		44,348	0	0
OTELCO INC CL A COM USD.01	COMMON	688823301	74	4,516	SH		SOLE		4,516	0	0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01	COMMON	69036R863	74	32,512	SH		SOLE		32,512	0	0
OWENS-ILLINOIS INC COM USD.01	COMMON	690768403	1	35	SH		SOLE		35	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	299	6,111	SH		SOLE		6,111	0	0
PACIFIC MERCANTILE BANCORP COM NPV	COMMON	694552100	50	6,498	SH		SOLE		6,498	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	89	3,638	SH		SOLE		3,638	0	0
PARK ELECTROCHEMICAL CORP COM USD.1	COMMON	700416209	588	37,641	SH		SOLE		37,641	0	0
PATTERSON COMPANIES INC COM USD.01	COMMON	703395103	1,319	60,382	SH		SOLE		60,382	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	216	2,690	SH		SOLE		2,690	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	325	1,724	SH		SOLE		1,724	0	0
PAYLOCITY HOLDING CORP COM USD0.001	COMMON	70438V106	61	681	SH		SOLE		681	0	0
PBF ENERGY INC CL A COM USD0.001	COMMON	69318G106	2	51	SH		SOLE		51	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	91	2,487	SH		SOLE		2,487	0	0
PCM INC COM USD.001	COMMON	69323K100	3,071	84,233	SH		SOLE		84,233	0	0
PDL BIOPHARMA INC COM USD.01	COMMON	69329Y104	323	87,227	SH		SOLE		87,227	0	0
PEABODY ENERGY CORP WHEN ISSUED	COMMON	704551100	3,024	106,736	SH		SOLE		106,736	0	0
PEARSON PLC SPON ADR	COMMON	705015105	320	29,168	SH		SOLE		29,168	0	0
PENN NATIONAL GAMING INC COM USD.01	COMMON	707569109	247	12,355	SH		SOLE		12,355	0	0
PENNSYLVANIA RE INVS TRUST COM USD1	COMMON	709102107	2	249	SH		SOLE		249	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	241	10,902	SH		SOLE		10,902	0	0
PEOPLES BANCORP NC INC COM NPV	COMMON	710577107	89	3,364	SH		SOLE		3,364	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	318	2,592	SH		SOLE		2,592	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	2,474	90,569	SH		SOLE		90,569	0	0
PFIZER INC COM USD.1	COMMON	717081103	10,560	248,690	SH		SOLE		248,690	0	0
PGT INNOVATIONS INC COM USD	COMMON	69336V101	661	47,952	SH		SOLE		47,952	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	66,555	700,483	SH		OTR		556,563	143,920	0
PHOTRONICS INC COM NPV	COMMON	719405102	647	68,754	SH		SOLE		68,754	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	5	220	SH		SOLE		220	0	0
PILGRIM'S PRIDE CORP COM USD.01	COMMON	72147K108	553	24,806	SH		SOLE		24,806	0	0
PITNEY BOWES INC COM USD2	COMMON	724479100	359	52,484	SH		SOLE		52,484	0	0
PLAINS GP HOLDINGS LP CL A LP NPV	COMMON	72651A207	145	5,858	SH		SOLE		5,858	0	0
PLANTRONICS INC COM USD.01	COMMON	727493108	109	2,371	SH		SOLE		2,371	0	0
PLUMAS BANCORP COM	COMMON	729273102	83	3,663	SH		SOLE		3,663	0	0
POPULAR INC COM USD5	COMMON	733174700	72	1,389	SH		SOLE		1,389	0	0
POSCO SPON ADR	COMMON	693483109	2,416	43,754	SH		SOLE		43,754	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	86	1,620	SH		SOLE		1,620	0	0
PREMIER INC CL A COM USD0.01	COMMON	74051N102	1,406	40,830	SH		SOLE		40,830	0	0
PRGX GLOBAL INC COM USD.01	COMMON	69357C503	121	15,215	SH		SOLE		15,215	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	4	44	SH		SOLE		44	0	0
PRIMERICA INC COM USD.01	COMMON	74164M108	147	1,204	SH		SOLE		1,204	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	8,094	77,816	SH		SOLE		77,816	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	242	16,705	SH		SOLE		16,705	0	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	106	59,118	SH		SOLE		59,118	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	1,155	16,028	SH		SOLE		16,028	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	4	61	SH		SOLE		61	0	0
PROPETRO HOLDING CORP COM USD0.001	COMMON	74347M108	219	9,739	SH		SOLE		9,739	0	0
PROTECTIVE INSURANCE CORP CL B COM NPV	COMMON	74368L203	109	5,877	SH		SOLE		5,877	0	0
PROVIDENCE SERVICE CORP CL A COM USD.001	COMMON	743815102	418	6,313	SH		SOLE		6,313	0	0
PROVIDENT FINANCIAL HOLDINGS COM USD.01	COMMON	743868101	59	2,975	SH		SOLE		2,975	0	0
PRUDENTIAL BANCORP INC COM USD.01	COMMON	74431A101	31	1,773	SH		SOLE		1,773	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	4,159	45,263	SH		SOLE		45,263	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	7	44	SH		SOLE		44	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	75	5,333	SH		SOLE		5,333	0	0
PTC INC COM USD.01	COMMON	69370C100	951	10,355	SH		SOLE		10,355	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	32,952	1,181,045	SH		OTR		898,807	282,238	0
PVH CORP COM USD1	COMMON	693656100	3	26	SH		SOLE		26	0	0
PYXUS INTERNATIONAL INC COM USD10	COMMON	74737V106	174	7,296	SH		SOLE		7,296	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	329	40,649	SH		SOLE		40,649	0	0
QAD INC CL A COM NPV	COMMON	74727D306	566	13,220	SH		SOLE		13,220	0	0
QIAGEN NV COM NLG.03	COMMON	N72482123	30	737	SH		SOLE		737	0	0
QTS REALTY TRUST INC CL A COM USD0.01	COMMON	74736A103	1	32	SH		SOLE		32	0	0
QUAKER CHEMICAL CORP COM USD1	COMMON	747316107	1,520	7,623	SH		SOLE		7,623	0	0
QUALCOMM INC COM USD.0001	COMMON	747525103	27,142	476,748	SH		OTR		370,476	106,272	0
QUANEX BUILDING PRODUCTS COM USD.01	COMMON	747619104	457	28,785	SH		SOLE		28,785	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	6	62	SH		SOLE		62	0	0
R F INDUSTRIES LTD COM USD.01	COMMON	749552105	347	51,518	SH		SOLE		51,518	0	0
RADIANT LOGISTICS INC UNIT	COMMON	75025X100	513	81,718	SH		SOLE		81,718	0	0
RBC BEARINGS INC COM USD.01	COMMON	75524B104	283	2,233	SH		SOLE		2,233	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	419	10,884	SH		SOLE		10,884	0	0
REALOGY HOLDINGS CORP CL A COM USD.01	COMMON	75605Y106	1	65	SH		SOLE		65	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	3	35	SH		SOLE		35	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	70,241	4,973,464	SH		OTR		3,871,536	1,101,928	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	880	6,200	SH		SOLE		6,200	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	8,885	405,613	SH		SOLE		405,613	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	1,134	54,584	SH		SOLE		54,584	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	413	7,025	SH		SOLE		7,025	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	155	1,928	SH		SOLE		1,928	0	0
RESOLUTE FOREST PRODUCTS INC COM USD.001	COMMON	76117W109	2,642	333,433	SH		SOLE		333,433	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	5	422	SH		SOLE		422	0	0
REX AMERICAN RESOURCES CORP COM USD.01	COMMON	761624105	586	7,266	SH		SOLE		7,266	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	8,709	147,978	SH		SOLE		147,978	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	2,356	69,767	SH		SOLE		69,767	0	0
RIVERVIEW BANCORP INC COM USD1	COMMON	769397100	159	21,790	SH		SOLE		21,790	0	0
RLI CORP COM USD1	COMMON	749607107	313	4,393	SH		SOLE		4,393	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	1,794	29,503	SH		SOLE		29,503	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	3,040	46,919	SH		SOLE		46,919	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	33,072	188,786	SH		OTR		147,977	40,809	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	336	14,041	SH		SOLE		14,041	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	8,283	154,905	SH		SOLE		154,905	0	0
ROLLINS INC COM USD1	COMMON	775711104	324	7,806	SH		SOLE		7,806	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	2,155	28,730	SH		SOLE		28,730	0	0
RPM INTERNATIONAL INC COM USD.064	COMMON	749685103	1	14	SH		SOLE		14	0	0
RPT REALTY SHS BEN INT USD.01	COMMON	74971D101	5	414	SH		SOLE		414	0	0
RTW RETAILWINDS INC COM USD.01	COMMON	74980D100	198	82,560	SH		SOLE		82,560	0	0
RUTHS HOSPITALITY GROUP INC COM USD.01	COMMON	783332109	105	4,142	SH		SOLE		4,142	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	167	19,523	SH		SOLE		19,523	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	1	11	SH		SOLE		11	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	6	30	SH		SOLE		30	0	0
SALEM MEDIA GROUP INC CL A COM USD.01	COMMON	794093104	88	34,310	SH		SOLE		34,310	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	778	42,251	SH		SOLE		42,251	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	956	7,251	SH		SOLE		7,251	0	0
SANMINA CORP COM USD.01	COMMON	801056102	323	11,213	SH		SOLE		11,213	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	2	72	SH		SOLE		72	0	0
SASOL LTD ADR	COMMON	803866300	83	2,693	SH		SOLE		2,693	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	2	8	SH		SOLE		8	0	0
SCHNITZER STEEL INDS -CL A CL A COM USD.01	COMMON	806882106	796	33,171	SH		SOLE		33,171	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	761	19,660	SH		SOLE		19,660	0	0
SEACOAST BANKING CORP/FL COM USD.1	COMMON	811707801	136	5,197	SH		SOLE		5,197	0	0
SEACOR HOLDINGS INC COM USD.01	COMMON	811904101	157	3,733	SH		SOLE		3,733	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	74,270	1,553,636	SH		OTR		1,297,387	256,249	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	58,670	1,276,865	SH		OTR		954,918	321,947	0
SECUREWORKS CORP CL A COM USD.01	COMMON	81374A105	65	3,539	SH		SOLE		3,539	0	0
SEI INVESTMENTS CO COM USD.01	COMMON	784117103	60	1,160	SH		SOLE		1,160	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	8	191	SH		SOLE		191	0	0
SHENANDOAH TELECOMMUN CO COM USD10	COMMON	82312B106	386	8,742	SH		SOLE		8,742	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	4,217	123,910	SH		SOLE		123,910	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	72	11,943	SH		SOLE		11,943	0	0
SILGAN HOLDINGS INC COM USD.01	COMMON	827048109	364	12,315	SH		SOLE		12,315	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	162	11,336	SH		SOLE		11,336	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	9	50	SH		SOLE		50	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	272	12,944	SH		SOLE		12,944	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	1,391	36,167	SH		SOLE		36,167	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	2,859	59,895	SH		SOLE		59,895	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	4,137	168,920	SH		SOLE		168,920	0	0
SKYLINE CHAMPION CORP COM USD.0277	COMMON	830830105	52	2,748	SH		SOLE		2,748	0	0
SLEEP NUMBER CORPORATION COM USD.01	COMMON	83125X103	62	1,314	SH		SOLE		1,314	0	0
SMART GLOBAL HOLDINGS INC Ordinary Shares	COMMON	G8232Y101	53	2,748	SH		SOLE		2,748	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	143	3,557	SH		SOLE		3,557	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	606	9,886	SH		SOLE		9,886	0	0
SONY CORP ADR	COMMON	835699307	763	18,061	SH		SOLE		18,061	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	2,690	51,818	SH		SOLE		51,818	0	0
SPARTANNASH CO COM NPV	COMMON	847215100	0	20	SH		SOLE		20	0	0
SPEEDWAY MOTORSPORTS INC COM USD.01	COMMON	847788106	382	26,383	SH		SOLE		26,383	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	75,558	827,188	SH		OTR		636,774	190,414	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	9	238	SH		SOLE		238	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	195	40,533	SH		SOLE		40,533	0	0
SPS COMMERCE INC COM USD.001	COMMON	78463M107	95	901	SH		SOLE		901	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	165	5,218	SH		SOLE		5,218	0	0
SS&C TECHNOLOGIES HLDGS INC COM USD.01	COMMON	78467J100	1,276	20,047	SH		SOLE		20,047	0	0
SSR MINING INC COM NPV	COMMON	784730103	4,762	378,933	SH		SOLE		378,933	0	0
STANDARD FINANCIAL CORP COM USD.01	COMMON	85303B100	109	4,033	SH		SOLE		4,033	0	0
STANDARD MOTOR PRODS CL A COM USD2	COMMON	853666105	902	18,451	SH		SOLE		18,451	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	16,043	216,038	SH		OTR		152,028	64,010	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	2,478	70,507	SH		SOLE		70,507	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	169	11,675	SH		SOLE		11,675	0	0
STEPAN CO COM USD1	COMMON	858586100	2,282	26,083	SH		SOLE		26,083	0	0
STERIS PLC COM NPV	COMMON	G8473T100	1,542	12,047	SH		SOLE		12,047	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	2,545	203,235	SH		SOLE		203,235	0	0
STONERIDGE INC COM NPV	COMMON	86183P102	269	9,361	SH		SOLE		9,361	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	99	3,365	SH		SOLE		3,365	0	0
STURM RUGER & CO INC COM USD1	COMMON	864159108	97	1,838	SH		SOLE		1,838	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	179	25,527	SH		SOLE		25,527	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	39,035	1,021,915	SH		SOLE		1,021,915	0	0
SUNCOKE ENERGY INC COM USD.01	COMMON	86722A103	345	40,681	SH		SOLE		40,681	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	11,820	366,818	SH		SOLE		366,818	0	0
SUPERIOR DRILLING PRODUCTS COM USD.001	COMMON	868153107	20	15,165	SH		SOLE		15,165	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	216	976	SH		SOLE		976	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	651	23,007	SH		SOLE		23,007	0	0
SYNALLOY CORP COM USD1	COMMON	871565107	149	9,783	SH		SOLE		9,783	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	28,932	908,366	SH		OTR		658,392	249,974	0
SYNNEX CORP COM USD.001	COMMON	87162W100	220	2,307	SH		SOLE		2,307	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	0	4	SH		SOLE		4	0	0
SYSCO CORP COM USD1	COMMON	871829107	10	144	SH		SOLE		144	0	0
SYSTEMAX INC COM USD.01	COMMON	871851101	182	8,076	SH		SOLE		8,076	0	0
TARGET CORP COM USD1	COMMON	87612E106	2,702	33,728	SH		SOLE		33,728	0	0
TECH DATA CORP COM USD.0015	COMMON	878237106	3,183	31,176	SH		SOLE		31,176	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	559	34,532	SH		SOLE		34,532	0	0
TECK RESOURCES LTD CL B COM NPV SVTG	COMMON	878742204	36,943	1,605,861	SH		SOLE		1,605,861	0	0
TEGNA INC COM USD1	COMMON	87901J105	224	15,862	SH		SOLE		15,862	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	274	1,157	SH		SOLE		1,157	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	32	1,182	SH		SOLE		1,182	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	3,732	121,499	SH		SOLE		121,499	0	0
TERADATA CORP COM USD.01	COMMON	88076W103	209	4,813	SH		SOLE		4,813	0	0
TERNIUM SA -ADR ADS USD	COMMON	880890108	68	2,491	SH		SOLE		2,491	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	52	3,362	SH		SOLE		3,362	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	826	13,919	SH		SOLE		13,919	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	0	1	SH		SOLE		1	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	265	4,281	SH		SOLE		4,281	0	0
TEXTRON INC COM USD.125	COMMON	883203101	22,158	437,406	SH		OTR		365,319	72,087	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	5,258	19,211	SH		SOLE		19,211	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	5,803	98,599	SH		SOLE		98,599	0	0
TIMBERLAND BANCORP INC COM USD.01	COMMON	887098101	97	3,502	SH		SOLE		3,502	0	0
TJX COMPANIES INC COM USD1	COMMON	872540109	24	451	SH		SOLE		451	0	0
T-MOBILE US INC COM	COMMON	872590104	4,887	70,729	SH		SOLE		70,729	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	3,144	58,262	SH		SOLE		58,262	0	0
TOTAL SYSTEM SERVICES INC COM USD.1	COMMON	891906109	521	5,483	SH		SOLE		5,483	0	0
TOWER INTERNATIONAL INC COM USD.01	COMMON	891826109	486	23,092	SH		SOLE		23,092	0	0
TOWN SPORTS INTL HOLDINGS COM USD.001	COMMON	89214A102	134	28,130	SH		SOLE		28,130	0	0
TOWNSQUARE MEDIA INC CL A COM USD0.01	COMMON	892231101	58	10,124	SH		SOLE		10,124	0	0
TRANSACT TECHNOLOGIES INC COM USD.01	COMMON	892918103	33	3,608	SH		SOLE		3,608	0	0
TRANSALTA CORP COM NPV	COMMON	89346D107	2,007	274,673	SH		SOLE		274,673	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	387	16,851	SH		SOLE		16,851	0	0
TRANSGLOBE ENERGY CORP COM NPV	COMMON	893662106	676	360,376	SH		SOLE		360,376	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	4	55	SH		SOLE		55	0	0
TRAVELERS COS INC COM	COMMON	89417E109	258	1,882	SH		SOLE		1,882	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	271	20,191	SH		SOLE		20,191	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	313	19,415	SH		SOLE		19,415	0	0
TREEHOUSE FOODS INC COM	COMMON	89469A104	115	1,795	SH		SOLE		1,795	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	1	25	SH		SOLE		25	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	260	10,998	SH		SOLE		10,998	0	0
TRUSTMARK CORP COM NPV	COMMON	898402102	58	1,724	SH		SOLE		1,724	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	727	62,064	SH		SOLE		62,064	0	0
TUCOWS INC CL A COM NPV	COMMON	898697206	2,209	27,788	SH		SOLE		27,788	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	280	6,075	SH		SOLE		6,075	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	104	9,240	SH		SOLE		9,240	0	0
TYSON FOODS INC -CL A CL A COM USD.1	COMMON	902494103	2,131	30,696	SH		SOLE		30,696	0	0
U S BANCORP COM USD5	COMMON	902973304	474	9,826	SH		SOLE		9,826	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	135	1,756	SH		SOLE		1,756	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	609	5,832	SH		SOLE		5,832	0	0
ULTA BEAUTY INC COM USD.0158	COMMON	90384S303	3	10	SH		SOLE		10	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	175	17,036	SH		SOLE		17,036	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	71,867	431,025	SH		OTR		342,829	88,196	0
UNIQUE FABRICATING INC COM USD.001	COMMON	90915J103	36	8,051	SH		SOLE		8,051	0	0
UNISYS CORP COM USD.01	COMMON	909214306	1,491	128,003	SH		SOLE		128,003	0	0
UNITED CONTINENTAL HLDGS INC COM NEW	COMMON	910047109	43,939	552,096	SH		OTR		436,193	115,903	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	172	91,467	SH		SOLE		91,467	0	0
UNITED-GUARDIAN INC COM USD.1	COMMON	910571108	78	4,074	SH		SOLE		4,074	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	19	76	SH		SOLE		76	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	810	14,063	SH		SOLE		14,063	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	1,473	11,014	SH		SOLE		11,014	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	1,816	58,730	SH		SOLE		58,730	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	417	21,302	SH		SOLE		21,302	0	0
UNUM GROUP COM USD.1	COMMON	91529Y106	2	47	SH		SOLE		47	0	0
UNVL STAINLESS & ALLOY PRODS COM USD.01	COMMON	913837100	40	2,439	SH		SOLE		2,439	0	0
US CELLULAR CORP COM USD1	COMMON	911684108	680	14,880	SH		SOLE		14,880	0	0
US ECOLOGY INC COM NPV	COMMON	91732J102	887	15,926	SH		SOLE		15,926	0	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	24	693	SH		SOLE		693	0	0
USA TRUCK INC COM USD.01	COMMON	902925106	194	13,507	SH		SOLE		13,507	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	153	1,835	SH		SOLE		1,835	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	183	2,084	SH		SOLE		2,084	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	507	226,454	SH		SOLE		226,454	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	265	1,223	SH		SOLE		1,223	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	40,586	479,609	SH		OTR		376,551	103,058	0
VANDA PHARMACEUTICALS INC COM USD.01	COMMON	921659108	117	6,387	SH		SOLE		6,387	0	0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF	COMMON	921943858	8	200	SH		SOLE		200	0	0
VECTRUS INC COM USD.01	COMMON	92242T101	5	188	SH		SOLE		188	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	117	11,077	SH		SOLE		11,077	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	1,963	15,483	SH		SOLE		15,483	0	0
VENTAS INC COM USD.25	COMMON	92276F100	5	79	SH		SOLE		79	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	968	73,036	SH		SOLE		73,036	0	0
VEREIT INC CL A COM USD.01	COMMON	92339V100	5	622	SH		SOLE		622	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	399	2,999	SH		SOLE		2,999	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	2,014	34,062	SH		SOLE		34,062	0	0
VERSO CORP CL A COM USD.01	COMMON	92531L207	4,411	206,116	SH		SOLE		206,116	0	0
VIACOM INC CL B COM USD	COMMON	92553P201	21,242	757,279	SH		SOLE		757,279	0	0
VICTORY CPTL HLDGS INC COM	COMMON	92645B103	139	9,263	SH		SOLE		9,263	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	219	8,037	SH		SOLE		8,037	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	3,220	20,619	SH		SOLE		20,619	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	1,050	56,850	SH		SOLE		56,850	0	0
VISHAY PRECISION GROUP INC COM USD.01	COMMON	92835K103	719	21,111	SH		SOLE		21,111	0	0
VITAMIN SHOPPE INC COM USD.001	COMMON	92849E101	335	47,834	SH		SOLE		47,834	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	3	17	SH		SOLE		17	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	293	16,103	SH		SOLE		16,103	0	0
VONAGE HOLDINGS CORP COM USD.001	COMMON	92886T201	431	43,144	SH		SOLE		43,144	0	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	100	21,696	SH		SOLE		21,696	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	84,283	1,691,161	SH		OTR		1,286,877	404,284	0
VSE CORP COM USD.05	COMMON	918284100	56	1,762	SH		SOLE		1,762	0	0
W&T OFFSHORE INC COM USD.00001	COMMON	92922P106	729	105,595	SH		SOLE		105,595	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	174	12,878	SH		SOLE		12,878	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	3,335	192,912	SH		SOLE		192,912	0	0
WAITR HOLDINGS INC COM	COMMON	930752100	29	2,322	SH		SOLE		2,322	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	36,745	582,073	SH		OTR		502,727	79,346	0
WALMART INC COM USD.1	COMMON	931142103	6	57	SH		SOLE		57	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	385	12,722	SH		SOLE		12,722	0	0
WASHINGTON PRIME GROUP INC COM	COMMON	93964W108	2	391	SH		SOLE		391	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	1,177	11,328	SH		SOLE		11,328	0	0
WD-40 CO COM NPV	COMMON	929236107	315	1,867	SH		SOLE		1,867	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	1,304	32,007	SH		SOLE		32,007	0	0
WELLCARE HEALTH PLANS INC COM USD.01	COMMON	94946T106	6,771	25,105	SH		SOLE		25,105	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	11,341	234,740	SH		OTR		195,772	38,968	0
WENDY'S CO CL A COM USD.1	COMMON	95058W100	58	3,257	SH		SOLE		3,257	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	8	226	SH		SOLE		226	0	0
WESCO INTL INC CL A COM USD.01	COMMON	95082P105	2	35	SH		SOLE		35	0	0
WESTAMERICA BANCORPORATION COM NPV	COMMON	957090103	960	15,594	SH		SOLE		15,594	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	741	15,424	SH		SOLE		15,424	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	50,936	2,763,651	SH		OTR		2,138,953	624,698	0
WESTLAKE CHEMICAL CORP COM USD.01	COMMON	960413102	1,872	27,594	SH		SOLE		27,594	0	0
WESTROCK CO COM USD.01	COMMON	96145D105	832	21,701	SH		SOLE		21,701	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	134	4,344	SH		SOLE		4,344	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	5,452	41,070	SH		OTR		31,973	9,097	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	102	2,322	SH		SOLE		2,322	0	0
WILLDAN GROUP INC COM USD.01	COMMON	96924N100	336	9,118	SH		SOLE		9,118	0	0
WILLIS TOWERS WATSON PLC COM USD.000115	COMMON	G96629103	310	1,765	SH		SOLE		1,765	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	335	4,428	SH		SOLE		4,428	0	0
WINMARK CORP COM NPV	COMMON	974250102	89	472	SH		SOLE		472	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	338	84,880	SH		SOLE		84,880	0	0
WOORI FINANCIAL GROUP INC ADR	COMMON	981064108	2,112	58,759	SH		SOLE		58,759	0	0
WORLD WRESTLING ENTMT INC CL A COM USD.01	COMMON	98156Q108	1,657	19,189	SH		SOLE		19,189	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	1,269	34,015	SH		SOLE		34,015	0	0
WPP PLC ADR	COMMON	92937A102	192	3,640	SH		SOLE		3,640	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	3	131	SH		SOLE		131	0	0
XILINX INC COM USD.01	COMMON	983919101	3	21	SH		SOLE		21	0	0
XYLEM INC COM USD.01	COMMON	98419M100	7	93	SH		SOLE		93	0	0
YRC WORLDWIDE INC COM USD1	COMMON	984249607	210	31,368	SH		SOLE		31,368	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	110,974	1,114,029	SH		OTR		858,264	255,765	0
ZAGG INC COM USD.001	COMMON	98884U108	393	43,371	SH		SOLE		43,371	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	117	561	SH		SOLE		561	0	0
ZIX CORP COM USD.01	COMMON	98974P100	951	138,908	SH		SOLE		138,908	0	0
ZOETIS INC CL A COM USD.01	COMMON	98978V103	1,082	10,748	SH		SOLE		10,748	0	0
ZYNEX INC COM NPV	COMMON	98986M103	118	26,300	SH		SOLE		26,300	0	0