CHIEF COMPLIANCE OFFICER

0001423442-19-000012.txt : 20191114 0001423442-19-000012.hdr.sgml : 20191114 20191114093933 ACCESSION NUMBER: 0001423442-19-000012 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190930 FILED AS OF DATE: 20191114 DATE AS OF CHANGE: 20191114 EFFECTIVENESS DATE: 20191114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: O'SHAUGHNESSY ASSET MANAGEMENT, LLC CENTRAL INDEX KEY: 0001423442 IRS NUMBER: 208958799 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12966 FILM NUMBER: 191216956 BUSINESS ADDRESS: STREET 1: 6 SUBURBAN AVENUE CITY: STAMFORD STATE: CT ZIP: 06901-2012 BUSINESS PHONE: 203-975-3333 MAIL ADDRESS: STREET 1: 6 SUBURBAN AVENUE CITY: STAMFORD STATE: CT ZIP: 06901-2012 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001423442 XXXXXXXX 09-30-2019 09-30-2019 O'SHAUGHNESSY ASSET MANAGEMENT, LLC

6 SUBURBAN AVENUE STAMFORD CT 06901-2012

13F HOLDINGS REPORT 028-12966 N RAYMOND AMOROSO III ESQ. CHIEF COMPLIANCE OFFICER 203-975-3318 /s/ RAYMOND AMOROSO III ESQ. STAMFORD CT 11-14-2019 1 1062 4202798 false 1 0001409728 028-12567 Mercer Investments LLC INFORMATION TABLE 2 13F3rdqtr2019final.xml 9302019FINAL 1-800-FLOWERS.COM CL A COM USD.01 COMMON 68243Q106 367 24833 SH SOLE 24833 0 0 3M CO COM NPV COMMON 88579Y101 0 2 SH SOLE 2 0 0 A. H. BELO CORP CL A COM USD.01 COMMON 001282102 68 18220 SH SOLE 18220 0 0 AARON'S INC COM USD.5 COMMON 002535300 2955 45980 SH SOLE 45980 0 0 ABBOTT LABORATORIES COM NPV COMMON 002824100 686 8194 SH SOLE 8194 0 0 ABBVIE INC COM USD.01 COMMON 00287Y109 22496 297085 SH OTR 253432 43653 0 ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 956 61289 SH SOLE 61289 0 0 ABM INDUSTRIES INC COM NPV COMMON 000957100 102 2798 SH SOLE 2798 0 0 ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 128 665 SH SOLE 665 0 0 ACCO BRANDS CORP COM COMMON 00081T108 1 144 SH SOLE 144 0 0 ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 2408 76861 SH SOLE 76861 0 0 ACNB CORP COM USD2.5 COMMON 000868109 78 2254 SH SOLE 2254 0 0 ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 1 6 SH SOLE 6 0 0 ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 0 16 SH SOLE 16 0 0 ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 235 7570 SH SOLE 7570 0 0 ADOBE INC COM NPV COMMON 00724F101 0 1 SH SOLE 1 0 0 ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 3178 98464 SH SOLE 98464 0 0 ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 532 35859 SH SOLE 35859 0 0 ADVANSIX INC COM NPV COMMON 00773T101 350 13611 SH SOLE 13611 0 0 AEGON NV NY SHR ADR COMMON 007924103 852 206239 SH SOLE 206239 0 0 AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 300 5936 SH SOLE 5936 0 0 AES CORP (THE) COM USD.01 COMMON 00130H105 365 22319 SH SOLE 22319 0 0 AETERNA ZENTARIS INC COM NPV SVTG COMMON 007975402 29 28347 SH SOLE 28347 0 0 AFLAC INC COM USD.1 COMMON 001055102 0 5 SH SOLE 5 0 0 AGCO CORP COM USD.01 COMMON 001084102 3004 39680 SH SOLE 39680 0 0 AGILYSYS INC COM NPV COMMON 00847J105 1062 41472 SH SOLE 41472 0 0 AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 8 38 SH SOLE 38 0 0 AIRGAIN INC COM USD.0001 COMMON 00938A104 63 5401 SH SOLE 5401 0 0 ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 416 8923 SH SOLE 8923 0 0 ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 146 84691 SH SOLE 84691 0 0 ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 4580 186854 SH SOLE 186854 0 0 ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 11023 804449 SH SOLE 804449 0 0 ALIBABA GROUP HLDG ADR COMMON 01609W102 1 4 SH SOLE 4 0 0 ALICO INC COM USD1 COMMON 016230104 111 3262 SH SOLE 3262 0 0 ALLEGHANY CORP COM USD1 COMMON 017175100 77 97 SH SOLE 97 0 0 ALLEGION PLC ORD SHS COMMON G0176J109 2 20 SH SOLE 20 0 0 ALLERGAN PLC COM USD.0033 COMMON G0177J108 0 1 SH SOLE 1 0 0 ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 376 7988 SH SOLE 7988 0 0 ALLSTATE CORP COM USD.01 COMMON 020002101 824 7582 SH SOLE 7582 0 0 ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 75578 2279090 SH OTR 1753560 525530 0 ALPHABET INC CL A COM USD.001 COMMON 02079K305 1 1 SH SOLE 1 0 0 ALPHABET INC CL C COM USD.001 COMMON 02079K107 1 1 SH SOLE 1 0 0 ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 24549 855936 SH OTR 651975 203961 0 ALTRIA GROUP INC COM USD1 COMMON 02209S103 15732 384637 SH OTR 266810 117827 0 A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 64 5335 SH SOLE 5335 0 0 AMAZON.COM INC COM USD.01 COMMON 023135106 3 2 SH SOLE 2 0 0 AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 412 38540 SH SOLE 38540 0 0 AMCOR PLC ORD COMMON G0250X107 206 21094 SH SOLE 21094 0 0 AMEDISYS INC COM USD.001 COMMON 023436108 1046 7980 SH SOLE 7980 0 0 AMERICAN ASSETS TRUST INC COM USD.01 COMMON 024013104 5 102 SH SOLE 102 0 0 AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 0 2 SH SOLE 2 0 0 AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 0 3 SH SOLE 3 0 0 AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 2 75 SH SOLE 75 0 0 AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 0 4 SH SOLE 4 0 0 AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 522 4221 SH SOLE 4221 0 0 AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 93 6187 SH SOLE 6187 0 0 AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1779 8047 SH SOLE 8047 0 0 AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 1576 17722 SH SOLE 17722 0 0 AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 382 4167 SH SOLE 4167 0 0 AMERIPRISE FINANCIAL INC COM COMMON 03076C106 156950 1066915 SH OTR 846212 220703 0 AMERISERV FINANCIAL INC/PA COM NPV COMMON 03074A102 1 177 SH SOLE 177 0 0 AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 8968 108932 SH SOLE 108932 0 0 AMGEN INC COM NPV COMMON 031162100 117826 608863 SH OTR 484119 124744 0 AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 528 57983 SH SOLE 57983 0 0 AMPLIFY ENERGY CORP COM COMMON 03212B103 231 37396 SH SOLE 37396 0 0 AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 184 34731 SH SOLE 34731 0 0 ANALOG DEVICES COM USD.16 COMMON 032654105 1438 12868 SH SOLE 12868 0 0 ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 136 7427 SH SOLE 7427 0 0 ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 0 2 SH SOLE 2 0 0 ANI PHARMACEUTICALS INC COM USD.0001 COMMON 00182C103 1457 19985 SH SOLE 19985 0 0 ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 999 18199 SH SOLE 18199 0 0 ANTHEM INC COM USD.01 COMMON 036752103 2 9 SH SOLE 9 0 0 AON PLC CL A ORD COMMON G0408V102 6 33 SH SOLE 33 0 0 APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 6 121 SH SOLE 121 0 0 APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 1288 13534 SH SOLE 13534 0 0 APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 2 108 SH SOLE 108 0 0 APPLE INC COM NPV COMMON 037833100 384 1713 SH SOLE 1713 0 0 APPLIED MATERIALS INC COM NPV COMMON 038222105 0 3 SH SOLE 3 0 0 APYX MEDICAL CORP COM USD.001 COMMON 03837C106 208 30692 SH SOLE 30692 0 0 ARAMARK COM USD.01 COMMON 03852U106 289 6633 SH SOLE 6633 0 0 ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 93 68492 SH SOLE 68492 0 0 ARCBEST CORP COM USD.01 COMMON 03937C105 4349 142818 SH SOLE 142818 0 0 ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 634 15101 SH SOLE 15101 0 0 ARCH COAL INC COM USD.01 COMMON 039380407 0 1 SH SOLE 1 0 0 ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 2 56 SH SOLE 56 0 0 ARCONIC INC COM USD1 COMMON 03965L100 12746 490204 SH OTR 377229 112975 0 ARDAGH GROUP SA EUR0.01 CL A COMMON L0223L101 331 21081 SH SOLE 21081 0 0 ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 548 11979 SH SOLE 11979 0 0 ARES COMMERCIAL REAL ESTATE COM USD0.01 COMMON 04013V108 17 1143 SH SOLE 1143 0 0 ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 548 7803 SH SOLE 7803 0 0 ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 5455 56408 SH SOLE 56408 0 0 ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 5 52 SH SOLE 52 0 0 ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 158 5586 SH SOLE 5586 0 0 ASML HOLDING NV ADR NY SHS COMMON N07059210 0 1 SH SOLE 1 0 0 ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 1 59 SH SOLE 59 0 0 ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 131 3671 SH SOLE 3671 0 0 ASSURED GUARANTY LTD COM COMMON G0585R106 1 30 SH SOLE 30 0 0 ASTRAZENECA PLC SPON ADR COMMON 046353108 158 3554 SH SOLE 3554 0 0 ASTRONICS CORP COM USD.01 COMMON 046433108 152 5162 SH SOLE 5162 0 0 ASTRONOVA INC COM USD.05 COMMON 04638F108 330 20436 SH SOLE 20436 0 0 AT&T INC COM USD1 COMMON 00206R102 409 10820 SH SOLE 10820 0 0 ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 811 26712 SH SOLE 26712 0 0 ATRION CORP COM USD1 COMMON 049904105 236 303 SH SOLE 303 0 0 AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 1 328 SH SOLE 328 0 0 AUDIOCODES LTD ORD NIS.01 COMMON M15342104 171 9050 SH SOLE 9050 0 0 AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 4321 26769 SH SOLE 26769 0 0 AUTOZONE INC COM NPV COMMON 053332102 25230 23261 SH OTR 19200 4061 0 AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 4 20 SH SOLE 20 0 0 AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 83 6073 SH SOLE 6073 0 0 AVNET INC COM USD1 COMMON 053807103 1 29 SH SOLE 29 0 0 AXA EQUITABLE HOLDINGS COM COMMON 054561105 1 41 SH SOLE 41 0 0 B2GOLD CORP COM NPV COMMON 11777Q209 1285 394537 SH SOLE 394537 0 0 BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 370 3734 SH SOLE 3734 0 0 BALL CORP COM NPV COMMON 058498106 762 10465 SH SOLE 10465 0 0 BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 1587 251954 SH SOLE 251954 0 0 BANCO SANTANDER SA ADR COMMON 05964H105 0 27 SH SOLE 27 0 0 BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 43920 1505610 SH OTR 1218215 287395 0 BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 128 11720 SH SOLE 11720 0 0 BANK OF MARIN BANCORP COM NPV COMMON 063425102 58 1403 SH SOLE 1403 0 0 BANK OF MONTREAL COM NPV COMMON 063671101 0 2 SH SOLE 2 0 0 BANK OF NOVA SCOTIA COM NPV COMMON 064149107 0 3 SH SOLE 3 0 0 BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 82 2767 SH SOLE 2767 0 0 BANK OF PRINCETON COM COMMON 064520109 57 1948 SH SOLE 1948 0 0 BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 171 14394 SH SOLE 14394 0 0 BANKUNITED INC COM USD.01 COMMON 06652K103 2 65 SH SOLE 65 0 0 BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 3 116 SH SOLE 116 0 0 BARRICK GOLD CORP COM NPV COMMON 067901108 2369 136838 SH SOLE 136838 0 0 BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 1053 12033 SH SOLE 12033 0 0 BBVA SPON ADR COMMON 05946K101 387 74360 SH SOLE 74360 0 0 BCB BANCORP INC COM COMMON 055298103 61 4780 SH SOLE 4780 0 0 BCE INC COM NPV COMMON 05534B760 7402 152921 SH SOLE 152921 0 0 BECTON DICKINSON & CO COM USD1 COMMON 075887109 0 1 SH SOLE 1 0 0 BELDEN INC COM USD.01 COMMON 077454106 408 7641 SH SOLE 7641 0 0 BERKLEY (W R) CORP COM USD.2 COMMON 084423102 136 1886 SH SOLE 1886 0 0 BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 1 6 SH SOLE 6 0 0 BERKSHIRE HILLS BANCORP INC COM USD.01 COMMON 084680107 101 3452 SH SOLE 3452 0 0 BERRY PETROLEUM COM COMMON 08579X101 37 3994 SH SOLE 3994 0 0 BEST BUY CO INC COM USD.1 COMMON 086516101 68026 985987 SH OTR 800837 185150 0 BG STAFFING INC COM COMMON 05544A109 193 10147 SH SOLE 10147 0 0 BHP GROUP LTD ADR COMMON 088606108 0 4 SH SOLE 4 0 0 BIOGEN INC COM NPV COMMON 09062X103 2 7 SH SOLE 7 0 0 BIO-TECHNE CORP COM USD.01 COMMON 09073M104 204 1045 SH SOLE 1045 0 0 BJ'S RESTAURANTS INC COM NPV COMMON 09180C106 182 4689 SH SOLE 4689 0 0 BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 3 43 SH SOLE 43 0 0 BLACKSTONE GROUP INC COM UNIT COMMON 09260D107 4 83 SH SOLE 83 0 0 BLOCK H & R INC COM NPV COMMON 093671105 795 33658 SH SOLE 33658 0 0 BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 255 21629 SH SOLE 21629 0 0 BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 2601 99365 SH SOLE 99365 0 0 BOEING CO COM USD5 COMMON 097023105 1 3 SH SOLE 3 0 0 BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 14 7 SH SOLE 7 0 0 BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 15 217 SH SOLE 217 0 0 BORGWARNER INC COM USD.01 COMMON 099724106 1135 30953 SH SOLE 30953 0 0 BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 1021 2804 SH SOLE 2804 0 0 BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 1024 87853 SH SOLE 87853 0 0 BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 10341 79752 SH OTR 71225 8527 0 BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 0 4 SH SOLE 4 0 0 BOTTOMLINE TECHNOLOGIES INC COM USD.001 COMMON 101388106 270 6854 SH SOLE 6854 0 0 BP PLC ADR COMMON 055622104 1 17 SH SOLE 17 0 0 BRADESCO BANCO SPON ADR COMMON 059460402 8 1059 SH SOLE 1059 0 0 BRADY CORP CL A COM USD.01 COMMON 104674106 1713 32285 SH SOLE 32285 0 0 BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 2 163 SH SOLE 163 0 0 BRF SA SPON ADR NPV COMMON 10552T107 81 8844 SH SOLE 8844 0 0 BRIDGFORD FOODS CORP COM USD1 COMMON 108763103 77 2568 SH SOLE 2568 0 0 BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 6 41 SH SOLE 41 0 0 BRIGHTSPHERE INVEST GRP INC ORD COMMON 10948W103 353 35609 SH SOLE 35609 0 0 BRINKER INTL INC COM USD.1 COMMON 109641100 6570 153981 SH SOLE 153981 0 0 BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 1 10 SH SOLE 10 0 0 BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 0 6 SH SOLE 6 0 0 BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 11 553 SH SOLE 553 0 0 BROADCOM INC ORD NPV COMMON 11135F101 22 79 SH SOLE 79 0 0 BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 2514 20203 SH SOLE 20203 0 0 BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 0 2 SH SOLE 2 0 0 BROOKFIELD PROPERTY REIT COM CL A COMMON 11282X103 2 86 SH SOLE 86 0 0 BRP INC SUB VTG NPV COMMON 05577W200 9005 231252 SH SOLE 231252 0 0 BRT APARTMENTS CORP SHS BEN INT COMMON 055645303 188 12891 SH SOLE 12891 0 0 BRUKER CORP COM USD.01 COMMON 116794108 500 11384 SH SOLE 11384 0 0 BT GROUP PLC ADR COMMON 05577E101 62 5677 SH SOLE 5677 0 0 BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 22 7109 SH SOLE 7109 0 0 BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 614 29854 SH SOLE 29854 0 0 BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 337 1688 SH SOLE 1688 0 0 C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 215 4078 SH SOLE 4078 0 0 CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 3279 186611 SH OTR 126964 59647 0 CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 472 2039 SH SOLE 2039 0 0 CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 7970 120615 SH SOLE 120615 0 0 CAE INC COM NPV COMMON 124765108 8624 339194 SH SOLE 339194 0 0 CALAMP CORP COM NPV COMMON 128126109 83 7165 SH SOLE 7165 0 0 CAL-MAINE FOODS INC COM USD.01 COMMON 128030202 481 12040 SH SOLE 12040 0 0 CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 2891 35014 SH SOLE 35014 0 0 CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 3590 39947 SH SOLE 39947 0 0 CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 14467 543299 SH SOLE 543299 0 0 CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 3717 16714 SH SOLE 16714 0 0 CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 1505 16539 SH SOLE 16539 0 0 CARDINAL HEALTH INC COM NPV COMMON 14149Y108 88417 1873569 SH OTR 1485235 388334 0 CAREER EDUCATION CORP COM USD.01 COMMON 141665109 198 12447 SH SOLE 12447 0 0 CARETRUST REIT INC COM USD.01 COMMON 14174T107 612 26045 SH SOLE 26045 0 0 CARLISLE COS INC COM NPV COMMON 142339100 5239 35996 SH SOLE 35996 0 0 CARTER'S INC COM USD.01 COMMON 146229109 0 2 SH SOLE 2 0 0 CASEYS GENERAL STORES INC COM NPV COMMON 147528103 63 389 SH SOLE 389 0 0 CATALENT INC COM USD.01 COMMON 148806102 143 2995 SH SOLE 2995 0 0 CATERPILLAR INC COM USD1 COMMON 149123101 14872 117740 SH OTR 93893 23847 0 CBIZ INC COM COMMON 124805102 267 11342 SH SOLE 11342 0 0 CDW CORP COM USD.01 COMMON 12514G108 4315 35014 SH SOLE 35014 0 0 CELANESE CORP COM USD.01 COMMON 150870103 63098 515946 SH OTR 407309 108637 0 CELGENE CORP COM USD1 COMMON 151020104 0 3 SH SOLE 3 0 0 CENTENE CORP COM USD.003 COMMON 15135B101 0 3 SH SOLE 3 0 0 CENTRAL EUROPEAN MEDIA CL A COM USD.2 COMMON G20045202 48 10597 SH SOLE 10597 0 0 CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 23406 475702 SH OTR 378953 96749 0 CGI INC CL A COM NPV SVTG COMMON 12532H104 18620 235289 SH SOLE 235289 0 0 CHANGYOU.COM LTD ADR CL A COMMON 15911M107 96 10067 SH SOLE 10067 0 0 CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 21086 51161 SH OTR 40577 10584 0 CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 255 6074 SH SOLE 6074 0 0 CHEVRON CORP COM USD3 COMMON 166764100 872 7349 SH SOLE 7349 0 0 CHINA LIFE INSURANCE (CHN) SPON ADR REP H COMMON 16939P106 0 27 SH SOLE 27 0 0 CHINA MOBILE LTD SPON ADR COMMON 16941M109 2188 52841 SH SOLE 52841 0 0 CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 4075 69417 SH SOLE 69417 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 1 14 SH SOLE 14 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR COMMON 16945R104 53 5033 SH SOLE 5033 0 0 CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 441 21751 SH SOLE 21751 0 0 CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 87 977 SH SOLE 977 0 0 CHUBB LTD ORD KYD.125 COMMON H1467J104 0 3 SH SOLE 3 0 0 CHURCH & DWIGHT INC COM NPV COMMON 171340102 6036 80217 SH SOLE 80217 0 0 CIENA CORP COM USD.01 COMMON 171779309 1920 48929 SH SOLE 48929 0 0 CIGNA CORP COM USD1 COMMON 125523100 0 3 SH SOLE 3 0 0 CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 41 2657 SH SOLE 2657 0 0 CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 114 976 SH SOLE 976 0 0 CINTAS CORP COM NPV COMMON 172908105 13 48 SH SOLE 48 0 0 CIRRUS LOGIC INC COM NPV COMMON 172755100 2493 46536 SH SOLE 46536 0 0 CISCO SYSTEMS INC COM NPV COMMON 17275R102 94427 1911009 SH OTR 1504898 406111 0 CIT GROUP INC COM USD.01 COMMON 125581801 2 48 SH SOLE 48 0 0 CITIGROUP INC COM USD.01 COMMON 172967424 133409 1931125 SH OTR 1531093 400032 0 CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 1368 38682 SH SOLE 38682 0 0 CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 79305 821607 SH OTR 645203 176404 0 CLARUS CORP COM USD.0001 COMMON 18270P109 153 13014 SH SOLE 13014 0 0 CLEAN HARBORS INC COM USD.01 COMMON 184496107 59 769 SH SOLE 769 0 0 CLEARFIELD INC COM USD.01 COMMON 18482P103 139 11751 SH SOLE 11751 0 0 CLOROX CO/DE COM USD1 COMMON 189054109 5 32 SH SOLE 32 0 0 CME GROUP INC CL A COM USD.01 COMMON 12572Q105 0 1 SH SOLE 1 0 0 CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 1884 38247 SH SOLE 38247 0 0 CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 8 521 SH SOLE 521 0 0 CNOOC LTD SPONSORED ADR COMMON 126132109 317 2084 SH SOLE 2084 0 0 COCA COLA CONSOLIDATED INC COM USD1 COMMON 191098102 0 1 SH SOLE 1 0 0 COCA-COLA CO COM USD.5 COMMON 191216100 1 13 SH SOLE 13 0 0 COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 657 11845 SH SOLE 11845 0 0 COGENT COMMUNICATIONS HLDGS COM USD.001 COMMON 19239V302 493 8943 SH SOLE 8943 0 0 COHEN & STEERS INC COM USD.01 COMMON 19247A100 546 9933 SH SOLE 9933 0 0 COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 0 4 SH SOLE 4 0 0 COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 3429 120406 SH SOLE 120406 0 0 COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 345 3564 SH SOLE 3564 0 0 COMCAST CORP CL A COM USD1 COMMON 20030N101 1079 23934 SH SOLE 23934 0 0 COMERICA INC COM USD5 COMMON 200340107 36141 547663 SH OTR 453568 94095 0 COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 378 8549 SH SOLE 8549 0 0 COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 92 2738 SH SOLE 2738 0 0 COMPANHIA SIDERURGICA NACION SPON ADR COMMON 20440W105 115 36296 SH SOLE 36296 0 0 COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 116 5213 SH SOLE 5213 0 0 COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 97 19346 SH SOLE 19346 0 0 COMSTOCK RESOURCES INC COM USD.5 COMMON 205768302 102 13098 SH SOLE 13098 0 0 CONAGRA BRANDS INC COM USD5 COMMON 205887102 19565 637684 SH OTR 500065 137619 0 CONMED CORP COM USD.01 COMMON 207410101 5119 53236 SH SOLE 53236 0 0 CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 14762 259057 SH SOLE 259057 0 0 CONSOL ENERGY INC COM COMMON 20854L108 191 12206 SH SOLE 12206 0 0 CONSTELLIUM SE CL A COM NPV COMMON N22035104 1 79 SH SOLE 79 0 0 CONSTRUCTION PRTNR INC COM COMMON 21044C107 98 6305 SH SOLE 6305 0 0 CONSUMER PORTFOLIO SVCS INC COM NPV COMMON 210502100 76 21233 SH SOLE 21233 0 0 CONTAINER STORE GROUP COM USD.01 COMMON 210751103 142 32187 SH SOLE 32187 0 0 CONTINENTAL BUILDING PRODS COM USD.001 COMMON 211171103 2047 75010 SH SOLE 75010 0 0 COOPER COS INC (THE) COM USD.1 COMMON 216648402 1825 6146 SH SOLE 6146 0 0 COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 295 11296 SH SOLE 11296 0 0 CORE MARK HOLDING CO INC COM COMMON 218681104 1354 42167 SH SOLE 42167 0 0 CORECIVIC INC COM USD.01 COMMON 21871N101 2 124 SH SOLE 124 0 0 CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 162 3441 SH SOLE 3441 0 0 CORNING INC COM USD5 COMMON 219350105 27150 951928 SH OTR 724952 226976 0 CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 1 48 SH SOLE 48 0 0 CORVEL CORP COM USD.0001 COMMON 221006109 1937 25586 SH SOLE 25586 0 0 COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 461 1599 SH SOLE 1599 0 0 COUSINS PROPERTIES INC COM USD1 COMMON 222795502 2 52 SH SOLE 52 0 0 CRACKER BARREL OLD CTRY STOR COM USD.5 COMMON 22410J106 663 4073 SH SOLE 4073 0 0 CRAWFORD & CO CL B COM NPV COMMON 224633107 150 14864 SH SOLE 14864 0 0 CRH MEDICAL CORP COM NPV COMMON 12626F105 0 125 SH SOLE 125 0 0 CRH PLC ADR COMMON 12626K203 2 66 SH SOLE 66 0 0 CRITEO SA ADR COMMON 226718104 0 5 SH SOLE 5 0 0 CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 0 2 SH SOLE 2 0 0 CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 238 4598 SH SOLE 4598 0 0 CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 4452 64485 SH SOLE 64485 0 0 CSX CORP COM USD1 COMMON 126408103 40221 580621 SH OTR 442936 137685 0 CULP INC COM USD.05 COMMON 230215105 97 5963 SH SOLE 5963 0 0 CUMMINS INC COM USD2.5 COMMON 231021106 6547 40247 SH SOLE 40247 0 0 CVR ENERGY INC COM USD.01 COMMON 12662P108 8462 192184 SH SOLE 192184 0 0 CVS HEALTH CORP COM USD1 COMMON 126650100 0 3 SH SOLE 3 0 0 CYBEROPTICS CORP COM NPV COMMON 232517102 91 6388 SH SOLE 6388 0 0 DANAHER CORP COM USD.01 COMMON 235851102 4 31 SH SOLE 31 0 0 DARDEN RESTAURANTS INC COM NPV COMMON 237194105 4 38 SH SOLE 38 0 0 DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 121 6310 SH SOLE 6310 0 0 DASAN ZHONE SOLUTIONS INC COM COMMON 23305L206 33 3579 SH SOLE 3579 0 0 DAVITA INC CL A COM NPV VTG COMMON 23918K108 7223 126555 SH OTR 97929 28626 0 DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 12461 84553 SH SOLE 84553 0 0 DEERE & CO COM USD1 COMMON 244199105 0 1 SH SOLE 1 0 0 DELEK US HOLDINGS INC COM USD.01 COMMON 24665A103 857 23614 SH SOLE 23614 0 0 DELPHI TECHNOLOGIES PLC COM USD.01 COMMON G2709G107 41 3048 SH SOLE 3048 0 0 DELTA AIR LINES INC COM USD.0001 COMMON 247361702 44245 768114 SH OTR 607378 160736 0 DELTA APPAREL INC COM USD.01 COMMON 247368103 248 10427 SH SOLE 10427 0 0 DELUXE CORP COM USD1 COMMON 248019101 375 7636 SH SOLE 7636 0 0 DENNYS CORP COM USD.1 COMMON 24869P104 812 35678 SH SOLE 35678 0 0 DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 2672 66132 SH SOLE 66132 0 0 DESTINATION XL GROUP INC COM USD.01 COMMON 25065K104 87 51558 SH SOLE 51558 0 0 DEVON ENERGY CORP COM USD.1 COMMON 25179M103 29452 1224045 SH OTR 985855 238190 0 DHI GROUP INC COM USD.01 COMMON 23331S100 529 137291 SH SOLE 137291 0 0 DIAGEO PLC SPON ADR COMMON 25243Q205 0 2 SH SOLE 2 0 0 DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 69 6760 SH SOLE 6760 0 0 DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 346 8476 SH SOLE 8476 0 0 DIGITAL TURBINE INC COM COMMON 25400W102 278 43089 SH SOLE 43089 0 0 DILLARDS INC -CL A CL A COM NPV COMMON 254067101 1019 15411 SH SOLE 15411 0 0 DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 18862 232599 SH OTR 176478 56121 0 DISCOVERY INC CL A COM COMMON 25470F104 1 56 SH SOLE 56 0 0 DISH NETWORK CORP CL A COM USD.01 COMMON 25470M109 247 7259 SH SOLE 7259 0 0 DISNEY (WALT) CO COM NPV COMMON 254687106 27453 210651 SH OTR 164155 46496 0 DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 7 44 SH SOLE 44 0 0 DOMINION ENERGY INC COM NPV COMMON 25746U109 0 4 SH SOLE 4 0 0 DOMTAR CORP COM USD.01 COMMON 257559203 624 17411 SH SOLE 17411 0 0 DONALDSON CO INC COM USD5 COMMON 257651109 325 6237 SH SOLE 6237 0 0 DONEGAL GROUP INC CL A COMMON 257701201 234 15953 SH SOLE 15953 0 0 DOVER CORP COM USD1 COMMON 260003108 34275 344248 SH OTR 277945 66303 0 DOW INC COM USD 0.01 COMMON 260557103 0 3 SH SOLE 3 0 0 DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 315 8301 SH SOLE 8301 0 0 DUKE ENERGY CORP COM NPV COMMON 26441C204 0 4 SH SOLE 4 0 0 DUPONT DE NEMOURS INC COM USD2.5 COMMON 26614N102 0 2 SH SOLE 2 0 0 DYADIC INTERNATIONAL INC COM USD.001 COMMON 26745T101 127 20927 SH SOLE 20927 0 0 E TRADE FINANCIAL CORP COM USD.01 COMMON 269246401 11 254 SH SOLE 254 0 0 EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 1015 13754 SH SOLE 13754 0 0 EBAY INC COM USD.001 COMMON 278642103 95983 2462258 SH OTR 1949379 512879 0 ECHOSTAR CORP CL A COM NPV COMMON 278768106 42 1057 SH SOLE 1057 0 0 ECOLAB INC COM USD1 COMMON 278865100 25 128 SH SOLE 128 0 0 ECOPETROL SA SPON ADS NPV COMMON 279158109 770 45225 SH SOLE 45225 0 0 EDGEWELL PERSONAL CARE CO COM USD.01 COMMON 28035Q102 154 4744 SH SOLE 4744 0 0 EDWARDS LIFESCIENCES CORP COM USD1 COMMON 28176E108 0 1 SH SOLE 1 0 0 EL POLLO LOCO HOLDINGS INC COM USD0.01 COMMON 268603107 142 12943 SH SOLE 12943 0 0 ELEVATE CREDIT INC COM USD0.001 COMMON 28621V101 81 19157 SH SOLE 19157 0 0 ELLINGTON RESIDENTIAL MTG COM USD0.01 COMMON 288578107 300 28447 SH SOLE 28447 0 0 EMCOR GROUP INC COM USD.1 COMMON 29084Q100 2243 26044 SH SOLE 26044 0 0 EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 238 4546 SH SOLE 4546 0 0 EMERSON ELECTRIC CO COM USD1 COMMON 291011104 0 3 SH SOLE 3 0 0 EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01 COMMON 291525400 101 20254 SH SOLE 20254 0 0 ENBRIDGE INC COM NPV COMMON 29250N105 0 6 SH SOLE 6 0 0 ENCANA CORP COM NPV COMMON 292505104 1850 403507 SH SOLE 403507 0 0 ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 0 4 SH SOLE 4 0 0 ENCORE WIRE CORP COM USD.01 COMMON 292562105 688 12219 SH SOLE 12219 0 0 ENERPLUS CORP COM NPV COMMON 292766102 7971 1069088 SH SOLE 1069088 0 0 ENI SPA SPON ADR COMMON 26874R108 1284 42101 SH SOLE 42101 0 0 ENNIS INC COM USD2.5 COMMON 293389102 169 8349 SH SOLE 8349 0 0 ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 806 38825 SH SOLE 38825 0 0 ENSIGN GROUP INC COM USD.001 COMMON 29358P101 594 12522 SH SOLE 12522 0 0 ENTEGRIS INC COM USD.01 COMMON 29362U104 218 4639 SH SOLE 4639 0 0 EOG RESOURCES INC COM NPV COMMON 26875P101 0 3 SH SOLE 3 0 0 EPAM SYSTEMS INC COM USD0.001 COMMON 29414B104 4 21 SH SOLE 21 0 0 EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 7 90 SH SOLE 90 0 0 EQUINIX INC COM USD.001 COMMON 29444U700 580 1005 SH SOLE 1005 0 0 EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 3 77 SH SOLE 77 0 0 EQUITY LIFESTYLE PROPERTIES COM USD.01 COMMON 29472R108 799 5977 SH SOLE 5977 0 0 ERA GROUP INC CL A COM USD0.01 COMMON 26885G109 440 41642 SH SOLE 41642 0 0 ESCALADE INC COM USD1 COMMON 296056104 67 6190 SH SOLE 6190 0 0 ESCO TECHNOLOGIES INC COM NPV COMMON 296315104 1080 13578 SH SOLE 13578 0 0 ESSA BANCORP INC COM USD.01 COMMON 29667D104 104 6328 SH SOLE 6328 0 0 ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 5 15 SH SOLE 15 0 0 ETHAN ALLEN INTERIORS INC CL A COM USD.01 COMMON 297602104 76 3983 SH SOLE 3983 0 0 EURONET WORLDWIDE INC COM USD.02 COMMON 298736109 247 1685 SH SOLE 1685 0 0 EVANS BANCORP INC COM USD.50 COMMON 29911Q208 37 978 SH SOLE 978 0 0 EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 2 7 SH SOLE 7 0 0 EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 866 102295 SH SOLE 102295 0 0 EVERTEC INC COM USD.01 COMMON 30040P103 1633 52294 SH SOLE 52294 0 0 EXELON CORP COM NPV COMMON 30161N101 0 3 SH SOLE 3 0 0 EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 2 21 SH SOLE 21 0 0 EXXON MOBIL CORP COM NPV COMMON 30231G102 1 14 SH SOLE 14 0 0 F N B CORP/FL COM USD.01 COMMON 302520101 1 72 SH SOLE 72 0 0 FABRINET ORD USD.01 COMMON G3323L100 800 15303 SH SOLE 15303 0 0 FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 1 3 SH SOLE 3 0 0 FACTSET RESEARCH SYSTEMS INC COM USD.01 COMMON 303075105 7 29 SH SOLE 29 0 0 FAIR ISAAC CORP COM USD.01 COMMON 303250104 17 55 SH SOLE 55 0 0 FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 1202 14718 SH SOLE 14718 0 0 FEDERAL SIGNAL CORP COM USD1 COMMON 313855108 1099 33559 SH SOLE 33559 0 0 FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 2085 64310 SH SOLE 64310 0 0 FEDEX CORP COM USD.1 COMMON 31428X106 0 1 SH SOLE 1 0 0 FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 53 3778 SH SOLE 3778 0 0 FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 795 61385 SH SOLE 61385 0 0 FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 313 2355 SH SOLE 2355 0 0 FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 1 24 SH SOLE 24 0 0 FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 63062 2303129 SH OTR 1830130 472999 0 FINANCIAL INSTITUTIONS INC COM USD.01 COMMON 317585404 65 2141 SH SOLE 2141 0 0 FINJAN HOLDINGS INC COM COMMON 31788H303 54 27111 SH SOLE 27111 0 0 FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 1 24 SH SOLE 24 0 0 FIRST BUSINESS FINL SRV INC COM USD.01 COMMON 319390100 90 3736 SH SOLE 3736 0 0 FIRST CAPITAL INC COM USD.01 COMMON 31942S104 102 1772 SH SOLE 1772 0 0 FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 1 3 SH SOLE 3 0 0 FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 674 20206 SH SOLE 20206 0 0 FIRST HORIZON NATIONAL CORP COM USD2.5 COMMON 320517105 2 142 SH SOLE 142 0 0 FIRST NORTHWEST BANCRP COM COMMON 335834107 174 10024 SH SOLE 10024 0 0 FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 218 3443 SH SOLE 3443 0 0 FIRST UNITED CORP COM NPV COMMON 33741H107 254 11534 SH SOLE 11534 0 0 FIRSTSERVICE CORP COM COMMON 33767E202 6256 60975 SH SOLE 60975 0 0 FISERV INC COM USD.01 COMMON 337738108 5 53 SH SOLE 53 0 0 FLAGSTAR BANCORP INC COM USD.01 COMMON 337930705 760 20345 SH SOLE 20345 0 0 FLEETCOR TECHNOLOGIES INC COM USD.001 COMMON 339041105 677 2359 SH SOLE 2359 0 0 FLIR SYSTEMS INC COM USD.01 COMMON 302445101 130 2474 SH SOLE 2474 0 0 FLUENT INC COM USD.0005 COMMON 34380C102 193 70410 SH SOLE 70410 0 0 FLUSHING FINANCIAL CORP COM USD.01 COMMON 343873105 265 13102 SH SOLE 13102 0 0 FONAR CORP COM USD.0001 COMMON 344437405 5 222 SH SOLE 222 0 0 FOOT LOCKER INC COM USD3 COMMON 344849104 1804 41801 SH SOLE 41801 0 0 FORD MOTOR CO COM USD1 COMMON 345370860 0 17 SH SOLE 17 0 0 FORESTAR GROUP INC COM USD1 COMMON 346232101 51 2774 SH SOLE 2774 0 0 FORTERRA INC COM USD0.001 COMMON 34960W106 351 48509 SH SOLE 48509 0 0 FORTINET INC COM USD.001 COMMON 34959E109 126 1638 SH SOLE 1638 0 0 FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 169 10902 SH SOLE 10902 0 0 FRANKLIN COVEY CO COM USD.05 COMMON 353469109 669 19110 SH SOLE 19110 0 0 FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 484 10129 SH SOLE 10129 0 0 FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 51867 1797112 SH OTR 1440855 356257 0 FRANKLIN STREET PROPERTIES COM COMMON 35471R106 700 82695 SH SOLE 82695 0 0 FRIEDMAN INDUSTRIES INC COM USD1 COMMON 358435105 63 9722 SH SOLE 9722 0 0 FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 3074 29003 SH SOLE 29003 0 0 FUEL TECH INC COM USD.01 COMMON 359523107 35 34982 SH SOLE 34982 0 0 FULTON FINANCIAL CORP COM USD2.5 COMMON 360271100 43 2668 SH SOLE 2668 0 0 FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 3363 281645 SH SOLE 281645 0 0 GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 124 23428 SH SOLE 23428 0 0 GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 228 11664 SH SOLE 11664 0 0 GARDNER DENVER HOLDINGS INC COM COMMON 36555P107 283 9988 SH SOLE 9988 0 0 GARMIN LTD COM USD.01 COMMON H2906T109 101 1191 SH SOLE 1191 0 0 GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 107 9230 SH SOLE 9230 0 0 GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 488 6223 SH SOLE 6223 0 0 GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 0 1 SH SOLE 1 0 0 GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 0 51 SH SOLE 51 0 0 GENERAL MILLS INC COM USD.75 COMMON 370334104 373 6765 SH SOLE 6765 0 0 GENERAL MOTORS CO COM USD.01 COMMON 37045V100 0 6 SH SOLE 6 0 0 GENESCO INC COM USD1 COMMON 371532102 536 13393 SH SOLE 13393 0 0 GENPACT LTD COM USD.01 COMMON G3922B107 1 29 SH SOLE 29 0 0 GENTEX CORP COM USD.06 COMMON 371901109 408 14817 SH SOLE 14817 0 0 GENUINE PARTS CO COM USD1 COMMON 372460105 182 1831 SH SOLE 1831 0 0 GEO GROUP INC COM USD.01 COMMON 36162J106 1 79 SH SOLE 79 0 0 GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 291 6340 SH SOLE 6340 0 0 GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 5587 157302 SH SOLE 157302 0 0 GILEAD SCIENCES INC COM USD.001 COMMON 375558103 1 8 SH SOLE 8 0 0 GLADSTONE COMMERCIAL CORP COM USD.001 COMMON 376536108 2 100 SH SOLE 100 0 0 GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 0 7 SH SOLE 7 0 0 GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 7 46 SH SOLE 46 0 0 GLOBALSCAPE INC COM USD.001 COMMON 37940G109 762 66450 SH SOLE 66450 0 0 GMS INC COM USD.01 COMMON 36251C103 785 27347 SH SOLE 27347 0 0 GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 0 1 SH SOLE 1 0 0 GORMAN-RUPP CO COM NPV COMMON 383082104 152 4361 SH SOLE 4361 0 0 GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 1 54 SH SOLE 54 0 0 GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 5898 564365 SH SOLE 564365 0 0 GREAT WESTERN BANCORP INC COM USD0.01 COMMON 391416104 962 29155 SH SOLE 29155 0 0 GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 85 1779 SH SOLE 1779 0 0 GRUPO SIMEC SA DE CV SPON ADR COMMON 400491106 0 51 SH SOLE 51 0 0 HAEMONETICS CORP COM USD.01 COMMON 405024100 2360 18710 SH SOLE 18710 0 0 HALLADOR ENERGY CO COM NPV COMMON 40609P105 199 55030 SH SOLE 55030 0 0 HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 393 20528 SH SOLE 20528 0 0 HANCOCK WHITNEY CORP COM USD3.33 COMMON 410120109 1320 34470 SH SOLE 34470 0 0 HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 299 2203 SH SOLE 2203 0 0 HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 8174 134870 SH SOLE 134870 0 0 HAVERTY FURNITURE COM USD1 COMMON 419596101 817 40315 SH SOLE 40315 0 0 HAWAIIAN HOLDINGS INC COM USD.01 COMMON 419879101 118 4479 SH SOLE 4479 0 0 HAWKINS INC COM USD.1 COMMON 420261109 31 738 SH SOLE 738 0 0 HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 234 9815 SH SOLE 9815 0 0 HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 2603 21613 SH SOLE 21613 0 0 HCI GROUP INC COM NPV COMMON 40416E103 674 16043 SH SOLE 16043 0 0 HCP INC COM USD1 COMMON 40414L109 2 70 SH SOLE 70 0 0 HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 0 8 SH SOLE 8 0 0 HDFC BANK LTD ADR COMMON 40415F101 21 376 SH SOLE 376 0 0 HEICO CORP COM USD.166 COMMON 422806109 306 2448 SH SOLE 2448 0 0 HELEN OF TROY LTD COM USD.1 COMMON G4388N106 2103 13335 SH SOLE 13335 0 0 HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 262 1797 SH SOLE 1797 0 0 HENRY SCHEIN INC COM USD.01 COMMON 806407102 2283 35947 SH SOLE 35947 0 0 HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 1858 49084 SH SOLE 49084 0 0 HERSHEY CO COM USD1. COMMON 427866108 619 3993 SH SOLE 3993 0 0 HESS CORP COM USD1 COMMON 42809H107 20024 331076 SH OTR 255620 75456 0 HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 4903 323207 SH SOLE 323207 0 0 HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 513 4870 SH SOLE 4870 0 0 HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 3205 134157 SH SOLE 134157 0 0 HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 1350 39179 SH SOLE 39179 0 0 HNI CORP COM USD1 COMMON 404251100 91 2561 SH SOLE 2561 0 0 HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 14427 268954 SH OTR 225964 42990 0 HOME DEPOT INC COM USD.05 COMMON 437076102 2 7 SH SOLE 7 0 0 HONDA MOTOR CO LTD ADR COMMON 438128308 2933 112462 SH SOLE 112462 0 0 HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 35 207 SH SOLE 207 0 0 HOOKER FURNITURE CORP COM NPV COMMON 439038100 67 3117 SH SOLE 3117 0 0 HOPE BANCORP INC COM USD3 COMMON 43940T109 2177 151826 SH SOLE 151826 0 0 HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 1607 59006 SH SOLE 59006 0 0 HOUSTON WIRE & CABLE CO COM USD.001 COMMON 44244K109 87 18494 SH SOLE 18494 0 0 HSBC HLDGS PLC SPON ADR COMMON 404280406 0 9 SH SOLE 9 0 0 HUAMI CORP -ADS ADS COMMON 44331K103 0 29 SH SOLE 29 0 0 HUBBELL INC COM NPV COMMON 443510607 1 10 SH SOLE 10 0 0 HUDBAY MINERALS INC COM NPV COMMON 443628102 4557 1262087 SH SOLE 1262087 0 0 HUNT COS FINANCE TRUST INC COM USD.01 COMMON 44558T100 86 25463 SH SOLE 25463 0 0 HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 23016 108668 SH OTR 84248 24420 0 HURCO COS INC COM USD.1 COMMON 447324104 43 1331 SH SOLE 1331 0 0 HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 58 1056 SH SOLE 1056 0 0 IBERIABANK CORP COM USD1 COMMON 450828108 1164 15413 SH SOLE 15413 0 0 ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 80 3314 SH SOLE 3314 0 0 ICON PLC COM EUR.06 COMMON G4705A100 85 575 SH SOLE 575 0 0 IDT CORP CL B COM USD.01 COMMON 448947507 651 61806 SH SOLE 61806 0 0 IES HOLDINGS INC COM USD.01 COMMON 44951W106 338 16431 SH SOLE 16431 0 0 ILLINOIS TOOL WORKS COM NPV COMMON 452308109 0 1 SH SOLE 1 0 0 ILLUMINA INC COM USD.01 COMMON 452327109 0 1 SH SOLE 1 0 0 IMPERIAL OIL LTD COM NPV COMMON 453038408 22845 876617 SH SOLE 876617 0 0 INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 167 4337 SH SOLE 4337 0 0 INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 103 4826 SH SOLE 4826 0 0 INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 35 660 SH SOLE 660 0 0 INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 54 21791 SH SOLE 21791 0 0 INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 329 28899 SH SOLE 28899 0 0 INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 119 22588 SH SOLE 22588 0 0 ING GROEP NV SPON ADR COMMON 456837103 0 44 SH SOLE 44 0 0 INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 1014 26101 SH SOLE 26101 0 0 INGREDION INC COM USD.01 COMMON 457187102 1 7 SH SOLE 7 0 0 INNOSPEC INC COM USD.01 COMMON 45768S105 310 3473 SH SOLE 3473 0 0 INNOVIVA INC COM USD.01 COMMON 45781M101 2027 192313 SH SOLE 192313 0 0 INPHI CORP COM USD.001 COMMON 45772F107 273 4466 SH SOLE 4466 0 0 INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 166 2982 SH SOLE 2982 0 0 INSPIRED ENTERTAINMENT COM COMMON 45782N108 99 13751 SH SOLE 13751 0 0 INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 913 12083 SH SOLE 12083 0 0 INTEL CORP COM NPV COMMON 458140100 1 14 SH SOLE 14 0 0 INTER PARFUMS INC COM NPV COMMON 458334109 589 8422 SH SOLE 8422 0 0 INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 93 1487 SH SOLE 1487 0 0 INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 18 1315 SH SOLE 1315 0 0 INTEST CORP COM USD.01 COMMON 461147100 77 16553 SH SOLE 16553 0 0 INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 0 3 SH SOLE 3 0 0 INTL PAPER CO COM USD1 COMMON 460146103 7376 176368 SH SOLE 176368 0 0 INTUIT INC COM NPV COMMON 461202103 4421 16623 SH SOLE 16623 0 0 INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 1 1 SH SOLE 1 0 0 INVESTORS REAL ESTATE TRUST COM NPV COMMON 461730509 407 5444 SH SOLE 5444 0 0 INVITATION HOMES INC COM USD0.01 COMMON 46187W107 3 90 SH SOLE 90 0 0 IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 0 1 SH SOLE 1 0 0 ISHARES TR EAFE SML CP ETF COMMON 464288273 1301 22727 SH SOLE 22727 0 0 ISHARES TR MSCI ACWI ETF COMMON 464288257 1589 21544 SH SOLE 21544 0 0 ISHARES TR SHORT TREAS BD COMMON 464288679 58 523 SH SOLE 523 0 0 ISTAR INC COM USD.001 COMMON 45031U101 475 36428 SH SOLE 36428 0 0 ITRON INC COM USD.01 COMMON 465741106 84 1140 SH SOLE 1140 0 0 J JILL INC COMUSD0.01 COMMON 46620W102 103 54034 SH SOLE 54034 0 0 J2 GLOBAL INC COM USD.01 COMMON 48123V102 487 5357 SH SOLE 5357 0 0 JABIL INC COM USD.001 COMMON 466313103 445 12431 SH SOLE 12431 0 0 JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 168 3275 SH SOLE 3275 0 0 JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 1 35 SH SOLE 35 0 0 JOHNSON & JOHNSON COM USD1 COMMON 478160104 1727 13348 SH SOLE 13348 0 0 JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 11016 250976 SH OTR 194159 56817 0 JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 3641 26185 SH SOLE 26185 0 0 JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 1205 10238 SH SOLE 10238 0 0 JUMEI INTL HOLDING LTD -ADR ADR COMMON 48138L107 137 64839 SH SOLE 64839 0 0 JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 35052 1416179 SH OTR 1055035 361144 0 K12 INC COM USD.0001 COMMON 48273U102 6583 249347 SH SOLE 249347 0 0 KAMADA LTD COM ILS1. COMMON M6240T109 16 3157 SH SOLE 3157 0 0 KB FINANCIAL GROUP SPON ADR COMMON 48241A105 1067 29865 SH SOLE 29865 0 0 KBR INC COM USD.001 COMMON 48242W106 101 4128 SH SOLE 4128 0 0 KEANE GROUP INC COM USD.01 COMMON 48669A108 1 89 SH SOLE 89 0 0 KEYCORP COM USD1 COMMON 493267108 1692 94842 SH SOLE 94842 0 0 KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 1082 11122 SH SOLE 11122 0 0 KFORCE INC COM USD.01 COMMON 493732101 1725 45605 SH SOLE 45605 0 0 KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 45 3127 SH SOLE 3127 0 0 KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 578 29944 SH SOLE 29944 0 0 KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 2394 16856 SH SOLE 16856 0 0 KIMCO REALTY CORP COM USD.01 COMMON 49446R109 4 210 SH SOLE 210 0 0 KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 7 340 SH SOLE 340 0 0 KINGSTONE COS INC COM USD1 COMMON 496719105 100 11742 SH SOLE 11742 0 0 KINROSS GOLD CORP COM NPV COMMON 496902404 4106 891061 SH SOLE 891061 0 0 KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 27311 609179 SH SOLE 609179 0 0 KIRKLAND'S INC COM NPV COMMON 497498105 14 9309 SH SOLE 9309 0 0 KOHL'S CORP COM USD.01 COMMON 500255104 9426 189811 SH SOLE 189811 0 0 KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 118 2559 SH SOLE 2559 0 0 KRATON CORP COM USD.01 COMMON 50077C106 14 433 SH SOLE 433 0 0 KROGER CO COM USD1 COMMON 501044101 67332 2611688 SH OTR 2056800 554888 0 KT CORP SPON ADR COMMON 48268K101 0 17 SH SOLE 17 0 0 KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 0 10 SH SOLE 10 0 0 L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 853 4089 SH SOLE 4089 0 0 LAM RESEARCH CORP COM NPV COMMON 512807108 16070 69530 SH OTR 58271 11259 0 LANCASTER COLONY CORP COM USD1 COMMON 513847103 744 5366 SH SOLE 5366 0 0 LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 67 2888 SH SOLE 2888 0 0 LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 4 32 SH SOLE 32 0 0 LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 876 34960 SH SOLE 34960 0 0 LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1254 68582 SH SOLE 68582 0 0 LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 2899 14570 SH SOLE 14570 0 0 LAWSON PRODUCTS COM NPV COMMON 520776105 632 16328 SH SOLE 16328 0 0 LA-Z-BOY INC COM USD1 COMMON 505336107 343 10222 SH SOLE 10222 0 0 LEAR CORP COM NPV COMMON 521865204 1415 12003 SH SOLE 12003 0 0 LEE ENTERPRISES INC COM USD2 COMMON 523768109 241 118225 SH SOLE 118225 0 0 LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 12190 141940 SH SOLE 141940 0 0 LENNAR CORP CL A COM USD.1 COMMON 526057104 66 1183 SH SOLE 1183 0 0 LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 1767 7274 SH SOLE 7274 0 0 LIBERTY OILFIELD SVS COM CL A 0.01USD COMMON 53115L104 1218 112499 SH SOLE 112499 0 0 LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 151 10997 SH SOLE 10997 0 0 LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 470 4717 SH SOLE 4717 0 0 LILLY (ELI) & CO COM USD.625 COMMON 532457108 41153 367978 SH OTR 283733 84245 0 LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 10492 173931 SH OTR 145354 28577 0 LINDE PLC COM NPV COMMON G5494J103 0 2 SH SOLE 2 0 0 LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 262 6104 SH SOLE 6104 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 0 176 SH SOLE 176 0 0 LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 123 316 SH SOLE 316 0 0 LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 1 23 SH SOLE 23 0 0 LOWE'S COS INC COM USD.5 COMMON 548661107 0 3 SH SOLE 3 0 0 LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 608 7424 SH SOLE 7424 0 0 LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 267 51068 SH SOLE 51068 0 0 LTC PROPERTIES INC COM USD.01 COMMON 502175102 7 131 SH SOLE 131 0 0 LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 1160 6023 SH SOLE 6023 0 0 LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 85 14622 SH SOLE 14622 0 0 LUTHER BURBANK CORP COM COMMON 550550107 106 9322 SH SOLE 9322 0 0 LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 0 32 SH SOLE 32 0 0 LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 3293 36810 SH SOLE 36810 0 0 M & T BANK CORP COM USD5 COMMON 55261F104 370 2341 SH SOLE 2341 0 0 M/I HOMES INC COM USD.01 COMMON 55305B101 623 16539 SH SOLE 16539 0 0 MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 89 4104 SH SOLE 4104 0 0 MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 8 503 SH SOLE 503 0 0 MACY'S INC COM NPV COMMON 55616P104 499 32096 SH SOLE 32096 0 0 MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 37073 694980 SH SOLE 694980 0 0 MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 833 10322 SH SOLE 10322 0 0 MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 27889 1519331 SH SOLE 1519331 0 0 MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 23835 392329 SH OTR 302894 89435 0 MARCHEX INC CL B COM USD.01 COMMON 56624R108 0 159 SH SOLE 159 0 0 MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 709 19983 SH SOLE 19983 0 0 MARCUS CORP COM USD1 COMMON 566330106 386 10422 SH SOLE 10422 0 0 MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 110 7770 SH SOLE 7770 0 0 MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 202 8030 SH SOLE 8030 0 0 MARRIOTT INTL INC CL A COM NPV COMMON 571903202 21708 174538 SH OTR 135338 39200 0 MARSH & MCLENNAN COS COM USD1 COMMON 571748102 0 2 SH SOLE 2 0 0 MASIMO CORP COM USD.001 COMMON 574795100 77 516 SH SOLE 516 0 0 MASTEC INC COM USD.1 COMMON 576323109 1788 27533 SH SOLE 27533 0 0 MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 1675 6169 SH SOLE 6169 0 0 MAXIMUS INC COM NPV COMMON 577933104 282 3652 SH SOLE 3652 0 0 MAXLINEAR INC CL A COM USD.0001 COMMON 57776J100 1080 48264 SH SOLE 48264 0 0 MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 16 101 SH SOLE 101 0 0 MCDONALD'S CORP COM NPV COMMON 580135101 6 27 SH SOLE 27 0 0 MCKESSON CORP COM USD2 COMMON 58155Q103 13215 96690 SH OTR 82010 14680 0 MECHEL PAO ADR NPV COMMON 583840608 205 109767 SH SOLE 109767 0 0 MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 142 7238 SH SOLE 7238 0 0 MEDICINES CO (THE) COM USD.001 COMMON 584688105 125 2493 SH SOLE 2493 0 0 MEDNAX INC COM USD.01 COMMON 58502B106 552 24413 SH SOLE 24413 0 0 MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 233 2772 SH SOLE 2772 0 0 MEDTRONIC PLC COM USD.1 COMMON G5960L103 68 629 SH SOLE 629 0 0 MERCER INTL INC SHS BEN INT USD1 COMMON 588056101 30 2428 SH SOLE 2428 0 0 MERCK & CO COM NPV COMMON 58933Y105 12255 145580 SH SOLE 145580 0 0 MERCURY GENERAL CORP COM NPV COMMON 589400100 344 6156 SH SOLE 6156 0 0 MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 635 66951 SH SOLE 66951 0 0 MERITAGE HOMES CORP COM NPV COMMON 59001A102 1558 22140 SH SOLE 22140 0 0 MERITOR INC COM USD1 COMMON 59001K100 623 33667 SH SOLE 33667 0 0 MESA LABORATORIES INC COM NPV COMMON 59064R109 496 2087 SH SOLE 2087 0 0 METHANEX CORP COM NPV COMMON 59151K108 20816 586194 SH SOLE 586194 0 0 METLIFE INC COM COMMON 59156R108 142120 3013429 SH OTR 2393934 619495 0 MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 114 8087 SH SOLE 8087 0 0 MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 2247 52426 SH SOLE 52426 0 0 MICROSOFT CORP COM USD.00000625 COMMON 594918104 3 23 SH SOLE 23 0 0 MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 8 64 SH SOLE 64 0 0 MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 32 673 SH SOLE 673 0 0 MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1882 40825 SH SOLE 40825 0 0 MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 1 291 SH SOLE 291 0 0 MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 0 34 SH SOLE 34 0 0 MKS INSTRUMENTS INC COM NPV COMMON 55306N104 2 18 SH SOLE 18 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 2 221 SH SOLE 221 0 0 MODEL N INC COM USD.00015 COMMON 607525102 600 21600 SH SOLE 21600 0 0 MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 3 25 SH SOLE 25 0 0 MOLSON COORS BREWING CO CL B COM NPV NVTG COMMON 60871R209 205 3560 SH SOLE 3560 0 0 MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 9 165 SH SOLE 165 0 0 MONRO INC COM USD.01 COMMON 610236101 270 3420 SH SOLE 3420 0 0 MORGAN STANLEY COM USD1 COMMON 617446448 448 10500 SH SOLE 10500 0 0 MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 10 60 SH SOLE 60 0 0 MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 659 62064 SH SOLE 62064 0 0 MSA SAFETY INC COM NPV COMMON 553498106 297 2721 SH SOLE 2721 0 0 MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 1 8 SH SOLE 8 0 0 MSCI INC CL A COM USD.01 COMMON 55354G100 16 73 SH SOLE 73 0 0 MTS SYSTEMS CORP COM USD.25 COMMON 553777103 87 1571 SH SOLE 1571 0 0 MUELLER INDUSTRIES COM NPV COMMON 624756102 382 13304 SH SOLE 13304 0 0 MVB FINANCIAL CORP COM COMMON 553810102 181 9111 SH SOLE 9111 0 0 NANOMETRICS INC COM NPV COMMON 630077105 698 21405 SH SOLE 21405 0 0 NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 197 7708 SH SOLE 7708 0 0 NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 99 1376 SH SOLE 1376 0 0 NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 608 74166 SH SOLE 74166 0 0 NATIONAL GRID SPON ADR COMMON 636274409 0 2 SH SOLE 2 0 0 NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 2791 34097 SH SOLE 34097 0 0 NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 435 7535 SH SOLE 7535 0 0 NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 46 SH SOLE 46 0 0 NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 2 73 SH SOLE 73 0 0 NATURAL ALTERNATIVES COM NPV COMMON 638842302 45 5356 SH SOLE 5356 0 0 NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 87 8679 SH SOLE 8679 0 0 NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 102 12355 SH SOLE 12355 0 0 NAVIENT CORP COM0.01 COMMON 63938C108 3 221 SH SOLE 221 0 0 NCR CORP COM USD5 COMMON 62886E108 0 10 SH SOLE 10 0 0 NELNET INC CL A COM USD.01 COMMON 64031N108 860 13515 SH SOLE 13515 0 0 NEOGEN CORP COM USD.16 COMMON 640491106 158 2323 SH SOLE 2323 0 0 NEOGENOMICS INC COM USD.001 COMMON 64049M209 1270 66467 SH SOLE 66467 0 0 NETAPP INC COM NPV COMMON 64110D104 0 5 SH SOLE 5 0 0 NETFLIX INC COM USD.001 COMMON 64110L106 1 2 SH SOLE 2 0 0 NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 192 34361 SH SOLE 34361 0 0 NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 63 565 SH SOLE 565 0 0 NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 277 41516 SH SOLE 41516 0 0 NEWMARKET CORP COM USD1 COMMON 651587107 101 213 SH SOLE 213 0 0 NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 1 29 SH SOLE 29 0 0 NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 6966 68088 SH SOLE 68088 0 0 NEXTERA ENERGY INC COM NPV COMMON 65339F101 0 2 SH SOLE 2 0 0 NEXTGEN HEALTHCARE INC COM USD.01 COMMON 65343C102 200 12736 SH SOLE 12736 0 0 NI HOLDINGS INC COM COMMON 65342T106 106 6170 SH SOLE 6170 0 0 NICHOLAS FINANCIAL INC COM NPV COMMON 65373J209 52 5807 SH SOLE 5807 0 0 NIKE INC -CL B CL B COM NPV COMMON 654106103 0 5 SH SOLE 5 0 0 NORBORD INC COM NPV COMMON 65548P403 11772 490674 SH SOLE 490674 0 0 NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 3 18 SH SOLE 18 0 0 NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 3357 290998 SH SOLE 290998 0 0 NORTHEAST BANK COM NPV COMMON 66405S100 333 15033 SH SOLE 15033 0 0 NORTHRIM BANCORP INC COM USD1 COMMON 666762109 31 777 SH SOLE 777 0 0 NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 0 1 SH SOLE 1 0 0 NORTHWEST PIPE CO COM USD.01 COMMON 667746101 320 11382 SH SOLE 11382 0 0 NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 92 2903 SH SOLE 2903 0 0 NOVAGOLD RESOURCES LTD COM NPV COMMON 66987E206 319 52550 SH SOLE 52550 0 0 NOVARTIS AG SPON ADR COMMON 66987V109 589 6782 SH SOLE 6782 0 0 NOVO NORDISK A/S ADR COMMON 670100205 0 5 SH SOLE 5 0 0 NRG ENERGY INC COM NEW COMMON 629377508 117 2947 SH SOLE 2947 0 0 NUCOR CORP COM USD.4 COMMON 670346105 2685 52747 SH SOLE 52747 0 0 NUVASIVE INC COM USD.001 COMMON 670704105 308 4855 SH SOLE 4855 0 0 NV5 GLOBAL INC COM USD.01 COMMON 62945V109 509 7451 SH SOLE 7451 0 0 NVIDIA CORP COM USD.001 COMMON 67066G104 0 2 SH SOLE 2 0 0 NVR INC COM USD.01 COMMON 62944T105 2844 765 SH SOLE 765 0 0 NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 89985 824611 SH OTR 685476 139135 0 ODONATE THERAPEUTICS COM COMMON 676079106 62 2375 SH SOLE 2375 0 0 OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 152 4457 SH SOLE 4457 0 0 OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 358 15184 SH SOLE 15184 0 0 OLIN CORP COM USD1 COMMON 680665205 2 112 SH SOLE 112 0 0 OLYMPIC STEEL INC COM NPV COMMON 68162K106 100 6943 SH SOLE 6943 0 0 OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 4 92 SH SOLE 92 0 0 OMNICELL INC COM NPV COMMON 68213N109 234 3241 SH SOLE 3241 0 0 OMNICOM GROUP COM USD.5 COMMON 681919106 10793 137837 SH SOLE 137837 0 0 ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1066 55490 SH SOLE 55490 0 0 ONEMAIN HOLDINGS INC COM COMMON 68268W103 1 23 SH SOLE 23 0 0 OP BANCORP COM COMMON 67109R109 173 17706 SH SOLE 17706 0 0 OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 304 10097 SH SOLE 10097 0 0 OPUS BANK COM COMMON 684000102 345 15826 SH SOLE 15826 0 0 ORACLE CORP COM USD.01 COMMON 68389X105 28772 522824 SH OTR 460654 62170 0 O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 9 22 SH SOLE 22 0 0 ORIX CORP SPONSORED ADR COMMON 686330101 4 59 SH SOLE 59 0 0 ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 73 3354 SH SOLE 3354 0 0 OSHKOSH CORP COM USD.01 COMMON 688239201 3 37 SH SOLE 37 0 0 OSI SYSTEMS INC COM NPV COMMON 671044105 1208 11892 SH SOLE 11892 0 0 OUTFRONT MEDIA INC COM USD.01 COMMON 69007J106 1 27 SH SOLE 27 0 0 P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 194 3277 SH SOLE 3277 0 0 PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 51 6734 SH SOLE 6734 0 0 PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1 13 SH SOLE 13 0 0 PARTNER COMMUNICATIONS CO ADR COMMON 70211M109 0 96 SH SOLE 96 0 0 PATTERSON COS INC COM USD.01 COMMON 703395103 412 23125 SH SOLE 23125 0 0 PAYCHEX INC COM USD.01 COMMON 704326107 215 2593 SH SOLE 2593 0 0 PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 362 1727 SH SOLE 1727 0 0 PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 859 8804 SH SOLE 8804 0 0 PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 0 3 SH SOLE 3 0 0 PAYSIGN INC COM COMMON 70451A104 362 35844 SH SOLE 35844 0 0 PC CONNECTION INC COM USD.01 COMMON 69318J100 161 4132 SH SOLE 4132 0 0 PCTEL INC COM USD.001 COMMON 69325Q105 254 30187 SH SOLE 30187 0 0 PDL BIOPHARMA INC COM USD.01 COMMON 69329Y104 480 222327 SH SOLE 222327 0 0 PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 936 63594 SH SOLE 63594 0 0 PEARSON PLC SPON ADR COMMON 705015105 125 13826 SH SOLE 13826 0 0 PENNS WOODS BANCORP INC COM USD10. COMMON 708430103 47 1184 SH SOLE 1184 0 0 PEOPLES BANCORP NC INC COM NPV COMMON 710577107 159 5352 SH SOLE 5352 0 0 PEPSICO INC COM USD.0166 COMMON 713448108 808 5891 SH SOLE 5891 0 0 PERFICIENT INC COM USD.001 COMMON 71375U101 2925 75811 SH SOLE 75811 0 0 PERFORMANCE FOOD GROUP CO COM USD.01 COMMON 71377A103 0 9 SH SOLE 9 0 0 PERMA-PIPE INTERNATIONAL HOL COM USD.01 COMMON 714167103 30 3086 SH SOLE 3086 0 0 PERSPECTA INC When Issued COMMON 715347100 272 10418 SH SOLE 10418 0 0 PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 9 168 SH SOLE 168 0 0 PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 1 58 SH SOLE 58 0 0 PFIZER INC COM USD.1 COMMON 717081103 10001 278358 SH OTR 277731 627 0 PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 0 6 SH SOLE 6 0 0 PHILLIPS 66 COM USD0.01 COMMON 718546104 81659 797417 SH OTR 623153 174264 0 PHOTRONICS INC COM NPV COMMON 719405102 736 67652 SH SOLE 67652 0 0 PICO HOLDINGS INC COM USD.1 COMMON 693366205 166 16452 SH SOLE 16452 0 0 PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 683 32727 SH SOLE 32727 0 0 PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 1490 46484 SH SOLE 46484 0 0 PIPER JAFFRAY COS COM COMMON 724078100 1 11 SH SOLE 11 0 0 PITNEY BOWES INC COM USD2 COMMON 724479100 176 38430 SH SOLE 38430 0 0 PLAINS GP HOLDINGS LP CL A LP NPV COMMON 72651A207 277 13065 SH SOLE 13065 0 0 PLDT INC SPON ADR COMMON 69344D408 0 6 SH SOLE 6 0 0 PLUMAS BANCORP COM COMMON 729273102 72 3569 SH SOLE 3569 0 0 PLYMOUTH INDL REIT INC COM USD.01 COMMON 729640102 132 7180 SH SOLE 7180 0 0 PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 0 2 SH SOLE 2 0 0 POPULAR INC COM USD5 COMMON 733174700 138 2552 SH SOLE 2552 0 0 POSCO SPON ADR COMMON 693483109 1404 29767 SH SOLE 29767 0 0 PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 239 4380 SH SOLE 4380 0 0 PREMIER INC CL A COM USD0.01 COMMON 74051N102 772 26701 SH SOLE 26701 0 0 PRETIUM RESOURCES INC COM NPV COMMON 74139C102 1103 95603 SH SOLE 95603 0 0 PRIMERICA INC COM USD.01 COMMON 74164M108 0 1 SH SOLE 1 0 0 PROCTER & GAMBLE CO COM NPV COMMON 742718109 9697 77964 SH SOLE 77964 0 0 PRO-DEX INC/CO COM NPV COMMON 74265M205 339 22166 SH SOLE 22166 0 0 PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 97 51411 SH SOLE 51411 0 0 PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 113 2970 SH SOLE 2970 0 0 PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 0 3 SH SOLE 3 0 0 PROLOGIS INC COM USD.01 COMMON 74340W103 0 2 SH SOLE 2 0 0 PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 48 2769 SH SOLE 2769 0 0 PROVIDENT FINANCIAL HOLDINGS COM USD.01 COMMON 743868101 80 3845 SH SOLE 3845 0 0 PRUDENTIAL BANCORP INC COM USD.01 COMMON 74431A101 35 2054 SH SOLE 2054 0 0 PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 2328 25877 SH SOLE 25877 0 0 PRUDENTIAL PLC ADR COMMON 74435K204 0 4 SH SOLE 4 0 0 PS BUSINESS PARKS COM USD.01 COMMON 69360J107 312 1714 SH SOLE 1714 0 0 PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 36 3898 SH SOLE 3898 0 0 PTC INC COM USD.01 COMMON 69370C100 105 1542 SH SOLE 1542 0 0 PUBLIC STORAGE COM USD.1 COMMON 74460D109 3 11 SH SOLE 11 0 0 PULTEGROUP INC COM USD.01 COMMON 745867101 4633 126744 SH SOLE 126744 0 0 PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 344 38510 SH SOLE 38510 0 0 QIAGEN NV COM NLG.03 COMMON N72482123 24 721 SH SOLE 721 0 0 QTS REALTY TRUST INC CL A COM USD0.01 COMMON 74736A103 3 50 SH SOLE 50 0 0 QUAKER CHEMICAL CORP COM USD1 COMMON 747316107 1200 7590 SH SOLE 7590 0 0 QUALCOMM INC COM USD.0001 COMMON 747525103 59665 782146 SH OTR 616923 165223 0 QUANEX BUILDING PRODUCTS COM USD.01 COMMON 747619104 575 31781 SH SOLE 31781 0 0 QUDIAN INC ADR COMMON 747798106 2 310 SH SOLE 310 0 0 R F INDUSTRIES LTD COM USD.01 COMMON 749552105 37 5225 SH SOLE 5225 0 0 RADIAN GROUP INC COM USD.001 COMMON 750236101 183 8003 SH SOLE 8003 0 0 RADIANT LOGISTICS INC UNIT COMMON 75025X100 1186 229368 SH SOLE 229368 0 0 RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 0 4 SH SOLE 4 0 0 RBC BEARINGS INC COM USD.01 COMMON 75524B104 368 2219 SH SOLE 2219 0 0 RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 503 15632 SH SOLE 15632 0 0 REGAL BELOIT CORP COM NPV COMMON 758750103 2 23 SH SOLE 23 0 0 REGENCY CENTERS CORP COM USD.01 COMMON 758849103 12984 186838 SH OTR 151507 35331 0 REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 55637 3516743 SH OTR 2723464 793279 0 REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 5 29 SH SOLE 29 0 0 RELIANCE STEEL & ALUMINUM CO COM NPV COMMON 759509102 1 11 SH SOLE 11 0 0 RELX PLC SP ADR COMMON 759530108 0 6 SH SOLE 6 0 0 RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 1 89 SH SOLE 89 0 0 RENT-A-CENTER INC COM USD.01 COMMON 76009N100 2245 87029 SH SOLE 87029 0 0 REPLIGEN CORP COM USD.01 COMMON 759916109 1134 14791 SH SOLE 14791 0 0 REPUBLIC SERVICES INC COM USD.01 COMMON 760759100 167 1929 SH SOLE 1929 0 0 RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 1410 306439 SH SOLE 306439 0 0 RESTAURANT BRANDS INTL INC COM USD.01 COMMON 76131D103 117 1646 SH SOLE 1646 0 0 RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 2 191 SH SOLE 191 0 0 RETAIL VALUE INC COM COMMON 76133Q102 1941 52405 SH SOLE 52405 0 0 REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 718 9404 SH SOLE 9404 0 0 RIO TINTO GROUP SPON ADR COMMON 767204100 2311 44367 SH SOLE 44367 0 0 RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 2532 63466 SH SOLE 63466 0 0 RIVERVIEW BANCORP INC COM USD1 COMMON 769397100 85 11483 SH SOLE 11483 0 0 RLJ LODGING TRUST COM USD.01 COMMON 74965L101 3957 232876 SH SOLE 232876 0 0 RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 559 12298 SH SOLE 12298 0 0 ROCKWELL AUTOMATION COM USD1 COMMON 773903109 48051 291560 SH OTR 222903 68657 0 ROCKY BRANDS INC COM NPV COMMON 774515100 594 17881 SH SOLE 17881 0 0 ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 5023 103045 SH SOLE 103045 0 0 ROLLINS INC COM USD1 COMMON 775711104 208 6114 SH SOLE 6114 0 0 ROPER TECHNOLOGIES INC COM USD.01 COMMON 776696106 9 24 SH SOLE 24 0 0 ROYAL BANK OF CANADA COM NPV COMMON 780087102 0 4 SH SOLE 4 0 0 ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS COMMON 780097689 63 12361 SH SOLE 12361 0 0 ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 1 15 SH SOLE 15 0 0 ROYAL GOLD INC COM USD.01 COMMON 780287108 372 3023 SH SOLE 3023 0 0 RPM INTERNATIONAL INC COM USD.064 COMMON 749685103 1 12 SH SOLE 12 0 0 RPT REALTY SHS BEN INT USD.01 COMMON 74971D101 2 174 SH SOLE 174 0 0 RYERSON HOLDING CORP COM USD.01 COMMON 783754104 347 40683 SH SOLE 40683 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 25 SH SOLE 25 0 0 SABRE CORP COM USD.01 COMMON 78573M104 1 25 SH SOLE 25 0 0 SAGA COMMUNICATIONS -CL A CL A COM USD.01 COMMON 786598300 82 2760 SH SOLE 2760 0 0 SALESFORCE.COM INC COM USD.001 COMMON 79466L302 0 3 SH SOLE 3 0 0 SALLY BEAUTY HOLDINGS INC COM USD.01 COMMON 79546E104 122 8162 SH SOLE 8162 0 0 SANFILIPPO JOHN B&SON COM USD.01 COMMON 800422107 2653 27465 SH SOLE 27465 0 0 SANMINA CORP COM USD.01 COMMON 801056102 329 10241 SH SOLE 10241 0 0 SANOFI SPONSORED ADR COMMON 80105N105 0 6 SH SOLE 6 0 0 SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 2 92 SH SOLE 92 0 0 SAP SE SPON ADR COMMON 803054204 0 2 SH SOLE 2 0 0 SASOL LTD ADR COMMON 803866300 276 16230 SH SOLE 16230 0 0 SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 946 3922 SH SOLE 3922 0 0 SCHLUMBERGER LTD COM USD.01 COMMON 806857108 0 6 SH SOLE 6 0 0 SCHNITZER STEEL INDS -CL A CL A COM USD.01 COMMON 806882106 627 30350 SH SOLE 30350 0 0 SCHWEITZER-MAUDUIT INTL INC COM USD.1 COMMON 808541106 778 20776 SH SOLE 20776 0 0 SCOTTS MIRACLE-GRO CO CL A COM USD.01 COMMON 810186106 88 869 SH SOLE 869 0 0 SECUREWORKS CORP CL A COM USD.01 COMMON 81374A105 0 37 SH SOLE 37 0 0 SENECA FOODS CORP CL A COM NPV COMMON 817070501 232 7452 SH SOLE 7452 0 0 SERVICE CORP INTERNATIONAL COM USD1 COMMON 817565104 10 199 SH SOLE 199 0 0 SERVICE PROPERTIES TRUST COM USD.01 COMMON 81761L102 1 47 SH SOLE 47 0 0 SERVICEMASTER GLOBAL HLDGS COM USD.01 COMMON 81761R109 38 680 SH SOLE 680 0 0 SERVICENOW INC COM USD.001 COMMON 81762P102 0 1 SH SOLE 1 0 0 SHENANDOAH TELECOMMUN CO COM USD10 COMMON 82312B106 225 7071 SH SOLE 7071 0 0 SHINHAN FINANCIAL GROUP LTD SPON ADR COMMON 824596100 1 31 SH SOLE 31 0 0 SHOE CARNIVAL INC COM USD.1 COMMON 824889109 3407 105120 SH SOLE 105120 0 0 SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 252 49284 SH SOLE 49284 0 0 SILGAN HOLDINGS INC COM USD.01 COMMON 827048109 374 12454 SH SOLE 12454 0 0 SILVERCORP METALS INC COM COMMON 82835P103 5872 1512326 SH SOLE 1512326 0 0 SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 100 8127 SH SOLE 8127 0 0 SIMMONS FIRST NATL CP -CL A CL A COM NPV COMMON 828730200 815 32727 SH SOLE 32727 0 0 SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 519 3334 SH SOLE 3334 0 0 SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 653 18828 SH SOLE 18828 0 0 SINCLAIR BROADCAST GP -CL A CL A COM USD.01 COMMON 829226109 2125 49719 SH SOLE 49719 0 0 SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 390 13362 SH SOLE 13362 0 0 SITE CENTERS CORP COM USD.1 COMMON 82981J109 1 82 SH SOLE 82 0 0 SK TELECOM CO LTD SPON ADR COMMON 78440P108 2068 93154 SH SOLE 93154 0 0 SLEEP NUMBER CORP COM USD.01 COMMON 83125X103 298 7210 SH SOLE 7210 0 0 SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 450 9351 SH SOLE 9351 0 0 SNAP-ON INC COM USD1 COMMON 833034101 0 1 SH SOLE 1 0 0 SONOCO PRODUCTS CO COM NPV COMMON 835495102 683 11725 SH SOLE 11725 0 0 SONY CORP ADR COMMON 835699307 960 16242 SH SOLE 16242 0 0 SOTHERLY HOTELS INC COM USD.01 COMMON 83600C103 61 9122 SH SOLE 9122 0 0 SOUTHERN CO COM USD5 COMMON 842587107 0 5 SH SOLE 5 0 0 SOUTHWEST AIRLINES COM USD1 COMMON 844741108 6364 117823 SH SOLE 117823 0 0 SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 65032 790715 SH OTR 605028 185687 0 SPIRIT REALTY CAPITAL INC COM USD.01 COMMON 84860W300 7 138 SH SOLE 138 0 0 SPORTSMANS WAREHOUSE HLDGS COM USD.01 COMMON 84920Y106 225 43390 SH SOLE 43390 0 0 SPS COMMERCE INC COM USD.001 COMMON 78463M107 85 1802 SH SOLE 1802 0 0 SSR MINING INC COM NPV COMMON 784730103 5230 360432 SH SOLE 360432 0 0 ST JOE CO COM USD100 COMMON 790148100 112 6546 SH SOLE 6546 0 0 STANDARD FINANCIAL CORP COM USD.01 COMMON 85303B100 49 1819 SH SOLE 1819 0 0 STANDARD MOTOR PRODS CL A COM USD2 COMMON 853666105 831 17116 SH SOLE 17116 0 0 STARBUCKS CORP COM NPV COMMON 855244109 49377 558418 SH OTR 454125 104293 0 STEEL DYNAMICS INC COM USD.01 COMMON 858119100 653 21922 SH SOLE 21922 0 0 STEELCASE INC CL A COM NPV COMMON 858155203 215 11675 SH SOLE 11675 0 0 STEPAN CO COM USD1 COMMON 858586100 680 7010 SH SOLE 7010 0 0 STERIS PLC COM NPV COMMON G8473T100 2715 18792 SH SOLE 18792 0 0 STERLING BANCORP COM USD.1 COMMON 85917A100 1 53 SH SOLE 53 0 0 STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 2100 159692 SH SOLE 159692 0 0 STONERIDGE INC COM NPV COMMON 86183P102 1 44 SH SOLE 44 0 0 STRATTEC SECURITY CORP COM USD.01 COMMON 863111100 58 2884 SH SOLE 2884 0 0 STRYKER CORP COM USD10 COMMON 863667101 0 2 SH SOLE 2 0 0 SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 160 23402 SH SOLE 23402 0 0 SUMMIT HOTEL PROPERTIES INC COM USD.01 COMMON 866082100 2619 225772 SH SOLE 225772 0 0 SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 45130 1008518 SH SOLE 1008518 0 0 SUNCOR ENERGY INC COM NPV COMMON 867224107 10299 326245 SH SOLE 326245 0 0 SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 1146 83424 SH SOLE 83424 0 0 SUPERIOR GROUP OF COS INC COM USD1 COMMON 868358102 56 3497 SH SOLE 3497 0 0 SYKES ENTERPRISES INC COM USD.01 COMMON 871237103 666 21746 SH SOLE 21746 0 0 SYNALLOY CORP COM USD1 COMMON 871565107 0 28 SH SOLE 28 0 0 SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 29874 876303 SH OTR 675636 200667 0 SYNNEX CORP COM USD.001 COMMON 87162W100 257 2273 SH SOLE 2273 0 0 SYNOPSYS INC COM USD.01 COMMON 871607107 462 3363 SH SOLE 3363 0 0 SYSCO CORP COM USD1 COMMON 871829107 63 791 SH SOLE 791 0 0 TAIWAN SEMICONDUCTOR MFG CO SPON ADR COMMON 874039100 44 945 SH SOLE 945 0 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR COMMON 874060205 0 8 SH SOLE 8 0 0 TARGET CORP COM USD1 COMMON 87612E106 2318 21679 SH SOLE 21679 0 0 TARO PHARMACEUTICL INDS LTD ORD NIS.0001 COMMON M8737E108 12 157 SH SOLE 157 0 0 TATA MOTORS LTD SPONSORED ADR COMMON 876568502 45 5395 SH SOLE 5395 0 0 TC ENERGY CORP COM NPV COMMON 87807B107 0 3 SH SOLE 3 0 0 TCF FINANCIAL CORP COM USD.01 COMMON 872307103 256 6732 SH SOLE 6732 0 0 TECH DATA CORP COM USD.0015 COMMON 878237106 7835 75158 SH SOLE 75158 0 0 TECK RESOURCES LTD CL B COM NPV SVTG COMMON 878742204 24957 1538088 SH SOLE 1538088 0 0 TEGNA INC COM USD1 COMMON 87901J105 713 45913 SH SOLE 45913 0 0 TELEDYNE TECHNOLOGIES INC COM USD.01 COMMON 879360105 345 1071 SH SOLE 1071 0 0 TELEFLEX INC COM USD1 COMMON 879369106 81 239 SH SOLE 239 0 0 TELEFONICA BRASIL SA SPONS ADR PFD COMMON 87936R106 3 220 SH SOLE 220 0 0 TELENAV INC COM USD.001 COMMON 879455103 49 10228 SH SOLE 10228 0 0 TELEPHONE & DATA SYSTEMS INC COM USD1 COMMON 879433829 2833 109806 SH SOLE 109806 0 0 TERADATA CORP COM USD.01 COMMON 88076W103 143 4628 SH SOLE 4628 0 0 TERADYNE INC COM USD.125 COMMON 880770102 2935 50674 SH SOLE 50674 0 0 TERNIUM SA -ADR ADS USD COMMON 880890108 116 6041 SH SOLE 6041 0 0 TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 296 20580 SH SOLE 20580 0 0 TETRA TECH INC COM USD.01 COMMON 88162G103 1252 14429 SH SOLE 14429 0 0 TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 1 4 SH SOLE 4 0 0 TEXAS ROADHOUSE INC COM USD.001 COMMON 882681109 173 3287 SH SOLE 3287 0 0 TEXTRON INC COM USD.125 COMMON 883203101 39511 806998 SH OTR 605904 201094 0 THERMO FISHER SCIENTIFIC INC COM USD1 COMMON 883556102 9264 31804 SH SOLE 31804 0 0 THOMSON-REUTERS CORP COM NPV COMMON 884903709 18059 269982 SH SOLE 269982 0 0 TIM PARTICIPACOES SA SPONS ADR COMMON 88706P205 56 3898 SH SOLE 3898 0 0 TIPTREE INC COM COMMON 88822Q103 71 9760 SH SOLE 9760 0 0 TJX COS INC (THE) COM USD1 COMMON 872540109 23 420 SH SOLE 420 0 0 T-MOBILE US INC COM COMMON 872590104 3631 46091 SH SOLE 46091 0 0 TOPBUILD CORP COM USD1 COMMON 89055F103 1092 11325 SH SOLE 11325 0 0 TORONTO DOMINION BANK COM NPV COMMON 891160509 0 5 SH SOLE 5 0 0 TOTAL SA SPON ADR COMMON 89151E109 19 365 SH SOLE 365 0 0 TOYOTA MOTOR CORP ADR COMMON 892331307 6 41 SH SOLE 41 0 0 TRANSALTA CORP COM NPV COMMON 89346D107 7213 1107796 SH SOLE 1107796 0 0 TRANSCAT INC COM USD.5 COMMON 893529107 414 16160 SH SOLE 16160 0 0 TRAVELERS COS INC COM COMMON 89417E109 920 6186 SH SOLE 6186 0 0 TRAVELZOO COM USD.01 COMMON 89421Q205 195 18222 SH SOLE 18222 0 0 TREDEGAR CORP COM NPV COMMON 894650100 438 22456 SH SOLE 22456 0 0 TREEHOUSE FOODS INC COM COMMON 89469A104 100 1797 SH SOLE 1797 0 0 TRINSEO SA ORD NPV COMMON L9340P101 3 71 SH SOLE 71 0 0 TRIPLE-S MANAGEMENT CORP CL B COM USD1. COMMON 896749108 0 9 SH SOLE 9 0 0 TRUEBLUE INC COM NPV COMMON 89785X101 29 1351 SH SOLE 1351 0 0 TRUSTMARK CORP COM NPV COMMON 898402102 12 355 SH SOLE 355 0 0 TTEC HOLDINGS INC COM USD.01 COMMON 89854H102 419 8747 SH SOLE 8747 0 0 TUCOWS INC CL A COM NPV COMMON 898697206 1502 27788 SH SOLE 27788 0 0 TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 2483 28824 SH SOLE 28824 0 0 U S BANCORP COM USD5 COMMON 902973304 476 8599 SH SOLE 8599 0 0 U S CONCRETE INC COM NEW USD.001 COMMON 90333L201 1 22 SH SOLE 22 0 0 U S LIME & MINERALS COM USD.1 COMMON 911922102 197 2578 SH SOLE 2578 0 0 UBS GROUP AG ORD SHRS COMMON H42097107 0 11 SH SOLE 11 0 0 UFP TECHNOLOGIES INC COM USD.01 COMMON 902673102 71 1830 SH SOLE 1830 0 0 ULTA BEAUTY INC COM USD.0158 COMMON 90384S303 2 9 SH SOLE 9 0 0 ULTRALIFE CORP COM USD.1 COMMON 903899102 149 17149 SH SOLE 17149 0 0 UMPQUA HOLDINGS CORP COM USD.833 COMMON 904214103 2 94 SH SOLE 94 0 0 UNILEVER NV NY SHS USD20 ADR COMMON 904784709 0 4 SH SOLE 4 0 0 UNILEVER PLC ADR COMMON 904767704 0 3 SH SOLE 3 0 0 UNION PACIFIC CORP COM USD2.5 COMMON 907818108 63348 391063 SH OTR 302979 88084 0 UNISYS CORP COM USD.01 COMMON 909214306 327 44073 SH SOLE 44073 0 0 UNITED AIRLINES HOLDINGS INC COM NEW COMMON 910047109 30591 345994 SH OTR 264290 81704 0 UNITED MICROELECTRONICS CORP SPON ADR COMMON 910873405 175 83916 SH SOLE 83916 0 0 UNITED PARCEL SERVICE INC CL B COM USD.01 COMMON 911312106 0 3 SH SOLE 3 0 0 UNITED TECHNOLOGIES CORP COM USD5 COMMON 913017109 0 3 SH SOLE 3 0 0 UNITED-GUARDIAN INC COM USD.1 COMMON 910571108 76 4033 SH SOLE 4033 0 0 UNITEDHEALTH GROUP INC COM USD.01 COMMON 91324P102 11 49 SH SOLE 49 0 0 UNIVERSAL CORP/VA COM NPV COMMON 913456109 1 21 SH SOLE 21 0 0 UNIVERSAL FOREST PRODS INC COM NPV COMMON 913543104 336 8417 SH SOLE 8417 0 0 UNIVERSAL HEALTH RLTY INCOME COM USD.01 COMMON 91359E105 351 3417 SH SOLE 3417 0 0 UNIVERSAL HEALTH SVCS INC CL B COM USD.01 COMMON 913903100 0 1 SH SOLE 1 0 0 UNIVERSAL INSURANCE HLDGS COM USD.01 COMMON 91359V107 1354 45146 SH SOLE 45146 0 0 UNIVERSAL LOGISTICS HLDGS COM COMMON 91388P105 616 26454 SH SOLE 26454 0 0 UNUM GROUP COM USD.1 COMMON 91529Y106 1 40 SH SOLE 40 0 0 URSTADT BIDDLE PROPERTIES CL A COM USD.01 COMMON 917286205 1 24 SH SOLE 24 0 0 US CELLULAR CORP COM USD1 COMMON 911684108 530 14099 SH SOLE 14099 0 0 US ECOLOGY INC COM NPV COMMON 91732J102 604 9447 SH SOLE 9447 0 0 US FOODS HOLDING CORP COM USD0.01 COMMON 912008109 1 35 SH SOLE 35 0 0 VAALCO ENERGY INC COM USD.1 COMMON 91851C201 136 67181 SH SOLE 67181 0 0 VAIL RESORTS INC COM USD.01 COMMON 91879Q109 0 1 SH SOLE 1 0 0 VALE SA SPONSORED ADR COMMON 91912E105 0 33 SH SOLE 33 0 0 VALERO ENERGY CORP COM USD1 COMMON 91913Y100 2129 24978 SH SOLE 24978 0 0 VALHI INC COM USD1 COMMON 918905100 100 52853 SH SOLE 52853 0 0 VEDANTA LTD SPON ADR COMMON 92242Y100 140 16133 SH SOLE 16133 0 0 VEEVA SYSTEMS INC CL A COM USD.00001 COMMON 922475108 2253 14752 SH SOLE 14752 0 0 VENTAS INC COM USD.25 COMMON 92276F100 6 79 SH SOLE 79 0 0 VEON LTD ADR COMMON 91822M106 1 596 SH SOLE 596 0 0 VERA BRADLEY INC COM NPV COMMON 92335C106 736 72852 SH SOLE 72852 0 0 VEREIT INC CL A COM USD.01 COMMON 92339V100 6 622 SH SOLE 622 0 0 VERINT SYSTEMS INC COM USD.001 COMMON 92343X100 287 6703 SH SOLE 6703 0 0 VERISK ANALYTICS INC CL A COM USD.001 COMMON 92345Y106 715 4520 SH SOLE 4520 0 0 VERIZON COMMUNICATIONS INC COM USD1 COMMON 92343V104 1982 32838 SH SOLE 32838 0 0 VERSO CORP CL A COM USD.01 COMMON 92531L207 57 4567 SH SOLE 4567 0 0 VERTEX PHARMACEUTICALS INC COM USD.01 COMMON 92532F100 0 1 SH SOLE 1 0 0 VIACOM INC CL B COM USD COMMON 92553P201 21951 913450 SH SOLE 913450 0 0 VICI PROPERTIES INC COM COMMON 925652109 904 39921 SH SOLE 39921 0 0 VICTORY CPTL HLDGS INC COM COMMON 92645B103 620 40324 SH SOLE 40324 0 0 VILLAGE SUPER MARKET -CL A CL A COM NPV COMMON 927107409 43 1628 SH SOLE 1628 0 0 VISA INC CL A COM USD.0001 COMMON 92826C839 5768 33533 SH SOLE 33533 0 0 VISHAY INTERTECHNOLOGY INC COM USD.1 COMMON 928298108 182 10735 SH SOLE 10735 0 0 VMWARE INC -CL A CL A COM USD.01 COMMON 928563402 2 15 SH SOLE 15 0 0 VODAFONE GROUP PLC SPON ADR COMMON 92857W308 259 13012 SH SOLE 13012 0 0 VORNADO REALTY TRUST SH BEN INT USD.04 COMMON 929042109 163 2556 SH SOLE 2556 0 0 VOXX INTERNATIONAL CORP CL A COM USD.01 COMMON 91829F104 172 36501 SH SOLE 36501 0 0 VOYA FINANCIAL INC COM USD.01 COMMON 929089100 83229 1528742 SH OTR 1185090 343652 0 VSE CORP COM USD.05 COMMON 918284100 56 1636 SH SOLE 1636 0 0 W&T OFFSHORE INC COM USD.00001 COMMON 92922P106 758 173370 SH SOLE 173370 0 0 WABASH NATIONAL CORP COM USD.01 COMMON 929566107 601 41440 SH SOLE 41440 0 0 WADDELL&REED FINL INC -CL A CL A COMMON 930059100 2534 147470 SH SOLE 147470 0 0 WALGREENS BOOTS ALLIANCE INC COM USD1.25 COMMON 931427108 52908 956529 SH OTR 769834 186695 0 WALKER & DUNLOP INC COM USD 0.01 COMMON 93148P102 64 1141 SH SOLE 1141 0 0 WALMART INC COM USD.1 COMMON 931142103 7 62 SH SOLE 62 0 0 WARRIOR MET COAL INC COM USD0.01 COMMON 93627C101 421 21589 SH SOLE 21589 0 0 WASTE MANAGEMENT INC COM NPV COMMON 94106L109 1271 11049 SH SOLE 11049 0 0 WATERS CORP COM USD.01 COMMON 941848103 31455 140905 SH OTR 111472 29433 0 WATERSTONE FINANCIAL INC COM USD.01 COMMON 94188P101 6 337 SH SOLE 337 0 0 WATTS WATER TECHNOLOGIES INC CL A COM USD.1 COMMON 942749102 31 327 SH SOLE 327 0 0 WAYSIDE TECHNOLOGY GROUP INC COM USD.01 COMMON 946760105 14 951 SH SOLE 951 0 0 WD-40 CO COM NPV COMMON 929236107 334 1821 SH SOLE 1821 0 0 WEIS MARKETS INC COM NPV COMMON 948849104 890 23334 SH SOLE 23334 0 0 WELLS FARGO & CO COM USD1.67 COMMON 949746101 85321 1691469 SH OTR 1328190 363279 0 WENDY'S CO CL A COM USD.1 COMMON 95058W100 65 3257 SH SOLE 3257 0 0 WERNER ENTERPRISES INC COM USD.01 COMMON 950755108 21 581 SH SOLE 581 0 0 WESCO INTL INC CL A COM USD.01 COMMON 95082P105 2 35 SH SOLE 35 0 0 WEST PHARMACEUTICAL SVSC INC COM USD.25 COMMON 955306105 294 2074 SH SOLE 2074 0 0 WESTAMERICA BANCORPORATION COM NPV COMMON 957090103 954 15336 SH SOLE 15336 0 0 WESTERN DIGITAL CORP COM USD.1 COMMON 958102105 1529 25642 SH SOLE 25642 0 0 WESTERN UNION CO COM USD.01 COMMON 959802109 65717 2836180 SH OTR 2235331 600849 0 WESTLAKE CHEMICAL CORP COM USD.01 COMMON 960413102 2 29 SH SOLE 29 0 0 WESTPAC BANKING SPON ADR COMMON 961214301 0 10 SH SOLE 10 0 0 WESTROCK CO COM USD.01 COMMON 96145D105 1289 35362 SH SOLE 35362 0 0 WEYCO GROUP INC COM USD1 COMMON 962149100 185 8168 SH SOLE 8168 0 0 WHIRLPOOL CORP COM USD1 COMMON 963320106 21229 134046 SH OTR 104259 29787 0 WILLDAN GROUP INC COM USD.01 COMMON 96924N100 286 8147 SH SOLE 8147 0 0 WILLIS LEASE FINANCE CORP COM NPV COMMON 970646105 70 1271 SH SOLE 1271 0 0 WILLIS TOWERS WATSON PLC COM USD.000115 COMMON G96629103 629 3261 SH SOLE 3261 0 0 WINGSTOP INC COM USD.01 COMMON 974155103 228 2616 SH SOLE 2616 0 0 WINMARK CORP COM NPV COMMON 974250102 83 472 SH SOLE 472 0 0 WIPRO LTD SPON ADR COMMON 97651M109 267 73153 SH SOLE 73153 0 0 WNS (HOLDINGS) LTD -ADR ADR USD.15 COMMON 92932M101 204 3465 SH SOLE 3465 0 0 WOORI FINANCIAL GROUP INC ADR COMMON 981064108 110 3533 SH SOLE 3533 0 0 WORKIVA INC CL A COM USD.001 COMMON 98139A105 72 1649 SH SOLE 1649 0 0 WORLD FUEL SERVICES CORP COM USD.01 COMMON 981475106 1352 33854 SH SOLE 33854 0 0 WORLD WRESTLING ENTMT INC CL A COM USD.01 COMMON 98156Q108 205 2887 SH SOLE 2887 0 0 WORTHINGTON INDUSTRIES COM NPV COMMON 981811102 1331 36917 SH SOLE 36917 0 0 WPP PLC ADR COMMON 92937A102 2460 39296 SH SOLE 39296 0 0 XENIA HOTELS & RESORTS INC COM USD.01 COMMON 984017103 5584 264402 SH SOLE 264402 0 0 XEROX HOLDINGS CORP COM USD1 COMMON 98421M106 5818 194531 SH SOLE 194531 0 0 XILINX INC COM USD.01 COMMON 983919101 2 19 SH SOLE 19 0 0 YUM BRANDS INC COM NPV COMMON 988498101 107153 944618 SH OTR 708990 235628 0 ZIONS BANCORPORATION NA COM NPV COMMON 989701107 3 57 SH SOLE 57 0 0 ZIX CORP COM USD.01 COMMON 98974P100 967 133567 SH SOLE 133567 0 0 ZOETIS INC CL A COM USD.01 COMMON 98978V103 0 2 SH SOLE 2 0 0 ZYNEX INC COM NPV COMMON 98986M103 267 28121 SH SOLE 28121 0 0