The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it 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 | 470 | 24,977 | SH | SOLE | 24,977 | 0 | 0 | ||
3M CO COM NPV | COMMON | 88579Y101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
A. H. BELO CORP CL A COM USD.01 | COMMON | 001282102 | 71 | 19,176 | SH | SOLE | 19,176 | 0 | 0 | ||
AARON'S INC COM USD.5 | COMMON | 002535300 | 1,854 | 30,183 | SH | SOLE | 30,183 | 0 | 0 | ||
ABB LTD SPONSORED ADR | COMMON | 000375204 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
ABBOTT LABORATORIES COM NPV | COMMON | 002824100 | 557 | 6,625 | SH | SOLE | 6,625 | 0 | 0 | ||
ABBVIE INC COM USD.01 | COMMON | 00287Y109 | 20,622 | 283,874 | SH | OTR | 244,154 | 39,720 | 0 | ||
ABERCROMBIE & FITCH -CL A CL A COM USD.01 | COMMON | 002896207 | 1,430 | 89,129 | SH | SOLE | 89,129 | 0 | 0 | ||
ABM INDUSTRIES INC COM NPV | COMMON | 000957100 | 72 | 1,810 | SH | SOLE | 1,810 | 0 | 0 | ||
ACCENTURE PLC CLA USD.0000225 | COMMON | G1151C101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ACCO BRANDS CORP COM | COMMON | 00081T108 | 1 | 144 | SH | SOLE | 144 | 0 | 0 | ||
ACI WORLDWIDE INC CL A COM USD.005 | COMMON | 004498101 | 2,634 | 76,941 | SH | SOLE | 76,941 | 0 | 0 | ||
ACNB CORP COM USD2.5 | COMMON | 000868109 | 85 | 2,254 | SH | SOLE | 2,254 | 0 | 0 | ||
ACTIVISION BLIZZARD INC COM | COMMON | 00507V109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ACUITY BRANDS INC COM USD.01 | COMMON | 00508Y102 | 2 | 11 | SH | SOLE | 11 | 0 | 0 | ||
ACUSHNET HOLDINGS CORP COM USD.001 | COMMON | 005098108 | 0 | 18 | SH | SOLE | 18 | 0 | 0 | ||
ADAMS RESOURCES & ENERGY INC COM USD.1 | COMMON | 006351308 | 235 | 6,850 | SH | SOLE | 6,850 | 0 | 0 | ||
ADOBE INC COM NPV | COMMON | 00724F101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ADTALEM GLOBAL EDUCATION INC COM USD.01 | COMMON | 00737L103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ADVANCED DRAINAGE SYSTEMS COM USD0.01 | COMMON | 00790R104 | 858 | 26,250 | SH | SOLE | 26,250 | 0 | 0 | ||
ADVANCED EMISSIONS SOLUTIONS COM NPV | COMMON | 00770C101 | 471 | 37,326 | SH | SOLE | 37,326 | 0 | 0 | ||
ADVANCED MICRO DEVICES COM USD.01 | COMMON | 007903107 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
ADVANSIX INC COM NPV | COMMON | 00773T101 | 325 | 13,286 | SH | SOLE | 13,286 | 0 | 0 | ||
AEGON NV NY SHR ADR | COMMON | 007924103 | 1,271 | 256,715 | SH | SOLE | 256,715 | 0 | 0 | ||
AEROJET ROCKETDYNE HOLDINGS COM USD.1 | COMMON | 007800105 | 265 | 5,936 | SH | SOLE | 5,936 | 0 | 0 | ||
AES CORP (THE) COM USD.01 | COMMON | 00130H105 | 511 | 30,587 | SH | SOLE | 30,587 | 0 | 0 | ||
AETERNA ZENTARIS INC COM NPV SVTG | COMMON | 007975402 | 96 | 32,427 | SH | SOLE | 32,427 | 0 | 0 | ||
AFLAC INC COM USD.1 | COMMON | 001055102 | 0 | 5 | SH | SOLE | 5 | 0 | 0 | ||
AGCO CORP COM USD.01 | COMMON | 001084102 | 3,225 | 41,595 | SH | SOLE | 41,595 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC COM USD.01 | COMMON | 00846U101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AGILYSYS INC COM NPV | COMMON | 00847J105 | 869 | 40,604 | SH | SOLE | 40,604 | 0 | 0 | ||
AIR PRODUCTS & CHEMICALS INC COM USD1 | COMMON | 009158106 | 7 | 30 | SH | SOLE | 30 | 0 | 0 | ||
AIRGAIN INC COM USD.0001 | COMMON | 00938A104 | 121 | 8,528 | SH | SOLE | 8,528 | 0 | 0 | ||
ALARM.COM HOLDINGS INC COM USD.01 | COMMON | 011642105 | 476 | 8,929 | SH | SOLE | 8,929 | 0 | 0 | ||
ALASKA COMMUNICATIONS SYS GP COM USD.01 | COMMON | 01167P101 | 180 | 105,484 | SH | SOLE | 105,484 | 0 | 0 | ||
ALEXANDER & BALDWIN INC COM NPV | COMMON | 014491104 | 2,780 | 120,423 | SH | SOLE | 120,423 | 0 | 0 | ||
ALGONQUIN POWER & UTIL CORP COM | COMMON | 015857105 | 4,887 | 403,916 | SH | SOLE | 403,916 | 0 | 0 | ||
ALICO INC COM USD1 | COMMON | 016230104 | 93 | 3,049 | SH | SOLE | 3,049 | 0 | 0 | ||
ALLEGHANY CORP COM USD1 | COMMON | 017175100 | 66 | 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 | ||
ALLIANCE DATA SYSTEMS CORP COM USD.01 | COMMON | 018581108 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
ALLIANT ENERGY CORP COM NPV | COMMON | 018802108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ALLIED MOTION TECHNOLOGIES COM NPV | COMMON | 019330109 | 100 | 2,659 | SH | SOLE | 2,659 | 0 | 0 | ||
ALLISON TRANSMISSION HLDGS COM USD.01 | COMMON | 01973R101 | 510 | 11,023 | SH | SOLE | 11,023 | 0 | 0 | ||
ALLSTATE CORP COM USD.01 | COMMON | 020002101 | 783 | 7,697 | SH | SOLE | 7,697 | 0 | 0 | ||
ALLY FINANCIAL INC COM USD.01 | COMMON | 02005N100 | 69,714 | 2,252,697 | SH | OTR | 1,726,562 | 526,135 | 0 | ||
ALPHABET INC CL A COM USD.001 | COMMON | 02079K305 | 1 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ALTICE USA INC COM CL A 0.01USD | COMMON | 02156K103 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
ALTISOURCE PORTFOLIO SOLTNS COM USD1 | COMMON | L0175J104 | 548 | 27,861 | SH | SOLE | 27,861 | 0 | 0 | ||
ALTRIA GROUP INC COM USD1 | COMMON | 02209S103 | 19,928 | 421,320 | SH | OTR | 296,677 | 124,643 | 0 | ||
A-MARK PRECIOUS METALS INC COM USD.01 | COMMON | 00181T107 | 69 | 5,307 | SH | SOLE | 5,307 | 0 | 0 | ||
AMAZON.COM INC COM USD.01 | COMMON | 023135106 | 2 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AMBEV SA SPON ADR COM | COMMON | 02319V103 | 0 | 14 | SH | SOLE | 14 | 0 | 0 | ||
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 | COMMON | 00165C104 | 385 | 41,288 | SH | SOLE | 41,288 | 0 | 0 | ||
AMC NETWORKS INC CL A COM USD0.1 | COMMON | 00164V103 | 0 | 8 | SH | SOLE | 8 | 0 | 0 | ||
AMCOR PLC ORD | COMMON | G0250X107 | 262 | 22,776 | SH | SOLE | 22,776 | 0 | 0 | ||
AMEDISYS INC COM USD.001 | COMMON | 023436108 | 1,087 | 8,975 | SH | SOLE | 8,975 | 0 | 0 | ||
AMEREN CORP COM USD5 | COMMON | 023608102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AMERICA MOVIL SA DE CV SPON ADR L SHS | COMMON | 02364W105 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC COM USD.01 | COMMON | 02376R102 | 0 | 1 | SH | SOLE | 1 | 0 | 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 | 32 | 2,525 | SH | SOLE | 2,525 | 0 | 0 | ||
AMERICAN ELECTRIC POWER CO COM USD6.5 | COMMON | 025537101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AMERICAN EXPRESS CO COM USD.6 | COMMON | 025816109 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP COM USD.01 | COMMON | 026874784 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
AMERICAN NATIONAL INSURANCE COM USD1 | COMMON | 028591105 | 479 | 4,115 | SH | SOLE | 4,115 | 0 | 0 | ||
AMERICAN TOWER CORP COM USD0.01 | COMMON | 03027X100 | 1,643 | 8,036 | SH | SOLE | 8,036 | 0 | 0 | ||
AMERICAN WOODMARK CORP COM USD.1 | COMMON | 030506109 | 1,409 | 16,710 | SH | SOLE | 16,710 | 0 | 0 | ||
AMERICA'S CAR-MART INC COM USD.01 | COMMON | 03062T105 | 902 | 10,514 | SH | SOLE | 10,514 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC COM | COMMON | 03076C106 | 159,247 | 1,098,316 | SH | OTR | 875,052 | 223,264 | 0 | ||
AMERISERV FINANCIAL INC/PA COM NPV | COMMON | 03074A102 | 68 | 16,393 | SH | SOLE | 16,393 | 0 | 0 | ||
AMERISOURCEBERGEN CORP COM USD.01 | COMMON | 03073E105 | 2,264 | 26,553 | SH | SOLE | 26,553 | 0 | 0 | ||
AMERN EAGLE OUTFITTERS INC COM NPV | COMMON | 02553E106 | 437 | 25,917 | SH | SOLE | 25,917 | 0 | 0 | ||
AMETEK INC COM USD1 | COMMON | 031100100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AMGEN INC COM NPV | COMMON | 031162100 | 113,126 | 614,585 | SH | OTR | 487,982 | 126,603 | 0 | ||
AMKOR TECHNOLOGY INC COM USD.001 | COMMON | 031652100 | 663 | 88,983 | SH | SOLE | 88,983 | 0 | 0 | ||
AMPHENOL CORP CL A COM USD.001 | COMMON | 032095101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AMTECH SYSTEMS INC COM USD.01 | COMMON | 032332504 | 198 | 36,079 | SH | SOLE | 36,079 | 0 | 0 | ||
ANALOG DEVICES COM USD.16 | COMMON | 032654105 | 1,563 | 13,850 | SH | SOLE | 13,850 | 0 | 0 | ||
ANGLOGOLD ASHANTI LTD SPON ADR | COMMON | 035128206 | 9 | 500 | SH | SOLE | 500 | 0 | 0 | ||
ANHEUSER-BUSCH INBEV SPON ADR | COMMON | 03524A108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ANI PHARMACEUTICALS INC COM USD.0001 | COMMON | 00182C103 | 1,215 | 14,828 | SH | SOLE | 14,828 | 0 | 0 | ||
ANSYS INC COM USD.01 | COMMON | 03662Q105 | 315 | 1,537 | SH | SOLE | 1,537 | 0 | 0 | ||
ANTHEM INC COM USD.01 | COMMON | 036752103 | 7 | 26 | SH | SOLE | 26 | 0 | 0 | ||
AON PLC CL A ORD | COMMON | G0408V102 | 15,108 | 78,345 | SH | OTR | 60,885 | 17,460 | 0 | ||
APACHE CORP COM USD1.25 | COMMON | 037411105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
APARTMENT INVST & MGMT CO CL A COM USD.01 | COMMON | 03748R754 | 6 | 118 | SH | SOLE | 118 | 0 | 0 | ||
APPFOLIO INC CL A COM USD.0001 | COMMON | 03783C100 | 1,342 | 13,157 | SH | SOLE | 13,157 | 0 | 0 | ||
APPLE HOSPITALITY REIT INC COM NPV | COMMON | 03784Y200 | 2 | 108 | SH | SOLE | 108 | 0 | 0 | ||
APPLE INC COM NPV | COMMON | 037833100 | 1,082 | 5,488 | SH | SOLE | 5,488 | 0 | 0 | ||
APPLIED MATERIALS INC COM NPV | COMMON | 038222105 | 245 | 5,487 | SH | SOLE | 5,487 | 0 | 0 | ||
APTIV PLC ORD USD.01 | COMMON | G6095L109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
APYX MEDICAL CORP COM USD.001 | COMMON | 03837C106 | 205 | 30,692 | SH | SOLE | 30,692 | 0 | 0 | ||
ARC DOCUMENT SOLUTIONS INC COM USD.001 | COMMON | 00191G103 | 254 | 124,601 | SH | SOLE | 124,601 | 0 | 0 | ||
ARCBEST CORP COM USD.01 | COMMON | 03937C105 | 4,355 | 154,977 | SH | SOLE | 154,977 | 0 | 0 | ||
ARCELORMITTAL CL A ADR | COMMON | 03938L203 | 450 | 24,934 | SH | SOLE | 24,934 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD COM USD.01 | COMMON | G0450A105 | 560 | 15,106 | SH | SOLE | 15,106 | 0 | 0 | ||
ARCH COAL INC COM USD.01 | COMMON | 039380407 | 2 | 23 | SH | SOLE | 23 | 0 | 0 | ||
ARCHER-DANIELS-MIDLAND CO COM NPV | COMMON | 039483102 | 2 | 52 | SH | SOLE | 52 | 0 | 0 | ||
ARCONIC INC COM USD1 | COMMON | 03965L100 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
ARES COMMERCIAL REAL ESTATE COM USD0.01 | COMMON | 04013V108 | 16 | 1,058 | SH | SOLE | 1,058 | 0 | 0 | ||
ARGO GROUP INTL HOLDINGS LTD COM USD.1 | COMMON | G0464B107 | 578 | 7,834 | SH | SOLE | 7,834 | 0 | 0 | ||
ARMSTRONG FLOORING INC COM USD.01 | COMMON | 04238R106 | 289 | 29,347 | SH | SOLE | 29,347 | 0 | 0 | ||
ARMSTRONG WORLD INDUSTRIES COM | COMMON | 04247X102 | 5,740 | 59,062 | SH | SOLE | 59,062 | 0 | 0 | ||
AROTECH CORP COM USD.01 | COMMON | 042682203 | 52 | 26,238 | SH | SOLE | 26,238 | 0 | 0 | ||
ARTHUR J GALLAGHER & CO COM USD1 | COMMON | 363576109 | 4 | 51 | SH | SOLE | 51 | 0 | 0 | ||
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 | COMMON | 04316A108 | 152 | 5,518 | SH | SOLE | 5,518 | 0 | 0 | ||
ASGN INC COM USD.01 | COMMON | 00191U102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ASPEN TECHNOLOGY INC COM USD.1 | COMMON | 045327103 | 887 | 7,154 | SH | SOLE | 7,154 | 0 | 0 | ||
ASSOCIATED BANC-CORP COM USD.1 | COMMON | 045487105 | 0 | 23 | SH | SOLE | 23 | 0 | 0 | ||
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 | COMMON | 045528106 | 138 | 3,681 | SH | SOLE | 3,681 | 0 | 0 | ||
ASSURED GUARANTY LTD COM | COMMON | G0585R106 | 1 | 30 | SH | SOLE | 30 | 0 | 0 | ||
ASTRAZENECA PLC SPON ADR | COMMON | 046353108 | 44 | 1,054 | SH | SOLE | 1,054 | 0 | 0 | ||
ASTRONICS CORP COM USD.01 | COMMON | 046433108 | 217 | 5,399 | SH | SOLE | 5,399 | 0 | 0 | ||
ASTRONOVA INC COM USD.05 | COMMON | 04638F108 | 404 | 15,618 | SH | SOLE | 15,618 | 0 | 0 | ||
AT&T INC COM USD1 | COMMON | 00206R102 | 1 | 15 | SH | SOLE | 15 | 0 | 0 | ||
ATKORE INTL GROUP INC COM USD.01 | COMMON | 047649108 | 989 | 38,256 | SH | SOLE | 38,256 | 0 | 0 | ||
ATRION CORP COM USD1 | COMMON | 049904105 | 258 | 303 | SH | SOLE | 303 | 0 | 0 | ||
AU OPTRONICS CORP SPONSORED ADR | COMMON | 002255107 | 195 | 66,034 | SH | SOLE | 66,034 | 0 | 0 | ||
AUBURN NATIONAL BANCORP COM USD.01 | COMMON | 050473107 | 57 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
AUDIOCODES LTD ORD NIS.01 | COMMON | M15342104 | 285 | 18,379 | SH | SOLE | 18,379 | 0 | 0 | ||
AUTODESK INC COM NPV | COMMON | 052769106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AUTOHOME INC -ADR ADR | COMMON | 05278C107 | 103 | 1,201 | SH | SOLE | 1,201 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING COM NPV | COMMON | 053015103 | 4,449 | 26,912 | SH | SOLE | 26,912 | 0 | 0 | ||
AUTOZONE INC COM NPV | COMMON | 053332102 | 23,277 | 21,189 | SH | OTR | 17,128 | 4,061 | 0 | ||
AVALONBAY COMMUNITIES INC COM USD.01 | COMMON | 053484101 | 4 | 20 | SH | SOLE | 20 | 0 | 0 | ||
AVIS BUDGET GROUP INC COM USD.01 | COMMON | 053774105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
AVNET INC COM USD1 | COMMON | 053807103 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
AXON ENTERPRISE INC COM USD.00001 | COMMON | 05464C101 | 207 | 3,240 | SH | SOLE | 3,240 | 0 | 0 | ||
B2GOLD CORP COM NPV | COMMON | 11777Q209 | 1,197 | 394,537 | SH | SOLE | 394,537 | 0 | 0 | ||
BAKER HUGHES A GE CO COM A | COMMON | 05722G100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BALCHEM CORP -CL B CL B COM USD.06 | COMMON | 057665200 | 718 | 7,205 | SH | SOLE | 7,205 | 0 | 0 | ||
BALL CORP COM NPV | COMMON | 058498106 | 733 | 10,482 | SH | SOLE | 10,482 | 0 | 0 | ||
BANCO SANTANDER BRASIL -ADR ADR | COMMON | 05967A107 | 366 | 30,817 | SH | SOLE | 30,817 | 0 | 0 | ||
BANCO SANTANDER MEXICO -ADR ADR | COMMON | 05969B103 | 2,424 | 316,920 | SH | SOLE | 316,920 | 0 | 0 | ||
BANCO SANTANDER SA ADR | COMMON | 05964H105 | 0 | 14 | SH | SOLE | 14 | 0 | 0 | ||
BANK OF AMERICA CORP COM USD2.5 | COMMON | 060505104 | 28,573 | 985,831 | SH | OTR | 763,610 | 222,221 | 0 | ||
BANK OF COMMERCE HOLDINGS COM NPV | COMMON | 06424J103 | 126 | 11,808 | SH | SOLE | 11,808 | 0 | 0 | ||
BANK OF MARIN BANCORP COM NPV | COMMON | 063425102 | 58 | 1,403 | SH | SOLE | 1,403 | 0 | 0 | ||
BANK OF MONTREAL COM NPV | COMMON | 063671101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP COM USD7.5 | COMMON | 064058100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BANK OF NOVA SCOTIA COM NPV | COMMON | 064149107 | 1,470 | 27,407 | SH | SOLE | 27,407 | 0 | 0 | ||
BANK OF PRINCETON COM | COMMON | 064520109 | 62 | 2,053 | SH | SOLE | 2,053 | 0 | 0 | ||
BANKFINANCIAL CORP COM USD.01 | COMMON | 06643P104 | 204 | 14,615 | SH | SOLE | 14,615 | 0 | 0 | ||
BANKUNITED INC COM USD.01 | COMMON | 06652K103 | 2 | 65 | SH | SOLE | 65 | 0 | 0 | ||
BARCLAYS PLC ADR | COMMON | 06738E204 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
BARNES GROUP INC COM USD1 | COMMON | 067806109 | 1 | 9 | SH | SOLE | 9 | 0 | 0 | ||
BARRICK GOLD CORP COM NPV | COMMON | 067901108 | 2,390 | 151,691 | SH | SOLE | 151,691 | 0 | 0 | ||
BAXTER INTERNATIONAL INC COM USD1 | COMMON | 071813109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BB&T CORP COM USD5 | COMMON | 054937107 | 6,764 | 137,687 | SH | OTR | 98,270 | 39,417 | 0 | ||
BBVA SPON ADR | COMMON | 05946K101 | 1 | 93 | SH | SOLE | 93 | 0 | 0 | ||
BCB BANCORP INC COM | COMMON | 055298103 | 57 | 4,112 | SH | SOLE | 4,112 | 0 | 0 | ||
BCE INC COM NPV | COMMON | 05534B760 | 7,157 | 157,555 | SH | SOLE | 157,555 | 0 | 0 | ||
BECTON DICKINSON & CO COM USD1 | COMMON | 075887109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BELDEN INC COM USD.01 | COMMON | 077454106 | 449 | 7,532 | SH | SOLE | 7,532 | 0 | 0 | ||
BERKLEY (W R) CORP COM USD.2 | COMMON | 084423102 | 121 | 1,847 | SH | SOLE | 1,847 | 0 | 0 | ||
BERKSHIRE HATHAWAY CL B COM USD.0033 | COMMON | 084670702 | 1 | 4 | SH | SOLE | 4 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC COM USD.01 | COMMON | 084680107 | 98 | 3,114 | SH | SOLE | 3,114 | 0 | 0 | ||
BEST BUY CO INC COM USD.1 | COMMON | 086516101 | 69,060 | 991,444 | SH | OTR | 806,086 | 185,358 | 0 | ||
BG STAFFING INC COM | COMMON | 05544A109 | 144 | 7,640 | SH | SOLE | 7,640 | 0 | 0 | ||
BHP GROUP LTD ADR | COMMON | 088606108 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
BIOGEN INC COM NPV | COMMON | 09062X103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BIO-TECHNE CORP COM USD.01 | COMMON | 09073M104 | 511 | 2,456 | SH | SOLE | 2,456 | 0 | 0 | ||
BJ'S RESTAURANTS INC COM NPV | COMMON | 09180C106 | 2,748 | 62,751 | SH | SOLE | 62,751 | 0 | 0 | ||
BLACK KNIGHT INC CL A COM USD.0001 | COMMON | 09215C105 | 0 | 8 | SH | SOLE | 8 | 0 | 0 | ||
BLOCK H & R INC COM NPV | COMMON | 093671105 | 1,162 | 39,658 | SH | SOLE | 39,658 | 0 | 0 | ||
BLOOMIN' BRANDS INC COM USD.01 | COMMON | 094235108 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
BLUCORA INC COM USD.0001 | COMMON | 095229100 | 1,531 | 50,426 | SH | SOLE | 50,426 | 0 | 0 | ||
BLUE BIRD CORP COM USD0.0001 | COMMON | 095306106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
BLUELINX HOLDINGS INC COM USD.01 | COMMON | 09624H208 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BMC STOCK HOLDINGS INC COM USD.01 | COMMON | 05591B109 | 1,428 | 67,388 | SH | SOLE | 67,388 | 0 | 0 | ||
BOEING CO COM USD5 | COMMON | 097023105 | 1 | 2 | SH | SOLE | 2 | 0 | 0 | ||
BOISE CASCADE CO COM USD.01 | COMMON | 09739D100 | 74 | 2,619 | SH | SOLE | 2,619 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 | COMMON | 099502106 | 14 | 208 | SH | SOLE | 208 | 0 | 0 | ||
BORGWARNER INC COM USD.01 | COMMON | 099724106 | 1,221 | 29,091 | SH | SOLE | 29,091 | 0 | 0 | ||
BOSTON BEER INC -CL A CL A COM USD.01 | COMMON | 100557107 | 3,167 | 8,394 | SH | SOLE | 8,394 | 0 | 0 | ||
BOSTON PRIVATE FINL HOLDINGS COM USD1 | COMMON | 101119105 | 392 | 32,504 | SH | SOLE | 32,504 | 0 | 0 | ||
BOSTON PROPERTIES INC COM USD.01 | COMMON | 101121101 | 5,441 | 42,210 | SH | OTR | 41,692 | 518 | 0 | ||
BOSTON SCIENTIFIC CORP COM USD.01 | COMMON | 101137107 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
BOTTOMLINE TECHNOLOGIES INC COM USD.001 | COMMON | 101388106 | 388 | 8,805 | SH | SOLE | 8,805 | 0 | 0 | ||
BP PLC ADR | COMMON | 055622104 | 1 | 13 | SH | SOLE | 13 | 0 | 0 | ||
BRADESCO BANCO SPON ADR | COMMON | 059460402 | 9 | 1,059 | SH | SOLE | 1,059 | 0 | 0 | ||
BRADESCO BANCO SPONS ADR PFD | COMMON | 059460303 | 0 | 11 | SH | SOLE | 11 | 0 | 0 | ||
BRADY CORP CL A COM USD.01 | COMMON | 104674106 | 1,590 | 32,344 | SH | SOLE | 32,344 | 0 | 0 | ||
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 | COMMON | 105368203 | 1 | 102 | SH | SOLE | 102 | 0 | 0 | ||
BRIGHTSPHERE INVEST GRP PLC ORD | COMMON | G1644T109 | 375 | 32,862 | SH | SOLE | 32,862 | 0 | 0 | ||
BRINKER INTL INC COM USD.1 | COMMON | 109641100 | 7,749 | 197,074 | SH | SOLE | 197,074 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO COM USD.1 | COMMON | 110122108 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
BRITISH AMER TOBACCO PLC SPON ADR | COMMON | 110448107 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
BRIXMOR PROPERTY GROUP INC COM USD.01 | COMMON | 11120U105 | 10 | 553 | SH | SOLE | 553 | 0 | 0 | ||
BROADCOM INC ORD NPV | COMMON | 11135F101 | 24 | 84 | SH | SOLE | 84 | 0 | 0 | ||
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 | COMMON | 11133T103 | 4,506 | 35,291 | SH | SOLE | 35,291 | 0 | 0 | ||
BROOKFIELD ASSET MANAGEMENT CL A COM NPV | COMMON | 112585104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BROOKFIELD PROPERTY REIT COM CL A | COMMON | 11282X103 | 0 | 22 | SH | SOLE | 22 | 0 | 0 | ||
BROWN FORMAN CORP CL B COM USD.15 | COMMON | 115637209 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
BRP INC SUB VTG NPV | COMMON | 05577W200 | 12,665 | 354,957 | SH | SOLE | 354,957 | 0 | 0 | ||
BRT APARTMENTS CORP SHS BEN INT | COMMON | 055645303 | 178 | 12,608 | SH | SOLE | 12,608 | 0 | 0 | ||
BRUKER CORP COM USD.01 | COMMON | 116794108 | 440 | 8,824 | SH | SOLE | 8,824 | 0 | 0 | ||
BT GROUP PLC ADR | COMMON | 05577E101 | 89 | 6,986 | SH | SOLE | 6,986 | 0 | 0 | ||
BUCKLE INC COM USD.05 | COMMON | 118440106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
BUILD-A-BEAR WORKSHOP INC COM USD.001 | COMMON | 120076104 | 64 | 11,406 | SH | SOLE | 11,406 | 0 | 0 | ||
BURLINGTON STORES INC COM USD0.0001 | COMMON | 122017106 | 380 | 2,240 | SH | SOLE | 2,240 | 0 | 0 | ||
C&F FINANCIAL CORP COM USD1 | COMMON | 12466Q104 | 221 | 4,042 | SH | SOLE | 4,042 | 0 | 0 | ||
CABOT OIL & GAS CORP COM USD.1 | COMMON | 127097103 | 6,142 | 267,693 | SH | OTR | 208,065 | 59,628 | 0 | ||
CACI INTL INC -CL A CL A COM USD.1 | COMMON | 127190304 | 473 | 2,316 | SH | SOLE | 2,316 | 0 | 0 | ||
CADENCE DESIGN SYSTEMS INC COM USD.01 | COMMON | 127387108 | 7,959 | 112,419 | SH | SOLE | 112,419 | 0 | 0 | ||
CAE INC COM NPV | COMMON | 124765108 | 12,720 | 473,855 | SH | SOLE | 473,855 | 0 | 0 | ||
CALAMP CORP COM NPV | COMMON | 128126109 | 52 | 4,449 | SH | SOLE | 4,449 | 0 | 0 | ||
CALEDONIA MINING CORP PLC COM NPV | COMMON | G1757E113 | 1 | 124 | SH | SOLE | 124 | 0 | 0 | ||
CAL-MAINE FOODS INC COM USD.01 | COMMON | 128030202 | 562 | 13,465 | SH | SOLE | 13,465 | 0 | 0 | ||
CANADIAN IMPERIAL BANK COM NPV | COMMON | 136069101 | 2,204 | 28,071 | SH | SOLE | 28,071 | 0 | 0 | ||
CANADIAN NATIONAL RAILWAY CO COM NPV | COMMON | 136375102 | 3,806 | 41,189 | SH | SOLE | 41,189 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES COM NPV | COMMON | 136385101 | 10,472 | 389,020 | SH | SOLE | 389,020 | 0 | 0 | ||
CANADIAN PACIFIC RAILWAY LTD COM CAD5 | COMMON | 13645T100 | 5,029 | 21,386 | SH | SOLE | 21,386 | 0 | 0 | ||
CANON INC ADR | COMMON | 138006309 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP COM USD.01 | COMMON | 14040H105 | 1,503 | 16,563 | SH | SOLE | 16,563 | 0 | 0 | ||
CAPITOL INVSTMNT CRP IV Cl A USD.0001 | COMMON | G18920101 | 4 | 393 | SH | SOLE | 393 | 0 | 0 | ||
CARDINAL HEALTH INC COM NPV | COMMON | 14149Y108 | 78,621 | 1,671,220 | SH | OTR | 1,304,305 | 366,915 | 0 | ||
CAREER EDUCATION CORP COM USD.01 | COMMON | 141665109 | 263 | 13,813 | SH | SOLE | 13,813 | 0 | 0 | ||
CARETRUST REIT INC COM USD.01 | COMMON | 14174T107 | 527 | 22,216 | SH | SOLE | 22,216 | 0 | 0 | ||
CARLISLE COS INC COM NPV | COMMON | 142339100 | 5,041 | 35,906 | SH | SOLE | 35,906 | 0 | 0 | ||
CARMAX INC COM NPV | COMMON | 143130102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CARTER'S INC COM USD.01 | COMMON | 146229109 | 0 | 5 | SH | SOLE | 5 | 0 | 0 | ||
CASEYS GENERAL STORES INC COM NPV | COMMON | 147528103 | 2 | 10 | SH | SOLE | 10 | 0 | 0 | ||
CASS INFORMATION SYSTEMS INC COM USD2.5 | COMMON | 14808P109 | 129 | 2,674 | SH | SOLE | 2,674 | 0 | 0 | ||
CATALENT INC COM USD.01 | COMMON | 148806102 | 144 | 2,657 | SH | SOLE | 2,657 | 0 | 0 | ||
CATERPILLAR INC COM USD1 | COMMON | 149123101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CATO CORP -CL A CL A COM USD.333 | COMMON | 149205106 | 352 | 28,657 | SH | SOLE | 28,657 | 0 | 0 | ||
CBIZ INC COM | COMMON | 124805102 | 161 | 8,255 | SH | SOLE | 8,255 | 0 | 0 | ||
CBRE GROUP INC CL A COM USD.01 | COMMON | 12504L109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CBS CORP CL B COM USD.01 NVTG | COMMON | 124857202 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CDK GLOBAL INC COM USD0.01 | COMMON | 12508E101 | 24,195 | 490,026 | SH | OTR | 366,717 | 123,309 | 0 | ||
CDW CORP COM USD.01 | COMMON | 12514G108 | 6,271 | 56,502 | SH | SOLE | 56,502 | 0 | 0 | ||
CELANESE CORP COM USD.01 | COMMON | 150870103 | 8,265 | 76,678 | SH | OTR | 74,130 | 2,548 | 0 | ||
CELGENE CORP COM USD1 | COMMON | 151020104 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
CENTENE CORP COM USD.003 | COMMON | 15135B101 | 3 | 49 | SH | SOLE | 49 | 0 | 0 | ||
CENTERPOINT ENERGY INC COM NPV | COMMON | 15189T107 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
CENTRAL EUROPEAN MEDIA CL A COM USD.2 | COMMON | G20045202 | 18 | 4,069 | SH | SOLE | 4,069 | 0 | 0 | ||
CENTURYLINK INC COM USD1 | COMMON | 156700106 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
CERNER CORP COM USD.01 | COMMON | 156782104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC COM USD.01 | COMMON | 125269100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CGI INC CL A COM NPV SVTG | COMMON | 12532H104 | 27,535 | 358,738 | SH | SOLE | 358,738 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC CL A NEW | COMMON | 16119P108 | 20,315 | 51,497 | SH | OTR | 40,913 | 10,584 | 0 | ||
CHECK POINT SOFTWARE TECHN ORD NIS.01 | COMMON | M22465104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CHEMED CORP COM USD1 | COMMON | 16359R103 | 521 | 1,448 | SH | SOLE | 1,448 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP COM USD10 | COMMON | 163731102 | 140 | 3,407 | SH | SOLE | 3,407 | 0 | 0 | ||
CHEMUNG FINANCIAL CORP COM USD.01 | COMMON | 164024101 | 358 | 7,492 | SH | SOLE | 7,492 | 0 | 0 | ||
CHENIERE ENERGY INC COM USD.03 | COMMON | 16411R208 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CHEVRON CORP COM USD3 | COMMON | 166764100 | 596 | 4,806 | SH | SOLE | 4,806 | 0 | 0 | ||
CHIMERA INVESTMENT CORP COM USD.01 | COMMON | 16934Q208 | 0 | 7 | SH | SOLE | 7 | 0 | 0 | ||
CHINA EASTERN AIRLINES CORP SPON ADR CL H | COMMON | 16937R104 | 0 | 15 | SH | SOLE | 15 | 0 | 0 | ||
CHINA LIFE INSURANCE (CHN) SPON ADR REP H | COMMON | 16939P106 | 1 | 42 | SH | SOLE | 42 | 0 | 0 | ||
CHINA MOBILE LTD SPON ADR | COMMON | 16941M109 | 2,992 | 66,069 | SH | SOLE | 66,069 | 0 | 0 | ||
CHINA PETROLEUM & CHEM CORP SPON ADR | COMMON | 16941R108 | 5,706 | 83,673 | SH | SOLE | 83,673 | 0 | 0 | ||
CHINA TELECOM CORP LTD SPON ADR H SHS | COMMON | 169426103 | 0 | 9 | SH | SOLE | 9 | 0 | 0 | ||
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR | COMMON | 16945R104 | 53 | 4,871 | SH | SOLE | 4,871 | 0 | 0 | ||
CHINA YUCHAI INTERNATIONAL COM USD.1 | COMMON | G21082105 | 424 | 28,283 | SH | SOLE | 28,283 | 0 | 0 | ||
CHIPMOS TECHNOLOGIES INC ADR | COMMON | 16965P202 | 187 | 12,132 | SH | SOLE | 12,132 | 0 | 0 | ||
CHOICE HOTELS INTL INC COM USD.01 | COMMON | 169905106 | 72 | 827 | SH | SOLE | 827 | 0 | 0 | ||
CHUBB LTD ORD KYD.125 | COMMON | H1467J104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CHURCH & DWIGHT INC COM NPV | COMMON | 171340102 | 6,049 | 82,791 | SH | SOLE | 82,791 | 0 | 0 | ||
CHURCHILL DOWNS INC COM NPV | COMMON | 171484108 | 204 | 1,774 | SH | SOLE | 1,774 | 0 | 0 | ||
CIENA CORP COM USD.01 | COMMON | 171779309 | 2,304 | 56,198 | SH | SOLE | 56,198 | 0 | 0 | ||
CIGNA CORP COM USD1 | COMMON | 125523100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP COM USD2 | COMMON | 172062101 | 101 | 973 | SH | SOLE | 973 | 0 | 0 | ||
CINEMARK HOLDINGS INC COM USD.001 | COMMON | 17243V102 | 1 | 25 | SH | SOLE | 25 | 0 | 0 | ||
CINTAS CORP COM NPV | COMMON | 172908105 | 11 | 46 | SH | SOLE | 46 | 0 | 0 | ||
CIRRUS LOGIC INC COM NPV | COMMON | 172755100 | 1,981 | 45,330 | SH | SOLE | 45,330 | 0 | 0 | ||
CISCO SYSTEMS INC COM NPV | COMMON | 17275R102 | 110,529 | 2,021,796 | SH | OTR | 1,601,552 | 420,244 | 0 | ||
CIT GROUP INC COM USD.01 | COMMON | 125581801 | 3 | 48 | SH | SOLE | 48 | 0 | 0 | ||
CITIGROUP INC COM USD.01 | COMMON | 172967424 | 133,639 | 1,911,003 | SH | OTR | 1,498,098 | 412,905 | 0 | ||
CITIZENS FINANCIAL GROUP INC COM USD.01 | COMMON | 174610105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CITRIX SYSTEMS INC COM USD.001 | COMMON | 177376100 | 103,284 | 1,053,676 | SH | OTR | 828,572 | 225,104 | 0 | ||
CITY OFFICE REIT INC COM USD.01 | COMMON | 178587101 | 1 | 78 | SH | SOLE | 78 | 0 | 0 | ||
CLARUS CORP COM USD.0001 | COMMON | 18270P109 | 188 | 13,014 | SH | SOLE | 13,014 | 0 | 0 | ||
CLEAN HARBORS INC COM USD.01 | COMMON | 184496107 | 54 | 762 | SH | SOLE | 762 | 0 | 0 | ||
CLEARFIELD INC COM USD.01 | COMMON | 18482P103 | 216 | 16,274 | SH | SOLE | 16,274 | 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 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CNA FINANCIAL CORP COM USD2.5 | COMMON | 126117100 | 1,788 | 37,996 | SH | SOLE | 37,996 | 0 | 0 | ||
CNO FINANCIAL GROUP INC COM NEW | COMMON | 12621E103 | 11 | 688 | SH | SOLE | 688 | 0 | 0 | ||
CNOOC LTD SPONSORED ADR | COMMON | 126132109 | 429 | 2,519 | SH | SOLE | 2,519 | 0 | 0 | ||
COCA-COLA CO COM USD.5 | COMMON | 191216100 | 0 | 7 | SH | SOLE | 7 | 0 | 0 | ||
COCA-COLA EUROPEAN PARTNERS ORD NPV | COMMON | G25839104 | 629 | 11,126 | SH | SOLE | 11,126 | 0 | 0 | ||
COGENT COMMUNICATIONS HLDGS COM USD.001 | COMMON | 19239V302 | 291 | 4,910 | SH | SOLE | 4,910 | 0 | 0 | ||
COGNEX CORP COM USD.002 | COMMON | 192422103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
COGNIZANT TECH SOLUTIONS CL A COM USD.01 | COMMON | 192446102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
COLGATE-PALMOLIVE CO COM USD1 | COMMON | 194162103 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
COLLECTORS UNIVERSE INC COM USD.001 | COMMON | 19421R200 | 659 | 30,863 | SH | SOLE | 30,863 | 0 | 0 | ||
COLLIERS INTL GROUP INC COM NPV SVTG | COMMON | 194693107 | 5,176 | 72,505 | SH | SOLE | 72,505 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO COM NPV | COMMON | 198516106 | 357 | 3,571 | SH | SOLE | 3,571 | 0 | 0 | ||
COMCAST CORP CL A COM USD1 | COMMON | 20030N101 | 1,012 | 23,930 | SH | SOLE | 23,930 | 0 | 0 | ||
COMERICA INC COM USD5 | COMMON | 200340107 | 21,499 | 296,018 | SH | OTR | 262,362 | 33,656 | 0 | ||
COMFORT SYSTEMS USA INC COM USD.01 | COMMON | 199908104 | 1,003 | 19,726 | SH | SOLE | 19,726 | 0 | 0 | ||
COMMERCE BANCSHARES INC COM USD5 | COMMON | 200525103 | 51 | 857 | SH | SOLE | 857 | 0 | 0 | ||
COMMUNITY FINANCIAL CORP COM USD0.01 | COMMON | 20368X101 | 53 | 1,578 | SH | SOLE | 1,578 | 0 | 0 | ||
COMPANHIA SIDERURGICA NACION SPON ADR | COMMON | 20440W105 | 322 | 74,721 | SH | SOLE | 74,721 | 0 | 0 | ||
COMPANIA CERVECERIAS UNIDAS SPON ADR | COMMON | 204429104 | 160 | 5,655 | SH | SOLE | 5,655 | 0 | 0 | ||
CONAGRA BRANDS INC COM USD5 | COMMON | 205887102 | 39,790 | 1,502,117 | SH | OTR | 1,142,961 | 359,156 | 0 | ||
CONCHO RESOURCES INC COM USD.001 | COMMON | 20605P101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CONMED CORP COM USD.01 | COMMON | 207410101 | 8,011 | 93,717 | SH | SOLE | 93,717 | 0 | 0 | ||
CONOCOPHILLIPS COM USD1.25 | COMMON | 20825C104 | 36,486 | 599,108 | SH | OTR | 519,145 | 79,963 | 0 | ||
CONSOL ENERGY INC COM | COMMON | 20854L108 | 377 | 14,183 | SH | SOLE | 14,183 | 0 | 0 | ||
CONSOLIDATED COMM HLDGS INC CL A COM USD.01 | COMMON | 209034107 | 0 | 5 | SH | SOLE | 5 | 0 | 0 | ||
CONSUMER PORTFOLIO SVCS INC COM NPV | COMMON | 210502100 | 91 | 23,969 | SH | SOLE | 23,969 | 0 | 0 | ||
CONTAINER STORE GROUP COM USD.01 | COMMON | 210751103 | 390 | 53,342 | SH | SOLE | 53,342 | 0 | 0 | ||
CONTINENTAL BUILDING PRODS COM USD.001 | COMMON | 211171103 | 3,114 | 117,518 | SH | SOLE | 117,518 | 0 | 0 | ||
CONTURA ENERGY INC COM | COMMON | 21241B100 | 37 | 708 | SH | SOLE | 708 | 0 | 0 | ||
COOPER COS INC (THE) COM USD.1 | COMMON | 216648402 | 29 | 86 | SH | SOLE | 86 | 0 | 0 | ||
COOPER TIRE & RUBBER CO COM USD1 | COMMON | 216831107 | 381 | 12,112 | SH | SOLE | 12,112 | 0 | 0 | ||
CORE MARK HOLDING CO INC COM | COMMON | 218681104 | 1,668 | 42,153 | SH | SOLE | 42,153 | 0 | 0 | ||
CORECIVIC INC COM USD.01 | COMMON | 21871N101 | 5 | 253 | SH | SOLE | 253 | 0 | 0 | ||
CORELOGIC INC COM USD1 | COMMON | 21871D103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CORNING INC COM USD5 | COMMON | 219350105 | 53,123 | 1,600,873 | SH | OTR | 1,186,350 | 414,523 | 0 | ||
CORPORATE OFFICE PROPERT COM USD.01 | COMMON | 22002T108 | 1 | 36 | SH | SOLE | 36 | 0 | 0 | ||
CORTEVA INC- SPN COM | COMMON | 22052L104 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
CORVEL CORP COM USD.0001 | COMMON | 221006109 | 704 | 8,107 | SH | SOLE | 8,107 | 0 | 0 | ||
COSAN LTD CL A COM USD.01 | COMMON | G25343107 | 189 | 14,176 | SH | SOLE | 14,176 | 0 | 0 | ||
COSTCO WHOLESALE CORP COM USD.1 | COMMON | 22160K105 | 4 | 16 | SH | SOLE | 16 | 0 | 0 | ||
COUSINS PROPERTIES INC COM USD1 | COMMON | 222795502 | 5 | 140 | SH | SOLE | 140 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STOR COM USD.5 | COMMON | 22410J106 | 698 | 4,097 | SH | SOLE | 4,097 | 0 | 0 | ||
CRAWFORD & CO CL B COM NPV | COMMON | 224633107 | 187 | 20,050 | SH | SOLE | 20,050 | 0 | 0 | ||
CRH MEDICAL CORP COM NPV | COMMON | 12626F105 | 0 | 95 | SH | SOLE | 95 | 0 | 0 | ||
CRH PLC ADR | COMMON | 12626K203 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CRITEO SA ADR | COMMON | 226718104 | 0 | 13 | SH | SOLE | 13 | 0 | 0 | ||
CROWN CASTLE INTL CORP COM USD.01 | COMMON | 22822V101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CROWN HOLDINGS INC COM USD5 | COMMON | 228368106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
CSG SYSTEMS INTL INC COM USD.01 | COMMON | 126349109 | 144 | 2,960 | SH | SOLE | 2,960 | 0 | 0 | ||
CSW INDUSTRIALS INC COM USD.01 | COMMON | 126402106 | 3,713 | 54,627 | SH | SOLE | 54,627 | 0 | 0 | ||
CSX CORP COM USD1 | COMMON | 126408103 | 37,888 | 490,312 | SH | OTR | 373,718 | 116,594 | 0 | ||
CTS CORP COM NPV | COMMON | 126501105 | 227 | 8,257 | SH | SOLE | 8,257 | 0 | 0 | ||
CULP INC COM USD.05 | COMMON | 230215105 | 49 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
CUMMINS INC COM USD2.5 | COMMON | 231021106 | 2,612 | 15,267 | SH | SOLE | 15,267 | 0 | 0 | ||
CVR ENERGY INC COM USD.01 | COMMON | 12662P108 | 3,697 | 73,973 | SH | SOLE | 73,973 | 0 | 0 | ||
CVS HEALTH CORP COM USD1 | COMMON | 126650100 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
CYBEROPTICS CORP COM NPV | COMMON | 232517102 | 112 | 6,895 | SH | SOLE | 6,895 | 0 | 0 | ||
D R HORTON INC COM USD.01 | COMMON | 23331A109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DANAHER CORP COM USD.01 | COMMON | 235851102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DARDEN RESTAURANTS INC COM NPV | COMMON | 237194105 | 4 | 36 | SH | SOLE | 36 | 0 | 0 | ||
DARLING INGREDIENTS INC COM USD.01 | COMMON | 237266101 | 128 | 6,429 | SH | SOLE | 6,429 | 0 | 0 | ||
DASAN ZHONE SOLUTIONS INC COM | COMMON | 23305L206 | 87 | 6,703 | SH | SOLE | 6,703 | 0 | 0 | ||
DAVITA INC CL A COM NPV VTG | COMMON | 23918K108 | 10,492 | 186,742 | SH | OTR | 146,431 | 40,311 | 0 | ||
DECKERS OUTDOOR CORP COM USD.01 | COMMON | 243537107 | 20,539 | 116,918 | SH | SOLE | 116,918 | 0 | 0 | ||
DEERE & CO COM USD1 | COMMON | 244199105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DELL TECHNOLOGIES INC CL C | COMMON | 24703L202 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DELPHI TECHNOLOGIES PLC COM USD.01 | COMMON | G2709G107 | 90 | 4,494 | SH | SOLE | 4,494 | 0 | 0 | ||
DELTA AIR LINES INC COM USD.0001 | COMMON | 247361702 | 32,168 | 567,632 | SH | OTR | 466,401 | 101,231 | 0 | ||
DELTA APPAREL INC COM USD.01 | COMMON | 247368103 | 281 | 12,111 | SH | SOLE | 12,111 | 0 | 0 | ||
DELUXE CORP COM USD1 | COMMON | 248019101 | 476 | 11,714 | SH | SOLE | 11,714 | 0 | 0 | ||
DENNYS CORP COM USD.1 | COMMON | 24869P104 | 219 | 10,696 | SH | SOLE | 10,696 | 0 | 0 | ||
DENTSPLY SIRONA INC COM USD1 | COMMON | 24906P109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DESCARTES SYSTEMS GROUP INC COM NPV | COMMON | 249906108 | 2,470 | 66,877 | SH | SOLE | 66,877 | 0 | 0 | ||
DESTINATION XL GROUP INC COM USD.01 | COMMON | 25065K104 | 102 | 58,102 | SH | SOLE | 58,102 | 0 | 0 | ||
DEVON ENERGY CORP COM USD.1 | COMMON | 25179M103 | 32,897 | 1,154,777 | SH | OTR | 914,702 | 240,075 | 0 | ||
DHI GROUP INC COM USD.01 | COMMON | 23331S100 | 340 | 95,354 | SH | SOLE | 95,354 | 0 | 0 | ||
DIAGEO PLC SPON ADR | COMMON | 25243Q205 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DICKS SPORTING GOODS INC COM USD.01 | COMMON | 253393102 | 330 | 9,571 | SH | SOLE | 9,571 | 0 | 0 | ||
DIGITAL REALTY TRUST INC COM USD.01 | COMMON | 253868103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DIGITAL TURBINE INC COM | COMMON | 25400W102 | 216 | 43,250 | SH | SOLE | 43,250 | 0 | 0 | ||
DILLARDS INC -CL A CL A COM NPV | COMMON | 254067101 | 973 | 15,621 | SH | SOLE | 15,621 | 0 | 0 | ||
DISCOVER FINANCIAL SVCS COM USD.01 | COMMON | 254709108 | 18,168 | 234,261 | SH | OTR | 178,140 | 56,121 | 0 | ||
DISCOVERY INC CL A COM | COMMON | 25470F104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DISH NETWORK CORP CL A COM USD.01 | COMMON | 25470M109 | 122 | 3,184 | SH | SOLE | 3,184 | 0 | 0 | ||
DISNEY (WALT) CO COM NPV | COMMON | 254687106 | 54,090 | 387,804 | SH | OTR | 297,890 | 89,914 | 0 | ||
DNB FINANCIAL CORP COM USD1. | COMMON | 233237106 | 2 | 44 | SH | SOLE | 44 | 0 | 0 | ||
DOLLAR GENERAL CORP COM USD.875 | COMMON | 256677105 | 5 | 37 | SH | SOLE | 37 | 0 | 0 | ||
DOLLAR TREE INC COM USD.01 | COMMON | 256746108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DOMINION ENERGY INC COM NPV | COMMON | 25746U109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DOMTAR CORP COM USD.01 | COMMON | 257559203 | 783 | 17,645 | SH | SOLE | 17,645 | 0 | 0 | ||
DONALDSON CO INC COM USD5 | COMMON | 257651109 | 329 | 6,478 | SH | SOLE | 6,478 | 0 | 0 | ||
DONEGAL GROUP INC CL A | COMMON | 257701201 | 241 | 15,811 | SH | SOLE | 15,811 | 0 | 0 | ||
DOVER CORP COM USD1 | COMMON | 260003108 | 43,859 | 438,350 | SH | OTR | 370,940 | 67,410 | 0 | ||
DR REDDY'S LABORATORIES LTD ADR | COMMON | 256135203 | 348 | 9,293 | SH | SOLE | 9,293 | 0 | 0 | ||
DUKE ENERGY CORP COM NPV | COMMON | 26441C204 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DUKE REALTY CORP COM USD.01 | COMMON | 264411505 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
DUPONT DE NEMOURS INC COM USD2.5 | COMMON | 26614N102 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
DXC TECHNOLOGY CO COM USD1 | COMMON | 23355L106 | 0 | 6 | SH | SOLE | 6 | 0 | 0 | ||
DYADIC INTERNATIONAL INC COM USD.001 | COMMON | 26745T101 | 127 | 20,471 | SH | SOLE | 20,471 | 0 | 0 | ||
E TRADE FINANCIAL CORP COM USD.01 | COMMON | 269246401 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
EASTMAN CHEMICAL CO COM USD.01 | COMMON | 277432100 | 12 | 155 | SH | SOLE | 155 | 0 | 0 | ||
EATON CORP PLC COM USD.5 | COMMON | G29183103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
EBAY INC COM USD.001 | COMMON | 278642103 | 77,100 | 1,954,058 | SH | OTR | 1,547,643 | 406,415 | 0 | ||
ECOLAB INC COM USD1 | COMMON | 278865100 | 23 | 114 | SH | SOLE | 114 | 0 | 0 | ||
ECOPETROL SA SPON ADS NPV | COMMON | 279158109 | 770 | 42,073 | SH | SOLE | 42,073 | 0 | 0 | ||
EDGEWELL PERSONAL CARE CO COM USD.01 | COMMON | 28035Q102 | 249 | 9,240 | SH | SOLE | 9,240 | 0 | 0 | ||
EDISON INTERNATIONAL COM NPV | COMMON | 281020107 | 0 | 1 | SH | SOLE | 1 | 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 | 137 | 12,943 | SH | SOLE | 12,943 | 0 | 0 | ||
ELETROBRAS-CENTR ELETR BRAS SP ADR | COMMON | 15234Q207 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
ELLINGTON RESIDENTIAL MTG COM USD0.01 | COMMON | 288578107 | 227 | 21,061 | SH | SOLE | 21,061 | 0 | 0 | ||
EMCOR GROUP INC COM USD.1 | COMMON | 29084Q100 | 2,760 | 31,324 | SH | SOLE | 31,324 | 0 | 0 | ||
EMERGENT BIOSOLUTIONS INC COM USD.01 | COMMON | 29089Q105 | 297 | 6,170 | SH | SOLE | 6,170 | 0 | 0 | ||
EMERSON ELECTRIC CO COM USD1 | COMMON | 291011104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ENANTA PHARMACEUTICALS INC COM USD0.01 | COMMON | 29251M106 | 341 | 4,059 | SH | SOLE | 4,059 | 0 | 0 | ||
ENBRIDGE INC COM NPV | COMMON | 29250N105 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
ENCANA CORP COM NPV | COMMON | 292505104 | 2,067 | 403,507 | SH | SOLE | 403,507 | 0 | 0 | ||
ENCOMPASS HEALTH CORP COM USD.01 | COMMON | 29261A100 | 465 | 7,365 | SH | SOLE | 7,365 | 0 | 0 | ||
ENCORE WIRE CORP COM USD.01 | COMMON | 292562105 | 714 | 12,226 | SH | SOLE | 12,226 | 0 | 0 | ||
ENERPLUS CORP COM NPV | COMMON | 292766102 | 2,407 | 320,564 | SH | SOLE | 320,564 | 0 | 0 | ||
ENERSYS COM USD.01 | COMMON | 29275Y102 | 329 | 4,808 | SH | SOLE | 4,808 | 0 | 0 | ||
ENI SPA SPON ADR | COMMON | 26874R108 | 1,780 | 53,904 | SH | SOLE | 53,904 | 0 | 0 | ||
ENNIS INC COM USD2.5 | COMMON | 293389102 | 361 | 17,590 | SH | SOLE | 17,590 | 0 | 0 | ||
ENOVA INTERNATIONAL INC COM USD0.00001 | COMMON | 29357K103 | 557 | 24,173 | SH | SOLE | 24,173 | 0 | 0 | ||
ENSIGN GROUP INC COM USD.001 | COMMON | 29358P101 | 472 | 8,313 | SH | SOLE | 8,313 | 0 | 0 | ||
ENTERGY CORP COM USD5 | COMMON | 29364G103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ENTERPRISE FINL SERVICES CP COM USD.01 | COMMON | 293712105 | 252 | 6,085 | SH | SOLE | 6,085 | 0 | 0 | ||
EOG RESOURCES INC COM NPV | COMMON | 26875P101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
EPAM SYSTEMS INC COM USD0.001 | COMMON | 29414B104 | 3 | 20 | SH | SOLE | 20 | 0 | 0 | ||
EPR PROPERTIES COM USD.01 SBI | COMMON | 26884U109 | 7 | 93 | SH | SOLE | 93 | 0 | 0 | ||
EQUINOR ASA SPONSORED ADR | COMMON | 29446M102 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
EQUITY COMMONWEALTH COM USD.01 | COMMON | 294628102 | 3 | 77 | SH | SOLE | 77 | 0 | 0 | ||
EQUITY LIFESTYLE PROPERTIES COM USD.01 | COMMON | 29472R108 | 663 | 5,468 | SH | SOLE | 5,468 | 0 | 0 | ||
EQUITY RESIDENTIAL SHS BEN INT USD.01 | COMMON | 29476L107 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ESCALADE INC COM USD1 | COMMON | 296056104 | 73 | 6,345 | SH | SOLE | 6,345 | 0 | 0 | ||
ESCO TECHNOLOGIES INC COM NPV | COMMON | 296315104 | 1,118 | 13,571 | SH | SOLE | 13,571 | 0 | 0 | ||
ESSA BANCORP INC COM USD.01 | COMMON | 29667D104 | 97 | 6,356 | SH | SOLE | 6,356 | 0 | 0 | ||
ESSEX PROPERTY TRUST COM USD.0001 | COMMON | 297178105 | 2 | 7 | SH | SOLE | 7 | 0 | 0 | ||
ETHAN ALLEN INTERIORS INC CL A COM USD.01 | COMMON | 297602104 | 93 | 4,405 | SH | SOLE | 4,405 | 0 | 0 | ||
ETSY INC COM USD.001 | COMMON | 29786A106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
EURONET WORLDWIDE INC COM USD.02 | COMMON | 298736109 | 283 | 1,687 | SH | SOLE | 1,687 | 0 | 0 | ||
EVANS BANCORP INC COM USD.50 | COMMON | 29911Q208 | 38 | 1,017 | SH | SOLE | 1,017 | 0 | 0 | ||
EVERCORE INC CL A COM USD.01 | COMMON | 29977A105 | 1 | 6 | SH | SOLE | 6 | 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 | 1,238 | 104,077 | SH | SOLE | 104,077 | 0 | 0 | ||
EVERTEC INC COM USD.01 | COMMON | 30040P103 | 1,810 | 55,516 | SH | SOLE | 55,516 | 0 | 0 | ||
EVOLUTION PETROLEUM CORP COM USD.01 | COMMON | 30049A107 | 487 | 68,323 | SH | SOLE | 68,323 | 0 | 0 | ||
EXELON CORP COM NPV | COMMON | 30161N101 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
EXPEDITORS INTL WASH INC COM USD.01 | COMMON | 302130109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
EXTRA SPACE STORAGE INC COM USD.01 | COMMON | 30225T102 | 6 | 54 | SH | SOLE | 54 | 0 | 0 | ||
EXXON MOBIL CORP COM NPV | COMMON | 30231G102 | 1 | 8 | SH | SOLE | 8 | 0 | 0 | ||
F N B CORP/FL COM USD.01 | COMMON | 302520101 | 1 | 72 | SH | SOLE | 72 | 0 | 0 | ||
F5 NETWORKS INC COM NPV | COMMON | 315616102 | 419 | 2,885 | SH | SOLE | 2,885 | 0 | 0 | ||
FABRINET ORD USD.01 | COMMON | G3323L100 | 1,115 | 22,511 | SH | SOLE | 22,511 | 0 | 0 | ||
FACEBOOK INC CL A COM USD.000006 | COMMON | 30303M102 | 1 | 4 | SH | SOLE | 4 | 0 | 0 | ||
FACTSET RESEARCH SYSTEMS INC COM USD.01 | COMMON | 303075105 | 8 | 29 | SH | SOLE | 29 | 0 | 0 | ||
FAIR ISAAC CORP COM USD.01 | COMMON | 303250104 | 9 | 30 | SH | SOLE | 30 | 0 | 0 | ||
FASTENAL CO COM USD.01 | COMMON | 311900104 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
FAUQUIER BANKSHARES INC COM USD3.13 | COMMON | 312059108 | 2 | 94 | SH | SOLE | 94 | 0 | 0 | ||
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG | COMMON | 313148306 | 1,071 | 14,742 | SH | SOLE | 14,742 | 0 | 0 | ||
FEDERATED INVESTORS INC CL B COM NPV | COMMON | 314211103 | 1,931 | 59,600 | SH | SOLE | 59,600 | 0 | 0 | ||
FEDEX CORP COM USD.1 | COMMON | 31428X106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
FEDNAT HOLDING COMPANY COM USD.01 | COMMON | 31431B109 | 102 | 7,135 | SH | SOLE | 7,135 | 0 | 0 | ||
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 | COMMON | N31738102 | 988 | 71,525 | SH | SOLE | 71,525 | 0 | 0 | ||
FIDELITY NATIONAL INFO SVCS COM | COMMON | 31620M106 | 37 | 300 | SH | SOLE | 300 | 0 | 0 | ||
FIDELITY NATL FINL FNF GROUP COM USD.0001 | COMMON | 31620R303 | 1 | 32 | SH | SOLE | 32 | 0 | 0 | ||
FIFTH THIRD BANCORP COM USD6.67 | COMMON | 316773100 | 100,263 | 3,598,445 | SH | OTR | 2,796,181 | 802,264 | 0 | ||
FINANCIAL INSTITUTIONS INC COM USD.01 | COMMON | 317585404 | 41 | 1,390 | SH | SOLE | 1,390 | 0 | 0 | ||
FINJAN HOLDINGS INC COM | COMMON | 31788H303 | 133 | 59,954 | SH | SOLE | 59,954 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL CP COM USD.00001 | COMMON | 31847R102 | 2 | 31 | SH | SOLE | 31 | 0 | 0 | ||
FIRST BUSINESS FINL SRV INC COM USD.01 | COMMON | 319390100 | 84 | 3,567 | SH | SOLE | 3,567 | 0 | 0 | ||
FIRST CAPITAL INC COM USD.01 | COMMON | 31942S104 | 88 | 1,749 | SH | SOLE | 1,749 | 0 | 0 | ||
FIRST DATA CORP CL A COM USD.01 | COMMON | 32008D106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
FIRST FINANCIAL NORTHWEST COM USD.01 | COMMON | 32022K102 | 167 | 11,771 | SH | SOLE | 11,771 | 0 | 0 | ||
FIRST FINL BANKSHARES INC COM USD10 | COMMON | 32020R109 | 640 | 20,842 | SH | SOLE | 20,842 | 0 | 0 | ||
FIRST HORIZON NATIONAL CORP COM USD2.5 | COMMON | 320517105 | 2 | 142 | SH | SOLE | 142 | 0 | 0 | ||
FIRST NORTHWEST BANCRP COM | COMMON | 335834107 | 157 | 9,673 | SH | SOLE | 9,673 | 0 | 0 | ||
FIRST SAVINGS FINANCIAL GP COM USD.01 | COMMON | 33621E109 | 118 | 1,970 | SH | SOLE | 1,970 | 0 | 0 | ||
FIRST UNITED CORP COM NPV | COMMON | 33741H107 | 141 | 7,167 | SH | SOLE | 7,167 | 0 | 0 | ||
FIRSTCASH INC COM USD.01 | COMMON | 33767D105 | 414 | 4,153 | SH | SOLE | 4,153 | 0 | 0 | ||
FIRSTENERGY CORP COM USD9 | COMMON | 337932107 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
FIRSTSERVICE CORP COM | COMMON | 33767E202 | 9,759 | 101,592 | SH | SOLE | 101,592 | 0 | 0 | ||
FISERV INC COM USD.01 | COMMON | 337738108 | 5 | 50 | SH | SOLE | 50 | 0 | 0 | ||
FLAGSTAR BANCORP INC COM USD.01 | COMMON | 337930705 | 307 | 9,261 | SH | SOLE | 9,261 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC COM USD.001 | COMMON | 339041105 | 662 | 2,358 | SH | SOLE | 2,358 | 0 | 0 | ||
FLIR SYSTEMS INC COM USD.01 | COMMON | 302445101 | 300 | 5,563 | SH | SOLE | 5,563 | 0 | 0 | ||
FLUENT INC COM USD.0005 | COMMON | 34380C102 | 446 | 82,916 | SH | SOLE | 82,916 | 0 | 0 | ||
FLUSHING FINANCIAL CORP COM USD.01 | COMMON | 343873105 | 337 | 15,179 | SH | SOLE | 15,179 | 0 | 0 | ||
FOMENTO ECONOMICO MEXICANO SPON ADR | COMMON | 344419106 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
FONAR CORP COM USD.0001 | COMMON | 344437405 | 162 | 7,510 | SH | SOLE | 7,510 | 0 | 0 | ||
FOOT LOCKER INC COM USD3 | COMMON | 344849104 | 1,994 | 47,579 | SH | SOLE | 47,579 | 0 | 0 | ||
FORD MOTOR CO COM USD1 | COMMON | 345370860 | 0 | 8 | SH | SOLE | 8 | 0 | 0 | ||
FORTINET INC COM USD.001 | COMMON | 34959E109 | 1,145 | 14,955 | SH | SOLE | 14,955 | 0 | 0 | ||
FORTIVE CORP COM USD.01 | COMMON | 34959J108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
FORWARD AIR CORP COM USD.01 | COMMON | 349853101 | 33 | 559 | SH | SOLE | 559 | 0 | 0 | ||
FOUNDATION BLDG MRL INC COM USD0.001 | COMMON | 350392106 | 192 | 10,806 | SH | SOLE | 10,806 | 0 | 0 | ||
FRANCO-NEVADA CORP COM NPV | COMMON | 351858105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
FRANKLIN COVEY CO COM USD.05 | COMMON | 353469109 | 157 | 4,634 | SH | SOLE | 4,634 | 0 | 0 | ||
FRANKLIN ELECTRIC CO INC COM USD.1 | COMMON | 353514102 | 487 | 10,284 | SH | SOLE | 10,284 | 0 | 0 | ||
FRANKLIN RESOURCES INC COM USD.1 | COMMON | 354613101 | 58,446 | 1,681,300 | SH | OTR | 1,325,524 | 355,776 | 0 | ||
FRANKLIN STREET PROPERTIES COM | COMMON | 35471R106 | 484 | 65,605 | SH | SOLE | 65,605 | 0 | 0 | ||
FREEPORT-MCMORAN INC COM NPV | COMMON | 35671D857 | 1,852 | 159,477 | SH | SOLE | 159,477 | 0 | 0 | ||
FRESENIUS MEDICAL CARE AG&CO SPON ADR | COMMON | 358029106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
FRIEDMAN INDUSTRIES INC COM USD1 | COMMON | 358435105 | 125 | 17,958 | SH | SOLE | 17,958 | 0 | 0 | ||
FTI CONSULTING INC CL A COM USD.01 | COMMON | 302941109 | 2,884 | 34,474 | SH | SOLE | 34,474 | 0 | 0 | ||
FTS INTERNATIONAL INC COM | COMMON | 30283W104 | 1 | 164 | SH | SOLE | 164 | 0 | 0 | ||
FUEL TECH INC COM USD.01 | COMMON | 359523107 | 68 | 48,465 | SH | SOLE | 48,465 | 0 | 0 | ||
FUTUREFUEL CORP COM USD.0001 | COMMON | 36116M106 | 4,029 | 345,132 | SH | SOLE | 345,132 | 0 | 0 | ||
GAIN CAPITAL HOLDINGS INC COM USD.00001 | COMMON | 36268W100 | 120 | 29,024 | SH | SOLE | 29,024 | 0 | 0 | ||
GAMCO INVESTORS INC CL A COM USD.001 | COMMON | 361438104 | 207 | 10,804 | SH | SOLE | 10,804 | 0 | 0 | ||
GAMING & LEISURE PPTYS COM USD0.01 | COMMON | 36467J108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
GARDNER DENVER HOLDINGS INC COM | COMMON | 36555P107 | 186 | 5,396 | SH | SOLE | 5,396 | 0 | 0 | ||
GARMIN LTD COM USD.01 | COMMON | H2906T109 | 94 | 1,186 | SH | SOLE | 1,186 | 0 | 0 | ||
GENCOR INDUSTRIES INC COM USD.1 | COMMON | 368678108 | 119 | 9,168 | SH | SOLE | 9,168 | 0 | 0 | ||
GENERAC HOLDINGS INC COM USD0.01 | COMMON | 368736104 | 437 | 6,313 | SH | SOLE | 6,313 | 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 | 13 | SH | SOLE | 13 | 0 | 0 | ||
GENERAL MILLS INC COM USD.75 | COMMON | 370334104 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
GENERAL MOTORS CO COM USD.01 | COMMON | 37045V100 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
GENESCO INC COM USD1 | COMMON | 371532102 | 619 | 14,662 | SH | SOLE | 14,662 | 0 | 0 | ||
GENOMIC HEALTH INC COM USD.0001 | COMMON | 37244C101 | 964 | 16,621 | SH | SOLE | 16,621 | 0 | 0 | ||
GENTEX CORP COM USD.06 | COMMON | 371901109 | 0 | 16 | SH | SOLE | 16 | 0 | 0 | ||
GENUINE PARTS CO COM USD1 | COMMON | 372460105 | 210 | 2,025 | SH | SOLE | 2,025 | 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 | 305 | 7,583 | SH | SOLE | 7,583 | 0 | 0 | ||
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV | COMMON | 375916103 | 6,088 | 157,551 | SH | SOLE | 157,551 | 0 | 0 | ||
GILEAD SCIENCES INC COM USD.001 | COMMON | 375558103 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
GLADSTONE COMMERCIAL CORP COM USD.001 | COMMON | 376536108 | 2 | 100 | SH | SOLE | 100 | 0 | 0 | ||
GLAXOSMITHKLINE PLC SPON ADR | COMMON | 37733W105 | 0 | 5 | SH | SOLE | 5 | 0 | 0 | ||
GLOBAL PAYMENTS INC COM NPV | COMMON | 37940X102 | 5 | 32 | SH | SOLE | 32 | 0 | 0 | ||
GLOBALSCAPE INC COM USD.001 | COMMON | 37940G109 | 604 | 59,103 | SH | SOLE | 59,103 | 0 | 0 | ||
GODADDY INC CL A COM USD.001 | COMMON | 380237107 | 76 | 1,087 | SH | SOLE | 1,087 | 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 | 147 | 4,497 | SH | SOLE | 4,497 | 0 | 0 | ||
GRAHAM HOLDINGS CO CL B COM USD1 | COMMON | 384637104 | 1 | 1 | SH | SOLE | 1 | 0 | 0 | ||
GREAT LAKES DREDGE & DOCK CP COM USD.01 | COMMON | 390607109 | 5,441 | 494,216 | SH | SOLE | 494,216 | 0 | 0 | ||
GREAT WESTERN BANCORP INC COM USD0.01 | COMMON | 391416104 | 805 | 22,547 | SH | SOLE | 22,547 | 0 | 0 | ||
GRUPO AEROPORTUARIO DEL CENT ADR NPV | COMMON | 400501102 | 155 | 3,162 | SH | SOLE | 3,162 | 0 | 0 | ||
GRUPO SIMEC SA DE CV SPON ADR | COMMON | 400491106 | 0 | 40 | SH | SOLE | 40 | 0 | 0 | ||
HAEMONETICS CORP COM USD.01 | COMMON | 405024100 | 9,309 | 77,420 | SH | SOLE | 77,420 | 0 | 0 | ||
HALLADOR ENERGY CO COM NPV | COMMON | 40609P105 | 314 | 55,699 | SH | SOLE | 55,699 | 0 | 0 | ||
HALLIBURTON CO COM USD2.5 | COMMON | 406216101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
HALLMARK FINANCIAL SERVICES COM USD.03 | COMMON | 40624Q203 | 296 | 20,825 | SH | SOLE | 20,825 | 0 | 0 | ||
HANCOCK WHITNEY CORP COM USD3.33 | COMMON | 410120109 | 260 | 6,488 | SH | SOLE | 6,488 | 0 | 0 | ||
HANMI FINANCIAL CORP COM NPV | COMMON | 410495204 | 954 | 42,823 | SH | SOLE | 42,823 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC COM USD.01 | COMMON | 410867105 | 1 | 5 | SH | SOLE | 5 | 0 | 0 | ||
HARRIS CORP COM USD1 | COMMON | 413875105 | 779 | 4,129 | SH | SOLE | 4,129 | 0 | 0 | ||
HARTFORD FINANCIAL SERVICES COM NPV | COMMON | 416515104 | 7,491 | 134,434 | SH | SOLE | 134,434 | 0 | 0 | ||
HAVERTY FURNITURE COM USD1 | COMMON | 419596101 | 675 | 39,693 | SH | SOLE | 39,693 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC COM USD.01 | COMMON | 419879101 | 377 | 13,739 | SH | SOLE | 13,739 | 0 | 0 | ||
HAWKINS INC COM USD.1 | COMMON | 420261109 | 31 | 722 | SH | SOLE | 722 | 0 | 0 | ||
HAWTHORN BANCSHARES INC COM USD1.0 | COMMON | 420476103 | 166 | 6,192 | SH | SOLE | 6,192 | 0 | 0 | ||
HCA HEALTHCARE INC COM USD0.01 | COMMON | 40412C101 | 8,087 | 59,853 | SH | SOLE | 59,853 | 0 | 0 | ||
HCI GROUP INC COM NPV | COMMON | 40416E103 | 739 | 18,281 | SH | SOLE | 18,281 | 0 | 0 | ||
HCP INC COM USD1 | COMMON | 40414L109 | 2 | 72 | SH | SOLE | 72 | 0 | 0 | ||
HD SUPPLY HOLDINGS INC COM USD.01 | COMMON | 40416M105 | 37,560 | 933,925 | SH | OTR | 729,359 | 204,566 | 0 | ||
HDFC BANK LTD ADR | COMMON | 40415F101 | 23 | 178 | SH | SOLE | 178 | 0 | 0 | ||
HEICO CORP COM USD.166 | COMMON | 422806109 | 14 | 103 | SH | SOLE | 103 | 0 | 0 | ||
HELEN OF TROY LTD COM USD.1 | COMMON | G4388N106 | 2,582 | 19,819 | SH | SOLE | 19,819 | 0 | 0 | ||
HENRY (JACK) & ASSOCIATES COM USD.01 | COMMON | 426281101 | 316 | 2,361 | SH | SOLE | 2,361 | 0 | 0 | ||
HENRY SCHEIN INC COM USD.01 | COMMON | 806407102 | 1,282 | 18,411 | SH | SOLE | 18,411 | 0 | 0 | ||
HERBALIFE NUTRITION LTD COM USD.001 | COMMON | G4412G101 | 2,274 | 53,224 | SH | SOLE | 53,224 | 0 | 0 | ||
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 | COMMON | 427825500 | 0 | 25 | SH | SOLE | 25 | 0 | 0 | ||
HESS CORP COM USD1 | COMMON | 42809H107 | 20,903 | 329,195 | SH | OTR | 253,956 | 75,239 | 0 | ||
HEWLETT PACKARD ENTERPRISE COM USD.01 | COMMON | 42824C109 | 3,141 | 210,130 | SH | SOLE | 210,130 | 0 | 0 | ||
HILLENBRAND INC COM NPV | COMMON | 431571108 | 97 | 2,464 | SH | SOLE | 2,464 | 0 | 0 | ||
HILL-ROM HOLDINGS INC COM NPV | COMMON | 431475102 | 510 | 4,879 | SH | SOLE | 4,879 | 0 | 0 | ||
HILLTOP HOLDINGS INC COM USD.01 | COMMON | 432748101 | 2,289 | 107,599 | SH | SOLE | 107,599 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS COM USD.01 | COMMON | 43300A203 | 20 | 201 | SH | SOLE | 201 | 0 | 0 | ||
HMS HOLDINGS CORP COM USD.01 | COMMON | 40425J101 | 2,301 | 71,248 | SH | SOLE | 71,248 | 0 | 0 | ||
HOLLYFRONTIER CORP COM USD.01 | COMMON | 436106108 | 3,754 | 81,214 | SH | SOLE | 81,214 | 0 | 0 | ||
HOLOGIC INC COM USD.01 | COMMON | 436440101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
HOME DEPOT INC COM USD.05 | COMMON | 437076102 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
HONDA MOTOR CO LTD ADR | COMMON | 438128308 | 3,505 | 135,640 | SH | SOLE | 135,640 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC COM USD1 | COMMON | 438516106 | 36 | 205 | SH | SOLE | 205 | 0 | 0 | ||
HOOKER FURNITURE CORP COM NPV | COMMON | 439038100 | 238 | 11,519 | SH | SOLE | 11,519 | 0 | 0 | ||
HOPE BANCORP INC COM USD3 | COMMON | 43940T109 | 1,936 | 140,513 | SH | SOLE | 140,513 | 0 | 0 | ||
HORIZON THERAPEUTICS PUB LTD ORD USD.01 | COMMON | G46188101 | 1,782 | 74,297 | SH | SOLE | 74,297 | 0 | 0 | ||
HORMEL FOODS CORP COM USD.2344 | COMMON | 440452100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
HOSPITALITY PROPERTIES TRUST COM USD.01 | COMMON | 44106M102 | 1 | 47 | SH | SOLE | 47 | 0 | 0 | ||
HOST HOTELS & RESORTS INC COM USD1 | COMMON | 44107P104 | 1 | 49 | SH | SOLE | 49 | 0 | 0 | ||
HOULIHAN LOKEY INC CL A COM USD.001 | COMMON | 441593100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
HOUSTON WIRE & CABLE CO COM USD.001 | COMMON | 44244K109 | 100 | 19,143 | SH | SOLE | 19,143 | 0 | 0 | ||
HP INC COM USD1 | COMMON | 40434L105 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
HSBC HLDGS PLC SPON ADR | COMMON | 404280406 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
HUAMI CORP -ADS ADS | COMMON | 44331K103 | 0 | 37 | SH | SOLE | 37 | 0 | 0 | ||
HUBBELL INC COM NPV | COMMON | 443510607 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
HUDBAY MINERALS INC COM NPV | COMMON | 443628102 | 7,786 | 1,440,428 | SH | SOLE | 1,440,428 | 0 | 0 | ||
HUMANA INC COM NPV | COMMON | 444859102 | 3 | 13 | SH | SOLE | 13 | 0 | 0 | ||
HUNT COS FINANCE TRUST INC COM USD.01 | COMMON | 44558T100 | 88 | 25,727 | SH | SOLE | 25,727 | 0 | 0 | ||
HUNTINGTON BANCSHARES COM NPV | COMMON | 446150104 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
HUNTINGTON INGALLS IND INC COM USD1 | COMMON | 446413106 | 24,278 | 108,184 | SH | OTR | 83,764 | 24,420 | 0 | ||
HUNTSMAN CORP COM USD.01 | COMMON | 447011107 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
HURCO COS INC COM USD.1 | COMMON | 447324104 | 59 | 1,661 | SH | SOLE | 1,661 | 0 | 0 | ||
HYATT HOTELS CORP CL A COM USD0.01 | COMMON | 448579102 | 3 | 36 | SH | SOLE | 36 | 0 | 0 | ||
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 | COMMON | 449172105 | 62 | 1,114 | SH | SOLE | 1,114 | 0 | 0 | ||
IBERIABANK CORP COM USD1 | COMMON | 450828108 | 405 | 5,340 | SH | SOLE | 5,340 | 0 | 0 | ||
ICHOR HOLDINGS LTD COM USD.0001 | COMMON | G4740B105 | 85 | 3,603 | SH | SOLE | 3,603 | 0 | 0 | ||
ICICI BANK LTD SPONSORED ADR | COMMON | 45104G104 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
ICON PLC COM EUR.06 | COMMON | G4705A100 | 103 | 672 | SH | SOLE | 672 | 0 | 0 | ||
IDEXX LABS INC COM USD.1 | COMMON | 45168D104 | 2,738 | 9,945 | SH | SOLE | 9,945 | 0 | 0 | ||
IDT CORP CL B COM USD.01 | COMMON | 448947507 | 503 | 53,166 | SH | SOLE | 53,166 | 0 | 0 | ||
IES HOLDINGS INC COM USD.01 | COMMON | 44951W106 | 314 | 16,683 | SH | SOLE | 16,683 | 0 | 0 | ||
IHS MARKIT LTD COM USD.01 | COMMON | G47567105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ILLINOIS TOOL WORKS COM NPV | COMMON | 452308109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
IMPERIAL OIL LTD COM NPV | COMMON | 453038408 | 18,188 | 657,923 | SH | SOLE | 657,923 | 0 | 0 | ||
INCYTE CORP COM USD.001 | COMMON | 45337C102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
INDEPENDENCE HOLDING CO COM USD1 | COMMON | 453440307 | 163 | 4,205 | SH | SOLE | 4,205 | 0 | 0 | ||
INFORMATION SERVICES GROUP COM USD.001 | COMMON | 45675Y104 | 115 | 36,486 | SH | SOLE | 36,486 | 0 | 0 | ||
INFOSYS LTD SPN ADR 1/4 SH | COMMON | 456788108 | 351 | 32,817 | SH | SOLE | 32,817 | 0 | 0 | ||
INFUSYSTEM HOLDINGS INC COM USD0.0001 | COMMON | 45685K102 | 97 | 22,526 | SH | SOLE | 22,526 | 0 | 0 | ||
ING GROEP NV SPON ADR | COMMON | 456837103 | 1 | 73 | SH | SOLE | 73 | 0 | 0 | ||
INGERSOLL-RAND PLC COM USD2 | COMMON | G47791101 | 6,317 | 49,872 | SH | SOLE | 49,872 | 0 | 0 | ||
INGLES MARKETS INC -CL A CL A COM USD.05 | COMMON | 457030104 | 575 | 18,482 | SH | SOLE | 18,482 | 0 | 0 | ||
INGREDION INC COM USD.01 | COMMON | 457187102 | 1 | 17 | SH | SOLE | 17 | 0 | 0 | ||
INNOSPEC INC COM USD.01 | COMMON | 45768S105 | 117 | 1,288 | SH | SOLE | 1,288 | 0 | 0 | ||
INNOVIVA INC COM USD.01 | COMMON | 45781M101 | 3,546 | 244,250 | SH | SOLE | 244,250 | 0 | 0 | ||
INSIGHT ENTERPRISES INC COM NPV | COMMON | 45765U103 | 170 | 2,917 | SH | SOLE | 2,917 | 0 | 0 | ||
INSPIRED ENTERTAINMENT COM | COMMON | 45782N108 | 118 | 13,991 | SH | SOLE | 13,991 | 0 | 0 | ||
INTEGER HOLDINGS CORP COM USD.001 | COMMON | 45826H109 | 1,079 | 12,906 | SH | SOLE | 12,906 | 0 | 0 | ||
INTEL CORP COM NPV | COMMON | 458140100 | 0 | 9 | SH | SOLE | 9 | 0 | 0 | ||
INTER PARFUMS INC COM NPV | COMMON | 458334109 | 560 | 8,449 | SH | SOLE | 8,449 | 0 | 0 | ||
INTERCONTINENTAL EXCHANGE COM USD.01 | COMMON | 45866F104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
INTERCONTINENTAL HOTELS GRP SPON ADR | COMMON | 45857P806 | 30 | 450 | SH | SOLE | 450 | 0 | 0 | ||
INTERDIGITAL INC COM USD.01 | COMMON | 45867G101 | 419 | 6,511 | SH | SOLE | 6,511 | 0 | 0 | ||
INTEST CORP COM USD.01 | COMMON | 461147100 | 110 | 22,893 | SH | SOLE | 22,893 | 0 | 0 | ||
INTL BUSINESS MACHINES CORP COM USD.2 | COMMON | 459200101 | 1,192 | 8,647 | SH | SOLE | 8,647 | 0 | 0 | ||
INTL FCSTONE INC COM USD.01 | COMMON | 46116V105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
INTL PAPER CO COM USD1 | COMMON | 460146103 | 5,865 | 135,395 | SH | SOLE | 135,395 | 0 | 0 | ||
INTUIT INC COM NPV | COMMON | 461202103 | 11,691 | 44,748 | SH | SOLE | 44,748 | 0 | 0 | ||
IRADIMED CORP COM USD.0001 | COMMON | 46266A109 | 96 | 4,673 | SH | SOLE | 4,673 | 0 | 0 | ||
IRON MOUNTAIN INC COM USD.01 | COMMON | 46284V101 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
ISHARES TR 1 3 YR TREAS BD | COMMON | 464287457 | 35 | 409 | SH | SOLE | 409 | 0 | 0 | ||
ISHARES TR MSCI ACWI ETF | COMMON | 464288257 | 66 | 902 | SH | SOLE | 902 | 0 | 0 | ||
ISHARES TR SHORT TREAS BD | COMMON | 464288679 | 23 | 207 | SH | SOLE | 207 | 0 | 0 | ||
ITAU UNIBANCO HLDG SA SP ADR REP PFD | COMMON | 465562106 | 0 | 13 | SH | SOLE | 13 | 0 | 0 | ||
J JILL INC COMUSD0.01 | COMMON | 46620W102 | 138 | 69,595 | SH | SOLE | 69,595 | 0 | 0 | ||
J2 GLOBAL INC COM USD.01 | COMMON | 48123V102 | 477 | 5,380 | SH | SOLE | 5,380 | 0 | 0 | ||
JABIL INC COM USD.001 | COMMON | 466313103 | 391 | 12,433 | SH | SOLE | 12,433 | 0 | 0 | ||
JAMES RIVER GROUP HLDGS LTD COM USD0.0002 | COMMON | G5005R107 | 94 | 2,010 | SH | SOLE | 2,010 | 0 | 0 | ||
JEFFERIES FINANCIAL GRP INC COM USD1 | COMMON | 47233W109 | 1 | 54 | SH | SOLE | 54 | 0 | 0 | ||
JOHNSON & JOHNSON COM USD1 | COMMON | 478160104 | 1,994 | 14,316 | SH | SOLE | 14,316 | 0 | 0 | ||
JOHNSON CONTROLS INTL PLC COM USD16 | COMMON | G51502105 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
JONES LANG LASALLE INC COM USD.01 | COMMON | 48020Q107 | 3,890 | 27,648 | SH | SOLE | 27,648 | 0 | 0 | ||
JPMORGAN CHASE & CO COM USD12 | COMMON | 46625H100 | 989 | 8,876 | SH | SOLE | 8,876 | 0 | 0 | ||
JUNIPER NETWORKS INC COM USD.00001 | COMMON | 48203R104 | 66,491 | 2,500,415 | SH | OTR | 1,934,802 | 565,613 | 0 | ||
JUST ENERGY GROUP INC COM | COMMON | 48213W101 | 3,713 | 864,995 | SH | SOLE | 864,995 | 0 | 0 | ||
K12 INC COM USD.0001 | COMMON | 48273U102 | 8,336 | 274,407 | SH | SOLE | 274,407 | 0 | 0 | ||
KAMADA LTD COM ILS1. | COMMON | M6240T109 | 72 | 13,066 | SH | SOLE | 13,066 | 0 | 0 | ||
KAMAN CORP COM USD1 | COMMON | 483548103 | 126 | 1,984 | SH | SOLE | 1,984 | 0 | 0 | ||
KB FINANCIAL GROUP SPON ADR | COMMON | 48241A105 | 90 | 2,274 | SH | SOLE | 2,274 | 0 | 0 | ||
KBR INC COM USD.001 | COMMON | 48242W106 | 90 | 3,601 | SH | SOLE | 3,601 | 0 | 0 | ||
KEANE GROUP INC COM USD.01 | COMMON | 48669A108 | 953 | 141,746 | SH | SOLE | 141,746 | 0 | 0 | ||
KELLOGG CO COM USD.25 | COMMON | 487836108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
KEMPER CORP/DE COM USD.1 | COMMON | 488401100 | 1 | 12 | SH | SOLE | 12 | 0 | 0 | ||
KEWAUNEE SCIENTIFIC CORP COM USD2.5 | COMMON | 492854104 | 48 | 2,489 | SH | SOLE | 2,489 | 0 | 0 | ||
KEYCORP COM USD1 | COMMON | 493267108 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC COM USD.01 | COMMON | 49338L103 | 2,226 | 24,789 | SH | SOLE | 24,789 | 0 | 0 | ||
KFORCE INC COM USD.01 | COMMON | 493732101 | 4,025 | 114,983 | SH | SOLE | 114,983 | 0 | 0 | ||
KIMBALL ELECTRONICS INC COM NPV | COMMON | 49428J109 | 79 | 4,861 | SH | SOLE | 4,861 | 0 | 0 | ||
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 | COMMON | 494274103 | 52 | 2,956 | SH | SOLE | 2,956 | 0 | 0 | ||
KIMBERLY-CLARK CORP COM USD1.25 | COMMON | 494368103 | 1,859 | 13,950 | SH | SOLE | 13,950 | 0 | 0 | ||
KIMCO REALTY CORP COM USD.01 | COMMON | 49446R109 | 3 | 186 | SH | SOLE | 186 | 0 | 0 | ||
KINDER MORGAN INC CL P COM USD.01 | COMMON | 49456B101 | 7 | 323 | SH | SOLE | 323 | 0 | 0 | ||
KINGSTONE COS INC COM USD1 | COMMON | 496719105 | 105 | 12,145 | SH | SOLE | 12,145 | 0 | 0 | ||
KIRKLAND LAKE GOLD LTD COM | COMMON | 49741E100 | 35,102 | 816,093 | SH | SOLE | 816,093 | 0 | 0 | ||
KIRKLAND'S INC COM NPV | COMMON | 497498105 | 28 | 12,208 | SH | SOLE | 12,208 | 0 | 0 | ||
KKR & CO INC COM CL A | COMMON | 48251W104 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
KOHL'S CORP COM USD.01 | COMMON | 500255104 | 10,850 | 228,517 | SH | SOLE | 228,517 | 0 | 0 | ||
KONINKLIJKE PHILIPS NV NY SHS ADR | COMMON | 500472303 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
KORN FERRY COM NPV | COMMON | 500643200 | 207 | 5,191 | SH | SOLE | 5,191 | 0 | 0 | ||
KRAFT HEINZ CO COM USD.01 | COMMON | 500754106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
KROGER CO COM USD1 | COMMON | 501044101 | 61,287 | 2,826,400 | SH | OTR | 2,270,476 | 555,924 | 0 | ||
KT CORP SPON ADR | COMMON | 48268K101 | 0 | 37 | SH | SOLE | 37 | 0 | 0 | ||
KULICKE & SOFFA INDUSTRIES COM NPV | COMMON | 501242101 | 1 | 26 | SH | SOLE | 26 | 0 | 0 | ||
LAM RESEARCH CORP COM NPV | COMMON | 512807108 | 11,517 | 61,341 | SH | OTR | 50,600 | 10,741 | 0 | ||
LAMAR ADVERTISING CO -CL A CL A COM NPV | COMMON | 512816109 | 2 | 27 | SH | SOLE | 27 | 0 | 0 | ||
LAMB WESTON HOLDINGS INC COM USD1 | COMMON | 513272104 | 7 | 113 | SH | SOLE | 113 | 0 | 0 | ||
LANCASTER COLONY CORP COM USD1 | COMMON | 513847103 | 932 | 6,288 | SH | SOLE | 6,288 | 0 | 0 | ||
LANDMARK BANCORP INC/KS COM USD.1 | COMMON | 51504L107 | 72 | 2,999 | SH | SOLE | 2,999 | 0 | 0 | ||
LANDSTAR SYSTEM INC COM USD.01 | COMMON | 515098101 | 1 | 12 | SH | SOLE | 12 | 0 | 0 | ||
LANTHEUS HOLDINGS INC COM USD0.01 | COMMON | 516544103 | 537 | 19,045 | SH | SOLE | 19,045 | 0 | 0 | ||
LAS VEGAS SANDS CORP COM USD.001 | COMMON | 517834107 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP COM USD.01 | COMMON | 518415104 | 264 | 18,133 | SH | SOLE | 18,133 | 0 | 0 | ||
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 | COMMON | 518439104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
LAWSON PRODUCTS COM NPV | COMMON | 520776105 | 482 | 13,144 | SH | SOLE | 13,144 | 0 | 0 | ||
LA-Z-BOY INC COM USD1 | COMMON | 505336107 | 385 | 12,551 | SH | SOLE | 12,551 | 0 | 0 | ||
LEAR CORP COM NPV | COMMON | 521865204 | 2,047 | 14,697 | SH | SOLE | 14,697 | 0 | 0 | ||
LEE ENTERPRISES INC COM USD2 | COMMON | 523768109 | 426 | 190,166 | SH | SOLE | 190,166 | 0 | 0 | ||
LEIDOS HOLDINGS INC COM USD.01 | COMMON | 525327102 | 6,166 | 77,350 | SH | SOLE | 77,350 | 0 | 0 | ||
LENNAR CORP CL A COM USD.1 | COMMON | 526057104 | 19 | 386 | SH | SOLE | 386 | 0 | 0 | ||
LENNOX INTERNATIONAL INC COM USD.01 | COMMON | 526107107 | 2,003 | 7,286 | SH | SOLE | 7,286 | 0 | 0 | ||
LIBERTY GLOBAL PLC SR C COM USD .01 | COMMON | G5480U120 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
LIBERTY OILFIELD SVS COM CL A 0.01USD | COMMON | 53115L104 | 1,158 | 71,560 | SH | SOLE | 71,560 | 0 | 0 | ||
LIBERTY PROPERTY TRUST COM USD.001 | COMMON | 531172104 | 3 | 59 | SH | SOLE | 59 | 0 | 0 | ||
LIFEVANTAGE CORP COM USD0.001 | COMMON | 53222K205 | 512 | 39,480 | SH | SOLE | 39,480 | 0 | 0 | ||
LIGAND PHARMACEUTICAL INC COM USD.001 | COMMON | 53220K504 | 249 | 2,183 | SH | SOLE | 2,183 | 0 | 0 | ||
LILLY (ELI) & CO COM USD.625 | COMMON | 532457108 | 9,334 | 84,321 | SH | OTR | 66,687 | 17,634 | 0 | ||
LINCOLN NATIONAL CORP COM USD1.25 | COMMON | 534187109 | 97 | 1,501 | SH | SOLE | 1,501 | 0 | 0 | ||
LINDE PLC COM NPV | COMMON | G5494J103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT COM USD | COMMON | 538034109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
LIVERAMP HOLDINGS INC COM USD.1 | COMMON | 53815P108 | 334 | 6,899 | SH | SOLE | 6,899 | 0 | 0 | ||
LLOYDS BANKING GROUP PLC SPONSORED ADR | COMMON | 539439109 | 1 | 207 | SH | SOLE | 207 | 0 | 0 | ||
LOWE'S COS INC COM USD.5 | COMMON | 548661107 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS INC COM USD.01 | COMMON | 50212V100 | 603 | 7,404 | SH | SOLE | 7,404 | 0 | 0 | ||
LSI INDUSTRIES INC COM USD.01 | COMMON | 50216C108 | 110 | 30,204 | SH | SOLE | 30,204 | 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 | 1,590 | 8,824 | SH | SOLE | 8,824 | 0 | 0 | ||
LUMINEX CORP COM USD.001 | COMMON | 55027E102 | 405 | 19,697 | SH | SOLE | 19,697 | 0 | 0 | ||
LUTHER BURBANK CORP COM | COMMON | 550550107 | 103 | 9,456 | SH | SOLE | 9,456 | 0 | 0 | ||
LUXFER HOLDINGS PLC ORD GBP0.50 | COMMON | G5698W116 | 2 | 78 | SH | SOLE | 78 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | COMMON | N53745100 | 10,984 | 127,523 | SH | SOLE | 127,523 | 0 | 0 | ||
M & T BANK CORP COM USD5 | COMMON | 55261F104 | 397 | 2,341 | SH | SOLE | 2,341 | 0 | 0 | ||
MACATAWA BANK CORP COM NPV | COMMON | 554225102 | 136 | 13,343 | SH | SOLE | 13,343 | 0 | 0 | ||
MACK-CALI REALTY CORP COM USD.01 | COMMON | 554489104 | 83 | 3,568 | SH | SOLE | 3,568 | 0 | 0 | ||
MACY'S INC COM NPV | COMMON | 55616P104 | 2,169 | 101,308 | SH | SOLE | 101,308 | 0 | 0 | ||
MAGNA INTERNATIONAL INC COM NPV | COMMON | 559222401 | 35,787 | 720,345 | SH | SOLE | 720,345 | 0 | 0 | ||
MALLINCKRODT PLC ORD USD.2 | COMMON | G5785G107 | 0 | 52 | SH | SOLE | 52 | 0 | 0 | ||
MAMMOTH ENERGY SERVICES INC COM USD0.01 | COMMON | 56155L108 | 0 | 62 | SH | SOLE | 62 | 0 | 0 | ||
MANHATTAN ASSOCIATES INC COM USD.01 | COMMON | 562750109 | 533 | 7,699 | SH | SOLE | 7,699 | 0 | 0 | ||
MANULIFE FINANCIAL CORP COM NPV | COMMON | 56501R106 | 28,071 | 1,547,073 | SH | SOLE | 1,547,073 | 0 | 0 | ||
MARATHON OIL CORP COM NPV | COMMON | 565849106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
MARATHON PETROLEUM CORP COM USD0.01 | COMMON | 56585A102 | 54,169 | 970,666 | SH | OTR | 738,293 | 232,373 | 0 | ||
MARCUS & MILLICHAP INC COM USD.0001 | COMMON | 566324109 | 1,138 | 36,991 | SH | SOLE | 36,991 | 0 | 0 | ||
MARCUS CORP COM USD1 | COMMON | 566330106 | 1,003 | 30,544 | SH | SOLE | 30,544 | 0 | 0 | ||
MARINE PRODUCTS CORP COM USD.10 | COMMON | 568427108 | 279 | 18,101 | SH | SOLE | 18,101 | 0 | 0 | ||
MARLIN BUSINESS SERVICES INC COM USD.01 | COMMON | 571157106 | 113 | 4,520 | SH | SOLE | 4,520 | 0 | 0 | ||
MARRIOTT INTL INC CL A COM NPV | COMMON | 571903202 | 42,389 | 302,582 | SH | OTR | 232,240 | 70,342 | 0 | ||
MARSH & MCLENNAN COS COM USD1 | COMMON | 571748102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MARTEN TRANSPORT LTD COM USD.01 | COMMON | 573075108 | 1 | 64 | SH | SOLE | 64 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP LTD COM USD.002 | COMMON | G5876H105 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
MASCO CORP COM USD1 | COMMON | 574599106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MASTERCARD INC CL A COM USD.0001 | COMMON | 57636Q104 | 21 | 78 | SH | SOLE | 78 | 0 | 0 | ||
MATERION CORP COM USD1 | COMMON | 576690101 | 0 | 7 | SH | SOLE | 7 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS COM USD.001 | COMMON | 57772K101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MAXIMUS INC COM NPV | COMMON | 577933104 | 264 | 3,649 | SH | SOLE | 3,649 | 0 | 0 | ||
MAXLINEAR INC CL A COM USD.0001 | COMMON | 57776J100 | 1,163 | 49,770 | SH | SOLE | 49,770 | 0 | 0 | ||
MCCORMICK & CO INC COM NPV NVTG | COMMON | 579780206 | 16 | 101 | SH | SOLE | 101 | 0 | 0 | ||
MCDONALD'S CORP COM NPV | COMMON | 580135101 | 5 | 26 | SH | SOLE | 26 | 0 | 0 | ||
MCKESSON CORP COM USD2 | COMMON | 58155Q103 | 2,268 | 16,940 | SH | SOLE | 16,940 | 0 | 0 | ||
MECHEL PAO ADR NPV | COMMON | 583840608 | 151 | 72,118 | SH | SOLE | 72,118 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST COM USD.001 | COMMON | 58463J304 | 126 | 7,240 | SH | SOLE | 7,240 | 0 | 0 | ||
MEDIFAST INC COM USD.001 | COMMON | 58470H101 | 162 | 1,271 | SH | SOLE | 1,271 | 0 | 0 | ||
MEDNAX INC COM USD.01 | COMMON | 58502B106 | 2 | 98 | SH | SOLE | 98 | 0 | 0 | ||
MEDPACE HOLDINGS INC COM USD.01 | COMMON | 58506Q109 | 69 | 1,053 | SH | SOLE | 1,053 | 0 | 0 | ||
MEDTRONIC PLC COM USD.1 | COMMON | G5960L103 | 61 | 627 | SH | SOLE | 627 | 0 | 0 | ||
MERCER INTL INC SHS BEN INT USD1 | COMMON | 588056101 | 60 | 3,870 | SH | SOLE | 3,870 | 0 | 0 | ||
MERCK & CO COM NPV | COMMON | 58933Y105 | 13,325 | 158,999 | SH | SOLE | 158,999 | 0 | 0 | ||
MERCURY GENERAL CORP COM NPV | COMMON | 589400100 | 382 | 6,122 | SH | SOLE | 6,122 | 0 | 0 | ||
MERIDIAN BIOSCIENCE INC COM NPV | COMMON | 589584101 | 821 | 69,305 | SH | SOLE | 69,305 | 0 | 0 | ||
MERITAGE HOMES CORP COM NPV | COMMON | 59001A102 | 483 | 9,443 | SH | SOLE | 9,443 | 0 | 0 | ||
MERITOR INC COM USD1 | COMMON | 59001K100 | 788 | 32,487 | SH | SOLE | 32,487 | 0 | 0 | ||
MESA LABORATORIES INC COM NPV | COMMON | 59064R109 | 509 | 2,089 | SH | SOLE | 2,089 | 0 | 0 | ||
METHANEX CORP COM NPV | COMMON | 59151K108 | 24,929 | 550,013 | SH | SOLE | 550,013 | 0 | 0 | ||
METLIFE INC COM | COMMON | 59156R108 | 148,270 | 2,988,863 | SH | OTR | 2,365,277 | 623,586 | 0 | ||
MGM RESORTS INTERNATIONAL COM USD1 | COMMON | 552953101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MICRO FOCUS INTL PLC SPON ADR NEW | COMMON | 594837403 | 241 | 9,202 | SH | SOLE | 9,202 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC COM USD.001 | COMMON | 595017104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MICRON TECHNOLOGY INC COM USD.1 | COMMON | 595112103 | 4,844 | 125,656 | SH | SOLE | 125,656 | 0 | 0 | ||
MICROSOFT CORP COM USD.00000625 | COMMON | 594918104 | 2 | 17 | SH | SOLE | 17 | 0 | 0 | ||
MID-AMERICA APT CMNTYS INC COM USD.01 | COMMON | 59522J103 | 5 | 41 | SH | SOLE | 41 | 0 | 0 | ||
MIDSTATES PETROLEUM CO INC COM USD.01 | COMMON | 59804T407 | 221 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
MILLER (HERMAN) INC COM USD.2 | COMMON | 600544100 | 1,129 | 25,250 | SH | SOLE | 25,250 | 0 | 0 | ||
MITSUBISHI UFJ FINANCIAL GRP ADR | COMMON | 606822104 | 0 | 85 | SH | SOLE | 85 | 0 | 0 | ||
MIX TELEMATICS LTD ADR | COMMON | 60688N102 | 68 | 4,502 | SH | SOLE | 4,502 | 0 | 0 | ||
MIZUHO FINANCIAL GROUP INC ADR | COMMON | 60687Y109 | 0 | 20 | SH | SOLE | 20 | 0 | 0 | ||
MKS INSTRUMENTS INC COM NPV | COMMON | 55306N104 | 1 | 13 | SH | SOLE | 13 | 0 | 0 | ||
MODERNA INC COM | COMMON | 60770K107 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MOLINA HEALTHCARE INC COM USD.001 | COMMON | 60855R100 | 229 | 1,601 | SH | SOLE | 1,601 | 0 | 0 | ||
MOLSON COORS BREWING CO CL B COM NPV NVTG | COMMON | 60871R209 | 199 | 3,557 | SH | SOLE | 3,557 | 0 | 0 | ||
MONDELEZ INTERNATIONAL INC CL A COM NPV | COMMON | 609207105 | 5 | 99 | SH | SOLE | 99 | 0 | 0 | ||
MONOTYPE IMAGING HOLDINGS COM USD.01 | COMMON | 61022P100 | 142 | 8,450 | SH | SOLE | 8,450 | 0 | 0 | ||
MONRO INC COM USD.01 | COMMON | 610236101 | 302 | 3,557 | SH | SOLE | 3,557 | 0 | 0 | ||
MONSTER BEVERAGE CORP COM USD.005 | COMMON | 61174X109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MORGAN STANLEY COM USD1 | COMMON | 617446448 | 3 | 79 | SH | SOLE | 79 | 0 | 0 | ||
MORNINGSTAR INC COM | COMMON | 617700109 | 212 | 1,466 | SH | SOLE | 1,466 | 0 | 0 | ||
MOSAIC CO COM USD.01 | COMMON | 61945C103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC COM USD.01 | COMMON | 620076307 | 3 | 15 | SH | SOLE | 15 | 0 | 0 | ||
MSA SAFETY INC COM NPV | COMMON | 553498106 | 286 | 2,724 | SH | SOLE | 2,724 | 0 | 0 | ||
MSCI INC CL A COM USD.01 | COMMON | 55354G100 | 17 | 73 | SH | SOLE | 73 | 0 | 0 | ||
MSG NETWORKS INC CL A COM USD.01 | COMMON | 553573106 | 1 | 45 | SH | SOLE | 45 | 0 | 0 | ||
MUELLER INDUSTRIES COM NPV | COMMON | 624756102 | 387 | 13,275 | SH | SOLE | 13,275 | 0 | 0 | ||
NANOMETRICS INC COM NPV | COMMON | 630077105 | 837 | 24,115 | SH | SOLE | 24,115 | 0 | 0 | ||
NAPCO SECURITY TECH INC COM USD.01 | COMMON | 630402105 | 776 | 26,159 | SH | SOLE | 26,159 | 0 | 0 | ||
NASDAQ INC COM USD.01 | COMMON | 631103108 | 3 | 30 | SH | SOLE | 30 | 0 | 0 | ||
NATHAN'S FAMOUS INC COM USD.01 | COMMON | 632347100 | 99 | 1,267 | SH | SOLE | 1,267 | 0 | 0 | ||
NATIONAL CINEMEDIA INC COM USD.01 | COMMON | 635309107 | 474 | 72,187 | SH | SOLE | 72,187 | 0 | 0 | ||
NATIONAL GENERAL HOLDINGS CP COM | COMMON | 636220303 | 1 | 31 | SH | SOLE | 31 | 0 | 0 | ||
NATIONAL GRID SPON ADR | COMMON | 636274409 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NATIONAL HEALTHCARE CORP COM USD.01 | COMMON | 635906100 | 2,757 | 34,103 | SH | SOLE | 34,103 | 0 | 0 | ||
NATIONAL PRESTO INDS INC COM USD1 | COMMON | 637215104 | 1,721 | 18,486 | SH | SOLE | 18,486 | 0 | 0 | ||
NATIONAL RESEARCH CORP COM USD.001 | COMMON | 637372202 | 113 | 1,974 | SH | SOLE | 1,974 | 0 | 0 | ||
NATIONAL RETAIL PROPERTIES COM USD.01 | COMMON | 637417106 | 3 | 51 | SH | SOLE | 51 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES COM USD0.01 | COMMON | 637870106 | 1 | 28 | SH | SOLE | 28 | 0 | 0 | ||
NATURAL ALTERNATIVES COM NPV | COMMON | 638842302 | 75 | 6,430 | SH | SOLE | 6,430 | 0 | 0 | ||
NATURAL GROCERS VITAMIN CTGE COM USD.001 | COMMON | 63888U108 | 223 | 22,177 | SH | SOLE | 22,177 | 0 | 0 | ||
NATURES SUNSHINE PRODS INC COM NPV | COMMON | 639027101 | 115 | 12,251 | SH | SOLE | 12,251 | 0 | 0 | ||
NAVIENT CORP COM0.01 | COMMON | 63938C108 | 3 | 238 | SH | SOLE | 238 | 0 | 0 | ||
NAVIGANT CONSULTING INC COM USD.001 | COMMON | 63935N107 | 1,500 | 64,926 | SH | SOLE | 64,926 | 0 | 0 | ||
NCR CORP COM USD5 | COMMON | 62886E108 | 2 | 62 | SH | SOLE | 62 | 0 | 0 | ||
NELNET INC CL A COM USD.01 | COMMON | 64031N108 | 939 | 15,852 | SH | SOLE | 15,852 | 0 | 0 | ||
NEOGENOMICS INC COM USD.001 | COMMON | 64049M209 | 1,251 | 57,189 | SH | SOLE | 57,189 | 0 | 0 | ||
NETAPP INC COM NPV | COMMON | 64110D104 | 582 | 9,431 | SH | SOLE | 9,431 | 0 | 0 | ||
NETFLIX INC COM USD.001 | COMMON | 64110L106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NETSOL TECHNOLOGIES INC COM USD.001 | COMMON | 64115A402 | 263 | 47,058 | SH | SOLE | 47,058 | 0 | 0 | ||
NEW RESIDENTIAL INV CP COM USD0.01 | COMMON | 64828T201 | 1 | 63 | SH | SOLE | 63 | 0 | 0 | ||
NEW SENIOR INVESTMENT GROUP COM USD.01 | COMMON | 648691103 | 1 | 144 | SH | SOLE | 144 | 0 | 0 | ||
NEWMARKET CORP COM USD1 | COMMON | 651587107 | 24 | 61 | SH | SOLE | 61 | 0 | 0 | ||
NEWMONT GOLDCORP CORP COM USD1.6 | COMMON | 651639106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NEXA RESOURCES SA COM USD 1 | COMMON | L67359106 | 0 | 51 | SH | SOLE | 51 | 0 | 0 | ||
NEXPOINT RESIDENTIAL TR INC COM USD.01 | COMMON | 65341D102 | 2 | 49 | SH | SOLE | 49 | 0 | 0 | ||
NEXSTAR MEDIA GROUP CL A COM USD.01 | COMMON | 65336K103 | 7,116 | 70,500 | SH | SOLE | 70,500 | 0 | 0 | ||
NEXTERA ENERGY INC COM NPV | COMMON | 65339F101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NEXTGEN HEALTHCARE INC COM USD.01 | COMMON | 65343C102 | 881 | 44,414 | SH | SOLE | 44,414 | 0 | 0 | ||
NI HOLDINGS INC COM | COMMON | 65342T106 | 113 | 6,422 | SH | SOLE | 6,422 | 0 | 0 | ||
NICE LTD SPON ADR | COMMON | 653656108 | 264 | 1,925 | SH | SOLE | 1,925 | 0 | 0 | ||
NICHOLAS FINANCIAL INC COM NPV | COMMON | 65373J209 | 62 | 6,637 | SH | SOLE | 6,637 | 0 | 0 | ||
NIKE INC -CL B CL B COM NPV | COMMON | 654106103 | 517 | 6,156 | SH | SOLE | 6,156 | 0 | 0 | ||
NISOURCE INC COM NPV | COMMON | 65473P105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NOKIA CORP SPON ADR | COMMON | 654902204 | 0 | 11 | SH | SOLE | 11 | 0 | 0 | ||
NOMAD FOODS LTD ORD | COMMON | G6564A105 | 1 | 57 | SH | SOLE | 57 | 0 | 0 | ||
NOMURA HOLDINGS INC SPONSORED ADR | COMMON | 65535H208 | 135 | 37,942 | SH | SOLE | 37,942 | 0 | 0 | ||
NOODLES & CO CL A COM USD0.01 | COMMON | 65540B105 | 25 | 3,203 | SH | SOLE | 3,203 | 0 | 0 | ||
NORBORD INC COM NPV | COMMON | 65548P403 | 15,058 | 608,477 | SH | SOLE | 608,477 | 0 | 0 | ||
NORFOLK SOUTHERN CORP COM USD1 | COMMON | 655844108 | 4 | 18 | SH | SOLE | 18 | 0 | 0 | ||
NORTH AMERICAN CONST GRP LTD COM NPV | COMMON | 656811106 | 3,196 | 297,086 | SH | SOLE | 297,086 | 0 | 0 | ||
NORTHEAST BANK COM NPV | COMMON | 66405S100 | 412 | 14,937 | SH | SOLE | 14,937 | 0 | 0 | ||
NORTHERN TECH INTL COM USD.02 | COMMON | 665809109 | 64 | 3,477 | SH | SOLE | 3,477 | 0 | 0 | ||
NORTHRIM BANCORP INC COM USD1 | COMMON | 666762109 | 28 | 777 | SH | SOLE | 777 | 0 | 0 | ||
NORTHSTAR REALTY EUROPE CORP COM USD0.01 | COMMON | 66706L101 | 2 | 138 | SH | SOLE | 138 | 0 | 0 | ||
NORTHWEST PIPE CO COM USD.01 | COMMON | 667746101 | 310 | 12,061 | SH | SOLE | 12,061 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HLDGS COM USD.001 | COMMON | G66721104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NORWOOD FINANCIAL CORP COM USD.1 | COMMON | 669549107 | 127 | 3,649 | SH | SOLE | 3,649 | 0 | 0 | ||
NOVARTIS AG SPON ADR | COMMON | 66987V109 | 522 | 5,712 | SH | SOLE | 5,712 | 0 | 0 | ||
NOVO NORDISK A/S ADR | COMMON | 670100205 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
NRG ENERGY INC COM NEW | COMMON | 629377508 | 103 | 2,948 | SH | SOLE | 2,948 | 0 | 0 | ||
NUCOR CORP COM USD.4 | COMMON | 670346105 | 3,074 | 55,785 | SH | SOLE | 55,785 | 0 | 0 | ||
NUTRIEN LTD COM NPV | COMMON | 67077M108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NUVASIVE INC COM USD.001 | COMMON | 670704105 | 292 | 5,001 | SH | SOLE | 5,001 | 0 | 0 | ||
NV5 GLOBAL INC COM USD.01 | COMMON | 62945V109 | 923 | 11,381 | SH | SOLE | 11,381 | 0 | 0 | ||
NVE CORP COM USD.01 | COMMON | 629445206 | 106 | 1,534 | SH | SOLE | 1,534 | 0 | 0 | ||
NVIDIA CORP COM USD.001 | COMMON | 67066G104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
NVR INC COM USD.01 | COMMON | 62944T105 | 2,158 | 641 | SH | SOLE | 641 | 0 | 0 | ||
NXP SEMICONDUCTORS NV COM EUR.01 | COMMON | N6596X109 | 75,481 | 774,214 | SH | OTR | 646,071 | 128,143 | 0 | ||
OCCIDENTAL PETROLEUM CORP COM USD.2 | COMMON | 674599105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
OGE ENERGY CORP COM USD2.5 | COMMON | 670837103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
OLD REPUBLIC INTL CORP COM USD1 | COMMON | 680223104 | 346 | 15,472 | SH | SOLE | 15,472 | 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 | 79 | 911 | SH | SOLE | 911 | 0 | 0 | ||
OMEGA FLEX INC COM USD.01 | COMMON | 682095104 | 300 | 3,922 | SH | SOLE | 3,922 | 0 | 0 | ||
OMEGA HEALTHCARE INVS INC COM USD0.1 | COMMON | 681936100 | 3 | 93 | SH | SOLE | 93 | 0 | 0 | ||
OMNICELL INC COM NPV | COMMON | 68213N109 | 278 | 3,244 | SH | SOLE | 3,244 | 0 | 0 | ||
OMNICOM GROUP COM USD.5 | COMMON | 681919106 | 13,190 | 160,952 | SH | SOLE | 160,952 | 0 | 0 | ||
ON SEMICONDUCTOR CORP COM USD.01 | COMMON | 682189105 | 1,121 | 55,481 | SH | SOLE | 55,481 | 0 | 0 | ||
ONEOK INC COM NPV | COMMON | 682680103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
OP BANCORP COM | COMMON | 67109R109 | 108 | 10,105 | SH | SOLE | 10,105 | 0 | 0 | ||
OPPENHEIMER HOLDINGS INC CL A COM NPV | COMMON | 683797104 | 45 | 1,658 | SH | SOLE | 1,658 | 0 | 0 | ||
OPUS BANK COM | COMMON | 684000102 | 344 | 16,315 | SH | SOLE | 16,315 | 0 | 0 | ||
ORACLE CORP COM USD.01 | COMMON | 68389X105 | 24,934 | 438,031 | SH | OTR | 375,861 | 62,170 | 0 | ||
ORANGE SPON ADR | COMMON | 684060106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
O'REILLY AUTOMOTIVE INC COM USD.01 | COMMON | 67103H107 | 8 | 21 | SH | SOLE | 21 | 0 | 0 | ||
ORION ENGINEERED CARBONS SA ORD | COMMON | L72967109 | 0 | 8 | SH | SOLE | 8 | 0 | 0 | ||
ORIX CORP SPONSORED ADR | COMMON | 686330101 | 68 | 902 | SH | SOLE | 902 | 0 | 0 | ||
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 | COMMON | 687380105 | 99 | 4,521 | SH | SOLE | 4,521 | 0 | 0 | ||
OSHKOSH CORP COM USD.01 | COMMON | 688239201 | 4 | 43 | SH | SOLE | 43 | 0 | 0 | ||
OSI SYSTEMS INC COM NPV | COMMON | 671044105 | 437 | 3,893 | SH | SOLE | 3,893 | 0 | 0 | ||
OUTFRONT MEDIA INC COM USD.01 | COMMON | 69007J106 | 1 | 27 | SH | SOLE | 27 | 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 | 252 | 4,063 | SH | SOLE | 4,063 | 0 | 0 | ||
PACCAR INC COM USD12 | COMMON | 693718108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PACIFIC MERCANTILE BANCORP COM NPV | COMMON | 694552100 | 60 | 7,289 | SH | SOLE | 7,289 | 0 | 0 | ||
PACWEST BANCORP COM NPV | COMMON | 695263103 | 0 | 11 | SH | SOLE | 11 | 0 | 0 | ||
PALATIN TECHNOLOGIES INC COM USD.01 | COMMON | 696077403 | 0 | 35 | SH | SOLE | 35 | 0 | 0 | ||
PARKER-HANNIFIN CORP COM USD.5 | COMMON | 701094104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PARTNER COMMUNICATIONS CO ADR | COMMON | 70211M109 | 0 | 71 | SH | SOLE | 71 | 0 | 0 | ||
PATTERSON COS INC COM USD.01 | COMMON | 703395103 | 1,263 | 55,155 | SH | SOLE | 55,155 | 0 | 0 | ||
PAYCHEX INC COM USD.01 | COMMON | 704326107 | 214 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
PAYCOM SOFTWARE INC COM USD0.01 | COMMON | 70432V102 | 391 | 1,730 | SH | SOLE | 1,730 | 0 | 0 | ||
PAYLOCITY HOLDING CORP COM USD0.001 | COMMON | 70438V106 | 824 | 8,803 | SH | SOLE | 8,803 | 0 | 0 | ||
PAYPAL HOLDINGS INC COM USD.0001 | COMMON | 70450Y103 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
PAYSIGN INC COM | COMMON | 70451A104 | 655 | 48,994 | SH | SOLE | 48,994 | 0 | 0 | ||
PBF ENERGY INC CL A COM USD0.001 | COMMON | 69318G106 | 1 | 28 | SH | SOLE | 28 | 0 | 0 | ||
PC CONNECTION INC COM USD.01 | COMMON | 69318J100 | 165 | 4,718 | SH | SOLE | 4,718 | 0 | 0 | ||
PCM INC COM USD.001 | COMMON | 69323K100 | 1,034 | 29,555 | SH | SOLE | 29,555 | 0 | 0 | ||
PDL BIOPHARMA INC COM USD.01 | COMMON | 69329Y104 | 701 | 223,786 | SH | SOLE | 223,786 | 0 | 0 | ||
PEABODY ENERGY CORP WHEN ISSUED | COMMON | 704551100 | 2,600 | 107,884 | SH | SOLE | 107,884 | 0 | 0 | ||
PEARSON PLC SPON ADR | COMMON | 705015105 | 266 | 25,721 | SH | SOLE | 25,721 | 0 | 0 | ||
PENNSYLVANIA RE INVS TRUST COM USD1 | COMMON | 709102107 | 1 | 176 | SH | SOLE | 176 | 0 | 0 | ||
PENNYMAC MORTGAGE INVEST TR COM SHS BEN | COMMON | 70931T103 | 1 | 59 | SH | SOLE | 59 | 0 | 0 | ||
PEOPLES BANCORP NC INC COM NPV | COMMON | 710577107 | 156 | 5,185 | SH | SOLE | 5,185 | 0 | 0 | ||
PEPSICO INC COM USD.0166 | COMMON | 713448108 | 763 | 5,822 | SH | SOLE | 5,822 | 0 | 0 | ||
PERFICIENT INC COM USD.001 | COMMON | 71375U101 | 3,065 | 89,456 | SH | SOLE | 89,456 | 0 | 0 | ||
PERKINELMER INC COM USD1 | COMMON | 714046109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PERMA-PIPE INTERNATIONAL HOL COM USD.01 | COMMON | 714167103 | 8 | 841 | SH | SOLE | 841 | 0 | 0 | ||
PETROCHINA CO LTD SPONSORED ADR | COMMON | 71646E100 | 7 | 133 | SH | SOLE | 133 | 0 | 0 | ||
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR | COMMON | 71654V408 | 2 | 106 | SH | SOLE | 106 | 0 | 0 | ||
PFIZER INC COM USD.1 | COMMON | 717081103 | 10,100 | 233,152 | SH | SOLE | 233,152 | 0 | 0 | ||
PGT INNOVATIONS INC COM USD | COMMON | 69336V101 | 397 | 23,851 | SH | SOLE | 23,851 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL COM NPV | COMMON | 718172109 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
PHILLIPS 66 COM USD0.01 | COMMON | 718546104 | 78,244 | 837,373 | SH | OTR | 658,747 | 178,626 | 0 | ||
PHOTRONICS INC COM NPV | COMMON | 719405102 | 559 | 68,379 | SH | SOLE | 68,379 | 0 | 0 | ||
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 | COMMON | 720190206 | 7 | 336 | SH | SOLE | 336 | 0 | 0 | ||
PILGRIM'S PRIDE CORP COM USD.01 | COMMON | 72147K108 | 928 | 36,572 | SH | SOLE | 36,572 | 0 | 0 | ||
PITNEY BOWES INC COM USD2 | COMMON | 724479100 | 170 | 39,856 | SH | SOLE | 39,856 | 0 | 0 | ||
PLAINS GP HOLDINGS LP CL A LP NPV | COMMON | 72651A207 | 146 | 5,858 | SH | SOLE | 5,858 | 0 | 0 | ||
PLANTRONICS INC COM USD.01 | COMMON | 727493108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PLDT INC SPON ADR | COMMON | 69344D408 | 0 | 18 | SH | SOLE | 18 | 0 | 0 | ||
PLUMAS BANCORP COM | COMMON | 729273102 | 89 | 3,645 | SH | SOLE | 3,645 | 0 | 0 | ||
PLYMOUTH INDL REIT INC COM USD.01 | COMMON | 729640102 | 136 | 7,187 | SH | SOLE | 7,187 | 0 | 0 | ||
PNC FINANCIAL SVCS GROUP INC COM USD5 | COMMON | 693475105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
POPULAR INC COM USD5 | COMMON | 733174700 | 138 | 2,552 | SH | SOLE | 2,552 | 0 | 0 | ||
POSCO SPON ADR | COMMON | 693483109 | 1,982 | 37,352 | SH | SOLE | 37,352 | 0 | 0 | ||
PPG INDUSTRIES INC COM USD1.666 | COMMON | 693506107 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PPL CORP COM NPV | COMMON | 69351T106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PREFORMED LINE PRODUCTS CO CAP USD2 | COMMON | 740444104 | 182 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
PREMIER INC CL A COM USD0.01 | COMMON | 74051N102 | 1,485 | 38,017 | SH | SOLE | 38,017 | 0 | 0 | ||
PRGX GLOBAL INC COM USD.01 | COMMON | 69357C503 | 14 | 2,107 | SH | SOLE | 2,107 | 0 | 0 | ||
PRICE (T. ROWE) GROUP COM USD.2 | COMMON | 74144T108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PRIMERICA INC COM USD.01 | COMMON | 74164M108 | 1 | 12 | SH | SOLE | 12 | 0 | 0 | ||
PRINCIPAL FINANCIAL GRP INC COM USD.01 | COMMON | 74251V102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PROCTER & GAMBLE CO COM NPV | COMMON | 742718109 | 8,890 | 81,092 | SH | SOLE | 81,092 | 0 | 0 | ||
PRO-DEX INC/CO COM NPV | COMMON | 74265M205 | 326 | 25,078 | SH | SOLE | 25,078 | 0 | 0 | ||
PROFIRE ENERGY INC COM USD.001 | COMMON | 74316X101 | 24 | 15,720 | SH | SOLE | 15,720 | 0 | 0 | ||
PROGRESS SOFTWARE CORP COM USD.01 | COMMON | 743312100 | 129 | 2,970 | SH | SOLE | 2,970 | 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 | ||
PROPETRO HOLDING CORP COM USD0.001 | COMMON | 74347M108 | 670 | 32,439 | SH | SOLE | 32,439 | 0 | 0 | ||
PROTECTIVE INSURANCE CORP CL B COM NPV | COMMON | 74368L203 | 52 | 2,989 | SH | SOLE | 2,989 | 0 | 0 | ||
PROVIDENCE SERVICE CORP CL A COM USD.001 | COMMON | 743815102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PROVIDENT FINANCIAL HOLDINGS COM USD.01 | COMMON | 743868101 | 80 | 3,831 | SH | SOLE | 3,831 | 0 | 0 | ||
PRUDENTIAL BANCORP INC COM USD.01 | COMMON | 74431A101 | 40 | 2,107 | SH | SOLE | 2,107 | 0 | 0 | ||
PRUDENTIAL FINANCIAL INC COM USD.01 | COMMON | 744320102 | 4,019 | 39,796 | SH | SOLE | 39,796 | 0 | 0 | ||
PRUDENTIAL PLC ADR | COMMON | 74435K204 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PS BUSINESS PARKS COM USD.01 | COMMON | 69360J107 | 41 | 245 | SH | SOLE | 245 | 0 | 0 | ||
PSYCHEMEDICS CORP COM USD.005 | COMMON | 744375205 | 52 | 5,141 | SH | SOLE | 5,141 | 0 | 0 | ||
PTC INC COM USD.01 | COMMON | 69370C100 | 636 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
PUBLIC SERVICE ENTRP GRP INC COM NPV | COMMON | 744573106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
PULTEGROUP INC COM USD.01 | COMMON | 745867101 | 25,855 | 818,618 | SH | OTR | 649,266 | 169,352 | 0 | ||
PYXUS INTERNATIONAL INC COM USD10 | COMMON | 74737V106 | 1 | 54 | SH | SOLE | 54 | 0 | 0 | ||
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 | COMMON | 74731Q103 | 382 | 44,428 | SH | SOLE | 44,428 | 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 | ||
QUAD/GRAPHICS INC CL A COM USD.025 | COMMON | 747301109 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
QUAKER CHEMICAL CORP COM USD1 | COMMON | 747316107 | 1,538 | 7,602 | SH | SOLE | 7,602 | 0 | 0 | ||
QUALCOMM INC COM USD.0001 | COMMON | 747525103 | 50,105 | 659,446 | SH | OTR | 514,381 | 145,065 | 0 | ||
QUANEX BUILDING PRODUCTS COM USD.01 | COMMON | 747619104 | 574 | 30,368 | SH | SOLE | 30,368 | 0 | 0 | ||
QUDIAN INC ADR | COMMON | 747798106 | 0 | 61 | SH | SOLE | 61 | 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 | 244 | 28,858 | SH | SOLE | 28,858 | 0 | 0 | ||
RADIAN GROUP INC COM USD.001 | COMMON | 750236101 | 182 | 8,003 | SH | SOLE | 8,003 | 0 | 0 | ||
RADIANT LOGISTICS INC UNIT | COMMON | 75025X100 | 1,190 | 195,156 | SH | SOLE | 195,156 | 0 | 0 | ||
RADNET INC COM USD.01 | COMMON | 750491102 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
RALPH LAUREN CORP CL A COM USD.01 | COMMON | 751212101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
RBC BEARINGS INC COM USD.01 | COMMON | 75524B104 | 370 | 2,222 | SH | SOLE | 2,222 | 0 | 0 | ||
RE/MAX HOLDINGS INC CL A COM USD.0001 | COMMON | 75524W108 | 366 | 11,892 | SH | SOLE | 11,892 | 0 | 0 | ||
REALTY INCOME CORP COM USD1 | COMMON | 756109104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
REGAL BELOIT CORP COM NPV | COMMON | 758750103 | 2 | 29 | SH | SOLE | 29 | 0 | 0 | ||
REGENCY CENTERS CORP COM USD.01 | COMMON | 758849103 | 6,022 | 90,295 | SH | OTR | 64,096 | 26,199 | 0 | ||
REGIONS FINANCIAL CORP COM USD.625 | COMMON | 7591EP100 | 59,489 | 3,986,731 | SH | OTR | 3,135,448 | 851,283 | 0 | ||
REINSURANCE GROUP AMER INC COM USD.01 | COMMON | 759351604 | 5 | 35 | SH | SOLE | 35 | 0 | 0 | ||
RELX PLC SP ADR | COMMON | 759530108 | 0 | 14 | SH | SOLE | 14 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC COM USD.0001 | COMMON | 75972A301 | 6,317 | 398,927 | SH | SOLE | 398,927 | 0 | 0 | ||
RENT-A-CENTER INC COM USD.01 | COMMON | 76009N100 | 1,900 | 71,569 | SH | SOLE | 71,569 | 0 | 0 | ||
REPLIGEN CORP COM USD.01 | COMMON | 759916109 | 602 | 7,025 | SH | SOLE | 7,025 | 0 | 0 | ||
REPUBLIC SERVICES INC COM USD.01 | COMMON | 760759100 | 167 | 1,929 | SH | SOLE | 1,929 | 0 | 0 | ||
RESOLUTE FOREST PRODUCTS INC COM USD.001 | COMMON | 76117W109 | 2,409 | 333,420 | SH | SOLE | 333,420 | 0 | 0 | ||
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 | COMMON | 76131V202 | 4 | 316 | SH | SOLE | 316 | 0 | 0 | ||
REX AMERICAN RESOURCES CORP COM USD.01 | COMMON | 761624105 | 591 | 8,108 | SH | SOLE | 8,108 | 0 | 0 | ||
RIO TINTO GROUP SPON ADR | COMMON | 767204100 | 6,370 | 102,174 | SH | SOLE | 102,174 | 0 | 0 | ||
RITCHIE BROS AUCTIONEERS INC COM NPV | COMMON | 767744105 | 2,316 | 69,765 | SH | SOLE | 69,765 | 0 | 0 | ||
RIVERVIEW BANCORP INC COM USD1 | COMMON | 769397100 | 127 | 14,869 | SH | SOLE | 14,869 | 0 | 0 | ||
RLI CORP COM USD1 | COMMON | 749607107 | 375 | 4,393 | SH | SOLE | 4,393 | 0 | 0 | ||
RLJ LODGING TRUST COM USD.01 | COMMON | 74965L101 | 458 | 25,810 | SH | SOLE | 25,810 | 0 | 0 | ||
RMR GROUP INC CL A COM USD0.001 | COMMON | 74967R106 | 918 | 19,560 | SH | SOLE | 19,560 | 0 | 0 | ||
ROBERT HALF INTL INC COM USD1 | COMMON | 770323103 | 2,253 | 39,665 | SH | SOLE | 39,665 | 0 | 0 | ||
ROCKWELL AUTOMATION COM USD1 | COMMON | 773903109 | 47,770 | 291,901 | SH | OTR | 223,162 | 68,739 | 0 | ||
ROCKY BRANDS INC COM NPV | COMMON | 774515100 | 589 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
ROGERS COMMUNICATIONS -CL B CL B COM NPV | COMMON | 775109200 | 7,858 | 147,033 | SH | SOLE | 147,033 | 0 | 0 | ||
ROLLINS INC COM USD1 | COMMON | 775711104 | 284 | 7,938 | SH | SOLE | 7,938 | 0 | 0 | ||
ROPER TECHNOLOGIES INC COM USD.01 | COMMON | 776696106 | 7 | 20 | SH | SOLE | 20 | 0 | 0 | ||
ROSS STORES INC COM USD.01 | COMMON | 778296103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ROYAL BANK OF CANADA COM NPV | COMMON | 780087102 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS | COMMON | 780097689 | 0 | 6 | SH | SOLE | 6 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC ADR CL A | COMMON | 780259206 | 2 | 28 | SH | SOLE | 28 | 0 | 0 | ||
ROYAL GOLD INC COM USD.01 | COMMON | 780287108 | 137 | 1,336 | SH | SOLE | 1,336 | 0 | 0 | ||
RPM INTERNATIONAL INC COM USD.064 | COMMON | 749685103 | 1 | 15 | SH | SOLE | 15 | 0 | 0 | ||
RPT REALTY SHS BEN INT USD.01 | COMMON | 74971D101 | 4 | 343 | SH | SOLE | 343 | 0 | 0 | ||
RTW RETAILWINDS INC COM USD.01 | COMMON | 74980D100 | 60 | 35,437 | SH | SOLE | 35,437 | 0 | 0 | ||
RYERSON HOLDING CORP COM USD.01 | COMMON | 783754104 | 219 | 26,320 | SH | SOLE | 26,320 | 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 | 26 | SH | SOLE | 26 | 0 | 0 | ||
SABRE CORP COM USD.01 | COMMON | 78573M104 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
SALEM MEDIA GROUP INC CL A COM USD.01 | COMMON | 794093104 | 57 | 23,553 | SH | SOLE | 23,553 | 0 | 0 | ||
SALESFORCE.COM INC COM USD.001 | COMMON | 79466L302 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SALLY BEAUTY HOLDINGS INC COM USD.01 | COMMON | 79546E104 | 155 | 11,627 | SH | SOLE | 11,627 | 0 | 0 | ||
SANDERSON FARMS INC COM USD1 | COMMON | 800013104 | 752 | 5,510 | SH | SOLE | 5,510 | 0 | 0 | ||
SANFILIPPO JOHN B&SON COM USD.01 | COMMON | 800422107 | 24 | 306 | SH | SOLE | 306 | 0 | 0 | ||
SANMINA CORP COM USD.01 | COMMON | 801056102 | 339 | 11,198 | SH | SOLE | 11,198 | 0 | 0 | ||
SANOFI SPONSORED ADR | COMMON | 80105N105 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SANTANDER CONSUMER USA HLDGS COM USD.01 | COMMON | 80283M101 | 3 | 130 | SH | SOLE | 130 | 0 | 0 | ||
SAP SE SPON ADR | COMMON | 803054204 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
SASOL LTD ADR | COMMON | 803866300 | 251 | 10,095 | SH | SOLE | 10,095 | 0 | 0 | ||
SBA COMMUNICATIONS CORP COM USD.01 | COMMON | 78410G104 | 778 | 3,462 | SH | SOLE | 3,462 | 0 | 0 | ||
SCHLUMBERGER LTD COM USD.01 | COMMON | 806857108 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SCHNITZER STEEL INDS -CL A CL A COM USD.01 | COMMON | 806882106 | 905 | 34,596 | SH | SOLE | 34,596 | 0 | 0 | ||
SCHWAB (CHARLES) CORP COM USD.01 | COMMON | 808513105 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SCHWEITZER-MAUDUIT INTL INC COM USD.1 | COMMON | 808541106 | 671 | 20,219 | SH | SOLE | 20,219 | 0 | 0 | ||
SEACOAST BANKING CORP/FL COM USD.1 | COMMON | 811707801 | 132 | 5,197 | SH | SOLE | 5,197 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC COM USD.00001 | COMMON | G7945M107 | 41,392 | 879,088 | SH | OTR | 765,381 | 113,707 | 0 | ||
SEALED AIR CORP COM USD.01 | COMMON | 81211K100 | 18,988 | 444,342 | SH | OTR | 351,047 | 93,295 | 0 | ||
SECUREWORKS CORP CL A COM USD.01 | COMMON | 81374A105 | 22 | 1,639 | SH | SOLE | 1,639 | 0 | 0 | ||
SEMPRA ENERGY COM NPV | COMMON | 816851109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
SERVICE CORP INTERNATIONAL COM USD1 | COMMON | 817565104 | 9 | 191 | SH | SOLE | 191 | 0 | 0 | ||
SERVICEMASTER GLOBAL HLDGS COM USD.01 | COMMON | 81761R109 | 23 | 446 | SH | SOLE | 446 | 0 | 0 | ||
SHENANDOAH TELECOMMUN CO COM USD10 | COMMON | 82312B106 | 309 | 8,062 | SH | SOLE | 8,062 | 0 | 0 | ||
SHILOH INDUSTRIES INC COM USD.01 | COMMON | 824543102 | 0 | 68 | SH | SOLE | 68 | 0 | 0 | ||
SHINHAN FINANCIAL GROUP LTD SPON ADR | COMMON | 824596100 | 1 | 27 | SH | SOLE | 27 | 0 | 0 | ||
SHOE CARNIVAL INC COM USD.1 | COMMON | 824889109 | 3,280 | 118,841 | SH | SOLE | 118,841 | 0 | 0 | ||
SIGA TECHNOLOGIES INC COM USD.0001 | COMMON | 826917106 | 324 | 57,035 | SH | SOLE | 57,035 | 0 | 0 | ||
SILGAN HOLDINGS INC COM USD.01 | COMMON | 827048109 | 383 | 12,558 | SH | SOLE | 12,558 | 0 | 0 | ||
SILVERCREST ASSET MGT CL A COM USD.01 | COMMON | 828359109 | 130 | 9,236 | SH | SOLE | 9,236 | 0 | 0 | ||
SIMMONS FIRST NATL CP -CL A CL A COM NPV | COMMON | 828730200 | 472 | 20,281 | SH | SOLE | 20,281 | 0 | 0 | ||
SIMON PROPERTY GROUP INC COM USD.0001 | COMMON | 828806109 | 583 | 3,650 | SH | SOLE | 3,650 | 0 | 0 | ||
SIMULATIONS PLUS INC COM USD.001 | COMMON | 829214105 | 368 | 12,944 | SH | SOLE | 12,944 | 0 | 0 | ||
SINCLAIR BROADCAST GP -CL A CL A COM USD.01 | COMMON | 829226109 | 2,691 | 50,208 | SH | SOLE | 50,208 | 0 | 0 | ||
SINOPEC SHANGHAI PETROCHEM SPON ADR | COMMON | 82935M109 | 562 | 14,061 | SH | SOLE | 14,061 | 0 | 0 | ||
SK TELECOM CO LTD SPON ADR | COMMON | 78440P108 | 3,636 | 146,920 | SH | SOLE | 146,920 | 0 | 0 | ||
SLEEP NUMBER CORP COM USD.01 | COMMON | 83125X103 | 54 | 1,334 | SH | SOLE | 1,334 | 0 | 0 | ||
SMITH & NEPHEW PLC SPON ADR | COMMON | 83175M205 | 349 | 8,021 | SH | SOLE | 8,021 | 0 | 0 | ||
SNAP INC CL A COM USD.00001 | COMMON | 83304A106 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
SNAP-ON INC COM USD1 | COMMON | 833034101 | 2 | 10 | SH | SOLE | 10 | 0 | 0 | ||
SONOCO PRODUCTS CO COM NPV | COMMON | 835495102 | 772 | 11,829 | SH | SOLE | 11,829 | 0 | 0 | ||
SONY CORP ADR | COMMON | 835699307 | 974 | 18,595 | SH | SOLE | 18,595 | 0 | 0 | ||
SOTHERLY HOTELS INC COM USD.01 | COMMON | 83600C103 | 59 | 8,430 | SH | SOLE | 8,430 | 0 | 0 | ||
SOUTHERN CO COM USD5 | COMMON | 842587107 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SOUTHWEST AIRLINES COM USD1 | COMMON | 844741108 | 2,783 | 54,818 | SH | SOLE | 54,818 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO COM USD2.5 | COMMON | 845467109 | 202 | 64,082 | SH | SOLE | 64,082 | 0 | 0 | ||
SPARTANNASH CO COM NPV | COMMON | 847215100 | 0 | 20 | SH | SOLE | 20 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 | COMMON | 848574109 | 67,284 | 827,943 | SH | OTR | 637,529 | 190,414 | 0 | ||
SPIRIT REALTY CAPITAL INC COM USD.01 | COMMON | 84860W300 | 8 | 186 | SH | SOLE | 186 | 0 | 0 | ||
SPORTSMANS WAREHOUSE HLDGS COM USD.01 | COMMON | 84920Y106 | 143 | 37,760 | SH | SOLE | 37,760 | 0 | 0 | ||
SPROUTS FARMERS MARKET COM USD.001 | COMMON | 85208M102 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SPS COMMERCE INC COM USD.001 | COMMON | 78463M107 | 92 | 901 | SH | SOLE | 901 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC COM USD.01 | COMMON | 78467J100 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
SSR MINING INC COM NPV | COMMON | 784730103 | 5,177 | 378,933 | SH | SOLE | 378,933 | 0 | 0 | ||
STANDARD FINANCIAL CORP COM USD.01 | COMMON | 85303B100 | 80 | 2,911 | SH | SOLE | 2,911 | 0 | 0 | ||
STANDARD MOTOR PRODS CL A COM USD2 | COMMON | 853666105 | 829 | 18,335 | SH | SOLE | 18,335 | 0 | 0 | ||
STARBUCKS CORP COM NPV | COMMON | 855244109 | 30,420 | 363,204 | SH | OTR | 277,792 | 85,412 | 0 | ||
STATE STREET CORP COM USD1 | COMMON | 857477103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
STEEL DYNAMICS INC COM USD.01 | COMMON | 858119100 | 803 | 26,598 | SH | SOLE | 26,598 | 0 | 0 | ||
STEELCASE INC CL A COM NPV | COMMON | 858155203 | 199 | 11,675 | SH | SOLE | 11,675 | 0 | 0 | ||
STEPAN CO COM USD1 | COMMON | 858586100 | 2,266 | 24,657 | SH | SOLE | 24,657 | 0 | 0 | ||
STERIS PLC COM NPV | COMMON | G8473T100 | 2,091 | 14,050 | SH | SOLE | 14,050 | 0 | 0 | ||
STERLING BANCORP COM USD.1 | COMMON | 85917A100 | 1 | 39 | SH | SOLE | 39 | 0 | 0 | ||
STERLING CONSTRUCTION CO INC COM NPV | COMMON | 859241101 | 2,265 | 168,808 | SH | SOLE | 168,808 | 0 | 0 | ||
STONERIDGE INC COM NPV | COMMON | 86183P102 | 248 | 7,903 | SH | SOLE | 7,903 | 0 | 0 | ||
STRATTEC SECURITY CORP COM USD.01 | COMMON | 863111100 | 86 | 3,554 | SH | SOLE | 3,554 | 0 | 0 | ||
STRYKER CORP COM USD10 | COMMON | 863667101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
STURM RUGER & CO INC COM USD1 | COMMON | 864159108 | 93 | 1,705 | SH | SOLE | 1,705 | 0 | 0 | ||
SUMITOMO MITSUI FINANCIAL GR ADR | COMMON | 86562M209 | 191 | 27,080 | SH | SOLE | 27,080 | 0 | 0 | ||
SUMMIT HOTEL PROPERTIES INC COM USD.01 | COMMON | 866082100 | 1,854 | 161,662 | SH | SOLE | 161,662 | 0 | 0 | ||
SUN LIFE FINANCIAL INC COM NPV | COMMON | 866796105 | 42,251 | 1,021,948 | SH | SOLE | 1,021,948 | 0 | 0 | ||
SUNCOR ENERGY INC COM NPV | COMMON | 867224107 | 11,424 | 366,820 | SH | SOLE | 366,820 | 0 | 0 | ||
SUNSTONE HOTEL INVESTORS INC COM USD.01 | COMMON | 867892101 | 402 | 29,328 | SH | SOLE | 29,328 | 0 | 0 | ||
SUNTRUST BANKS INC COM USD1 | COMMON | 867914103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
SUPERIOR DRILLING PRODUCTS COM USD.001 | COMMON | 868153107 | 0 | 297 | SH | SOLE | 297 | 0 | 0 | ||
SUPERIOR GROUP OF COS INC COM USD1 | COMMON | 868358102 | 49 | 2,884 | SH | SOLE | 2,884 | 0 | 0 | ||
SYKES ENTERPRISES INC COM USD.01 | COMMON | 871237103 | 617 | 22,465 | SH | SOLE | 22,465 | 0 | 0 | ||
SYMANTEC CORP COM NPV | COMMON | 871503108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
SYNALLOY CORP COM USD1 | COMMON | 871565107 | 113 | 7,227 | SH | SOLE | 7,227 | 0 | 0 | ||
SYNCHRONY FINANCIAL COM USD.001 | COMMON | 87165B103 | 28,054 | 810,073 | SH | OTR | 609,406 | 200,667 | 0 | ||
SYNNEX CORP COM USD.001 | COMMON | 87162W100 | 228 | 2,322 | SH | SOLE | 2,322 | 0 | 0 | ||
SYNOPSYS INC COM USD.01 | COMMON | 871607107 | 207 | 1,608 | SH | SOLE | 1,608 | 0 | 0 | ||
SYSCO CORP COM USD1 | COMMON | 871829107 | 43 | 611 | SH | SOLE | 611 | 0 | 0 | ||
SYSTEMAX INC COM USD.01 | COMMON | 871851101 | 178 | 8,076 | SH | SOLE | 8,076 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG CO SPON ADR | COMMON | 874039100 | 0 | 6 | SH | SOLE | 6 | 0 | 0 | ||
TARGET CORP COM USD1 | COMMON | 87612E106 | 884 | 10,251 | SH | SOLE | 10,251 | 0 | 0 | ||
TARO PHARMACEUTICL INDS LTD ORD NIS.0001 | COMMON | M8737E108 | 46 | 543 | SH | SOLE | 543 | 0 | 0 | ||
TATA MOTORS LTD SPONSORED ADR | COMMON | 876568502 | 0 | 41 | SH | SOLE | 41 | 0 | 0 | ||
TC ENERGY CORP COM NPV | COMMON | 87807B107 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TE CONNECTIVITY LTD COM | COMMON | H84989104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TECH DATA CORP COM USD.0015 | COMMON | 878237106 | 6,044 | 57,841 | SH | SOLE | 57,841 | 0 | 0 | ||
TECHTARGET INC COM USD.001 | COMMON | 87874R100 | 119 | 5,594 | SH | SOLE | 5,594 | 0 | 0 | ||
TECK RESOURCES LTD CL B COM NPV SVTG | COMMON | 878742204 | 36,805 | 1,597,492 | SH | SOLE | 1,597,492 | 0 | 0 | ||
TEGNA INC COM USD1 | COMMON | 87901J105 | 674 | 44,499 | SH | SOLE | 44,499 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INC COM USD.01 | COMMON | 879360105 | 317 | 1,158 | SH | SOLE | 1,158 | 0 | 0 | ||
TELEFONAKTIEBOLAGET LM ERICS CL B ADR | COMMON | 294821608 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
TELEFONICA BRASIL SA SPONS ADR PFD | COMMON | 87936R106 | 2 | 154 | SH | SOLE | 154 | 0 | 0 | ||
TELEFONICA SA ADR | COMMON | 879382208 | 0 | 5 | SH | SOLE | 5 | 0 | 0 | ||
TELEKOMUNIKASI INDONESIA SPON ADR | COMMON | 715684106 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TELEPHONE & DATA SYSTEMS INC COM USD1 | COMMON | 879433829 | 3,589 | 118,093 | SH | SOLE | 118,093 | 0 | 0 | ||
TERADATA CORP COM USD.01 | COMMON | 88076W103 | 171 | 4,790 | SH | SOLE | 4,790 | 0 | 0 | ||
TERADYNE INC COM USD.125 | COMMON | 880770102 | 93 | 1,949 | SH | SOLE | 1,949 | 0 | 0 | ||
TERNIUM SA -ADR ADS USD | COMMON | 880890108 | 152 | 6,764 | SH | SOLE | 6,764 | 0 | 0 | ||
TESSCO TECHNOLOGIES INC COM USD.01 | COMMON | 872386107 | 149 | 8,367 | SH | SOLE | 8,367 | 0 | 0 | ||
TETRA TECH INC COM USD.01 | COMMON | 88162G103 | 1,046 | 13,353 | SH | SOLE | 13,353 | 0 | 0 | ||
TEXAS INSTRUMENTS INC COM USD1 | COMMON | 882508104 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
TEXAS ROADHOUSE INC COM USD.001 | COMMON | 882681109 | 226 | 4,220 | SH | SOLE | 4,220 | 0 | 0 | ||
TEXTRON INC COM USD.125 | COMMON | 883203101 | 34,862 | 657,287 | SH | OTR | 505,037 | 152,250 | 0 | ||
THERMO FISHER SCIENTIFIC INC COM USD1 | COMMON | 883556102 | 9,440 | 32,143 | SH | SOLE | 32,143 | 0 | 0 | ||
THOMSON-REUTERS CORP COM NPV | COMMON | 884903709 | 12,722 | 197,523 | SH | SOLE | 197,523 | 0 | 0 | ||
TIMBERLAND BANCORP INC COM USD.01 | COMMON | 887098101 | 104 | 3,502 | SH | SOLE | 3,502 | 0 | 0 | ||
TJX COS INC (THE) COM USD1 | COMMON | 872540109 | 24 | 454 | SH | SOLE | 454 | 0 | 0 | ||
T-MOBILE US INC COM | COMMON | 872590104 | 3,690 | 49,770 | SH | SOLE | 49,770 | 0 | 0 | ||
TORONTO DOMINION BANK COM NPV | COMMON | 891160509 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
TOTAL SA SPON ADR | COMMON | 89151E109 | 18 | 324 | SH | SOLE | 324 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC COM USD.1 | COMMON | 891906109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TOWER INTERNATIONAL INC COM USD.01 | COMMON | 891826109 | 462 | 23,693 | SH | SOLE | 23,693 | 0 | 0 | ||
TOWN SPORTS INTL HOLDINGS COM USD.001 | COMMON | 89214A102 | 24 | 11,046 | SH | SOLE | 11,046 | 0 | 0 | ||
TOWNSQUARE MEDIA INC CL A COM USD0.01 | COMMON | 892231101 | 5 | 992 | SH | SOLE | 992 | 0 | 0 | ||
TOYOTA MOTOR CORP ADR | COMMON | 892331307 | 2 | 16 | SH | SOLE | 16 | 0 | 0 | ||
TRANSALTA CORP COM NPV | COMMON | 89346D107 | 7,309 | 1,125,288 | SH | SOLE | 1,125,288 | 0 | 0 | ||
TRANSCAT INC COM USD.5 | COMMON | 893529107 | 466 | 18,228 | SH | SOLE | 18,228 | 0 | 0 | ||
TRANSGLOBE ENERGY CORP COM NPV | COMMON | 893662106 | 262 | 188,100 | SH | SOLE | 188,100 | 0 | 0 | ||
TRANSUNION COM USD0.01 | COMMON | 89400J107 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TRAVELERS COS INC COM | COMMON | 89417E109 | 842 | 5,637 | SH | SOLE | 5,637 | 0 | 0 | ||
TRAVELZOO COM USD.01 | COMMON | 89421Q205 | 333 | 21,578 | SH | SOLE | 21,578 | 0 | 0 | ||
TREDEGAR CORP COM NPV | COMMON | 894650100 | 321 | 19,328 | SH | SOLE | 19,328 | 0 | 0 | ||
TREEHOUSE FOODS INC COM | COMMON | 89469A104 | 99 | 1,832 | SH | SOLE | 1,832 | 0 | 0 | ||
TRIMBLE INC COM NPV | COMMON | 896239100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TRINSEO SA ORD NPV | COMMON | L9340P101 | 1 | 26 | SH | SOLE | 26 | 0 | 0 | ||
TRIPLE-S MANAGEMENT CORP CL B COM USD1. | COMMON | 896749108 | 1 | 33 | SH | SOLE | 33 | 0 | 0 | ||
TRUEBLUE INC COM NPV | COMMON | 89785X101 | 54 | 2,436 | SH | SOLE | 2,436 | 0 | 0 | ||
TRUSTMARK CORP COM NPV | COMMON | 898402102 | 45 | 1,359 | SH | SOLE | 1,359 | 0 | 0 | ||
TUCOWS INC CL A COM NPV | COMMON | 898697206 | 1,690 | 27,788 | SH | SOLE | 27,788 | 0 | 0 | ||
TURNING POINT BRANDS INC COM USD.01 | COMMON | 90041L105 | 1 | 21 | SH | SOLE | 21 | 0 | 0 | ||
TWITTER INC COM USD.000005 | COMMON | 90184L102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
TYSON FOODS INC -CL A CL A COM USD.1 | COMMON | 902494103 | 2,403 | 29,760 | SH | SOLE | 29,760 | 0 | 0 | ||
U S BANCORP COM USD5 | COMMON | 902973304 | 476 | 9,077 | SH | SOLE | 9,077 | 0 | 0 | ||
U S LIME & MINERALS COM USD.1 | COMMON | 911922102 | 204 | 2,556 | SH | SOLE | 2,556 | 0 | 0 | ||
U S PHYSICAL THERAPY INC COM USD.01 | COMMON | 90337L108 | 502 | 4,109 | SH | SOLE | 4,109 | 0 | 0 | ||
UBS GROUP AG ORD SHRS | COMMON | H42097107 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
UDR INC COM USD.01 | COMMON | 902653104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
UGI CORP COM USD4.5 | COMMON | 902681105 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
ULTA BEAUTY INC COM USD.0158 | COMMON | 90384S303 | 3 | 10 | SH | SOLE | 10 | 0 | 0 | ||
ULTRALIFE CORP COM USD.1 | COMMON | 903899102 | 184 | 23,144 | SH | SOLE | 23,144 | 0 | 0 | ||
UMPQUA HOLDINGS CORP COM USD.833 | COMMON | 904214103 | 0 | 25 | SH | SOLE | 25 | 0 | 0 | ||
UNILEVER NV NY SHS USD20 ADR | COMMON | 904784709 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
UNILEVER PLC ADR | COMMON | 904767704 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
UNION PACIFIC CORP COM USD2.5 | COMMON | 907818108 | 73,584 | 435,876 | SH | OTR | 347,680 | 88,196 | 0 | ||
UNISYS CORP COM USD.01 | COMMON | 909214306 | 1,238 | 127,527 | SH | SOLE | 127,527 | 0 | 0 | ||
UNITED CONTINENTAL HLDGS INC COM NEW | COMMON | 910047109 | 40,711 | 465,609 | SH | OTR | 352,686 | 112,923 | 0 | ||
UNITED MICROELECTRONICS CORP SPON ADR | COMMON | 910873405 | 204 | 92,344 | SH | SOLE | 92,344 | 0 | 0 | ||
UNITED PARCEL SERVICE INC CL B COM USD.01 | COMMON | 911312106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP COM USD5 | COMMON | 913017109 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
UNITED-GUARDIAN INC COM USD.1 | COMMON | 910571108 | 80 | 4,248 | SH | SOLE | 4,248 | 0 | 0 | ||
UNITEDHEALTH GROUP INC COM USD.01 | COMMON | 91324P102 | 19 | 78 | SH | SOLE | 78 | 0 | 0 | ||
UNIVERSAL CORP/VA COM NPV | COMMON | 913456109 | 395 | 6,503 | SH | SOLE | 6,503 | 0 | 0 | ||
UNIVERSAL HEALTH SVCS INC CL B COM USD.01 | COMMON | 913903100 | 1,393 | 10,686 | SH | SOLE | 10,686 | 0 | 0 | ||
UNIVERSAL INSURANCE HLDGS COM USD.01 | COMMON | 91359V107 | 1,650 | 59,253 | SH | SOLE | 59,253 | 0 | 0 | ||
UNIVERSAL LOGISTICS HLDGS COM | COMMON | 91388P105 | 583 | 26,006 | SH | SOLE | 26,006 | 0 | 0 | ||
UNUM GROUP COM USD.1 | COMMON | 91529Y106 | 2 | 47 | SH | SOLE | 47 | 0 | 0 | ||
URBAN OUTFITTERS INC COM USD.0001 | COMMON | 917047102 | 0 | 3 | SH | SOLE | 3 | 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 | 655 | 14,705 | SH | SOLE | 14,705 | 0 | 0 | ||
US ECOLOGY INC COM NPV | COMMON | 91732J102 | 934 | 15,736 | SH | SOLE | 15,736 | 0 | 0 | ||
US FOODS HOLDING CORP COM USD0.01 | COMMON | 912008109 | 5 | 132 | SH | SOLE | 132 | 0 | 0 | ||
USA TRUCK INC COM USD.01 | COMMON | 902925106 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
USANA HEALTH SCIENCES INC COM NPV | COMMON | 90328M107 | 145 | 1,835 | SH | SOLE | 1,835 | 0 | 0 | ||
UTAH MEDICAL PRODUCTS INC COM USD.01 | COMMON | 917488108 | 199 | 2,084 | SH | SOLE | 2,084 | 0 | 0 | ||
VAALCO ENERGY INC COM USD.1 | COMMON | 91851C201 | 251 | 150,313 | SH | SOLE | 150,313 | 0 | 0 | ||
VAIL RESORTS INC COM USD.01 | COMMON | 91879Q109 | 270 | 1,213 | SH | SOLE | 1,213 | 0 | 0 | ||
VALE SA SPONSORED ADR | COMMON | 91912E105 | 1 | 80 | SH | SOLE | 80 | 0 | 0 | ||
VALERO ENERGY CORP COM USD1 | COMMON | 91913Y100 | 2,468 | 28,894 | SH | SOLE | 28,894 | 0 | 0 | ||
VALHI INC COM USD1 | COMMON | 918905100 | 156 | 52,575 | SH | SOLE | 52,575 | 0 | 0 | ||
VANDA PHARMACEUTICALS INC COM USD.01 | COMMON | 921659108 | 90 | 6,387 | SH | SOLE | 6,387 | 0 | 0 | ||
VEDANTA LTD SPON ADR | COMMON | 92242Y100 | 107 | 10,521 | SH | SOLE | 10,521 | 0 | 0 | ||
VEEVA SYSTEMS INC CL A COM USD.00001 | COMMON | 922475108 | 2,560 | 15,801 | SH | SOLE | 15,801 | 0 | 0 | ||
VENTAS INC COM USD.25 | COMMON | 92276F100 | 5 | 80 | SH | SOLE | 80 | 0 | 0 | ||
VERA BRADLEY INC COM NPV | COMMON | 92335C106 | 864 | 72,008 | SH | SOLE | 72,008 | 0 | 0 | ||
VEREIT INC CL A COM USD.01 | COMMON | 92339V100 | 6 | 627 | SH | SOLE | 627 | 0 | 0 | ||
VERINT SYSTEMS INC COM USD.001 | COMMON | 92343X100 | 374 | 6,976 | SH | SOLE | 6,976 | 0 | 0 | ||
VERISK ANALYTICS INC CL A COM USD.001 | COMMON | 92345Y106 | 646 | 4,414 | SH | SOLE | 4,414 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC COM USD1 | COMMON | 92343V104 | 1,876 | 32,838 | SH | SOLE | 32,838 | 0 | 0 | ||
VERSO CORP CL A COM USD.01 | COMMON | 92531L207 | 3,559 | 186,895 | SH | SOLE | 186,895 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC COM USD.01 | COMMON | 92532F100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
VF CORP COM NPV | COMMON | 918204108 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
VIACOM INC CL B COM USD | COMMON | 92553P201 | 26,398 | 884,415 | SH | SOLE | 884,415 | 0 | 0 | ||
VICI PROPERTIES INC COM | COMMON | 925652109 | 802 | 36,376 | SH | SOLE | 36,376 | 0 | 0 | ||
VICTORY CPTL HLDGS INC COM | COMMON | 92645B103 | 697 | 40,702 | SH | SOLE | 40,702 | 0 | 0 | ||
VILLAGE SUPER MARKET -CL A CL A COM NPV | COMMON | 927107409 | 210 | 7,940 | SH | SOLE | 7,940 | 0 | 0 | ||
VISA INC CL A COM USD.0001 | COMMON | 92826C839 | 4,314 | 24,857 | SH | SOLE | 24,857 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC COM USD.1 | COMMON | 928298108 | 778 | 47,097 | SH | SOLE | 47,097 | 0 | 0 | ||
VISHAY PRECISION GROUP INC COM USD.01 | COMMON | 92835K103 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
VISTRA ENERGY CORP COM USD.01 | COMMON | 92840M102 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
VITAMIN SHOPPE INC COM USD.001 | COMMON | 92849E101 | 53 | 13,365 | SH | SOLE | 13,365 | 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 | 259 | 15,876 | SH | SOLE | 15,876 | 0 | 0 | ||
VONAGE HOLDINGS CORP COM USD.001 | COMMON | 92886T201 | 431 | 38,132 | SH | SOLE | 38,132 | 0 | 0 | ||
VORNADO REALTY TRUST SH BEN INT USD.04 | COMMON | 929042109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
VOXX INTERNATIONAL CORP CL A COM USD.01 | COMMON | 91829F104 | 98 | 23,514 | SH | SOLE | 23,514 | 0 | 0 | ||
VOYA FINANCIAL INC COM USD.01 | COMMON | 929089100 | 86,559 | 1,567,458 | SH | OTR | 1,202,140 | 365,318 | 0 | ||
VSE CORP COM USD.05 | COMMON | 918284100 | 55 | 1,911 | SH | SOLE | 1,911 | 0 | 0 | ||
W&T OFFSHORE INC COM USD.00001 | COMMON | 92922P106 | 678 | 136,700 | SH | SOLE | 136,700 | 0 | 0 | ||
WABASH NATIONAL CORP COM USD.01 | COMMON | 929566107 | 209 | 12,841 | SH | SOLE | 12,841 | 0 | 0 | ||
WADDELL&REED FINL INC -CL A CL A | COMMON | 930059100 | 2,810 | 168,558 | SH | SOLE | 168,558 | 0 | 0 | ||
WAITR HOLDINGS INC COM | COMMON | 930752100 | 30 | 4,737 | SH | SOLE | 4,737 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC COM USD1.25 | COMMON | 931427108 | 31,065 | 569,031 | SH | OTR | 489,685 | 79,346 | 0 | ||
WALKER & DUNLOP INC COM USD 0.01 | COMMON | 93148P102 | 57 | 1,072 | SH | SOLE | 1,072 | 0 | 0 | ||
WALMART INC COM USD.1 | COMMON | 931142103 | 7 | 60 | SH | SOLE | 60 | 0 | 0 | ||
WARRIOR MET COAL INC COM USD0.01 | COMMON | 93627C101 | 1,004 | 38,472 | SH | SOLE | 38,472 | 0 | 0 | ||
WASHINGTON PRIME GROUP INC COM | COMMON | 93964W108 | 1 | 316 | SH | SOLE | 316 | 0 | 0 | ||
WASTE CONNECTIONS INC COM USD.01 | COMMON | 94106B101 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
WASTE MANAGEMENT INC COM NPV | COMMON | 94106L109 | 1,273 | 11,037 | SH | SOLE | 11,037 | 0 | 0 | ||
WATERS CORP COM USD.01 | COMMON | 941848103 | 567 | 2,633 | SH | SOLE | 2,633 | 0 | 0 | ||
WD-40 CO COM NPV | COMMON | 929236107 | 296 | 1,867 | SH | SOLE | 1,867 | 0 | 0 | ||
WEIS MARKETS INC COM NPV | COMMON | 948849104 | 1,192 | 32,747 | SH | SOLE | 32,747 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC COM USD.01 | COMMON | 94946T106 | 11 | 38 | SH | SOLE | 38 | 0 | 0 | ||
WELLS FARGO & CO COM USD1.67 | COMMON | 949746101 | 32,878 | 695,494 | SH | OTR | 564,808 | 130,686 | 0 | ||
WELLTOWER INC COM USD1 | COMMON | 95040Q104 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
WENDY'S CO CL A COM USD.1 | COMMON | 95058W100 | 64 | 3,257 | SH | SOLE | 3,257 | 0 | 0 | ||
WERNER ENTERPRISES INC COM USD.01 | COMMON | 950755108 | 23 | 735 | SH | SOLE | 735 | 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 | 951 | 15,482 | SH | SOLE | 15,482 | 0 | 0 | ||
WESTERN DIGITAL CORP COM USD.1 | COMMON | 958102105 | 1,378 | 28,975 | SH | SOLE | 28,975 | 0 | 0 | ||
WESTERN UNION CO COM USD.01 | COMMON | 959802109 | 51,745 | 2,604,856 | SH | OTR | 2,000,715 | 604,141 | 0 | ||
WESTLAKE CHEMICAL CORP COM USD.01 | COMMON | 960413102 | 1,666 | 23,983 | SH | SOLE | 23,983 | 0 | 0 | ||
WESTPAC BANKING SPON ADR | COMMON | 961214301 | 0 | 4 | SH | SOLE | 4 | 0 | 0 | ||
WESTROCK CO COM USD.01 | COMMON | 96145D105 | 679 | 18,630 | SH | SOLE | 18,630 | 0 | 0 | ||
WEYCO GROUP INC COM USD1 | COMMON | 962149100 | 225 | 8,423 | SH | SOLE | 8,423 | 0 | 0 | ||
WEYERHAEUSER CO COM USD1.875 | COMMON | 962166104 | 0 | 2 | SH | SOLE | 2 | 0 | 0 | ||
WHIRLPOOL CORP COM USD1 | COMMON | 963320106 | 15,090 | 106,117 | SH | OTR | 80,951 | 25,166 | 0 | ||
WILLDAN GROUP INC COM USD.01 | COMMON | 96924N100 | 302 | 8,147 | SH | SOLE | 8,147 | 0 | 0 | ||
WILLIAMS COS INC COM USD1 | COMMON | 969457100 | 0 | 3 | SH | SOLE | 3 | 0 | 0 | ||
WILLIS TOWERS WATSON PLC COM USD.000115 | COMMON | G96629103 | 632 | 3,298 | SH | SOLE | 3,298 | 0 | 0 | ||
WINGSTOP INC COM USD.01 | COMMON | 974155103 | 110 | 1,165 | SH | SOLE | 1,165 | 0 | 0 | ||
WINMARK CORP COM NPV | COMMON | 974250102 | 82 | 472 | SH | SOLE | 472 | 0 | 0 | ||
WIPRO LTD SPON ADR | COMMON | 97651M109 | 352 | 81,206 | SH | SOLE | 81,206 | 0 | 0 | ||
WNS (HOLDINGS) LTD -ADR ADR USD.15 | COMMON | 92932M101 | 18 | 310 | SH | SOLE | 310 | 0 | 0 | ||
WOORI FINANCIAL GROUP INC ADR | COMMON | 981064108 | 1,683 | 45,846 | SH | SOLE | 45,846 | 0 | 0 | ||
WORKDAY INC CL A COM USD.001 | COMMON | 98138H101 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
WORKIVA INC CL A COM USD.001 | COMMON | 98139A105 | 91 | 1,569 | SH | SOLE | 1,569 | 0 | 0 | ||
WORLD WRESTLING ENTMT INC CL A COM USD.01 | COMMON | 98156Q108 | 968 | 13,447 | SH | SOLE | 13,447 | 0 | 0 | ||
WORLDPAY INC CL A COM USD.01 | COMMON | 981558109 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
WORTHINGTON INDUSTRIES COM NPV | COMMON | 981811102 | 1,364 | 33,891 | SH | SOLE | 33,891 | 0 | 0 | ||
WPP PLC ADR | COMMON | 92937A102 | 1,259 | 20,008 | SH | SOLE | 20,008 | 0 | 0 | ||
WYNDHAM DESTINATIONS INC COM USD | COMMON | 98310W108 | 1 | 20 | SH | SOLE | 20 | 0 | 0 | ||
XCEL ENERGY INC COM USD2.5 | COMMON | 98389B100 | 0 | 1 | SH | SOLE | 1 | 0 | 0 | ||
XENIA HOTELS & RESORTS INC COM USD.01 | COMMON | 984017103 | 4,422 | 212,181 | SH | SOLE | 212,181 | 0 | 0 | ||
XEROX CORP COM USD1 | COMMON | 98421M106 | 3,878 | 109,514 | SH | SOLE | 109,514 | 0 | 0 | ||
XILINX INC COM USD.01 | COMMON | 983919101 | 3 | 22 | SH | SOLE | 22 | 0 | 0 | ||
YUM BRANDS INC COM NPV | COMMON | 988498101 | 118,191 | 1,069,314 | SH | OTR | 817,390 | 251,924 | 0 | ||
ZAGG INC COM USD.001 | COMMON | 98884U108 | 285 | 40,880 | SH | SOLE | 40,880 | 0 | 0 | ||
ZIONS BANCORPORATION NA COM NPV | COMMON | 989701107 | 1 | 13 | SH | SOLE | 13 | 0 | 0 | ||
ZIX CORP COM USD.01 | COMMON | 98974P100 | 1,256 | 138,633 | SH | SOLE | 138,633 | 0 | 0 | ||
ZOETIS INC CL A COM USD.01 | COMMON | 98978V103 | 1,173 | 10,340 | SH | SOLE | 10,340 | 0 | 0 | ||
ZYNEX INC COM NPV | COMMON | 98986M103 | 253 | 28,313 | SH | SOLE | 28,313 | 0 | 0 |