0001423442-19-000006.txt : 20190212
0001423442-19-000006.hdr.sgml : 20190212
20190211184955
ACCESSION NUMBER: 0001423442-19-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190212
DATE AS OF CHANGE: 20190211
EFFECTIVENESS DATE: 20190212
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: O'SHAUGHNESSY ASSET MANAGEMENT, LLC
CENTRAL INDEX KEY: 0001423442
IRS NUMBER: 208958799
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12966
FILM NUMBER: 19587089
BUSINESS ADDRESS:
STREET 1: 6 SUBURBAN AVENUE
CITY: STAMFORD
STATE: CT
ZIP: 06901-2012
BUSINESS PHONE: 203-975-3333
MAIL ADDRESS:
STREET 1: 6 SUBURBAN AVENUE
CITY: STAMFORD
STATE: CT
ZIP: 06901-2012
13F-HR
1
primary_doc.xml
13F-HR
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0001423442
XXXXXXXX
12-31-2018
12-31-2018
O'SHAUGHNESSY ASSET MANAGEMENT, LLC
6 SUBURBAN AVENUE
STAMFORD
CT
06901-2012
13F HOLDINGS REPORT
028-12966
N
RAYMOND AMOROSO III ESQ.
Chief Compliance Officer
203-975-3318
/s/ RAYMOND AMOROSO III ESQ.
Stamford
CT
02-11-2019
1
937
3954027
false
1
0001409728
028-12567
Mercer Investment Management, Inc.
INFORMATION TABLE
2
13F4thqtr2018final4.xml
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COMMON
68243Q106
2771
226564
SH
SOLE
226564
0
0
3PEA INTERNATIONAL INC COM
COMMON
88579C109
186
52819
SH
SOLE
52819
0
0
AARON'S INC COM USD.5
COMMON
002535300
396
9418
SH
SOLE
9418
0
0
ABB LTD SPONSORED ADR
COMMON
000375204
8
405
SH
SOLE
405
0
0
ABBOTT LABORATORIES COM NPV
COMMON
002824100
13
178
SH
SOLE
178
0
0
ABBVIE INC COM USD.01
COMMON
00287Y109
20510
222345
SH
OTR
194163
28182
0
ABERCROMBIE & FITCH -CL A CL A COM USD.01
COMMON
002896207
703
35064
SH
SOLE
35064
0
0
ACCENTURE PLC CLA USD.0000225
COMMON
G1151C101
0
3
SH
SOLE
3
0
0
ACCO BRANDS CORP COM
COMMON
00081T108
88
13028
SH
SOLE
13028
0
0
ACI WORLDWIDE INC CL A COM USD.005
COMMON
004498101
74
2687
SH
SOLE
2687
0
0
ACNB CORP COM USD2.5
COMMON
000868109
87
2254
SH
SOLE
2254
0
0
ACUITY BRANDS INC COM USD.01
COMMON
00508Y102
1
11
SH
SOLE
11
0
0
ADAMS RESOURCES & ENERGY INC COM USD.1
COMMON
006351308
167
4312
SH
SOLE
4312
0
0
ADOBE INC COM NPV
COMMON
00724F101
3683
16278
SH
SOLE
16278
0
0
ADVANCED EMISSIONS SOLUTIONS COM NPV
COMMON
00770C101
83
7872
SH
SOLE
7872
0
0
ADVANCED ENERGY INDS INC COM USD.001
COMMON
007973100
3
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SH
SOLE
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0
0
ADVANSIX INC COM NPV
COMMON
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67
2739
SH
SOLE
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0
0
AEGON NV NY SHR ADR
COMMON
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2863
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SH
SOLE
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0
0
AES CORP COM USD.01
COMMON
00130H105
443
30583
SH
SOLE
30583
0
0
AETERNA ZENTARIS INC COM NPV SVTG
COMMON
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66
22531
SH
SOLE
22531
0
0
AFLAC INC COM USD.1
COMMON
001055102
8477
186048
SH
SOLE
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0
0
AGCO CORP COM USD.01
COMMON
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1
22
SH
SOLE
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0
0
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COMMON
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89
6173
SH
SOLE
6173
0
0
AIRGAIN INC COM USD.0001
COMMON
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75
7581
SH
SOLE
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0
0
ALAMO GROUP INC COM USD.1
COMMON
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166
2146
SH
SOLE
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0
0
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COMMON
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8
133
SH
SOLE
133
0
0
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COMMON
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29
19806
SH
SOLE
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0
0
ALICO INC COM USD1
COMMON
016230104
64
2178
SH
SOLE
2178
0
0
ALLIED MOTION TECHNOLOGIES COM NPV
COMMON
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558
12474
SH
SOLE
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0
0
ALLISON TRANSMISSION HLDGS COM USD.01
COMMON
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216
4918
SH
SOLE
4918
0
0
ALLSTATE CORP COM USD.01
COMMON
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355
4291
SH
SOLE
4291
0
0
ALLY FINANCIAL INC COM USD.01
COMMON
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60196
2654493
SH
OTR
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536279
0
ALTISOURCE PORTFOLIO SOLTNS COM USD1
COMMON
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790
35110
SH
SOLE
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0
0
ALTRIA GROUP INC COM USD1
COMMON
02209S103
5494
111230
SH
OTR
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11670
0
AMC NETWORKS INC CL A COM USD0.1
COMMON
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0
8
SH
SOLE
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0
0
AMEDISYS INC COM USD.001
COMMON
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1188
10133
SH
SOLE
10133
0
0
AMERICAN AIRLINES GROUP INC COM USD.01
COMMON
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20156
627724
SH
OTR
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247670
0
AMERICAN AXLE & MFG HOLDINGS COM USD.01
COMMON
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45
4062
SH
SOLE
4062
0
0
AMERICAN INTERNATIONAL GROUP COM USD.01
COMMON
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369
9369
SH
SOLE
9369
0
0
AMERICAN NATIONAL INSURANCE COM USD1
COMMON
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124
975
SH
SOLE
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0
0
AMERICA'S CAR-MART INC COM USD.01
COMMON
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785
10824
SH
SOLE
10824
0
0
AMERIPRISE FINANCIAL INC COM
COMMON
03076C106
128485
1230333
SH
OTR
993356
236977
0
AMERISERV FINANCIAL INC/PA COM NPV
COMMON
03074A102
66
16354
SH
SOLE
16354
0
0
AMERN EAGLE OUTFITTERS INC COM NPV
COMMON
02553E106
635
32820
SH
SOLE
32820
0
0
AMETEK INC COM USD1
COMMON
031100100
632
9336
SH
SOLE
9336
0
0
AMGEN INC COM NPV
COMMON
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111284
571355
SH
OTR
463131
108224
0
AMKOR TECHNOLOGY INC COM USD.001
COMMON
031652100
516
78554
SH
SOLE
78554
0
0
AMN HEALTHCARE SERVICES INC COM USD.01
COMMON
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561
9879
SH
SOLE
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0
0
ANADARKO PETROLEUM CORP COM USD.1
COMMON
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28806
657065
SH
OTR
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250017
0
ANSYS INC COM USD.01
COMMON
03662Q105
319
2234
SH
SOLE
2234
0
0
ANTHEM INC COM USD.01
COMMON
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3956
15057
SH
SOLE
15057
0
0
AON PLC CL A ORD
COMMON
G0408V102
8830
60741
SH
OTR
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12782
0
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COMMON
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4
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SH
SOLE
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0
0
APERGY CORP COM
COMMON
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3
116
SH
SOLE
116
0
0
APPFOLIO INC CL A COM USD.0001
COMMON
03783C100
1459
24612
SH
SOLE
24612
0
0
APPLE INC COM NPV
COMMON
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833
5275
SH
SOLE
5275
0
0
APPLIED MATERIALS INC COM NPV
COMMON
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670
20466
SH
SOLE
20466
0
0
ARC DOCUMENT SOLUTIONS INC COM USD.001
COMMON
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195
95287
SH
SOLE
95287
0
0
ARCBEST CORP COM USD.01
COMMON
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8541
249301
SH
SOLE
249301
0
0
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COMMON
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766
37059
SH
SOLE
37059
0
0
ARCH COAL INC COM USD.01
COMMON
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359
4326
SH
SOLE
4326
0
0
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COMMON
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8
186
SH
SOLE
186
0
0
ARMSTRONG FLOORING INC COM USD.01
COMMON
04238R106
199
16814
SH
SOLE
16814
0
0
ARMSTRONG WORLD INDUSTRIES COM
COMMON
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67
1153
SH
SOLE
1153
0
0
ARROWHEAD PHARMACEUTICALS COM USD.001
COMMON
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3
242
SH
SOLE
242
0
0
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COMMON
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4
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SH
SOLE
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0
0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01
COMMON
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60
2702
SH
SOLE
2702
0
0
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COMMON
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2934
53802
SH
SOLE
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0
0
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COMMON
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141
908
SH
SOLE
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0
0
ASPEN TECHNOLOGY INC COM USD.1
COMMON
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1887
22936
SH
SOLE
22936
0
0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001
COMMON
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31
885
SH
SOLE
885
0
0
ASSURED GUARANTY LTD COM
COMMON
G0585R106
1
30
SH
SOLE
30
0
0
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COMMON
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289
15403
SH
SOLE
15403
0
0
ATKORE INTL GROUP INC COM USD.01
COMMON
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298
15006
SH
SOLE
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0
0
AU OPTRONICS CORP SPONSORED ADR
COMMON
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374
94930
SH
SOLE
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0
0
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COMMON
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59
1855
SH
SOLE
1855
0
0
AUDIOCODES LTD ORD NIS.01
COMMON
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161
16325
SH
SOLE
16325
0
0
AUTOHOME INC -ADR ADR
COMMON
05278C107
121
1553
SH
SOLE
1553
0
0
AUTOLIV INC COM USD1
COMMON
052800109
3
43
SH
SOLE
43
0
0
AUTOMATIC DATA PROCESSING COM NPV
COMMON
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8
62
SH
SOLE
62
0
0
AUTOZONE INC COM NPV
COMMON
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579
690
SH
SOLE
690
0
0
AVERY DENNISON CORP COM USD1
COMMON
053611109
7
81
SH
SOLE
81
0
0
AVIS BUDGET GROUP INC COM USD.01
COMMON
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36
1585
SH
SOLE
1585
0
0
AXALTA COATING SYSTEMS LTD COM USD1
COMMON
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195
SH
SOLE
195
0
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COMMON
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430
9823
SH
SOLE
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0
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B&G FOODS INC CL A COM.01
COMMON
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15
514
SH
SOLE
514
0
0
BALCHEM CORP -CL B CL B COM USD.06
COMMON
057665200
813
10369
SH
SOLE
10369
0
0
BALL CORP COM NPV
COMMON
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390
8474
SH
SOLE
8474
0
0
BANCO SANTANDER BRASIL -ADR ADR
COMMON
05967A107
495
44513
SH
SOLE
44513
0
0
BANCO SANTANDER MEXICO -ADR ADR
COMMON
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2490
404179
SH
SOLE
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0
0
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COMMON
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8956
363447
SH
OTR
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113647
0
BANK OF COMMERCE HOLDINGS COM NPV
COMMON
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56
5112
SH
SOLE
5112
0
0
BANK OF NOVA SCOTIA COM NPV
COMMON
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1368
27406
SH
SOLE
27406
0
0
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COMMON
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609
19390
SH
SOLE
19390
0
0
BANKFINANCIAL CORP COM USD.01
COMMON
06643P104
52
3501
SH
SOLE
3501
0
0
BARRICK GOLD CORP COM NPV
COMMON
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4492
332294
SH
SOLE
332294
0
0
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COMMON
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16022
865204
SH
SOLE
865204
0
0
BAUSCH HEALTH COMPANIES INC COM NPV
COMMON
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138
7462
SH
SOLE
7462
0
0
BB&T CORP COM USD5
COMMON
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6186
142794
SH
OTR
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31721
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BEIGENE LTD ADR
COMMON
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SH
SOLE
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BELDEN INC COM USD.01
COMMON
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COMMON
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0
0
BEST BUY CO INC COM USD.1
COMMON
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SH
OTR
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COMMON
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COMMON
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COMMON
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570
SH
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BIO-TECHNE CORP COM USD.01
COMMON
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538
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SH
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0
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BJ'S RESTAURANTS INC COM NPV
COMMON
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0
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BLACKROCK INC COM USD.01
COMMON
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COMMON
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SH
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0
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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0
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BMC STOCK HOLDINGS INC COM USD.01
COMMON
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14750
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SOLE
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0
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BOEING CO COM USD5
COMMON
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SH
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BOISE CASCADE CO COM USD.01
COMMON
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SH
SOLE
108924
0
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BOOT BARN HOLDINGS INC COM USD.001
COMMON
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3323
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0
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BOSTON BEER INC -CL A CL A COM USD.01
COMMON
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BOTTOMLINE TECHNOLOGIES INC COM USD.001
COMMON
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BP PLC ADR
COMMON
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495
SH
SOLE
495
0
0
BRADY CORP CL A COM USD.01
COMMON
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SH
SOLE
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BRANDYWINE REALTY TRUST SHS BEN INT USD.01
COMMON
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0
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COMMON
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COMMON
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BROADRIDGE FINANCIAL SOLUTNS COM USD.01
COMMON
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SOLE
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BRP INC SUB VTG NPV
COMMON
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BT GROUP PLC ADR
COMMON
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175747
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COMMON
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COMMON
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COMMON
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COMMON
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SH
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0
0
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COMMON
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SH
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0
0
CABOT MICROELECTRONICS CORP COM USD.001
COMMON
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0
0
CACI INTL INC -CL A CL A COM USD.1
COMMON
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0
CADENCE DESIGN SYSTEMS INC COM USD.01
COMMON
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SH
SOLE
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CAE INC COM NPV
COMMON
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CAE INC COM NPV
COMMON
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SH
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CALEDONIA MINING CORP PLC COM NPV
COMMON
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SH
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0
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CALERES INC COM USD3.75
COMMON
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10447
SH
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CAL-MAINE FOODS INC COM USD.01
COMMON
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2444
SH
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0
0
CAMPBELL SOUP CO COM USD.3
COMMON
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SH
SOLE
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0
0
CANADIAN IMPERIAL BANK COM NPV
COMMON
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SH
SOLE
35466
0
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CANADIAN NATIONAL RAILWAY CO COM NPV
COMMON
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SH
SOLE
38917
0
0
CANADIAN NATURAL RESOURCES COM NPV
COMMON
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94573
SH
SOLE
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0
0
CANADIAN PACIFIC RAILWAY LTD COM CAD5
COMMON
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SH
SOLE
33769
0
0
CANNAE HOLDINGS INC COM
COMMON
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SH
SOLE
19957
0
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CANON INC ADR
COMMON
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SH
SOLE
69298
0
0
CANTERBURY PARK HOLDING CORP COM USD.01
COMMON
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SH
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0
0
CAPITAL ONE FINANCIAL CORP COM USD.01
COMMON
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SH
SOLE
19199
0
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CARDINAL HEALTH INC COM NPV
COMMON
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SH
OTR
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0
CARTER'S INC COM USD.01
COMMON
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338
SH
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0
0
CASELLA WASTE SYS INC -CL A CL A COM USD.01
COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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144973
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0
0
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COMMON
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12
193
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0
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COMMON
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COMMON
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COMMON
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242
3952
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CHARTER COMMUNICATIONS INC CL A NEW
COMMON
16119P108
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51733
SH
OTR
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0
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COMMON
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COMMON
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COMMON
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73
1684
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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CNO FINANCIAL GROUP INC COM NEW
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CNOOC LTD SPONSORED ADR
COMMON
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COCA-COLA EUROPEAN PARTNERS ORD NPV
COMMON
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157
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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OTR
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COMMON
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1092015
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OTR
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COMMON
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COPA HOLDINGS SA CL A COM USD
COMMON
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COPART INC COM NPV
COMMON
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COMMON
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COMMON
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OTR
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615
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145
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COMMON
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9633
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OTR
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317
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COMMON
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COMMON
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COMMON
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DAVITA INC CL A COM NPV VTG
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COMMON
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COMMON
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COMMON
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DICKS SPORTING GOODS INC COM USD.01
COMMON
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COMMON
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COMMON
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DONEGAL GROUP INC CL A
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DOVER CORP COM USD1
COMMON
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OTR
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COMMON
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COMMON
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OTR
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COMMON
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4
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0
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COMMON
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COMMON
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424
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COMMON
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COMMON
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COMMON
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235
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COMMON
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COMMON
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COMMON
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COMMON
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10930
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0
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ENDO INTERNATIONAL PLC COM USD.01
COMMON
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0
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ENERPLUS CORP COM NPV
COMMON
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0
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COMMON
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344
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COMMON
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COMMON
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COMMON
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13262
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COMMON
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EPR PROPERTIES COM USD.01 SBI
COMMON
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4
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EQUINOR ASA SPONSORED ADR
COMMON
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154
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0
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COMMON
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4
148
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0
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ESCALADE INC COM USD1
COMMON
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52
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COMMON
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300
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0
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COMMON
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70
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COMMON
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COMMON
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10
318
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COMMON
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527
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0
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COMMON
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1
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COMMON
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COMMON
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490
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0
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COMMON
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F5 NETWORKS INC COM NPV
COMMON
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1627
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0
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COMMON
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COMMON
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262
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0
0
FBL FINANCIAL GROUP INC-CL A CL A COM NPV
COMMON
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226
3435
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0
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COMMON
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FEDERATED INVESTORS INC CL B COM NPV
COMMON
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208
7839
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7839
0
0
FEDNAT HOLDING COMPANY COM USD.01
COMMON
31431B109
274
13766
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0
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COMMON
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COMMON
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0
0
FIFTH THIRD BANCORP COM USD6.67
COMMON
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101215
4298987
SH
OTR
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FINJAN HOLDINGS INC COM
COMMON
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112
44762
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0
0
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COMMON
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2
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0
0
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COMMON
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263
17025
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0
0
FIRST FINL BANKSHARES INC COM USD10
COMMON
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502
8688
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0
0
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COMMON
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108
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0
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COMMON
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26
499
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FIRST UNITED CORP COM NPV
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FIRSTCASH INC COM USD.01
COMMON
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5234
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0
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FIRSTSERVICE CORP SUB VTG
COMMON
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82
1198
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SOLE
1198
0
0
FIRSTSERVICE CORP SUB VTG
COMMON
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7111
103489
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0
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COMMON
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4
49
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SOLE
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0
0
FLIR SYSTEMS INC COM USD.01
COMMON
302445101
410
9411
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0
0
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COMMON
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25
1351
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1351
0
0
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COMMON
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0
0
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COMMON
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7975
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0
0
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COMMON
344849104
270
5068
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SOLE
5068
0
0
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COMMON
346232101
100
7204
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7204
0
0
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COMMON
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3035
43068
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SOLE
43068
0
0
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COMMON
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1265
345033
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SOLE
345033
0
0
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COMMON
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42
774
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SOLE
774
0
0
FOUNDATION BLDG MRL INC COM USD0.001
COMMON
350392106
51
6145
SH
SOLE
6145
0
0
FRANKLIN RESOURCES INC COM USD.1
COMMON
354613101
21771
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SH
OTR
581519
152259
0
FREEPORT-MCMORAN INC COM NPV
COMMON
35671D857
2798
271411
SH
SOLE
271411
0
0
FRIEDMAN INDUSTRIES INC COM USD1
COMMON
358435105
138
19507
SH
SOLE
19507
0
0
FTI CONSULTING INC CL A COM USD.01
COMMON
302941109
2409
36111
SH
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36111
0
0
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COMMON
30283W104
1171
164750
SH
SOLE
164750
0
0
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COMMON
36116M106
5294
333626
SH
SOLE
333626
0
0
GAIN CAPITAL HOLDINGS INC COM USD.00001
COMMON
36268W100
301
48840
SH
SOLE
48840
0
0
GAMCO INVESTORS INC CL A COM USD.001
COMMON
361438104
31
1844
SH
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1844
0
0
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COMMON
36473H104
6493
761095
SH
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761095
0
0
GAP INC COM USD.05
COMMON
364760108
233
9050
SH
SOLE
9050
0
0
GENERAC HOLDINGS INC COM USD0.01
COMMON
368736104
348
6987
SH
SOLE
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0
0
GENERAL FINANCE CORP/DE COM
COMMON
369822101
265
26171
SH
SOLE
26171
0
0
GENERAL MILLS INC COM USD.75
COMMON
370334104
20133
516681
SH
OTR
345732
170949
0
GENESCO INC COM USD1
COMMON
371532102
16
355
SH
SOLE
355
0
0
GENOMIC HEALTH INC COM USD.0001
COMMON
37244C101
1168
18110
SH
SOLE
18110
0
0
GENUINE PARTS CO COM USD1
COMMON
372460105
6
62
SH
SOLE
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0
0
GEO GROUP INC COM USD.01
COMMON
36162J106
3
140
SH
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140
0
0
GIBRALTAR INDUSTRIES INC COM USD.01
COMMON
374689107
282
7913
SH
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7913
0
0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV
COMMON
375916103
405
13326
SH
SOLE
13326
0
0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV
COMMON
375916103
19
627
SH
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0
0
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COMMON
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3293
52650
SH
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0
0
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COMMON
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135
5370
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0
0
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COMMON
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54
12032
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0
0
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COMMON
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74
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SH
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0
0
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COMMON
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234
58451
SH
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0
0
GRACO INC COM USD1
COMMON
384109104
84
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SH
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2010
0
0
GRAINGER (W W) INC COM USD1
COMMON
384802104
6343
22460
SH
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22460
0
0
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COMMON
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1140
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SH
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0
0
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COMMON
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185
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0
0
GRANITE REAL ESTATE INVEST STPLD UNIT
COMMON
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2724
69802
SH
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0
0
GREAT LAKES DREDGE & DOCK CP COM USD.01
COMMON
390607109
161
24372
SH
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0
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GRUPO AEROPORTUARIO DEL CENT ADR NPV
COMMON
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115
3024
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3024
0
0
HAEMONETICS CORP COM USD.01
COMMON
405024100
10343
103320
SH
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0
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HALLADOR ENERGY CO COM NPV
COMMON
40609P105
170
33501
SH
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0
0
HALLMARK FINANCIAL SERVICES COM USD.03
COMMON
40624Q203
125
11699
SH
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11699
0
0
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COMMON
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496
13387
SH
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13387
0
0
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COMMON
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138
1183
SH
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1183
0
0
HARRIS CORP COM USD1
COMMON
413875105
552
4098
SH
SOLE
4098
0
0
HARTFORD FINANCIAL SERVICES COM NPV
COMMON
416515104
36486
820252
SH
OTR
614494
205758
0
HARVARD BIOSCIENCE INC COM USD.01
COMMON
416906105
16
4986
SH
SOLE
4986
0
0
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COMMON
419879101
247
9342
SH
SOLE
9342
0
0
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COMMON
420476103
84
4010
SH
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4010
0
0
HCA HEALTHCARE INC COM USD0.01
COMMON
40412C101
8035
64550
SH
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64550
0
0
HCI GROUP INC COM NPV
COMMON
40416E103
131
2583
SH
SOLE
2583
0
0
HD SUPPLY HOLDINGS INC COM USD.01
COMMON
40416M105
37424
996710
SH
OTR
791645
205065
0
HEICO CORP COM USD.166
COMMON
422806109
224
2883
SH
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2883
0
0
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COMMON
G4388N106
2875
21896
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21896
0
0
HELMERICH & PAYNE COM USD.1
COMMON
423452101
144
2997
SH
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2997
0
0
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COMMON
425885100
79
7880
SH
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0
0
HENRY (JACK) & ASSOCIATES COM USD.01
COMMON
426281101
451
3562
SH
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0
0
HERBALIFE NUTRITION LTD COM USD.001
COMMON
G4412G101
134
2268
SH
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2268
0
0
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COMMON
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4157
109510
SH
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109510
0
0
HILLTOP HOLDINGS INC COM USD.01
COMMON
432748101
934
52392
SH
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52392
0
0
HMS HOLDINGS CORP COM USD.01
COMMON
40425J101
2150
76333
SH
SOLE
76333
0
0
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COMMON
436106108
4658
91072
SH
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91072
0
0
HOME DEPOT INC COM USD.05
COMMON
437076102
10
57
SH
SOLE
57
0
0
HONDA MOTOR CO LTD ADR
COMMON
438128308
2697
101972
SH
SOLE
101972
0
0
HOOKER FURNITURE CORP COM NPV
COMMON
439038100
14
528
SH
SOLE
528
0
0
HOPE BANCORP INC COM USD3
COMMON
43940T109
471
39679
SH
SOLE
39679
0
0
HOPFED BANCORP INC COM USD.01
COMMON
439734104
20
1530
SH
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1530
0
0
HORACE MANN EDUCATORS CORP COM USD.001
COMMON
440327104
26
683
SH
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683
0
0
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COMMON
G4617B105
396
20237
SH
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20237
0
0
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COMMON
44106M102
2
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SH
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75
0
0
HOST HOTELS & RESORTS INC COM USD1
COMMON
44107P104
3
204
SH
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204
0
0
HOULIHAN LOKEY INC CL A COM USD.001
COMMON
441593100
1120
30394
SH
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30394
0
0
HSBC HLDGS PLC SPON ADR
COMMON
404280406
176
4288
SH
SOLE
4288
0
0
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COMMON
443628102
2563
540915
SH
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0
0
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COMMON
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21
15352
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9031
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0
0
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COMMON
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5
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SH
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0
0
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COMMON
446413106
1
6
SH
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6
0
0
HURCO COMPANIES INC COM USD.1
COMMON
447324104
59
1658
SH
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1658
0
0
HYATT HOTELS CORP CL A COM USD0.01
COMMON
448579102
165
2442
SH
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0
0
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COMMON
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158
2556
SH
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0
0
ICF INTERNATIONAL INC COM USD.001
COMMON
44925C103
7007
108086
SH
SOLE
108086
0
0
ICICI BANK LTD SPONSORED ADR
COMMON
45104G104
440
42776
SH
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42776
0
0
ICON PLC COM EUR.06
COMMON
G4705A100
132
1023
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1023
0
0
IDEX CORP COM USD.01
COMMON
45167R104
954
7551
SH
SOLE
7551
0
0
IDEXX LABS INC COM USD.1
COMMON
45168D104
3398
18267
SH
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18267
0
0
IDT CORP CL B COM USD.01
COMMON
448947507
156
25193
SH
SOLE
25193
0
0
IES HOLDINGS INC COM USD.01
COMMON
44951W106
95
6140
SH
SOLE
6140
0
0
IMPERIAL OIL LTD COM NPV
COMMON
453038408
2744
108160
SH
SOLE
108160
0
0
INFORMATION SERVICES GROUP COM USD.001
COMMON
45675Y104
92
21782
SH
SOLE
21782
0
0
INFOSYS LTD SPN ADR 1/4 SH
COMMON
456788108
605
63591
SH
SOLE
63591
0
0
ING GROEP NV SPON ADR
COMMON
456837103
93
8751
SH
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8751
0
0
INGERSOLL-RAND PLC COM USD2
COMMON
G47791101
2453
26888
SH
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26888
0
0
INGLES MARKETS INC -CL A CL A COM USD.05
COMMON
457030104
327
11996
SH
SOLE
11996
0
0
INGREDION INC COM USD.01
COMMON
457187102
2
17
SH
SOLE
17
0
0
INNOVIVA INC COM USD.01
COMMON
45781M101
2146
122845
SH
SOLE
122845
0
0
INOGEN INC COM USD.001
COMMON
45780L104
71
570
SH
SOLE
570
0
0
INSTEEL INDUSTRIES COM USD2
COMMON
45774W108
175
7216
SH
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7216
0
0
INTEGER HOLDINGS CORP COM USD.001
COMMON
45826H109
618
8088
SH
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8088
0
0
INTEL CORP COM NPV
COMMON
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11
231
SH
SOLE
231
0
0
INTELSAT SA COM USD.01
COMMON
L5140P101
474
22110
SH
SOLE
22110
0
0
INTER PARFUMS INC COM NPV
COMMON
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18
282
SH
SOLE
282
0
0
INTERDIGITAL INC COM USD.01
COMMON
45867G101
475
7147
SH
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7147
0
0
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COMMON
458665304
287
20118
SH
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20118
0
0
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COMMON
460690100
2154
104389
SH
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104389
0
0
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COMMON
459200101
1465
12892
SH
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12892
0
0
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COMMON
460146103
2076
51444
SH
SOLE
51444
0
0
INTRICON CORP COM USD1
COMMON
46121H109
219
8287
SH
SOLE
8287
0
0
INTUIT INC COM NPV
COMMON
461202103
10248
52052
SH
SOLE
52052
0
0
INTUITIVE SURGICAL INC COM USD.001
COMMON
46120E602
957
1999
SH
SOLE
1999
0
0
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COMMON
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645
5552
SH
SOLE
5552
0
0
IRADIMED CORP COM USD.0001
COMMON
46266A109
335
13691
SH
SOLE
13691
0
0
ISHARES TR MSCI ACWI ETF
COMMON
464288257
10917
170145
SH
SOLE
170145
0
0
ISHARES TR MSCI ACWI EX US
COMMON
464288240
1241
29575
SH
SOLE
29575
0
0
ISHARES TR RUS 1000 VAL ETF
COMMON
464287598
47837
430770
SH
SOLE
430770
0
0
ISHARES TR RUS 2000 VAL ETF
COMMON
464287630
282
2620
SH
SOLE
2620
0
0
ISHARES TR RUSSELL 3000 ETF
COMMON
464287689
14398
97996
SH
SOLE
97996
0
0
J JILL INC COMUSD0.01
COMMON
46620W102
56
10496
SH
SOLE
10496
0
0
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COMMON
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194
23579
SH
SOLE
23579
0
0
JABIL INC COM USD.001
COMMON
466313103
310
12491
SH
SOLE
12491
0
0
JACOBS ENGINEERING GROUP INC COM NPV
COMMON
469814107
94
1605
SH
SOLE
1605
0
0
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COMMON
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15
10708
SH
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10708
0
0
JEFFERIES FINANCIAL GRP INC COM USD1
COMMON
47233W109
1
52
SH
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52
0
0
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COMMON
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1232
9546
SH
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9546
0
0
JONES LANG LASALLE INC COM USD.01
COMMON
48020Q107
428
3378
SH
SOLE
3378
0
0
JP MORGAN EXCHANGE TRADED FD ULTRA SHRT INC
COMMON
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1018
20313
SH
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20313
0
0
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COMMON
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9386
96103
SH
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96103
0
0
JUNIPER NETWORKS INC COM USD.00001
COMMON
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75596
2807460
SH
OTR
2251068
556392
0
JUST ENERGY GROUP INC COM
COMMON
48213W101
2861
864995
SH
SOLE
864995
0
0
K12 INC COM USD.0001
COMMON
48273U102
5717
230514
SH
SOLE
230514
0
0
KAISER ALUMINUM CORP COM PAR $0.01
COMMON
483007704
66
743
SH
SOLE
743
0
0
KAMAN CORP COM USD1
COMMON
483548103
111
1975
SH
SOLE
1975
0
0
KB FINANCIAL GROUP SPON ADR
COMMON
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140
3325
SH
SOLE
3325
0
0
KBR INC COM USD.001
COMMON
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1
40
SH
SOLE
40
0
0
KEANE GROUP INC COM USD.01
COMMON
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108
13186
SH
SOLE
13186
0
0
KEMPER CORP/DE COM USD.1
COMMON
488401100
183
2752
SH
SOLE
2752
0
0
KEWAUNEE SCIENTIFIC CORP COM USD2.5
COMMON
492854104
159
4797
SH
SOLE
4797
0
0
KEYSIGHT TECHNOLOGIES INC COM USD.01
COMMON
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1864
30017
SH
SOLE
30017
0
0
KFORCE INC COM USD.01
COMMON
493732101
3016
97414
SH
SOLE
97414
0
0
KIMBALL ELECTRONICS INC COM NPV
COMMON
49428J109
109
7038
SH
SOLE
7038
0
0
KIMCO REALTY CORP COM USD.01
COMMON
49446R109
1
61
SH
SOLE
61
0
0
KINSALE CAPITAL GROUP INC COM USD0.01
COMMON
49714P108
96
1719
SH
SOLE
1719
0
0
KIRKLAND LAKE GOLD LTD COM
COMMON
49741E100
232
8887
SH
SOLE
8887
0
0
KIRKLAND LAKE GOLD LTD COM
COMMON
49741E100
16478
631111
SH
SOLE
631111
0
0
KIRKLAND'S INC COM NPV
COMMON
497498105
38
4035
SH
SOLE
4035
0
0
KOHL'S CORP COM USD.01
COMMON
500255104
49573
746760
SH
OTR
623150
123610
0
KORN/FERRY INTERNATIONAL COM NPV
COMMON
500643200
344
8684
SH
SOLE
8684
0
0
KROGER CO COM USD1
COMMON
501044101
73987
2688883
SH
OTR
2181793
507090
0
L BRANDS INC COM USD.5
COMMON
501797104
68
2655
SH
SOLE
2655
0
0
LAM RESEARCH CORP COM NPV
COMMON
512807108
925
6792
SH
SOLE
6792
0
0
LAMAR ADVERTISING CO -CL A CL A COM NPV
COMMON
512816109
4
52
SH
SOLE
52
0
0
LAMB WESTON HOLDINGS INC COM USD1
COMMON
513272104
22
303
SH
SOLE
303
0
0
LANCASTER COLONY CORP COM USD1
COMMON
513847103
844
4767
SH
SOLE
4767
0
0
LANDMARK BANCORP INC/KS COM USD.1
COMMON
51504L107
61
2651
SH
SOLE
2651
0
0
LAS VEGAS SANDS CORP COM USD.001
COMMON
517834107
20
392
SH
SOLE
392
0
0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01
COMMON
518439104
18
139
SH
SOLE
139
0
0
LAWSON PRODUCTS COM NPV
COMMON
520776105
185
5856
SH
SOLE
5856
0
0
LA-Z-BOY INC COM USD1
COMMON
505336107
196
7090
SH
SOLE
7090
0
0
LEAR CORP COM NPV
COMMON
521865204
2308
18781
SH
SOLE
18781
0
0
LEE ENTERPRISES INC COM USD2
COMMON
523768109
279
132228
SH
SOLE
132228
0
0
LEGG MASON INC COM USD.1
COMMON
524901105
1
43
SH
SOLE
43
0
0
LIBERTY PROPERTY TRUST COM USD.001
COMMON
531172104
4
86
SH
SOLE
86
0
0
LIFE STORAGE INC COM USD.01
COMMON
53223X107
1
12
SH
SOLE
12
0
0
LIFEVANTAGE CORP COM USD0.001
COMMON
53222K205
617
46776
SH
SOLE
46776
0
0
LIGAND PHARMACEUTICAL INC COM USD.001
COMMON
53220K504
1796
13214
SH
SOLE
13214
0
0
LILLY (ELI) & CO COM USD.625
COMMON
532457108
1806
15606
SH
SOLE
15606
0
0
LIMESTONE BANCORP INC COM USD
COMMON
53262L105
57
4174
SH
SOLE
4174
0
0
LIVERAMP HOLDINGS INC COM USD.1
COMMON
53815P108
324
8377
SH
SOLE
8377
0
0
LOUISIANA-PACIFIC CORP COM USD1
COMMON
546347105
21
967
SH
SOLE
967
0
0
LOWE'S COMPANIES INC COM USD.5
COMMON
548661107
18900
204504
SH
OTR
159568
44936
0
LTC PROPERTIES INC COM USD.01
COMMON
502175102
4
106
SH
SOLE
106
0
0
LULULEMON ATHLETICA INC COM USD.01
COMMON
550021109
1366
11234
SH
SOLE
11234
0
0
LUMINEX CORP COM USD.001
COMMON
55027E102
773
33425
SH
SOLE
33425
0
0
LUNA INNOVATIONS INC COM USD.001
COMMON
550351100
247
73594
SH
SOLE
73594
0
0
LUXFER HOLDINGS PLC ORD GBP0.50
COMMON
G5698W116
18
1038
SH
SOLE
1038
0
0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01
COMMON
N53745100
16486
198226
SH
SOLE
198226
0
0
M & T BANK CORP COM USD5
COMMON
55261F104
104
727
SH
SOLE
727
0
0
MACATAWA BANK CORP COM NPV
COMMON
554225102
153
15868
SH
SOLE
15868
0
0
MACK-CALI REALTY CORP COM USD.01
COMMON
554489104
2
94
SH
SOLE
94
0
0
MACY'S INC COM NPV
COMMON
55616P104
7182
241019
SH
SOLE
241019
0
0
MAGELLAN HEALTH INC COM NEW
COMMON
559079207
101
1770
SH
SOLE
1770
0
0
MAGNA INTERNATIONAL INC COM NPV
COMMON
559222401
15241
335371
SH
SOLE
335371
0
0
MAGNA INTERNATIONAL INC COM NPV
COMMON
559222401
3264
71822
SH
SOLE
71822
0
0
MALLINCKRODT PLC ORD USD.2
COMMON
G5785G107
1283
81206
SH
SOLE
81206
0
0
MAMMOTH ENERGY SERVICES INC COM USD0.01
COMMON
56155L108
464
25806
SH
SOLE
25806
0
0
MANPOWERGROUP COM NPV
COMMON
56418H100
137
2116
SH
SOLE
2116
0
0
MANULIFE FINANCIAL CORP COM NPV
COMMON
56501R106
18949
1333834
SH
SOLE
1333834
0
0
MARATHON PETROLEUM CORP COM USD0.01
COMMON
56585A102
112353
1902767
SH
OTR
1486971
415796
0
MARCUS & MILLICHAP INC COM USD.0001
COMMON
566324109
1238
36013
SH
SOLE
36013
0
0
MARCUS CORP COM USD1
COMMON
566330106
1222
30890
SH
SOLE
30890
0
0
MARINE PRODUCTS CORP COM USD.10
COMMON
568427108
346
20455
SH
SOLE
20455
0
0
MARRIOTT INTL INC CL A COM NPV
COMMON
571903202
42551
391729
SH
OTR
320413
71316
0
MARTEN TRANSPORT LTD COM USD.01
COMMON
573075108
2101
129736
SH
SOLE
129736
0
0
MARVELL TECHNOLOGY GROUP LTD COM USD.002
COMMON
G5876H105
193
11887
SH
SOLE
11887
0
0
MASTERCARD INC CL A COM USD.0001
COMMON
57636Q104
385
2042
SH
SOLE
2042
0
0
MATERION CORP COM USD1
COMMON
576690101
590
13088
SH
SOLE
13088
0
0
MAXIMUS INC COM NPV
COMMON
577933104
21
321
SH
SOLE
321
0
0
MCCORMICK & CO INC COM NPV NVTG
COMMON
579780206
26
190
SH
SOLE
190
0
0
MCDONALD'S CORP COM NPV
COMMON
580135101
4
24
SH
SOLE
24
0
0
MCKESSON CORP COM USD2
COMMON
58155Q103
8452
76460
SH
OTR
55589
20871
0
MECHEL PAO ADR NPV
COMMON
583840608
104
52647
SH
SOLE
52647
0
0
MEDICAL PROPERTIES TRUST COM USD.001
COMMON
58463J304
2
133
SH
SOLE
133
0
0
MEDIFAST INC COM USD.001
COMMON
58470H101
3677
29400
SH
SOLE
29400
0
0
MEDPACE HOLDINGS INC COM USD.01
COMMON
58506Q109
54
1014
SH
SOLE
1014
0
0
MEDTRONIC PLC COM USD.1
COMMON
G5960L103
128
1407
SH
SOLE
1407
0
0
MELCO RESORTS & ENTERTAINMEN ADR NPV
COMMON
585464100
80
4536
SH
SOLE
4536
0
0
MELLANOX TECHNOLOGIES LTD ORD USD.01
COMMON
M51363113
4173
45168
SH
SOLE
45168
0
0
MERCER INTL INC SHS BEN INT USD1
COMMON
588056101
44
4240
SH
SOLE
4240
0
0
MERCK & CO COM NPV
COMMON
58933Y105
9921
129819
SH
SOLE
129819
0
0
MERIDIAN BIOSCIENCE INC COM NPV
COMMON
589584101
487
28023
SH
SOLE
28023
0
0
MERITOR INC COM USD1
COMMON
59001K100
141
8367
SH
SOLE
8367
0
0
METHANEX CORP COM NPV
COMMON
59151K108
28479
591404
SH
SOLE
591404
0
0
METHANEX CORP COM NPV
COMMON
59151K108
255
5290
SH
SOLE
5290
0
0
METLIFE INC COM
COMMON
59156R108
121529
2958035
SH
OTR
2337265
620770
0
MGP INGREDIENTS INC COM NPV
COMMON
55303J106
319
5574
SH
SOLE
5574
0
0
MICRON TECHNOLOGY INC COM USD.1
COMMON
595112103
7350
231552
SH
SOLE
231552
0
0
MILLER (HERMAN) INC COM USD.2
COMMON
600544100
226
7485
SH
SOLE
7485
0
0
MIND CTI LTD ORD NIS.01
COMMON
M70240102
40
17683
SH
SOLE
17683
0
0
MITSUBISHI UFJ FINANCIAL GRP ADR
COMMON
606822104
1
162
SH
SOLE
162
0
0
MIX TELEMATICS LTD ADR
COMMON
60688N102
249
15904
SH
SOLE
15904
0
0
MIZUHO FINANCIAL GROUP INC ADR
COMMON
60687Y109
335
111645
SH
SOLE
111645
0
0
MKS INSTRUMENTS INC COM NPV
COMMON
55306N104
200
3086
SH
SOLE
3086
0
0
MOBILE TELESYSTEMS PJSC SPONSORED ADR
COMMON
607409109
1759
251274
SH
SOLE
251274
0
0
MOLINA HEALTHCARE INC COM USD.001
COMMON
60855R100
187
1607
SH
SOLE
1607
0
0
MONOTYPE IMAGING HOLDINGS COM USD.01
COMMON
61022P100
265
17066
SH
SOLE
17066
0
0
MONRO INC COM USD.01
COMMON
610236101
245
3557
SH
SOLE
3557
0
0
MORNINGSTAR INC COM
COMMON
617700109
364
3312
SH
SOLE
3312
0
0
MOTOROLA SOLUTIONS INC COM USD.01
COMMON
620076307
6
51
SH
SOLE
51
0
0
MSA SAFETY INC COM NPV
COMMON
553498106
272
2885
SH
SOLE
2885
0
0
MSB FINANCIAL CORP COM USD.01
COMMON
55352L101
9
523
SH
SOLE
523
0
0
MSCI INC CL A COM USD.01
COMMON
55354G100
7
46
SH
SOLE
46
0
0
NANOMETRICS INC COM NPV
COMMON
630077105
297
10853
SH
SOLE
10853
0
0
NAPCO SECURITY TECH INC COM USD.01
COMMON
630402105
372
23633
SH
SOLE
23633
0
0
NASDAQ INC COM USD.01
COMMON
631103108
2
29
SH
SOLE
29
0
0
NATHAN'S FAMOUS INC COM USD.01
COMMON
632347100
104
1557
SH
SOLE
1557
0
0
NATIONAL GENERAL HOLDINGS CP COM
COMMON
636220303
499
20564
SH
SOLE
20564
0
0
NATIONAL HEALTHCARE CORP COM USD.01
COMMON
635906100
3066
39027
SH
SOLE
39027
0
0
NATIONAL PRESTO INDS INC COM USD1
COMMON
637215104
2276
19448
SH
SOLE
19448
0
0
NATIONAL RETAIL PROPERTIES COM USD.01
COMMON
637417106
2
50
SH
SOLE
50
0
0
NATURAL ALTERNATIVES COM NPV
COMMON
638842302
54
5476
SH
SOLE
5476
0
0
NATURAL GROCERS VITAMIN CTGE COM USD.001
COMMON
63888U108
640
41760
SH
SOLE
41760
0
0
NATURAL HEALTH TRENDS CORP COM USD.001
COMMON
63888P406
156
8420
SH
SOLE
8420
0
0
NAUTILUS INC COM NPV
COMMON
63910B102
112
10287
SH
SOLE
10287
0
0
NAVIENT CORP COM0.01
COMMON
63938C108
1
138
SH
SOLE
138
0
0
NCR CORP COM USD5
COMMON
62886E108
2
106
SH
SOLE
106
0
0
NELNET INC CL A COM USD.01
COMMON
64031N108
663
12660
SH
SOLE
12660
0
0
NEOGEN CORP COM USD.16
COMMON
640491106
71
1242
SH
SOLE
1242
0
0
NEOGENOMICS INC COM USD.001
COMMON
64049M209
444
35149
SH
SOLE
35149
0
0
NEPTUNE WELLNESS SOLUTION IN COM
COMMON
64079L105
1725
679682
SH
SOLE
679682
0
0
NETAPP INC COM NPV
COMMON
64110D104
628
10530
SH
SOLE
10530
0
0
NETGEAR INC COM USD.001
COMMON
64111Q104
174
3346
SH
SOLE
3346
0
0
NETSOL TECHNOLOGIES INC COM USD.001
COMMON
64115A402
209
33936
SH
SOLE
33936
0
0
NEXPOINT RESIDENTIAL TR INC COM USD.01
COMMON
65341D102
2
70
SH
SOLE
70
0
0
NEXSTAR MEDIA GROUP CL A COM USD.01
COMMON
65336K103
203
2578
SH
SOLE
2578
0
0
NEXTGEN HEALTHCARE INC COM USD.01
COMMON
65343C102
658
43381
SH
SOLE
43381
0
0
NI HOLDINGS INC COM
COMMON
65342T106
45
2847
SH
SOLE
2847
0
0
NICE LTD SPON ADR
COMMON
653656108
312
2879
SH
SOLE
2879
0
0
NICHOLAS FINANCIAL INC COM NPV
COMMON
65373J209
56
5386
SH
SOLE
5386
0
0
NIKE INC CL B COM NPV
COMMON
654106103
524
7070
SH
SOLE
7070
0
0
NL INDUSTRIES COM USD1.25
COMMON
629156407
18
5270
SH
SOLE
5270
0
0
NOKIA CORP SPON ADR
COMMON
654902204
158
27090
SH
SOLE
27090
0
0
NOMURA HOLDINGS INC SPONSORED ADR
COMMON
65535H208
1112
299046
SH
SOLE
299046
0
0
NOODLES & CO CL A COM USD0.01
COMMON
65540B105
39
5600
SH
SOLE
5600
0
0
NORBORD INC COM NPV
COMMON
65548P403
19316
725514
SH
SOLE
725514
0
0
NORTH AMERICAN CONST GRP LTD COM NPV
COMMON
656811106
2209
247959
SH
SOLE
247959
0
0
NORTH AMERICAN CONST GRP LTD COM NPV
COMMON
656811106
103
11573
SH
SOLE
11573
0
0
NORTHERN TECH INTL COM USD.02
COMMON
665809109
173
5847
SH
SOLE
5847
0
0
NORWOOD FINANCIAL CORP COM USD.1
COMMON
669549107
142
4297
SH
SOLE
4297
0
0
NOVARTIS AG SPON ADR
COMMON
66987V109
399
4647
SH
SOLE
4647
0
0
NOVO NORDISK A/S ADR
COMMON
670100205
310
6735
SH
SOLE
6735
0
0
NUCOR CORP COM USD.4
COMMON
670346105
1992
38444
SH
SOLE
38444
0
0
NUVASIVE INC COM USD.001
COMMON
670704105
249
5013
SH
SOLE
5013
0
0
NV5 GLOBAL INC COM USD.01
COMMON
62945V109
692
11410
SH
SOLE
11410
0
0
NVE CORP COM USD.01
COMMON
629445206
135
1534
SH
SOLE
1534
0
0
NVR INC COM USD.01
COMMON
62944T105
161
66
SH
SOLE
66
0
0
NXP SEMICONDUCTORS NV COM EUR.01
COMMON
N6596X109
2811
38356
SH
SOLE
38356
0
0
OAK VALLEY BANCORP COM
COMMON
671807105
28
1537
SH
SOLE
1537
0
0
OLD DOMINION FREIGHT COM USD.1
COMMON
679580100
1764
14279
SH
SOLE
14279
0
0
OLD REPUBLIC INTL CORP COM USD1
COMMON
680223104
17
820
SH
SOLE
820
0
0
OLIN CORP COM USD1
COMMON
680665205
1
55
SH
SOLE
55
0
0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001
COMMON
681116109
61
911
SH
SOLE
911
0
0
OLYMPIC STEEL INC COM NPV
COMMON
68162K106
24
1674
SH
SOLE
1674
0
0
OMEGA FLEX INC COM USD.01
COMMON
682095104
212
3922
SH
SOLE
3922
0
0
OMEGA HEALTHCARE INVS INC COM USD0.1
COMMON
681936100
1
34
SH
SOLE
34
0
0
OMNICELL INC COM NPV
COMMON
68213N109
2
36
SH
SOLE
36
0
0
OMNICOM GROUP COM USD.5
COMMON
681919106
9571
130681
SH
SOLE
130681
0
0
ON SEMICONDUCTOR CORP COM USD.01
COMMON
682189105
1820
110189
SH
SOLE
110189
0
0
ONESPAN INC COM USD.001
COMMON
68287N100
144
11127
SH
SOLE
11127
0
0
OP BANCORP COM
COMMON
67109R109
79
8989
SH
SOLE
8989
0
0
OPPENHEIMER HOLDINGS INC CL A COM NPV
COMMON
683797104
207
8121
SH
SOLE
8121
0
0
OPUS BANK COM
COMMON
684000102
195
9932
SH
SOLE
9932
0
0
ORACLE CORP COM USD.01
COMMON
68389X105
476
10553
SH
SOLE
10553
0
0
O'REILLY AUTOMOTIVE INC COM USD.01
COMMON
67103H107
4
12
SH
SOLE
12
0
0
ORION ENGINEERED CARBONS SA ORD
COMMON
L72967109
62
2440
SH
SOLE
2440
0
0
ORIX CORP SPONSORED ADR
COMMON
686330101
3911
54661
SH
SOLE
54661
0
0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25
COMMON
687380105
143
7853
SH
SOLE
7853
0
0
ORTHOFIX MEDICAL INC COM USD.1
COMMON
68752M108
354
6734
SH
SOLE
6734
0
0
OSHKOSH CORP COM USD.01
COMMON
688239201
2
29
SH
SOLE
29
0
0
OSIRIS THERAPEUTICS INC COM USD.001
COMMON
68827R108
1
49
SH
SOLE
49
0
0
OTELCO INC CL A COM USD.01
COMMON
688823301
68
4236
SH
SOLE
4236
0
0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01
COMMON
69036R863
57
34235
SH
SOLE
34235
0
0
OWENS-ILLINOIS INC COM USD.01
COMMON
690768403
1
35
SH
SOLE
35
0
0
OXFORD INDUSTRIES INC COM USD1
COMMON
691497309
1018
14302
SH
SOLE
14302
0
0
P.A.M. TRANSPORTATION SVCS COM USD.01
COMMON
693149106
438
11097
SH
SOLE
11097
0
0
PAR PACIFIC HOLDINGS INC COM USD.001
COMMON
69888T207
112
7908
SH
SOLE
7908
0
0
PAR TECHNOLOGY CORP COM USD.02
COMMON
698884103
96
4404
SH
SOLE
4404
0
0
PARK ELECTROCHEMICAL CORP COM USD.1
COMMON
700416209
773
42715
SH
SOLE
42715
0
0
PATTERSON COMPANIES INC COM USD.01
COMMON
703395103
647
32912
SH
SOLE
32912
0
0
PBF ENERGY INC CL A COM USD0.001
COMMON
69318G106
2
61
SH
SOLE
61
0
0
PC CONNECTION INC COM USD.01
COMMON
69318J100
21
711
SH
SOLE
711
0
0
PCM INC COM USD.001
COMMON
69323K100
187
10625
SH
SOLE
10625
0
0
PEABODY ENERGY CORP WHEN ISSUED
COMMON
704551100
2489
81646
SH
SOLE
81646
0
0
PEARSON PLC SPON ADR
COMMON
705015105
372
31168
SH
SOLE
31168
0
0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01
COMMON
70509V100
3
93
SH
SOLE
93
0
0
PENN NATIONAL GAMING INC COM USD.01
COMMON
707569109
511
27116
SH
SOLE
27116
0
0
PENNSYLVANIA RE INVS TRUST COM USD1
COMMON
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1
249
SH
SOLE
249
0
0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001
COMMON
70932M107
594
27921
SH
SOLE
27921
0
0
PEOPLES BANCORP NC INC COM NPV
COMMON
710577107
35
1437
SH
SOLE
1437
0
0
PEPSICO INC COM USD.0166
COMMON
713448108
286
2592
SH
SOLE
2592
0
0
PERCEPTRON INC COM USD.01
COMMON
71361F100
35
4319
SH
SOLE
4319
0
0
PERFICIENT INC COM USD.001
COMMON
71375U101
1919
86137
SH
SOLE
86137
0
0
PETROCHINA CO LTD SPONSORED ADR
COMMON
71646E100
22
358
SH
SOLE
358
0
0
PFIZER INC COM USD.1
COMMON
717081103
10614
243154
SH
SOLE
243154
0
0
PGT INNOVATIONS INC COM USD
COMMON
69336V101
816
51417
SH
SOLE
51417
0
0
PHILLIPS 66 COM USD0.01
COMMON
718546104
35198
408564
SH
OTR
287004
121560
0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01
COMMON
720190206
4
220
SH
SOLE
220
0
0
PILGRIM'S PRIDE CORP COM USD.01
COMMON
72147K108
9
603
SH
SOLE
603
0
0
PITNEY BOWES INC COM USD2
COMMON
724479100
5
910
SH
SOLE
910
0
0
PLANTRONICS INC COM USD.01
COMMON
727493108
79
2371
SH
SOLE
2371
0
0
PLUMAS BANCORP COM
COMMON
729273102
73
3209
SH
SOLE
3209
0
0
PNC FINANCIAL SVCS GROUP INC COM USD5
COMMON
693475105
94
805
SH
SOLE
805
0
0
POLYONE CORP COM USD.1
COMMON
73179P106
99
3459
SH
SOLE
3459
0
0
POSCO SPON ADR
COMMON
693483109
1493
27183
SH
SOLE
27183
0
0
POTLATCHDELTIC CORP COM USD1
COMMON
737630103
2
66
SH
SOLE
66
0
0
PRA GROUP INC COM USD.001
COMMON
69354N106
26
1050
SH
SOLE
1050
0
0
PRA HEALTH SCIENCES INC COM USD.01
COMMON
69354M108
222
2405
SH
SOLE
2405
0
0
PREFORMED LINE PRODUCTS CO CAP USD2
COMMON
740444104
183
3366
SH
SOLE
3366
0
0
PREMIER INC CL A COM USD0.01
COMMON
74051N102
1280
34258
SH
SOLE
34258
0
0
PRGX GLOBAL INC COM USD.01
COMMON
69357C503
195
20559
SH
SOLE
20559
0
0
PRICE (T. ROWE) GROUP COM USD.2
COMMON
74144T108
4
44
SH
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44
0
0
PRIMERICA INC COM USD.01
COMMON
74164M108
118
1204
SH
SOLE
1204
0
0
PRIMORIS SERVICES CORP COM USD.0001
COMMON
74164F103
136
7094
SH
SOLE
7094
0
0
PROCTER & GAMBLE CO COM NPV
COMMON
742718109
52158
567189
SH
OTR
438768
128421
0
PROFIRE ENERGY INC COM USD.001
COMMON
74316X101
107
73996
SH
SOLE
73996
0
0
PROGRESS SOFTWARE CORP COM USD.01
COMMON
743312100
1316
37017
SH
SOLE
37017
0
0
PROGRESSIVE CORP-OHIO COM USD1
COMMON
743315103
1309
21703
SH
SOLE
21703
0
0
PROLOGIS INC COM USD.01
COMMON
74340W103
7
111
SH
SOLE
111
0
0
PROTECTIVE INSURANCE CORP CL B COM NPV
COMMON
74368L203
110
6588
SH
SOLE
6588
0
0
PROVIDENCE SERVICE CORP CL A COM USD.001
COMMON
743815102
893
14861
SH
SOLE
14861
0
0
PROVIDENT FINANCIAL HOLDINGS COM USD.01
COMMON
743868101
39
2486
SH
SOLE
2486
0
0
PRUDENTIAL FINANCIAL INC COM USD.01
COMMON
744320102
5009
61425
SH
SOLE
61425
0
0
PS BUSINESS PARKS COM USD.01
COMMON
69360J107
2
19
SH
SOLE
19
0
0
PSYCHEMEDICS CORP COM USD.005
COMMON
744375205
90
5693
SH
SOLE
5693
0
0
PTC INC COM USD.01
COMMON
69370C100
848
10216
SH
SOLE
10216
0
0
PULTEGROUP INC COM USD.01
COMMON
745867101
36755
1413388
SH
OTR
1053768
359620
0
PVH CORP COM USD1
COMMON
693656100
2
26
SH
SOLE
26
0
0
PYXUS INTERNATIONAL INC COM USD10
COMMON
74737V106
94
7901
SH
SOLE
7901
0
0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01
COMMON
74731Q103
161
18592
SH
SOLE
18592
0
0
QAD INC CL A COM NPV
COMMON
74727D306
818
20754
SH
SOLE
20754
0
0
QUAKER CHEMICAL CORP COM USD1
COMMON
747316107
799
4490
SH
SOLE
4490
0
0
QUALCOMM INC COM USD.0001
COMMON
747525103
11610
203870
SH
OTR
162087
41783
0
QUALYS INC COM USD0.001
COMMON
74758T303
99
1326
SH
SOLE
1326
0
0
QUANEX BUILDING PRODUCTS COM USD.01
COMMON
747619104
50
3673
SH
SOLE
3673
0
0
QUEST DIAGNOSTICS INC COM NPV
COMMON
74834L100
5
62
SH
SOLE
62
0
0
QUINSTREET INC COM USD.001
COMMON
74874Q100
466
28668
SH
SOLE
28668
0
0
QURATE RETAIL INC INT COM SER A
COMMON
74915M100
289
14798
SH
SOLE
14798
0
0
R F INDUSTRIES LTD COM USD.01
COMMON
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422
58139
SH
SOLE
58139
0
0
RADIANT LOGISTICS INC UNIT
COMMON
75025X100
244
57293
SH
SOLE
57293
0
0
RALPH LAUREN CORP CL A COM USD.01
COMMON
751212101
102
989
SH
SOLE
989
0
0
RBC BEARINGS INC COM USD.01
COMMON
75524B104
293
2233
SH
SOLE
2233
0
0
RCM TECHNOLOGIES INC COM USD.05
COMMON
749360400
21
6796
SH
SOLE
6796
0
0
RE/MAX HOLDINGS INC CL A COM USD.0001
COMMON
75524W108
64
2084
SH
SOLE
2084
0
0
REALOGY HOLDINGS CORP CL A COM USD.01
COMMON
75605Y106
1
65
SH
SOLE
65
0
0
RED HAT INC COM USD.0001
COMMON
756577102
88
501
SH
SOLE
501
0
0
REGAL BELOIT CORP COM NPV
COMMON
758750103
2
35
SH
SOLE
35
0
0
REGIONS FINANCIAL CORP COM USD.625
COMMON
7591EP100
69893
5220948
SH
OTR
4102946
1118002
0
REINSURANCE GROUP AMER INC COM USD.01
COMMON
759351604
1057
7536
SH
SOLE
7536
0
0
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COMMON
75972A301
9338
363071
SH
SOLE
363071
0
0
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COMMON
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2496
314565
SH
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314565
0
0
RESOLUTE FOREST PRODUCTS INC COM USD.001
COMMON
76117W109
189
23801
SH
SOLE
23801
0
0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001
COMMON
76131V202
5
422
SH
SOLE
422
0
0
REX AMERICAN RESOURCES CORP COM USD.01
COMMON
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349
5117
SH
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5117
0
0
RICHARDSON ELECTRONICS LTD COM USD.05
COMMON
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47
5399
SH
SOLE
5399
0
0
RIO TINTO GROUP (GBR) SPON ADR
COMMON
767204100
8836
182257
SH
SOLE
182257
0
0
RITCHIE BROS AUCTIONEERS INC COM NPV
COMMON
767744105
1227
37448
SH
SOLE
37448
0
0
RITCHIE BROS AUCTIONEERS INC COM NPV
COMMON
767744105
70
2139
SH
SOLE
2139
0
0
RIVERVIEW BANCORP INC COM USD1
COMMON
769397100
159
21866
SH
SOLE
21866
0
0
RLI CORP COM USD1
COMMON
749607107
304
4393
SH
SOLE
4393
0
0
RMR GROUP INC CL A COM USD0.001
COMMON
74967R106
3317
62438
SH
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62438
0
0
ROBERT HALF INTL INC COM USD1
COMMON
770323103
2719
47464
SH
SOLE
47464
0
0
ROCKWELL AUTOMATION COM USD1
COMMON
773903109
7226
47967
SH
SOLE
47967
0
0
ROCKY BRANDS INC COM NPV
COMMON
774515100
375
14431
SH
SOLE
14431
0
0
ROGERS COMMUNICATIONS -CL B CL B COM NPV
COMMON
775109200
5993
116792
SH
SOLE
116792
0
0
ROLLINS INC COM USD1
COMMON
775711104
220
6078
SH
SOLE
6078
0
0
ROYAL BANK OF CANADA COM NPV
COMMON
780087102
5883
85844
SH
SOLE
85844
0
0
ROYAL BANK OF CANADA COM NPV
COMMON
780087102
168
2452
SH
SOLE
2452
0
0
ROYAL DUTCH SHELL PLC ADR CL A
COMMON
780259206
26
447
SH
SOLE
447
0
0
RPM INTERNATIONAL INC COM USD.064
COMMON
749685103
1
14
SH
SOLE
14
0
0
RPT REALTY SHS BEN INT USD.01
COMMON
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6
512
SH
SOLE
512
0
0
RTW RETAILWINDS INC COM USD.01
COMMON
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319
112688
SH
SOLE
112688
0
0
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COMMON
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445
12878
SH
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12878
0
0
RUTHS HOSPITALITY GROUP INC COM USD.01
COMMON
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129
5678
SH
SOLE
5678
0
0
RYERSON HOLDING CORP COM USD.01
COMMON
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153
24175
SH
SOLE
24175
0
0
RYMAN HOSPITALITY PPTYS INC COM USD.01
COMMON
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3
41
SH
SOLE
41
0
0
S&P GLOBAL INC COM USD1
COMMON
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5
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SH
SOLE
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0
0
SALEM MEDIA GROUP INC CL A COM USD.01
COMMON
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73
35046
SH
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35046
0
0
SALLY BEAUTY HOLDINGS INC COM USD.01
COMMON
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151
8857
SH
SOLE
8857
0
0
SANDERSON FARMS INC COM USD1
COMMON
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591
5955
SH
SOLE
5955
0
0
SANMINA CORP COM USD.01
COMMON
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137
5699
SH
SOLE
5699
0
0
SANTANDER CONSUMER USA HLDGS COM USD.01
COMMON
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2
138
SH
SOLE
138
0
0
SB FINANCIAL GROUP INC COM USD2.5
COMMON
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102
6209
SH
SOLE
6209
0
0
SBA COMMUNICATIONS CORP COM USD.01
COMMON
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3
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SH
SOLE
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0
0
SCHNITZER STEEL INDS -CL A CL A COM USD.01
COMMON
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284
13167
SH
SOLE
13167
0
0
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COMMON
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60
2385
SH
SOLE
2385
0
0
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COMMON
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135
5197
SH
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5197
0
0
SEACOR HOLDINGS INC COM USD.01
COMMON
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138
3733
SH
SOLE
3733
0
0
SEAGATE TECHNOLOGY PLC COM USD.00001
COMMON
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71195
1843840
SH
OTR
1536350
307490
0
SEALED AIR CORP COM USD.01
COMMON
81211K100
53291
1528517
SH
OTR
1199759
328758
0
SEI INVESTMENTS CO COM USD.01
COMMON
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241
5203
SH
SOLE
5203
0
0
SENIOR HOUSING PPTYS TRUST COM USD.01
COMMON
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0
40
SH
SOLE
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0
0
SERVICE CORP INTERNATIONAL COM USD1
COMMON
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8
191
SH
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191
0
0
SHILOH INDUSTRIES INC COM USD.01
COMMON
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13
2242
SH
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2242
0
0
SHOE CARNIVAL INC COM USD.1
COMMON
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2379
71001
SH
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71001
0
0
SHUTTERFLY INC COM USD.0001
COMMON
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93
2300
SH
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2300
0
0
SI FINANCIAL GROUP INC COM USD.01
COMMON
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120
9425
SH
SOLE
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0
0
SILVERCREST ASSET MGT CL A COM USD.01
COMMON
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165
12454
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12454
0
0
SIMON PROPERTY GROUP INC COM USD.0001
COMMON
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8
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SH
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0
0
SIMULATIONS PLUS INC COM USD.001
COMMON
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258
12944
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12944
0
0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01
COMMON
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333
12661
SH
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12661
0
0
SINOPEC SHANGHAI PETROCHEM SPON ADR
COMMON
82935M109
2367
54845
SH
SOLE
54845
0
0
SK TELECOM CO LTD SPON ADR
COMMON
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6943
259065
SH
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0
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SKYLINE CHAMPION CORP COM USD.0277
COMMON
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81
5534
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5534
0
0
SMART GLOBAL HOLDINGS INC Ordinary Shares
COMMON
G8232Y101
107
3601
SH
SOLE
3601
0
0
SMITH & NEPHEW PLC SPON ADR
COMMON
83175M205
42
1132
SH
SOLE
1132
0
0
SOC QUIMICA Y MINERA DE CHI SPON ADR SER B
COMMON
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109
2852
SH
SOLE
2852
0
0
SONOCO PRODUCTS CO COM NPV
COMMON
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237
4459
SH
SOLE
4459
0
0
SONY CORP ADR
COMMON
835699307
768
15912
SH
SOLE
15912
0
0
SOUTHWEST AIRLINES COM USD1
COMMON
844741108
582
12513
SH
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12513
0
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SP PLUS CORP CL A USD.001
COMMON
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409
13843
SH
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13843
0
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SPEEDWAY MOTORSPORTS INC COM USD.01
COMMON
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266
16361
SH
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0
0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
COMMON
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50800
704218
SH
OTR
553899
150319
0
SPIRIT REALTY CAPITAL INC COM USD.01
COMMON
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8
238
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238
0
0
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COMMON
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72
16482
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0
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SPS COMMERCE INC COM USD.001
COMMON
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74
901
SH
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901
0
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SPX FLOW INC COM USD.01
COMMON
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217
7126
SH
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0
0
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COMMON
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1304
28906
SH
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28906
0
0
STANDARD FINANCIAL CORP COM USD.01
COMMON
85303B100
130
4345
SH
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4345
0
0
STANDARD MOTOR PRODS CL A COM USD2
COMMON
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530
10933
SH
SOLE
10933
0
0
STARBUCKS CORP COM NPV
COMMON
855244109
4575
71042
SH
OTR
54304
16738
0
STARS GROUP INC COM NPV
COMMON
85570W100
6384
386176
SH
SOLE
386176
0
0
STEEL DYNAMICS INC COM USD.01
COMMON
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4795
159400
SH
SOLE
159400
0
0
STEPAN CO COM USD1
COMMON
858586100
1584
21404
SH
SOLE
21404
0
0
STERIS PLC COM NPV
COMMON
G84720104
1432
13398
SH
SOLE
13398
0
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STERLING CONSTRUCTION CO INC COM NPV
COMMON
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116
10611
SH
SOLE
10611
0
0
STEWART INFORMATION SERVICES COM USD1
COMMON
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235
5667
SH
SOLE
5667
0
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STONERIDGE INC COM NPV
COMMON
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231
9361
SH
SOLE
9361
0
0
STRATTEC SECURITY CORP COM USD.01
COMMON
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86
2993
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2993
0
0
STURM RUGER & CO INC COM USD1
COMMON
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115
2152
SH
SOLE
2152
0
0
SUMITOMO MITSUI FINANCIAL GR ADR
COMMON
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154
23621
SH
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23621
0
0
SUN LIFE FINANCIAL INC COM NPV
COMMON
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33323
1003193
SH
SOLE
1003193
0
0
SUNCOKE ENERGY INC COM USD.01
COMMON
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243
28452
SH
SOLE
28452
0
0
SUNCOR ENERGY INC COM NPV
COMMON
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10410
372254
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SOLE
372254
0
0
SUNSTONE HOTEL INVESTORS INC COM USD.01
COMMON
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1
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SH
SOLE
73
0
0
SUNTRUST BANKS INC COM USD1
COMMON
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11326
224401
SH
OTR
188047
36354
0
SUPERIOR DRILLING PRODUCTS COM USD.001
COMMON
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25
21027
SH
SOLE
21027
0
0
SVB FINANCIAL GROUP COM NPV
COMMON
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198
1042
SH
SOLE
1042
0
0
SYKES ENTERPRISES INC COM USD.01
COMMON
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328
13261
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SOLE
13261
0
0
SYNALLOY CORP COM USD1
COMMON
871565107
173
10433
SH
SOLE
10433
0
0
SYNCHRONY FINANCIAL COM USD.001
COMMON
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16937
721964
SH
OTR
471579
250385
0
SYNNEX CORP COM USD.001
COMMON
87162W100
70
863
SH
SOLE
863
0
0
SYSCO CORP COM USD1
COMMON
871829107
42928
684725
SH
OTR
497352
187373
0
SYSTEMAX INC COM USD.01
COMMON
871851101
193
8076
SH
SOLE
8076
0
0
TAILORED BRANDS INC COM USD.01
COMMON
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496
36338
SH
SOLE
36338
0
0
TARGET CORP COM USD1
COMMON
87612E106
9308
140817
SH
SOLE
140817
0
0
TCF FINANCIAL CORP COM USD.01
COMMON
872275102
23
1190
SH
SOLE
1190
0
0
TE CONNECTIVITY LTD COM
COMMON
H84989104
2
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SH
SOLE
25
0
0
TECH DATA CORP COM USD.0015
COMMON
878237106
373
4565
SH
SOLE
4565
0
0
TECHTARGET INC COM USD.001
COMMON
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929
75983
SH
SOLE
75983
0
0
TECK RESOURCES LTD CL B COM NPV SVTG
COMMON
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33158
1538311
SH
SOLE
1538311
0
0
TEGNA INC COM USD1
COMMON
87901J105
7
650
SH
SOLE
650
0
0
TELEDYNE TECHNOLOGIES INC COM USD.01
COMMON
879360105
45
218
SH
SOLE
218
0
0
TELEKOMUNIKASI INDONESIA SPON ADR
COMMON
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27
1019
SH
SOLE
1019
0
0
TELEPHONE & DATA SYSTEMS INC COM USD1
COMMON
879433829
3467
106521
SH
SOLE
106521
0
0
TERNIUM SA -ADR ADS USD
COMMON
880890108
26
971
SH
SOLE
971
0
0
TESSCO TECHNOLOGIES INC COM USD.01
COMMON
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105
8742
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SOLE
8742
0
0
TETRA TECH INC COM USD.01
COMMON
88162G103
695
13418
SH
SOLE
13418
0
0
TEXAS INSTRUMENTS INC COM USD1
COMMON
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3417
36160
SH
SOLE
36160
0
0
TEXAS ROADHOUSE INC COM USD.001
COMMON
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319
5340
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SOLE
5340
0
0
TEXTRON INC COM USD.125
COMMON
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7638
166073
SH
OTR
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35665
0
THERMO FISHER SCIENTIFIC INC COM USD1
COMMON
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3479
15545
SH
SOLE
15545
0
0
THOMSON-REUTERS CORP COM NPV
COMMON
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3157
65298
SH
SOLE
65298
0
0
THOMSON-REUTERS CORP COM NPV
COMMON
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407
8426
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SOLE
8426
0
0
TIER REIT INC COM USD.0001
COMMON
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4
194
SH
SOLE
194
0
0
TILLY'S INC CL A COM NPV
COMMON
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93
8582
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SOLE
8582
0
0
TIMBERLAND BANCORP INC COM USD.01
COMMON
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78
3502
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SOLE
3502
0
0
TJX COMPANIES INC COM USD1
COMMON
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20
451
SH
SOLE
451
0
0
T-MOBILE US INC COM
COMMON
872590104
4767
74939
SH
SOLE
74939
0
0
TORONTO DOMINION BANK COM NPV
COMMON
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8563
172060
SH
SOLE
172060
0
0
TOTAL SYSTEM SERVICES INC COM USD.1
COMMON
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94527
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SOLE
94527
0
0
TOWER INTERNATIONAL INC COM USD.01
COMMON
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130
5469
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SOLE
5469
0
0
TOWER SEMICONDUCTOR LTD ORD NIS1
COMMON
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899
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899
0
0
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COMMON
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205
32031
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SOLE
32031
0
0
TOWNSQUARE MEDIA INC CL A COM USD0.01
COMMON
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54
13121
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13121
0
0
TRANSACT TECHNOLOGIES INC COM USD.01
COMMON
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51
5669
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5669
0
0
TRANSCAT INC COM USD.5
COMMON
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286
15038
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SOLE
15038
0
0
TRANSGLOBE ENERGY CORP COM NPV
COMMON
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966
518371
SH
SOLE
518371
0
0
TRANSGLOBE ENERGY CORP COM NPV
COMMON
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77
41337
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SOLE
41337
0
0
TRANSUNION COM USD0.01
COMMON
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3
55
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SOLE
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0
0
TRAVELERS COS INC COM
COMMON
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211
1759
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1759
0
0
TRAVELPORT WORLDWIDE LTD ORD USD0.0025
COMMON
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16
993
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SOLE
993
0
0
TRAVELZOO COM USD.01
COMMON
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178
18124
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SOLE
18124
0
0
TREDEGAR CORP COM NPV
COMMON
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271
17104
SH
SOLE
17104
0
0
TRIBUNE PUBLISHING CO COM USD.01
COMMON
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0
31
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SOLE
31
0
0
TRINET GROUP INC COM USD.000025
COMMON
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122
2904
SH
SOLE
2904
0
0
TRINSEO SA ORD NPV
COMMON
L9340P101
1
18
SH
SOLE
18
0
0
TRUEBLUE INC COM NPV
COMMON
89785X101
311
13992
SH
SOLE
13992
0
0
TTM TECHNOLOGIES INC COM NPV
COMMON
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498
51191
SH
SOLE
51191
0
0
TUCOWS INC CL A COM NPV
COMMON
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998
16597
SH
SOLE
16597
0
0
TURNING POINT BRANDS INC COM USD.01
COMMON
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447
16409
SH
SOLE
16409
0
0
TURTLE BEACH CORP COM USD.001
COMMON
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207
14485
SH
SOLE
14485
0
0
TYSON FOODS INC -CL A CL A COM USD.1
COMMON
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1456
27275
SH
SOLE
27275
0
0
U S BANCORP COM USD5
COMMON
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439
9599
SH
SOLE
9599
0
0
U S LIME & MINERALS COM USD.1
COMMON
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110
1553
SH
SOLE
1553
0
0
U S PHYSICAL THERAPY INC COM USD.01
COMMON
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598
5837
SH
SOLE
5837
0
0
ULTRALIFE CORP COM USD.1
COMMON
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77
11469
SH
SOLE
11469
0
0
UNION PACIFIC CORP COM USD2.5
COMMON
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61423
444007
SH
OTR
355754
88253
0
UNIQUE FABRICATING INC COM USD.001
COMMON
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40
9502
SH
SOLE
9502
0
0
UNISYS CORP COM USD.01
COMMON
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677
58123
SH
SOLE
58123
0
0
UNITED CONTINENTAL HLDGS INC COM NEW
COMMON
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48888
583493
SH
OTR
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115993
0
UNITED NATURAL FOODS INC COM USD.01
COMMON
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0
47
SH
SOLE
47
0
0
UNITED SECURITY BANCSHARS CA COM NPV
COMMON
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59
6183
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6183
0
0
UNITEDHEALTH GROUP INC COM USD.01
COMMON
91324P102
19
76
SH
SOLE
76
0
0
UNITI GROUP INC COM USD.0001
COMMON
91325V108
2
109
SH
SOLE
109
0
0
UNIVERSAL CORP/VA COM NPV
COMMON
913456109
556
10267
SH
SOLE
10267
0
0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01
COMMON
913903100
1418
12163
SH
SOLE
12163
0
0
UNIVERSAL INSURANCE HLDGS COM USD.01
COMMON
91359V107
2108
55556
SH
SOLE
55556
0
0
UNIVERSAL LOGISTICS HLDGS COM
COMMON
91388P105
397
21923
SH
SOLE
21923
0
0
UNUM GROUP COM USD.1
COMMON
91529Y106
1
25
SH
SOLE
25
0
0
UNVL STAINLESS & ALLOY PRODS COM USD.01
COMMON
913837100
132
8150
SH
SOLE
8150
0
0
US CELLULAR CORP COM USD1
COMMON
911684108
430
8255
SH
SOLE
8255
0
0
US ECOLOGY INC COM NPV
COMMON
91732J102
1005
15934
SH
SOLE
15934
0
0
US FOODS HOLDING CORP COM USD0.01
COMMON
912008109
22
697
SH
SOLE
697
0
0
USA TRUCK INC COM USD.01
COMMON
902925106
355
23663
SH
SOLE
23663
0
0
USANA HEALTH SCIENCES INC COM NPV
COMMON
90328M107
424
3600
SH
SOLE
3600
0
0
UTAH MEDICAL PRODUCTS INC COM USD.01
COMMON
917488108
173
2084
SH
SOLE
2084
0
0
VAALCO ENERGY INC COM USD.1
COMMON
91851C201
321
218378
SH
SOLE
218378
0
0
VAIL RESORTS INC COM USD.01
COMMON
91879Q109
265
1254
SH
SOLE
1254
0
0
VALERO ENERGY CORP COM USD1
COMMON
91913Y100
58279
776899
SH
OTR
607557
169342
0
VALHI INC COM USD1
COMMON
918905100
46
23867
SH
SOLE
23867
0
0
VECTRUS INC COM USD.01
COMMON
92242T101
67
3104
SH
SOLE
3104
0
0
VEDANTA LTD SPON ADR
COMMON
92242Y100
108
9351
SH
SOLE
9351
0
0
VEEVA SYSTEMS INC CL A COM USD.00001
COMMON
922475108
1234
13808
SH
SOLE
13808
0
0
VENTAS INC COM USD.25
COMMON
92276F100
3
55
SH
SOLE
55
0
0
VERA BRADLEY INC COM NPV
COMMON
92335C106
387
45141
SH
SOLE
45141
0
0
VEREIT INC CL A COM USD.01
COMMON
92339V100
1
102
SH
SOLE
102
0
0
VERISK ANALYTICS INC CL A COM USD.001
COMMON
92345Y106
347
3178
SH
SOLE
3178
0
0
VERIZON COMMUNICATIONS INC COM USD1
COMMON
92343V104
1516
26967
SH
SOLE
26967
0
0
VERSO CORP CL A COM USD.01
COMMON
92531L207
3879
173098
SH
SOLE
173098
0
0
VF CORP COM NPV
COMMON
918204108
181
2539
SH
SOLE
2539
0
0
VIACOM INC CL B COM USD
COMMON
92553P201
17998
700182
SH
SOLE
700182
0
0
VILLAGE SUPER MARKET -CL A CL A COM NPV
COMMON
927107409
199
7437
SH
SOLE
7437
0
0
VISA INC CL A COM USD.0001
COMMON
92826C839
2724
20643
SH
SOLE
20643
0
0
VISHAY INTERTECHNOLOGY INC COM USD.1
COMMON
928298108
781
43391
SH
SOLE
43391
0
0
VISHAY PRECISION GROUP INC COM USD.01
COMMON
92835K103
702
23191
SH
SOLE
23191
0
0
VITAMIN SHOPPE INC COM USD.001
COMMON
92849E101
247
52121
SH
SOLE
52121
0
0
VMWARE INC -CL A CL A COM USD.01
COMMON
928563402
1446
10540
SH
SOLE
10540
0
0
VODAFONE GROUP PLC SPON ADR
COMMON
92857W308
263
13661
SH
SOLE
13661
0
0
VONAGE HOLDINGS CORP COM USD.001
COMMON
92886T201
1024
117174
SH
SOLE
117174
0
0
VOYA FINANCIAL INC COM USD.01
COMMON
929089100
78431
1952643
SH
OTR
1533091
419552
0
W&T OFFSHORE INC COM USD.00001
COMMON
92922P106
446
108163
SH
SOLE
108163
0
0
WABASH NATIONAL CORP COM USD.01
COMMON
929566107
83
6311
SH
SOLE
6311
0
0
WADDELL&REED FINL INC -CL A CL A
COMMON
930059100
2591
143282
SH
SOLE
143282
0
0
WAITR HOLDINGS INC COM
COMMON
930752100
3
252
SH
SOLE
252
0
0
WALGREENS BOOTS ALLIANCE INC COM USD1.25
COMMON
931427108
38570
564092
SH
OTR
486243
77849
0
WARRIOR MET COAL INC COM USD0.01
COMMON
93627C101
239
9904
SH
SOLE
9904
0
0
WASHINGTON PRIME GROUP INC COM
COMMON
93964W108
2
351
SH
SOLE
351
0
0
WASTE MANAGEMENT INC COM NPV
COMMON
94106L109
874
9826
SH
SOLE
9826
0
0
WD-40 CO COM NPV
COMMON
929236107
356
1939
SH
SOLE
1939
0
0
WEIGHT WATCHERS INTL INC COM NVP
COMMON
948626106
173
4490
SH
SOLE
4490
0
0
WEINGARTEN REALTY INVST COM SHS INT USD.03
COMMON
948741103
2
75
SH
SOLE
75
0
0
WEIS MARKETS INC COM NPV
COMMON
948849104
769
16085
SH
SOLE
16085
0
0
WELLCARE HEALTH PLANS INC COM USD.01
COMMON
94946T106
5148
21806
SH
SOLE
21806
0
0
WELLS FARGO & CO COM USD1.67
COMMON
949746101
971
21072
SH
SOLE
21072
0
0
WERNER ENTERPRISES INC COM USD.01
COMMON
950755108
499
16876
SH
SOLE
16876
0
0
WESCO INTL INC CL A COM USD.01
COMMON
95082P105
1
23
SH
SOLE
23
0
0
WESTAMERICA BANCORPORATION COM NPV
COMMON
957090103
292
5230
SH
SOLE
5230
0
0
WESTERN DIGITAL CORP COM USD.1
COMMON
958102105
6
171
SH
SOLE
171
0
0
WESTERN UNION CO COM USD.01
COMMON
959802109
77810
4558222
SH
OTR
3491273
1066949
0
WESTLAKE CHEMICAL CORP COM USD.01
COMMON
960413102
1928
29128
SH
SOLE
29128
0
0
WEYCO GROUP INC COM USD1
COMMON
962149100
111
3822
SH
SOLE
3822
0
0
WEYERHAEUSER CO COM USD1.875
COMMON
962166104
7
315
SH
SOLE
315
0
0
WILEY (JOHN) & SONS -CL A CL A COM USD1
COMMON
968223206
520
11058
SH
SOLE
11058
0
0
WILLDAN GROUP INC COM USD.01
COMMON
96924N100
319
9118
SH
SOLE
9118
0
0
WINGSTOP INC COM USD.01
COMMON
974155103
374
5812
SH
SOLE
5812
0
0
WINMARK CORP COM NPV
COMMON
974250102
75
472
SH
SOLE
472
0
0
WINNEBAGO INDUSTRIES COM USD.5
COMMON
974637100
0
15
SH
SOLE
15
0
0
WIPRO LTD SPON ADR
COMMON
97651M109
316
61535
SH
SOLE
61535
0
0
WOORI BANK ADR
COMMON
98105T104
1579
37478
SH
SOLE
37478
0
0
WORLD WRESTLING ENTMT INC CL A COM USD.01
COMMON
98156Q108
1634
21830
SH
SOLE
21830
0
0
WORTHINGTON INDUSTRIES COM NPV
COMMON
981811102
537
15412
SH
SOLE
15412
0
0
WPP PLC ADR
COMMON
92937A102
129
2358
SH
SOLE
2358
0
0
XENIA HOTELS & RESORTS INC COM USD.01
COMMON
984017103
4
252
SH
SOLE
252
0
0
XPO LOGISTICS INC COM USD.001
COMMON
983793100
34
590
SH
SOLE
590
0
0
XYLEM INC COM USD.01
COMMON
98419M100
298
4471
SH
SOLE
4471
0
0
YUM BRANDS INC COM NPV
COMMON
988498101
87222
948361
SH
OTR
769900
178461
0
YY INC -ADR ADR
COMMON
98426T106
62
1030
SH
SOLE
1030
0
0
ZAGG INC COM USD.001
COMMON
98884U108
352
35977
SH
SOLE
35977
0
0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01
COMMON
989207105
93
583
SH
SOLE
583
0
0
ZIONS BANCORPORATION NA COM NPV
COMMON
989701107
41
993
SH
SOLE
993
0
0
ZOETIS INC CL A COM USD.01
COMMON
98978V103
1027
12008
SH
SOLE
12008
0
0