O'shaughnessy Asset Management 13F-HR Quarterly holdings report by institutional manager

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
1-800-FLOWERS.COM CL A COM USD.01	COMMON	68243Q106	274	18,893	SH		SOLE		18,893	0	0
22ND CENTURY GROUP INC COM	COMMON	90137F103	0	1	SH		SOLE		1	0	0
360 FINANCE INC - ADR ADS	COMMON	88557W101	3	358	SH		SOLE		358	0	0
3D SYSTEMS CORP COM NPV	COMMON	88554D205	1	160	SH		SOLE		160	0	0
3M CO COM NPV	COMMON	88579Y101	173	979	SH		SOLE		979	0	0
AAR CORP COM USD1	COMMON	000361105	26	588	SH		SOLE		588	0	0
AARON'S INC COM USD.5	COMMON	002535300	2,741	48,000	SH		SOLE		48,000	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	70	2,904	SH		SOLE		2,904	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	1,093	12,586	SH		SOLE		12,586	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	21,576	243,783	SH		OTR		207,876	35,907	0
ABERCROMBIE & FITCH -CL A CL A COM USD.01	COMMON	002896207	603	34,850	SH		SOLE		34,850	0	0
ABM INDUSTRIES INC COM NPV	COMMON	000957100	130	3,445	SH		SOLE		3,445	0	0
ABRAXAS PETROLEUM CORP/NV COM USD.01	COMMON	003830106	0	2	SH		SOLE		2	0	0
ACACIA COMMUNICATIONS INC COM USD.0001	COMMON	00401C108	2	25	SH		SOLE		25	0	0
ACADIA HEALTHCARE CO INC COM USD.01	COMMON	00404A109	10	296	SH		SOLE		296	0	0
ACADIA PHARMACEUTICALS INC COM USD.001	COMMON	004225108	15	355	SH		SOLE		355	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	1,371	6,513	SH		SOLE		6,513	0	0
ACCO BRANDS CORP COM	COMMON	00081T108	4	408	SH		SOLE		408	0	0
ACER THERAPEUTICS INC COM	COMMON	00444P108	14	3,593	SH		SOLE		3,593	0	0
ACHILLION PHARMACEUTICALS COM USD.001	COMMON	00448Q201	10	1,602	SH		SOLE		1,602	0	0
ACI WORLDWIDE INC CL A COM USD.005	COMMON	004498101	2,243	59,287	SH		SOLE		59,287	0	0
ACLARIS THERAPEUTICS INC COM USD.00001	COMMON	00461U105	11	5,826	SH		SOLE		5,826	0	0
ACORDA THERAPEUTICS INC COM USD.001	COMMON	00484M106	0	1	SH		SOLE		1	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	46	768	SH		SOLE		768	0	0
ACUSHNET HOLDINGS CORP COM USD.001	COMMON	005098108	150	4,631	SH		SOLE		4,631	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	233	6,112	SH		SOLE		6,112	0	0
ADDUS HOMECARE CORP COM USD.001	COMMON	006739106	19	198	SH		SOLE		198	0	0
ADIENT PLC ORD GBP.01	COMMON	G0084W101	6	304	SH		SOLE		304	0	0
ADOBE INC COM NPV	COMMON	00724F101	327	990	SH		SOLE		990	0	0
ADURO BIOTECH INC COM USD0.0001	COMMON	00739L101	0	1	SH		SOLE		1	0	0
ADVANCE AUTO PARTS INC COM USD.0001	COMMON	00751Y106	13	81	SH		SOLE		81	0	0
ADVANCED DRAINAGE SYSTEMS COM USD0.01	COMMON	00790R104	3,813	98,350	SH		SOLE		98,350	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	228	21,784	SH		SOLE		21,784	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	55	771	SH		SOLE		771	0	0
ADVANCED MICRO DEVICES COM USD.01	COMMON	007903107	83	1,814	SH		SOLE		1,814	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	164	8,226	SH		SOLE		8,226	0	0
AECOM CLB USD.01	COMMON	00766T100	7	169	SH		SOLE		169	0	0
AEGON NV NY SHR ADR	COMMON	007924103	670	147,848	SH		SOLE		147,848	0	0
AERCAP HOLDINGS NV SHS	COMMON	N00985106	21	344	SH		SOLE		344	0	0
AEROJET ROCKETDYNE HOLDINGS COM USD.1	COMMON	007800105	241	5,283	SH		SOLE		5,283	0	0
AES CORP (THE) COM USD.01	COMMON	00130H105	14	689	SH		SOLE		689	0	0
AFFILIATED MANAGERS GRP INC COM USD.01	COMMON	008252108	0	3	SH		SOLE		3	0	0
AFLAC INC COM USD.1	COMMON	001055102	53	1,009	SH		SOLE		1,009	0	0
AGCO CORP COM USD.01	COMMON	001084102	2,871	37,177	SH		SOLE		37,177	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	31	362	SH		SOLE		362	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	773	30,466	SH		SOLE		30,466	0	0
AGNC INVESTMENT CORP COM USD.01	COMMON	00123Q104	1	67	SH		SOLE		67	0	0
AGNICO EAGLE MINES LTD COM NPV	COMMON	008474108	23	380	SH		SOLE		380	0	0
AIR LEASE CORP CL A COM USD.01	COMMON	00912X302	17	360	SH		SOLE		360	0	0
AIR PRODUCTS & CHEMICALS INC COM USD1	COMMON	009158106	29	124	SH		SOLE		124	0	0
AIRCASTLE LTD COM USD.01	COMMON	G0129K104	20	624	SH		SOLE		624	0	0
AIRGAIN INC COM USD.0001	COMMON	00938A104	0	4	SH		SOLE		4	0	0
AK STEEL HOLDING CORP COM USD.01	COMMON	001547108	32	9,628	SH		SOLE		9,628	0	0
AKAMAI TECHNOLOGIES INC COM USD.01	COMMON	00971T101	15	175	SH		SOLE		175	0	0
ALARM.COM HOLDINGS INC COM USD.01	COMMON	011642105	306	7,128	SH		SOLE		7,128	0	0
ALASKA AIR GROUP INC COM USD1	COMMON	011659109	37	541	SH		SOLE		541	0	0
ALASKA COMMUNICATIONS SYS GP COM USD.01	COMMON	01167P101	110	61,985	SH		SOLE		61,985	0	0
ALBANY INTL CORP -CL A CL A COM USD.001	COMMON	012348108	24	312	SH		SOLE		312	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	6	85	SH		SOLE		85	0	0
ALCOA CORP COM USD.01	COMMON	013872106	4	207	SH		SOLE		207	0	0
ALCON INC COM	COMMON	H01301128	26	460	SH		SOLE		460	0	0
ALEXANDER & BALDWIN INC COM NPV	COMMON	014491104	5,112	243,965	SH		SOLE		243,965	0	0
ALEXANDER'S INC COM USD1	COMMON	014752109	57	172	SH		SOLE		172	0	0
ALEXANDRIA R E EQUITIES INC COM USD.01	COMMON	015271109	7	44	SH		SOLE		44	0	0
ALEXION PHARMACEUTICALS INC COM USD.0001	COMMON	015351109	2	14	SH		SOLE		14	0	0
ALGONQUIN POWER & UTIL CORP COM	COMMON	015857105	12,068	853,474	SH		SOLE		853,474	0	0
ALIBABA GROUP HLDG ADR	COMMON	01609W102	661	3,118	SH		SOLE		3,118	0	0
ALICO INC COM USD1	COMMON	016230104	184	5,136	SH		SOLE		5,136	0	0
ALIGN TECHNOLOGY INC COM USD.001	COMMON	016255101	16	59	SH		SOLE		59	0	0
ALKERMES PLC ORD SHS	COMMON	G01767105	1	52	SH		SOLE		52	0	0
ALLEGHANY CORP COM USD1	COMMON	017175100	122	153	SH		SOLE		153	0	0
ALLEGHENY TECHNOLOGIES INC COM USD1	COMMON	01741R102	9	434	SH		SOLE		434	0	0
ALLEGIANT TRAVEL CO COM USD.001	COMMON	01748X102	2	13	SH		SOLE		13	0	0
ALLEGION PLC ORD SHS	COMMON	G0176J109	4	31	SH		SOLE		31	0	0
ALLERGAN PLC COM USD.0033	COMMON	G0177J108	97	508	SH		SOLE		508	0	0
ALLIANT ENERGY CORP COM NPV	COMMON	018802108	4	69	SH		SOLE		69	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	185	3,837	SH		SOLE		3,837	0	0
ALLSCRIPTS HEALTHCARE SOLTNS COM	COMMON	01988P108	3	309	SH		SOLE		309	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	925	8,223	SH		SOLE		8,223	0	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	66,901	2,190,536	SH		OTR		1,700,120	490,416	0
ALNYLAM PHARMACEUTICALS INC COM USD.0001	COMMON	02043Q107	1	10	SH		SOLE		10	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	849	634	SH		SOLE		634	0	0
ALPHABET INC CL C COM USD.001	COMMON	02079K107	906	678	SH		SOLE		678	0	0
ALTERYX INC CL A COM USD0.0001	COMMON	02156B103	2	18	SH		SOLE		18	0	0
ALTICE USA INC COM CL A 0.01USD	COMMON	02156K103	32,398	1,185,648	SH		OTR		906,994	278,654	0
ALTISOURCE PORTFOLIO SOLTNS COM USD1	COMMON	L0175J104	576	29,803	SH		SOLE		29,803	0	0
ALTRA INDUSTRIAL MOTION CORP COM USD.001	COMMON	02208R106	8	222	SH		SOLE		222	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	16,522	331,222	SH		OTR		250,865	80,357	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	34	4,157	SH		SOLE		4,157	0	0
AMAZON.COM INC COM USD.01	COMMON	023135106	1,399	757	SH		SOLE		757	0	0
AMBAC FINANCIAL GROUP INC COM USD.01	COMMON	023139884	13	596	SH		SOLE		596	0	0
AMBARELLA INC COM USD.00045	COMMON	G037AX101	9	150	SH		SOLE		150	0	0
AMBEV SA SPON ADR COM	COMMON	02319V103	17	3,682	SH		SOLE		3,682	0	0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01	COMMON	00165C104	174	23,975	SH		SOLE		23,975	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	0	10	SH		SOLE		10	0	0
AMCOR PLC ORD	COMMON	G0250X107	448	41,351	SH		SOLE		41,351	0	0
AMDOCS ORD GBP.01	COMMON	G02602103	1	16	SH		SOLE		16	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	851	5,108	SH		SOLE		5,108	0	0
AMERCO COM USD.25	COMMON	023586100	0	1	SH		SOLE		1	0	0
AMEREN CORP COM USD5	COMMON	023608102	3	43	SH		SOLE		43	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	42	2,611	SH		SOLE		2,611	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	1	36	SH		SOLE		36	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	4	395	SH		SOLE		395	0	0
AMERICAN ELECTRIC POWER CO COM USD6.5	COMMON	025537101	127	1,349	SH		SOLE		1,349	0	0
AMERICAN EXPRESS CO COM USD.6	COMMON	025816109	292	2,347	SH		SOLE		2,347	0	0
AMERICAN FINANCIAL GROUP INC COM USD1	COMMON	025932104	10	90	SH		SOLE		90	0	0
AMERICAN HOMES 4 RENT CL A COM USD.01	COMMON	02665T306	5	205	SH		SOLE		205	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	78	1,524	SH		SOLE		1,524	0	0
AMERICAN NATIONAL INSURANCE COM USD1	COMMON	028591105	308	2,621	SH		SOLE		2,621	0	0
AMERICAN PUBLIC EDUCATION COM USD.01	COMMON	02913V103	8	285	SH		SOLE		285	0	0
AMERICAN SOFTWARE -CL A CL A COM USD.1	COMMON	029683109	335	22,580	SH		SOLE		22,580	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	2,456	10,686	SH		SOLE		10,686	0	0
AMERICAN WATER WORKS CO INC COM USD.01	COMMON	030420103	4	32	SH		SOLE		32	0	0
AMERICAN WOODMARK CORP COM USD.1	COMMON	030506109	2,401	22,998	SH		SOLE		22,998	0	0
AMERICA'S CAR-MART INC COM USD.01	COMMON	03062T105	381	3,483	SH		SOLE		3,483	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	150,740	905,381	SH		OTR		722,171	183,210	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	11,363	133,672	SH		SOLE		133,672	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	1	36	SH		SOLE		36	0	0
AMETEK INC COM USD1	COMMON	031100100	11	109	SH		SOLE		109	0	0
AMGEN INC COM NPV	COMMON	031162100	140,751	584,165	SH		OTR		470,837	113,328	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	737	56,697	SH		SOLE		56,697	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	15	235	SH		SOLE		235	0	0
AMPHASTAR PHARMACEUTICLS INC COM USD.0001	COMMON	03209R103	3	143	SH		SOLE		143	0	0
AMPHENOL CORP CL A COM USD.001	COMMON	032095101	31	284	SH		SOLE		284	0	0
AMPLIFY ENERGY CORP COM	COMMON	03212B103	308	46,654	SH		SOLE		46,654	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	199	27,751	SH		SOLE		27,751	0	0
ANALOG DEVICES COM USD.16	COMMON	032654105	1,550	13,043	SH		SOLE		13,043	0	0
ANAVEX LIFE SCIENCES CORP COM USD.001	COMMON	032797300	0	1	SH		SOLE		1	0	0
ANGLOGOLD ASHANTI LTD SPON ADR	COMMON	035128206	358	16,015	SH		SOLE		16,015	0	0
ANHEUSER-BUSCH INBEV SPON ADR	COMMON	03524A108	100	1,222	SH		SOLE		1,222	0	0
ANI PHARMACEUTICALS INC COM USD.0001	COMMON	00182C103	1,065	17,296	SH		SOLE		17,296	0	0
ANIKA THERAPEUTICS INC COM USD.01	COMMON	035255108	1,103	21,309	SH		SOLE		21,309	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	3	12	SH		SOLE		12	0	0
ANTARES PHARMA INC COM USD.01	COMMON	036642106	284	60,573	SH		SOLE		60,573	0	0
ANTERIX INC COM USD.0001	COMMON	03676C100	9	215	SH		SOLE		215	0	0
ANTERO MIDSTREAM CORP COM	COMMON	03676B102	3	389	SH		SOLE		389	0	0
ANTHEM INC COM USD.01	COMMON	036752103	206	683	SH		SOLE		683	0	0
AON PLC CL A ORD	COMMON	G0408V102	26	123	SH		SOLE		123	0	0
APACHE CORP COM USD1.25	COMMON	037411105	4	159	SH		SOLE		159	0	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R754	19	359	SH		SOLE		359	0	0
APOLLO COMMERCIAL RE FIN INC COM USD.01	COMMON	03762U105	1	79	SH		SOLE		79	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	972	8,859	SH		SOLE		8,859	0	0
APPLE HOSPITALITY REIT INC COM NPV	COMMON	03784Y200	62	3,827	SH		SOLE		3,827	0	0
APPLE INC COM NPV	COMMON	037833100	4,684	15,950	SH		SOLE		15,950	0	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	1	8	SH		SOLE		8	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	111	1,826	SH		SOLE		1,826	0	0
APTARGROUP INC COM USD.01	COMMON	038336103	1	10	SH		SOLE		10	0	0
APTIV PLC ORD USD.01	COMMON	G6095L109	26	269	SH		SOLE		269	0	0
AQUA AMERICA INC COM USD.5	COMMON	03836W103	1	26	SH		SOLE		26	0	0
ARAMARK COM USD.01	COMMON	03852U106	604	13,919	SH		SOLE		13,919	0	0
ARBOR REALTY TRUST INC COM USD.01	COMMON	038923108	0	3	SH		SOLE		3	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	41	29,501	SH		SOLE		29,501	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	1,898	68,769	SH		SOLE		68,769	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	20	1,128	SH		SOLE		1,128	0	0
ARCH CAPITAL GROUP LTD COM USD.01	COMMON	G0450A105	751	17,501	SH		SOLE		17,501	0	0
ARCH COAL INC COM USD.01	COMMON	039380407	1	13	SH		SOLE		13	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	6	130	SH		SOLE		130	0	0
ARCONIC INC COM USD1	COMMON	03965L100	49,044	1,594,721	SH		OTR		1,218,181	376,540	0
ARDAGH GROUP SA EUR0.01 CL A	COMMON	L0223L101	410	20,985	SH		SOLE		20,985	0	0
ARENA PHARMACEUTICALS INC COM USD.0001	COMMON	040047607	222	4,896	SH		SOLE		4,896	0	0
ARES COMMERCIAL REAL ESTATE COM USD0.01	COMMON	04013V108	0	30	SH		SOLE		30	0	0
ARGO GROUP INTL HOLDINGS LTD COM USD.1	COMMON	G0464B107	446	6,794	SH		SOLE		6,794	0	0
ARMOUR RESIDENTIAL REIT INC COM USD.0001	COMMON	042315507	2	90	SH		SOLE		90	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	5,084	54,112	SH		SOLE		54,112	0	0
ARQULE INC COM USD.01	COMMON	04269E107	2	103	SH		SOLE		103	0	0
ARROW ELECTRONICS INC COM USD1	COMMON	042735100	18	218	SH		SOLE		218	0	0
ARROWHEAD PHARMACEUTICALS COM USD.001	COMMON	04280A100	909	14,359	SH		SOLE		14,359	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	128	1,349	SH		SOLE		1,349	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	175	5,411	SH		SOLE		5,411	0	0
ASBURY AUTOMOTIVE GROUP INC COM USD.01	COMMON	043436104	10	89	SH		SOLE		89	0	0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR	COMMON	00215W100	0	56	SH		SOLE		56	0	0
ASGN INC COM USD.01	COMMON	00191U102	2	29	SH		SOLE		29	0	0
ASHLAND GLOBAL HOLDINGS INC COM USD1	COMMON	044186104	2	30	SH		SOLE		30	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	231	779	SH		SOLE		779	0	0
ASSERTIO THERAPEUTICS INC COM NPV	COMMON	04545L107	0	1	SH		SOLE		1	0	0
ASSOCIATED BANC-CORP COM USD.1	COMMON	045487105	57	2,584	SH		SOLE		2,584	0	0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001	COMMON	045528106	91	2,313	SH		SOLE		2,313	0	0
ASSURANT INC COM USD.01	COMMON	04621X108	18	137	SH		SOLE		137	0	0
ASSURED GUARANTY LTD COM	COMMON	G0585R106	38	781	SH		SOLE		781	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	715	14,333	SH		SOLE		14,333	0	0
ASTRONICS CORP COM USD.01	COMMON	046433108	120	4,316	SH		SOLE		4,316	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	218	15,913	SH		SOLE		15,913	0	0
ASURE SOFTWARE INC COM USD.01	COMMON	04649U102	10	1,263	SH		SOLE		1,263	0	0
AT&T INC COM USD1	COMMON	00206R102	6,652	170,233	SH		SOLE		170,233	0	0
ATHENE HOLDING LTD COM CL A USD.001	COMMON	G0684D107	37	788	SH		SOLE		788	0	0
ATKORE INTL GROUP INC COM USD.01	COMMON	047649108	1,227	30,341	SH		SOLE		30,341	0	0
ATLANTIC POWER CORP COM	COMMON	04878Q863	4	1,739	SH		SOLE		1,739	0	0
ATLAS AIR WORLDWIDE HLDG INC COM NEW	COMMON	049164205	4	143	SH		SOLE		143	0	0
ATLASSIAN CORP PLC CL A ORD USD.1	COMMON	G06242104	23	189	SH		SOLE		189	0	0
ATMOS ENERGY CORP COM NPV	COMMON	049560105	11	94	SH		SOLE		94	0	0
ATN INTERNATIONAL INC COM USD.01	COMMON	00215F107	7	134	SH		SOLE		134	0	0
ATRICURE INC COM USD.001	COMMON	04963C209	9	269	SH		SOLE		269	0	0
ATRION CORP COM USD1	COMMON	049904105	194	259	SH		SOLE		259	0	0
AU OPTRONICS CORP SPONSORED ADR	COMMON	002255107	37	11,370	SH		SOLE		11,370	0	0
AUBURN NATIONAL BANCORP COM USD.01	COMMON	050473107	4	70	SH		SOLE		70	0	0
AUDENTES THERAPEUTICS INC COM USD.00001	COMMON	05070R104	8	128	SH		SOLE		128	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	349	13,600	SH		SOLE		13,600	0	0
AUTODESK INC COM NPV	COMMON	052769106	59	323	SH		SOLE		323	0	0
AUTOLIV INC COM USD1	COMMON	052800109	6	72	SH		SOLE		72	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	4,642	27,227	SH		SOLE		27,227	0	0
AUTONATION INC COM USD.01	COMMON	05329W102	22	449	SH		SOLE		449	0	0
AUTOZONE INC COM NPV	COMMON	053332102	28,071	23,571	SH		OTR		19,412	4,159	0
AVALONBAY COMMUNITIES INC COM USD.01	COMMON	053484101	30	144	SH		SOLE		144	0	0
AVEO PHARMACEUTICALS INC COM USD.001	COMMON	053588109	5	8,500	SH		SOLE		8,500	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	5	36	SH		SOLE		36	0	0
AVIAT NETWORKS INC COM USD.01	COMMON	05366Y201	90	6,382	SH		SOLE		6,382	0	0
AVISTA CORP COM NPV	COMMON	05379B107	14	288	SH		SOLE		288	0	0
AVNET INC COM USD1	COMMON	053807103	70	1,652	SH		SOLE		1,652	0	0
AXA EQUITABLE HOLDINGS COM	COMMON	054561105	4,618	186,364	SH		OTR		137,591	48,773	0
AXIS CAPITAL HOLDINGS LTD COM USD.1	COMMON	G0692U109	12	202	SH		SOLE		202	0	0
B2GOLD CORP COM NPV	COMMON	11777Q209	1,582	394,537	SH		SOLE		394,537	0	0
BAIDU INC ADR	COMMON	056752108	29	230	SH		SOLE		230	0	0
BAKER HUGHES CO COM A	COMMON	05722G100	2	84	SH		SOLE		84	0	0
BALL CORP COM NPV	COMMON	058498106	346	5,346	SH		SOLE		5,346	0	0
BANCO SANTANDER MEXICO -ADR ADR	COMMON	05969B103	172	25,423	SH		SOLE		25,423	0	0
BANCO SANTANDER SA ADR	COMMON	05964H105	68	16,511	SH		SOLE		16,511	0	0
BANCORP INC COM	COMMON	05969A105	1	97	SH		SOLE		97	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	54,587	1,550,645	SH		OTR		1,234,355	316,290	0
BANK OF COMMERCE HOLDINGS COM NPV	COMMON	06424J103	79	6,857	SH		SOLE		6,857	0	0
BANK OF MONTREAL COM NPV	COMMON	063671101	1,587	20,480	SH		SOLE		20,480	0	0
BANK OF NEW YORK MELLON CORP COM USD7.5	COMMON	064058100	108	2,155	SH		SOLE		2,155	0	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	66	1,177	SH		SOLE		1,177	0	0
BANK OF NT BUTTERFIELD & SON COM BMD0.01	COMMON	G0772R208	324	8,749	SH		SOLE		8,749	0	0
BANK OF PRINCETON COM	COMMON	064520109	61	1,945	SH		SOLE		1,945	0	0
BANKFINANCIAL CORP COM USD.01	COMMON	06643P104	139	10,628	SH		SOLE		10,628	0	0
BANKUNITED INC COM USD.01	COMMON	06652K103	16	449	SH		SOLE		449	0	0
BANNER CORP COM USD.01	COMMON	06652V208	10	170	SH		SOLE		170	0	0
BAR HARBOR BANKSHARES COM USD2	COMMON	066849100	75	2,954	SH		SOLE		2,954	0	0
BARCLAYS PLC ADR	COMMON	06738E204	93	9,806	SH		SOLE		9,806	0	0
BARRETT BUSINESS SVCS INC COM USD.01	COMMON	068463108	1	7	SH		SOLE		7	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	2,216	119,331	SH		SOLE		119,331	0	0
BASSETT FURNITURE INDS COM USD5	COMMON	070203104	322	19,298	SH		SOLE		19,298	0	0
BAUDAX BIO INC COM	COMMON	07160F107	1	132	SH		SOLE		132	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	78	927	SH		SOLE		927	0	0
BBVA SPON ADR	COMMON	05946K101	480	86,099	SH		SOLE		86,099	0	0
BCB BANCORP INC COM	COMMON	055298103	181	13,153	SH		SOLE		13,153	0	0
BCE INC COM NPV	COMMON	05534B760	6,811	147,072	SH		SOLE		147,072	0	0
BEACON ROOFING SUPPLY INC COM USD.01	COMMON	073685109	2	78	SH		SOLE		78	0	0
BEAZER HOMES USA INC COM USD.01	COMMON	07556Q881	11	813	SH		SOLE		813	0	0
BECTON DICKINSON & CO COM USD1	COMMON	075887109	79	289	SH		SOLE		289	0	0
BED BATH & BEYOND INC COM USD.01	COMMON	075896100	12	718	SH		SOLE		718	0	0
BEL FUSE INC CL B	COMMON	077347300	80	3,885	SH		SOLE		3,885	0	0
BELDEN INC COM USD.01	COMMON	077454106	256	4,654	SH		SOLE		4,654	0	0
BENCHMARK ELECTRONICS INC COM USD.01	COMMON	08160H101	1,343	39,145	SH		SOLE		39,145	0	0
BERKLEY (W R) CORP COM USD.2	COMMON	084423102	103	1,494	SH		SOLE		1,494	0	0
BERKSHIRE HATHAWAY CL B COM USD.0033	COMMON	084670702	695	3,068	SH		SOLE		3,068	0	0
BERKSHIRE HILLS BANCORP INC COM USD.01	COMMON	084680107	118	3,601	SH		SOLE		3,601	0	0
BERRY PETROLEUM COM	COMMON	08579X101	44	4,629	SH		SOLE		4,629	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	53,639	611,199	SH		OTR		512,081	99,118	0
BG STAFFING INC COM	COMMON	05544A109	345	15,769	SH		SOLE		15,769	0	0
BHP GROUP LTD ADR	COMMON	05545E209	64	1,367	SH		SOLE		1,367	0	0
BHP GROUP LTD ADR	COMMON	088606108	272	4,980	SH		SOLE		4,980	0	0
BIG 5 SPORTING GOODS CORP COM USD.01	COMMON	08915P101	360	119,971	SH		SOLE		119,971	0	0
BIGLARI HOLDINGS INC CL B	COMMON	08986R309	231	2,018	SH		SOLE		2,018	0	0
BIODELIVERY SCIENCES INTL COM NPV	COMMON	09060J106	252	39,909	SH		SOLE		39,909	0	0
BIOGEN INC COM NPV	COMMON	09062X103	6,153	20,741	SH		OTR		17,280	3,461	0
BIOHAVEN PHRMCUTCL HLD COM	COMMON	G11196105	2	30	SH		SOLE		30	0	0
BIOMARIN PHARMACEUTICAL INC COM USD.001	COMMON	09061G101	1	15	SH		SOLE		15	0	0
BIO-RAD LABORATORIES INC CL A COM USD1	COMMON	090572207	104	281	SH		SOLE		281	0	0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001	COMMON	090931106	5	93	SH		SOLE		93	0	0
BIOTELEMETRY INC COM USD.001	COMMON	090672106	12	261	SH		SOLE		261	0	0
BLACK HILLS CORP COM USD1	COMMON	092113109	43	549	SH		SOLE		549	0	0
BLACK KNIGHT INC CL A COM USD.0001	COMMON	09215C105	2	29	SH		SOLE		29	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	176	350	SH		SOLE		350	0	0
BLACKSTONE GROUP INC COM UNIT	COMMON	09260D107	144	2,583	SH		SOLE		2,583	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	593	25,271	SH		SOLE		25,271	0	0
BLOOM ENERGY CORP COM	COMMON	093712107	0	1	SH		SOLE		1	0	0
BLUEPRINT MEDICINES CORP COM USD.001	COMMON	09627Y109	4	55	SH		SOLE		55	0	0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01	COMMON	09627J102	262	21,805	SH		SOLE		21,805	0	0
BMC STOCK HOLDINGS INC COM USD.01	COMMON	05591B109	2,708	94,438	SH		SOLE		94,438	0	0
BOEING CO COM USD5	COMMON	097023105	191	585	SH		SOLE		585	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	276	7,560	SH		SOLE		7,560	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	5,911	2,878	SH		OTR		2,678	200	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	4	97	SH		SOLE		97	0	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	30	422	SH		SOLE		422	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	2,687	61,938	SH		SOLE		61,938	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	551	1,461	SH		SOLE		1,461	0	0
BOSTON PRIVATE FINL HOLDINGS COM USD1	COMMON	101119105	2,304	191,520	SH		SOLE		191,520	0	0
BOSTON PROPERTIES INC COM USD.01	COMMON	101121101	10,158	73,712	SH		OTR		68,581	5,131	0
BOSTON SCIENTIFIC CORP COM USD.01	COMMON	101137107	113	2,504	SH		SOLE		2,504	0	0
BP PLC ADR	COMMON	055622104	94	2,490	SH		SOLE		2,490	0	0
BRADESCO BANCO SPON ADR	COMMON	059460402	99	11,435	SH		SOLE		11,435	0	0
BRADY CORP CL A COM USD.01	COMMON	104674106	1,375	24,059	SH		SOLE		24,059	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	52	3,279	SH		SOLE		3,279	0	0
BRASKEM SA SPON ADR PFD A	COMMON	105532105	10	645	SH		SOLE		645	0	0
BRF SA SPON ADR NPV	COMMON	10552T107	128	14,693	SH		SOLE		14,693	0	0
BRIDGFORD FOODS CORP COM USD1	COMMON	108763103	54	2,198	SH		SOLE		2,198	0	0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001	COMMON	109194100	9	58	SH		SOLE		58	0	0
BRIGHTHOUSE FINANL INC When Issued	COMMON	10922N103	35	893	SH		SOLE		893	0	0
BRIGHTSPHERE INVEST GRP INC ORD	COMMON	10948W103	354	34,645	SH		SOLE		34,645	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	3,576	85,153	SH		SOLE		85,153	0	0
BRISTOL-MYERS SQUIBB CO COM USD.1	COMMON	110122108	497	7,740	SH		SOLE		7,740	0	0
BRITISH AMER TOBACCO PLC SPON ADR	COMMON	110448107	232	5,467	SH		SOLE		5,467	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	63	2,894	SH		SOLE		2,894	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	323	1,022	SH		SOLE		1,022	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	21	171	SH		SOLE		171	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	91	1,583	SH		SOLE		1,583	0	0
BROWN & BROWN INC COM USD.1	COMMON	115236101	1	29	SH		SOLE		29	0	0
BROWN FORMAN CORP CL B COM USD.15	COMMON	115637209	2	32	SH		SOLE		32	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	13,389	294,014	SH		SOLE		294,014	0	0
BRT APARTMENTS CORP SHS BEN INT	COMMON	055645303	303	17,853	SH		SOLE		17,853	0	0
BRUKER CORP COM USD.01	COMMON	116794108	394	7,738	SH		SOLE		7,738	0	0
BUCKLE INC COM USD.05	COMMON	118440106	388	14,365	SH		SOLE		14,365	0	0
BUILDERS FIRSTSOURCE COM USD.01	COMMON	12008R107	1,681	66,267	SH		SOLE		66,267	0	0
BUNGE LTD COM USD.01	COMMON	G16962105	1	17	SH		SOLE		17	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	115	503	SH		SOLE		503	0	0
BWX TECHNOLOGIES INC COM USD.01	COMMON	05605H100	1	20	SH		SOLE		20	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	174	3,139	SH		SOLE		3,139	0	0
CABLE ONE INC COM USD.01	COMMON	12685J105	152	102	SH		SOLE		102	0	0
CABOT MICROELECTRONICS CORP COM USD.001	COMMON	12709P103	7	48	SH		SOLE		48	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	2,415	138,719	SH		OTR		101,134	37,585	0
CACI INTL INC -CL A CL A COM USD.1	COMMON	127190304	268	1,073	SH		SOLE		1,073	0	0
CADENCE BANCORPORATION CL A COM	COMMON	12739A100	1	80	SH		SOLE		80	0	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	7,748	111,714	SH		SOLE		111,714	0	0
CAE INC COM NPV	COMMON	124765108	8,597	324,841	SH		SOLE		324,841	0	0
CALAMP CORP COM NPV	COMMON	128126109	78	8,172	SH		SOLE		8,172	0	0
CALLAWAY GOLF CO COM USD.01	COMMON	131193104	8	359	SH		SOLE		359	0	0
CALLON PETROLEUM CO/DE COM USD.01	COMMON	13123X102	5	1,134	SH		SOLE		1,134	0	0
CAL-MAINE FOODS INC COM USD.01	COMMON	128030202	474	11,077	SH		SOLE		11,077	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	1	23	SH		SOLE		23	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	7,901	94,990	SH		SOLE		94,990	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	53	581	SH		SOLE		581	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	19,831	613,402	SH		SOLE		613,402	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	63	249	SH		SOLE		249	0	0
CANON INC ADR	COMMON	138006309	51	1,848	SH		SOLE		1,848	0	0
CAPITAL CITY BK GROUP INC COM USD.01	COMMON	139674105	187	6,133	SH		SOLE		6,133	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	1,138	11,059	SH		SOLE		11,059	0	0
CAPRI HOLDINGS LTD ORD NPV	COMMON	G1890L107	0	9	SH		SOLE		9	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	97,456	1,927,828	SH		OTR		1,564,239	363,589	0
CARDIOVASCULAR SYSTEMS INC COM NPV	COMMON	141619106	6	117	SH		SOLE		117	0	0
CARDTRONICS PLC CL A ORD USD0.01	COMMON	G1991C105	74	1,650	SH		SOLE		1,650	0	0
CAREER EDUCATION CORP COM USD.01	COMMON	141665109	228	12,447	SH		SOLE		12,447	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	405	19,666	SH		SOLE		19,666	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	5,759	35,588	SH		SOLE		35,588	0	0
CARMAX INC COM NPV	COMMON	143130102	5	54	SH		SOLE		54	0	0
CARNIVAL CORPORATION & PLC COM USD.01	COMMON	143658300	3	53	SH		SOLE		53	0	0
CARPENTER TECHNOLOGY CORP COM USD5	COMMON	144285103	3	54	SH		SOLE		54	0	0
CARS.COM INC COM USD.01	COMMON	14575E105	0	33	SH		SOLE		33	0	0
CARTER'S INC COM USD.01	COMMON	146229109	32	293	SH		SOLE		293	0	0
CARVANA CO CL A COM USD .001	COMMON	146869102	5	50	SH		SOLE		50	0	0
CASEYS GENERAL STORES INC COM NPV	COMMON	147528103	32	202	SH		SOLE		202	0	0
CATALENT INC COM USD.01	COMMON	148806102	105	1,861	SH		SOLE		1,861	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	35,557	240,907	SH		OTR		189,279	51,628	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	896	51,539	SH		SOLE		51,539	0	0
CB FINANCIAL SERVICES INC COM USD0.4167	COMMON	12479G101	1	42	SH		SOLE		42	0	0
CBIZ INC COM	COMMON	124805102	221	8,215	SH		SOLE		8,215	0	0
CBL & ASSOCIATES PPTYS INC COM USD.01	COMMON	124830100	7	6,937	SH		SOLE		6,937	0	0
CBOE GLOBAL MARKETS INC COM USD0.01	COMMON	12503M108	3	23	SH		SOLE		23	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	41	671	SH		SOLE		671	0	0
CDW CORP COM USD.01	COMMON	12514G108	814	5,699	SH		SOLE		5,699	0	0
CECO ENVIRONMENTAL CORP COM NPV	COMMON	125141101	0	21	SH		SOLE		21	0	0
CELANESE CORP COM USD.01	COMMON	150870103	88,066	715,625	SH		OTR		557,022	158,603	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	2,437	294,003	SH		SOLE		294,003	0	0
CENOVUS ENERGY INC COM NPV	COMMON	15135U109	19	1,898	SH		SOLE		1,898	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	29	460	SH		SOLE		460	0	0
CENTRAL GARDEN & PET CO CL A COM USD.01	COMMON	153527205	1	26	SH		SOLE		26	0	0
CENTURY COMMUNITIES INC COM USD.01	COMMON	156504300	3	100	SH		SOLE		100	0	0
CENTURYLINK INC COM USD1	COMMON	156700106	1,302	98,536	SH		SOLE		98,536	0	0
CERNER CORP COM USD.01	COMMON	156782104	26	354	SH		SOLE		354	0	0
CF INDUSTRIES HOLDINGS INC COM USD.01	COMMON	125269100	51,026	1,069,357	SH		OTR		859,594	209,763	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	16,733	200,031	SH		SOLE		200,031	0	0
CHANGYOU.COM LTD ADR CL A	COMMON	15911M107	0	1	SH		SOLE		1	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	3	20	SH		SOLE		20	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	169	349	SH		SOLE		349	0	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	22	200	SH		SOLE		200	0	0
CHECKPOINT THERAPEUTICS INC COM	COMMON	162828107	0	1	SH		SOLE		1	0	0
CHEETAH MOBILE INC -ADR ADR	COMMON	163075104	157	43,232	SH		SOLE		43,232	0	0
CHEFS' WAREHOUSE INC COM USD.01	COMMON	163086101	3	68	SH		SOLE		68	0	0
CHEMED CORP COM USD1	COMMON	16359R103	186	424	SH		SOLE		424	0	0
CHEMOURS CO COM USD0.01	COMMON	163851108	10	530	SH		SOLE		530	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	199	4,745	SH		SOLE		4,745	0	0
CHENIERE ENERGY INC COM USD.03	COMMON	16411R208	0	5	SH		SOLE		5	0	0
CHEVRON CORP COM USD3	COMMON	166764100	3,884	32,239	SH		SOLE		32,239	0	0
CHIMERA INVESTMENT CORP COM USD.01	COMMON	16934Q208	5	253	SH		SOLE		253	0	0
CHIMERIX INC COM USD.001	COMMON	16934W106	0	1	SH		SOLE		1	0	0
CHINA DISTANCE EDUCATION-ADR ADS NPV	COMMON	16944W104	95	11,700	SH		SOLE		11,700	0	0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H	COMMON	16939P106	24	1,729	SH		SOLE		1,729	0	0
CHINA MOBILE LTD SPON ADR	COMMON	16941M109	2,382	56,356	SH		SOLE		56,356	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	3,670	61,021	SH		SOLE		61,021	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	12	303	SH		SOLE		303	0	0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR	COMMON	16945R104	259	27,714	SH		SOLE		27,714	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	538	40,325	SH		SOLE		40,325	0	0
CHIPMOS TECHNOLOGIES INC ADR	COMMON	16965P202	1,025	45,314	SH		SOLE		45,314	0	0
CHIPOTLE MEXICAN GRILL INC COM USD.01	COMMON	169656105	5	6	SH		SOLE		6	0	0
CHOICE HOTELS INTL INC COM USD.01	COMMON	169905106	48	468	SH		SOLE		468	0	0
CHUBB LTD ORD KYD.125	COMMON	H1467J104	55	355	SH		SOLE		355	0	0
CHUNGHWA TELECOM LTD SPON ADR	COMMON	17133Q502	0	12	SH		SOLE		12	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	4,679	66,520	SH		SOLE		66,520	0	0
CIENA CORP COM USD.01	COMMON	171779309	867	20,340	SH		SOLE		20,340	0	0
CIGNA CORP COM USD1	COMMON	125523100	142	692	SH		SOLE		692	0	0
CIM COMMERICAL TRUST DHD BEN INT USD.001	COMMON	125525584	33	2,259	SH		SOLE		2,259	0	0
CIMAREX ENERGY CO COM USD.01	COMMON	171798101	8	147	SH		SOLE		147	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	117	1,108	SH		SOLE		1,108	0	0
CINEMARK HOLDINGS INC COM USD.001	COMMON	17243V102	1	30	SH		SOLE		30	0	0
CINTAS CORP COM NPV	COMMON	172908105	435	1,618	SH		SOLE		1,618	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	3,717	45,126	SH		SOLE		45,126	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	63,690	1,328,605	SH		OTR		1,084,361	244,244	0
CIT GROUP INC COM USD.01	COMMON	125581801	42	929	SH		SOLE		929	0	0
CITI TRENDS INC COM	COMMON	17306X102	3	145	SH		SOLE		145	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	150,549	1,885,498	SH		OTR		1,512,046	373,452	0
CITIZENS FINANCIAL GROUP INC COM USD.01	COMMON	174610105	1,719	42,335	SH		SOLE		42,335	0	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	48,444	437,039	SH		OTR		353,082	83,957	0
CIVISTA BANCSHARES INC COM NPV	COMMON	178867107	77	3,194	SH		SOLE		3,194	0	0
CLARUS CORP COM USD.0001	COMMON	18270P109	1	39	SH		SOLE		39	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	82	5,881	SH		SOLE		5,881	0	0
CLEARWAY ENERGY INC CL C COM NPV	COMMON	18539C204	13	628	SH		SOLE		628	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	15	97	SH		SOLE		97	0	0
CLOVIS ONCOLOGY INC COM USD0.001	COMMON	189464100	2	226	SH		SOLE		226	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	51	256	SH		SOLE		256	0	0
CMS ENERGY CORP COM USD.01	COMMON	125896100	3	55	SH		SOLE		55	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	1,196	26,698	SH		SOLE		26,698	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	336	18,554	SH		SOLE		18,554	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	1,605	9,630	SH		SOLE		9,630	0	0
CNX RESOURCES CORPORATION COM USD.01	COMMON	12653C108	3	340	SH		SOLE		340	0	0
COCA COLA CONSOLIDATED INC COM USD1	COMMON	191098102	17	59	SH		SOLE		59	0	0
COCA-COLA CO COM USD.5	COMMON	191216100	444	8,018	SH		SOLE		8,018	0	0
COCA-COLA EUROPEAN PARTNERS ORD NPV	COMMON	G25839104	1,218	23,933	SH		SOLE		23,933	0	0
CODEXIS INC COM USD.0001	COMMON	192005106	2	130	SH		SOLE		130	0	0
COEUR MINING INC COM USD1	COMMON	192108504	7	875	SH		SOLE		875	0	0
COGENT COMMUNICATIONS HLDGS COM USD.001	COMMON	19239V302	488	7,429	SH		SOLE		7,429	0	0
COGNEX CORP COM USD.002	COMMON	192422103	2	40	SH		SOLE		40	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	27	433	SH		SOLE		433	0	0
COHEN & STEERS INC COM USD.01	COMMON	19247A100	960	15,319	SH		SOLE		15,319	0	0
COHERENT INC COM USD.22	COMMON	192479103	16	97	SH		SOLE		97	0	0
COHERUS BIOSCIENCES INC COM USD.0001	COMMON	19249H103	4	227	SH		SOLE		227	0	0
COLFAX CORP COM USD.001	COMMON	194014106	23	642	SH		SOLE		642	0	0
COLGATE-PALMOLIVE CO COM USD1	COMMON	194162103	82	1,189	SH		SOLE		1,189	0	0
COLLECTORS UNIVERSE INC COM USD.001	COMMON	19421R200	4,332	188,106	SH		SOLE		188,106	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	199	1,990	SH		SOLE		1,990	0	0
COMCAST CORP CL A COM USD1	COMMON	20030N101	291	6,481	SH		SOLE		6,481	0	0
COMERICA INC COM USD5	COMMON	200340107	36,558	509,711	SH		OTR		401,777	107,934	0
COMMERCE BANCSHARES INC COM USD5	COMMON	200525103	97	1,422	SH		SOLE		1,422	0	0
COMMERCIAL METALS COM USD5	COMMON	201723103	5	232	SH		SOLE		232	0	0
COMMSCOPE HOLDING CO INC COM USD.01	COMMON	20337X109	12	845	SH		SOLE		845	0	0
COMMUNICATIONS SYSTEMS INC COM USD.05	COMMON	203900105	183	29,738	SH		SOLE		29,738	0	0
COMMUNITY FINANCIAL CORP COM USD0.01	COMMON	20368X101	100	2,807	SH		SOLE		2,807	0	0
COMMUNITY HEALTHCARE TRUST COM USD0.01	COMMON	20369C106	8	198	SH		SOLE		198	0	0
COMPANHIA SIDERURGICA NACION SPON ADR	COMMON	20440W105	134	38,865	SH		SOLE		38,865	0	0
COMPANIA CERVECERIAS UNIDAS SPON ADR	COMMON	204429104	253	13,360	SH		SOLE		13,360	0	0
COMPASS MINERALS INTL INC COM	COMMON	20451N101	5	78	SH		SOLE		78	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	164	31,614	SH		SOLE		31,614	0	0
COMSCORE INC COM USD.001	COMMON	20564W105	11	2,158	SH		SOLE		2,158	0	0
COMSTOCK RESOURCES INC COM USD.5	COMMON	205768302	74	9,017	SH		SOLE		9,017	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	257	7,254	SH		SOLE		7,254	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	1	23	SH		SOLE		23	0	0
CONCHO RESOURCES INC COM USD.001	COMMON	20605P101	8	96	SH		SOLE		96	0	0
CONFORMIS INC COM USD.00001	COMMON	20717E101	0	1	SH		SOLE		1	0	0
CONMED CORP COM USD.01	COMMON	207410101	2,155	19,302	SH		SOLE		19,302	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	15,385	236,793	SH		SOLE		236,793	0	0
CONSOLIDATED EDISON INC COM USD5	COMMON	209115104	13	145	SH		SOLE		145	0	0
CONSOLIDATED TOMOKA LAND CO COM USD1	COMMON	210226106	8	126	SH		SOLE		126	0	0
CONSTELLATION BRANDS CL A COM USD.01	COMMON	21036P108	90	476	SH		SOLE		476	0	0
CONSTELLIUM SE CL A COM NPV	COMMON	F21107101	0	19	SH		SOLE		19	0	0
CONSTRUCTION PRTNR INC COM	COMMON	21044C107	110	6,510	SH		SOLE		6,510	0	0
CONSUMER PORTFOLIO SVCS INC COM NPV	COMMON	210502100	63	18,714	SH		SOLE		18,714	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	64	15,205	SH		SOLE		15,205	0	0
CONTINENTAL RESOURCES INC COM USD.01	COMMON	212015101	1	40	SH		SOLE		40	0	0
CONTROLADORA VUELA COMPANIA ADR	COMMON	21240E105	0	24	SH		SOLE		24	0	0
COOPER COS INC (THE) COM USD.1	COMMON	216648402	2,035	6,334	SH		SOLE		6,334	0	0
COOPER TIRE & RUBBER CO COM USD1	COMMON	216831107	237	8,272	SH		SOLE		8,272	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	10	88	SH		SOLE		88	0	0
COPART INC COM NPV	COMMON	217204106	6	62	SH		SOLE		62	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	1	90	SH		SOLE		90	0	0
CORE MARK HOLDING CO INC COM	COMMON	218681104	1,149	42,326	SH		SOLE		42,326	0	0
CORENERGY INFRASTRUCTURE TR COM	COMMON	21870U502	426	9,549	SH		SOLE		9,549	0	0
CORESITE REALTY CORP COM USD.01	COMMON	21870Q105	0	3	SH		SOLE		3	0	0
CORNERSTNE BULDNG BRNDS INC COM USD.01	COMMON	21925D109	6	669	SH		SOLE		669	0	0
CORNING INC COM USD5	COMMON	219350105	240	8,249	SH		SOLE		8,249	0	0
CORPORATE OFFICE PROPERT COM USD.01	COMMON	22002T108	4	137	SH		SOLE		137	0	0
CORTEVA INC COM	COMMON	22052L104	7	243	SH		SOLE		243	0	0
CORVEL CORP COM USD.0001	COMMON	221006109	2,078	23,821	SH		SOLE		23,821	0	0
COSAN LTD CL A COM USD.01	COMMON	G25343107	523	22,895	SH		SOLE		22,895	0	0
COSTAR GROUP INC COM USD.01	COMMON	22160N109	145	242	SH		SOLE		242	0	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	780	2,654	SH		SOLE		2,654	0	0
COTY INC CL A COM USD.01	COMMON	222070203	71	6,278	SH		SOLE		6,278	0	0
COUNTY BANCORP INC COM USD.01	COMMON	221907108	46	1,803	SH		SOLE		1,803	0	0
COUPA SOFTWARE INC COM USD.0001	COMMON	22266L106	1	8	SH		SOLE		8	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795502	3	73	SH		SOLE		73	0	0
COVENANT TRANSPORTATION GRP CL A COM USD.01	COMMON	22284P105	3	235	SH		SOLE		235	0	0
COVETRUS INC COM	COMMON	22304C100	26	1,962	SH		SOLE		1,962	0	0
COVIA HOLDINGS CORP CL A COM USD.01	COMMON	22305A103	0	1	SH		SOLE		1	0	0
CRACKER BARREL OLD CTRY STOR COM USD.5	COMMON	22410J106	221	1,437	SH		SOLE		1,437	0	0
CRANE CO COM USD6.25	COMMON	224399105	3	30	SH		SOLE		30	0	0
CRAWFORD & CO CL A COM NPV	COMMON	224633206	3	303	SH		SOLE		303	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	82	8,093	SH		SOLE		8,093	0	0
CREDICORP LTD COM USD5	COMMON	G2519Y108	2	8	SH		SOLE		8	0	0
CREDIT ACCEPTANCE CORP COM NPV	COMMON	225310101	81	184	SH		SOLE		184	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	114	8,479	SH		SOLE		8,479	0	0
CREE INC COM USD.01	COMMON	225447101	2	48	SH		SOLE		48	0	0
CRH PLC ADR	COMMON	12626K203	6	147	SH		SOLE		147	0	0
CRITEO SA ADR	COMMON	226718104	14	785	SH		SOLE		785	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	286	24,693	SH		SOLE		24,693	0	0
CROWN CASTLE INTL CORP COM USD.01	COMMON	22822V101	103	726	SH		SOLE		726	0	0
CROWN CRAFTS INC COM USD1	COMMON	228309100	219	35,594	SH		SOLE		35,594	0	0
CROWN HOLDINGS INC COM USD5	COMMON	228368106	1	7	SH		SOLE		7	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	184	3,569	SH		SOLE		3,569	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	4,500	58,516	SH		SOLE		58,516	0	0
CSX CORP COM USD1	COMMON	126408103	52,241	722,356	SH		OTR		553,258	169,098	0
CULLEN/FROST BANKERS INC COM USD5	COMMON	229899109	8	85	SH		SOLE		85	0	0
CULP INC COM USD.05	COMMON	230215105	190	13,938	SH		SOLE		13,938	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	10,836	60,566	SH		SOLE		60,566	0	0
CUMULUS MEDIA INC COM CL A NEW	COMMON	231082801	303	17,273	SH		SOLE		17,273	0	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	134	11,042	SH		SOLE		11,042	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	23	164	SH		SOLE		164	0	0
CUSTOMERS BANCORP INC COM USD1	COMMON	23204G100	2	96	SH		SOLE		96	0	0
CUTERA INC COM USD.001	COMMON	232109108	9	247	SH		SOLE		247	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	8,646	213,967	SH		SOLE		213,967	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	97	1,312	SH		SOLE		1,312	0	0
CYBERARK SOFTWARE LTD ORD NIS.01	COMMON	M2682V108	5	42	SH		SOLE		42	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	62	3,396	SH		SOLE		3,396	0	0
CYCLERION THERAPEUTICS WHEN ISSUED	COMMON	23255M105	0	1	SH		SOLE		1	0	0
CYPRESS SEMICONDUCTOR CORP COM NPV	COMMON	232806109	3	145	SH		SOLE		145	0	0
D R HORTON INC COM USD.01	COMMON	23331A109	25	469	SH		SOLE		469	0	0
DANA INC COM USD.01	COMMON	235825205	15	797	SH		SOLE		797	0	0
DANAHER CORP COM USD.01	COMMON	235851102	156	1,014	SH		SOLE		1,014	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	5	45	SH		SOLE		45	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	1,792	63,819	SH		SOLE		63,819	0	0
DASAN ZHONE SOLUTIONS INC COM	COMMON	23305L206	0	33	SH		SOLE		33	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	24,835	331,168	SH		OTR		264,405	66,763	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	10,421	61,770	SH		SOLE		61,770	0	0
DEERE & CO COM USD1	COMMON	244199105	89	513	SH		SOLE		513	0	0
DELEK US HOLDINGS INC COM USD.01	COMMON	24665A103	940	28,022	SH		SOLE		28,022	0	0
DELL TECHNOLOGIES INC CL C	COMMON	24703L202	4	70	SH		SOLE		70	0	0
DELPHI TECHNOLOGIES PLC COM USD.01	COMMON	G2709G107	49	3,782	SH		SOLE		3,782	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	83,331	1,425,691	SH		OTR		1,103,265	322,426	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	274	8,808	SH		SOLE		8,808	0	0
DENNYS CORP COM USD.1	COMMON	24869P104	576	29,025	SH		SOLE		29,025	0	0
DENTSPLY SIRONA INC COM USD1	COMMON	24906P109	37	660	SH		SOLE		660	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	2,819	65,987	SH		SOLE		65,987	0	0
DESIGNER BRANDS INC COM NPV	COMMON	250565108	2	151	SH		SOLE		151	0	0
DESTINATION XL GROUP INC COM USD.01	COMMON	25065K104	0	170	SH		SOLE		170	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	30,276	1,166,380	SH		OTR		937,003	229,377	0
DEXCOM INC COM USD.001	COMMON	252131107	6	29	SH		SOLE		29	0	0
DHI GROUP INC COM USD.01	COMMON	23331S100	377	125,314	SH		SOLE		125,314	0	0
DHT HOLDINGS INC COM USD.01	COMMON	Y2065G121	11	1,308	SH		SOLE		1,308	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	285	1,692	SH		SOLE		1,692	0	0
DIAMONDBACK ENERGY INC COM USD.01	COMMON	25278X109	7	71	SH		SOLE		71	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	417	37,647	SH		SOLE		37,647	0	0
DICERNA PHARMACEUTICALS INC COM USD.0001	COMMON	253031108	185	8,402	SH		SOLE		8,402	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	16	319	SH		SOLE		319	0	0
DIEBOLD NIXDORF INC COM USD1.25	COMMON	253651103	6	586	SH		SOLE		586	0	0
DIGI INTERNATIONAL INC COM USD.01	COMMON	253798102	6	323	SH		SOLE		323	0	0
DIGITAL REALTY TRUST INC COM USD.01	COMMON	253868103	85	709	SH		SOLE		709	0	0
DIGITAL TURBINE INC COM	COMMON	25400W102	305	42,718	SH		SOLE		42,718	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	1,312	17,862	SH		SOLE		17,862	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	16,772	197,782	SH		OTR		141,497	56,285	0
DISCOVERY INC CL A COM	COMMON	25470F104	5,373	164,115	SH		SOLE		164,115	0	0
DISH NETWORK CORP CL A COM USD.01	COMMON	25470M109	322	9,076	SH		SOLE		9,076	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	266	1,836	SH		SOLE		1,836	0	0
DOCUSIGN INC COM USD0.0001	COMMON	256163106	1	19	SH		SOLE		19	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	56	362	SH		SOLE		362	0	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	15	162	SH		SOLE		162	0	0
DOMINION ENERGY INC COM NPV	COMMON	25746U109	110	1,332	SH		SOLE		1,332	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	3	10	SH		SOLE		10	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	707	18,508	SH		SOLE		18,508	0	0
DONALDSON CO INC COM USD5	COMMON	257651109	5	90	SH		SOLE		90	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	224	15,083	SH		SOLE		15,083	0	0
DOVER CORP COM USD1	COMMON	260003108	34,813	302,186	SH		OTR		248,933	53,253	0
DOW INC COM USD 0.01	COMMON	260557103	33	600	SH		SOLE		600	0	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	691	17,034	SH		SOLE		17,034	0	0
DRIL-QUIP INC COM USD.01	COMMON	262037104	12	249	SH		SOLE		249	0	0
DTE ENERGY CO COM USD10	COMMON	233331107	46	358	SH		SOLE		358	0	0
DUKE ENERGY CORP COM NPV	COMMON	26441C204	91	994	SH		SOLE		994	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	5	136	SH		SOLE		136	0	0
DUPONT DE NEMOURS INC COM USD2.5	COMMON	26614N102	24	371	SH		SOLE		371	0	0
DURECT CORP COM USD.001	COMMON	266605104	21	5,435	SH		SOLE		5,435	0	0
DXC TECHNOLOGY CO COM USD1	COMMON	23355L106	1	18	SH		SOLE		18	0	0
DXP ENTERPRISES INC COM USD.01	COMMON	233377407	4	96	SH		SOLE		96	0	0
DYADIC INTERNATIONAL INC COM USD.001	COMMON	26745T101	45	8,739	SH		SOLE		8,739	0	0
DYNAVAX TECHNOLOGIES CORP COM USD.001	COMMON	268158201	8	1,320	SH		SOLE		1,320	0	0
E TRADE FINANCIAL CORP COM USD.01	COMMON	269246401	638	14,060	SH		OTR		2,148	11,912	0
EAGLE MATERIALS INC COM USD1	COMMON	26969P108	4	40	SH		SOLE		40	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	557	9,295	SH		SOLE		9,295	0	0
EAST WEST BANCORP INC COM USD.001	COMMON	27579R104	2	40	SH		SOLE		40	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	1,929	24,334	SH		SOLE		24,334	0	0
EATON CORP PLC COM USD.5	COMMON	G29183103	52	547	SH		SOLE		547	0	0
EATON VANCE CORP COM USD.125	COMMON	278265103	6	120	SH		SOLE		120	0	0
EBAY INC COM USD.001	COMMON	278642103	86,639	2,400,538	SH		OTR		1,902,259	498,279	0
ECHOSTAR CORP CL A COM NPV	COMMON	278768106	276	6,381	SH		SOLE		6,381	0	0
ECOLAB INC COM USD1	COMMON	278865100	198	1,024	SH		SOLE		1,024	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	711	35,604	SH		SOLE		35,604	0	0
EDGEWELL PERSONAL CARE CO COM USD.01	COMMON	28035Q102	150	4,832	SH		SOLE		4,832	0	0
EDISON INTERNATIONAL COM NPV	COMMON	281020107	12	164	SH		SOLE		164	0	0
EDITAS MEDICINE INC COM USD.0001	COMMON	28106W103	5	161	SH		SOLE		161	0	0
EDWARDS LIFESCIENCES CORP COM USD1	COMMON	28176E108	74	317	SH		SOLE		317	0	0
EHEALTH INC COM USD.001	COMMON	28238P109	18	191	SH		SOLE		191	0	0
EL PASO ELECTRIC CO COM NPV	COMMON	283677854	10	141	SH		SOLE		141	0	0
EL POLLO LOCO HOLDINGS INC COM USD0.01	COMMON	268603107	193	12,767	SH		SOLE		12,767	0	0
ELECTROCORE LLC COM	COMMON	28531P103	0	1	SH		SOLE		1	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	100	11,564	SH		SOLE		11,564	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	24	224	SH		SOLE		224	0	0
ELEMENT SOLUTIONS INC COM USD.01	COMMON	28618M106	2	210	SH		SOLE		210	0	0
ELEVATE CREDIT INC COM USD0.001	COMMON	28621V101	83	18,700	SH		SOLE		18,700	0	0
ELLINGTON RESIDENTIAL MTG COM USD0.01	COMMON	288578107	324	29,882	SH		SOLE		29,882	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	2,079	24,087	SH		SOLE		24,087	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	7	130	SH		SOLE		130	0	0
EMERSON ELECTRIC CO COM USD1	COMMON	291011104	146	1,917	SH		SOLE		1,917	0	0
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01	COMMON	291525400	79	19,601	SH		SOLE		19,601	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	63	1,511	SH		SOLE		1,511	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	156	3,919	SH		SOLE		3,919	0	0
ENCANA CORP COM NPV	COMMON	292505104	1,888	403,507	SH		SOLE		403,507	0	0
ENCORE CAPITAL GROUP INC COM USD.01	COMMON	292554102	14	408	SH		SOLE		408	0	0
ENCORE WIRE CORP COM USD.01	COMMON	292562105	585	10,212	SH		SOLE		10,212	0	0
ENERGIZER HOLDINGS INC COM USD.01	COMMON	29272W109	9	171	SH		SOLE		171	0	0
ENERGOUS CORP COM USD0.00001	COMMON	29272C103	0	2	SH		SOLE		2	0	0
ENERPLUS CORP COM NPV	COMMON	292766102	9,297	1,305,664	SH		SOLE		1,305,664	0	0
ENERSYS COM USD.01	COMMON	29275Y102	3	43	SH		SOLE		43	0	0
ENI SPA SPON ADR	COMMON	26874R108	1,292	41,731	SH		SOLE		41,731	0	0
ENNIS INC COM USD2.5	COMMON	293389102	344	15,910	SH		SOLE		15,910	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	1,473	61,223	SH		SOLE		61,223	0	0
ENSIGN GROUP INC COM USD.001	COMMON	29358P101	523	11,555	SH		SOLE		11,555	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	150	3,001	SH		SOLE		3,001	0	0
ENTERGY CORP COM USD5	COMMON	29364G103	50	421	SH		SOLE		421	0	0
ENZO BIOCHEM INC COM USD.01	COMMON	294100102	0	1	SH		SOLE		1	0	0
EOG RESOURCES INC COM NPV	COMMON	26875P101	69	820	SH		SOLE		820	0	0
EPAM SYSTEMS INC COM USD0.001	COMMON	29414B104	6	27	SH		SOLE		27	0	0
EPR PROPERTIES COM USD.01 SBI	COMMON	26884U109	3	36	SH		SOLE		36	0	0
EQT CORP COM NPV	COMMON	26884L109	2	192	SH		SOLE		192	0	0
EQUIFAX INC COM USD2.5	COMMON	294429105	3	21	SH		SOLE		21	0	0
EQUINIX INC COM USD.001	COMMON	29444U700	1,073	1,838	SH		SOLE		1,838	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	132	6,635	SH		SOLE		6,635	0	0
EQUITY BANCSHARES INC CL A COM USD.01	COMMON	29460X109	3	111	SH		SOLE		111	0	0
EQUITY LIFESTYLE PROPERTIES COM USD.01	COMMON	29472R108	838	11,899	SH		SOLE		11,899	0	0
EQUITY RESIDENTIAL SHS BEN INT USD.01	COMMON	29476L107	16	198	SH		SOLE		198	0	0
ERA GROUP INC CL A COM USD0.01	COMMON	26885G109	507	49,847	SH		SOLE		49,847	0	0
EROS INTERNATIONAL PLC CL A COM NPV	COMMON	G3788M114	0	1	SH		SOLE		1	0	0
ESCALADE INC COM USD1	COMMON	296056104	58	5,931	SH		SOLE		5,931	0	0
ESCO TECHNOLOGIES INC COM NPV	COMMON	296315104	1,019	11,028	SH		SOLE		11,028	0	0
ESSA BANCORP INC COM USD.01	COMMON	29667D104	107	6,295	SH		SOLE		6,295	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	15	49	SH		SOLE		49	0	0
ETHAN ALLEN INTERIORS INC CL A COM USD.01	COMMON	297602104	14	724	SH		SOLE		724	0	0
EURONET WORLDWIDE INC COM USD.02	COMMON	298736109	167	1,062	SH		SOLE		1,062	0	0
EVANS BANCORP INC COM USD.50	COMMON	29911Q208	45	1,112	SH		SOLE		1,112	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	41	149	SH		SOLE		149	0	0
EVERGY INC COM USD5	COMMON	30034W106	9	133	SH		SOLE		133	0	0
EVERI HOLDINGS INC COM USD.001	COMMON	30034T103	1,077	80,357	SH		SOLE		80,357	0	0
EVERSOURCE ENERGY COM USD5	COMMON	30040W108	24	287	SH		SOLE		287	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	855	25,153	SH		SOLE		25,153	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	3	550	SH		SOLE		550	0	0
EW SCRIPPS -CL A CL A COM USD.01	COMMON	811054402	5	288	SH		SOLE		288	0	0
EXACT SCIENCES CORP COM USD.001	COMMON	30063P105	4	42	SH		SOLE		42	0	0
EXANTAS CAPITAL CORP COM USD.001	COMMON	30068N105	19	1,570	SH		SOLE		1,570	0	0
EXELA TECHNOLOGIES INC COM USD.0001	COMMON	30162V102	0	1	SH		SOLE		1	0	0
EXELON CORP COM NPV	COMMON	30161N101	82	1,800	SH		SOLE		1,800	0	0
EXPEDIA GROUP INC COM USD.001	COMMON	30212P303	1	13	SH		SOLE		13	0	0
EXPEDITORS INTL WASH INC COM USD.01	COMMON	302130109	3	41	SH		SOLE		41	0	0
EXPRESS INC COM USD.01	COMMON	30219E103	1	176	SH		SOLE		176	0	0
EXTENDED STAY AMERICA INC UNIT (1 COM, 1 CL B)	COMMON	30224P200	1	50	SH		SOLE		50	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	12	117	SH		SOLE		117	0	0
EXXON MOBIL CORP COM NPV	COMMON	30231G102	392	5,620	SH		SOLE		5,620	0	0
EYEPOINT PHARMACEUTICALS INC COM NPV	COMMON	30233G100	0	1	SH		SOLE		1	0	0
F N B CORP/FL COM USD.01	COMMON	302520101	55	4,305	SH		SOLE		4,305	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	1	10	SH		SOLE		10	0	0
FABRINET ORD USD.01	COMMON	G3323L100	445	6,878	SH		SOLE		6,878	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	856	4,170	SH		SOLE		4,170	0	0
FACTSET RESEARCH SYSTEMS INC COM USD.01	COMMON	303075105	14	54	SH		SOLE		54	0	0
FAIR ISAAC CORP COM USD.01	COMMON	303250104	23	62	SH		SOLE		62	0	0
FARMLAND PARTNERS INC COM USD.01	COMMON	31154R109	9	1,336	SH		SOLE		1,336	0	0
FASTENAL CO COM USD.01	COMMON	311900104	3	91	SH		SOLE		91	0	0
FATE THERAPEUTICS INC COM USD0.001	COMMON	31189P102	5	255	SH		SOLE		255	0	0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG	COMMON	313148306	1,020	12,211	SH		SOLE		12,211	0	0
FEDERAL REALTY INVESTMENT TR COM USD.01 SBI	COMMON	313747206	0	3	SH		SOLE		3	0	0
FEDERAL SIGNAL CORP COM USD1	COMMON	313855108	1,448	44,959	SH		SOLE		44,959	0	0
FEDERATED INVESTORS INC CL B COM NPV	COMMON	314211103	1,836	56,421	SH		SOLE		56,421	0	0
FEDEX CORP COM USD.1	COMMON	31428X106	44	293	SH		SOLE		293	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	304	18,254	SH		SOLE		18,254	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	4	26	SH		SOLE		26	0	0
FGL HOLDINGS ORD NPV	COMMON	G3402M102	5	457	SH		SOLE		457	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	1,353	92,112	SH		SOLE		92,112	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	278	2,002	SH		SOLE		2,002	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	2	45	SH		SOLE		45	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	50,208	1,634,170	SH		OTR		1,315,817	318,353	0
FINANCIAL INSTITUTIONS INC COM USD.01	COMMON	317585404	150	4,666	SH		SOLE		4,666	0	0
FINJAN HOLDINGS INC COM	COMMON	31788H303	36	17,706	SH		SOLE		17,706	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	54	924	SH		SOLE		924	0	0
FIRST BANCORP P R COM NPV	COMMON	318672706	38	3,635	SH		SOLE		3,635	0	0
FIRST BUSINESS FINL SRV INC COM USD.01	COMMON	319390100	99	3,751	SH		SOLE		3,751	0	0
FIRST CAPITAL INC COM USD.01	COMMON	31942S104	129	1,772	SH		SOLE		1,772	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	3	5	SH		SOLE		5	0	0
FIRST FINL BANKSHARES INC COM USD10	COMMON	32020R109	2	70	SH		SOLE		70	0	0
FIRST HAWAIIAN INC COM USD0.01	COMMON	32051X108	11	367	SH		SOLE		367	0	0
FIRST HORIZON NATIONAL CORP COM USD2.5	COMMON	320517105	45	2,707	SH		SOLE		2,707	0	0
FIRST INTERSTATE BANCSYSTEM CL A COM NPV	COMMON	32055Y201	4	99	SH		SOLE		99	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	187	10,323	SH		SOLE		10,323	0	0
FIRST REPUBLIC BANK NEW COM USD.01	COMMON	33616C100	3	29	SH		SOLE		29	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	231	3,438	SH		SOLE		3,438	0	0
FIRST SOLAR INC COM USD.001	COMMON	336433107	22	401	SH		SOLE		401	0	0
FIRST UNITED CORP COM NPV	COMMON	33741H107	184	7,628	SH		SOLE		7,628	0	0
FIRSTENERGY CORP COM USD9	COMMON	337932107	43	895	SH		SOLE		895	0	0
FIRSTSERVICE CORP COM	COMMON	33767E202	271	2,916	SH		SOLE		2,916	0	0
FISERV INC COM USD.01	COMMON	337738108	100	866	SH		SOLE		866	0	0
FLAGSTAR BANCORP INC COM USD.01	COMMON	337930705	825	21,570	SH		SOLE		21,570	0	0
FLEETCOR TECHNOLOGIES INC COM USD.001	COMMON	339041105	747	2,596	SH		SOLE		2,596	0	0
FLEXSTEEL INDUSTRIES INC COM USD1	COMMON	339382103	3	155	SH		SOLE		155	0	0
FLOTEK INDUSTRIES INC COM	COMMON	343389102	0	2	SH		SOLE		2	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	9	406	SH		SOLE		406	0	0
FLOWSERVE CORP COM USD1.25	COMMON	34354P105	0	5	SH		SOLE		5	0	0
FLUENT INC COM USD.0005	COMMON	34380C102	124	49,459	SH		SOLE		49,459	0	0
FMC CORP COM USD.1	COMMON	302491303	4	38	SH		SOLE		38	0	0
FOCUS FINANCL PRTNR LLC COM	COMMON	34417P100	15	512	SH		SOLE		512	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	1,082	27,750	SH		SOLE		27,750	0	0
FORD MOTOR CO COM USD1	COMMON	345370860	36	3,874	SH		SOLE		3,874	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	163	7,841	SH		SOLE		7,841	0	0
FORMFACTOR INC COM USD.001	COMMON	346375108	85	3,282	SH		SOLE		3,282	0	0
FORTERRA INC COM USD0.001	COMMON	34960W106	698	60,415	SH		SOLE		60,415	0	0
FORTINET INC COM USD.001	COMMON	34959E109	1	12	SH		SOLE		12	0	0
FORTIS INC COM NPV	COMMON	349553107	0	8	SH		SOLE		8	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	21	275	SH		SOLE		275	0	0
FORTRESS BIOTECH INC COM USD.001	COMMON	34960Q109	12	4,838	SH		SOLE		4,838	0	0
FORTUNE BRANDS HOME & SECUR COM USD.01	COMMON	34964C106	484	7,402	SH		SOLE		7,402	0	0
FORUM ENERGY TECH INC COM USD0.01	COMMON	34984V100	0	1	SH		SOLE		1	0	0
FOSSIL GROUP INC COM USD.01	COMMON	34988V106	108	13,760	SH		SOLE		13,760	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	3	153	SH		SOLE		153	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	850	43,912	SH		SOLE		43,912	0	0
FOX CORP COM CL A	COMMON	35137L105	1	37	SH		SOLE		37	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	20	190	SH		SOLE		190	0	0
FRANKLIN COVEY CO COM USD.05	COMMON	353469109	548	17,016	SH		SOLE		17,016	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	415	7,248	SH		SOLE		7,248	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	42,339	1,630,539	SH		OTR		1,293,379	337,160	0
FRANKLIN STREET PROPERTIES COM	COMMON	35471R106	795	92,837	SH		SOLE		92,837	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	41	3,113	SH		SOLE		3,113	0	0
FRESENIUS MEDICAL CARE AG&CO SPON ADR	COMMON	358029106	4	105	SH		SOLE		105	0	0
FRONTIER COMMUNICATIONS CORP COM USD.25	COMMON	35906A306	0	2	SH		SOLE		2	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	573	5,188	SH		SOLE		5,188	0	0
FUEL TECH INC COM USD.01	COMMON	359523107	19	19,884	SH		SOLE		19,884	0	0
FULLER (H. B.) CO COM USD1	COMMON	359694106	3	65	SH		SOLE		65	0	0
FULTON FINANCIAL CORP COM USD2.5	COMMON	360271100	808	46,348	SH		SOLE		46,348	0	0
FUNKO INC CL A COM USD.0001	COMMON	361008105	13	758	SH		SOLE		758	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	151	12,227	SH		SOLE		12,227	0	0
G1 THERAPEUTICS INC COM USD.0001	COMMON	3621LQ109	3	119	SH		SOLE		119	0	0
GAIN CAPITAL HOLDINGS INC COM USD.00001	COMMON	36268W100	43	10,990	SH		SOLE		10,990	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	232	11,879	SH		SOLE		11,879	0	0
GAMESTOP CORP CL A COM USD.001	COMMON	36467W109	3	449	SH		SOLE		449	0	0
GAMING & LEISURE PPTYS COM USD0.01	COMMON	36467J108	10	234	SH		SOLE		234	0	0
GAP INC COM USD.05	COMMON	364760108	0	21	SH		SOLE		21	0	0
GARDNER DENVER HOLDINGS INC COM	COMMON	36555P107	240	6,560	SH		SOLE		6,560	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	67	686	SH		SOLE		686	0	0
GARRETT MOTION INC COM	COMMON	366505105	1	58	SH		SOLE		58	0	0
GARTNER INC COM	COMMON	366651107	0	3	SH		SOLE		3	0	0
GATX CORP COM USD.625	COMMON	361448103	2	20	SH		SOLE		20	0	0
GCI LIBERTY INC CL A COM NPV	COMMON	36164V305	143	2,027	SH		SOLE		2,027	0	0
GENCO SHIPPING & TRADING COM NPV	COMMON	Y2685T131	245	23,079	SH		SOLE		23,079	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	103	8,817	SH		SOLE		8,817	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	5	45	SH		SOLE		45	0	0
GENERAL DYNAMICS CORP COM USD1	COMMON	369550108	60	343	SH		SOLE		343	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604103	93	8,296	SH		SOLE		8,296	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	752	14,046	SH		SOLE		14,046	0	0
GENERAL MOTORS CO COM USD.01	COMMON	37045V100	73	1,995	SH		SOLE		1,995	0	0
GENESCO INC COM USD1	COMMON	371532102	650	13,569	SH		SOLE		13,569	0	0
GENESIS HEALTHCARE INC CL A COM USD.001	COMMON	37185X106	4	2,384	SH		SOLE		2,384	0	0
GENIE ENERGY LTD CL B COM USD.01	COMMON	372284208	1	101	SH		SOLE		101	0	0
GENMAB AS SPONSORED ADR	COMMON	372303206	19	851	SH		SOLE		851	0	0
GENPACT LTD COM USD.01	COMMON	G3922B107	0	11	SH		SOLE		11	0	0
GENTEX CORP COM USD.06	COMMON	371901109	540	18,638	SH		SOLE		18,638	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	185	1,742	SH		SOLE		1,742	0	0
GENWORTH FINANCIAL INC CL A USD.001	COMMON	37247D106	24	5,546	SH		SOLE		5,546	0	0
GEOPARK LTD COM USD.001	COMMON	G38327105	16	730	SH		SOLE		730	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	14	275	SH		SOLE		275	0	0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV	COMMON	375916103	4,751	160,775	SH		SOLE		160,775	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	112	1,719	SH		SOLE		1,719	0	0
GLADSTONE COMMERCIAL CORP COM USD.001	COMMON	376536108	2	100	SH		SOLE		100	0	0
GLATFELTER COM USD.01	COMMON	377316104	321	17,554	SH		SOLE		17,554	0	0
GLAXOSMITHKLINE PLC SPON ADR	COMMON	37733W105	224	4,763	SH		SOLE		4,763	0	0
GLOBAL BLOOD THERAPEUTICS COM USD0.001	COMMON	37890U108	5	62	SH		SOLE		62	0	0
GLOBAL NET LEASE INC COM USD0.01	COMMON	379378201	14	675	SH		SOLE		675	0	0
GLOBAL PAYMENTS INC COM NPV	COMMON	37940X102	116	638	SH		SOLE		638	0	0
GLOBAL WATER RESOURCES INC COM USD.01	COMMON	379463102	1	98	SH		SOLE		98	0	0
GLOBALSCAPE INC COM USD.001	COMMON	37940G109	762	77,495	SH		SOLE		77,495	0	0
GLOBE LIFE INC COM USD1	COMMON	37959E102	44	417	SH		SOLE		417	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	7	123	SH		SOLE		123	0	0
GLYCOMIMETICS INC COM USD.001	COMMON	38000Q102	12	2,243	SH		SOLE		2,243	0	0
GMS INC COM USD.01	COMMON	36251C103	6,141	226,913	SH		SOLE		226,913	0	0
GNC HOLDINGS INC CL A COM USD.001	COMMON	36191G107	17	6,139	SH		SOLE		6,139	0	0
GOLDFIELD CORP COM USD.1	COMMON	381370105	46	13,015	SH		SOLE		13,015	0	0
GOLDMAN SACHS GROUP INC COM USD.01	COMMON	38141G104	512	2,225	SH		SOLE		2,225	0	0
GOODYEAR TIRE & RUBBER CO COM NPV	COMMON	382550101	32	2,060	SH		SOLE		2,060	0	0
GORMAN-RUPP CO COM NPV	COMMON	383082104	81	2,166	SH		SOLE		2,166	0	0
GRAHAM HOLDINGS CO CL B COM USD1	COMMON	384637104	1	1	SH		SOLE		1	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	2	5	SH		SOLE		5	0	0
GRAPHIC PACKAGING HOLDING CO COM	COMMON	388689101	46	2,779	SH		SOLE		2,779	0	0
GRAVITY CO LTD -ADR ADR	COMMON	38911N206	117	3,125	SH		SOLE		3,125	0	0
GRAY TELEVISION INC CL B COM NPV	COMMON	389375106	25	1,166	SH		SOLE		1,166	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	6,068	536,197	SH		SOLE		536,197	0	0
GREAT WESTERN BANCORP INC COM USD0.01	COMMON	391416104	1,931	55,572	SH		SOLE		55,572	0	0
GREENBRIER COS INC (THE) COM USD.001	COMMON	393657101	53	1,625	SH		SOLE		1,625	0	0
GRIFOLS SA SPON ADR RP .5 CL B	COMMON	398438408	8	355	SH		SOLE		355	0	0
GROUP 1 AUTOMOTIVE INC COM USD.01	COMMON	398905109	13	130	SH		SOLE		130	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	91	1,520	SH		SOLE		1,520	0	0
GRUPO AEROPORTUARIO DEL PACI ADR	COMMON	400506101	91	770	SH		SOLE		770	0	0
GRUPO AEROPORTUARIO SURESTE SPON ADR	COMMON	40051E202	0	1	SH		SOLE		1	0	0
GRUPO SIMEC SA DE CV SPON ADR	COMMON	400491106	0	2	SH		SOLE		2	0	0
GULFPORT ENERGY CORP COM USD.01	COMMON	402635304	3	1,014	SH		SOLE		1,014	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	876	7,633	SH		SOLE		7,633	0	0
HAILIANG EDUCATION GRP -ADR ADR	COMMON	40522L108	132	2,028	SH		SOLE		2,028	0	0
HAIN CELESTIAL GROUP INC COM USD.01	COMMON	405217100	15	588	SH		SOLE		588	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	162	54,428	SH		SOLE		54,428	0	0
HALLIBURTON CO COM USD2.5	COMMON	406216101	3	138	SH		SOLE		138	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	491	27,993	SH		SOLE		27,993	0	0
HAMILTON BEACH BND HDNG CL A COM USD.01	COMMON	40701T104	340	17,818	SH		SOLE		17,818	0	0
HANCOCK WHITNEY CORP COM USD3.33	COMMON	410120109	2,011	45,830	SH		SOLE		45,830	0	0
HANESBRANDS INC COM USD.01	COMMON	410345102	1	80	SH		SOLE		80	0	0
HANNON ARMSTRONG SUST INFR COM USD0.01	COMMON	41068X100	7	209	SH		SOLE		209	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	408	2,992	SH		SOLE		2,992	0	0
HARMONIC INC COM USD.001	COMMON	413160102	6	733	SH		SOLE		733	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	8,457	139,158	SH		SOLE		139,158	0	0
HASBRO INC COM USD.5	COMMON	418056107	27	255	SH		SOLE		255	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	735	36,464	SH		SOLE		36,464	0	0
HAWAIIAN ELECTRIC INDS COM NPV	COMMON	419870100	11	236	SH		SOLE		236	0	0
HAWKINS INC COM USD.1	COMMON	420261109	8	166	SH		SOLE		166	0	0
HAWTHORN BANCSHARES INC COM USD1.0	COMMON	420476103	208	8,161	SH		SOLE		8,161	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	293	1,983	SH		SOLE		1,983	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	518	11,349	SH		SOLE		11,349	0	0
HD SUPPLY HOLDINGS INC COM USD.01	COMMON	40416M105	9	220	SH		SOLE		220	0	0
HDFC BANK LTD ADR	COMMON	40415F101	137	2,160	SH		SOLE		2,160	0	0
HEALTHPEAK PROPERTIES INC COM USD1	COMMON	42250P103	6	164	SH		SOLE		164	0	0
HECLA MINING CO COM USD.25	COMMON	422704106	6	1,886	SH		SOLE		1,886	0	0
HEICO CORP COM USD.166	COMMON	422806109	180	1,580	SH		SOLE		1,580	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	12	64	SH		SOLE		64	0	0
HELMERICH & PAYNE COM USD.1	COMMON	423452101	1	15	SH		SOLE		15	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	58	5,767	SH		SOLE		5,767	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	17	114	SH		SOLE		114	0	0
HENRY SCHEIN INC COM USD.01	COMMON	806407102	2,902	43,579	SH		SOLE		43,579	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	1,737	36,457	SH		SOLE		36,457	0	0
HERC HOLDINGS INC COM USD.01	COMMON	42704L104	0	5	SH		SOLE		5	0	0
HERSHEY CO COM USD1.	COMMON	427866108	1,656	11,266	SH		SOLE		11,266	0	0
HESS CORP COM USD1	COMMON	42809H107	20,755	310,798	SH		OTR		235,788	75,010	0
HEWLETT PACKARD ENTERPRISE COM USD.01	COMMON	42824C109	8,174	515,520	SH		SOLE		515,520	0	0
HIGHPOINT RESOURCES CORP COM	COMMON	43114K108	0	1	SH		SOLE		1	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	130	3,916	SH		SOLE		3,916	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	359	3,165	SH		SOLE		3,165	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	1	48	SH		SOLE		48	0	0
HILTON GRAND VACATIONS COM USD.01	COMMON	43283X105	2	52	SH		SOLE		52	0	0
HILTON WORLDWIDE HOLDINGS COM USD.01	COMMON	43300A203	88	789	SH		SOLE		789	0	0
HMS HOLDINGS CORP COM USD.01	COMMON	40425J101	265	8,975	SH		SOLE		8,975	0	0
HNI CORP COM USD1	COMMON	404251100	107	2,844	SH		SOLE		2,844	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	11,693	230,698	SH		OTR		186,743	43,955	0
HOLOGIC INC COM USD.01	COMMON	436440101	10	196	SH		SOLE		196	0	0
HOME BANCSHARES INC COM USD.01	COMMON	436893200	5	246	SH		SOLE		246	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	1,027	4,705	SH		SOLE		4,705	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	3,607	127,420	SH		SOLE		127,420	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	493	2,786	SH		SOLE		2,786	0	0
HOOKER FURNITURE CORP COM NPV	COMMON	439038100	77	2,981	SH		SOLE		2,981	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	2,432	163,652	SH		SOLE		163,652	0	0
HORIZON THERAPEUTICS PUB LTD ORD USD.01	COMMON	G46188101	1,172	32,426	SH		SOLE		32,426	0	0
HORMEL FOODS CORP COM USD.2344	COMMON	440452100	4	98	SH		SOLE		98	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	12,549	676,704	SH		OTR		509,371	167,333	0
HOSTESS BRANDS INC CL A COM USD.0001	COMMON	44109J106	4	277	SH		SOLE		277	0	0
HOUSTON WIRE & CABLE CO COM USD.001	COMMON	44244K109	61	13,858	SH		SOLE		13,858	0	0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01	COMMON	442487401	75	3,575	SH		SOLE		3,575	0	0
HP INC COM USD1	COMMON	40434L105	40	1,932	SH		SOLE		1,932	0	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	312	7,972	SH		SOLE		7,972	0	0
HUAMI CORP -ADS ADS	COMMON	44331K103	10	804	SH		SOLE		804	0	0
HUB GROUP INC -CL A CL A COM USD.01	COMMON	443320106	8	158	SH		SOLE		158	0	0
HUBBELL INC COM NPV	COMMON	443510607	89	605	SH		SOLE		605	0	0
HUDBAY MINERALS INC COM NPV	COMMON	443628102	3,460	835,485	SH		SOLE		835,485	0	0
HUMANA INC COM NPV	COMMON	444859102	252	687	SH		SOLE		687	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	1	9	SH		SOLE		9	0	0
HUNT COS FINANCE TRUST INC COM USD.01	COMMON	44558T100	77	23,908	SH		SOLE		23,908	0	0
HUNTINGTON BANCSHARES COM NPV	COMMON	446150104	4	243	SH		SOLE		243	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	26,764	106,748	SH		OTR		84,229	22,519	0
HUNTSMAN CORP COM USD.01	COMMON	447011107	36	1,500	SH		SOLE		1,500	0	0
HURCO COS INC COM USD.1	COMMON	447324104	28	727	SH		SOLE		727	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	8	94	SH		SOLE		94	0	0
IAC/INTERACTIVECORP COM USD1	COMMON	44919P508	1	6	SH		SOLE		6	0	0
IBERIABANK CORP COM USD1	COMMON	450828108	9	119	SH		SOLE		119	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	197	5,935	SH		SOLE		5,935	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	54	3,602	SH		SOLE		3,602	0	0
ICU MEDICAL INC COM USD.1	COMMON	44930G107	2	9	SH		SOLE		9	0	0
IDACORP INC COM USD5	COMMON	451107106	2	15	SH		SOLE		15	0	0
IDEANOMICS INC COM USD.001	COMMON	45166V106	0	1	SH		SOLE		1	0	0
IDEX CORP COM USD.01	COMMON	45167R104	2	9	SH		SOLE		9	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	26	100	SH		SOLE		100	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	238	32,947	SH		SOLE		32,947	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	355	13,834	SH		SOLE		13,834	0	0
IHS MARKIT LTD COM USD.01	COMMON	G47567105	587	7,784	SH		SOLE		7,784	0	0
ILLINOIS TOOL WORKS COM NPV	COMMON	452308109	121	672	SH		SOLE		672	0	0
ILLUMINA INC COM USD.01	COMMON	452327109	109	330	SH		SOLE		330	0	0
IMMUNOGEN INC COM USD.01	COMMON	45253H101	10	1,915	SH		SOLE		1,915	0	0
IMMUNOMEDICS INC COM NPV	COMMON	452907108	2	92	SH		SOLE		92	0	0
IMPAC MORTGAGE HOLDINGS INC COM USD.01 SBI	COMMON	45254P508	0	94	SH		SOLE		94	0	0
IMPERIAL OIL LTD COM NPV	COMMON	453038408	29,603	1,119,582	SH		SOLE		1,119,582	0	0
IMPINJ INC COM USD.001	COMMON	453204109	3	103	SH		SOLE		103	0	0
INCYTE CORP COM USD.001	COMMON	45337C102	12	132	SH		SOLE		132	0	0
INDEPENDENCE CONTRACT DRLLNG COM USD.01	COMMON	453415309	3	2,688	SH		SOLE		2,688	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	189	4,499	SH		SOLE		4,499	0	0
INDEPENDENCE REALTY TRUST COM USD0.01	COMMON	45378A106	281	20,013	SH		SOLE		20,013	0	0
INDEPENDENT BANK CORP/MI COM NPV	COMMON	453838609	654	28,869	SH		SOLE		28,869	0	0
INDEPENDENT BK GRP INC COM USD.01	COMMON	45384B106	13	236	SH		SOLE		236	0	0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR	COMMON	456463108	126	2,425	SH		SOLE		2,425	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	49	4,769	SH		SOLE		4,769	0	0
INFUSYSTEM HOLDINGS INC COM USD0.0001	COMMON	45685K102	254	29,830	SH		SOLE		29,830	0	0
ING GROEP NV SPON ADR	COMMON	456837103	81	6,740	SH		SOLE		6,740	0	0
INGERSOLL-RAND PLC COM USD2	COMMON	G47791101	5,838	43,923	SH		SOLE		43,923	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	2,440	51,406	SH		SOLE		51,406	0	0
INGREDION INC COM USD.01	COMMON	457187102	2	23	SH		SOLE		23	0	0
INNOPHOS HOLDINGS INC COM USD.001	COMMON	45774N108	15	458	SH		SOLE		458	0	0
INNOSPEC INC COM USD.01	COMMON	45768S105	726	7,026	SH		SOLE		7,026	0	0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001	COMMON	45781V101	3	37	SH		SOLE		37	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	2,277	161,132	SH		SOLE		161,132	0	0
INOGEN INC COM USD.001	COMMON	45780L104	16	235	SH		SOLE		235	0	0
INOVALON HOLDINGS INC CL A COM USD.000005	COMMON	45781D101	4	216	SH		SOLE		216	0	0
INPHI CORP COM USD.001	COMMON	45772F107	265	3,586	SH		SOLE		3,586	0	0
INSIGHT ENTERPRISES INC COM NPV	COMMON	45765U103	186	2,645	SH		SOLE		2,645	0	0
INSPIRE MEDICAL SYSTEM COM	COMMON	457730109	1	15	SH		SOLE		15	0	0
INSPIRED ENTERTAINMENT COM	COMMON	45782N108	61	8,990	SH		SOLE		8,990	0	0
INSTALLED BLDG PRODUCTS INC COM USD0.01	COMMON	45780R101	112	1,628	SH		SOLE		1,628	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	490	6,099	SH		SOLE		6,099	0	0
INTEGRA LIFESCIENCES HLDGS COM USD.01	COMMON	457985208	29	503	SH		SOLE		503	0	0
INTEL CORP COM NPV	COMMON	458140100	526	8,782	SH		SOLE		8,782	0	0
INTELSAT SA COM USD.01	COMMON	L5140P101	7	939	SH		SOLE		939	0	0
INTER PARFUMS INC COM NPV	COMMON	458334109	479	6,596	SH		SOLE		6,596	0	0
INTERACTIVE BROKERS GROUP CL A COM USD.01	COMMON	45841N107	3	75	SH		SOLE		75	0	0
INTERCONTINENTAL EXCHANGE COM USD.01	COMMON	45866F104	155	1,671	SH		SOLE		1,671	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P806	349	5,081	SH		SOLE		5,081	0	0
INTERNATIONAL MONEY EXPR INC COM	COMMON	46005L101	1	49	SH		SOLE		49	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	20	852	SH		SOLE		852	0	0
INTEST CORP COM USD.01	COMMON	461147100	71	12,005	SH		SOLE		12,005	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	187	1,394	SH		SOLE		1,394	0	0
INTL PAPER CO COM USD1	COMMON	460146103	15,095	327,834	SH		OTR		298,338	29,496	0
INTREXON CORP COM NPV	COMMON	46122T102	3	529	SH		SOLE		529	0	0
INTUIT INC COM NPV	COMMON	461202103	1,234	4,713	SH		SOLE		4,713	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	113	191	SH		SOLE		191	0	0
INVESCO EXCHNG TRADED FD TR SNP ULTRA DIV	COMMON	46138G656	11	269	SH		SOLE		269	0	0
INVESCO MORTGAGE CAPITAL INC COM USD.01	COMMON	46131B100	4	259	SH		SOLE		259	0	0
INVESTORS BANCORP INC COM USD.01	COMMON	46146L101	15	1,287	SH		SOLE		1,287	0	0
INVESTORS REAL ESTATE TRUST COM NPV	COMMON	461730509	710	9,803	SH		SOLE		9,803	0	0
INVITATION HOMES INC COM USD0.01	COMMON	46187W107	747	24,924	SH		SOLE		24,924	0	0
ION GEOPHYSICAL CORP COM USD.01	COMMON	462044207	13	1,542	SH		SOLE		1,542	0	0
IONIS PHARMACEUTICALS INC COM USD.001	COMMON	462222100	6	106	SH		SOLE		106	0	0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166	COMMON	462260100	3	106	SH		SOLE		106	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	19	123	SH		SOLE		123	0	0
IRIDIUM COMMUNICATIONS INC COM	COMMON	46269C102	38	1,539	SH		SOLE		1,539	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	1	38	SH		SOLE		38	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	4	73	SH		SOLE		73	0	0
ISHARES INC MSCI CDA ETF	COMMON	464286509	4	141	SH		SOLE		141	0	0
ISHARES INC MSCI JPN ETF NEW	COMMON	46434G822	8	141	SH		SOLE		141	0	0
ISHARES INC MSCI PAC JP ETF	COMMON	464286665	4	89	SH		SOLE		89	0	0
ISHARES TR 0-5YR HI YL CP	COMMON	46434V407	11	244	SH		SOLE		244	0	0
ISHARES TR 1 3 YR CR BD ETF	COMMON	464288646	516	9,613	SH		SOLE		9,613	0	0
ISHARES TR 1 3 YR TREAS BD	COMMON	464287457	165	1,947	SH		SOLE		1,947	0	0
ISHARES TR 3 7 YR TREAS BD	COMMON	464288661	197	1,567	SH		SOLE		1,567	0	0
ISHARES TR BARCLAYS 7 10 YR	COMMON	464287440	65	592	SH		SOLE		592	0	0
ISHARES TR CORE US AGGBD ET	COMMON	464287226	1,560	13,884	SH		SOLE		13,884	0	0
ISHARES TR EAFE SML CP ETF	COMMON	464288273	18,660	299,621	SH		SOLE		299,621	0	0
ISHARES TR GLOB HLTHCRE ETF	COMMON	464287325	507	7,380	SH		SOLE		7,380	0	0
ISHARES TR IBOXX INV CP ETF	COMMON	464287242	132	1,035	SH		SOLE		1,035	0	0
ISHARES TR INTL SEL DIV ETF	COMMON	464288448	504	15,000	SH		SOLE		15,000	0	0
ISHARES TR MIN VOL EAFE ETF	COMMON	46429B689	24	320	SH		SOLE		320	0	0
ISHARES TR MSCI ACWI ETF	COMMON	464288257	1,896	23,921	SH		SOLE		23,921	0	0
ISHARES TR MSCI ACWI EX US	COMMON	464288240	661	13,457	SH		SOLE		13,457	0	0
ISHARES TR MSCI EAFE ETF	COMMON	464287465	15	223	SH		SOLE		223	0	0
ISHARES TR MSCI EMG MKT ETF	COMMON	464287234	6	127	SH		SOLE		127	0	0
ISHARES TR RUS 1000 ETF	COMMON	464287622	68	379	SH		SOLE		379	0	0
ISHARES TR RUS 1000 VAL ETF	COMMON	464287598	10,411	76,280	SH		SOLE		76,280	0	0
ISHARES TR RUS 2000 GRW ETF	COMMON	464287648	9	42	SH		SOLE		42	0	0
ISHARES TR RUS 2000 VAL ETF	COMMON	464287630	392	3,050	SH		SOLE		3,050	0	0
ISHARES TR RUS MD CP GR ETF	COMMON	464287481	29	189	SH		SOLE		189	0	0
ISHARES TR RUS MDCP VAL ETF	COMMON	464287473	0	5	SH		SOLE		5	0	0
ISHARES TR RUSSELL 3000 ETF	COMMON	464287689	15,336	81,365	SH		SOLE		81,365	0	0
ISHARES TR SHORT TREAS BD	COMMON	464288679	296	2,678	SH		SOLE		2,678	0	0
ISHARES TR TIPS BD ETF	COMMON	464287176	14	117	SH		SOLE		117	0	0
ISHARES TR USA QUALITY FCTR	COMMON	46432F339	18	175	SH		SOLE		175	0	0
ISTAR INC COM USD.001	COMMON	45031U101	430	29,646	SH		SOLE		29,646	0	0
ITRON INC COM USD.01	COMMON	465741106	160	1,908	SH		SOLE		1,908	0	0
ITT INC COM USD1	COMMON	45073V108	1	20	SH		SOLE		20	0	0
J JILL INC COMUSD0.01	COMMON	46620W102	54	47,377	SH		SOLE		47,377	0	0
J2 GLOBAL INC COM USD.01	COMMON	48123V102	504	5,382	SH		SOLE		5,382	0	0
JABIL INC COM USD.001	COMMON	466313103	4,556	110,259	SH		SOLE		110,259	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	7	76	SH		SOLE		76	0	0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR	COMMON	47030M106	8	391	SH		SOLE		391	0	0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002	COMMON	G5005R107	137	3,340	SH		SOLE		3,340	0	0
JANUS HENDERSON GROUP PLC ORD	COMMON	G4474Y214	1	28	SH		SOLE		28	0	0
JAZZ PHARMACEUTICALS PLC COM USD.0001	COMMON	G50871105	5	34	SH		SOLE		34	0	0
JBG SMITH PPTYS When Issued	COMMON	46590V100	3	85	SH		SOLE		85	0	0
JD.COM INC -ADR ADR	COMMON	47215P106	50	1,428	SH		SOLE		1,428	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	24	1,140	SH		SOLE		1,140	0	0
JERNIGAN CAPITAL INC COM USD.01	COMMON	476405105	3	171	SH		SOLE		171	0	0
JETBLUE AIRWAYS CORP COM USD.01	COMMON	477143101	10	550	SH		SOLE		550	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	1,620	11,105	SH		SOLE		11,105	0	0
JOHNSON CONTROLS INTL PLC COM USD16	COMMON	G51502105	22,621	555,920	SH		OTR		414,295	141,625	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	4,461	25,625	SH		SOLE		25,625	0	0
JOUNCE THERAPEUTICS INC COM USD0.001	COMMON	481116101	0	1	SH		SOLE		1	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	2,492	17,898	SH		SOLE		17,898	0	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	5,755	233,790	SH		OTR		184,430	49,360	0
K12 INC COM USD.0001	COMMON	48273U102	810	39,879	SH		SOLE		39,879	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	0	3	SH		SOLE		3	0	0
KAMADA LTD COM ILS1.	COMMON	M6240T109	112	16,358	SH		SOLE		16,358	0	0
KANSAS CITY SOUTHERN COM NPV	COMMON	485170302	7	47	SH		SOLE		47	0	0
KARYOPHARM THERAPEUTICS INC COM USD.0001	COMMON	48576U106	18	915	SH		SOLE		915	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	2,077	50,211	SH		SOLE		50,211	0	0
KB HOME COM USD1	COMMON	48666K109	12	339	SH		SOLE		339	0	0
KBR INC COM USD.001	COMMON	48242W106	125	4,099	SH		SOLE		4,099	0	0
KELLOGG CO COM USD.25	COMMON	487836108	4	60	SH		SOLE		60	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	99	1,275	SH		SOLE		1,275	0	0
KENNAMETAL INC CAP USD1.25	COMMON	489170100	7	200	SH		SOLE		200	0	0
KEYCORP COM USD1	COMMON	493267108	1,997	98,689	SH		SOLE		98,689	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	928	9,042	SH		SOLE		9,042	0	0
KFORCE INC COM USD.01	COMMON	493732101	3,950	99,499	SH		SOLE		99,499	0	0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625	COMMON	494274103	1,314	63,609	SH		SOLE		63,609	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	2,650	19,275	SH		SOLE		19,275	0	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	21	1,024	SH		SOLE		1,024	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	65	3,064	SH		SOLE		3,064	0	0
KINGSTONE COS INC COM USD1	COMMON	496719105	65	8,341	SH		SOLE		8,341	0	0
KINIKSA PHRMCETCLS LTD COM CL A	COMMON	G5269C101	0	19	SH		SOLE		19	0	0
KINROSS GOLD CORP COM NPV	COMMON	496902404	4,342	915,682	SH		SOLE		915,682	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	22,557	511,969	SH		SOLE		511,969	0	0
KKR & CO INC COM CL A	COMMON	48251W104	23	777	SH		SOLE		777	0	0
KLA CORP COM USD.001	COMMON	482480100	72	405	SH		SOLE		405	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	12,432	244,152	SH		OTR		219,680	24,472	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	353	7,233	SH		SOLE		7,233	0	0
KONTOOR BRANDS INC COM	COMMON	50050N103	8	199	SH		SOLE		199	0	0
KOPPERS HOLDINGS INC COM USD.01	COMMON	50060P106	10	272	SH		SOLE		272	0	0
KRAFT HEINZ CO COM USD.01	COMMON	500754106	18	548	SH		SOLE		548	0	0
KRATON CORP COM USD.01	COMMON	50077C106	516	20,384	SH		SOLE		20,384	0	0
KROGER CO COM USD1	COMMON	501044101	47,506	1,639,571	SH		OTR		1,321,920	317,651	0
KT CORP SPON ADR	COMMON	48268K101	72	6,222	SH		SOLE		6,222	0	0
KULICKE & SOFFA INDUSTRIES COM NPV	COMMON	501242101	56	2,073	SH		SOLE		2,073	0	0
L3HARRIS TECHNOLOGIES INC COM USD1	COMMON	502431109	1,202	6,079	SH		SOLE		6,079	0	0
LABORATORY CP OF AMER HLDGS COM USD.01	COMMON	50540R409	29	170	SH		SOLE		170	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	22,420	76,708	SH		OTR		63,124	13,584	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	3	29	SH		SOLE		29	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	201	2,339	SH		SOLE		2,339	0	0
LANCASTER COLONY CORP COM USD1	COMMON	513847103	486	3,041	SH		SOLE		3,041	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	2	63	SH		SOLE		63	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	141	1,234	SH		SOLE		1,234	0	0
LANNETT CO INC COM NPV	COMMON	516012101	15	1,750	SH		SOLE		1,750	0	0
LANTHEUS HOLDINGS INC COM USD0.01	COMMON	516544103	481	23,479	SH		SOLE		23,479	0	0
LAREDO PETROLEUM INC COM USD0.01	COMMON	516806106	5	1,646	SH		SOLE		1,646	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	12	181	SH		SOLE		181	0	0
LATTICE SEMICONDUCTOR CORP COM USD.01	COMMON	518415104	1,341	70,161	SH		SOLE		70,161	0	0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	COMMON	518439104	3,280	15,881	SH		SOLE		15,881	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	887	17,037	SH		SOLE		17,037	0	0
LCI INDUSTRIES COM NPV	COMMON	50189K103	10	97	SH		SOLE		97	0	0
LCNB CORP COM NPV	COMMON	50181P100	47	2,424	SH		SOLE		2,424	0	0
LEAR CORP COM NPV	COMMON	521865204	1,519	11,069	SH		SOLE		11,069	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	130	91,842	SH		SOLE		91,842	0	0
LEGG MASON INC COM USD.1	COMMON	524901105	2	69	SH		SOLE		69	0	0
LEGGETT & PLATT INC COM USD1	COMMON	524660107	1	15	SH		SOLE		15	0	0
LEIDOS HOLDINGS INC COM USD.01	COMMON	525327102	15,748	160,973	SH		SOLE		160,973	0	0
LENDINGTREE INC COM USD.01	COMMON	52603B107	16	52	SH		SOLE		52	0	0
LENNAR CORP CL A COM USD.1	COMMON	526057104	352	6,301	SH		SOLE		6,301	0	0
LENNOX INTERNATIONAL INC COM USD.01	COMMON	526107107	1,384	5,674	SH		SOLE		5,674	0	0
LGI HOMES INC COM USD.01	COMMON	50187T106	13	179	SH		SOLE		179	0	0
LHC GROUP INC COM USD.01	COMMON	50187A107	33	241	SH		SOLE		241	0	0
LIBERTY BROADBAND CORP SR A COM USD.01	COMMON	530307107	15	120	SH		SOLE		120	0	0
LIBERTY BROADBAND CORP SR C COM USD.01	COMMON	530307305	3	25	SH		SOLE		25	0	0
LIBERTY LATIN AMERICA LTD CL A ORD NPV	COMMON	G9001E102	0	8	SH		SOLE		8	0	0
LIBERTY LATIN AMERICA LTD CL C ORD NPV	COMMON	G9001E128	13	650	SH		SOLE		650	0	0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER C	COMMON	531229854	10	212	SH		SOLE		212	0	0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01	COMMON	531229607	47	974	SH		SOLE		974	0	0
LIBERTY OILFIELD SVS COM CL A 0.01USD	COMMON	53115L104	971	87,354	SH		SOLE		87,354	0	0
LIBERTY PROPERTY TRUST COM USD.001	COMMON	531172104	3	57	SH		SOLE		57	0	0
LIBERTY TRIPADVISOR HOLDINGS SR A COM USD.01	COMMON	531465102	4	589	SH		SOLE		589	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	3	25	SH		SOLE		25	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	136	8,692	SH		SOLE		8,692	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	464	4,445	SH		SOLE		4,445	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	85,587	651,530	SH		OTR		496,306	155,224	0
LINCOLN ELECTRIC HLDGS INC COM NPV	COMMON	533900106	5	50	SH		SOLE		50	0	0
LINCOLN NATIONAL CORP COM USD1.25	COMMON	534187109	10,604	179,757	SH		OTR		140,275	39,482	0
LINDE PLC COM NPV	COMMON	G5494J103	152	713	SH		SOLE		713	0	0
LINE CORP ADR	COMMON	53567X101	5	102	SH		SOLE		102	0	0
LINEAGE CELL THERAPEUTICS IN COM NPV	COMMON	53566P109	0	1	SH		SOLE		1	0	0
LIQUIDIA TECHNOLOGIES COM	COMMON	53635D202	0	1	SH		SOLE		1	0	0
LIQUIDITY SERVICES INC COM USD.001	COMMON	53635B107	3	577	SH		SOLE		577	0	0
LITHIA MOTORS INC -CL A CL A COM NPV	COMMON	536797103	29	200	SH		SOLE		200	0	0
LIVERAMP HOLDINGS INC COM USD.1	COMMON	53815P108	195	4,056	SH		SOLE		4,056	0	0
LKQ CORP COM	COMMON	501889208	223	6,256	SH		SOLE		6,256	0	0
LLOYDS BANKING GROUP PLC SPONSORED ADR	COMMON	539439109	61	18,571	SH		SOLE		18,571	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	319	819	SH		SOLE		819	0	0
LOEWS CORP COM USD1	COMMON	540424108	4	80	SH		SOLE		80	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	2	63	SH		SOLE		63	0	0
LOWE'S COS INC COM USD.5	COMMON	548661107	194	1,618	SH		SOLE		1,618	0	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	601	6,523	SH		SOLE		6,523	0	0
LSI INDUSTRIES INC COM USD.01	COMMON	50216C108	355	58,672	SH		SOLE		58,672	0	0
LTC PROPERTIES INC COM USD.01	COMMON	502175102	3	56	SH		SOLE		56	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	18	78	SH		SOLE		78	0	0
LUMENTUM HOLDINGS INC COM USD.001	COMMON	55024U109	11	137	SH		SOLE		137	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	112	15,345	SH		SOLE		15,345	0	0
LUTHER BURBANK CORP COM	COMMON	550550107	107	9,292	SH		SOLE		9,292	0	0
LUXFER HOLDINGS PLC ORD GBP0.50	COMMON	G5698W116	0	2	SH		SOLE		2	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	9,343	98,929	SH		OTR		79,556	19,373	0
M & T BANK CORP COM USD5	COMMON	55261F104	331	1,953	SH		SOLE		1,953	0	0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001	COMMON	55405Y100	13	500	SH		SOLE		500	0	0
M/I HOMES INC COM USD.01	COMMON	55305B101	1,001	25,455	SH		SOLE		25,455	0	0
MACK-CALI REALTY CORP COM USD.01	COMMON	554489104	117	5,076	SH		SOLE		5,076	0	0
MACKINAC FINANCIAL CORP COM NPV	COMMON	554571109	81	4,638	SH		SOLE		4,638	0	0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT	COMMON	55608B105	7	175	SH		SOLE		175	0	0
MACY'S INC COM NPV	COMMON	55616P104	33	1,963	SH		SOLE		1,963	0	0
MADDEN STEVEN LTD COM USD.0001	COMMON	556269108	95	2,206	SH		SOLE		2,206	0	0
MADISON SQUARE GARDEN CO CL A COM USD.01	COMMON	55825T103	3	10	SH		SOLE		10	0	0
MAGELLAN HEALTH INC COM NEW	COMMON	559079207	23	289	SH		SOLE		289	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	38,428	701,102	SH		SOLE		701,102	0	0
MANHATTAN ASSOCIATES INC COM USD.01	COMMON	562750109	518	6,502	SH		SOLE		6,502	0	0
MANITOWOC CO COM USD2.5	COMMON	563571405	0	10	SH		SOLE		10	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	15	156	SH		SOLE		156	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	30,680	1,512,046	SH		SOLE		1,512,046	0	0
MARATHON OIL CORP COM NPV	COMMON	565849106	2	120	SH		SOLE		120	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	65	1,084	SH		SOLE		1,084	0	0
MARCUS & MILLICHAP INC COM USD.0001	COMMON	566324109	432	11,623	SH		SOLE		11,623	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	92	6,407	SH		SOLE		6,407	0	0
MARINUS PHARMACEUTICALS INC COM USD0.001	COMMON	56854Q101	0	2	SH		SOLE		2	0	0
MARKEL CORP COM NPV	COMMON	570535104	1	1	SH		SOLE		1	0	0
MARKETAXESS HOLDINGS INC COM USD.001	COMMON	57060D108	2	4	SH		SOLE		4	0	0
MARLIN BUSINESS SERVICES INC COM USD.01	COMMON	571157106	155	7,048	SH		SOLE		7,048	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	62	412	SH		SOLE		412	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	153	1,192	SH		SOLE		1,192	0	0
MARRONE BIO INNOVTIONS COM USD0.00001	COMMON	57165B106	0	1	SH		SOLE		1	0	0
MARSH & MCLENNAN COS COM USD1	COMMON	571748102	100	899	SH		SOLE		899	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	158	7,367	SH		SOLE		7,367	0	0
MARTIN MARIETTA MATERIALS COM USD.01	COMMON	573284106	9	32	SH		SOLE		32	0	0
MARVELL TECHNOLOGY GROUP LTD COM USD.002	COMMON	G5876H105	30	1,112	SH		SOLE		1,112	0	0
MASCO CORP COM USD1	COMMON	574599106	2	51	SH		SOLE		51	0	0
MASIMO CORP COM USD.001	COMMON	574795100	67	424	SH		SOLE		424	0	0
MASONITE INTERNATIONAL CORP COM NPV	COMMON	575385109	4	59	SH		SOLE		59	0	0
MASTEC INC COM USD.1	COMMON	576323109	4,791	74,792	SH		SOLE		74,792	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	3,796	12,712	SH		SOLE		12,712	0	0
MATRIX SERVICE CO COM USD.01	COMMON	576853105	261	11,405	SH		SOLE		11,405	0	0
MATSON INC COM NPV	COMMON	57686G105	3	64	SH		SOLE		64	0	0
MATTEL INC COM USD1	COMMON	577081102	0	22	SH		SOLE		22	0	0
MAXAR TECHNOLOGIES INC COM NPV	COMMON	57778K105	11	680	SH		SOLE		680	0	0
MAXIM INTEGRATED PRODUCTS COM USD.001	COMMON	57772K101	3	48	SH		SOLE		48	0	0
MAXIMUS INC COM NPV	COMMON	577933104	85	1,141	SH		SOLE		1,141	0	0
MAXLINEAR INC CL A COM USD.0001	COMMON	57776J100	579	27,348	SH		SOLE		27,348	0	0
MBIA INC COM USD1	COMMON	55262C100	4	434	SH		SOLE		434	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	7	43	SH		SOLE		43	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	307	1,553	SH		SOLE		1,553	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	46,555	336,802	SH		OTR		265,263	71,539	0
MDU RESOURCES GROUP INC COM USD5	COMMON	552690109	10	324	SH		SOLE		324	0	0
MECHEL PAO ADR NPV	COMMON	583840608	358	173,713	SH		SOLE		173,713	0	0
MEDALLIA INC COM USD0.001	COMMON	584021109	1	34	SH		SOLE		34	0	0
MEDICAL PROPERTIES TRUST COM USD.001	COMMON	58463J304	100	4,747	SH		SOLE		4,747	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	1,090	39,221	SH		SOLE		39,221	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	455	5,416	SH		SOLE		5,416	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	219	1,930	SH		SOLE		1,930	0	0
MEI PHARMA INC COM	COMMON	55279B202	0	1	SH		SOLE		1	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	3	105	SH		SOLE		105	0	0
MELLANOX TECHNOLOGIES LTD ORD USD.01	COMMON	M51363113	9	81	SH		SOLE		81	0	0
MENLO THERAPEUTICS INC COM	COMMON	586858102	0	1	SH		SOLE		1	0	0
MERCADOLIBRE INC COM USD.001	COMMON	58733R102	5	8	SH		SOLE		8	0	0
MERCHANTS BANCORP COM	COMMON	58844R108	3	166	SH		SOLE		166	0	0
MERCK & CO COM NPV	COMMON	58933Y105	9,163	100,768	SH		SOLE		100,768	0	0
MERCURY GENERAL CORP COM NPV	COMMON	589400100	779	15,991	SH		SOLE		15,991	0	0
MERITAGE HOMES CORP COM NPV	COMMON	59001A102	1,998	32,709	SH		SOLE		32,709	0	0
MERITOR INC COM USD1	COMMON	59001K100	554	21,157	SH		SOLE		21,157	0	0
MERSANA THRPEUTIC INC COM 0.0001USD	COMMON	59045L106	4	652	SH		SOLE		652	0	0
MESA AIR GROUP COM NEW	COMMON	590479135	3	362	SH		SOLE		362	0	0
MESA LABORATORIES INC COM NPV	COMMON	59064R109	522	2,098	SH		SOLE		2,098	0	0
METHANEX CORP COM NPV	COMMON	59151K108	21,678	561,556	SH		SOLE		561,556	0	0
METHODE ELECTRONICS INC COM USD.5	COMMON	591520200	277	7,064	SH		SOLE		7,064	0	0
METLIFE INC COM	COMMON	59156R108	147,133	2,888,271	SH		OTR		2,325,346	562,925	0
METROPOLITAN BANK HLDNG COM USD0.01	COMMON	591774104	7	140	SH		SOLE		140	0	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	178	225	SH		SOLE		225	0	0
MFA FINANCIAL INC COM USD.01	COMMON	55272X102	1	95	SH		SOLE		95	0	0
MGE ENERGY INC COM USD8	COMMON	55277P104	2	21	SH		SOLE		21	0	0
MGIC INVESTMENT CORP/WI COM USD1	COMMON	552848103	2	151	SH		SOLE		151	0	0
MGM RESORTS INTERNATIONAL COM USD1	COMMON	552953101	5	156	SH		SOLE		156	0	0
MICRO FOCUS INTL PLC SPON ADR NEW	COMMON	594837403	186	13,285	SH		SOLE		13,285	0	0
MICROCHIP TECHNOLOGY INC COM USD.001	COMMON	595017104	20	188	SH		SOLE		188	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	2,184	40,644	SH		SOLE		40,644	0	0
MICROSOFT CORP COM USD.00000625	COMMON	594918104	2,064	13,085	SH		SOLE		13,085	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	122	4,242	SH		SOLE		4,242	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	52	394	SH		SOLE		394	0	0
MIDDLEFIELD BANC CORP COM NPV	COMMON	596304204	50	1,910	SH		SOLE		1,910	0	0
MIDDLESEX WATER CO COM NPV	COMMON	596680108	5	72	SH		SOLE		72	0	0
MIDLAND STATES BANCORP COM USD.01	COMMON	597742105	172	5,942	SH		SOLE		5,942	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	1,660	39,882	SH		SOLE		39,882	0	0
MINERALS TECHNOLOGIES INC COM USD1	COMMON	603158106	2	28	SH		SOLE		28	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	145	26,795	SH		SOLE		26,795	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	45	14,471	SH		SOLE		14,471	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	34	306	SH		SOLE		306	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	236	23,294	SH		SOLE		23,294	0	0
MODEL N INC COM USD.00015	COMMON	607525102	691	19,748	SH		SOLE		19,748	0	0
MOHAWK INDUSTRIES INC COM USD.01	COMMON	608190104	14	103	SH		SOLE		103	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	34	253	SH		SOLE		253	0	0
MOLSON COORS BREWING CO CL B COM NPV NVTG	COMMON	60871R209	274	5,082	SH		SOLE		5,082	0	0
MOMO INC -ADR ADR	COMMON	60879B107	0	5	SH		SOLE		5	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	134	2,436	SH		SOLE		2,436	0	0
MONRO INC COM USD.01	COMMON	610236101	2	26	SH		SOLE		26	0	0
MONSTER BEVERAGE CORP COM USD.005	COMMON	61174X109	11	170	SH		SOLE		170	0	0
MONTAGE RESOURCES CORP COM USD.01	COMMON	61179L100	7	870	SH		SOLE		870	0	0
MOODY'S CORP COM USD.01	COMMON	615369105	93	391	SH		SOLE		391	0	0
MORGAN STANLEY COM USD1	COMMON	617446448	1,272	24,887	SH		OTR		17,334	7,553	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	34	208	SH		SOLE		208	0	0
MR COOPER GROUP INC COM USD.00001	COMMON	62482R107	1,348	107,729	SH		SOLE		107,729	0	0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001	COMMON	553530106	6	73	SH		SOLE		73	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	33	129	SH		SOLE		129	0	0
MTS SYSTEMS CORP COM USD.25	COMMON	553777103	75	1,571	SH		SOLE		1,571	0	0
MUELLER INDUSTRIES COM NPV	COMMON	624756102	424	13,371	SH		SOLE		13,371	0	0
MURPHY OIL CORP COM USD1	COMMON	626717102	19	702	SH		SOLE		702	0	0
MURPHY USA INC COM USD.01	COMMON	626755102	317	2,712	SH		SOLE		2,712	0	0
MUSTANG BIO INC COM	COMMON	62818Q104	0	2	SH		SOLE		2	0	0
MVB FINANCIAL CORP COM	COMMON	553810102	318	12,798	SH		SOLE		12,798	0	0
MYLAN NV COM USD.5	COMMON	N59465109	1	51	SH		SOLE		51	0	0
NABORS INDUSTRIES LTD COM USD.1	COMMON	G6359F103	25	8,744	SH		SOLE		8,744	0	0
NACCO INDUSTRIES -CL A CL A COM USD1	COMMON	629579103	7	153	SH		SOLE		153	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	205	6,973	SH		SOLE		6,973	0	0
NASDAQ INC COM USD.01	COMMON	631103108	5	44	SH		SOLE		44	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	100	1,405	SH		SOLE		1,405	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	874	119,842	SH		SOLE		119,842	0	0
NATIONAL GRID SPON ADR	COMMON	636274409	98	1,565	SH		SOLE		1,565	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	5	61	SH		SOLE		61	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	236	2,738	SH		SOLE		2,738	0	0
NATIONAL OILWELL VARCO INC COM USD.01	COMMON	637071101	7	276	SH		SOLE		276	0	0
NATIONAL RESEARCH CORP COM USD.001	COMMON	637372202	627	9,519	SH		SOLE		9,519	0	0
NATIONAL STORAGE AFFILIATES COM USD0.01	COMMON	637870106	194	5,795	SH		SOLE		5,795	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	38	4,749	SH		SOLE		4,749	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	38	3,844	SH		SOLE		3,844	0	0
NATURES SUNSHINE PRODS INC COM NPV	COMMON	639027101	125	13,981	SH		SOLE		13,981	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	60	4,378	SH		SOLE		4,378	0	0
NCR CORP COM USD5	COMMON	62886E108	9	262	SH		SOLE		262	0	0
NEKTAR THERAPEUTICS COM NPV	COMMON	640268108	0	15	SH		SOLE		15	0	0
NELNET INC CL A COM USD.01	COMMON	64031N108	5	91	SH		SOLE		91	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	151	2,323	SH		SOLE		2,323	0	0
NETAPP INC COM NPV	COMMON	64110D104	8	133	SH		SOLE		133	0	0
NETEASE INC SPONSORED ADR	COMMON	64110W102	42	137	SH		SOLE		137	0	0
NETFLIX INC COM USD.001	COMMON	64110L106	288	891	SH		SOLE		891	0	0
NETSOL TECHNOLOGIES INC COM USD.001	COMMON	64115A402	25	6,179	SH		SOLE		6,179	0	0
NEUROCRINE BIOSCIENCES INC COM USD.01	COMMON	64125C109	2	23	SH		SOLE		23	0	0
NEVRO CORP COM USD0.001	COMMON	64157F103	247	2,101	SH		SOLE		2,101	0	0
NEW ORIENTAL ED & TECH ADR USD	COMMON	647581107	337	2,780	SH		SOLE		2,780	0	0
NEW SENIOR INVESTMENT GROUP COM USD.01	COMMON	648691103	318	41,681	SH		SOLE		41,681	0	0
NEW YORK CMNTY BANCORP INC COM USD.01	COMMON	649445103	10	832	SH		SOLE		832	0	0
NEW YORK MORTGAGE TRUST INC COM USD.01	COMMON	649604501	4	566	SH		SOLE		566	0	0
NEWELL BRANDS INC COM USD1	COMMON	651229106	4	201	SH		SOLE		201	0	0
NEWMARK GROUP INC Cl A	COMMON	65158N102	1,960	145,886	SH		SOLE		145,886	0	0
NEWMARKET CORP COM USD1	COMMON	651587107	138	285	SH		SOLE		285	0	0
NEWMONT GOLDCORP CORP COM USD1.6	COMMON	651639106	46	1,059	SH		SOLE		1,059	0	0
NEWS CORP CL A COM USD0.01	COMMON	65249B109	1	45	SH		SOLE		45	0	0
NEWS CORP CL B COM USD0.01	COMMON	65249B208	1	35	SH		SOLE		35	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	8	177	SH		SOLE		177	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	6,981	59,558	SH		SOLE		59,558	0	0
NEXTERA ENERGY INC COM NPV	COMMON	65339F101	253	1,043	SH		SOLE		1,043	0	0
NI HOLDINGS INC COM	COMMON	65342T106	91	5,282	SH		SOLE		5,282	0	0
NICE LTD SPON ADR	COMMON	653656108	54	346	SH		SOLE		346	0	0
NIKE INC -CL B CL B COM NPV	COMMON	654106103	329	3,247	SH		SOLE		3,247	0	0
NISOURCE INC COM NPV	COMMON	65473P105	5	170	SH		SOLE		170	0	0
NMI HOLDINGS INC CL A COM USD.01	COMMON	629209305	2	53	SH		SOLE		53	0	0
NOBLE ENERGY INC COM USD3.33	COMMON	655044105	5	213	SH		SOLE		213	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	149	28,881	SH		SOLE		28,881	0	0
NORBORD INC COM NPV	COMMON	65548P403	10,407	389,277	SH		SOLE		389,277	0	0
NORDIC AMERICAN TANKERS LTD COM USD.01	COMMON	G65773106	86	17,512	SH		SOLE		17,512	0	0
NORDSON CORP COM USD1	COMMON	655663102	4	25	SH		SOLE		25	0	0
NORDSTROM INC COM NPV	COMMON	655664100	15	377	SH		SOLE		377	0	0
NORFOLK SOUTHERN CORP COM USD1	COMMON	655844108	147	758	SH		SOLE		758	0	0
NORTH AMERICAN CONST GRP LTD COM NPV	COMMON	656811106	6	531	SH		SOLE		531	0	0
NORTHEAST BANK COM NPV	COMMON	66405S100	291	13,224	SH		SOLE		13,224	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	67	4,797	SH		SOLE		4,797	0	0
NORTHERN TRUST CORP COM USD3.17	COMMON	665859104	46	429	SH		SOLE		429	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	103	2,699	SH		SOLE		2,699	0	0
NORTHROP GRUMMAN CORP COM NPV	COMMON	666807102	141	411	SH		SOLE		411	0	0
NORTHWEST PIPE CO COM USD.01	COMMON	667746101	309	9,306	SH		SOLE		9,306	0	0
NORTHWESTERN CORP COM NEW	COMMON	668074305	28	395	SH		SOLE		395	0	0
NORTONLIFELOCK INC COM NPV	COMMON	668771108	9	358	SH		SOLE		358	0	0
NORWEGIAN CRUISE LINE HLDGS COM USD.001	COMMON	G66721104	471	8,060	SH		SOLE		8,060	0	0
NORWOOD FINANCIAL CORP COM USD.1	COMMON	669549107	3	80	SH		SOLE		80	0	0
NOVAGOLD RESOURCES LTD COM NPV	COMMON	66987E206	391	43,677	SH		SOLE		43,677	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	1,484	15,676	SH		SOLE		15,676	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	229	3,959	SH		SOLE		3,959	0	0
NOVOCURE LTD ORD NPV	COMMON	G6674U108	100	1,194	SH		SOLE		1,194	0	0
NOW INC COM USD.01	COMMON	67011P100	8	740	SH		SOLE		740	0	0
NRG ENERGY INC COM NEW	COMMON	629377508	119	2,999	SH		SOLE		2,999	0	0
NUCOR CORP COM USD.4	COMMON	670346105	614	10,903	SH		SOLE		10,903	0	0
NUTANIX INC CL A COM USD0.000025	COMMON	67059N108	3	98	SH		SOLE		98	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	11	236	SH		SOLE		236	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	138	1,788	SH		SOLE		1,788	0	0
NVENT ELECTRIC PLC When issued	COMMON	G6700G107	11	427	SH		SOLE		427	0	0
NVIDIA CORP COM USD.001	COMMON	67066G104	305	1,296	SH		SOLE		1,296	0	0
NVR INC COM USD.01	COMMON	62944T105	3,254	855	SH		SOLE		855	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	104,127	818,659	SH		OTR		686,950	131,709	0
OCCIDENTAL PETROLEUM CORP COM USD.2	COMMON	674599105	28	674	SH		SOLE		674	0	0
OCEANEERING INTERNATIONAL COM USD.25	COMMON	675232102	1	79	SH		SOLE		79	0	0
OCULAR THERAPEUTIX INC COM USD0.0001	COMMON	67576A100	0	87	SH		SOLE		87	0	0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI	COMMON	67623C109	5	146	SH		SOLE		146	0	0
OFG BANCORP COM USD1	COMMON	67103X102	18	756	SH		SOLE		756	0	0
OGE ENERGY CORP COM USD2.5	COMMON	670837103	8	174	SH		SOLE		174	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	171	4,723	SH		SOLE		4,723	0	0
OIL STATES INTL INC COM USD.01	COMMON	678026105	3	184	SH		SOLE		184	0	0
OKTA INC CL A COM USD0.0001	COMMON	679295105	2	18	SH		SOLE		18	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	4	20	SH		SOLE		20	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	106	4,752	SH		SOLE		4,752	0	0
OLIN CORP COM USD1	COMMON	680665205	30	1,725	SH		SOLE		1,725	0	0
OLYMPIC STEEL INC COM NPV	COMMON	68162K106	461	25,708	SH		SOLE		25,708	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	25	580	SH		SOLE		580	0	0
OMNICELL INC COM NPV	COMMON	68213N109	222	2,721	SH		SOLE		2,721	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	9,300	114,791	SH		SOLE		114,791	0	0
ON DECK CAPITAL INC COM USD.01	COMMON	682163100	470	113,486	SH		SOLE		113,486	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	1,447	59,346	SH		SOLE		59,346	0	0
ONE LIBERTY PROPERTIES INC COM USD1	COMMON	682406103	5	179	SH		SOLE		179	0	0
ONEMAIN HOLDINGS INC COM	COMMON	68268W103	1	23	SH		SOLE		23	0	0
ONEOK INC COM NPV	COMMON	682680103	32	425	SH		SOLE		425	0	0
ONTO INNOVATION INC COM USD.001	COMMON	683344105	577	15,787	SH		SOLE		15,787	0	0
OP BANCORP COM	COMMON	67109R109	184	17,757	SH		SOLE		17,757	0	0
OPEN TEXT CORP COM NPV	COMMON	683715106	30	686	SH		SOLE		686	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	513	18,664	SH		SOLE		18,664	0	0
OPTINOSE INC COM USD0.001	COMMON	68404V100	2	239	SH		SOLE		239	0	0
OPUS BANK COM	COMMON	684000102	244	9,443	SH		SOLE		9,443	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	35,905	677,923	SH		OTR		574,608	103,315	0
ORANGE SPON ADR	COMMON	684060106	42	2,896	SH		SOLE		2,896	0	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	72	165	SH		SOLE		165	0	0
ORION GROUP HOLDINGS INC COM USD.01	COMMON	68628V308	14	2,655	SH		SOLE		2,655	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	305	3,659	SH		SOLE		3,659	0	0
ORMAT TECHNOLOGIES INC COM USD.001	COMMON	686688102	5	73	SH		SOLE		73	0	0
ORTHOPEDIATRICS CORP COM USD0.00025	COMMON	68752L100	8	163	SH		SOLE		163	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	19	206	SH		SOLE		206	0	0
OSI SYSTEMS INC COM NPV	COMMON	671044105	978	9,725	SH		SOLE		9,725	0	0
OSMOTICA PHARMACEUTIC COM	COMMON	G6S41R101	20	2,834	SH		SOLE		2,834	0	0
OUTFRONT MEDIA INC COM USD.01	COMMON	69007J106	4	150	SH		SOLE		150	0	0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01	COMMON	69036R863	1	499	SH		SOLE		499	0	0
OVID THRPUTCS INC COM	COMMON	690469101	21	4,966	SH		SOLE		4,966	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	32	6,206	SH		SOLE		6,206	0	0
OWENS CORNING COM NEW USD.01	COMMON	690742101	6	99	SH		SOLE		99	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	323	5,597	SH		SOLE		5,597	0	0
PACCAR INC COM USD12	COMMON	693718108	31	392	SH		SOLE		392	0	0
PACIFIC MERCANTILE BANCORP COM NPV	COMMON	694552100	45	5,503	SH		SOLE		5,503	0	0
PACIFIC PREMIER BANCORP INC COM USD8	COMMON	69478X105	427	13,088	SH		SOLE		13,088	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	59	529	SH		SOLE		529	0	0
PACWEST BANCORP COM NPV	COMMON	695263103	11	280	SH		SOLE		280	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	3	13	SH		SOLE		13	0	0
PAN AMERICAN SILVER CORP COM NPV	COMMON	697900108	1,640	69,262	SH		SOLE		69,262	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	1	38	SH		SOLE		38	0	0
PARETEUM CORP COM NPV	COMMON	69946T207	0	1	SH		SOLE		1	0	0
PARK HOTELS & RESORTS COM USD.01	COMMON	700517105	2	88	SH		SOLE		88	0	0
PARK NATIONAL CORP COM NPV	COMMON	700658107	0	3	SH		SOLE		3	0	0
PARKER-HANNIFIN CORP COM USD.5	COMMON	701094104	91	442	SH		SOLE		442	0	0
PARSLEY ENERGY INC CL A COM USD.01	COMMON	701877102	2	80	SH		SOLE		80	0	0
PARTNER COMMUNICATIONS CO ADR	COMMON	70211M109	0	25	SH		SOLE		25	0	0
PARTY CITY HOLDCO INC COM USD.01	COMMON	702149105	0	1	SH		SOLE		1	0	0
PATRICK INDUSTRIES INC COM NPV	COMMON	703343103	15	280	SH		SOLE		280	0	0
PATTERN ENERGY GROUP INC CL A COM USD.01	COMMON	70338P100	3	130	SH		SOLE		130	0	0
PATTERSON COS INC COM USD.01	COMMON	703395103	15	737	SH		SOLE		737	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	430	5,058	SH		SOLE		5,058	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	248	939	SH		SOLE		939	0	0
PAYLOCITY HOLDING CORP COM USD0.001	COMMON	70438V106	958	7,938	SH		SOLE		7,938	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	191	1,769	SH		SOLE		1,769	0	0
PBF ENERGY INC CL A COM USD0.001	COMMON	69318G106	5	153	SH		SOLE		153	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	204	4,104	SH		SOLE		4,104	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	513	60,592	SH		SOLE		60,592	0	0
PDF SOLUTIONS INC COM USD.00015	COMMON	693282105	5	290	SH		SOLE		290	0	0
PDL BIOPHARMA INC COM USD.01	COMMON	69329Y104	512	158,066	SH		SOLE		158,066	0	0
PEABODY ENERGY CORP WHEN ISSUED	COMMON	704551100	5	533	SH		SOLE		533	0	0
PEMBINA PIPELINE CORP COM	COMMON	706327103	30	799	SH		SOLE		799	0	0
PENNANT GROUP INC (THE) COM	COMMON	70805E109	6	171	SH		SOLE		171	0	0
PENNS WOODS BANCORP INC COM USD10.	COMMON	708430103	59	1,654	SH		SOLE		1,654	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	10	284	SH		SOLE		284	0	0
PENNYMAC MORTGAGE INVEST TR COM SHS BEN	COMMON	70931T103	5	235	SH		SOLE		235	0	0
PENSKE AUTOMOTIVE GROUP INC COM USD.0001 VTG	COMMON	70959W103	17	340	SH		SOLE		340	0	0
PENTAIR PLC COM USD.16	COMMON	G7S00T104	3	60	SH		SOLE		60	0	0
PEOPLES BANCORP NC INC COM NPV	COMMON	710577107	125	3,795	SH		SOLE		3,795	0	0
PEOPLE'S UNITED FINL INC COM NPV	COMMON	712704105	13	767	SH		SOLE		767	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	1,217	8,906	SH		SOLE		8,906	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	1,326	28,830	SH		SOLE		28,830	0	0
PERFORMANCE FOOD GROUP CO COM USD.01	COMMON	71377A103	4	76	SH		SOLE		76	0	0
PERKINELMER INC COM USD1	COMMON	714046109	6	66	SH		SOLE		66	0	0
PERMA-PIPE INTERNATIONAL HOL COM USD.01	COMMON	714167103	33	3,528	SH		SOLE		3,528	0	0
PERRIGO CO PLC COM NPV	COMMON	G97822103	8	157	SH		SOLE		157	0	0
PERSPECTA INC When Issued	COMMON	715347100	874	33,096	SH		SOLE		33,096	0	0
PETIQ INC COM CL A	COMMON	71639T106	2	87	SH		SOLE		87	0	0
PETMED EXPRESS INC COM USD.001	COMMON	716382106	0	19	SH		SOLE		19	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	95	1,881	SH		SOLE		1,881	0	0
PETROLEO BRASILEIRO SA- PETR SPON ADR NON-VTG	COMMON	71654V101	36	2,393	SH		SOLE		2,393	0	0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR	COMMON	71654V408	626	39,296	SH		SOLE		39,296	0	0
PFIZER INC COM USD.1	COMMON	717081103	16,741	427,405	SH		OTR		324,771	102,634	0
PHASEBIO PHARMACEUTIC COM	COMMON	717224109	0	2	SH		SOLE		2	0	0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001	COMMON	71742Q106	3	101	SH		SOLE		101	0	0
PHILIP MORRIS INTERNATIONAL COM NPV	COMMON	718172109	195	2,291	SH		SOLE		2,291	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	56,874	510,736	SH		OTR		410,695	100,041	0
PHOTRONICS INC COM NPV	COMMON	719405102	985	62,578	SH		SOLE		62,578	0	0
PICO HOLDINGS INC COM USD.1	COMMON	693366205	230	20,656	SH		SOLE		20,656	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	1,013	45,553	SH		SOLE		45,553	0	0
PILGRIM'S PRIDE CORP COM USD.01	COMMON	72147K108	1,490	45,567	SH		SOLE		45,567	0	0
PINDUODUO INC -ADR ADR	COMMON	722304102	116	3,067	SH		SOLE		3,067	0	0
PINNACLE WEST CAPITAL CORP COM USD2.5	COMMON	723484101	12	131	SH		SOLE		131	0	0
PIONEER NATURAL RESOURCES CO COM NPV	COMMON	723787107	3	22	SH		SOLE		22	0	0
PIPER JAFFRAY COS COM	COMMON	724078100	1	7	SH		SOLE		7	0	0
PITNEY BOWES INC COM USD2	COMMON	724479100	136	33,780	SH		SOLE		33,780	0	0
PLAINS GP HOLDINGS LP CL A LP NPV	COMMON	72651A207	247	13,065	SH		SOLE		13,065	0	0
PLUMAS BANCORP COM	COMMON	729273102	2	57	SH		SOLE		57	0	0
PLYMOUTH INDL REIT INC COM USD.01	COMMON	729640102	130	7,059	SH		SOLE		7,059	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	71	442	SH		SOLE		442	0	0
PNM RESOURCES INC COM USD5	COMMON	69349H107	7	146	SH		SOLE		146	0	0
POLARIS INC COM NPV	COMMON	731068102	3	29	SH		SOLE		29	0	0
POPULAR INC COM USD5	COMMON	733174700	219	3,736	SH		SOLE		3,736	0	0
PORTLAND GENERAL ELECTRIC CO COM USD	COMMON	736508847	49	879	SH		SOLE		879	0	0
POSCO SPON ADR	COMMON	693483109	2,195	43,358	SH		SOLE		43,358	0	0
POST HOLDINGS INC COM USD.01	COMMON	737446104	18	162	SH		SOLE		162	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	10	236	SH		SOLE		236	0	0
POWELL INDUSTRIES INC COM USD.01	COMMON	739128106	261	5,328	SH		SOLE		5,328	0	0
POWER INTEGRATIONS INC COM USD.001	COMMON	739276103	24	244	SH		SOLE		244	0	0
PPG INDUSTRIES INC COM USD1.666	COMMON	693506107	34	258	SH		SOLE		258	0	0
PPL CORP COM NPV	COMMON	69351T106	9	258	SH		SOLE		258	0	0
PREFERRED BANK LOS ANGELES COM	COMMON	740367404	17	286	SH		SOLE		286	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	259	4,299	SH		SOLE		4,299	0	0
PRESTIGE CONSUMER HEALTHCARE COM USD.01	COMMON	74112D101	890	22,017	SH		SOLE		22,017	0	0
PRETIUM RESOURCES INC COM NPV	COMMON	74139C102	1,063	95,603	SH		SOLE		95,603	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	50	409	SH		SOLE		409	0	0
PRIMEENERGY RESOURCES CORP COM USD.1	COMMON	74158E104	112	743	SH		SOLE		743	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	29	530	SH		SOLE		530	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	7,686	61,542	SH		SOLE		61,542	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	312	17,753	SH		SOLE		17,753	0	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	70	48,049	SH		SOLE		48,049	0	0
PROGRESS SOFTWARE CORP COM USD.01	COMMON	743312100	123	2,970	SH		SOLE		2,970	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	63	875	SH		SOLE		875	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	89	995	SH		SOLE		995	0	0
PROTECTIVE INSURANCE CORP CL B COM NPV	COMMON	74368L203	49	3,075	SH		SOLE		3,075	0	0
PROVIDENT FINANCIAL HOLDINGS COM USD.01	COMMON	743868101	22	1,001	SH		SOLE		1,001	0	0
PRUDENTIAL BANCORP INC COM USD.01	COMMON	74431A101	37	1,973	SH		SOLE		1,973	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	1,390	14,823	SH		SOLE		14,823	0	0
PRUDENTIAL PLC ADR	COMMON	74435K204	48	1,270	SH		SOLE		1,270	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	213	1,294	SH		SOLE		1,294	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	0	52	SH		SOLE		52	0	0
PUBLIC SERVICE ENTRP GRP INC COM NPV	COMMON	744573106	65	1,093	SH		SOLE		1,093	0	0
PUBLIC STORAGE COM USD.1	COMMON	74460D109	24	111	SH		SOLE		111	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	6,195	159,678	SH		SOLE		159,678	0	0
PVH CORP COM USD1	COMMON	693656100	6	59	SH		SOLE		59	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	267	30,919	SH		SOLE		30,919	0	0
QEP RESOURCES INC COM USD.01	COMMON	74733V100	0	51	SH		SOLE		51	0	0
QORVO INC COM NPV	COMMON	74736K101	1,060	9,124	SH		SOLE		9,124	0	0
QTS REALTY TRUST INC CL A COM USD0.01	COMMON	74736A103	15	283	SH		SOLE		283	0	0
QUAKER CHEMICAL CORP COM USD1	COMMON	747316107	427	2,599	SH		SOLE		2,599	0	0
QUALCOMM INC COM USD.0001	COMMON	747525103	84,271	955,622	SH		OTR		764,729	190,893	0
QUANEX BUILDING PRODUCTS COM USD.01	COMMON	747619104	537	31,444	SH		SOLE		31,444	0	0
QUANTA SERVICES INC COM USD.00001	COMMON	74762E102	10	247	SH		SOLE		247	0	0
QUDIAN INC ADR	COMMON	747798106	45	9,604	SH		SOLE		9,604	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	25	235	SH		SOLE		235	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	2	154	SH		SOLE		154	0	0
QUOTIENT LTD ORD SHS	COMMON	G73268107	1	141	SH		SOLE		141	0	0
R1 RCM INC COM USD.01	COMMON	749397105	2	137	SH		SOLE		137	0	0
RA PHARMACEUTICALS INC COM USD.001	COMMON	74933V108	3	65	SH		SOLE		65	0	0
RADIAN GROUP INC COM USD.001	COMMON	750236101	199	7,941	SH		SOLE		7,941	0	0
RADIANT LOGISTICS INC UNIT	COMMON	75025X100	929	167,451	SH		SOLE		167,451	0	0
RADNET INC COM USD.01	COMMON	750491102	4	206	SH		SOLE		206	0	0
RAFAEL HOLDINGS INC COM CL B USD0.01	COMMON	75062E106	3	147	SH		SOLE		147	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	27	229	SH		SOLE		229	0	0
RAMBUS INC COM USD.001	COMMON	750917106	7	501	SH		SOLE		501	0	0
RANGE RESOURCES CORP COM USD.01	COMMON	75281A109	0	45	SH		SOLE		45	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	31	343	SH		SOLE		343	0	0
RAYONIER ADVANCED MATERIALS COM USD.01	COMMON	75508B104	4	1,128	SH		SOLE		1,128	0	0
RAYTHEON CO COM USD1	COMMON	755111507	105	478	SH		SOLE		478	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	565	14,670	SH		SOLE		14,670	0	0
READY CAPITAL CORP COM USD.01	COMMON	75574U101	25	1,641	SH		SOLE		1,641	0	0
REALOGY HOLDINGS CORP CL A COM USD.01	COMMON	75605Y106	66	6,856	SH		SOLE		6,856	0	0
REALTY INCOME CORP COM USD1	COMMON	756109104	4	49	SH		SOLE		49	0	0
REATA PHARMACEUTICALS INC CL A COM NPV	COMMON	75615P103	285	1,395	SH		SOLE		1,395	0	0
RECRO PHARMA INC COM USD.01	COMMON	75629F109	6	331	SH		SOLE		331	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	7	79	SH		SOLE		79	0	0
REGENCY CENTERS CORP COM USD.01	COMMON	758849103	36,449	578,029	SH		OTR		450,048	127,981	0
REGENERON PHARMACEUTICALS COM USD.001	COMMON	75886F107	36	97	SH		SOLE		97	0	0
REGIONAL MANAGEMENT CORP COM USD.1	COMMON	75902K106	8	267	SH		SOLE		267	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	52,859	3,082,080	SH		OTR		2,420,965	661,115	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	41	249	SH		SOLE		249	0	0
RELIANCE STEEL & ALUMINUM CO COM NPV	COMMON	759509102	2,541	21,215	SH		SOLE		21,215	0	0
RELX PLC SP ADR	COMMON	759530108	87	3,427	SH		SOLE		3,427	0	0
RENAISSANCERE HOLDINGS LTD COM USD1	COMMON	G7496G103	2	10	SH		SOLE		10	0	0
RENASANT CORP COM USD5	COMMON	75970E107	449	12,666	SH		SOLE		12,666	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	16	596	SH		SOLE		596	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	2,370	82,271	SH		SOLE		82,271	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	1,239	13,414	SH		SOLE		13,414	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	372	4,151	SH		SOLE		4,151	0	0
RESIDEO TECHNOLOGIES COM	COMMON	76118Y104	1	64	SH		SOLE		64	0	0
RESMED INC COM USD.004	COMMON	761152107	12	76	SH		SOLE		76	0	0
RESTAURANT BRANDS INTL INC COM USD.01	COMMON	76131D103	163	2,555	SH		SOLE		2,555	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	4	302	SH		SOLE		302	0	0
RETAIL VALUE INC COM	COMMON	76133Q102	1,898	51,597	SH		SOLE		51,597	0	0
REX AMERICAN RESOURCES CORP COM USD.01	COMMON	761624105	755	9,210	SH		SOLE		9,210	0	0
RH COM USD.0001	COMMON	74967X103	64	301	SH		SOLE		301	0	0
RING ENERGY INC COM USD.001	COMMON	76680V108	1	386	SH		SOLE		386	0	0
RINGCENTRAL INC CL A COM USD.0001	COMMON	76680R206	2	9	SH		SOLE		9	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	1,606	27,060	SH		SOLE		27,060	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	4,677	109,046	SH		SOLE		109,046	0	0
RITE AID CORP COM USD1	COMMON	767754872	25	1,643	SH		SOLE		1,643	0	0
RIVERVIEW BANCORP INC COM USD1	COMMON	769397100	0	50	SH		SOLE		50	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	4,509	254,500	SH		SOLE		254,500	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	489	10,711	SH		SOLE		10,711	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	3	49	SH		SOLE		49	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	56,241	277,637	SH		OTR		212,457	65,180	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	436	14,805	SH		SOLE		14,805	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	2,918	58,782	SH		SOLE		58,782	0	0
ROGERS CORP COM USD1	COMMON	775133101	1	6	SH		SOLE		6	0	0
ROKU INC CL A COM USD .0001	COMMON	77543R102	15	109	SH		SOLE		109	0	0
ROLLINS INC COM USD1	COMMON	775711104	34	1,030	SH		SOLE		1,030	0	0
ROPER TECHNOLOGIES INC COM USD.01	COMMON	776696106	36	103	SH		SOLE		103	0	0
ROSS STORES INC COM USD.01	COMMON	778296103	48	411	SH		SOLE		411	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	173	2,179	SH		SOLE		2,179	0	0
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS	COMMON	780097689	742	115,204	SH		SOLE		115,204	0	0
ROYAL CARIBBEAN CRUISES LTD COM USD.01	COMMON	V7780T103	16	122	SH		SOLE		122	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	371	6,287	SH		SOLE		6,287	0	0
ROYAL DUTCH SHELL PLC ADR CL B	COMMON	780259107	104	1,726	SH		SOLE		1,726	0	0
ROYAL GOLD INC COM USD.01	COMMON	780287108	277	2,268	SH		SOLE		2,268	0	0
RPM INTERNATIONAL INC COM USD.064	COMMON	749685103	1	15	SH		SOLE		15	0	0
RUBICON PROJECT INC COM USD.00001	COMMON	78112V102	0	2	SH		SOLE		2	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	2	45	SH		SOLE		45	0	0
RYDER SYSTEM INC COM USD.5	COMMON	783549108	1	14	SH		SOLE		14	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	742	62,698	SH		SOLE		62,698	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	4	44	SH		SOLE		44	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	171	626	SH		SOLE		626	0	0
SABRA HEALTH CARE REIT INC COM USD.01	COMMON	78573L106	24	1,130	SH		SOLE		1,130	0	0
SABRE CORP COM USD.01	COMMON	78573M104	2	80	SH		SOLE		80	0	0
SAFE BULKERS INC COM USD.001	COMMON	Y7388L103	4	2,609	SH		SOLE		2,609	0	0
SAGA COMMUNICATIONS -CL A CL A COM USD.01	COMMON	786598300	94	3,082	SH		SOLE		3,082	0	0
SALESFORCE.COM INC COM USD.001	COMMON	79466L302	247	1,521	SH		SOLE		1,521	0	0
SALISBURY BANCORP INC COM USD3.33	COMMON	795226109	34	754	SH		SOLE		754	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	321	17,609	SH		SOLE		17,609	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	15	86	SH		SOLE		86	0	0
SANFILIPPO JOHN B&SON COM USD.01	COMMON	800422107	8,199	89,910	SH		SOLE		89,910	0	0
SANMINA CORP COM USD.01	COMMON	801056102	280	8,198	SH		SOLE		8,198	0	0
SANOFI SPONSORED ADR	COMMON	80105N105	212	4,220	SH		SOLE		4,220	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	19	829	SH		SOLE		829	0	0
SAP SE SPON ADR	COMMON	803054204	126	939	SH		SOLE		939	0	0
SAPIENS INTERNATIONAL CORP COM ANG1	COMMON	G7T16G103	98	4,279	SH		SOLE		4,279	0	0
SAREPTA THERAPEUTICS INC COM USD.0001	COMMON	803607100	0	1	SH		SOLE		1	0	0
SASOL LTD ADR	COMMON	803866300	1,019	47,161	SH		SOLE		47,161	0	0
SAUL CENTERS INC COM USD.01	COMMON	804395101	3	59	SH		SOLE		59	0	0
SAVARA INC COM USD.001	COMMON	805111101	4	936	SH		SOLE		936	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	1,426	5,916	SH		SOLE		5,916	0	0
SCHLUMBERGER LTD COM USD.01	COMMON	806857108	93	2,312	SH		SOLE		2,312	0	0
SCHNITZER STEEL INDS -CL A CL A COM USD.01	COMMON	806882106	347	15,999	SH		SOLE		15,999	0	0
SCHWAB (CHARLES) CORP COM USD.01	COMMON	808513105	86	1,815	SH		SOLE		1,815	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	1,003	23,890	SH		SOLE		23,890	0	0
SCOTTS MIRACLE-GRO CO CL A COM USD.01	COMMON	810186106	84	792	SH		SOLE		792	0	0
SCPHARMACEUTICALS INC COM USD.0001	COMMON	810648105	9	1,655	SH		SOLE		1,655	0	0
SEABOARD CORP COM USD1	COMMON	811543107	98	23	SH		SOLE		23	0	0
SEACOR HOLDINGS INC COM USD.01	COMMON	811904101	8	182	SH		SOLE		182	0	0
SEADRILL LTD COM	COMMON	G7998G106	0	1	SH		SOLE		1	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	20,417	343,142	SH		SOLE		343,142	0	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	0	6	SH		SOLE		6	0	0
SEASPAN CORP COM	COMMON	Y75638109	96	6,755	SH		SOLE		6,755	0	0
SECUREWORKS CORP CL A COM USD.01	COMMON	81374A105	1	31	SH		SOLE		31	0	0
SELECT ENERGY SERVICES INC CL A COM USD0.01	COMMON	81617J301	2	241	SH		SOLE		241	0	0
SELECT MEDICAL HOLDINGS CORP COM USD.001	COMMON	81619Q105	147	6,328	SH		SOLE		6,328	0	0
SELECT SECTOR SPDR TR TECHNOLOGY	COMMON	81369Y803	25	277	SH		SOLE		277	0	0
SEMPRA ENERGY COM NPV	COMMON	816851109	54	358	SH		SOLE		358	0	0
SENECA FOODS CORP CL A COM NPV	COMMON	817070501	312	7,650	SH		SOLE		7,650	0	0
SENSEONICS HLDGS INC COM USD.001	COMMON	81727U105	0	2	SH		SOLE		2	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	10	221	SH		SOLE		221	0	0
SERVICE PROPERTIES TRUST COM USD.01	COMMON	81761L102	36	1,460	SH		SOLE		1,460	0	0
SERVICEMASTER GLOBAL HLDGS COM USD.01	COMMON	81761R109	1	15	SH		SOLE		15	0	0
SERVICENOW INC COM USD.001	COMMON	81762P102	84	297	SH		SOLE		297	0	0
SHENANDOAH TELECOMMUN CO COM USD10	COMMON	82312B106	207	4,992	SH		SOLE		4,992	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	309	529	SH		SOLE		529	0	0
SHINHAN FINANCIAL GROUP LTD SPON ADR	COMMON	824596100	2	51	SH		SOLE		51	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	2,055	55,121	SH		SOLE		55,121	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	1	3	SH		SOLE		3	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	249	52,122	SH		SOLE		52,122	0	0
SIGNATURE BANK/NY COM	COMMON	82669G104	2	15	SH		SOLE		15	0	0
SIGNET JEWELERS LTD COM USD.18	COMMON	G81276100	2	108	SH		SOLE		108	0	0
SILGAN HOLDINGS INC COM USD.01	COMMON	827048109	234	7,532	SH		SOLE		7,532	0	0
SILVERBOW RESOURCES INC COM NPV	COMMON	82836G102	3	313	SH		SOLE		313	0	0
SILVERCORP METALS INC COM	COMMON	82835P103	12,164	2,155,775	SH		SOLE		2,155,775	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	108	8,591	SH		SOLE		8,591	0	0
SIMMONS FIRST NATL CP -CL A CL A COM NPV	COMMON	828730200	902	33,686	SH		SOLE		33,686	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	199	1,335	SH		SOLE		1,335	0	0
SIMPLY GOOD FOODS COMPANY CL A COM USD.0001	COMMON	82900L102	6	194	SH		SOLE		194	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	857	29,531	SH		SOLE		29,531	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	1,218	36,531	SH		SOLE		36,531	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	754	24,682	SH		SOLE		24,682	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	2	260	SH		SOLE		260	0	0
SITE CENTERS CORP COM USD.1	COMMON	82981J109	1	82	SH		SOLE		82	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	7	308	SH		SOLE		308	0	0
SKECHERS U S A INC CL A COM USD.001	COMMON	830566105	1	15	SH		SOLE		15	0	0
SKYWEST INC COM NPV	COMMON	830879102	5	80	SH		SOLE		80	0	0
SKYWORKS SOLUTIONS INC COM USD.25	COMMON	83088M102	142	1,175	SH		SOLE		1,175	0	0
SLEEP NUMBER CORP COM USD.01	COMMON	83125X103	370	7,515	SH		SOLE		7,515	0	0
SLM CORP COM USD.2 VTG	COMMON	78442P106	1	60	SH		SOLE		60	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	990	20,587	SH		SOLE		20,587	0	0
SMITH (A.O.) COM USD1	COMMON	831865209	1	23	SH		SOLE		23	0	0
SMUCKER (JM) CO COM NPV	COMMON	832696405	16	157	SH		SOLE		157	0	0
SNAP-ON INC COM USD1	COMMON	833034101	2	12	SH		SOLE		12	0	0
SOLAREDGE TECHNOLOGIES INC COM USD0.0001	COMMON	83417M104	3	35	SH		SOLE		35	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	477	7,739	SH		SOLE		7,739	0	0
SONY CORP ADR	COMMON	835699307	1,843	27,103	SH		SOLE		27,103	0	0
SOTHERLY HOTELS INC COM USD.01	COMMON	83600C103	56	8,308	SH		SOLE		8,308	0	0
SOUTH STATE CORP COM USD5	COMMON	840441109	7	83	SH		SOLE		83	0	0
SOUTHERN CO COM USD5	COMMON	842587107	94	1,473	SH		SOLE		1,473	0	0
SOUTHERN COPPER CORP COM USD.01	COMMON	84265V105	3	65	SH		SOLE		65	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	10,925	202,480	SH		SOLE		202,480	0	0
SPDR S&P 500 ETF TR TR UNIT	COMMON	78462F103	301	934	SH		SOLE		934	0	0
SPDR SERIES TRUST S&P DIVID ETF	COMMON	78464A763	3	25	SH		SOLE		25	0	0
SPECTRUM BRND HLDG INC COM USD.25	COMMON	84790A105	38	596	SH		SOLE		596	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	36,577	502,192	SH		OTR		385,247	116,945	0
SPIRIT AIRLINES INC COM USD0.0001	COMMON	848577102	1	34	SH		SOLE		34	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	24	493	SH		SOLE		493	0	0
SPLUNK INC COM USD.001	COMMON	848637104	15	101	SH		SOLE		101	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	286	35,598	SH		SOLE		35,598	0	0
SPOTIFY TECHNOLOGY SA COM	COMMON	L8681T102	2	16	SH		SOLE		16	0	0
SPRINT CORP COM USD.01	COMMON	85207U105	7	1,341	SH		SOLE		1,341	0	0
SPX CORP COM USD1	COMMON	784635104	688	13,549	SH		SOLE		13,549	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	3	52	SH		SOLE		52	0	0
SQUARE INC CL A COM USD.0000001	COMMON	852234103	2	27	SH		SOLE		27	0	0
SRC ENERGY INC COM USD0.001	COMMON	78470V108	2	574	SH		SOLE		574	0	0
SSR MINING INC COM NPV	COMMON	784730103	6,695	348,060	SH		SOLE		348,060	0	0
ST JOE CO COM USD100	COMMON	790148100	130	6,546	SH		SOLE		6,546	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	6	75	SH		SOLE		75	0	0
STANDARD MOTOR PRODS CL A COM USD2	COMMON	853666105	344	6,473	SH		SOLE		6,473	0	0
STANLEY BLACK & DECKER INC COM USD2.5	COMMON	854502101	11	69	SH		SOLE		69	0	0
STANTEC INC COM NPV	COMMON	85472N109	46	1,624	SH		SOLE		1,624	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	63,460	722,102	SH		OTR		570,888	151,214	0
STATE STREET CORP COM USD1	COMMON	857477103	64	810	SH		SOLE		810	0	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	34	987	SH		SOLE		987	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	239	11,675	SH		SOLE		11,675	0	0
STEPAN CO COM USD1	COMMON	858586100	321	3,141	SH		SOLE		3,141	0	0
STERICYCLE INC COM USD.01	COMMON	858912108	18	282	SH		SOLE		282	0	0
STERIS PLC COM NPV	COMMON	G8473T100	2,500	16,404	SH		SOLE		16,404	0	0
STERLING BANCORP COM USD.1	COMMON	85917A100	48	2,265	SH		SOLE		2,265	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	2,191	155,578	SH		SOLE		155,578	0	0
STIFEL FINANCIAL CORP COM USD.15	COMMON	860630102	162	2,671	SH		SOLE		2,671	0	0
STMICROELECTRONICS NV ADR	COMMON	861012102	66	2,440	SH		SOLE		2,440	0	0
STONERIDGE INC COM NPV	COMMON	86183P102	4	126	SH		SOLE		126	0	0
STRATASYS LTD ORD SHR	COMMON	M85548101	1	28	SH		SOLE		28	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	89	4,001	SH		SOLE		4,001	0	0
STRYKER CORP COM USD10	COMMON	863667101	111	527	SH		SOLE		527	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	399	53,909	SH		SOLE		53,909	0	0
SUMMIT HOTEL PROPERTIES INC COM USD.01	COMMON	866082100	4,481	363,189	SH		SOLE		363,189	0	0
SUMMIT MATERIALS INC CL A COM USD.01	COMMON	86614U100	2	82	SH		SOLE		82	0	0
SUN COMMUNITIES INC COM USD.01	COMMON	866674104	17	114	SH		SOLE		114	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	41,031	900,268	SH		SOLE		900,268	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	14,195	433,285	SH		SOLE		433,285	0	0
SUNPOWER CORP COM USD.001	COMMON	867652406	3	404	SH		SOLE		404	0	0
SUNRUN INC COM USD0.0001	COMMON	86771W105	6	401	SH		SOLE		401	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	1,290	92,659	SH		SOLE		92,659	0	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	108	7,954	SH		SOLE		7,954	0	0
SUPERIOR INDUSTRIES INTL COM USD.5	COMMON	868168105	4	1,059	SH		SOLE		1,059	0	0
SURGERY PARTNERS INC COM USD.01	COMMON	86881A100	4	269	SH		SOLE		269	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	10	38	SH		SOLE		38	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	841	22,734	SH		SOLE		22,734	0	0
SYNAPTICS INC COM NPV	COMMON	87157D109	69	1,044	SH		SOLE		1,044	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	39,085	1,085,796	SH		OTR		879,807	205,989	0
SYNNEX CORP COM USD.001	COMMON	87162W100	17	135	SH		SOLE		135	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	885	6,356	SH		SOLE		6,356	0	0
SYNOVUS FINANCIAL CORP COM USD2.5	COMMON	87161C501	8	206	SH		SOLE		206	0	0
SYSCO CORP COM USD1	COMMON	871829107	2,742	32,060	SH		SOLE		32,060	0	0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR	COMMON	874039100	952	16,387	SH		SOLE		16,387	0	0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR	COMMON	874060205	126	6,380	SH		SOLE		6,380	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	2	17	SH		SOLE		17	0	0
TANDEM DIABETES CARE INC COM USD.001	COMMON	875372203	4	61	SH		SOLE		61	0	0
TANGER FACTORY OUTLET CTRS COM USD.01	COMMON	875465106	268	18,203	SH		SOLE		18,203	0	0
TAPESTRY INC COM USD.01	COMMON	876030107	4	146	SH		SOLE		146	0	0
TARGA RESOURCES CORP COM USD.001	COMMON	87612G101	7	177	SH		SOLE		177	0	0
TARGET CORP COM USD1	COMMON	87612E106	8,576	66,910	SH		SOLE		66,910	0	0
TARO PHARMACEUTICL INDS LTD ORD NIS.0001	COMMON	M8737E108	42	472	SH		SOLE		472	0	0
TATA MOTORS LTD SPONSORED ADR	COMMON	876568502	99	7,677	SH		SOLE		7,677	0	0
TAYLOR MORRISON HOME CORP COM USD.01	COMMON	87724P106	5	229	SH		SOLE		229	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	120	2,254	SH		SOLE		2,254	0	0
TCF FINANCIAL CORP COM USD.01	COMMON	872307103	336	7,179	SH		SOLE		7,179	0	0
TD AMERITRADE HOLDING CORP COM USD.01	COMMON	87236Y108	6	115	SH		SOLE		115	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	18	186	SH		SOLE		186	0	0
TEAM INC COM USD.3	COMMON	878155100	3	184	SH		SOLE		184	0	0
TECH DATA CORP COM USD.0015	COMMON	878237106	34	236	SH		SOLE		236	0	0
TECK RESOURCES LTD Cl B Com Npv Svtg	COMMON	878742204	24,977	1,440,875	SH		SOLE		1,440,875	0	0
TEGNA INC COM USD1	COMMON	87901J105	775	46,416	SH		SOLE		46,416	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	131	377	SH		SOLE		377	0	0
TELEFLEX INC COM USD1	COMMON	879369106	235	625	SH		SOLE		625	0	0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR	COMMON	294821608	37	4,178	SH		SOLE		4,178	0	0
TELEFONICA BRASIL SA SPONS ADR PFD	COMMON	87936R106	47	3,315	SH		SOLE		3,315	0	0
TELEFONICA SA ADR	COMMON	879382208	53	7,533	SH		SOLE		7,533	0	0
TELENAV INC COM USD.001	COMMON	879455103	26	5,414	SH		SOLE		5,414	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	1	29	SH		SOLE		29	0	0
TEMPUR SEALY INTL INC COM USD.01	COMMON	88023U101	7	78	SH		SOLE		78	0	0
TENARIS SA SPONSORED ADR	COMMON	88031M109	24	1,044	SH		SOLE		1,044	0	0
TENET HEALTHCARE CORP COM USD.15	COMMON	88033G407	1	28	SH		SOLE		28	0	0
TENNECO INC COM USD5	COMMON	880349105	75	5,710	SH		SOLE		5,710	0	0
TERADATA CORP COM USD.01	COMMON	88076W103	73	2,719	SH		SOLE		2,719	0	0
TERADYNE INC COM USD.125	COMMON	880770102	17,334	254,325	SH		OTR		195,283	59,042	0
TEREX CORP COM USD.01	COMMON	880779103	2	51	SH		SOLE		51	0	0
TERNIUM SA -ADR ADS USD	COMMON	880890108	191	8,681	SH		SOLE		8,681	0	0
TERRAFORM POWER INC CL A COM	COMMON	88104R209	3	221	SH		SOLE		221	0	0
TESLA INC COM USD.001	COMMON	88160R101	79	190	SH		SOLE		190	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	193	17,187	SH		SOLE		17,187	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	1,405	16,329	SH		SOLE		16,329	0	0
TEXAS CAPITAL BANCSHARES INC COM	COMMON	88224Q107	17	296	SH		SOLE		296	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	265	2,069	SH		SOLE		2,069	0	0
TEXTRON INC COM USD.125	COMMON	883203101	31,634	709,299	SH		OTR		527,579	181,720	0
THE UNILEVER GROUP ADR	COMMON	904767704	49	856	SH		SOLE		856	0	0
THE UNILEVER GROUP NY SHS USD20 ADR	COMMON	904784709	182	3,169	SH		SOLE		3,169	0	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	10,619	32,687	SH		SOLE		32,687	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	19,675	275,140	SH		SOLE		275,140	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	37	498	SH		SOLE		498	0	0
TIFFANY & CO COM USD.01	COMMON	886547108	14	106	SH		SOLE		106	0	0
TIM PARTICIPACOES SA SPONS ADR	COMMON	88706P205	496	25,977	SH		SOLE		25,977	0	0
TIMKEN CO COM NPV	COMMON	887389104	23	413	SH		SOLE		413	0	0
TIPTREE INC COM	COMMON	88822Q103	169	20,761	SH		SOLE		20,761	0	0
TITAN INTERNATIONAL INC COM NPV	COMMON	88830M102	0	1	SH		SOLE		1	0	0
TIVITY HEALTH INC COM USD.001	COMMON	88870R102	2	118	SH		SOLE		118	0	0
TJX COS INC (THE) COM USD1	COMMON	872540109	136	2,228	SH		SOLE		2,228	0	0
T-MOBILE US INC COM	COMMON	872590104	469	5,984	SH		SOLE		5,984	0	0
TOLL BROTHERS INC COM USD.01	COMMON	889478103	34	850	SH		SOLE		850	0	0
TOMPKINS FINANCIAL CORP COM NPV	COMMON	890110109	1	6	SH		SOLE		6	0	0
TOPBUILD CORP COM USD1	COMMON	89055F103	1,780	17,290	SH		SOLE		17,290	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	156	2,773	SH		SOLE		2,773	0	0
TOTAL SA SPON ADR	COMMON	89151E109	479	8,668	SH		SOLE		8,668	0	0
TOYOTA MOTOR CORP ADR	COMMON	892331307	215	1,527	SH		SOLE		1,527	0	0
TRACTOR SUPPLY CO COM USD.008	COMMON	892356106	10	111	SH		SOLE		111	0	0
TRADE DESK INC CL A COM USD.000001	COMMON	88339J105	26	101	SH		SOLE		101	0	0
TRANSALTA CORP COM NPV	COMMON	89346D107	7,763	1,086,829	SH		SOLE		1,086,829	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	416	13,061	SH		SOLE		13,061	0	0
TRANSDIGM GROUP INC COM USD.01	COMMON	893641100	52	92	SH		SOLE		92	0	0
TRANSENTERIX INC COM USD.001	COMMON	89366M300	0	1	SH		SOLE		1	0	0
TRANSOCEAN LTD COM USD.01	COMMON	H8817H100	4	569	SH		SOLE		569	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	1	15	SH		SOLE		15	0	0
TRAVELERS COS INC COM	COMMON	89417E109	444	3,244	SH		SOLE		3,244	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	115	10,780	SH		SOLE		10,780	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	867	38,783	SH		SOLE		38,783	0	0
TREEHOUSE FOODS INC COM	COMMON	89469A104	60	1,231	SH		SOLE		1,231	0	0
TRI POINTE GROUP INC COM USD.01	COMMON	87265H109	9	556	SH		SOLE		556	0	0
TRIBUNE PUBLISHING CO COM USD.01	COMMON	89609W107	321	24,410	SH		SOLE		24,410	0	0
TRIMBLE INC COM NPV	COMMON	896239100	4	100	SH		SOLE		100	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	50	1,353	SH		SOLE		1,353	0	0
TRITON INTERNATIONAL LTD COM USD0.01	COMMON	G9078F107	9	220	SH		SOLE		220	0	0
TRONOX HOLDINGS PLC CL A ORD USD.01	COMMON	G9087Q102	0	13	SH		SOLE		13	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	10	411	SH		SOLE		411	0	0
TRUECAR INC COM USD.0001	COMMON	89785L107	1	248	SH		SOLE		248	0	0
TRUIST FINANCIAL CORP COM USD5	COMMON	89832Q109	145	2,567	SH		SOLE		2,567	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	310	7,833	SH		SOLE		7,833	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	42	2,822	SH		SOLE		2,822	0	0
TUCOWS INC CL A COM NPV	COMMON	898697206	1,728	27,444	SH		SOLE		27,444	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	9	324	SH		SOLE		324	0	0
TWITTER INC COM USD.000005	COMMON	90184L102	4	119	SH		SOLE		119	0	0
TYLER TECHNOLOGIES INC COM USD.01	COMMON	902252105	25	84	SH		SOLE		84	0	0
TYME TECHNOLOGIES INC COM	COMMON	90238J103	0	1	SH		SOLE		1	0	0
TYSON FOODS INC -CL A CL A COM USD.1	COMMON	902494103	1,214	13,339	SH		SOLE		13,339	0	0
U S BANCORP COM USD5	COMMON	902973304	360	6,073	SH		SOLE		6,073	0	0
U S CONCRETE INC COM NEW USD.001	COMMON	90333L201	5	113	SH		SOLE		113	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	232	2,573	SH		SOLE		2,573	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	5	47	SH		SOLE		47	0	0
UBIQUITI INC COM USD0.001	COMMON	90353W103	11	60	SH		SOLE		60	0	0
UBS GROUP AG ORD SHRS	COMMON	H42097107	53	4,184	SH		SOLE		4,184	0	0
UFP TECHNOLOGIES INC COM USD.01	COMMON	902673102	114	2,297	SH		SOLE		2,297	0	0
UGI CORP COM USD4.5	COMMON	902681105	1	25	SH		SOLE		25	0	0
ULTA BEAUTY INC COM USD.0158	COMMON	90384S303	4	17	SH		SOLE		17	0	0
ULTRA CLEAN HOLDINGS INC COM USD.01	COMMON	90385V107	55	2,328	SH		SOLE		2,328	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	81	10,944	SH		SOLE		10,944	0	0
UMPQUA HOLDINGS CORP COM USD.833	COMMON	904214103	34	1,922	SH		SOLE		1,922	0	0
UNION BANKSHARES INC COM USD2.0	COMMON	905400107	6	178	SH		SOLE		178	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	31,610	174,938	SH		OTR		139,402	35,536	0
UNISYS CORP COM USD.01	COMMON	909214306	418	35,239	SH		SOLE		35,239	0	0
UNIT CORP COM USD.2	COMMON	909218109	0	5	SH		SOLE		5	0	0
UNITED AIRLINES HOLDINGS INC COM NEW	COMMON	910047109	474	5,380	SH		SOLE		5,380	0	0
UNITED BANKSHARES INC/WV COM NPV	COMMON	909907107	18	470	SH		SOLE		470	0	0
UNITED COMMUNITY BANKS INC COM USD1	COMMON	90984P303	7	220	SH		SOLE		220	0	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	561	209,252	SH		SOLE		209,252	0	0
UNITED PARCEL SERVICE INC CL B COM USD.01	COMMON	911312106	129	1,102	SH		SOLE		1,102	0	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	25	152	SH		SOLE		152	0	0
UNITED STATES STEEL CORP COM NPV	COMMON	912909108	18	1,566	SH		SOLE		1,566	0	0
UNITED TECHNOLOGIES CORP COM USD5	COMMON	913017109	244	1,632	SH		SOLE		1,632	0	0
UNITED THERAPEUTICS CORP COM USD.01	COMMON	91307C102	51	582	SH		SOLE		582	0	0
UNITED-GUARDIAN INC COM USD.1	COMMON	910571108	64	3,255	SH		SOLE		3,255	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	610	2,074	SH		SOLE		2,074	0	0
UNIVAR INC COM USD.01	COMMON	91336L107	8	342	SH		SOLE		342	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	182	3,182	SH		SOLE		3,182	0	0
UNIVERSAL DISPLAY CORP COM USD.01	COMMON	91347P105	17	83	SH		SOLE		83	0	0
UNIVERSAL FOREST PRODS INC COM NPV	COMMON	913543104	670	14,074	SH		SOLE		14,074	0	0
UNIVERSAL HEALTH RLTY INCOME COM USD.01	COMMON	91359E105	416	3,547	SH		SOLE		3,547	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	23	159	SH		SOLE		159	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	614	21,928	SH		SOLE		21,928	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	357	18,839	SH		SOLE		18,839	0	0
UNIVERSAL TECHNICAL INST COM USD.0001	COMMON	913915104	98	12,750	SH		SOLE		12,750	0	0
UNIVEST FINANCIAL CORP COM USD5.0	COMMON	915271100	960	35,841	SH		SOLE		35,841	0	0
UNUM GROUP COM USD.1	COMMON	91529Y106	21	734	SH		SOLE		734	0	0
URBAN EDGE PROPERTIES COM USD0.01	COMMON	91704F104	0	10	SH		SOLE		10	0	0
URBAN OUTFITTERS INC COM USD.0001	COMMON	917047102	7	251	SH		SOLE		251	0	0
URSTADT BIDDLE PROPERTIES CL A COM USD.01	COMMON	917286205	1	41	SH		SOLE		41	0	0
US CELLULAR CORP COM USD1	COMMON	911684108	160	4,411	SH		SOLE		4,411	0	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	4	105	SH		SOLE		105	0	0
USA TRUCK INC COM USD.01	COMMON	902925106	3	411	SH		SOLE		411	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	1	10	SH		SOLE		10	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	79	35,604	SH		SOLE		35,604	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	1	5	SH		SOLE		5	0	0
VALE SA SPONSORED ADR	COMMON	91912E105	24	1,833	SH		SOLE		1,833	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	1,156	12,341	SH		SOLE		12,341	0	0
VALHI INC COM USD1	COMMON	918905100	82	43,606	SH		SOLE		43,606	0	0
VALLEY NATIONAL BANCORP COM USD2.5	COMMON	919794107	9	813	SH		SOLE		813	0	0
VALMONT INDUSTRIES INC COM USD1	COMMON	920253101	0	2	SH		SOLE		2	0	0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF	COMMON	92203J407	14	249	SH		SOLE		249	0	0
VANGUARD INDEX FDS TOTAL STK MKT	COMMON	922908769	77	471	SH		SOLE		471	0	0
VANGUARD INDEX FDS VALUE ETF	COMMON	922908744	1	7	SH		SOLE		7	0	0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF	COMMON	922042874	27	465	SH		SOLE		465	0	0
VANGUARD SPECIALIZED FUNDS DIV APP ETF	COMMON	921908844	2	20	SH		SOLE		20	0	0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF	COMMON	921943858	11	246	SH		SOLE		246	0	0
VAREX IMAGING CORP COM USD0.01	COMMON	92214X106	2	78	SH		SOLE		78	0	0
VECTOR GROUP LTD COM USD1	COMMON	92240M108	1	107	SH		SOLE		107	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	295	34,209	SH		SOLE		34,209	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	785	5,583	SH		SOLE		5,583	0	0
VENTAS INC COM USD.25	COMMON	92276F100	5	90	SH		SOLE		90	0	0
VEON LTD ADR	COMMON	91822M106	19	7,656	SH		SOLE		7,656	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	814	69,005	SH		SOLE		69,005	0	0
VEREIT INC CL A COM USD.01	COMMON	92339V100	6	622	SH		SOLE		622	0	0
VERICEL CORP COM NPV	COMMON	92346J108	1	62	SH		SOLE		62	0	0
VERINT SYSTEMS INC COM USD.001	COMMON	92343X100	302	5,456	SH		SOLE		5,456	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	8	39	SH		SOLE		39	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	938	6,279	SH		SOLE		6,279	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	1,582	25,764	SH		SOLE		25,764	0	0
VERSO CORP CL A COM USD.01	COMMON	92531L207	1,030	57,146	SH		SOLE		57,146	0	0
VERTEX PHARMACEUTICALS INC COM USD.01	COMMON	92532F100	108	494	SH		SOLE		494	0	0
VF CORP COM NPV	COMMON	918204108	163	1,640	SH		SOLE		1,640	0	0
VIACOMCBS INC CL B COM USD.01 NVTG	COMMON	92556H206	16,939	403,839	SH		SOLE		403,839	0	0
VICI PROPERTIES INC COM	COMMON	925652109	1,000	39,143	SH		SOLE		39,143	0	0
VICTORY CPTL HLDGS INC COM	COMMON	92645B103	762	36,398	SH		SOLE		36,398	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	31	1,315	SH		SOLE		1,315	0	0
VINCE HOLDING CORP COM USD.01	COMMON	92719W207	97	5,582	SH		SOLE		5,582	0	0
VIPSHOP HOLDINGS LTD -ADR SPON ADR	COMMON	92763W103	0	14	SH		SOLE		14	0	0
VIRTUS INVESTMENT PTNRS INC COM USD.01	COMMON	92828Q109	12	99	SH		SOLE		99	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	7,360	39,172	SH		SOLE		39,172	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	357	16,773	SH		SOLE		16,773	0	0
VISTA OUTDOOR INC COM USD.01	COMMON	928377100	1	100	SH		SOLE		100	0	0
VISTRA ENERGY CORP COM USD.01	COMMON	92840M102	23	987	SH		SOLE		987	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	5	36	SH		SOLE		36	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	90	4,666	SH		SOLE		4,666	0	0
VORNADO REALTY TRUST SH BEN INT USD.04	COMMON	929042109	22,678	341,168	SH		OTR		263,042	78,126	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	123	28,050	SH		SOLE		28,050	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	81,572	1,338,493	SH		OTR		1,073,839	264,654	0
VSE CORP COM USD.05	COMMON	918284100	62	1,636	SH		SOLE		1,636	0	0
VULCAN MATERIALS CO COM USD1	COMMON	929160109	12	84	SH		SOLE		84	0	0
W&T OFFSHORE INC COM USD.00001	COMMON	92922P106	1,174	211,093	SH		SOLE		211,093	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	597	40,630	SH		SOLE		40,630	0	0
WABCO HOLDINGS INC COM	COMMON	92927K102	3	20	SH		SOLE		20	0	0
WABTEC CORP COM USD.01	COMMON	929740108	0	6	SH		SOLE		6	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	814	48,659	SH		SOLE		48,659	0	0
WAITR HOLDINGS INC COM	COMMON	930752100	1	2,685	SH		SOLE		2,685	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	71,062	1,205,819	SH		OTR		952,490	253,329	0
WALKER & DUNLOP INC COM USD 0.01	COMMON	93148P102	82	1,268	SH		SOLE		1,268	0	0
WALMART INC COM USD.1	COMMON	931142103	353	2,967	SH		SOLE		2,967	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	1,144	54,130	SH		SOLE		54,130	0	0
WASHINGTON FEDERAL INC COM USD1	COMMON	938824109	20	551	SH		SOLE		551	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	1,494	13,109	SH		SOLE		13,109	0	0
WATERS CORP COM USD.01	COMMON	941848103	63,609	272,378	SH		OTR		209,709	62,669	0
WATERSTONE FINANCIAL INC COM USD.01	COMMON	94188P101	220	11,574	SH		SOLE		11,574	0	0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1	COMMON	942749102	33	327	SH		SOLE		327	0	0
WAYSIDE TECHNOLOGY GROUP INC COM USD.01	COMMON	946760105	8	507	SH		SOLE		507	0	0
WD-40 CO COM NPV	COMMON	929236107	12	60	SH		SOLE		60	0	0
WEC ENERGY GROUP INC COM USD10	COMMON	92939U106	86	928	SH		SOLE		928	0	0
WEIBO CORP ADR	COMMON	948596101	0	2	SH		SOLE		2	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	845	20,874	SH		SOLE		20,874	0	0
WELBILT INC COM USD.01	COMMON	949090104	1	40	SH		SOLE		40	0	0
WELLCARE HEALTH PLANS INC COM USD.01	COMMON	94946T106	35	106	SH		SOLE		106	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	105,246	1,957,203	SH		OTR		1,528,305	428,898	0
WELLTOWER INC COM USD1	COMMON	95040Q104	18	218	SH		SOLE		218	0	0
WENDY'S CO CL A COM USD.1	COMMON	95058W100	46	2,096	SH		SOLE		2,096	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	189	5,202	SH		SOLE		5,202	0	0
WESCO INTL INC CL A COM USD.01	COMMON	95082P105	22	375	SH		SOLE		375	0	0
WEST PHARMACEUTICAL SVSC INC COM USD.25	COMMON	955306105	363	2,415	SH		SOLE		2,415	0	0
WESTAMERICA BANCORPORATION COM NPV	COMMON	957090103	857	12,671	SH		SOLE		12,671	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	1,510	23,784	SH		SOLE		23,784	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	77,410	2,892,068	SH		OTR		2,361,899	530,169	0
WESTLAKE CHEMICAL CORP COM USD.01	COMMON	960413102	4	58	SH		SOLE		58	0	0
WESTPAC BANKING SPON ADR	COMMON	961214301	58	3,400	SH		SOLE		3,400	0	0
WESTROCK CO COM USD.01	COMMON	96145D105	1,448	33,751	SH		SOLE		33,751	0	0
WESTWOOD HOLDINGS GROUP INC COM USD.01	COMMON	961765104	4	124	SH		SOLE		124	0	0
WEX INC COM USD.01	COMMON	96208T104	2	10	SH		SOLE		10	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	145	5,471	SH		SOLE		5,471	0	0
WEYERHAEUSER CO COM USD1.875	COMMON	962166104	13	435	SH		SOLE		435	0	0
WHEATON PRECIOUS METALS CORP COM	COMMON	962879102	21	704	SH		SOLE		704	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	20,264	137,434	SH		OTR		109,099	28,335	0
WHITE MTNS INS GROUP LTD COM USD1	COMMON	G9618E107	138	124	SH		SOLE		124	0	0
WHITESTONE REIT COM USD.001	COMMON	966084204	5	392	SH		SOLE		392	0	0
WIDEOPENWEST INC COM 0.01USD	COMMON	96758W101	4	479	SH		SOLE		479	0	0
WILLIAM LYON HOMES CL A COM USD.01	COMMON	552074700	6	288	SH		SOLE		288	0	0
WILLIAMS COS INC COM USD1	COMMON	969457100	21	904	SH		SOLE		904	0	0
WILLIAMS-SONOMA INC COM NPV	COMMON	969904101	3	43	SH		SOLE		43	0	0
WILLIS LEASE FINANCE CORP COM NPV	COMMON	970646105	80	1,363	SH		SOLE		1,363	0	0
WILLIS TOWERS WATSON PLC COM USD.000115	COMMON	G96629103	726	3,597	SH		SOLE		3,597	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	181	2,108	SH		SOLE		2,108	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	502	9,483	SH		SOLE		9,483	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	421	112,398	SH		SOLE		112,398	0	0
WISDOMTREE TR US SMALLCAP DIVD	COMMON	97717W604	25	888	SH		SOLE		888	0	0
WIX.COM LTD ORD ILS.01	COMMON	M98068105	4	36	SH		SOLE		36	0	0
WNS (HOLDINGS) LTD -ADR ADR USD.15	COMMON	92932M101	606	9,159	SH		SOLE		9,159	0	0
WOORI FINANCIAL GROUP INC ADR	COMMON	981064108	113	3,739	SH		SOLE		3,739	0	0
WORKDAY INC CL A COM USD.001	COMMON	98138H101	20	122	SH		SOLE		122	0	0
WORLD ACCEPTANCE CORP/DE COM NPV	COMMON	981419104	5	58	SH		SOLE		58	0	0
WORLD FUEL SERVICES CORP COM USD.01	COMMON	981475106	2,318	53,408	SH		SOLE		53,408	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	1,456	34,529	SH		SOLE		34,529	0	0
WPP PLC ADR	COMMON	92937A102	2,904	41,318	SH		SOLE		41,318	0	0
WPX ENERGY INC CL A COM USD.01	COMMON	98212B103	5	340	SH		SOLE		340	0	0
WYNDHAM DESTINATIONS INC COM USD	COMMON	98310W108	60	1,162	SH		SOLE		1,162	0	0
WYNDHAM HOTELS & RESRTS When Issued	COMMON	98311A105	10	165	SH		SOLE		165	0	0
WYNN RESORTS LTD COM USD.01	COMMON	983134107	1	6	SH		SOLE		6	0	0
XCEL ENERGY INC COM USD2.5	COMMON	98389B100	135	2,130	SH		SOLE		2,130	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	6,093	281,979	SH		SOLE		281,979	0	0
XEROX HOLDINGS CORP COM USD1	COMMON	98421M106	10,596	287,446	SH		SOLE		287,446	0	0
XILINX INC COM USD.01	COMMON	983919101	13	130	SH		SOLE		130	0	0
XINYUAN REAL ESTATE CO -ADR ADS	COMMON	98417P105	5	1,196	SH		SOLE		1,196	0	0
XPERI CORP COM USD.001	COMMON	98421B100	11	618	SH		SOLE		618	0	0
XPO LOGISTICS INC COM USD.001	COMMON	983793100	29	358	SH		SOLE		358	0	0
XYLEM INC COM USD.01	COMMON	98419M100	3	35	SH		SOLE		35	0	0
YAMANA GOLD INC COM	COMMON	98462Y100	1,689	426,864	SH		SOLE		426,864	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	42,184	419,000	SH		OTR		329,182	89,818	0
YUM CHINA HOLDINGS INC COM USD.01	COMMON	98850P109	3	66	SH		SOLE		66	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	2	6	SH		SOLE		6	0	0
ZENDESK INC COM USD.01	COMMON	98936J101	1	13	SH		SOLE		13	0	0
ZILLOW GROUP INC CL C CAP USD.0001	COMMON	98954M200	13	281	SH		SOLE		281	0	0
ZIMMER BIOMET HOLDINGS INC COM USD.01	COMMON	98956P102	25	168	SH		SOLE		168	0	0
ZIONS BANCORPORATION NA COM NPV	COMMON	989701107	111	2,135	SH		SOLE		2,135	0	0
ZIOPHARM ONCOLOGY INC COM	COMMON	98973P101	12	2,583	SH		SOLE		2,583	0	0
ZIX CORP COM USD.01	COMMON	98974P100	567	83,825	SH		SOLE		83,825	0	0
ZOETIS INC CL A COM USD.01	COMMON	98978V103	97	736	SH		SOLE		736	0	0
ZOGENIX INC COM USD.001	COMMON	98978L204	1	28	SH		SOLE		28	0	0
ZTO EXPRESS (CAYM) INC -ADR ADR	COMMON	98980A105	0	10	SH		SOLE		10	0	0
ZYNEX INC COM NPV	COMMON	98986M103	219	27,865	SH		SOLE		27,865	0	0