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	54	4,061	SH		SOLE		4,061	0	0
22ND CENTURY GROUP INC COM	COMMON	90137F103	0	2	SH		SOLE		2	0	0
3M CO COM NPV	COMMON	88579Y101	93	680	SH		SOLE		680	0	0
AAR CORP COM USD1	COMMON	000361105	0	22	SH		SOLE		22	0	0
AARON'S INC COM USD.5	COMMON	002535300	592	25,983	SH		SOLE		25,983	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	38	2,215	SH		SOLE		2,215	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	246	3,117	SH		SOLE		3,117	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	12,647	165,877	SH		OTR		135,704	30,173	0
ABM INDUSTRIES INC COM NPV	COMMON	000957100	36	1,460	SH		SOLE		1,460	0	0
ABRAXAS PETROLEUM CORP/NV COM USD.01	COMMON	003830106	0	4	SH		SOLE		4	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	204	1,246	SH		SOLE		1,246	0	0
ACI WORLDWIDE INC CL A COM USD.005	COMMON	004498101	401	16,552	SH		SOLE		16,552	0	0
ACME UNITED CORP COM USD2.5	COMMON	004816104	82	4,074	SH		SOLE		4,074	0	0
ACORDA THERAPEUTICS INC COM USD.001	COMMON	00484M106	0	1	SH		SOLE		1	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	238	4,008	SH		SOLE		4,008	0	0
ACUSHNET HOLDINGS CORP COM USD.001	COMMON	005098108	581	22,501	SH		SOLE		22,501	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	155	6,592	SH		SOLE		6,592	0	0
ADOBE INC COM NPV	COMMON	00724F101	455	1,431	SH		SOLE		1,431	0	0
ADURO BIOTECH INC COM USD0.0001	COMMON	00739L101	0	1	SH		SOLE		1	0	0
ADVANCED DRAINAGE SYSTEMS COM USD0.01	COMMON	00790R104	2,861	96,776	SH		SOLE		96,776	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	107	16,167	SH		SOLE		16,167	0	0
ADVANCED MICRO DEVICES COM USD.01	COMMON	007903107	29	641	SH		SOLE		641	0	0
AEGON NV NY SHR ADR	COMMON	007924103	236	94,629	SH		SOLE		94,629	0	0
AERCAP HOLDINGS NV SHS	COMMON	N00985106	0	15	SH		SOLE		15	0	0
AFLAC INC COM USD.1	COMMON	001055102	5	144	SH		SOLE		144	0	0
AGCO CORP COM USD.01	COMMON	001084102	1,164	24,628	SH		SOLE		24,628	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	5	66	SH		SOLE		66	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	388	23,167	SH		SOLE		23,167	0	0
AIR PRODUCTS & CHEMICALS INC COM USD1	COMMON	009158106	28	139	SH		SOLE		139	0	0
AIRGAIN INC COM USD.0001	COMMON	00938A104	0	4	SH		SOLE		4	0	0
AKAMAI TECHNOLOGIES INC COM USD.01	COMMON	00971T101	2	25	SH		SOLE		25	0	0
AKORN INC COM NPV	COMMON	009728106	0	1	SH		SOLE		1	0	0
ALARM.COM HOLDINGS INC COM USD.01	COMMON	011642105	39	1,007	SH		SOLE		1,007	0	0
ALASKA AIR GROUP INC COM USD1	COMMON	011659109	26	913	SH		SOLE		913	0	0
ALASKA COMMUNICATIONS SYS GP COM USD.01	COMMON	01167P101	187	107,727	SH		SOLE		107,727	0	0
ALBANY INTL CORP -CL A CL A COM USD.001	COMMON	012348108	1	12	SH		SOLE		12	0	0
ALCON INC COM	COMMON	H01301128	17	343	SH		SOLE		343	0	0
ALEXANDER & BALDWIN INC COM NPV	COMMON	014491104	2,388	212,743	SH		SOLE		212,743	0	0
ALEXANDRIA R E EQUITIES INC COM USD.01	COMMON	015271109	2	11	SH		SOLE		11	0	0
ALEXION PHARMACEUTICALS INC COM USD.0001	COMMON	015351109	3	32	SH		SOLE		32	0	0
ALGONQUIN POWER & UTIL CORP COM	COMMON	015857105	10,904	815,604	SH		SOLE		815,604	0	0
ALIBABA GROUP HLDG ADR	COMMON	01609W102	707	3,636	SH		SOLE		3,636	0	0
ALICO INC COM USD1	COMMON	016230104	382	12,338	SH		SOLE		12,338	0	0
ALIGN TECHNOLOGY INC COM USD.001	COMMON	016255101	1	3	SH		SOLE		3	0	0
ALLEGION PLC ORD SHS	COMMON	G0176J109	11	121	SH		SOLE		121	0	0
ALLERGAN PLC COM USD.0033	COMMON	G0177J108	58	330	SH		SOLE		330	0	0
ALLIANT ENERGY CORP COM NPV	COMMON	018802108	1	14	SH		SOLE		14	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	14	423	SH		SOLE		423	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	1,387	15,120	SH		SOLE		15,120	0	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	18,929	1,310,240	SH		OTR		964,154	346,086	0
ALNYLAM PHARMACEUTICALS INC COM USD.0001	COMMON	02043Q107	2	21	SH		SOLE		21	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	438	377	SH		SOLE		377	0	0
ALPHABET INC CL C COM USD.001	COMMON	02079K107	440	378	SH		SOLE		378	0	0
ALTICE USA INC COM CL A 0.01USD	COMMON	02156K103	25,439	1,140,201	SH		OTR		861,547	278,654	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	81	2,100	SH		SOLE		2,100	0	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	60	4,855	SH		SOLE		4,855	0	0
AMAZON.COM INC COM USD.01	COMMON	023135106	1,746	896	SH		SOLE		896	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	52	2,139	SH		SOLE		2,139	0	0
AMCOR PLC ORD	COMMON	G0250X107	226	27,870	SH		SOLE		27,870	0	0
AMDOCS ORD GBP.01	COMMON	G02602103	27	485	SH		SOLE		485	0	0
AMEREN CORP COM USD5	COMMON	023608102	2	24	SH		SOLE		24	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	11	945	SH		SOLE		945	0	0
AMERICAN ELECTRIC POWER CO COM USD6.5	COMMON	025537101	60	749	SH		SOLE		749	0	0
AMERICAN EXPRESS CO COM USD.6	COMMON	025816109	29	342	SH		SOLE		342	0	0
AMERICAN HOMES 4 RENT CL A COM USD.01	COMMON	02665T306	8	341	SH		SOLE		341	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	4	169	SH		SOLE		169	0	0
AMERICAN PUBLIC EDUCATION COM USD.01	COMMON	02913V103	575	24,015	SH		SOLE		24,015	0	0
AMERICAN SOFTWARE -CL A CL A COM USD.1	COMMON	029683109	311	21,821	SH		SOLE		21,821	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	1,947	8,943	SH		SOLE		8,943	0	0
AMERICAN WATER WORKS CO INC COM USD.01	COMMON	030420103	2	18	SH		SOLE		18	0	0
AMERICAN WOODMARK CORP COM USD.1	COMMON	030506109	939	20,536	SH		SOLE		20,536	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	88,893	866,601	SH		OTR		688,263	178,338	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	10,616	119,902	SH		SOLE		119,902	0	0
AMETEK INC COM USD1	COMMON	031100100	0	4	SH		SOLE		4	0	0
AMGEN INC COM NPV	COMMON	031162100	91,601	451,494	SH		OTR		346,372	105,122	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	194	24,960	SH		SOLE		24,960	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	5	92	SH		SOLE		92	0	0
AMPHENOL CORP CL A COM USD.001	COMMON	032095101	8	109	SH		SOLE		109	0	0
AMPLIFY ENERGY CORP COM	COMMON	03212B103	5	8,006	SH		SOLE		8,006	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	138	31,647	SH		SOLE		31,647	0	0
ANALOG DEVICES COM USD.16	COMMON	032654105	589	6,573	SH		SOLE		6,573	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	108	6,474	SH		SOLE		6,474	0	0
ANHEUSER-BUSCH INBEV SPON ADR	COMMON	03524A108	16	358	SH		SOLE		358	0	0
ANI PHARMACEUTICALS INC COM USD.0001	COMMON	00182C103	525	12,825	SH		SOLE		12,825	0	0
ANIKA THERAPEUTICS INC COM USD.01	COMMON	035255108	399	13,732	SH		SOLE		13,732	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	7	32	SH		SOLE		32	0	0
ANTARES PHARMA INC COM USD.01	COMMON	036642106	272	114,829	SH		SOLE		114,829	0	0
ANTHEM INC COM USD.01	COMMON	036752103	52	228	SH		SOLE		228	0	0
AON PLC CL A ORD	COMMON	G0408V102	20	120	SH		SOLE		120	0	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R754	3	81	SH		SOLE		81	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	699	6,277	SH		SOLE		6,277	0	0
APPLE HOSPITALITY REIT INC COM NPV	COMMON	03784Y200	371	40,426	SH		SOLE		40,426	0	0
APPLE INC COM NPV	COMMON	037833100	13,200	51,893	SH		OTR		46,714	5,179	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	0	7	SH		SOLE		7	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	28	610	SH		SOLE		610	0	0
APTIV PLC ORD USD.01	COMMON	G6095L109	2	39	SH		SOLE		39	0	0
ARAMARK COM USD.01	COMMON	03852U106	57	2,837	SH		SOLE		2,837	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	245	14,009	SH		SOLE		14,009	0	0
ARCH CAPITAL GROUP LTD COM USD.01	COMMON	G0450A105	2	55	SH		SOLE		55	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	3	74	SH		SOLE		74	0	0
ARCONIC INC COM USD1	COMMON	03965L100	40,960	2,548,276	SH		OTR		1,991,944	556,332	0
ARDAGH GROUP SA EUR0.01 CL A	COMMON	L0223L101	201	16,867	SH		SOLE		16,867	0	0
ARENA PHARMACEUTICALS INC COM USD.0001	COMMON	040047607	216	5,131	SH		SOLE		5,131	0	0
ARGO GROUP INTL HOLDINGS LTD COM USD.1	COMMON	G0464B107	143	3,833	SH		SOLE		3,833	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	2,265	28,512	SH		SOLE		28,512	0	0
ARROW ELECTRONICS INC COM USD1	COMMON	042735100	1	25	SH		SOLE		25	0	0
ARROWHEAD PHARMACEUTICALS COM USD.001	COMMON	04280A100	455	15,742	SH		SOLE		15,742	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	8	94	SH		SOLE		94	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	103	4,797	SH		SOLE		4,797	0	0
ARVINAS INC COM	COMMON	04335A105	177	4,377	SH		SOLE		4,377	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	276	1,056	SH		SOLE		1,056	0	0
ASSERTIO THERAPEUTICS INC COM NPV	COMMON	04545L107	0	1	SH		SOLE		1	0	0
ASSOCIATED BANC-CORP COM USD.1	COMMON	045487105	48	3,740	SH		SOLE		3,740	0	0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001	COMMON	045528106	7	235	SH		SOLE		235	0	0
ASSURANT INC COM USD.01	COMMON	04621X108	5	47	SH		SOLE		47	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	554	12,396	SH		SOLE		12,396	0	0
ASTRONICS CORP COM USD.01	COMMON	046433108	0	38	SH		SOLE		38	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	90	11,542	SH		SOLE		11,542	0	0
AT&T INC COM USD1	COMMON	00206R102	6,016	206,380	SH		SOLE		206,380	0	0
ATHENE HOLDING LTD COM CL A USD.001	COMMON	G0684D107	24	987	SH		SOLE		987	0	0
ATKORE INTL GROUP INC COM USD.01	COMMON	047649108	639	30,254	SH		SOLE		30,254	0	0
ATLAS CORP COM	COMMON	Y0436Q109	73	9,446	SH		SOLE		9,446	0	0
ATLASSIAN CORP PLC CL A ORD USD.1	COMMON	G06242104	1	7	SH		SOLE		7	0	0
ATMOS ENERGY CORP COM NPV	COMMON	049560105	2	25	SH		SOLE		25	0	0
ATRION CORP COM USD1	COMMON	049904105	119	183	SH		SOLE		183	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	254	10,616	SH		SOLE		10,616	0	0
AUTODESK INC COM NPV	COMMON	052769106	20	129	SH		SOLE		129	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	2,517	18,418	SH		SOLE		18,418	0	0
AUTOZONE INC COM NPV	COMMON	053332102	14,098	16,657	SH		OTR		12,498	4,159	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	0	3	SH		SOLE		3	0	0
AVIAT NETWORKS INC COM USD.01	COMMON	05366Y201	118	13,922	SH		SOLE		13,922	0	0
AVNET INC COM USD1	COMMON	053807103	119	4,727	SH		SOLE		4,727	0	0
B2GOLD CORP COM NPV	COMMON	11777Q209	1,828	608,288	SH		SOLE		608,288	0	0
BADGER METER INC COM USD1	COMMON	056525108	69	1,290	SH		SOLE		1,290	0	0
BAIDU INC ADR	COMMON	056752108	6	63	SH		SOLE		63	0	0
BALL CORP COM NPV	COMMON	058498106	5	75	SH		SOLE		75	0	0
BANCO SANTANDER SA ADR	COMMON	05964H105	59	24,899	SH		SOLE		24,899	0	0
BANCORP INC COM	COMMON	05969A105	0	80	SH		SOLE		80	0	0
BANCROFT FUND LTD	COMMON	059695106	15	756	SH		SOLE		756	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	40,036	1,884,461	SH		OTR		1,537,010	347,451	0
BANK OF COMMERCE HOLDINGS COM NPV	COMMON	06424J103	0	27	SH		SOLE		27	0	0
BANK OF MONTREAL COM NPV	COMMON	063671101	1,368	27,283	SH		SOLE		27,283	0	0
BANK OF NEW YORK MELLON CORP COM USD7.5	COMMON	064058100	5,920	175,761	SH		OTR		147,320	28,441	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	1,842	45,423	SH		SOLE		45,423	0	0
BANK OF NT BUTTERFIELD & SON COM BMD0.01	COMMON	G0772R208	100	5,843	SH		SOLE		5,843	0	0
BANK OF PRINCETON COM	COMMON	064520109	10	423	SH		SOLE		423	0	0
BANKFINANCIAL CORP COM USD.01	COMMON	06643P104	1	74	SH		SOLE		74	0	0
BANKUNITED INC COM USD.01	COMMON	06652K103	20	1,089	SH		SOLE		1,089	0	0
BAR HARBOR BANKSHARES COM USD2	COMMON	066849100	31	1,807	SH		SOLE		1,807	0	0
BARCLAYS PLC ADR	COMMON	06738E204	84	18,552	SH		SOLE		18,552	0	0
BARNES GROUP INC COM USD1	COMMON	067806109	0	8	SH		SOLE		8	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	732	40,123	SH		SOLE		40,123	0	0
BASSETT FURNITURE INDS COM USD5	COMMON	070203104	89	16,392	SH		SOLE		16,392	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	28	346	SH		SOLE		346	0	0
BBVA SPON ADR	COMMON	05946K101	176	57,408	SH		SOLE		57,408	0	0
BCB BANCORP INC COM	COMMON	055298103	271	25,558	SH		SOLE		25,558	0	0
BCE INC COM NPV	COMMON	05534B760	5,954	146,199	SH		SOLE		146,199	0	0
BECTON DICKINSON & CO COM USD1	COMMON	075887109	63	276	SH		SOLE		276	0	0
BEL FUSE INC CL B	COMMON	077347300	96	9,858	SH		SOLE		9,858	0	0
BENCHMARK ELECTRONICS INC COM USD.01	COMMON	08160H101	1,731	86,473	SH		SOLE		86,473	0	0
BERKLEY (W R) CORP COM USD.2	COMMON	084423102	19	364	SH		SOLE		364	0	0
BERKSHIRE HATHAWAY CL B COM USD.0033	COMMON	084670702	486	2,658	SH		SOLE		2,658	0	0
BERKSHIRE HILLS BANCORP INC COM USD.01	COMMON	084680107	47	3,164	SH		SOLE		3,164	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	31,618	554,264	SH		OTR		461,871	92,393	0
BG STAFFING INC COM	COMMON	05544A109	72	9,735	SH		SOLE		9,735	0	0
BHP GROUP LTD ADR	COMMON	088606108	92	2,516	SH		SOLE		2,516	0	0
BIG 5 SPORTING GOODS CORP COM USD.01	COMMON	08915P101	113	105,923	SH		SOLE		105,923	0	0
BIGLARI HOLDINGS INC CL B	COMMON	08986R309	165	3,204	SH		SOLE		3,204	0	0
BIODELIVERY SCIENCES INTL COM NPV	COMMON	09060J106	152	40,008	SH		SOLE		40,008	0	0
BIOGEN INC COM NPV	COMMON	09062X103	32,988	104,173	SH		OTR		85,011	19,162	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	181	515	SH		SOLE		515	0	0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001	COMMON	090931106	95	1,664	SH		SOLE		1,664	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	13	70	SH		SOLE		70	0	0
BLACK KNIGHT INC CL A COM USD.0001	COMMON	09215C105	1	17	SH		SOLE		17	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	43	97	SH		SOLE		97	0	0
BLACKSTONE GROUP INC COM UNIT	COMMON	09260D107	21	465	SH		SOLE		465	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	40	2,851	SH		SOLE		2,851	0	0
BLOOM ENERGY CORP COM	COMMON	093712107	0	1	SH		SOLE		1	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	167	23,371	SH		SOLE		23,371	0	0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01	COMMON	09627J102	121	21,629	SH		SOLE		21,629	0	0
BMC STOCK HOLDINGS INC COM USD.01	COMMON	05591B109	1,001	56,367	SH		SOLE		56,367	0	0
BOEING CO COM USD5	COMMON	097023105	52	350	SH		SOLE		350	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	427	17,883	SH		SOLE		17,883	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	8,385	6,233	SH		OTR		6,033	200	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	15	221	SH		SOLE		221	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	172	7,063	SH		SOLE		7,063	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	267	723	SH		SOLE		723	0	0
BOSTON PRIVATE FINL HOLDINGS COM USD1	COMMON	101119105	962	134,536	SH		SOLE		134,536	0	0
BOSTON PROPERTIES INC COM USD.01	COMMON	101121101	5,551	60,131	SH		OTR		55,000	5,131	0
BOSTON SCIENTIFIC CORP COM USD.01	COMMON	101137107	25	774	SH		SOLE		774	0	0
BP PLC ADR	COMMON	055622104	152	6,229	SH		SOLE		6,229	0	0
BRADESCO BANCO SPON ADR	COMMON	059460402	0	28	SH		SOLE		28	0	0
BRADY CORP CL A COM USD.01	COMMON	104674106	259	5,712	SH		SOLE		5,712	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	86	8,216	SH		SOLE		8,216	0	0
BRASKEM SA SPON ADR PFD A	COMMON	105532105	2	263	SH		SOLE		263	0	0
BRF SA SPON ADR NPV	COMMON	10552T107	3	995	SH		SOLE		995	0	0
BRIDGFORD FOODS CORP COM USD1	COMMON	108763103	24	1,044	SH		SOLE		1,044	0	0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001	COMMON	109194100	5	51	SH		SOLE		51	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	25	2,063	SH		SOLE		2,063	0	0
BRISTOL-MYERS SQUIBB CO COM USD.1	COMMON	110122108	2,696	48,372	SH		SOLE		48,372	0	0
BRITISH AMER TOBACCO PLC SPON ADR	COMMON	110448107	171	4,992	SH		SOLE		4,992	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	30	3,148	SH		SOLE		3,148	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	69	293	SH		SOLE		293	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	19	422	SH		SOLE		422	0	0
BROOKS AUTOMATION INC COM USD.01	COMMON	114340102	0	6	SH		SOLE		6	0	0
BROWN & BROWN INC COM USD.1	COMMON	115236101	0	7	SH		SOLE		7	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	5,103	315,037	SH		SOLE		315,037	0	0
BRT APARTMENTS CORP SHS BEN INT	COMMON	055645303	4	400	SH		SOLE		400	0	0
BUCKLE INC COM USD.05	COMMON	118440106	228	16,553	SH		SOLE		16,553	0	0
BUILDERS FIRSTSOURCE COM USD.01	COMMON	12008R107	977	79,642	SH		SOLE		79,642	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	197	4,948	SH		SOLE		4,948	0	0
CABOT CORP COM USD1	COMMON	127055101	132	5,071	SH		SOLE		5,071	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	2,168	126,092	SH		OTR		88,507	37,585	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	5,128	77,639	SH		SOLE		77,639	0	0
CAE INC COM NPV	COMMON	124765108	3,692	294,181	SH		SOLE		294,181	0	0
CALAMP CORP COM NPV	COMMON	128126109	26	5,789	SH		SOLE		5,789	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	0	3	SH		SOLE		3	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	3	68	SH		SOLE		68	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	6,988	120,797	SH		SOLE		120,797	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	119	1,537	SH		SOLE		1,537	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	8,117	597,705	SH		SOLE		597,705	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	33	149	SH		SOLE		149	0	0
CANON INC ADR	COMMON	138006309	18	845	SH		SOLE		845	0	0
CAPITAL CITY BK GROUP INC COM USD.01	COMMON	139674105	137	6,761	SH		SOLE		6,761	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	85	1,685	SH		SOLE		1,685	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	56,229	1,171,819	SH		OTR		923,593	248,226	0
CARDTRONICS PLC CL A ORD USD0.01	COMMON	G1991C105	29	1,399	SH		SOLE		1,399	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	188	12,638	SH		SOLE		12,638	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	5,745	45,779	SH		SOLE		45,779	0	0
CARTER'S INC COM USD.01	COMMON	146229109	23	352	SH		SOLE		352	0	0
CASEYS GENERAL STORES INC COM NPV	COMMON	147528103	4	30	SH		SOLE		30	0	0
CASTLIGHT HEALTH INC CL B COM USD.0001	COMMON	14862Q100	0	1	SH		SOLE		1	0	0
CATALENT INC COM USD.01	COMMON	148806102	95	1,828	SH		SOLE		1,828	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	39,686	341,705	SH		OTR		271,161	70,544	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	686	64,252	SH		SOLE		64,252	0	0
CB FINANCIAL SERVICES INC COM USD0.4167	COMMON	12479G101	132	7,138	SH		SOLE		7,138	0	0
CBIZ INC COM	COMMON	124805102	164	7,788	SH		SOLE		7,788	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	1	28	SH		SOLE		28	0	0
CDW CORP COM USD.01	COMMON	12514G108	74	790	SH		SOLE		790	0	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602209	17	18,288	SH		SOLE		18,288	0	0
CELANESE CORP COM USD.01	COMMON	150870103	64,045	871,967	SH		OTR		692,010	179,957	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	2,902	832,640	SH		SOLE		832,640	0	0
CENOVUS ENERGY INC COM NPV	COMMON	15135U109	668	333,213	SH		SOLE		333,213	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	13	215	SH		SOLE		215	0	0
CENTRAL GARDEN & PET CO CL A COM USD.01	COMMON	153527205	1,115	43,615	SH		SOLE		43,615	0	0
CENTURY BANCORP INC/MA CL A COM NPV	COMMON	156432106	105	1,693	SH		SOLE		1,693	0	0
CENTURYLINK INC COM USD1	COMMON	156700106	1,461	154,407	SH		SOLE		154,407	0	0
CERNER CORP COM USD.01	COMMON	156782104	27	425	SH		SOLE		425	0	0
CF INDUSTRIES HOLDINGS INC COM USD.01	COMMON	125269100	27,452	1,008,226	SH		OTR		795,112	213,114	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	6,411	119,236	SH		SOLE		119,236	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	185	425	SH		SOLE		425	0	0
CHEETAH MOBILE INC -ADR ADR	COMMON	163075104	138	66,112	SH		SOLE		66,112	0	0
CHEMED CORP COM USD1	COMMON	16359R103	62	143	SH		SOLE		143	0	0
CHEMOCENTRYX INC COM USD.001	COMMON	16383L106	276	6,838	SH		SOLE		6,838	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	16	496	SH		SOLE		496	0	0
CHEVRON CORP COM USD3	COMMON	166764100	218	3,009	SH		SOLE		3,009	0	0
CHIMERIX INC COM USD.001	COMMON	16934W106	0	1	SH		SOLE		1	0	0
CHINA DISTANCE EDUCATION-ADR ADS NPV	COMMON	16944W104	250	37,347	SH		SOLE		37,347	0	0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H	COMMON	16939P106	12	1,183	SH		SOLE		1,183	0	0
CHINA MOBILE LTD SPON ADR	COMMON	16941M109	2,710	71,937	SH		SOLE		71,937	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	1,965	40,351	SH		SOLE		40,351	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	262	8,578	SH		SOLE		8,578	0	0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR	COMMON	16945R104	140	23,891	SH		SOLE		23,891	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	293	27,224	SH		SOLE		27,224	0	0
CHIPMOS TECHNOLOGIES INC ADR	COMMON	16965P202	729	41,689	SH		SOLE		41,689	0	0
CHIPOTLE MEXICAN GRILL INC COM USD.01	COMMON	169656105	1	1	SH		SOLE		1	0	0
CHOICE HOTELS INTL INC COM USD.01	COMMON	169905106	29	468	SH		SOLE		468	0	0
CHUBB LTD ORD KYD.125	COMMON	H1467J104	12	106	SH		SOLE		106	0	0
CHUNGHWA TELECOM LTD SPON ADR	COMMON	17133Q502	48	1,343	SH		SOLE		1,343	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	1,259	19,622	SH		SOLE		19,622	0	0
CIENA CORP COM USD.01	COMMON	171779309	191	4,783	SH		SOLE		4,783	0	0
CIGNA CORP COM USD1	COMMON	125523100	41	234	SH		SOLE		234	0	0
CIM COMMERICAL TRUST DHD BEN INT USD.001	COMMON	125525584	6	566	SH		SOLE		566	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	1	17	SH		SOLE		17	0	0
CINTAS CORP COM NPV	COMMON	172908105	77	442	SH		SOLE		442	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	1,026	15,576	SH		SOLE		15,576	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	23,826	605,656	SH		OTR		494,654	111,002	0
CIT GROUP INC COM USD.01	COMMON	125581801	19	1,078	SH		SOLE		1,078	0	0
CITI TRENDS INC COM	COMMON	17306X102	0	47	SH		SOLE		47	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	83,790	1,987,440	SH		OTR		1,613,988	373,452	0
CITIZENS FINANCIAL GROUP INC COM USD.01	COMMON	174610105	1,056	56,165	SH		SOLE		56,165	0	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	31,667	223,599	SH		OTR		176,847	46,752	0
CIVISTA BANCSHARES INC COM NPV	COMMON	178867107	159	10,627	SH		SOLE		10,627	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	1	65	SH		SOLE		65	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	15	88	SH		SOLE		88	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	48	277	SH		SOLE		277	0	0
CMS ENERGY CORP COM USD.01	COMMON	125896100	0	4	SH		SOLE		4	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	163	5,251	SH		SOLE		5,251	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	1,160	93,634	SH		SOLE		93,634	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	1,497	14,472	SH		SOLE		14,472	0	0
COCA-COLA CO COM USD.5	COMMON	191216100	152	3,433	SH		SOLE		3,433	0	0
COCA-COLA EUROPEAN PARTNERS ORD NPV	COMMON	G25839104	280	7,457	SH		SOLE		7,457	0	0
COGENT COMMUNICATIONS HLDGS COM USD.001	COMMON	19239V302	831	10,099	SH		SOLE		10,099	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	6	119	SH		SOLE		119	0	0
COHEN & STEERS INC COM USD.01	COMMON	19247A100	722	15,814	SH		SOLE		15,814	0	0
COLGATE-PALMOLIVE CO COM USD1	COMMON	194162103	65	974	SH		SOLE		974	0	0
COLLECTORS UNIVERSE INC COM USD.001	COMMON	19421R200	2,444	155,512	SH		SOLE		155,512	0	0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001	COMMON	19459J104	186	11,365	SH		SOLE		11,365	0	0
COLLIERS INTL GROUP INC COM NPV SVTG	COMMON	194693107	1,399	29,459	SH		SOLE		29,459	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	36	520	SH		SOLE		520	0	0
COMCAST CORP CL A COM USD1	COMMON	20030N101	146	4,249	SH		SOLE		4,249	0	0
COMERICA INC COM USD5	COMMON	200340107	8,609	293,119	SH		OTR		212,478	80,641	0
COMMERCIAL METALS COM USD5	COMMON	201723103	905	57,319	SH		SOLE		57,319	0	0
COMMUNICATIONS SYSTEMS INC COM USD.05	COMMON	203900105	191	42,706	SH		SOLE		42,706	0	0
COMMUNITY FINANCIAL CORP COM USD0.01	COMMON	20368X101	46	2,058	SH		SOLE		2,058	0	0
COMPANHIA SIDERURGICA NACION SPON ADR	COMMON	20440W105	2	1,715	SH		SOLE		1,715	0	0
COMPANIA CERVECERIAS UNIDAS SPON ADR	COMMON	204429104	1	58	SH		SOLE		58	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	116	30,257	SH		SOLE		30,257	0	0
COMSTOCK RESOURCES INC COM USD.5	COMMON	205768302	37	6,826	SH		SOLE		6,826	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	97	7,254	SH		SOLE		7,254	0	0
CONFORMIS INC COM USD.00001	COMMON	20717E101	0	1	SH		SOLE		1	0	0
CONMED CORP COM USD.01	COMMON	207410101	785	13,660	SH		SOLE		13,660	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	3,024	98,185	SH		SOLE		98,185	0	0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01	COMMON	209034107	10	2,237	SH		SOLE		2,237	0	0
CONSOLIDATED EDISON INC COM USD5	COMMON	209115104	10	124	SH		SOLE		124	0	0
CONSOLIDATED TOMOKA LAND CO COM USD1	COMMON	210226106	0	10	SH		SOLE		10	0	0
CONSTELLATION BRANDS CL A COM USD.01	COMMON	21036P108	0	1	SH		SOLE		1	0	0
CONSTRUCTION PRTNR INC COM	COMMON	21044C107	85	5,047	SH		SOLE		5,047	0	0
CONSUMER PORTFOLIO SVCS INC COM NPV	COMMON	210502100	2	1,749	SH		SOLE		1,749	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	9	3,974	SH		SOLE		3,974	0	0
COOPER COS INC (THE) COM USD.1	COMMON	216648402	1,767	6,409	SH		SOLE		6,409	0	0
COOPER TIRE & RUBBER CO COM USD1	COMMON	216831107	212	12,976	SH		SOLE		12,976	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	215	4,753	SH		SOLE		4,753	0	0
COPART INC COM NPV	COMMON	217204106	2	26	SH		SOLE		26	0	0
CORE MARK HOLDING CO INC COM	COMMON	218681104	933	32,530	SH		SOLE		32,530	0	0
CORENERGY INFRASTRUCTURE TR COM	COMMON	21870U502	139	7,516	SH		SOLE		7,516	0	0
CORNING INC COM USD5	COMMON	219350105	1	64	SH		SOLE		64	0	0
CORPORATE OFFICE PROPERT COM USD.01	COMMON	22002T108	4	191	SH		SOLE		191	0	0
CORTEVA INC COM	COMMON	22052L104	1	48	SH		SOLE		48	0	0
CORVEL CORP COM USD.0001	COMMON	221006109	1,216	22,234	SH		SOLE		22,234	0	0
COSAN LTD CL A COM USD.01	COMMON	G25343107	120	9,721	SH		SOLE		9,721	0	0
COSTAR GROUP INC COM USD.01	COMMON	22160N109	2	4	SH		SOLE		4	0	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	664	2,329	SH		SOLE		2,329	0	0
COUNTY BANCORP INC COM USD.01	COMMON	221907108	85	4,570	SH		SOLE		4,570	0	0
COUPA SOFTWARE INC COM USD.0001	COMMON	22266L106	0	2	SH		SOLE		2	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795502	0	17	SH		SOLE		17	0	0
COVENANT TRANSPORTATION GRP CL A COM USD.01	COMMON	22284P105	5	600	SH		SOLE		600	0	0
COVIA HOLDINGS CORP CL A COM USD.01	COMMON	22305A103	0	1	SH		SOLE		1	0	0
CRAWFORD & CO CL A COM NPV	COMMON	224633206	8	1,119	SH		SOLE		1,119	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	76	11,936	SH		SOLE		11,936	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	13	1,656	SH		SOLE		1,656	0	0
CRH MEDICAL CORP COM NPV	COMMON	12626F105	146	110,316	SH		SOLE		110,316	0	0
CRH PLC ADR	COMMON	12626K203	3	128	SH		SOLE		128	0	0
CRITEO SA ADR	COMMON	226718104	9	1,088	SH		SOLE		1,088	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	167	24,693	SH		SOLE		24,693	0	0
CROWN CASTLE INTL CORP COM USD.01	COMMON	22822V101	58	399	SH		SOLE		399	0	0
CROWN CRAFTS INC COM USD1	COMMON	228309100	167	34,987	SH		SOLE		34,987	0	0
CROWN HOLDINGS INC COM USD5	COMMON	228368106	2	27	SH		SOLE		27	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	108	2,570	SH		SOLE		2,570	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	1,858	28,598	SH		SOLE		28,598	0	0
CSX CORP COM USD1	COMMON	126408103	43,409	756,829	SH		OTR		574,443	182,386	0
CULP INC COM USD.05	COMMON	230215105	56	7,662	SH		SOLE		7,662	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	13,779	101,803	SH		OTR		96,507	5,296	0
CUMULUS MEDIA INC COM CL A NEW	COMMON	231082801	3	471	SH		SOLE		471	0	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	72	13,624	SH		SOLE		13,624	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	19	211	SH		SOLE		211	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	37	2,252	SH		SOLE		2,252	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	66	1,112	SH		SOLE		1,112	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	158	9,238	SH		SOLE		9,238	0	0
CYPRESS SEMICONDUCTOR CORP COM NPV	COMMON	232806109	0	11	SH		SOLE		11	0	0
D R HORTON INC COM USD.01	COMMON	23331A109	1	41	SH		SOLE		41	0	0
DANAHER CORP COM USD.01	COMMON	235851102	120	865	SH		SOLE		865	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	2,483	129,476	SH		SOLE		129,476	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	31,359	411,804	SH		OTR		336,510	75,294	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	2,884	21,438	SH		SOLE		21,438	0	0
DEERE & CO COM USD1	COMMON	244199105	36	264	SH		SOLE		264	0	0
DELEK US HOLDINGS INC COM USD.01	COMMON	24665A103	1	70	SH		SOLE		70	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	48,101	1,684,311	SH		OTR		1,273,191	411,120	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	70	6,776	SH		SOLE		6,776	0	0
DENNYS CORP COM USD.1	COMMON	24869P104	218	28,229	SH		SOLE		28,229	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	2,153	63,042	SH		SOLE		63,042	0	0
DEUTSCHE BANK AG ORD	COMMON	D18190898	1	155	SH		SOLE		155	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	2	268	SH		SOLE		268	0	0
DEXCOM INC COM USD.001	COMMON	252131107	76	281	SH		SOLE		281	0	0
DHI GROUP INC COM USD.01	COMMON	23331S100	164	75,603	SH		SOLE		75,603	0	0
DHT HOLDINGS INC COM USD.01	COMMON	Y2065G121	31	4,048	SH		SOLE		4,048	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	78	616	SH		SOLE		616	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	364	71,693	SH		SOLE		71,693	0	0
DICERNA PHARMACEUTICALS INC COM USD.0001	COMMON	253031108	388	21,019	SH		SOLE		21,019	0	0
DIGI INTERNATIONAL INC COM USD.01	COMMON	253798102	41	4,233	SH		SOLE		4,233	0	0
DIGITAL REALTY TRUST INC COM USD.01	COMMON	253868103	23	168	SH		SOLE		168	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	755	20,436	SH		SOLE		20,436	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	3,615	101,256	SH		OTR		65,988	35,268	0
DISCOVERY INC CL A COM	COMMON	25470F104	3,932	202,257	SH		SOLE		202,257	0	0
DISH NETWORK CORP CL A COM USD.01	COMMON	25470M109	23	1,159	SH		SOLE		1,159	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	115	1,197	SH		SOLE		1,197	0	0
DOCUSIGN INC COM USD0.0001	COMMON	256163106	110	1,183	SH		SOLE		1,183	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	44	292	SH		SOLE		292	0	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	3	35	SH		SOLE		35	0	0
DOMINION ENERGY INC COM NPV	COMMON	25746U109	60	837	SH		SOLE		837	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	7	21	SH		SOLE		21	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	383	17,623	SH		SOLE		17,623	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	328	21,618	SH		SOLE		21,618	0	0
DONNELLEY (R R) & SONS CO COM USD1.25	COMMON	257867200	0	256	SH		SOLE		256	0	0
DOVER CORP COM USD1	COMMON	260003108	4,818	57,366	SH		OTR		50,171	7,195	0
DOW INC COM USD 0.01	COMMON	260557103	5	174	SH		SOLE		174	0	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	338	8,386	SH		SOLE		8,386	0	0
DTE ENERGY CO COM USD10	COMMON	233331107	0	3	SH		SOLE		3	0	0
DUKE ENERGY CORP COM NPV	COMMON	26441C204	47	587	SH		SOLE		587	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	0	12	SH		SOLE		12	0	0
DUPONT DE NEMOURS INC COM USD2.5	COMMON	26614N102	7	199	SH		SOLE		199	0	0
DYADIC INTERNATIONAL INC COM USD.001	COMMON	26745T101	24	4,661	SH		SOLE		4,661	0	0
EAGLE BANCORP MONTANA INC COM USD.01	COMMON	26942G100	106	6,547	SH		SOLE		6,547	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	421	9,119	SH		SOLE		9,119	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	1,186	25,464	SH		SOLE		25,464	0	0
EASTMAN KODAK CO COM USD.01	COMMON	277461406	121	70,203	SH		SOLE		70,203	0	0
EATON CORP PLC COM USD.5	COMMON	G29183103	342	4,398	SH		SOLE		4,398	0	0
EATON VANCE TAX-ADV DVD INC	COMMON	27828G107	17	1,024	SH		SOLE		1,024	0	0
EBAY INC COM USD.001	COMMON	278642103	60,548	2,012,785	SH		OTR		1,550,081	462,704	0
ECHO GLOBAL LOGISTICS INC COM USD.01	COMMON	27875T101	69	4,018	SH		SOLE		4,018	0	0
ECHOSTAR CORP CL A COM NPV	COMMON	278768106	194	6,060	SH		SOLE		6,060	0	0
ECOLAB INC COM USD1	COMMON	278865100	24	156	SH		SOLE		156	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	323	33,989	SH		SOLE		33,989	0	0
EDISON INTERNATIONAL COM NPV	COMMON	281020107	0	5	SH		SOLE		5	0	0
EDWARDS LIFESCIENCES CORP COM USD1	COMMON	28176E108	31	165	SH		SOLE		165	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	321	28,610	SH		SOLE		28,610	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	10	99	SH		SOLE		99	0	0
ELEVATE CREDIT INC COM USD0.001	COMMON	28621V101	8	7,547	SH		SOLE		7,547	0	0
ELLINGTON RESIDENTIAL MTG COM USD0.01	COMMON	288578107	48	9,078	SH		SOLE		9,078	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	496	8,081	SH		SOLE		8,081	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	90	1,544	SH		SOLE		1,544	0	0
EMERSON ELECTRIC CO COM USD1	COMMON	291011104	39	824	SH		SOLE		824	0	0
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01	COMMON	291525400	34	17,056	SH		SOLE		17,056	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	59	1,445	SH		SOLE		1,445	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	109	3,740	SH		SOLE		3,740	0	0
ENI SPA SPON ADR	COMMON	26874R108	22	1,133	SH		SOLE		1,133	0	0
ENNIS INC COM USD2.5	COMMON	293389102	3,138	167,000	SH		SOLE		167,000	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	880	60,712	SH		SOLE		60,712	0	0
ENSIGN GROUP INC COM USD.001	COMMON	29358P101	411	10,889	SH		SOLE		10,889	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	133	2,967	SH		SOLE		2,967	0	0
ENTERGY CORP COM USD5	COMMON	29364G103	0	3	SH		SOLE		3	0	0
ENZO BIOCHEM INC COM USD.01	COMMON	294100102	0	1	SH		SOLE		1	0	0
EOG RESOURCES INC COM NPV	COMMON	26875P101	7	202	SH		SOLE		202	0	0
EPAM SYSTEMS INC COM USD0.001	COMMON	29414B104	4	23	SH		SOLE		23	0	0
EQUIFAX INC COM USD2.5	COMMON	294429105	1	11	SH		SOLE		11	0	0
EQUINIX INC COM USD.001	COMMON	29444U700	1,029	1,648	SH		SOLE		1,648	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	47	3,847	SH		SOLE		3,847	0	0
EQUITABLE HOLDINGS INC COM	COMMON	29452E101	11,315	782,420	SH		OTR		605,426	176,994	0
EQUITY LIFESTYLE PROPERTIES COM USD.01	COMMON	29472R108	626	10,891	SH		SOLE		10,891	0	0
EQUITY RESIDENTIAL SHS BEN INT USD.01	COMMON	29476L107	4	72	SH		SOLE		72	0	0
ERA GROUP INC CL A COM USD0.01	COMMON	26885G109	167	31,354	SH		SOLE		31,354	0	0
EROS INTERNATIONAL PLC CL A COM NPV	COMMON	G3788M114	0	1	SH		SOLE		1	0	0
ESCALADE INC COM USD1	COMMON	296056104	15	2,455	SH		SOLE		2,455	0	0
ESCO TECHNOLOGIES INC COM NPV	COMMON	296315104	96	1,264	SH		SOLE		1,264	0	0
ESSA BANCORP INC COM USD.01	COMMON	29667D104	142	10,417	SH		SOLE		10,417	0	0
ESSENTIAL UTILITIES INC COM USD.5	COMMON	29670G102	0	7	SH		SOLE		7	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	2	8	SH		SOLE		8	0	0
ETHAN ALLEN INTERIORS INC CL A COM USD.01	COMMON	297602104	1	59	SH		SOLE		59	0	0
EURONET WORLDWIDE INC COM USD.02	COMMON	298736109	17	194	SH		SOLE		194	0	0
EVANS BANCORP INC COM USD.50	COMMON	29911Q208	25	1,010	SH		SOLE		1,010	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	0	1	SH		SOLE		1	0	0
EVERGY INC COM USD5	COMMON	30034W106	2	32	SH		SOLE		32	0	0
EVERI HOLDINGS INC COM USD.001	COMMON	30034T103	161	48,577	SH		SOLE		48,577	0	0
EVERQUOTE INC COM Cl A	COMMON	30041R108	197	7,474	SH		SOLE		7,474	0	0
EVERSOURCE ENERGY COM USD5	COMMON	30040W108	9	115	SH		SOLE		115	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	212	9,297	SH		SOLE		9,297	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	6	2,261	SH		SOLE		2,261	0	0
EXELON CORP COM NPV	COMMON	30161N101	9	258	SH		SOLE		258	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	0	8	SH		SOLE		8	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	2	17	SH		SOLE		17	0	0
EXTRACTION OIL & GAS INC COM USD.01	COMMON	30227M105	0	1	SH		SOLE		1	0	0
EXXON MOBIL CORP COM NPV	COMMON	30231G102	154	4,054	SH		SOLE		4,054	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	70	9,515	SH		SOLE		9,515	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	298	1,784	SH		SOLE		1,784	0	0
FACTSET RESEARCH SYSTEMS INC COM USD.01	COMMON	303075105	8	30	SH		SOLE		30	0	0
FAIR ISAAC CORP COM USD.01	COMMON	303250104	73	236	SH		SOLE		236	0	0
FALCON MINERALS CORP CL A COM	COMMON	30607B109	0	132	SH		SOLE		132	0	0
FASTENAL CO COM USD.01	COMMON	311900104	2	58	SH		SOLE		58	0	0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG	COMMON	313148306	212	3,812	SH		SOLE		3,812	0	0
FEDERAL SIGNAL CORP COM USD1	COMMON	313855108	1,084	39,592	SH		SOLE		39,592	0	0
FEDERATED HERMES INC CL B COM NPV	COMMON	314211103	605	31,611	SH		SOLE		31,611	0	0
FEDEX CORP COM USD.1	COMMON	31428X106	2	14	SH		SOLE		14	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	301	26,227	SH		SOLE		26,227	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	16	103	SH		SOLE		103	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	890	123,734	SH		SOLE		123,734	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	123	1,011	SH		SOLE		1,011	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	10,684	718,703	SH		OTR		526,634	192,069	0
FINANCIAL INSTITUTIONS INC COM USD.01	COMMON	317585404	276	15,188	SH		SOLE		15,188	0	0
FINJAN HOLDINGS INC COM	COMMON	31788H303	0	129	SH		SOLE		129	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	33	781	SH		SOLE		781	0	0
FIRST BUSINESS FINL SRV INC COM USD.01	COMMON	319390100	45	2,889	SH		SOLE		2,889	0	0
FIRST CAPITAL INC COM USD.01	COMMON	31942S104	77	1,284	SH		SOLE		1,284	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	1	3	SH		SOLE		3	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	0	35	SH		SOLE		35	0	0
FIRST HORIZON NATIONAL CORP COM USD2.5	COMMON	320517105	13	1,561	SH		SOLE		1,561	0	0
FIRST INDL REALTY TRUST INC COM USD.01	COMMON	32054K103	2	58	SH		SOLE		58	0	0
FIRST INTERNET BANCORP COM USD1	COMMON	320557101	99	5,999	SH		SOLE		5,999	0	0
FIRST MID BANCSHARES INC COM USD4.	COMMON	320866106	258	10,867	SH		SOLE		10,867	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	24	2,194	SH		SOLE		2,194	0	0
FIRST REPUBLIC BANK NEW COM USD.01	COMMON	33616C100	1	17	SH		SOLE		17	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	94	2,420	SH		SOLE		2,420	0	0
FIRST UNITED CORP COM NPV	COMMON	33741H107	132	9,226	SH		SOLE		9,226	0	0
FIRSTENERGY CORP COM USD9	COMMON	337932107	0	9	SH		SOLE		9	0	0
FIRSTSERVICE CORP COM	COMMON	33767E202	5	60	SH		SOLE		60	0	0
FISERV INC COM USD.01	COMMON	337738108	19	199	SH		SOLE		199	0	0
FLAGSTAR BANCORP INC COM USD.01	COMMON	337930705	313	15,759	SH		SOLE		15,759	0	0
FLEETCOR TECHNOLOGIES INC COM USD.001	COMMON	339041105	34	181	SH		SOLE		181	0	0
FLEXSTEEL INDUSTRIES INC COM USD1	COMMON	339382103	0	43	SH		SOLE		43	0	0
FLOTEK INDUSTRIES INC COM	COMMON	343389102	0	1	SH		SOLE		1	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	18	860	SH		SOLE		860	0	0
FLUENT INC COM USD.0005	COMMON	34380C102	28	23,804	SH		SOLE		23,804	0	0
FONAR CORP COM USD.0001	COMMON	344437405	80	5,520	SH		SOLE		5,520	0	0
FORD MOTOR CO COM USD1	COMMON	345370860	3	551	SH		SOLE		551	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	57	5,531	SH		SOLE		5,531	0	0
FORMFACTOR INC COM USD.001	COMMON	346375108	67	3,321	SH		SOLE		3,321	0	0
FORTERRA INC COM USD0.001	COMMON	34960W106	241	40,010	SH		SOLE		40,010	0	0
FORTINET INC COM USD.001	COMMON	34959E109	5	49	SH		SOLE		49	0	0
FORTIS INC COM NPV	COMMON	349553107	13	334	SH		SOLE		334	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	0	5	SH		SOLE		5	0	0
FORTUNE BRANDS HOME & SECUR COM USD.01	COMMON	34964C106	1,716	39,682	SH		SOLE		39,682	0	0
FORUM ENERGY TECH INC COM USD0.01	COMMON	34984V100	0	1	SH		SOLE		1	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	1,004	97,527	SH		SOLE		97,527	0	0
FOX CORP COM CL A	COMMON	35137L105	0	1	SH		SOLE		1	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	945	9,526	SH		SOLE		9,526	0	0
FRANKLIN COVEY CO COM USD.05	COMMON	353469109	213	13,628	SH		SOLE		13,628	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	591	12,491	SH		SOLE		12,491	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	13,779	824,668	SH		OTR		600,644	224,024	0
FRANKLIN STREET PROPERTIES COM	COMMON	35471R106	415	72,384	SH		SOLE		72,384	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	18	2,607	SH		SOLE		2,607	0	0
FRONTIER COMMUNICATIONS CORP COM USD.25	COMMON	35906A306	0	3	SH		SOLE		3	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	457	3,797	SH		SOLE		3,797	0	0
FUEL TECH INC COM USD.01	COMMON	359523107	0	885	SH		SOLE		885	0	0
FULTON FINANCIAL CORP COM USD2.5	COMMON	360271100	1,289	112,193	SH		SOLE		112,193	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	40	3,663	SH		SOLE		3,663	0	0
GAMING & LEISURE PPTYS COM USD0.01	COMMON	36467J108	4	150	SH		SOLE		150	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	7	99	SH		SOLE		99	0	0
GCI LIBERTY INC CL A COM NPV	COMMON	36164V305	198	3,456	SH		SOLE		3,456	0	0
GENASYS INC COM USD.00001	COMMON	36872P103	9	2,650	SH		SOLE		2,650	0	0
GENCO SHIPPING & TRADING COM NPV	COMMON	Y2685T131	121	18,835	SH		SOLE		18,835	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	66	6,286	SH		SOLE		6,286	0	0
GENERAL DYNAMICS CORP COM USD1	COMMON	369550108	11	86	SH		SOLE		86	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604103	48	6,091	SH		SOLE		6,091	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	775	14,687	SH		SOLE		14,687	0	0
GENERAL MOTORS CO COM USD.01	COMMON	37045V100	9	436	SH		SOLE		436	0	0
GENMAB AS SPONSORED ADR	COMMON	372303206	12	564	SH		SOLE		564	0	0
GENPACT LTD COM USD.01	COMMON	G3922B107	0	12	SH		SOLE		12	0	0
GENTEX CORP COM USD.06	COMMON	371901109	501	22,554	SH		SOLE		22,554	0	0
GENTHERM INC COM NPV	COMMON	37253A103	0	7	SH		SOLE		7	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	30	445	SH		SOLE		445	0	0
GEO GROUP INC COM USD.01	COMMON	36162J106	1	74	SH		SOLE		74	0	0
GEOPARK LTD COM USD.001	COMMON	G38327105	7	1,001	SH		SOLE		1,001	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	262	6,077	SH		SOLE		6,077	0	0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV	COMMON	375916103	1,141	90,145	SH		SOLE		90,145	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	157	2,103	SH		SOLE		2,103	0	0
GLACIER BANCORP INC COM USD.01	COMMON	37637Q105	5	150	SH		SOLE		150	0	0
GLATFELTER COM USD.01	COMMON	377316104	204	16,664	SH		SOLE		16,664	0	0
GLAXOSMITHKLINE PLC SPON ADR	COMMON	37733W105	226	5,970	SH		SOLE		5,970	0	0
GLOBAL INDEMNITY LTD COM CL A .0001	COMMON	G3933F105	120	4,715	SH		SOLE		4,715	0	0
GLOBAL PAYMENTS INC COM NPV	COMMON	37940X102	23	159	SH		SOLE		159	0	0
GLOBALSCAPE INC COM USD.001	COMMON	37940G109	552	77,511	SH		SOLE		77,511	0	0
GLOBE LIFE INC COM USD1	COMMON	37959E102	36	500	SH		SOLE		500	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	60	1,397	SH		SOLE		1,397	0	0
GMS INC COM USD.01	COMMON	36251C103	3,413	216,639	SH		SOLE		216,639	0	0
GNC HOLDINGS INC CL A COM USD.001	COMMON	36191G107	1	2,115	SH		SOLE		2,115	0	0
GOLDFIELD CORP COM USD.1	COMMON	381370105	88	30,834	SH		SOLE		30,834	0	0
GOLDMAN SACHS GROUP INC COM USD.01	COMMON	38141G104	633	4,095	SH		SOLE		4,095	0	0
GRAPHIC PACKAGING HOLDING CO COM	COMMON	388689101	40	3,243	SH		SOLE		3,243	0	0
GRAVITY CO LTD -ADR ADR	COMMON	38911N206	94	3,142	SH		SOLE		3,142	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	3,096	372,008	SH		SOLE		372,008	0	0
GREAT WESTERN BANCORP INC COM USD0.01	COMMON	391416104	885	43,196	SH		SOLE		43,196	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	78	2,884	SH		SOLE		2,884	0	0
GRUPO AEROPORTUARIO DEL PACI ADR	COMMON	400506101	89	1,654	SH		SOLE		1,654	0	0
GRUPO AEROPORTUARIO SURESTE SPON ADR	COMMON	40051E202	110	1,171	SH		SOLE		1,171	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	380	3,798	SH		SOLE		3,798	0	0
HAILIANG EDUCATION GRP -ADR ADR	COMMON	40522L108	79	1,335	SH		SOLE		1,335	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	12	12,689	SH		SOLE		12,689	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	31	7,620	SH		SOLE		7,620	0	0
HAMILTON BEACH BND HDNG CL A COM USD.01	COMMON	40701T104	135	14,135	SH		SOLE		14,135	0	0
HANCOCK WHITNEY CORP COM USD3.33	COMMON	410120109	268	13,745	SH		SOLE		13,745	0	0
HANESBRANDS INC COM USD.01	COMMON	410345102	28	3,558	SH		SOLE		3,558	0	0
HANGER INC COM NPV	COMMON	41043F208	125	7,972	SH		SOLE		7,972	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	240	2,645	SH		SOLE		2,645	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	1,516	43,006	SH		SOLE		43,006	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	166	13,972	SH		SOLE		13,972	0	0
HAWKINS INC COM USD.1	COMMON	420261109	18	512	SH		SOLE		512	0	0
HAWTHORN BANCSHARES INC COM USD1.0	COMMON	420476103	103	5,601	SH		SOLE		5,601	0	0
HC2 HOLDINGS INC COM USD0.001	COMMON	404139107	48	30,866	SH		SOLE		30,866	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	31	340	SH		SOLE		340	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	167	4,138	SH		SOLE		4,138	0	0
HEALTHPEAK PROPERTIES INC COM USD1	COMMON	42250P103	1	41	SH		SOLE		41	0	0
HECLA MINING CO COM USD.25	COMMON	422704106	127	69,317	SH		SOLE		69,317	0	0
HEICO CORP COM USD.166	COMMON	422806109	13	171	SH		SOLE		171	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	0	2	SH		SOLE		2	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	59	7,920	SH		SOLE		7,920	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	2	16	SH		SOLE		16	0	0
HENRY SCHEIN INC COM USD.01	COMMON	806407102	3,956	77,984	SH		SOLE		77,984	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	37	1,253	SH		SOLE		1,253	0	0
HERSHEY CO COM USD1.	COMMON	427866108	1,684	12,710	SH		SOLE		12,710	0	0
HESS CORP COM USD1	COMMON	42809H107	8,595	257,850	SH		OTR		182,840	75,010	0
HEWLETT PACKARD ENTERPRISE COM USD.01	COMMON	42824C109	3,830	394,229	SH		SOLE		394,229	0	0
HIGHPOINT RESOURCES CORP COM	COMMON	43114K108	0	1	SH		SOLE		1	0	0
HIGHWOODS PROPERTIES INC COM USD.01	COMMON	431284108	1	22	SH		SOLE		22	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	56	2,951	SH		SOLE		2,951	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	160	1,587	SH		SOLE		1,587	0	0
HILTON WORLDWIDE HOLDINGS COM USD.01	COMMON	43300A203	0	5	SH		SOLE		5	0	0
HNI CORP COM USD1	COMMON	404251100	1,384	54,947	SH		SOLE		54,947	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	45	1,816	SH		SOLE		1,816	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	381	2,040	SH		SOLE		2,040	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	2,616	116,480	SH		SOLE		116,480	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	170	1,269	SH		SOLE		1,269	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	1,028	125,010	SH		SOLE		125,010	0	0
HORIZON THERAPEUTICS PUB LTD ORD USD.01	COMMON	G46188101	14	460	SH		SOLE		460	0	0
HORMEL FOODS CORP COM USD.2344	COMMON	440452100	2	39	SH		SOLE		39	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	37,781	3,419,332	SH		OTR		2,728,726	690,606	0
HOULIHAN LOKEY INC CL A COM USD.001	COMMON	441593100	16	311	SH		SOLE		311	0	0
HOUSTON WIRE & CABLE CO COM USD.001	COMMON	44244K109	4	1,875	SH		SOLE		1,875	0	0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01	COMMON	442487401	15	1,884	SH		SOLE		1,884	0	0
HP INC COM USD1	COMMON	40434L105	8	485	SH		SOLE		485	0	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	180	6,443	SH		SOLE		6,443	0	0
HUAMI CORP -ADS ADS	COMMON	44331K103	30	2,294	SH		SOLE		2,294	0	0
HUB GROUP INC -CL A CL A COM USD.01	COMMON	443320106	1,238	27,210	SH		SOLE		27,210	0	0
HUBBELL INC COM NPV	COMMON	443510607	28	240	SH		SOLE		240	0	0
HUMANA INC COM NPV	COMMON	444859102	805	2,562	SH		SOLE		2,562	0	0
HUNT COS FINANCE TRUST INC COM USD.01	COMMON	44558T100	20	10,797	SH		SOLE		10,797	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	11,896	65,227	SH		OTR		45,896	19,331	0
HUNTSMAN CORP COM USD.01	COMMON	447011107	52	3,592	SH		SOLE		3,592	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	78	1,614	SH		SOLE		1,614	0	0
ICF INTERNATIONAL INC COM USD.001	COMMON	44925C103	1	9	SH		SOLE		9	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	32	1,678	SH		SOLE		1,678	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	0	25	SH		SOLE		25	0	0
IDEX CORP COM USD.01	COMMON	45167R104	0	2	SH		SOLE		2	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	1	5	SH		SOLE		5	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	82	15,035	SH		SOLE		15,035	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	492	27,849	SH		SOLE		27,849	0	0
IHS MARKIT LTD COM USD.01	COMMON	G47567105	542	9,031	SH		SOLE		9,031	0	0
ILLINOIS TOOL WORKS COM NPV	COMMON	452308109	31	219	SH		SOLE		219	0	0
ILLUMINA INC COM USD.01	COMMON	452327109	29	105	SH		SOLE		105	0	0
IMPERIAL OIL LTD COM NPV	COMMON	453038408	15,981	1,423,739	SH		SOLE		1,423,739	0	0
INCYTE CORP COM USD.001	COMMON	45337C102	2	23	SH		SOLE		23	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	91	3,559	SH		SOLE		3,559	0	0
INDEPENDENCE REALTY TRUST COM USD0.01	COMMON	45378A106	165	18,401	SH		SOLE		18,401	0	0
INDEPENDENT BANK CORP/MI COM NPV	COMMON	453838609	350	27,158	SH		SOLE		27,158	0	0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR	COMMON	456463108	57	1,682	SH		SOLE		1,682	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	166	64,868	SH		SOLE		64,868	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	10	1,277	SH		SOLE		1,277	0	0
INFUSYSTEM HOLDINGS INC COM USD0.0001	COMMON	45685K102	278	32,724	SH		SOLE		32,724	0	0
ING GROEP NV SPON ADR	COMMON	456837103	128	24,929	SH		SOLE		24,929	0	0
INGERSOLL RAND INC COM	COMMON	45687V106	119	4,795	SH		SOLE		4,795	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	2,480	68,434	SH		SOLE		68,434	0	0
INNOSPEC INC COM USD.01	COMMON	45768S105	468	6,709	SH		SOLE		6,709	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	35	3,008	SH		SOLE		3,008	0	0
INOVALON HOLDINGS INC CL A COM USD.000005	COMMON	45781D101	590	35,276	SH		SOLE		35,276	0	0
INPHI CORP COM USD.001	COMMON	45772F107	269	3,388	SH		SOLE		3,388	0	0
INSIGHT ENTERPRISES INC COM NPV	COMMON	45765U103	61	1,442	SH		SOLE		1,442	0	0
INSPIRED ENTERTAINMENT COM	COMMON	45782N108	20	5,771	SH		SOLE		5,771	0	0
INSTALLED BLDG PRODUCTS INC COM USD0.01	COMMON	45780R101	53	1,322	SH		SOLE		1,322	0	0
INSULET CORP COM USD.001	COMMON	45784P101	0	2	SH		SOLE		2	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	183	2,902	SH		SOLE		2,902	0	0
INTEGRA LIFESCIENCES HLDGS COM USD.01	COMMON	457985208	23	503	SH		SOLE		503	0	0
INTEL CORP COM NPV	COMMON	458140100	672	12,411	SH		SOLE		12,411	0	0
INTER PARFUMS INC COM NPV	COMMON	458334109	76	1,642	SH		SOLE		1,642	0	0
INTERCONTINENTAL EXCHANGE COM USD.01	COMMON	45866F104	31	382	SH		SOLE		382	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P806	140	3,309	SH		SOLE		3,309	0	0
INTERNATIONAL MONEY EXPR INC COM	COMMON	46005L101	2	187	SH		SOLE		187	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	129	7,986	SH		SOLE		7,986	0	0
INTEST CORP COM USD.01	COMMON	461147100	0	16	SH		SOLE		16	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	138	1,247	SH		SOLE		1,247	0	0
INTL FLAVORS & FRAGRANCES COM USD.125	COMMON	459506101	2	15	SH		SOLE		15	0	0
INTL PAPER CO COM USD1	COMMON	460146103	8,601	276,150	SH		OTR		254,864	21,286	0
INTUIT INC COM NPV	COMMON	461202103	44	192	SH		SOLE		192	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	37	75	SH		SOLE		75	0	0
INVESCO QQQ TRUST SERIES 1	COMMON	46090E103	32	170	SH		SOLE		170	0	0
INVESTORS BANCORP INC COM USD.01	COMMON	46146L101	279	34,895	SH		SOLE		34,895	0	0
INVESTORS REAL ESTATE TRUST COM NPV	COMMON	461730509	527	9,543	SH		SOLE		9,543	0	0
INVESTORS TITLE CO COM USD1.25	COMMON	461804106	0	3	SH		SOLE		3	0	0
INVITATION HOMES INC COM USD0.01	COMMON	46187W107	28	1,294	SH		SOLE		1,294	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	0	3	SH		SOLE		3	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	0	1	SH		SOLE		1	0	0
ISHARES 0-5 YR HY CORP BOND	COMMON	46434V407	78	1,904	SH		SOLE		1,904	0	0
ISHARES 1-3 YEAR TREASURY BO	COMMON	464287457	970	11,186	SH		SOLE		11,186	0	0
ISHARES 20 Plus YEAR TREASURY BO	COMMON	464287432	185	1,124	SH		SOLE		1,124	0	0
ISHARES 3-7 YEAR TREASURY BO	COMMON	464288661	1,378	10,334	SH		SOLE		10,334	0	0
ISHARES 7-10 YEAR TREASURY B	COMMON	464287440	676	5,567	SH		SOLE		5,567	0	0
ISHARES BROAD USD HIGH YIELD	COMMON	46435U853	18	508	SH		SOLE		508	0	0
ISHARES CORE S&P 500 ETF	COMMON	464287200	45	173	SH		SOLE		173	0	0
ISHARES CORE U.S. AGGREGATE	COMMON	464287226	7,120	61,703	SH		SOLE		61,703	0	0
ISHARES CORE US REIT ETF	COMMON	464288521	9	220	SH		SOLE		220	0	0
ISHARES EDGE MSCI MIN VOL EA	COMMON	46429B689	1	11	SH		SOLE		11	0	0
ISHARES EXPONENTIAL TECH ETF	COMMON	46434V381	95	2,667	SH		SOLE		2,667	0	0
ISHARES GOLD TRUST	COMMON	464285105	1	84	SH		SOLE		84	0	0
ISHARES IBOXX INVESTMENT GRA	COMMON	464287242	730	5,913	SH		SOLE		5,913	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	19	470	SH		SOLE		470	0	0
ISHARES LONG-TERM CORPORATE	COMMON	464289511	24	374	SH		SOLE		374	0	0
ISHARES MSCI ACWI ETF	COMMON	464288257	174	2,787	SH		SOLE		2,787	0	0
ISHARES NATIONAL MUNI BOND E	COMMON	464288414	93	820	SH		SOLE		820	0	0
ISHARES PREFERRED & INCOME S	COMMON	464288687	4	131	SH		SOLE		131	0	0
ISHARES RUSSELL 1000 ETF	COMMON	464287622	54	379	SH		SOLE		379	0	0
ISHARES RUSSELL 1000 GROWTH	COMMON	464287614	21	137	SH		SOLE		137	0	0
ISHARES RUSSELL 1000 VALUE E	COMMON	464287598	1,760	17,747	SH		SOLE		17,747	0	0
ISHARES RUSSELL MID-CAP GROW	COMMON	464287481	23	189	SH		SOLE		189	0	0
ISHARES S&P MID-CAP 400 GROW	COMMON	464287606	71	400	SH		SOLE		400	0	0
ISHARES SHORT TREASURY BOND	COMMON	464288679	1,317	11,864	SH		SOLE		11,864	0	0
ISHARES SHORT-TERM CORPORATE	COMMON	464288646	2,674	51,067	SH		SOLE		51,067	0	0
ISHARES TIPS BOND ETF	COMMON	464287176	45	381	SH		SOLE		381	0	0
ISHARES TR EAFE SML CP ETF	COMMON	464288273	0	3	SH		SOLE		3	0	0
ISHARES TR MSCI ACWI EX US	COMMON	464288240	18	465	SH		SOLE		465	0	0
ISHARES TR MSCI EMG MKT ETF	COMMON	464287234	4	127	SH		SOLE		127	0	0
ISTAR INC COM USD.001	COMMON	45031U101	258	24,203	SH		SOLE		24,203	0	0
ITRON INC COM USD.01	COMMON	465741106	106	1,894	SH		SOLE		1,894	0	0
IVERIC BIO INC COM USD0.001	COMMON	46583P102	239	69,066	SH		SOLE		69,066	0	0
J JILL INC COMUSD0.01	COMMON	46620W102	6	9,983	SH		SOLE		9,983	0	0
J2 GLOBAL INC COM USD.01	COMMON	48123V102	318	4,234	SH		SOLE		4,234	0	0
JABIL INC COM USD.001	COMMON	466313103	2,311	93,954	SH		SOLE		93,954	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	1	9	SH		SOLE		9	0	0
JAZZ PHARMACEUTICALS PLC COM USD.0001	COMMON	G50871105	0	5	SH		SOLE		5	0	0
JD.COM INC -ADR ADR	COMMON	47215P106	184	4,556	SH		SOLE		4,556	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	46	3,320	SH		SOLE		3,320	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	1,446	11,025	SH		SOLE		11,025	0	0
JOHNSON CONTROLS INTL PLC COM USD16	COMMON	G51502105	37,299	1,382,438	SH		OTR		1,094,256	288,182	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	1,880	18,617	SH		SOLE		18,617	0	0
JOYY INC -ADR ADR	COMMON	46591M109	133	2,508	SH		SOLE		2,508	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	13,655	151,612	SH		OTR		128,153	23,459	0
JUMEI INTL HOLDING LTD -ADR ADR	COMMON	48138L206	11	589	SH		SOLE		589	0	0
K12 INC COM USD.0001	COMMON	48273U102	1	63	SH		SOLE		63	0	0
KAMADA LTD COM ILS1.	COMMON	M6240T109	186	31,966	SH		SOLE		31,966	0	0
KANSAS CITY SOUTHERN COM NPV	COMMON	485170302	1	9	SH		SOLE		9	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	1,227	45,125	SH		SOLE		45,125	0	0
KBR INC COM USD.001	COMMON	48242W106	62	2,984	SH		SOLE		2,984	0	0
KELLOGG CO COM USD.25	COMMON	487836108	3	52	SH		SOLE		52	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	9	124	SH		SOLE		124	0	0
KEYCORP COM USD1	COMMON	493267108	861	82,980	SH		SOLE		82,980	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	59	709	SH		SOLE		709	0	0
KFORCE INC COM USD.01	COMMON	493732101	2,033	79,521	SH		SOLE		79,521	0	0
KIMBALL ELECTRONICS INC COM NPV	COMMON	49428J109	0	19	SH		SOLE		19	0	0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625	COMMON	494274103	719	60,202	SH		SOLE		60,202	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	1,717	13,412	SH		SOLE		13,412	0	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	0	46	SH		SOLE		46	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	11	787	SH		SOLE		787	0	0
KINROSS GOLD CORP COM NPV	COMMON	496902404	4,082	1,023,965	SH		SOLE		1,023,965	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	7,671	262,311	SH		SOLE		262,311	0	0
KKR & CO INC COM CL A	COMMON	48251W104	14	608	SH		SOLE		608	0	0
KLA CORP COM USD.001	COMMON	482480100	4	31	SH		SOLE		31	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	310	21,265	SH		SOLE		21,265	0	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	355	8,838	SH		SOLE		8,838	0	0
KONTOOR BRANDS INC COM	COMMON	50050N103	0	6	SH		SOLE		6	0	0
KRAFT HEINZ CO COM USD.01	COMMON	500754106	2	83	SH		SOLE		83	0	0
KROGER CO COM USD1	COMMON	501044101	5,660	187,914	SH		SOLE		187,914	0	0
KT CORP SPON ADR	COMMON	48268K101	79	10,195	SH		SOLE		10,195	0	0
KULICKE & SOFFA INDUSTRIES COM NPV	COMMON	501242101	52	2,476	SH		SOLE		2,476	0	0
L3HARRIS TECHNOLOGIES INC COM USD1	COMMON	502431109	401	2,228	SH		SOLE		2,228	0	0
LABORATORY CP OF AMER HLDGS COM USD.01	COMMON	50540R409	1	8	SH		SOLE		8	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	177	11,382	SH		SOLE		11,382	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	5,639	23,483	SH		OTR		20,301	3,182	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	1	25	SH		SOLE		25	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	16	274	SH		SOLE		274	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	95	4,651	SH		SOLE		4,651	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	112	1,168	SH		SOLE		1,168	0	0
LANTHEUS HOLDINGS INC COM USD0.01	COMMON	516544103	233	18,200	SH		SOLE		18,200	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	0	6	SH		SOLE		6	0	0
LATTICE SEMICONDUCTOR CORP COM USD.01	COMMON	518415104	821	45,896	SH		SOLE		45,896	0	0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	COMMON	518439104	1,885	11,832	SH		SOLE		11,832	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	394	14,701	SH		SOLE		14,701	0	0
LCNB CORP COM NPV	COMMON	50181P100	30	2,424	SH		SOLE		2,424	0	0
LEAR CORP COM NPV	COMMON	521865204	500	6,156	SH		SOLE		6,156	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	29	29,314	SH		SOLE		29,314	0	0
LEIDOS HOLDINGS INC COM USD.01	COMMON	525327102	12,906	140,580	SH		SOLE		140,580	0	0
LENNAR CORP CL A COM USD.1	COMMON	526057104	1,741	45,580	SH		SOLE		45,580	0	0
LENNOX INTERNATIONAL INC COM USD.01	COMMON	526107107	22	122	SH		SOLE		122	0	0
LEXICON PHARMACEUTICALS INC COM USD.001	COMMON	528872302	4	1,926	SH		SOLE		1,926	0	0
LEXINGTON REALTY TRUST COM USD.0001	COMMON	529043101	4	416	SH		SOLE		416	0	0
LHC GROUP INC COM USD.01	COMMON	50187A107	257	1,826	SH		SOLE		1,826	0	0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01	COMMON	531229607	13	411	SH		SOLE		411	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	3	27	SH		SOLE		27	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	61	5,917	SH		SOLE		5,917	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	264	3,628	SH		SOLE		3,628	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	109,012	785,186	SH		OTR		612,970	172,216	0
LINCOLN NATIONAL CORP COM USD1.25	COMMON	534187109	3	121	SH		SOLE		121	0	0
LINDE PLC COM NPV	COMMON	G5494J103	104	601	SH		SOLE		601	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
LIVERAMP HOLDINGS INC COM USD.1	COMMON	53815P108	3	103	SH		SOLE		103	0	0
LKQ CORP COM	COMMON	501889208	214	10,458	SH		SOLE		10,458	0	0
LLOYDS BANKING GROUP PLC SPONSORED ADR	COMMON	539439109	187	123,947	SH		SOLE		123,947	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	245	723	SH		SOLE		723	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	0	17	SH		SOLE		17	0	0
LOWE'S COS INC COM USD.5	COMMON	548661107	52	603	SH		SOLE		603	0	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	156	2,868	SH		SOLE		2,868	0	0
LSI INDUSTRIES INC COM USD.01	COMMON	50216C108	273	72,461	SH		SOLE		72,461	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	6	33	SH		SOLE		33	0	0
LUMENTUM HOLDINGS INC COM USD.001	COMMON	55024U109	220	2,974	SH		SOLE		2,974	0	0
LUMINEX CORP COM USD.001	COMMON	55027E102	222	8,020	SH		SOLE		8,020	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	78	12,643	SH		SOLE		12,643	0	0
LUTHER BURBANK CORP COM	COMMON	550550107	1	67	SH		SOLE		67	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	5,473	110,210	SH		OTR		75,982	34,228	0
M & T BANK CORP COM USD5	COMMON	55261F104	4,600	44,476	SH		OTR		38,133	6,343	0
M/I HOMES INC COM USD.01	COMMON	55305B101	290	17,479	SH		SOLE		17,479	0	0
MACK-CALI REALTY CORP COM USD.01	COMMON	554489104	85	5,565	SH		SOLE		5,565	0	0
MACKINAC FINANCIAL CORP COM NPV	COMMON	554571109	82	7,993	SH		SOLE		7,993	0	0
MADDEN STEVEN LTD COM USD.0001	COMMON	556269108	110	4,697	SH		SOLE		4,697	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	23,692	747,160	SH		SOLE		747,160	0	0
MALIBU BOATS INC CL A COM USD.01	COMMON	56117J100	298	10,355	SH		SOLE		10,355	0	0
MANHATTAN ASSOCIATES INC COM USD.01	COMMON	562750109	255	5,109	SH		SOLE		5,109	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	1	10	SH		SOLE		10	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	19,870	1,593,466	SH		SOLE		1,593,466	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	10	407	SH		SOLE		407	0	0
MARCUS & MILLICHAP INC COM USD.0001	COMMON	566324109	195	7,164	SH		SOLE		7,164	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	85	10,462	SH		SOLE		10,462	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	29	87	SH		SOLE		87	0	0
MARLIN BUSINESS SERVICES INC COM USD.01	COMMON	571157106	48	4,281	SH		SOLE		4,281	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	9	119	SH		SOLE		119	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	142	2,548	SH		SOLE		2,548	0	0
MARSH & MCLENNAN COS COM USD1	COMMON	571748102	39	451	SH		SOLE		451	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	152	7,367	SH		SOLE		7,367	0	0
MARTIN MARIETTA MATERIALS COM USD.01	COMMON	573284106	2	8	SH		SOLE		8	0	0
MARVELL TECHNOLOGY GROUP LTD COM USD.002	COMMON	G5876H105	2	89	SH		SOLE		89	0	0
MASIMO CORP COM USD.001	COMMON	574795100	57	321	SH		SOLE		321	0	0
MASTEC INC COM USD.1	COMMON	576323109	3,563	108,585	SH		SOLE		108,585	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	80	6,249	SH		SOLE		6,249	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	2,350	9,730	SH		SOLE		9,730	0	0
MATRIX SERVICE CO COM USD.01	COMMON	576853105	242	25,538	SH		SOLE		25,538	0	0
MAXIM INTEGRATED PRODUCTS COM USD.001	COMMON	57772K101	1	21	SH		SOLE		21	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	2	15	SH		SOLE		15	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	158	954	SH		SOLE		954	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	57,364	423,586	SH		OTR		340,274	83,312	0
MECHEL PAO ADR NPV	COMMON	583840608	253	177,745	SH		SOLE		177,745	0	0
MEDIACO HOLDING INC COM CL A	COMMON	58450D104	0	22	SH		SOLE		22	0	0
MEDICAL PROPERTIES TRUST COM USD.001	COMMON	58463J304	62	3,568	SH		SOLE		3,568	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	366	31,413	SH		SOLE		31,413	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	417	5,665	SH		SOLE		5,665	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	770	8,534	SH		SOLE		8,534	0	0
MEI PHARMA INC COM	COMMON	55279B202	0	1	SH		SOLE		1	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	1	105	SH		SOLE		105	0	0
MERCHANTS BANCORP COM	COMMON	58844R108	186	12,372	SH		SOLE		12,372	0	0
MERCK & CO COM NPV	COMMON	58933Y105	204	2,652	SH		SOLE		2,652	0	0
MERCURY GENERAL CORP COM NPV	COMMON	589400100	1,080	26,505	SH		SOLE		26,505	0	0
MERITAGE HOMES CORP COM NPV	COMMON	59001A102	1,294	35,408	SH		SOLE		35,408	0	0
MERITOR INC COM USD1	COMMON	59001K100	28	2,112	SH		SOLE		2,112	0	0
MESA LABORATORIES INC COM NPV	COMMON	59064R109	305	1,344	SH		SOLE		1,344	0	0
METHANEX CORP COM NPV	COMMON	59151K108	1,688	139,677	SH		SOLE		139,677	0	0
METHODE ELECTRONICS INC COM USD.5	COMMON	591520200	224	8,429	SH		SOLE		8,429	0	0
METLIFE INC COM	COMMON	59156R108	69,085	2,257,797	SH		OTR		1,694,872	562,925	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	3	4	SH		SOLE		4	0	0
MICRO FOCUS INTL PLC SPON ADR NEW	COMMON	594837403	0	43	SH		SOLE		43	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	1,126	26,731	SH		SOLE		26,731	0	0
MICROSOFT CORP COM USD.00000625	COMMON	594918104	3,509	22,246	SH		SOLE		22,246	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	101	5,013	SH		SOLE		5,013	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	36	345	SH		SOLE		345	0	0
MIDDLEFIELD BANC CORP COM NPV	COMMON	596304204	33	2,067	SH		SOLE		2,067	0	0
MIDLAND STATES BANCORP COM USD.01	COMMON	597742105	259	14,797	SH		SOLE		14,797	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	393	17,659	SH		SOLE		17,659	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	120	32,764	SH		SOLE		32,764	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	36	15,513	SH		SOLE		15,513	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	1	11	SH		SOLE		11	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	182	24,002	SH		SOLE		24,002	0	0
MODEL N INC COM USD.00015	COMMON	607525102	429	19,260	SH		SOLE		19,260	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	0	2	SH		SOLE		2	0	0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG	COMMON	60871R209	47	1,212	SH		SOLE		1,212	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	78	1,551	SH		SOLE		1,551	0	0
MONSTER BEVERAGE CORP COM USD.005	COMMON	61174X109	3	56	SH		SOLE		56	0	0
MOODY'S CORP COM USD.01	COMMON	615369105	5	24	SH		SOLE		24	0	0
MORGAN STANLEY COM USD1	COMMON	617446448	25,879	760,663	SH		OTR		632,902	127,761	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	16	121	SH		SOLE		121	0	0
MR COOPER GROUP INC COM USD.00001	COMMON	62482R107	555	75,753	SH		SOLE		75,753	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	25	85	SH		SOLE		85	0	0
MSG NETWORKS INC CL A COM USD.01	COMMON	553573106	499	48,937	SH		SOLE		48,937	0	0
MUELLER INDUSTRIES COM NPV	COMMON	624756102	178	7,404	SH		SOLE		7,404	0	0
MURPHY USA INC COM USD.01	COMMON	626755102	239	2,829	SH		SOLE		2,829	0	0
MVB FINANCIAL CORP COM	COMMON	553810102	139	10,886	SH		SOLE		10,886	0	0
NACCO INDUSTRIES -CL A CL A COM USD1	COMMON	629579103	1	18	SH		SOLE		18	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	76	5,019	SH		SOLE		5,019	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	55	905	SH		SOLE		905	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	121	37,176	SH		SOLE		37,176	0	0
NATIONAL GRID SPON ADR	COMMON	636274409	68	1,166	SH		SOLE		1,166	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	26	356	SH		SOLE		356	0	0
NATIONAL RESEARCH CORP COM USD.001	COMMON	637372202	370	8,093	SH		SOLE		8,093	0	0
NATIONAL RETAIL PROPERTIES COM USD.01	COMMON	637417106	0	6	SH		SOLE		6	0	0
NATIONAL STORAGE AFFILIATES COM USD0.01	COMMON	637870106	5	174	SH		SOLE		174	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	4	695	SH		SOLE		695	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	180	21,191	SH		SOLE		21,191	0	0
NATURES SUNSHINE PRODS INC COM NPV	COMMON	639027101	115	14,459	SH		SOLE		14,459	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	97	12,802	SH		SOLE		12,802	0	0
NCR CORP COM USD5	COMMON	62886E108	4	242	SH		SOLE		242	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	156	2,323	SH		SOLE		2,323	0	0
NETAPP INC COM NPV	COMMON	64110D104	28	683	SH		SOLE		683	0	0
NETEASE INC SPONSORED ADR	COMMON	64110W102	19	58	SH		SOLE		58	0	0
NETFLIX INC COM USD.001	COMMON	64110L106	225	599	SH		SOLE		599	0	0
NETSCOUT SYSTEMS INC COM USD.001	COMMON	64115T104	21	867	SH		SOLE		867	0	0
NETSOL TECHNOLOGIES INC COM USD.001	COMMON	64115A402	0	69	SH		SOLE		69	0	0
NEVRO CORP COM USD0.001	COMMON	64157F103	628	6,255	SH		SOLE		6,255	0	0
NEW HOME CO INC COM USD.01	COMMON	645370107	28	20,524	SH		SOLE		20,524	0	0
NEW ORIENTAL ED & TECH ADR USD	COMMON	647581107	234	2,163	SH		SOLE		2,163	0	0
NEW SENIOR INVESTMENT GROUP COM USD.01	COMMON	648691103	58	22,540	SH		SOLE		22,540	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	61	1,994	SH		SOLE		1,994	0	0
NEWMARK GROUP INC Cl A	COMMON	65158N102	2,011	471,497	SH		SOLE		471,497	0	0
NEWMARKET CORP COM USD1	COMMON	651587107	81	211	SH		SOLE		211	0	0
NEWMONT CORP COM USD1.6	COMMON	651639106	884	19,509	SH		SOLE		19,509	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	2,207	38,198	SH		SOLE		38,198	0	0
NEXTERA ENERGY INC COM NPV	COMMON	65339F101	141	584	SH		SOLE		584	0	0
NI HOLDINGS INC COM	COMMON	65342T106	14	1,055	SH		SOLE		1,055	0	0
NICE LTD SPON ADR	COMMON	653656108	7	46	SH		SOLE		46	0	0
NICOLET BANKSHARES INC COM USD.01	COMMON	65406E102	0	7	SH		SOLE		7	0	0
NIKE INC -CL B CL B COM NPV	COMMON	654106103	124	1,501	SH		SOLE		1,501	0	0
NOKIA CORP SPON ADR	COMMON	654902204	1	245	SH		SOLE		245	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	396	92,757	SH		SOLE		92,757	0	0
NORBORD INC COM NPV	COMMON	65548P403	3,263	277,805	SH		SOLE		277,805	0	0
NORDIC AMERICAN TANKERS LTD COM USD.01	COMMON	G65773106	80	17,584	SH		SOLE		17,584	0	0
NORFOLK SOUTHERN CORP COM USD1	COMMON	655844108	23	156	SH		SOLE		156	0	0
NORTHEAST BANK COM NPV	COMMON	66405S100	38	3,267	SH		SOLE		3,267	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	84	11,350	SH		SOLE		11,350	0	0
NORTHERN TRUST CORP COM USD3.17	COMMON	665859104	2	26	SH		SOLE		26	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	183	6,771	SH		SOLE		6,771	0	0
NORTHROP GRUMMAN CORP COM NPV	COMMON	666807102	52	173	SH		SOLE		173	0	0
NORWEGIAN CRUISE LINE HLDGS COM USD.001	COMMON	G66721104	1	109	SH		SOLE		109	0	0
NORWOOD FINANCIAL CORP COM USD.1	COMMON	669549107	1	32	SH		SOLE		32	0	0
NOVAGOLD RESOURCES LTD COM NPV	COMMON	66987E206	222	29,996	SH		SOLE		29,996	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	1,147	13,908	SH		SOLE		13,908	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	191	3,168	SH		SOLE		3,168	0	0
NOVOCURE LTD ORD NPV	COMMON	G6674U108	81	1,194	SH		SOLE		1,194	0	0
NUANCE COMMUNICATIONS INC COM USD.001	COMMON	67020Y100	187	11,108	SH		SOLE		11,108	0	0
NUCOR CORP COM USD.4	COMMON	670346105	75	2,082	SH		SOLE		2,082	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	1	37	SH		SOLE		37	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	151	2,973	SH		SOLE		2,973	0	0
NVIDIA CORP COM USD.001	COMMON	67066G104	670	2,542	SH		SOLE		2,542	0	0
NVR INC COM USD.01	COMMON	62944T105	21	8	SH		SOLE		8	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	46,785	563,540	SH		OTR		442,272	121,268	0
OCCIDENTAL PETROLEUM CORP COM USD.2	COMMON	674599105	0	8	SH		SOLE		8	0	0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI	COMMON	67623C109	1,403	51,464	SH		SOLE		51,464	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	362	10,853	SH		SOLE		10,853	0	0
OKTA INC CL A COM USD0.0001	COMMON	679295105	3	22	SH		SOLE		22	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	509	3,877	SH		SOLE		3,877	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	61	4,018	SH		SOLE		4,018	0	0
OLIN CORP COM USD1	COMMON	680665205	54	4,660	SH		SOLE		4,660	0	0
OLYMPIC STEEL INC COM NPV	COMMON	68162K106	336	32,502	SH		SOLE		32,502	0	0
OMNICELL INC COM NPV	COMMON	68213N109	0	4	SH		SOLE		4	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	1,041	18,957	SH		SOLE		18,957	0	0
ON DECK CAPITAL INC COM USD.01	COMMON	682163100	2	991	SH		SOLE		991	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	60	4,804	SH		SOLE		4,804	0	0
ONE GP HOSPITALITY (THE) COM USD.0001	COMMON	88338K103	7	5,056	SH		SOLE		5,056	0	0
ONEMAIN HOLDINGS INC COM	COMMON	68268W103	1	36	SH		SOLE		36	0	0
ONEOK INC COM NPV	COMMON	682680103	2	80	SH		SOLE		80	0	0
OP BANCORP COM	COMMON	67109R109	201	27,376	SH		SOLE		27,376	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	386	19,568	SH		SOLE		19,568	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	40,751	842,610	SH		OTR		701,153	141,457	0
ORANGE SPON ADR	COMMON	684060106	25	2,045	SH		SOLE		2,045	0	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	4	13	SH		SOLE		13	0	0
ORION ENERGY SYSTEMS INC COM NPV	COMMON	686275108	210	56,670	SH		SOLE		56,670	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	278	4,708	SH		SOLE		4,708	0	0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25	COMMON	687380105	0	20	SH		SOLE		20	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	0	5	SH		SOLE		5	0	0
OSI SYSTEMS INC COM NPV	COMMON	671044105	509	7,356	SH		SOLE		7,356	0	0
OUTFRONT MEDIA INC COM USD.01	COMMON	69007J106	0	27	SH		SOLE		27	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	149	4,829	SH		SOLE		4,829	0	0
PACCAR INC COM USD12	COMMON	693718108	3	50	SH		SOLE		50	0	0
PACIFIC PREMIER BANCORP INC COM USD8	COMMON	69478X105	604	32,066	SH		SOLE		32,066	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	742	8,544	SH		SOLE		8,544	0	0
PAN AMERICAN SILVER CORP COM NPV	COMMON	697900108	3,742	261,956	SH		SOLE		261,956	0	0
PARETEUM CORP COM NPV	COMMON	69946T207	0	1	SH		SOLE		1	0	0
PARKER-HANNIFIN CORP COM USD.5	COMMON	701094104	2	13	SH		SOLE		13	0	0
PARTY CITY HOLDCO INC COM USD.01	COMMON	702149105	0	1	SH		SOLE		1	0	0
PATTERSON COS INC COM USD.01	COMMON	703395103	105	6,812	SH		SOLE		6,812	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	18	288	SH		SOLE		288	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	13	62	SH		SOLE		62	0	0
PAYLOCITY HOLDING CORP COM USD0.001	COMMON	70438V106	277	3,120	SH		SOLE		3,120	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	110	1,148	SH		SOLE		1,148	0	0
PBF ENERGY INC CL A COM USD0.001	COMMON	69318G106	142	20,087	SH		SOLE		20,087	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	60	1,448	SH		SOLE		1,448	0	0
PCB BANCORP COM	COMMON	69320M109	0	26	SH		SOLE		26	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	378	56,791	SH		SOLE		56,791	0	0
PDL BIOPHARMA INC COM USD.01	COMMON	69329Y104	231	81,761	SH		SOLE		81,761	0	0
PEABODY ENERGY CORP WHEN ISSUED	COMMON	704551100	5	1,879	SH		SOLE		1,879	0	0
PENNS WOODS BANCORP INC COM USD10.	COMMON	708430103	29	1,187	SH		SOLE		1,187	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	213	9,595	SH		SOLE		9,595	0	0
PEOPLES BANCORP NC INC COM NPV	COMMON	710577107	23	1,154	SH		SOLE		1,154	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	928	7,729	SH		SOLE		7,729	0	0
PERDOCEO EDUCATION CORP COM USD.01	COMMON	71363P106	135	12,447	SH		SOLE		12,447	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	500	18,397	SH		SOLE		18,397	0	0
PERION NETWORK LTD ORD USD	COMMON	M78673114	87	17,756	SH		SOLE		17,756	0	0
PERKINELMER INC COM USD1	COMMON	714046109	0	3	SH		SOLE		3	0	0
PERMA-PIPE INTERNATIONAL HOL COM USD.01	COMMON	714167103	21	3,360	SH		SOLE		3,360	0	0
PERSPECTA INC When Issued	COMMON	715347100	501	27,374	SH		SOLE		27,374	0	0
PETMED EXPRESS INC COM USD.001	COMMON	716382106	294	10,183	SH		SOLE		10,183	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	73	2,027	SH		SOLE		2,027	0	0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR	COMMON	71654V408	169	30,756	SH		SOLE		30,756	0	0
PFIZER INC COM USD.1	COMMON	717081103	41,701	1,276,677	SH		OTR		1,017,225	259,452	0
PFSWEB INC COM USD.001	COMMON	717098206	70	23,531	SH		SOLE		23,531	0	0
PHILIP MORRIS INTERNATIONAL COM NPV	COMMON	718172109	344	4,721	SH		SOLE		4,721	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	9,889	184,136	SH		OTR		128,703	55,433	0
PICO HOLDINGS INC COM USD.1	COMMON	693366205	191	24,542	SH		SOLE		24,542	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	1,011	57,244	SH		SOLE		57,244	0	0
PILGRIM'S PRIDE CORP COM USD.01	COMMON	72147K108	132	7,258	SH		SOLE		7,258	0	0
PINDUODUO INC -ADR ADR	COMMON	722304102	113	3,126	SH		SOLE		3,126	0	0
PINNACLE WEST CAPITAL CORP COM USD2.5	COMMON	723484101	0	4	SH		SOLE		4	0	0
PLYMOUTH INDL REIT INC COM USD.01	COMMON	729640102	17	1,567	SH		SOLE		1,567	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	4,582	47,867	SH		OTR		46,017	1,850	0
POINTS INTERNATIONAL LTD COM	COMMON	730843208	80	9,765	SH		SOLE		9,765	0	0
POOL CORP COM USD.001	COMMON	73278L105	0	1	SH		SOLE		1	0	0
POPULAR INC COM USD5	COMMON	733174700	33	943	SH		SOLE		943	0	0
POSCO SPON ADR	COMMON	693483109	1,431	43,820	SH		SOLE		43,820	0	0
POTBELLY CORP COM USD.01	COMMON	73754Y100	70	22,817	SH		SOLE		22,817	0	0
POWELL INDUSTRIES INC COM USD.01	COMMON	739128106	247	9,590	SH		SOLE		9,590	0	0
PPG INDUSTRIES INC COM USD1.666	COMMON	693506107	3	38	SH		SOLE		38	0	0
PPL CORP COM NPV	COMMON	69351T106	0	12	SH		SOLE		12	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	219	4,401	SH		SOLE		4,401	0	0
PRESTIGE CONSUMER HEALTHCARE COM USD.01	COMMON	74112D101	3,473	94,581	SH		SOLE		94,581	0	0
PRETIUM RESOURCES INC COM NPV	COMMON	74139C102	542	95,603	SH		SOLE		95,603	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	7	70	SH		SOLE		70	0	0
PRIMEENERGY RESOURCES CORP COM USD.1	COMMON	74158E104	47	627	SH		SOLE		627	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	2,106	19,143	SH		SOLE		19,143	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	88	5,450	SH		SOLE		5,450	0	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	16	20,611	SH		SOLE		20,611	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	1,137	15,391	SH		SOLE		15,391	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	37	460	SH		SOLE		460	0	0
PROSPERITY BANCSHARES INC COM NPV	COMMON	743606105	5	112	SH		SOLE		112	0	0
PROTECTIVE INSURANCE CORP CL B COM NPV	COMMON	74368L203	5	328	SH		SOLE		328	0	0
PROVIDENT FINANCIAL HOLDINGS COM USD.01	COMMON	743868101	4	237	SH		SOLE		237	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	501	9,611	SH		SOLE		9,611	0	0
PRUDENTIAL PLC ADR	COMMON	74435K204	34	1,389	SH		SOLE		1,389	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	14	102	SH		SOLE		102	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	66	10,936	SH		SOLE		10,936	0	0
PUBLIC SERVICE ENTRP GRP INC COM NPV	COMMON	744573106	9	190	SH		SOLE		190	0	0
PUBLIC STORAGE COM USD.1	COMMON	74460D109	15	77	SH		SOLE		77	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	2,145	96,083	SH		SOLE		96,083	0	0
PURPLE INNOVATION INC COM CL A USD.0001	COMMON	74640Y106	24	4,247	SH		SOLE		4,247	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	135	30,124	SH		SOLE		30,124	0	0
QCR HOLDINGS INC COM USD1	COMMON	74727A104	54	1,978	SH		SOLE		1,978	0	0
QIAGEN NV COM NLG.03	COMMON	N72482123	7	166	SH		SOLE		166	0	0
QORVO INC COM NPV	COMMON	74736K101	805	9,981	SH		SOLE		9,981	0	0
QTS REALTY TRUST INC CL A COM USD0.01	COMMON	74736A103	5	86	SH		SOLE		86	0	0
QUAD/GRAPHICS INC CL A COM USD.025	COMMON	747301109	0	108	SH		SOLE		108	0	0
QUALCOMM INC COM USD.0001	COMMON	747525103	48,716	719,523	SH		OTR		560,004	159,519	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	4	44	SH		SOLE		44	0	0
QUIDEL CORP COM NPV	COMMON	74838J101	904	9,204	SH		SOLE		9,204	0	0
RADIANT LOGISTICS INC UNIT	COMMON	75025X100	572	147,750	SH		SOLE		147,750	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	17	254	SH		SOLE		254	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	1,100	17,400	SH		SOLE		17,400	0	0
RAYTHEON CO COM USD1	COMMON	755111507	18	134	SH		SOLE		134	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	91	4,162	SH		SOLE		4,162	0	0
REALTY INCOME CORP COM USD1	COMMON	756109104	0	9	SH		SOLE		9	0	0
REATA PHARMACEUTICALS INC CL A COM NPV	COMMON	75615P103	201	1,388	SH		SOLE		1,388	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	131	2,077	SH		SOLE		2,077	0	0
REGENCY CENTERS CORP COM USD.01	COMMON	758849103	19,501	507,160	SH		OTR		372,087	135,073	0
REGENERON PHARMACEUTICALS COM USD.001	COMMON	75886F107	43	88	SH		SOLE		88	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	20,346	2,265,764	SH		OTR		1,729,692	536,072	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	48	574	SH		SOLE		574	0	0
RELIANCE STEEL & ALUMINUM CO COM NPV	COMMON	759509102	3,692	42,145	SH		SOLE		42,145	0	0
RELX PLC SP ADR	COMMON	759530108	72	3,348	SH		SOLE		3,348	0	0
RENASANT CORP COM USD5	COMMON	75970E107	403	18,440	SH		SOLE		18,440	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	88	4,258	SH		SOLE		4,258	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	1,821	128,702	SH		SOLE		128,702	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	658	6,791	SH		SOLE		6,791	0	0
REPRO MEDSYSTEMS INC COM USD.01	COMMON	759910102	262	34,725	SH		SOLE		34,725	0	0
REPUBLIC BANCORP INC/KY CL A COM NPV	COMMON	760281204	295	8,946	SH		SOLE		8,946	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	8	107	SH		SOLE		107	0	0
RESIDEO TECHNOLOGIES COM	COMMON	76118Y104	0	6	SH		SOLE		6	0	0
RESMED INC COM USD.004	COMMON	761152107	1,792	12,169	SH		SOLE		12,169	0	0
RESTAURANT BRANDS INTL INC COM USD.01	COMMON	76131D103	79	1,965	SH		SOLE		1,965	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	1	115	SH		SOLE		115	0	0
RETAIL VALUE INC COM	COMMON	76133Q102	410	33,421	SH		SOLE		33,421	0	0
RETRACTABLE TECHNOLOGIES INC COM NPV	COMMON	76129W105	174	111,767	SH		SOLE		111,767	0	0
REX AMERICAN RESOURCES CORP COM USD.01	COMMON	761624105	239	5,146	SH		SOLE		5,146	0	0
RH COM USD.0001	COMMON	74967X103	203	2,014	SH		SOLE		2,014	0	0
RING ENERGY INC COM USD.001	COMMON	76680V108	0	1	SH		SOLE		1	0	0
RINGCENTRAL INC CL A COM USD.0001	COMMON	76680R206	6	28	SH		SOLE		28	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	1,361	29,882	SH		SOLE		29,882	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	3,752	110,313	SH		SOLE		110,313	0	0
RLI CORP COM USD1	COMMON	749607107	0	4	SH		SOLE		4	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	76	9,785	SH		SOLE		9,785	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	495	18,336	SH		SOLE		18,336	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	16,897	111,848	SH		OTR		82,210	29,638	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	208	10,746	SH		SOLE		10,746	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	11	268	SH		SOLE		268	0	0
ROPER TECHNOLOGIES INC COM USD.01	COMMON	776696106	19	60	SH		SOLE		60	0	0
ROSS STORES INC COM USD.01	COMMON	778296103	5	63	SH		SOLE		63	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	184	2,994	SH		SOLE		2,994	0	0
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS	COMMON	780097689	383	140,806	SH		SOLE		140,806	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	248	7,105	SH		SOLE		7,105	0	0
ROYAL GOLD INC COM USD.01	COMMON	780287108	76	861	SH		SOLE		861	0	0
RPT REALTY SHS BEN INT USD.01	COMMON	74971D101	1	229	SH		SOLE		229	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	319	59,980	SH		SOLE		59,980	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	2	67	SH		SOLE		67	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	63	256	SH		SOLE		256	0	0
SAFE BULKERS INC COM USD.001	COMMON	Y7388L103	0	1	SH		SOLE		1	0	0
SAGA COMMUNICATIONS -CL A CL A COM USD.01	COMMON	786598300	118	4,290	SH		SOLE		4,290	0	0
SALESFORCE.COM INC COM USD.001	COMMON	79466L302	118	822	SH		SOLE		822	0	0
SALISBURY BANCORP INC COM USD3.33	COMMON	795226109	48	1,564	SH		SOLE		1,564	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	47	5,841	SH		SOLE		5,841	0	0
SANDSTORM GOLD LTD COM NPV	COMMON	80013R206	533	107,245	SH		SOLE		107,245	0	0
SANDY SPRING BANCORP INC COM USD1	COMMON	800363103	364	16,065	SH		SOLE		16,065	0	0
SANFILIPPO JOHN B&SON COM USD.01	COMMON	800422107	7,119	79,448	SH		SOLE		79,448	0	0
SANMINA CORP COM USD.01	COMMON	801056102	1,142	41,819	SH		SOLE		41,819	0	0
SANOFI SPONSORED ADR	COMMON	80105N105	226	5,176	SH		SOLE		5,176	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	14	1,010	SH		SOLE		1,010	0	0
SAP SE SPON ADR	COMMON	803054204	217	1,962	SH		SOLE		1,962	0	0
SAPIENS INTERNATIONAL CORP COM ANG1	COMMON	G7T16G103	196	10,322	SH		SOLE		10,322	0	0
SASOL LTD ADR	COMMON	803866300	5	2,583	SH		SOLE		2,583	0	0
SB FINANCIAL GROUP INC COM USD2.5	COMMON	78408D105	0	23	SH		SOLE		23	0	0
SB ONE BANCORP COM NPV	COMMON	78413T103	7	417	SH		SOLE		417	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	1,446	5,358	SH		SOLE		5,358	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	105	4,891	SH		SOLE		4,891	0	0
SCHLUMBERGER LTD COM USD.01	COMMON	806857108	3	222	SH		SOLE		222	0	0
SCHNEIDER NATIONAL INC COM CL B	COMMON	80689H102	291	15,057	SH		SOLE		15,057	0	0
SCHWAB (CHARLES) CORP COM USD.01	COMMON	808513105	25	742	SH		SOLE		742	0	0
SCHWAB INTL EQUITY ETF	COMMON	808524805	1	49	SH		SOLE		49	0	0
SCHWAB SHORT-TERM US TREAS	COMMON	808524862	3	65	SH		SOLE		65	0	0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF	COMMON	808524706	1	41	SH		SOLE		41	0	0
SCHWAB STRATEGIC TR SCHWB FDT EMK LG	COMMON	808524730	1	34	SH		SOLE		34	0	0
SCHWAB STRATEGIC TR SCHWB FDT INT LG	COMMON	808524755	1	50	SH		SOLE		50	0	0
SCHWAB STRATEGIC TR SCHWB FDT INT SC	COMMON	808524748	2	68	SH		SOLE		68	0	0
SCHWAB U.S. TIPS ETF	COMMON	808524870	1	19	SH		SOLE		19	0	0
SCHWAB US BROAD MARKET ETF	COMMON	808524102	7	119	SH		SOLE		119	0	0
SCHWAB US LARGE-CAP VALUE	COMMON	808524409	4	99	SH		SOLE		99	0	0
SCHWAB US SMALL-CAP ETF	COMMON	808524607	10	188	SH		SOLE		188	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	496	17,821	SH		SOLE		17,821	0	0
SCOTTS MIRACLE-GRO CO CL A COM USD.01	COMMON	810186106	80	774	SH		SOLE		774	0	0
SEADRILL LTD COM	COMMON	G7998G106	0	1	SH		SOLE		1	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	33,870	693,641	SH		OTR		599,347	94,294	0
SEATTLE GENETICS INC COM USD.001	COMMON	812578102	3	22	SH		SOLE		22	0	0
SELECT MEDICAL HOLDINGS CORP COM USD.001	COMMON	81619Q105	143	9,518	SH		SOLE		9,518	0	0
SEMPRA ENERGY COM NPV	COMMON	816851109	9	76	SH		SOLE		76	0	0
SENECA FOODS CORP CL A COM NPV	COMMON	817070501	703	17,668	SH		SOLE		17,668	0	0
SENSEONICS HLDGS INC COM USD.001	COMMON	81727U105	0	4	SH		SOLE		4	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	0	6	SH		SOLE		6	0	0
SERVICE PROPERTIES TRUST COM USD.01	COMMON	81761L102	6	1,116	SH		SOLE		1,116	0	0
SERVICEMASTER GLOBAL HLDGS COM USD.01	COMMON	81761R109	0	15	SH		SOLE		15	0	0
SERVICENOW INC COM USD.001	COMMON	81762P102	33	115	SH		SOLE		115	0	0
SHARPS COMPLIANCE CORP COM	COMMON	820017101	191	24,191	SH		SOLE		24,191	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	56	122	SH		SOLE		122	0	0
SHINHAN FINANCIAL GROUP LTD SPON ADR	COMMON	824596100	83	3,558	SH		SOLE		3,558	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	23	55	SH		SOLE		55	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	39	8,215	SH		SOLE		8,215	0	0
SILGAN HOLDINGS INC COM USD.01	COMMON	827048109	10	353	SH		SOLE		353	0	0
SILVERCORP METALS INC COM	COMMON	82835P103	7,952	2,444,952	SH		SOLE		2,444,952	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	70	7,417	SH		SOLE		7,417	0	0
SIMMONS FIRST NATL CP -CL A CL A COM NPV	COMMON	828730200	500	27,191	SH		SOLE		27,191	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	3,332	60,680	SH		OTR		44,408	16,272	0
SIMPSON MANUFACTURING INC COM NPV	COMMON	829073105	0	5	SH		SOLE		5	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	798	22,764	SH		SOLE		22,764	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	19	1,189	SH		SOLE		1,189	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	486	19,875	SH		SOLE		19,875	0	0
SITE CENTERS CORP COM USD.1	COMMON	82981J109	1	225	SH		SOLE		225	0	0
SKYWORKS SOLUTIONS INC COM USD.25	COMMON	83088M102	1,383	15,472	SH		SOLE		15,472	0	0
SLEEP NUMBER CORP COM USD.01	COMMON	83125X103	59	3,101	SH		SOLE		3,101	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	393	10,958	SH		SOLE		10,958	0	0
SMUCKER (JM) CO COM NPV	COMMON	832696405	905	8,156	SH		SOLE		8,156	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	77	1,658	SH		SOLE		1,658	0	0
SONY CORP ADR	COMMON	835699307	1,785	30,162	SH		SOLE		30,162	0	0
SOTHERLY HOTELS INC COM USD.01	COMMON	83600C103	3	1,732	SH		SOLE		1,732	0	0
SOUTHERN CO COM USD5	COMMON	842587107	31	573	SH		SOLE		573	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	6,006	168,488	SH		SOLE		168,488	0	0
SPDR BBG BARC EM LOCAL BOND	COMMON	78464A391	1	36	SH		SOLE		36	0	0
SPDR DJ GLOBAL REAL ESTATE E	COMMON	78463X749	2	58	SH		SOLE		58	0	0
SPDR INDEX SHS FDS PORTFOLIO EMG MK	COMMON	78463X509	87	3,040	SH		SOLE		3,040	0	0
SPDR NUV BBG BARC MUNI BOND	COMMON	78468R721	14	271	SH		SOLE		271	0	0
SPDR PORTFOLIO TIPS ETF	COMMON	78464A656	88	3,030	SH		SOLE		3,030	0	0
SPDR S&P 500 ETF TRUST	COMMON	78462F103	70	270	SH		SOLE		270	0	0
SPDR SERIES TRUST S&P 600 SMCP VAL	COMMON	78464A300	31	770	SH		SOLE		770	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	2	67	SH		SOLE		67	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	5	178	SH		SOLE		178	0	0
SPLUNK INC COM USD.001	COMMON	848637104	2	15	SH		SOLE		15	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	128	20,806	SH		SOLE		20,806	0	0
SPOTIFY TECHNOLOGY SA COM	COMMON	L8681T102	0	2	SH		SOLE		2	0	0
SPX CORP COM USD1	COMMON	784635104	857	26,144	SH		SOLE		26,144	0	0
SQUARE INC CL A COM USD.0000001	COMMON	852234103	1	12	SH		SOLE		12	0	0
ST JOE CO COM USD100	COMMON	790148100	110	6,546	SH		SOLE		6,546	0	0
STANTEC INC COM NPV	COMMON	85472N109	4,444	174,907	SH		SOLE		174,907	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	57,735	877,654	SH		OTR		688,983	188,671	0
STATE STREET CORP COM USD1	COMMON	857477103	7,363	138,182	SH		OTR		135,137	3,045	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	2	71	SH		SOLE		71	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	115	11,606	SH		SOLE		11,606	0	0
STEPAN CO COM USD1	COMMON	858586100	278	3,132	SH		SOLE		3,132	0	0
STERIS PLC COM NPV	COMMON	G8473T100	1,968	14,050	SH		SOLE		14,050	0	0
STERLING BANCORP COM USD.1	COMMON	85917A100	20	1,911	SH		SOLE		1,911	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	30	3,134	SH		SOLE		3,134	0	0
STIFEL FINANCIAL CORP COM USD.15	COMMON	860630102	863	20,916	SH		SOLE		20,916	0	0
STMICROELECTRONICS NV ADR	COMMON	861012102	10	491	SH		SOLE		491	0	0
STONERIDGE INC COM NPV	COMMON	86183P102	0	22	SH		SOLE		22	0	0
STORE CAPITAL CORP COM USD.01	COMMON	862121100	3	185	SH		SOLE		185	0	0
STRATEGIC EDUCATION INC COM USD.01	COMMON	86272C103	1	4	SH		SOLE		4	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	38	2,632	SH		SOLE		2,632	0	0
STRYKER CORP COM USD10	COMMON	863667101	26	154	SH		SOLE		154	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	343	71,627	SH		SOLE		71,627	0	0
SUMMIT HOTEL PROPERTIES INC COM USD.01	COMMON	866082100	1,139	269,844	SH		SOLE		269,844	0	0
SUN COMMUNITIES INC COM USD.01	COMMON	866674104	0	1	SH		SOLE		1	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	19,882	622,488	SH		SOLE		622,488	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	8,286	522,947	SH		SOLE		522,947	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	990	113,664	SH		SOLE		113,664	0	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	49	5,787	SH		SOLE		5,787	0	0
SUPERIOR INDUSTRIES INTL COM USD.5	COMMON	868168105	45	37,546	SH		SOLE		37,546	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	557	20,499	SH		SOLE		20,499	0	0
SYNAPTICS INC COM NPV	COMMON	87157D109	3,818	65,858	SH		SOLE		65,858	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	39,747	2,468,248	SH		OTR		1,970,965	497,283	0
SYNEOS HEALTH INC CL A COM NPV	COMMON	87166B102	45	1,127	SH		SOLE		1,127	0	0
SYNNEX CORP COM USD.001	COMMON	87162W100	169	2,311	SH		SOLE		2,311	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	869	6,746	SH		SOLE		6,746	0	0
SYSCO CORP COM USD1	COMMON	871829107	1,370	30,019	SH		SOLE		30,019	0	0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR	COMMON	874039100	935	19,570	SH		SOLE		19,570	0	0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR	COMMON	874060205	63	4,145	SH		SOLE		4,145	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	2	21	SH		SOLE		21	0	0
TAL EDUCATION GROUP ADS	COMMON	874080104	1	14	SH		SOLE		14	0	0
TANGER FACTORY OUTLET CTRS COM USD.01	COMMON	875465106	423	84,622	SH		SOLE		84,622	0	0
TARGET CORP COM USD1	COMMON	87612E106	5,098	54,807	SH		SOLE		54,807	0	0
TARO PHARMACEUTICL INDS LTD ORD NIS.0001	COMMON	M8737E108	14	223	SH		SOLE		223	0	0
TATA MOTORS LTD SPONSORED ADR	COMMON	876568502	1	107	SH		SOLE		107	0	0
TAYLOR MORRISON HOME CORP COM USD.01	COMMON	87724P106	0	38	SH		SOLE		38	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	42	938	SH		SOLE		938	0	0
TCF FINANCIAL CORP COM USD.01	COMMON	872307103	84	3,690	SH		SOLE		3,690	0	0
TECHNOLOGY SELECT SECT SPDR	COMMON	81369Y803	22	277	SH		SOLE		277	0	0
TECK RESOURCES LTD CL B COM NPV SVTG	COMMON	878742204	2,086	277,147	SH		SOLE		277,147	0	0
TEGNA INC COM USD1	COMMON	87901J105	297	27,360	SH		SOLE		27,360	0	0
TELADOC HEALTH INC COM USD.001	COMMON	87918A105	566	3,637	SH		SOLE		3,637	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	31	104	SH		SOLE		104	0	0
TELEFLEX INC COM USD1	COMMON	879369106	157	537	SH		SOLE		537	0	0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR	COMMON	294821608	3	359	SH		SOLE		359	0	0
TELEFONICA BRASIL SA SPONS ADR PFD	COMMON	87936R106	27	2,879	SH		SOLE		2,879	0	0
TELEFONICA SA ADR	COMMON	879382208	23	4,997	SH		SOLE		4,997	0	0
TERADYNE INC COM USD.125	COMMON	880770102	23,387	431,252	SH		OTR		340,324	90,928	0
TERNIUM SA -ADR ADS USD	COMMON	880890108	27	2,287	SH		SOLE		2,287	0	0
TESLA INC COM USD.001	COMMON	88160R101	53	101	SH		SOLE		101	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	72	14,786	SH		SOLE		14,786	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	1,033	14,576	SH		SOLE		14,576	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	102	1,017	SH		SOLE		1,017	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	39	929	SH		SOLE		929	0	0
TEXTRON INC COM USD.125	COMMON	883203101	12,549	470,488	SH		OTR		288,768	181,720	0
TFI INTERNATIONAL INC COM	COMMON	87241L109	14,074	642,464	SH		SOLE		642,464	0	0
THE UNILEVER GROUP NY SHS USD20 ADR	COMMON	904784709	279	5,712	SH		SOLE		5,712	0	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	5,778	20,373	SH		SOLE		20,373	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	18,136	268,077	SH		SOLE		268,077	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	2	45	SH		SOLE		45	0	0
TIFFANY & CO COM USD.01	COMMON	886547108	2	17	SH		SOLE		17	0	0
TILLY'S INC CL A COM NPV	COMMON	886885102	0	68	SH		SOLE		68	0	0
TIM PARTICIPACOES SA SPONS ADR	COMMON	88706P205	193	15,895	SH		SOLE		15,895	0	0
TIMKEN CO COM NPV	COMMON	887389104	0	9	SH		SOLE		9	0	0
TIPTREE INC COM	COMMON	88822Q103	152	29,130	SH		SOLE		29,130	0	0
TITAN INTERNATIONAL INC COM NPV	COMMON	88830M102	0	1	SH		SOLE		1	0	0
TJX COS INC (THE) COM USD1	COMMON	872540109	45	944	SH		SOLE		944	0	0
T-MOBILE US INC COM	COMMON	872590104	1,696	20,217	SH		SOLE		20,217	0	0
TOPBUILD CORP COM USD1	COMMON	89055F103	1,093	15,203	SH		SOLE		15,203	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	80	1,880	SH		SOLE		1,880	0	0
TOTAL SA SPON ADR	COMMON	89151E109	945	25,381	SH		SOLE		25,381	0	0
TOWNSQUARE MEDIA INC CL A COM USD0.01	COMMON	892231101	2	347	SH		SOLE		347	0	0
TOYOTA MOTOR CORP ADR	COMMON	892331307	345	2,874	SH		SOLE		2,874	0	0
TRACTOR SUPPLY CO COM USD.008	COMMON	892356106	0	4	SH		SOLE		4	0	0
TRANE TECHNOLOGIES PLC COM USD2	COMMON	G8994E103	5	56	SH		SOLE		56	0	0
TRANSALTA CORP COM NPV	COMMON	89346D107	5,578	1,074,219	SH		SOLE		1,074,219	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	276	10,413	SH		SOLE		10,413	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	1	15	SH		SOLE		15	0	0
TRAVELERS COS INC COM	COMMON	89417E109	1,571	15,805	SH		SOLE		15,805	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	2	417	SH		SOLE		417	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	546	34,917	SH		SOLE		34,917	0	0
TRI POINTE GROUP INC COM USD.01	COMMON	87265H109	341	38,932	SH		SOLE		38,932	0	0
TRIBUNE PUBLISHING CO COM USD.01	COMMON	89609W107	301	37,058	SH		SOLE		37,058	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	15	842	SH		SOLE		842	0	0
TRITON INTERNATIONAL LTD COM USD0.01	COMMON	G9078F107	0	16	SH		SOLE		16	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	143	11,216	SH		SOLE		11,216	0	0
TRUIST FINANCIAL CORP COM USD5	COMMON	89832Q109	30	962	SH		SOLE		962	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	278	7,536	SH		SOLE		7,536	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	1	81	SH		SOLE		81	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	7	1,187	SH		SOLE		1,187	0	0
TWITTER INC COM USD.000005	COMMON	90184L102	3	113	SH		SOLE		113	0	0
TYLER TECHNOLOGIES INC COM USD.01	COMMON	902252105	243	817	SH		SOLE		817	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	13	225	SH		SOLE		225	0	0
U S BANCORP COM USD5	COMMON	902973304	28	824	SH		SOLE		824	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	213	2,893	SH		SOLE		2,893	0	0
UBER TECHNOLOGIES INC COM	COMMON	90353T100	5	166	SH		SOLE		166	0	0
UBS GROUP AG ORD SHRS	COMMON	H42097107	44	4,802	SH		SOLE		4,802	0	0
UDR INC COM USD.01	COMMON	902653104	1	39	SH		SOLE		39	0	0
UFP TECHNOLOGIES INC COM USD.01	COMMON	902673102	165	4,314	SH		SOLE		4,314	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	29	5,668	SH		SOLE		5,668	0	0
UMH PROPERTIES INC COM USD.1	COMMON	903002103	0	38	SH		SOLE		38	0	0
UMPQUA HOLDINGS CORP COM USD.833	COMMON	904214103	97	8,933	SH		SOLE		8,933	0	0
UNIFIRST CORP COM USD.1	COMMON	904708104	1	5	SH		SOLE		5	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	6,380	45,197	SH		OTR		34,434	10,763	0
UNISYS CORP COM USD.01	COMMON	909214306	3	214	SH		SOLE		214	0	0
UNIT CORP COM USD.2	COMMON	909218109	0	1	SH		SOLE		1	0	0
UNITED AIRLINES HOLDINGS INC COM NEW	COMMON	910047109	16	493	SH		SOLE		493	0	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	239	110,301	SH		SOLE		110,301	0	0
UNITED PARCEL SERVICE INC CL B COM USD.01	COMMON	911312106	72	766	SH		SOLE		766	0	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	1,099	10,676	SH		SOLE		10,676	0	0
UNITED TECHNOLOGIES CORP COM USD5	COMMON	913017109	43	453	SH		SOLE		453	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	260	1,044	SH		SOLE		1,044	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	81	1,834	SH		SOLE		1,834	0	0
UNIVERSAL FOREST PRODS INC COM NPV	COMMON	913543104	439	11,745	SH		SOLE		11,745	0	0
UNIVERSAL HEALTH RLTY INCOME COM USD.01	COMMON	91359E105	328	3,241	SH		SOLE		3,241	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	201	11,221	SH		SOLE		11,221	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	275	20,972	SH		SOLE		20,972	0	0
UNIVERSAL TECHNICAL INST COM USD.0001	COMMON	913915104	280	47,184	SH		SOLE		47,184	0	0
UNIVEST FINANCIAL CORP COM USD5.0	COMMON	915271100	233	14,248	SH		SOLE		14,248	0	0
UNUM GROUP COM USD.1	COMMON	91529Y106	26	1,742	SH		SOLE		1,742	0	0
URSTADT BIDDLE PROPERTIES CL A COM USD.01	COMMON	917286205	2	158	SH		SOLE		158	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	183	3,175	SH		SOLE		3,175	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	72	766	SH		SOLE		766	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	98	108,104	SH		SOLE		108,104	0	0
VALE SA SPONSORED ADR	COMMON	91912E105	36	4,288	SH		SOLE		4,288	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	1,103	24,321	SH		SOLE		24,321	0	0
VALHI INC COM USD1	COMMON	918905100	18	17,488	SH		SOLE		17,488	0	0
VANGUARD DIVIDEND APPREC ETF	COMMON	921908844	46	441	SH		SOLE		441	0	0
VANGUARD FTSE DEVELOPED ETF	COMMON	921943858	8	237	SH		SOLE		237	0	0
VANGUARD FTSE EUROPE ETF	COMMON	922042874	221	5,114	SH		SOLE		5,114	0	0
VANGUARD GROWTH ETF	COMMON	922908736	149	950	SH		SOLE		950	0	0
VANGUARD REAL ESTATE ETF	COMMON	922908553	67	960	SH		SOLE		960	0	0
VANGUARD TAX-EXEMPT BOND ETF	COMMON	922907746	0	6	SH		SOLE		6	0	0
VANGUARD TOTAL BOND MARKET	COMMON	921937835	183	2,147	SH		SOLE		2,147	0	0
VANGUARD TOTAL STOCK MKT ETF	COMMON	922908769	59	460	SH		SOLE		460	0	0
VECTOR GROUP LTD COM USD1	COMMON	92240M108	87	9,219	SH		SOLE		9,219	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	108	30,391	SH		SOLE		30,391	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	90	574	SH		SOLE		574	0	0
VEON LTD ADR	COMMON	91822M106	119	78,633	SH		SOLE		78,633	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	7	1,664	SH		SOLE		1,664	0	0
VERINT SYSTEMS INC COM USD.001	COMMON	92343X100	0	9	SH		SOLE		9	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	2	11	SH		SOLE		11	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	642	4,608	SH		SOLE		4,608	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	373	6,947	SH		SOLE		6,947	0	0
VERSO CORP CL A COM USD.01	COMMON	92531L207	709	62,753	SH		SOLE		62,753	0	0
VERTEX PHARMACEUTICALS INC COM USD.01	COMMON	92532F100	61	255	SH		SOLE		255	0	0
VF CORP COM NPV	COMMON	918204108	4	65	SH		SOLE		65	0	0
VIACOMCBS INC CL B COM USD.01 NVTG	COMMON	92556H206	894	63,784	SH		SOLE		63,784	0	0
VICI PROPERTIES INC COM	COMMON	925652109	737	44,271	SH		SOLE		44,271	0	0
VICTORY CPTL HLDGS INC COM	COMMON	92645B103	294	17,897	SH		SOLE		17,897	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	55	2,257	SH		SOLE		2,257	0	0
VINCE HOLDING CORP COM USD.01	COMMON	92719W207	5	1,413	SH		SOLE		1,413	0	0
VIRGIN GALACTIC HOLDINGS INC COM	COMMON	92766K106	16	1,074	SH		SOLE		1,074	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	4,599	28,543	SH		SOLE		28,543	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	622	43,156	SH		SOLE		43,156	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	0	1	SH		SOLE		1	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	25	1,805	SH		SOLE		1,805	0	0
VORNADO REALTY TRUST SH BEN INT USD.04	COMMON	929042109	38,674	1,067,219	SH		OTR		849,633	217,586	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	32	11,346	SH		SOLE		11,346	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	43,780	1,078,397	SH		OTR		815,923	262,474	0
VULCAN MATERIALS CO COM USD1	COMMON	929160109	2	17	SH		SOLE		17	0	0
W P CAREY INC COM USD.001	COMMON	92936U109	1	23	SH		SOLE		23	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	188	26,013	SH		SOLE		26,013	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	379	33,317	SH		SOLE		33,317	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	62,412	1,363,036	SH		OTR		1,071,997	291,039	0
WALKER & DUNLOP INC COM USD 0.01	COMMON	93148P102	39	979	SH		SOLE		979	0	0
WALMART INC COM USD.1	COMMON	931142103	225	1,979	SH		SOLE		1,979	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	452	42,524	SH		SOLE		42,524	0	0
WASHINGTON REIT COM SHS INT .01	COMMON	939653101	2	70	SH		SOLE		70	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	27	296	SH		SOLE		296	0	0
WATERS CORP COM USD.01	COMMON	941848103	75,731	415,626	SH		OTR		323,723	91,903	0
WATERSTONE FINANCIAL INC COM USD.01	COMMON	94188P101	484	33,273	SH		SOLE		33,273	0	0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1	COMMON	942749102	30	348	SH		SOLE		348	0	0
WAYSIDE TECHNOLOGY GROUP INC COM USD.01	COMMON	946760105	2	174	SH		SOLE		174	0	0
WEC ENERGY GROUP INC COM USD10	COMMON	92939U106	8	88	SH		SOLE		88	0	0
WEINGARTEN REALTY INVST COM SHS INT USD.03	COMMON	948741103	2	158	SH		SOLE		158	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	305	7,330	SH		SOLE		7,330	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	65,922	2,294,921	SH		OTR		1,779,534	515,387	0
WELLTOWER INC COM USD1	COMMON	95040Q104	3	62	SH		SOLE		62	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	170	4,661	SH		SOLE		4,661	0	0
WEST PHARMACEUTICAL SVSC INC COM USD.25	COMMON	955306105	390	2,557	SH		SOLE		2,557	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	750	18,019	SH		SOLE		18,019	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	73,690	4,061,211	SH		OTR		3,281,544	779,667	0
WESTPAC BANKING SPON ADR	COMMON	961214301	18	1,745	SH		SOLE		1,745	0	0
WESTROCK CO COM USD.01	COMMON	96145D105	708	25,042	SH		SOLE		25,042	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	37	1,853	SH		SOLE		1,853	0	0
WEYERHAEUSER CO COM USD1.875	COMMON	962166104	2	107	SH		SOLE		107	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	6,768	78,792	SH		OTR		56,508	22,284	0
WIDEOPENWEST INC COM 0.01USD	COMMON	96758W101	59	12,542	SH		SOLE		12,542	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	1	30	SH		SOLE		30	0	0
WILLIAMS COS INC COM USD1	COMMON	969457100	3	177	SH		SOLE		177	0	0
WILLIS LEASE FINANCE CORP COM NPV	COMMON	970646105	7	279	SH		SOLE		279	0	0
WILLIS TOWERS WATSON PLC COM USD.000115	COMMON	G96629103	7	44	SH		SOLE		44	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	93	1,156	SH		SOLE		1,156	0	0
WINMARK CORP COM NPV	COMMON	974250102	14	108	SH		SOLE		108	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	223	8,003	SH		SOLE		8,003	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	218	70,293	SH		SOLE		70,293	0	0
WISDOMTREE TR EM MKTS QTLY DIV	COMMON	97717W323	1	52	SH		SOLE		52	0	0
WISDOMTREE TR INTL SMCAP DIV	COMMON	97717W760	90	1,865	SH		SOLE		1,865	0	0
WISDOMTREE TR JAPN HEDGE EQT	COMMON	97717W851	66	1,565	SH		SOLE		1,565	0	0
WISDOMTREE TR US SMALLCAP DIVD	COMMON	97717W604	0	4	SH		SOLE		4	0	0
WISDOMTREE U.S. QUALITY DIVI	COMMON	97717X669	0	0	SH		SOLE		0	0	0
WNS (HOLDINGS) LTD -ADR ADR USD.15	COMMON	92932M101	286	6,652	SH		SOLE		6,652	0	0
WOORI FINANCIAL GROUP INC ADR	COMMON	981064108	16	873	SH		SOLE		873	0	0
WORKDAY INC CL A COM USD.001	COMMON	98138H101	5	37	SH		SOLE		37	0	0
WORLD FUEL SERVICES CORP COM USD.01	COMMON	981475106	1,350	53,534	SH		SOLE		53,534	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	420	15,989	SH		SOLE		15,989	0	0
WPP PLC ADR	COMMON	92937A102	1,056	31,259	SH		SOLE		31,259	0	0
WYNDHAM DESTINATIONS INC COM USD	COMMON	98310W108	1	55	SH		SOLE		55	0	0
XCEL ENERGY INC COM USD2.5	COMMON	98389B100	14	227	SH		SOLE		227	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	2,968	288,037	SH		SOLE		288,037	0	0
XEROX HOLDINGS CORP COM USD1	COMMON	98421M106	5,380	283,919	SH		SOLE		283,919	0	0
XILINX INC COM USD.01	COMMON	983919101	3	40	SH		SOLE		40	0	0
XINYUAN REAL ESTATE CO -ADR ADS	COMMON	98417P105	8	3,837	SH		SOLE		3,837	0	0
XYLEM INC COM USD.01	COMMON	98419M100	2	24	SH		SOLE		24	0	0
YAMANA GOLD INC COM	COMMON	98462Y100	1,796	651,141	SH		SOLE		651,141	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	1	11	SH		SOLE		11	0	0
YUM CHINA HOLDINGS INC COM USD.01	COMMON	98850P109	24	554	SH		SOLE		554	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	1	5	SH		SOLE		5	0	0
ZIMMER BIOMET HOLDINGS INC COM USD.01	COMMON	98956P102	9	87	SH		SOLE		87	0	0
ZIONS BANCORPORATION NA COM NPV	COMMON	989701107	144	5,394	SH		SOLE		5,394	0	0
ZOETIS INC CL A COM USD.01	COMMON	98978V103	34	291	SH		SOLE		291	0	0
ZYNEX INC COM NPV	COMMON	98986M103	52	4,673	SH		SOLE		4,673	0	0