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
22ND CENTURY GROUP INC COM	COMMON	90137F103	0	2	SH		SOLE		2	0	0
3M CO COM NPV	COMMON	88579Y101	486	3,113	SH		SOLE		3,113	0	0
AARON'S INC COM USD.5	COMMON	002535300	502	11,047	SH		SOLE		11,047	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	189	8,398	SH		SOLE		8,398	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	1,821	19,917	SH		SOLE		19,917	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	2,477	25,219	SH		SOLE		25,219	0	0
ABM INDUSTRIES INC COM NPV	COMMON	000957100	0	9	SH		SOLE		9	0	0
ABRAXAS PETROLEUM CORP/NV COM USD.01	COMMON	003830106	0	7	SH		SOLE		7	0	0
ACACIA COMMUNICATIONS INC COM USD.0001	COMMON	00401C108	2	25	SH		SOLE		25	0	0
ACADIA HEALTHCARE CO INC COM USD.01	COMMON	00404A109	1	23	SH		SOLE		23	0	0
ACADIA PHARMACEUTICALS INC COM USD.001	COMMON	004225108	13	261	SH		SOLE		261	0	0
ACCELERON PHARMA INC COM USD.001	COMMON	00434H108	1	7	SH		SOLE		7	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	1,409	6,560	SH		SOLE		6,560	0	0
ACER THERAPEUTICS INC COM	COMMON	00444P108	1	225	SH		SOLE		225	0	0
ACLARIS THERAPEUTICS INC COM USD.00001	COMMON	00461U105	2	1,352	SH		SOLE		1,352	0	0
ACME UNITED CORP COM USD2.5	COMMON	004816104	81	3,543	SH		SOLE		3,543	0	0
ACORDA THERAPEUTICS INC COM USD.001	COMMON	00484M106	0	1	SH		SOLE		1	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	1,080	14,232	SH		SOLE		14,232	0	0
ACUSHNET HOLDINGS CORP COM USD.001	COMMON	005098108	775	22,246	SH		SOLE		22,246	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	118	4,423	SH		SOLE		4,423	0	0
ADDUS HOMECARE CORP COM USD.001	COMMON	006739106	13	138	SH		SOLE		138	0	0
ADOBE INC COM NPV	COMMON	00724F101	3,482	7,998	SH		SOLE		7,998	0	0
ADT INC COM USD.01	COMMON	00090Q103	179	22,416	SH		SOLE		22,416	0	0
ADURO BIOTECH INC COM USD0.0001	COMMON	00739L101	0	1	SH		SOLE		1	0	0
ADVANCE AUTO PARTS INC COM USD.0001	COMMON	00751Y106	14	98	SH		SOLE		98	0	0
ADVANCED DRAINAGE SYSTEMS COM USD0.01	COMMON	00790R104	4,250	85,915	SH		SOLE		85,915	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	1	133	SH		SOLE		133	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	38	560	SH		SOLE		560	0	0
ADVANCED MICRO DEVICES COM USD.01	COMMON	007903107	325	6,177	SH		SOLE		6,177	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	0	21	SH		SOLE		21	0	0
AECOM CLB USD.01	COMMON	00766T100	8	218	SH		SOLE		218	0	0
AEGON NV NY SHR ADR	COMMON	007924103	509	173,179	SH		SOLE		173,179	0	0
AERCAP HOLDINGS NV SHS	COMMON	N00985106	1	40	SH		SOLE		40	0	0
AES CORP (THE) COM USD.01	COMMON	00130H105	17	1,189	SH		SOLE		1,189	0	0
AFLAC INC COM USD.1	COMMON	001055102	189	5,239	SH		SOLE		5,239	0	0
AGCO CORP COM USD.01	COMMON	001084102	327	5,888	SH		SOLE		5,888	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	143	1,621	SH		SOLE		1,621	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	309	17,176	SH		SOLE		17,176	0	0
AGNICO EAGLE MINES LTD COM NPV	COMMON	008474108	2	31	SH		SOLE		31	0	0
AIR LEASE CORP CL A COM USD.01	COMMON	00912X302	1	45	SH		SOLE		45	0	0
AIR PRODUCTS & CHEMICALS INC COM USD1	COMMON	009158106	225	930	SH		SOLE		930	0	0
AKAMAI TECHNOLOGIES INC COM USD.01	COMMON	00971T101	23	215	SH		SOLE		215	0	0
AKEBIA THERAPEUTICS INC COM USD0.00001	COMMON	00972D105	1	56	SH		SOLE		56	0	0
AKORN INC COM NPV	COMMON	009728106	0	1	SH		SOLE		1	0	0
ALASKA AIR GROUP INC COM USD1	COMMON	011659109	270	7,447	SH		SOLE		7,447	0	0
ALASKA COMMUNICATIONS SYS GP COM USD.01	COMMON	01167P101	380	136,354	SH		SOLE		136,354	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	8	100	SH		SOLE		100	0	0
ALCON INC COM	COMMON	H01301128	75	1,315	SH		SOLE		1,315	0	0
ALEXANDER & BALDWIN INC COM NPV	COMMON	014491104	746	61,199	SH		SOLE		61,199	0	0
ALEXANDER'S INC COM USD1	COMMON	014752109	0	1	SH		SOLE		1	0	0
ALEXANDRIA R E EQUITIES INC COM USD.01	COMMON	015271109	18	110	SH		SOLE		110	0	0
ALEXION PHARMACEUTICALS INC COM USD.0001	COMMON	015351109	34	306	SH		SOLE		306	0	0
ALGONQUIN POWER & UTIL CORP COM	COMMON	015857105	5,865	454,562	SH		SOLE		454,562	0	0
ALIBABA GROUP HLDG ADR	COMMON	01609W102	2,231	10,341	SH		SOLE		10,341	0	0
ALICO INC COM USD1	COMMON	016230104	464	14,871	SH		SOLE		14,871	0	0
ALIGN TECHNOLOGY INC COM USD.001	COMMON	016255101	14	50	SH		SOLE		50	0	0
ALKERMES PLC ORD SHS	COMMON	G01767105	1	27	SH		SOLE		27	0	0
ALLEGHANY CORP COM USD1	COMMON	017175100	28	58	SH		SOLE		58	0	0
ALLEGHENY TECHNOLOGIES INC COM USD1	COMMON	01741R102	2	190	SH		SOLE		190	0	0
ALLEGIANT TRAVEL CO COM USD.001	COMMON	01748X102	0	4	SH		SOLE		4	0	0
ALLEGION PLC ORD SHS	COMMON	G0176J109	30	290	SH		SOLE		290	0	0
ALLIANCE DATA SYSTEMS CORP COM USD.01	COMMON	018581108	3	56	SH		SOLE		56	0	0
ALLIANT ENERGY CORP COM NPV	COMMON	018802108	11	223	SH		SOLE		223	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	63	1,700	SH		SOLE		1,700	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	4,182	43,117	SH		SOLE		43,117	0	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	18,716	943,479	SH		OTR		678,077	265,402	0
ALNYLAM PHARMACEUTICALS INC COM USD.0001	COMMON	02043Q107	20	138	SH		SOLE		138	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	3,189	2,249	SH		SOLE		2,249	0	0
ALPHABET INC CL C COM USD.001	COMMON	02079K107	3,053	2,160	SH		SOLE		2,160	0	0
ALTERYX INC CL A COM USD0.0001	COMMON	02156B103	3	18	SH		SOLE		18	0	0
ALTICE USA INC COM CL A 0.01USD	COMMON	02156K103	22,481	997,088	SH		OTR		730,075	267,013	0
ALTISOURCE PORTFOLIO SOLTNS COM USD1	COMMON	L0175J104	209	14,166	SH		SOLE		14,166	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	22,726	578,841	SH		OTR		427,724	151,117	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	242	12,699	SH		SOLE		12,699	0	0
AMAZON.COM INC COM USD.01	COMMON	023135106	10,337	3,747	SH		SOLE		3,747	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	28	1,218	SH		SOLE		1,218	0	0
AMCOR PLC ORD	COMMON	G0250X107	342	33,454	SH		SOLE		33,454	0	0
AMDOCS ORD GBP.01	COMMON	G02602103	130	2,137	SH		SOLE		2,137	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	185	931	SH		SOLE		931	0	0
AMERCO COM USD.25	COMMON	023586100	0	1	SH		SOLE		1	0	0
AMEREN CORP COM USD5	COMMON	023608102	12	164	SH		SOLE		164	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	365	28,778	SH		SOLE		28,778	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	0	3	SH		SOLE		3	0	0
AMERICAN ELECTRIC POWER CO COM USD6.5	COMMON	025537101	243	3,053	SH		SOLE		3,053	0	0
AMERICAN EXPRESS CO COM USD.6	COMMON	025816109	556	5,843	SH		SOLE		5,843	0	0
AMERICAN FINANCIAL GROUP INC COM USD1	COMMON	025932104	1	20	SH		SOLE		20	0	0
AMERICAN HOMES 4 RENT CL A COM USD.01	COMMON	02665T306	9	341	SH		SOLE		341	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	89	2,855	SH		SOLE		2,855	0	0
AMERICAN PUBLIC EDUCATION COM USD.01	COMMON	02913V103	1,131	38,168	SH		SOLE		38,168	0	0
AMERICAN SOFTWARE -CL A CL A COM USD.1	COMMON	029683109	403	25,535	SH		SOLE		25,535	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	1,319	5,101	SH		SOLE		5,101	0	0
AMERICAN WATER WORKS CO INC COM USD.01	COMMON	030420103	29	228	SH		SOLE		228	0	0
AMERICAN WOODMARK CORP COM USD.1	COMMON	030506109	226	2,988	SH		SOLE		2,988	0	0
AMERICOLD REALTY TRUST COM	COMMON	03064D108	1	38	SH		SOLE		38	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	108,161	720,669	SH		OTR		547,377	173,292	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	10,737	106,532	SH		SOLE		106,532	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	0	36	SH		SOLE		36	0	0
AMETEK INC COM USD1	COMMON	031100100	27	303	SH		SOLE		303	0	0
AMGEN INC COM NPV	COMMON	031162100	87,956	372,814	SH		OTR		273,420	99,394	0
AMICUS THERAPEUTICS INC COM USD.01	COMMON	03152W109	1	55	SH		SOLE		55	0	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	1,212	98,473	SH		SOLE		98,473	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	92	2,027	SH		SOLE		2,027	0	0
AMPHENOL CORP CL A COM USD.001	COMMON	032095101	131	1,366	SH		SOLE		1,366	0	0
AMPLIFY ENERGY CORP COM	COMMON	03212B103	2	1,736	SH		SOLE		1,736	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	120	24,658	SH		SOLE		24,658	0	0
ANALOG DEVICES COM USD.16	COMMON	032654105	281	2,293	SH		SOLE		2,293	0	0
ANAVEX LIFE SCIENCES CORP COM USD.001	COMMON	032797300	0	1	SH		SOLE		1	0	0
ANGI HOMESERVICES INC COM	COMMON	00183L102	148	12,170	SH		SOLE		12,170	0	0
ANGLOGOLD ASHANTI LTD SPON ADR	COMMON	035128206	543	18,399	SH		SOLE		18,399	0	0
ANHEUSER-BUSCH INBEV SPON ADR	COMMON	03524A108	173	3,519	SH		SOLE		3,519	0	0
ANI PHARMACEUTICALS INC COM USD.0001	COMMON	00182C103	107	3,297	SH		SOLE		3,297	0	0
ANIKA THERAPEUTICS INC COM USD.01	COMMON	035255108	487	12,891	SH		SOLE		12,891	0	0
ANNALY CAPITAL MANAGEMENT COM USD.01	COMMON	035710409	3	488	SH		SOLE		488	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	53	180	SH		SOLE		180	0	0
ANTARES PHARMA INC COM USD.01	COMMON	036642106	228	82,871	SH		SOLE		82,871	0	0
ANTERIX INC COM USD.0001	COMMON	03676C100	6	131	SH		SOLE		131	0	0
ANTERO RESOURCES CORP COM USD1.	COMMON	03674X106	1	327	SH		SOLE		327	0	0
ANTHEM INC COM USD.01	COMMON	036752103	525	1,995	SH		SOLE		1,995	0	0
AON PLC CL A ORD	COMMON	G0403H108	231	1,199	SH		SOLE		1,199	0	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R754	7	197	SH		SOLE		197	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	921	5,656	SH		SOLE		5,656	0	0
APPLE HOSPITALITY REIT INC COM NPV	COMMON	03784Y200	160	16,577	SH		SOLE		16,577	0	0
APPLE INC COM NPV	COMMON	037833100	31,445	86,186	SH		OTR		79,555	6,631	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	2	28	SH		SOLE		28	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	336	5,561	SH		SOLE		5,561	0	0
APTARGROUP INC COM USD.01	COMMON	038336103	1	10	SH		SOLE		10	0	0
APTIV PLC ORD USD.01	COMMON	G6095L109	32	414	SH		SOLE		414	0	0
ARAMARK COM USD.01	COMMON	03852U106	274	12,125	SH		SOLE		12,125	0	0
ARBOR REALTY TRUST INC COM USD.01	COMMON	038923108	0	3	SH		SOLE		3	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	105	3,951	SH		SOLE		3,951	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	1	130	SH		SOLE		130	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	19	483	SH		SOLE		483	0	0
ARCONIC CORP COM	COMMON	03966V107	1	77	SH		SOLE		77	0	0
ARDAGH GROUP SA EUR0.01 CL A	COMMON	L0223L101	218	16,847	SH		SOLE		16,847	0	0
ARENA PHARMACEUTICALS INC COM USD.0001	COMMON	040047607	688	10,922	SH		SOLE		10,922	0	0
ARGAN INC COM USD.06667	COMMON	04010E109	24	500	SH		SOLE		500	0	0
ARGO GROUP INTL HOLDINGS LTD COM USD.1	COMMON	G0464B107	10	286	SH		SOLE		286	0	0
ARISTA NETWORKS INC COM USD0.0001	COMMON	040413106	4	19	SH		SOLE		19	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	12	159	SH		SOLE		159	0	0
ARROW ELECTRONICS INC COM USD1	COMMON	042735100	11	161	SH		SOLE		161	0	0
ARROWHEAD PHARMACEUTICALS COM USD.001	COMMON	04280A100	555	12,845	SH		SOLE		12,845	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	147	1,511	SH		SOLE		1,511	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	160	4,929	SH		SOLE		4,929	0	0
ARVINAS INC COM	COMMON	04335A105	125	3,720	SH		SOLE		3,720	0	0
ASBURY AUTOMOTIVE GROUP INC COM USD.01	COMMON	043436104	0	2	SH		SOLE		2	0	0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR	COMMON	00215W100	1	125	SH		SOLE		125	0	0
ASHLAND GLOBAL HOLDINGS INC COM USD1	COMMON	044186104	2	30	SH		SOLE		30	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	1,330	3,613	SH		SOLE		3,613	0	0
ASPEN AEROGELS INC COM USD.00001	COMMON	04523Y105	0	27	SH		SOLE		27	0	0
ASPEN GROUP INC COM USD0.001	COMMON	04530L203	0	20	SH		SOLE		20	0	0
ASSERTIO HOLDINGS INC COM NPV	COMMON	04546C106	0	1	SH		SOLE		1	0	0
ASSOCIATED BANC-CORP COM USD.1	COMMON	045487105	93	6,827	SH		SOLE		6,827	0	0
ASSURANT INC COM USD.01	COMMON	04621X108	71	688	SH		SOLE		688	0	0
ASSURED GUARANTY LTD COM	COMMON	G0585R106	0	20	SH		SOLE		20	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	1,626	30,735	SH		SOLE		30,735	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	29	3,684	SH		SOLE		3,684	0	0
AT&T INC COM USD1	COMMON	00206R102	17,731	586,403	SH		OTR		475,116	111,287	0
ATHENE HOLDING LTD COM CL A USD.001	COMMON	G0684D107	94	2,999	SH		SOLE		2,999	0	0
ATKORE INTL GROUP INC COM USD.01	COMMON	047649108	1,004	36,688	SH		SOLE		36,688	0	0
ATLAS AIR WORLDWIDE HLDG INC COM NEW	COMMON	049164205	7	167	SH		SOLE		167	0	0
ATLAS CORP COM	COMMON	Y0436Q109	109	14,353	SH		SOLE		14,353	0	0
ATLASSIAN CORP PLC CL A ORD USD.1	COMMON	G06242104	7	40	SH		SOLE		40	0	0
ATMOS ENERGY CORP COM NPV	COMMON	049560105	14	138	SH		SOLE		138	0	0
ATN INTERNATIONAL INC COM USD.01	COMMON	00215F107	8	134	SH		SOLE		134	0	0
ATRICURE INC COM USD.001	COMMON	04963C209	12	269	SH		SOLE		269	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	417	13,110	SH		SOLE		13,110	0	0
AUTODESK INC COM NPV	COMMON	052769106	686	2,866	SH		SOLE		2,866	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	719	4,829	SH		SOLE		4,829	0	0
AUTONATION INC COM USD.01	COMMON	05329W102	1	20	SH		SOLE		20	0	0
AUTOZONE INC COM NPV	COMMON	053332102	1,658	1,469	SH		SOLE		1,469	0	0
AVALONBAY COMMUNITIES INC COM USD.01	COMMON	053484101	24	152	SH		SOLE		152	0	0
AVANOS MEDICAL INC COM USD.01	COMMON	05350V106	3	113	SH		SOLE		113	0	0
AVANTOR INC COM	COMMON	05352A100	1	33	SH		SOLE		33	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	8	69	SH		SOLE		69	0	0
AVIAT NETWORKS INC COM USD.01	COMMON	05366Y201	273	14,972	SH		SOLE		14,972	0	0
AVNET INC COM USD1	COMMON	053807103	190	6,823	SH		SOLE		6,823	0	0
AXIS CAPITAL HOLDINGS LTD COM USD.1	COMMON	G0692U109	1	21	SH		SOLE		21	0	0
AXOS FINANCIAL INC COM USD.01	COMMON	05465C100	5	208	SH		SOLE		208	0	0
AXT INC COM NPV	COMMON	00246W103	0	49	SH		SOLE		49	0	0
AZZ INC COM USD1	COMMON	002474104	36	1,047	SH		SOLE		1,047	0	0
B COMMUNICATIONS LTD COM NIS.01	COMMON	M15629104	37	18,590	SH		SOLE		18,590	0	0
B2GOLD CORP COM NPV	COMMON	11777Q209	6,871	1,210,531	SH		SOLE		1,210,531	0	0
BADGER METER INC COM USD1	COMMON	056525108	319	5,071	SH		SOLE		5,071	0	0
BAIDU INC ADR	COMMON	056752108	72	597	SH		SOLE		597	0	0
BAKER HUGHES CO COM A	COMMON	05722G100	4	260	SH		SOLE		260	0	0
BALL CORP COM NPV	COMMON	058498106	40	569	SH		SOLE		569	0	0
BANCO DE CHILE SP ADR	COMMON	059520106	2	134	SH		SOLE		134	0	0
BANCO SANTANDER SA ADR	COMMON	05964H105	189	78,366	SH		SOLE		78,366	0	0
BANCOLOMBIA SA SPON ADR 4PREF	COMMON	05968L102	2	82	SH		SOLE		82	0	0
BANCORP INC COM	COMMON	05969A105	1	72	SH		SOLE		72	0	0
BANCROFT FUND LTD	COMMON	059695106	17	701	SH		SOLE		701	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	58,026	2,442,503	SH		OTR		1,872,514	569,989	0
BANK OF MONTREAL COM NPV	COMMON	063671101	1,577	29,680	SH		SOLE		29,680	0	0
BANK OF NEW YORK MELLON CORP COM USD7.5	COMMON	064058100	6,769	175,130	SH		OTR		138,265	36,865	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	2,968	71,868	SH		SOLE		71,868	0	0
BANK OF NT BUTTERFIELD & SON COM BMD0.01	COMMON	G0772R208	27	1,097	SH		SOLE		1,097	0	0
BANKFINANCIAL CORP COM USD.01	COMMON	06643P104	1	114	SH		SOLE		114	0	0
BANKUNITED INC COM USD.01	COMMON	06652K103	17	821	SH		SOLE		821	0	0
BARCLAYS PLC ADR	COMMON	06738E204	274	48,484	SH		SOLE		48,484	0	0
BARNES GROUP INC COM USD1	COMMON	067806109	0	9	SH		SOLE		9	0	0
BARRETT BUSINESS SVCS INC COM USD.01	COMMON	068463108	0	7	SH		SOLE		7	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	5,844	217,566	SH		SOLE		217,566	0	0
BASSETT FURNITURE INDS COM USD5	COMMON	070203104	34	4,609	SH		SOLE		4,609	0	0
BAUDAX BIO INC COM	COMMON	07160F107	1	132	SH		SOLE		132	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	183	2,124	SH		SOLE		2,124	0	0
BBVA SPON ADR	COMMON	05946K101	47	13,827	SH		SOLE		13,827	0	0
BCB BANCORP INC COM	COMMON	055298103	230	24,833	SH		SOLE		24,833	0	0
BCE INC COM NPV	COMMON	05534B760	1,849	44,424	SH		SOLE		44,424	0	0
BECTON DICKINSON & CO COM USD1	COMMON	075887109	308	1,288	SH		SOLE		1,288	0	0
BEIGENE LTD ADR	COMMON	07725L102	1	3	SH		SOLE		3	0	0
BEL FUSE INC CL B	COMMON	077347300	97	9,015	SH		SOLE		9,015	0	0
BENCHMARK ELECTRONICS INC COM USD.01	COMMON	08160H101	1,156	53,463	SH		SOLE		53,463	0	0
BERKLEY (W R) CORP COM USD.2	COMMON	084423102	6	111	SH		SOLE		111	0	0
BERKSHIRE HATHAWAY CL B COM USD.0033	COMMON	084670702	1,627	9,117	SH		SOLE		9,117	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	17,752	203,375	SH		SOLE		203,375	0	0
BG STAFFING INC COM	COMMON	05544A109	122	10,795	SH		SOLE		10,795	0	0
BHP GROUP LTD ADR	COMMON	05545E209	6	143	SH		SOLE		143	0	0
BHP GROUP LTD ADR	COMMON	088606108	982	19,741	SH		SOLE		19,741	0	0
BIG 5 SPORTING GOODS CORP COM USD.01	COMMON	08915P101	214	110,465	SH		SOLE		110,465	0	0
BIG LOTS INC COM USD.01	COMMON	089302103	446	10,600	SH		SOLE		10,600	0	0
BIGLARI HOLDINGS INC CL B	COMMON	08986R309	272	3,950	SH		SOLE		3,950	0	0
BIODELIVERY SCIENCES INTL COM NPV	COMMON	09060J106	173	39,713	SH		SOLE		39,713	0	0
BIOGEN INC COM NPV	COMMON	09062X103	35,543	132,804	SH		OTR		104,859	27,945	0
BIOHAVEN PHRMCUTCL HLD COM	COMMON	G11196105	2	21	SH		SOLE		21	0	0
BIOMARIN PHARMACEUTICAL INC COM USD.001	COMMON	09061G101	7	56	SH		SOLE		56	0	0
BIO-RAD LABORATORIES INC CL A COM USD1	COMMON	090572207	1,214	2,689	SH		SOLE		2,689	0	0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001	COMMON	090931106	464	7,558	SH		SOLE		7,558	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	111	421	SH		SOLE		421	0	0
BIOTELEMETRY INC COM USD.001	COMMON	090672106	12	261	SH		SOLE		261	0	0
BLACK HILLS CORP COM USD1	COMMON	092113109	14	249	SH		SOLE		249	0	0
BLACK KNIGHT INC CL A COM USD.0001	COMMON	09215C105	103	1,413	SH		SOLE		1,413	0	0
BLACKLINE INC COM USD.01	COMMON	09239B109	164	1,974	SH		SOLE		1,974	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	505	929	SH		SOLE		929	0	0
BLACKSTONE GROUP INC COM UNIT	COMMON	09260D107	454	8,018	SH		SOLE		8,018	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	69	4,844	SH		SOLE		4,844	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	69	6,460	SH		SOLE		6,460	0	0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01	COMMON	09627J102	176	21,805	SH		SOLE		21,805	0	0
BMC STOCK HOLDINGS INC COM USD.01	COMMON	05591B109	682	27,106	SH		SOLE		27,106	0	0
BOEING CO COM USD5	COMMON	097023105	755	4,119	SH		SOLE		4,119	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	687	18,235	SH		SOLE		18,235	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	16,894	10,608	SH		OTR		9,162	1,446	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	2	97	SH		SOLE		97	0	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	46	592	SH		SOLE		592	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	1,292	36,596	SH		SOLE		36,596	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	392	730	SH		SOLE		730	0	0
BOSTON PRIVATE FINL HOLDINGS COM USD1	COMMON	101119105	215	31,294	SH		SOLE		31,294	0	0
BOSTON PROPERTIES INC COM USD.01	COMMON	101121101	15,790	174,671	SH		OTR		138,781	35,890	0
BOSTON SCIENTIFIC CORP COM USD.01	COMMON	101137107	377	10,728	SH		SOLE		10,728	0	0
BOX INC CL A COM USD.0001	COMMON	10316T104	240	11,526	SH		SOLE		11,526	0	0
BP PLC ADR	COMMON	055622104	501	21,479	SH		SOLE		21,479	0	0
BRAINSTORM CELL THERAPEUTICS COM USD.00005	COMMON	10501E201	1	47	SH		SOLE		47	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	86	7,886	SH		SOLE		7,886	0	0
BRF SA SPON ADR NPV	COMMON	10552T107	125	31,417	SH		SOLE		31,417	0	0
BRIDGFORD FOODS CORP COM USD1	COMMON	108763103	0	14	SH		SOLE		14	0	0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001	COMMON	109194100	1	7	SH		SOLE		7	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	162	6,761	SH		SOLE		6,761	0	0
BRISTOL-MYERS SQUIBB CO COM USD.1	COMMON	110122108	3,049	51,855	SH		SOLE		51,855	0	0
BRISTOW GROUP INC COM	COMMON	11040G103	100	7,187	SH		SOLE		7,187	0	0
BRITISH AMER TOBACCO PLC SPON ADR	COMMON	110448107	640	16,496	SH		SOLE		16,496	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	119	9,296	SH		SOLE		9,296	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	981	3,109	SH		SOLE		3,109	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	7	58	SH		SOLE		58	0	0
BROADWIND INC COM USD.001	COMMON	11161T207	30	8,078	SH		SOLE		8,078	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	252	7,666	SH		SOLE		7,666	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	3	79	SH		SOLE		79	0	0
BROWN FORMAN CORP CL B COM USD.15	COMMON	115637209	6	99	SH		SOLE		99	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	7,867	184,803	SH		SOLE		184,803	0	0
BRUKER CORP COM USD.01	COMMON	116794108	3	70	SH		SOLE		70	0	0
BRUNSWICK CORP COM USD.75	COMMON	117043109	2	28	SH		SOLE		28	0	0
BUCKLE INC COM USD.05	COMMON	118440106	269	17,123	SH		SOLE		17,123	0	0
BUILDERS FIRSTSOURCE COM USD.01	COMMON	12008R107	1,200	57,905	SH		SOLE		57,905	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	13	68	SH		SOLE		68	0	0
BWX TECHNOLOGIES INC COM USD.01	COMMON	05605H100	1	20	SH		SOLE		20	0	0
C H ROBINSON WORLDWIDE INC COM USD.1	COMMON	12541W209	36	451	SH		SOLE		451	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	202	6,064	SH		SOLE		6,064	0	0
CABLE ONE INC COM USD.01	COMMON	12685J105	192	108	SH		SOLE		108	0	0
CABOT CORP COM USD1	COMMON	127055101	122	3,294	SH		SOLE		3,294	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	295	17,196	SH		SOLE		17,196	0	0
CADENCE BANCORPORATION CL A COM	COMMON	12739A100	0	18	SH		SOLE		18	0	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	2,303	23,995	SH		SOLE		23,995	0	0
CAE INC COM NPV	COMMON	124765108	1,937	119,632	SH		SOLE		119,632	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	3	38	SH		SOLE		38	0	0
CAMECO CORP COM NPV	COMMON	13321L108	2,430	237,468	SH		SOLE		237,468	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	12	235	SH		SOLE		235	0	0
CAMPING WORLD HOLDINGS INC CL A COM USD.01	COMMON	13462K109	150	5,525	SH		SOLE		5,525	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	8,119	121,697	SH		SOLE		121,697	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	440	4,968	SH		SOLE		4,968	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	7,463	431,017	SH		SOLE		431,017	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	153	601	SH		SOLE		601	0	0
CANADIAN SOLAR INC COM NPV	COMMON	136635109	92	4,750	SH		SOLE		4,750	0	0
CANON INC ADR	COMMON	138006309	37	1,853	SH		SOLE		1,853	0	0
CAPITAL CITY BK GROUP INC COM USD.01	COMMON	139674105	141	6,718	SH		SOLE		6,718	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	900	14,375	SH		SOLE		14,375	0	0
CAPRI HOLDINGS LTD ORD NPV	COMMON	G1890L107	1	43	SH		SOLE		43	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	10,187	195,106	SH		SOLE		195,106	0	0
CARDIOVASCULAR SYSTEMS INC COM NPV	COMMON	141619106	4	117	SH		SOLE		117	0	0
CARDTRONICS PLC CL A ORD USD0.01	COMMON	G1991C105	48	1,998	SH		SOLE		1,998	0	0
CAREDX INC COM USD.001	COMMON	14167L103	1	23	SH		SOLE		23	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	2	107	SH		SOLE		107	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	3,030	25,291	SH		SOLE		25,291	0	0
CARMAX INC COM NPV	COMMON	143130102	8	92	SH		SOLE		92	0	0
CARNIVAL CORPORATION & PLC ADR	COMMON	14365C103	1	54	SH		SOLE		54	0	0
CARNIVAL CORPORATION & PLC COM USD.01	COMMON	143658300	5	286	SH		SOLE		286	0	0
CARRIER GLOBAL CORP COM	COMMON	14448C104	22	975	SH		SOLE		975	0	0
CARS.COM INC COM USD.01	COMMON	14575E105	0	33	SH		SOLE		33	0	0
CARTER'S INC COM USD.01	COMMON	146229109	185	2,288	SH		SOLE		2,288	0	0
CARVANA CO CL A COM USD .001	COMMON	146869102	6	50	SH		SOLE		50	0	0
CASEYS GENERAL STORES INC COM NPV	COMMON	147528103	16	106	SH		SOLE		106	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	44	606	SH		SOLE		606	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	43,848	346,529	SH		OTR		258,340	88,189	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	187	22,837	SH		SOLE		22,837	0	0
CAVCO INDUSTRIES INC COM USD.01	COMMON	149568107	3	18	SH		SOLE		18	0	0
CB FINANCIAL SERVICES INC COM USD0.4167	COMMON	12479G101	172	7,925	SH		SOLE		7,925	0	0
CBDMD INC COM USD.001	COMMON	12482W101	0	1	SH		SOLE		1	0	0
CBIZ INC COM	COMMON	124805102	157	6,560	SH		SOLE		6,560	0	0
CBOE GLOBAL MARKETS INC COM USD0.01	COMMON	12503M108	2	25	SH		SOLE		25	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	242	5,360	SH		SOLE		5,360	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	2	52	SH		SOLE		52	0	0
CDW CORP COM USD.01	COMMON	12514G108	416	3,583	SH		SOLE		3,583	0	0
CECO ENVIRONMENTAL CORP COM NPV	COMMON	125141101	56	8,438	SH		SOLE		8,438	0	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602209	100	101,342	SH		SOLE		101,342	0	0
CELANESE CORP COM USD.01	COMMON	150870103	78,800	912,432	SH		OTR		693,096	219,336	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	4,282	625,491	SH		SOLE		625,491	0	0
CELLCOM ISRAEL LTD ORD USD.01	COMMON	M2196U109	1	336	SH		SOLE		336	0	0
CENOVUS ENERGY INC COM NPV	COMMON	15135U109	1,554	332,963	SH		SOLE		332,963	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	235	3,692	SH		SOLE		3,692	0	0
CENTERPOINT ENERGY INC COM NPV	COMMON	15189T107	4	196	SH		SOLE		196	0	0
CENTRAL GARDEN & PET CO CL A COM USD.01	COMMON	153527205	1,207	35,719	SH		SOLE		35,719	0	0
CENTRUS ENERGY CORP CL A COM USD.1	COMMON	15643U104	39	3,899	SH		SOLE		3,899	0	0
CENTURY BANCORP INC/MA CL A COM NPV	COMMON	156432106	228	2,939	SH		SOLE		2,939	0	0
CENTURY COMMUNITIES INC COM USD.01	COMMON	156504300	3	100	SH		SOLE		100	0	0
CENTURYLINK INC COM USD1	COMMON	156700106	11,037	1,100,168	SH		OTR		914,478	185,690	0
CERNER CORP COM USD.01	COMMON	156782104	484	7,061	SH		SOLE		7,061	0	0
CF INDUSTRIES HOLDINGS INC COM USD.01	COMMON	125269100	25,371	901,266	SH		OTR		689,838	211,428	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	4,683	74,465	SH		SOLE		74,465	0	0
CHAMPIONX CORP COM	COMMON	15872M104	0	9	SH		SOLE		9	0	0
CHANNELADVISOR CORP COM USD.001	COMMON	159179100	532	33,542	SH		SOLE		33,542	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	13	75	SH		SOLE		75	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	715	1,401	SH		SOLE		1,401	0	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	3	31	SH		SOLE		31	0	0
CHECKPOINT THERAPEUTICS INC COM	COMMON	162828107	0	1	SH		SOLE		1	0	0
CHEETAH MOBILE INC -ADR ADR	COMMON	163075104	317	184,498	SH		SOLE		184,498	0	0
CHEFS' WAREHOUSE INC COM USD.01	COMMON	163086101	1	68	SH		SOLE		68	0	0
CHEMED CORP COM USD1	COMMON	16359R103	225	499	SH		SOLE		499	0	0
CHEMOCENTRYX INC COM USD.001	COMMON	16383L106	319	5,537	SH		SOLE		5,537	0	0
CHEMOURS CO COM USD0.01	COMMON	163851108	1	83	SH		SOLE		83	0	0
CHENIERE ENERGY INC COM USD.03	COMMON	16411R208	0	5	SH		SOLE		5	0	0
CHEVRON CORP COM USD3	COMMON	166764100	2,684	30,076	SH		SOLE		30,076	0	0
CHIMERA INVESTMENT CORP COM USD.01	COMMON	16934Q208	20	2,055	SH		SOLE		2,055	0	0
CHIMERIX INC COM USD.001	COMMON	16934W106	1	288	SH		SOLE		288	0	0
CHINA DISTANCE EDUCATION-ADR ADS NPV	COMMON	16944W104	616	71,407	SH		SOLE		71,407	0	0
CHINA INDEX HLD LTD -ADR ADR	COMMON	16954W101	41	19,081	SH		SOLE		19,081	0	0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H	COMMON	16939P106	12	1,142	SH		SOLE		1,142	0	0
CHINA MOBILE LTD SPON ADR	COMMON	16941M109	2,557	76,023	SH		SOLE		76,023	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	1,074	25,593	SH		SOLE		25,593	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	1,310	46,679	SH		SOLE		46,679	0	0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR	COMMON	16945R104	726	133,154	SH		SOLE		133,154	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	870	60,512	SH		SOLE		60,512	0	0
CHIPMOS TECHNOLOGIES INC ADR	COMMON	16965P202	2,147	94,690	SH		SOLE		94,690	0	0
CHIPOTLE MEXICAN GRILL INC COM USD.01	COMMON	169656105	87	83	SH		SOLE		83	0	0
CHOICE HOTELS INTL INC COM USD.01	COMMON	169905106	39	490	SH		SOLE		490	0	0
CHUBB LTD ORD KYD.125	COMMON	H1467J104	297	2,342	SH		SOLE		2,342	0	0
CHUNGHWA TELECOM LTD SPON ADR	COMMON	17133Q502	100	2,530	SH		SOLE		2,530	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	49	634	SH		SOLE		634	0	0
CIENA CORP COM USD.01	COMMON	171779309	259	4,787	SH		SOLE		4,787	0	0
CIGNA CORP COM USD1	COMMON	125523100	605	3,226	SH		SOLE		3,226	0	0
CIM COMMERICAL TRUST DHD BEN INT USD.001	COMMON	125525584	0	32	SH		SOLE		32	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	16	243	SH		SOLE		243	0	0
CINTAS CORP COM NPV	COMMON	172908105	982	3,685	SH		SOLE		3,685	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	1,076	17,406	SH		SOLE		17,406	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	23,427	502,165	SH		OTR		404,773	97,392	0
CIT GROUP INC COM USD.01	COMMON	125581801	3	154	SH		SOLE		154	0	0
CITI TRENDS INC COM	COMMON	17306X102	34	1,695	SH		SOLE		1,695	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	91,287	1,785,844	SH		OTR		1,415,417	370,427	0
CITIZENS FINANCIAL GROUP INC COM USD.01	COMMON	174610105	922	36,526	SH		SOLE		36,526	0	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	7,450	50,368	SH		SOLE		50,368	0	0
CIVISTA BANCSHARES INC COM NPV	COMMON	178867107	15	959	SH		SOLE		959	0	0
CLARUS CORP COM USD.0001	COMMON	18270P109	0	39	SH		SOLE		39	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	30	2,146	SH		SOLE		2,146	0	0
CLEARWAY ENERGY INC CL C COM NPV	COMMON	18539C204	5	234	SH		SOLE		234	0	0
CLEVELAND-CLIFFS INC COM USD1	COMMON	185899101	16	2,922	SH		SOLE		2,922	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	439	2,000	SH		SOLE		2,000	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	277	1,707	SH		SOLE		1,707	0	0
CMS ENERGY CORP COM USD.01	COMMON	125896100	29	499	SH		SOLE		499	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	1	20	SH		SOLE		20	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	571	36,676	SH		SOLE		36,676	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	2,906	25,753	SH		SOLE		25,753	0	0
CNX RESOURCES CORPORATION COM USD.01	COMMON	12653C108	1	93	SH		SOLE		93	0	0
COCA COLA CONSOLIDATED INC COM USD1	COMMON	191098102	2	8	SH		SOLE		8	0	0
COCA-COLA CO COM USD.5	COMMON	191216100	1,077	24,108	SH		SOLE		24,108	0	0
COCA-COLA EUROPEAN PARTNERS ORD NPV	COMMON	G25839104	791	20,962	SH		SOLE		20,962	0	0
CODEXIS INC COM USD.0001	COMMON	192005106	1	130	SH		SOLE		130	0	0
COEUR MINING INC COM USD1	COMMON	192108504	0	22	SH		SOLE		22	0	0
COGENT COMMUNICATIONS HLDGS COM USD.001	COMMON	19239V302	631	8,142	SH		SOLE		8,142	0	0
COGNEX CORP COM USD.002	COMMON	192422103	6	105	SH		SOLE		105	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	99	1,746	SH		SOLE		1,746	0	0
COHEN & STEERS INC COM USD.01	COMMON	19247A100	1,189	17,456	SH		SOLE		17,456	0	0
COHERENT INC COM USD.22	COMMON	192479103	2	15	SH		SOLE		15	0	0
COHERUS BIOSCIENCES INC COM USD.0001	COMMON	19249H103	4	227	SH		SOLE		227	0	0
COLFAX CORP COM USD.001	COMMON	194014106	18	642	SH		SOLE		642	0	0
COLGATE-PALMOLIVE CO COM USD1	COMMON	194162103	399	5,444	SH		SOLE		5,444	0	0
COLLECTORS UNIVERSE INC COM USD.001	COMMON	19421R200	2,747	80,057	SH		SOLE		80,057	0	0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001	COMMON	19459J104	178	10,156	SH		SOLE		10,156	0	0
COLLIERS INTL GROUP INC COM NPV SVTG	COMMON	194693107	1,207	21,080	SH		SOLE		21,080	0	0
COLUMBUS MCKINNON CORP COM USD.01	COMMON	199333105	1,033	30,868	SH		SOLE		30,868	0	0
COMCAST CORP CL A COM USD1	COMMON	20030N101	863	22,138	SH		SOLE		22,138	0	0
COMERICA INC COM USD5	COMMON	200340107	8,869	232,686	SH		OTR		154,681	78,005	0
COMMERCE BANCSHARES INC COM USD5	COMMON	200525103	89	1,493	SH		SOLE		1,493	0	0
COMMERCIAL METALS COM USD5	COMMON	201723103	1,080	52,952	SH		SOLE		52,952	0	0
COMMUNICATIONS SYSTEMS INC COM USD.05	COMMON	203900105	205	40,339	SH		SOLE		40,339	0	0
COMMUNITY FINANCIAL CORP COM USD0.01	COMMON	20368X101	2	82	SH		SOLE		82	0	0
COMMUNITY HEALTHCARE TRUST COM USD0.01	COMMON	20369C106	8	198	SH		SOLE		198	0	0
COMPANIA CERVECERIAS UNIDAS SPON ADR	COMMON	204429104	1	35	SH		SOLE		35	0	0
COMPASS MINERALS INTL INC COM	COMMON	20451N101	0	4	SH		SOLE		4	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	104	25,802	SH		SOLE		25,802	0	0
COMSCORE INC COM USD.001	COMMON	20564W105	7	2,158	SH		SOLE		2,158	0	0
COMSTOCK RESOURCES INC COM USD.5	COMMON	205768302	18	4,144	SH		SOLE		4,144	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	106	6,278	SH		SOLE		6,278	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	21	592	SH		SOLE		592	0	0
CONCHO RESOURCES INC COM USD.001	COMMON	20605P101	4	72	SH		SOLE		72	0	0
CONFORMIS INC COM USD.00001	COMMON	20717E101	0	2	SH		SOLE		2	0	0
CONMED CORP COM USD.01	COMMON	207410101	834	11,575	SH		SOLE		11,575	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	1,525	36,284	SH		SOLE		36,284	0	0
CONSOL ENERGY INC COM	COMMON	20854L108	0	59	SH		SOLE		59	0	0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01	COMMON	209034107	237	34,965	SH		SOLE		34,965	0	0
CONSOLIDATED EDISON INC COM USD5	COMMON	209115104	22	307	SH		SOLE		307	0	0
CONSTELLATION BRANDS CL A COM USD.01	COMMON	21036P108	137	785	SH		SOLE		785	0	0
CONSTRUCTION PRTNR INC COM	COMMON	21044C107	81	4,582	SH		SOLE		4,582	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	2	514	SH		SOLE		514	0	0
COOPER COS INC (THE) COM USD.1	COMMON	216648402	412	1,454	SH		SOLE		1,454	0	0
COOPER TIRE & RUBBER CO COM USD1	COMMON	216831107	90	3,256	SH		SOLE		3,256	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	55	1,079	SH		SOLE		1,079	0	0
COPART INC COM NPV	COMMON	217204106	21	253	SH		SOLE		253	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	167	9,922	SH		SOLE		9,922	0	0
CORE MARK HOLDING CO INC COM	COMMON	218681104	61	2,442	SH		SOLE		2,442	0	0
CORECIVIC INC COM USD.01	COMMON	21871N101	1	99	SH		SOLE		99	0	0
CORENERGY INFRASTRUCTURE TR COM	COMMON	21870U502	32	3,531	SH		SOLE		3,531	0	0
CORESITE REALTY CORP COM USD.01	COMMON	21870Q105	0	3	SH		SOLE		3	0	0
CORNING INC COM USD5	COMMON	219350105	31	1,186	SH		SOLE		1,186	0	0
CORPORATE OFFICE PROPERT COM USD.01	COMMON	22002T108	77	3,040	SH		SOLE		3,040	0	0
CORTEVA INC COM	COMMON	22052L104	25	947	SH		SOLE		947	0	0
CORVEL CORP COM USD.0001	COMMON	221006109	102	1,442	SH		SOLE		1,442	0	0
COSAN LTD CL A COM USD.01	COMMON	G25343107	237	15,766	SH		SOLE		15,766	0	0
COSTAR GROUP INC COM USD.01	COMMON	22160N109	170	239	SH		SOLE		239	0	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	1,382	4,559	SH		SOLE		4,559	0	0
COTY INC CL A COM USD.01	COMMON	222070203	1	126	SH		SOLE		126	0	0
COUNTY BANCORP INC COM USD.01	COMMON	221907108	168	8,021	SH		SOLE		8,021	0	0
COUPA SOFTWARE INC COM USD.0001	COMMON	22266L106	2	7	SH		SOLE		7	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795502	0	5	SH		SOLE		5	0	0
COVENANT TRANSPORTATION GRP CL A COM USD.01	COMMON	22284P105	2	120	SH		SOLE		120	0	0
COVIA HOLDINGS CORP CL A COM USD.01	COMMON	22305A103	0	2	SH		SOLE		2	0	0
CRANE CO COM USD6.25	COMMON	224399105	2	30	SH		SOLE		30	0	0
CRAWFORD & CO CL A COM NPV	COMMON	224633206	20	2,578	SH		SOLE		2,578	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	110	15,581	SH		SOLE		15,581	0	0
CREDICORP LTD COM USD5	COMMON	G2519Y108	6	42	SH		SOLE		42	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	222	21,486	SH		SOLE		21,486	0	0
CREE INC COM USD.01	COMMON	225447101	3	48	SH		SOLE		48	0	0
CRH MEDICAL CORP COM NPV	COMMON	12626F105	221	106,486	SH		SOLE		106,486	0	0
CRH PLC ADR	COMMON	12626K203	201	5,867	SH		SOLE		5,867	0	0
CRITEO SA ADR	COMMON	226718104	96	8,412	SH		SOLE		8,412	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	116	18,870	SH		SOLE		18,870	0	0
CROWN CASTLE INTL CORP COM USD.01	COMMON	22822V101	471	2,817	SH		SOLE		2,817	0	0
CROWN CRAFTS INC COM USD1	COMMON	228309100	155	31,715	SH		SOLE		31,715	0	0
CROWN HOLDINGS INC COM USD5	COMMON	228368106	14	213	SH		SOLE		213	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	206	4,971	SH		SOLE		4,971	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	514	7,429	SH		SOLE		7,429	0	0
CSX CORP COM USD1	COMMON	126408103	42,552	609,951	SH		OTR		441,366	168,585	0
CTI BIOPHARMA CORP COM NPV	COMMON	12648L601	0	136	SH		SOLE		136	0	0
CTO REALTY GROWTH INC COM USD1	COMMON	22948P103	0	9	SH		SOLE		9	0	0
CULLEN/FROST BANKERS INC COM USD5	COMMON	229899109	2	32	SH		SOLE		32	0	0
CULP INC COM USD.05	COMMON	230215105	11	1,229	SH		SOLE		1,229	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	36,396	210,015	SH		OTR		171,994	38,021	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	41	5,023	SH		SOLE		5,023	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	82	918	SH		SOLE		918	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	118	5,887	SH		SOLE		5,887	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	609	9,378	SH		SOLE		9,378	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	271	8,427	SH		SOLE		8,427	0	0
CYCLERION THERAPEUTICS WHEN ISSUED	COMMON	23255M105	0	1	SH		SOLE		1	0	0
CYRUSONE INC COM USD.01	COMMON	23283R100	8	112	SH		SOLE		112	0	0
D R HORTON INC COM USD.01	COMMON	23331A109	40	722	SH		SOLE		722	0	0
DANAHER CORP COM USD.01	COMMON	235851102	854	4,827	SH		SOLE		4,827	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	8	104	SH		SOLE		104	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	1,643	66,715	SH		SOLE		66,715	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	32,158	406,181	SH		OTR		331,245	74,936	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	2,545	12,945	SH		SOLE		12,945	0	0
DEERE & CO COM USD1	COMMON	244199105	203	1,289	SH		SOLE		1,289	0	0
DELEK US HOLDINGS INC COM USD.01	COMMON	24665A103	16	947	SH		SOLE		947	0	0
DELL TECHNOLOGIES INC CL C	COMMON	24703L202	10	176	SH		SOLE		176	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	39,105	1,393,694	SH		OTR		995,735	397,959	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	35	2,916	SH		SOLE		2,916	0	0
DENALI THERAPEUTCS INC COM	COMMON	24823R105	1	25	SH		SOLE		25	0	0
DENNYS CORP COM USD.1	COMMON	24869P104	174	17,211	SH		SOLE		17,211	0	0
DENTSPLY SIRONA INC COM USD1	COMMON	24906P109	13	298	SH		SOLE		298	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	1,799	34,135	SH		SOLE		34,135	0	0
DEUTSCHE BANK AG ORD	COMMON	D18190898	9	984	SH		SOLE		984	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	5	436	SH		SOLE		436	0	0
DEXCOM INC COM USD.001	COMMON	252131107	432	1,066	SH		SOLE		1,066	0	0
DHI GROUP INC COM USD.01	COMMON	23331S100	115	54,936	SH		SOLE		54,936	0	0
DHT HOLDINGS INC COM USD.01	COMMON	Y2065G121	145	28,313	SH		SOLE		28,313	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	609	4,535	SH		SOLE		4,535	0	0
DIAMOND S SHIPPING INC COM	COMMON	Y20676105	122	15,327	SH		SOLE		15,327	0	0
DIAMONDBACK ENERGY INC COM USD.01	COMMON	25278X109	1	23	SH		SOLE		23	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	343	62,030	SH		SOLE		62,030	0	0
DICERNA PHARMACEUTICALS INC COM USD.0001	COMMON	253031108	428	16,835	SH		SOLE		16,835	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	0	10	SH		SOLE		10	0	0
DIGI INTERNATIONAL INC COM USD.01	COMMON	253798102	4	380	SH		SOLE		380	0	0
DIGITAL REALTY TRUST INC COM USD.01	COMMON	253868103	349	2,458	SH		SOLE		2,458	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	170	6,608	SH		SOLE		6,608	0	0
DIODES INC COM USD.66	COMMON	254543101	28	561	SH		SOLE		561	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	16	310	SH		SOLE		310	0	0
DISCOVERY INC CL A COM	COMMON	25470F104	5,778	273,836	SH		SOLE		273,836	0	0
DISCOVERY INC CL C COM	COMMON	25470F302	1	31	SH		SOLE		31	0	0
DISH NETWORK CORP CL A COM USD.01	COMMON	25470M109	392	11,368	SH		SOLE		11,368	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	1,344	12,056	SH		SOLE		12,056	0	0
DOCUSIGN INC COM USD0.0001	COMMON	256163106	329	1,907	SH		SOLE		1,907	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	378	1,984	SH		SOLE		1,984	0	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	15	161	SH		SOLE		161	0	0
DOMINION ENERGY INC COM NPV	COMMON	25746U109	382	4,708	SH		SOLE		4,708	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	111	300	SH		SOLE		300	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	64	3,028	SH		SOLE		3,028	0	0
DONALDSON CO INC COM USD5	COMMON	257651109	4	90	SH		SOLE		90	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	365	25,636	SH		SOLE		25,636	0	0
DONNELLEY (R R) & SONS CO COM USD1.25	COMMON	257867200	0	256	SH		SOLE		256	0	0
DONNELLEY FINANCIAL SOLTNS COM USD.01	COMMON	25787G100	7	786	SH		SOLE		786	0	0
DOVER CORP COM USD1	COMMON	260003108	1,211	12,542	SH		SOLE		12,542	0	0
DOW INC COM USD 0.01	COMMON	260557103	8,914	218,628	SH		OTR		167,738	50,890	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	1,316	24,828	SH		SOLE		24,828	0	0
DTE ENERGY CO COM USD10	COMMON	233331107	18	170	SH		SOLE		170	0	0
DUKE ENERGY CORP COM NPV	COMMON	26441C204	340	4,260	SH		SOLE		4,260	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	100	2,821	SH		SOLE		2,821	0	0
DUPONT DE NEMOURS INC COM USD2.5	COMMON	26614N102	193	3,625	SH		SOLE		3,625	0	0
DURECT CORP COM USD.001	COMMON	266605104	8	3,506	SH		SOLE		3,506	0	0
DXC TECHNOLOGY CO COM USD1	COMMON	23355L106	0	9	SH		SOLE		9	0	0
DYADIC INTERNATIONAL INC COM USD.001	COMMON	26745T101	5	611	SH		SOLE		611	0	0
DYNAVAX TECHNOLOGIES CORP COM USD.001	COMMON	268158201	5	592	SH		SOLE		592	0	0
E TRADE FINANCIAL CORP COM USD.01	COMMON	269246401	32	639	SH		SOLE		639	0	0
EAGLE BANCORP MONTANA INC COM USD.01	COMMON	26942G100	105	6,042	SH		SOLE		6,042	0	0
EAGLE MATERIALS INC COM USD1	COMMON	26969P108	3	40	SH		SOLE		40	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	439	9,130	SH		SOLE		9,130	0	0
EASTERLY GOVERNMENT PPTYS COM USD.01	COMMON	27616P103	226	9,743	SH		SOLE		9,743	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	2,901	41,653	SH		SOLE		41,653	0	0
EASTMAN KODAK CO COM USD.01	COMMON	277461406	132	59,193	SH		SOLE		59,193	0	0
EATON CORP PLC COM USD.5	COMMON	G29183103	859	9,819	SH		SOLE		9,819	0	0
EATON VANCE CORP COM USD.125	COMMON	278265103	5	120	SH		SOLE		120	0	0
EBAY INC COM USD.001	COMMON	278642103	88,644	1,689,558	SH		OTR		1,269,975	419,583	0
ECHO GLOBAL LOGISTICS INC COM USD.01	COMMON	27875T101	8	353	SH		SOLE		353	0	0
ECHOSTAR CORP CL A COM NPV	COMMON	278768106	160	5,723	SH		SOLE		5,723	0	0
ECOLAB INC COM USD1	COMMON	278865100	265	1,333	SH		SOLE		1,333	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	1,070	96,128	SH		SOLE		96,128	0	0
EDISON INTERNATIONAL COM NPV	COMMON	281020107	15	275	SH		SOLE		275	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	18	1,837	SH		SOLE		1,837	0	0
EDWARDS LIFESCIENCES CORP COM USD1	COMMON	28176E108	266	3,852	SH		SOLE		3,852	0	0
EGAIN CORP COM USD.001	COMMON	28225C806	0	16	SH		SOLE		16	0	0
EHEALTH INC COM USD.001	COMMON	28238P109	12	119	SH		SOLE		119	0	0
EL PASO ELECTRIC CO COM NPV	COMMON	283677854	9	141	SH		SOLE		141	0	0
EL POLLO LOCO HOLDINGS INC COM USD0.01	COMMON	268603107	1	67	SH		SOLE		67	0	0
ELBIT SYSTEMS LTD ORD NIS1	COMMON	M3760D101	0	2	SH		SOLE		2	0	0
ELECTROCORE LLC COM	COMMON	28531P103	0	1	SH		SOLE		1	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	539	34,992	SH		SOLE		34,992	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	2,936	22,233	SH		SOLE		22,233	0	0
ELEMENT SOLUTIONS INC COM USD.01	COMMON	28618M106	2	210	SH		SOLE		210	0	0
ELEVATE CREDIT INC COM USD0.001	COMMON	28621V101	56	37,793	SH		SOLE		37,793	0	0
ELLINGTON RESIDENTIAL MTG COM USD0.01	COMMON	288578107	210	20,423	SH		SOLE		20,423	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	719	9,076	SH		SOLE		9,076	0	0
EMERSON ELECTRIC CO COM USD1	COMMON	291011104	233	3,752	SH		SOLE		3,752	0	0
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01	COMMON	291525400	1	339	SH		SOLE		339	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	5	163	SH		SOLE		163	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	433	14,232	SH		SOLE		14,232	0	0
ENCORE CAPITAL GROUP INC COM USD.01	COMMON	292554102	0	4	SH		SOLE		4	0	0
ENERGOUS CORP COM USD0.00001	COMMON	29272C103	0	2	SH		SOLE		2	0	0
ENI SPA SPON ADR	COMMON	26874R108	193	10,028	SH		SOLE		10,028	0	0
ENNIS INC COM USD2.5	COMMON	293389102	1,676	92,371	SH		SOLE		92,371	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	159	10,673	SH		SOLE		10,673	0	0
ENSIGN GROUP INC COM USD.001	COMMON	29358P101	120	2,874	SH		SOLE		2,874	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	161	2,724	SH		SOLE		2,724	0	0
ENTERGY CORP COM USD5	COMMON	29364G103	41	438	SH		SOLE		438	0	0
ENVELA CORP COM NPV	COMMON	29402E102	84	13,768	SH		SOLE		13,768	0	0
ENZO BIOCHEM INC COM USD.01	COMMON	294100102	0	1	SH		SOLE		1	0	0
EOG RESOURCES INC COM NPV	COMMON	26875P101	606	11,968	SH		SOLE		11,968	0	0
EPAM SYSTEMS INC COM USD0.001	COMMON	29414B104	7	26	SH		SOLE		26	0	0
EQUIFAX INC COM USD2.5	COMMON	294429105	23	131	SH		SOLE		131	0	0
EQUINIX INC COM USD.001	COMMON	29444U700	2,092	2,979	SH		SOLE		2,979	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	336	23,204	SH		SOLE		23,204	0	0
EQUINOX GOLD CORP COM CL A	COMMON	29446Y502	187	16,800	SH		SOLE		16,800	0	0
EQUITABLE HOLDINGS INC COM	COMMON	29452E101	27,080	1,403,417	SH		OTR		1,060,795	342,622	0
EQUITRANS MID CORP COM	COMMON	294600101	1	72	SH		SOLE		72	0	0
EQUITY BANCSHARES INC CL A COM USD.01	COMMON	29460X109	13	755	SH		SOLE		755	0	0
EQUITY COMMONWEALTH COM USD.01	COMMON	294628102	94	2,922	SH		SOLE		2,922	0	0
EQUITY LIFESTYLE PROPERTIES COM USD.01	COMMON	29472R108	129	2,066	SH		SOLE		2,066	0	0
EQUITY RESIDENTIAL SHS BEN INT USD.01	COMMON	29476L107	26	435	SH		SOLE		435	0	0
ESCALADE INC COM USD1	COMMON	296056104	315	22,534	SH		SOLE		22,534	0	0
ESCO TECHNOLOGIES INC COM NPV	COMMON	296315104	65	771	SH		SOLE		771	0	0
ESSA BANCORP INC COM USD.01	COMMON	29667D104	162	11,656	SH		SOLE		11,656	0	0
ESSENTIAL UTILITIES INC COM USD.5	COMMON	29670G102	2	50	SH		SOLE		50	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	4,448	19,402	SH		OTR		15,369	4,033	0
EURONAV ORD NPV	COMMON	B38564108	40	4,886	SH		SOLE		4,886	0	0
EVANS BANCORP INC COM USD.50	COMMON	29911Q208	19	818	SH		SOLE		818	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	37	181	SH		SOLE		181	0	0
EVERGY INC COM USD5	COMMON	30034W106	6	108	SH		SOLE		108	0	0
EVERQUOTE INC COM Cl A	COMMON	30041R108	342	5,878	SH		SOLE		5,878	0	0
EVERSOURCE ENERGY COM USD5	COMMON	30040W108	81	975	SH		SOLE		975	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	197	7,004	SH		SOLE		7,004	0	0
EVOFEM BIOSCIENCES INC COM	COMMON	30048L104	1	182	SH		SOLE		182	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	4	1,556	SH		SOLE		1,556	0	0
EXACT SCIENCES CORP COM USD.001	COMMON	30063P105	7	75	SH		SOLE		75	0	0
EXELIXIS INC COM USD.001	COMMON	30161Q104	58	2,458	SH		SOLE		2,458	0	0
EXELON CORP COM NPV	COMMON	30161N101	184	5,084	SH		SOLE		5,084	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	1	8	SH		SOLE		8	0	0
EXPEDIA GROUP INC COM USD.001	COMMON	30212P303	2	30	SH		SOLE		30	0	0
EXPEDITORS INTL WASH INC COM USD.01	COMMON	302130109	9	113	SH		SOLE		113	0	0
EXPRESS INC COM USD.01	COMMON	30219E103	0	176	SH		SOLE		176	0	0
EXTENDED STAY AMERICA INC UNIT (1 COM, 1 CL B)	COMMON	30224P200	1	50	SH		SOLE		50	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	11	115	SH		SOLE		115	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	1,776	39,714	SH		SOLE		39,714	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	113	15,094	SH		SOLE		15,094	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	2	13	SH		SOLE		13	0	0
FABRINET ORD USD.01	COMMON	G3323L100	72	1,158	SH		SOLE		1,158	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	3,867	17,031	SH		SOLE		17,031	0	0
FACTSET RESEARCH SYSTEMS INC COM USD.01	COMMON	303075105	78	238	SH		SOLE		238	0	0
FAIR ISAAC CORP COM USD.01	COMMON	303250104	107	255	SH		SOLE		255	0	0
FALCON MINERALS CORP CL A COM	COMMON	30607B109	1	383	SH		SOLE		383	0	0
FARMLAND PARTNERS INC COM USD.01	COMMON	31154R109	142	20,778	SH		SOLE		20,778	0	0
FARO TECHNOLOGIES INC COM USD.001	COMMON	311642102	99	1,846	SH		SOLE		1,846	0	0
FASTENAL CO COM USD.01	COMMON	311900104	34	782	SH		SOLE		782	0	0
FATE THERAPEUTICS INC COM USD0.001	COMMON	31189P102	9	255	SH		SOLE		255	0	0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG	COMMON	313148306	14	221	SH		SOLE		221	0	0
FEDERAL REALTY INVESTMENT TR COM USD.01 SBI	COMMON	313747206	1	14	SH		SOLE		14	0	0
FEDERAL SIGNAL CORP COM USD1	COMMON	313855108	876	29,413	SH		SOLE		29,413	0	0
FEDERATED HERMES INC CL B COM NPV	COMMON	314211103	182	7,674	SH		SOLE		7,674	0	0
FEDEX CORP COM USD.1	COMMON	31428X106	129	919	SH		SOLE		919	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	303	27,396	SH		SOLE		27,396	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	34	197	SH		SOLE		197	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	748	73,033	SH		SOLE		73,033	0	0
FIDELITY MSCI INFO TECH ETF	COMMON	316092808	15	186	SH		SOLE		186	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	911	6,794	SH		SOLE		6,794	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	5	161	SH		SOLE		161	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	2,427	125,863	SH		OTR		85,232	40,631	0
FINANCIAL INSTITUTIONS INC COM USD.01	COMMON	317585404	41	2,209	SH		SOLE		2,209	0	0
FINVOLUTION GROUP -ADR ADR	COMMON	31810T101	57	31,572	SH		SOLE		31,572	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	50	1,047	SH		SOLE		1,047	0	0
FIRST BANCORP P R COM NPV	COMMON	318672706	8	1,468	SH		SOLE		1,468	0	0
FIRST BUSINESS FINL SRV INC COM USD.01	COMMON	319390100	1	67	SH		SOLE		67	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	1	3	SH		SOLE		3	0	0
FIRST COMMUNITY CORP/SC COM USD1.	COMMON	319835104	0	12	SH		SOLE		12	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	0	35	SH		SOLE		35	0	0
FIRST FINL BANCORP INC/OH COM NPV	COMMON	320209109	2	114	SH		SOLE		114	0	0
FIRST HORIZON NATIONAL CORP COM USD2.5	COMMON	320517105	0	0	SH		SOLE		0	0	0
FIRST INDL REALTY TRUST INC COM USD.01	COMMON	32054K103	3	70	SH		SOLE		70	0	0
FIRST INTERNET BANCORP COM USD1	COMMON	320557101	132	7,958	SH		SOLE		7,958	0	0
FIRST MID BANCSHARES INC COM USD4.	COMMON	320866106	44	1,695	SH		SOLE		1,695	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	11	854	SH		SOLE		854	0	0
FIRST REPUBLIC BANK NEW COM USD.01	COMMON	33616C100	28	260	SH		SOLE		260	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	5	120	SH		SOLE		120	0	0
FIRST SOLAR INC COM USD.001	COMMON	336433107	1	20	SH		SOLE		20	0	0
FIRST TRUST DJ INTERNET IND	COMMON	33733E302	230	1,348	SH		SOLE		1,348	0	0
FIRST UNITED CORP COM NPV	COMMON	33741H107	98	7,321	SH		SOLE		7,321	0	0
FIRSTENERGY CORP COM USD9	COMMON	337932107	40	1,039	SH		SOLE		1,039	0	0
FISERV INC COM USD.01	COMMON	337738108	365	3,740	SH		SOLE		3,740	0	0
FIVE PRIME THERAPEUTICS INC COM USD0.001	COMMON	33830X104	1	140	SH		SOLE		140	0	0
FLAGSTAR BANCORP INC COM USD.01	COMMON	337930705	48	1,626	SH		SOLE		1,626	0	0
FLEETCOR TECHNOLOGIES INC COM USD.001	COMMON	339041105	81	324	SH		SOLE		324	0	0
FLIR SYSTEMS INC COM USD.01	COMMON	302445101	0	8	SH		SOLE		8	0	0
FLOTEK INDUSTRIES INC COM	COMMON	343389102	0	1	SH		SOLE		1	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	356	15,925	SH		SOLE		15,925	0	0
FLOWSERVE CORP COM USD1.25	COMMON	34354P105	1	35	SH		SOLE		35	0	0
FLUENT INC COM USD.0005	COMMON	34380C102	1	653	SH		SOLE		653	0	0
FLUIDIGM CORP COM USD.001	COMMON	34385P108	1	156	SH		SOLE		156	0	0
FLUOR CORP COM USD.625	COMMON	343412102	1	58	SH		SOLE		58	0	0
FMC CORP COM USD.1	COMMON	302491303	14	138	SH		SOLE		138	0	0
FOCUS FINANCL PRTNR LLC COM	COMMON	34417P100	17	512	SH		SOLE		512	0	0
FONAR CORP COM USD.0001	COMMON	344437405	15	703	SH		SOLE		703	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	0	4	SH		SOLE		4	0	0
FORD MOTOR CO COM USD1	COMMON	345370860	53	8,690	SH		SOLE		8,690	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	75	4,983	SH		SOLE		4,983	0	0
FORMFACTOR INC COM USD.001	COMMON	346375108	161	5,499	SH		SOLE		5,499	0	0
FORTERRA INC COM USD0.001	COMMON	34960W106	471	42,202	SH		SOLE		42,202	0	0
FORTINET INC COM USD.001	COMMON	34959E109	304	2,211	SH		SOLE		2,211	0	0
FORTIS INC COM NPV	COMMON	349553107	38	1,001	SH		SOLE		1,001	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	40	596	SH		SOLE		596	0	0
FORTRESS BIOTECH INC COM USD.001	COMMON	34960Q109	5	1,905	SH		SOLE		1,905	0	0
FORTUNE BRANDS HOME & SECUR COM USD.01	COMMON	34964C106	3,459	54,112	SH		SOLE		54,112	0	0
FORUM ENERGY TECH INC COM USD0.01	COMMON	34984V100	0	1	SH		SOLE		1	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	14	1,085	SH		SOLE		1,085	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	653	41,810	SH		SOLE		41,810	0	0
FOUR CORNERS PROPERTY TR INC COM USD.0001	COMMON	35086T109	0	2	SH		SOLE		2	0	0
FOX CORP COM CL A	COMMON	35137L105	0	1	SH		SOLE		1	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	2,309	16,563	SH		SOLE		16,563	0	0
FRANKLIN COVEY CO COM USD.05	COMMON	353469109	157	7,325	SH		SOLE		7,325	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	918	17,450	SH		SOLE		17,450	0	0
FRANKLIN FINANCIAL SVCS CORP COM NPV	COMMON	353525108	75	2,962	SH		SOLE		2,962	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	10,153	483,984	SH		OTR		331,629	152,355	0
FRANKLIN STREET PROPERTIES COM	COMMON	35471R106	30	5,832	SH		SOLE		5,832	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	138	11,954	SH		SOLE		11,954	0	0
FRESENIUS MEDICAL CARE AG&CO SPON ADR	COMMON	358029106	83	1,923	SH		SOLE		1,923	0	0
FRONTIER COMMUNICATIONS CORP COM USD.25	COMMON	35906A306	0	3	SH		SOLE		3	0	0
FS BANCORP INC COM USD.01	COMMON	30263Y104	52	1,354	SH		SOLE		1,354	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	404	3,521	SH		SOLE		3,521	0	0
FUEL TECH INC COM USD.01	COMMON	359523107	1	654	SH		SOLE		654	0	0
FULGENT GENETICS INC COM USD0.0001	COMMON	359664109	0	9	SH		SOLE		9	0	0
FULTON FINANCIAL CORP COM USD2.5	COMMON	360271100	196	18,653	SH		SOLE		18,653	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	130	10,901	SH		SOLE		10,901	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	13	998	SH		SOLE		998	0	0
GAMESTOP CORP CL A COM USD.001	COMMON	36467W109	1	253	SH		SOLE		253	0	0
GAMING & LEISURE PPTYS COM USD0.01	COMMON	36467J108	9	250	SH		SOLE		250	0	0
GAP INC COM USD.05	COMMON	364760108	2	142	SH		SOLE		142	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	154	1,575	SH		SOLE		1,575	0	0
GARRETT MOTION INC COM	COMMON	366505105	1	271	SH		SOLE		271	0	0
GARTNER INC COM	COMMON	366651107	1	7	SH		SOLE		7	0	0
GATX CORP COM USD.625	COMMON	361448103	1	20	SH		SOLE		20	0	0
GCI LIBERTY INC CL A COM NPV	COMMON	36164V305	635	8,922	SH		SOLE		8,922	0	0
GENASYS INC COM USD.00001	COMMON	36872P103	224	46,059	SH		SOLE		46,059	0	0
GENCO SHIPPING & TRADING COM NPV	COMMON	Y2685T131	111	17,700	SH		SOLE		17,700	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	212	16,755	SH		SOLE		16,755	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	17	143	SH		SOLE		143	0	0
GENERAL DYNAMICS CORP COM USD1	COMMON	369550108	94	632	SH		SOLE		632	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604103	236	34,577	SH		SOLE		34,577	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	1,044	16,941	SH		SOLE		16,941	0	0
GENERAL MOTORS CO COM USD.01	COMMON	37045V100	129	5,109	SH		SOLE		5,109	0	0
GENMAB AS SPONSORED ADR	COMMON	372303206	62	1,825	SH		SOLE		1,825	0	0
GENTEX CORP COM USD.06	COMMON	371901109	673	26,092	SH		SOLE		26,092	0	0
GENTHERM INC COM NPV	COMMON	37253A103	1	28	SH		SOLE		28	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	57	656	SH		SOLE		656	0	0
GENWORTH FINANCIAL INC CL A USD.001	COMMON	37247D106	0	133	SH		SOLE		133	0	0
GEO GROUP INC COM USD.01	COMMON	36162J106	2	165	SH		SOLE		165	0	0
GEOPARK LTD COM USD.001	COMMON	G38327105	35	3,605	SH		SOLE		3,605	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	420	8,744	SH		SOLE		8,744	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	666	8,660	SH		SOLE		8,660	0	0
GLACIER BANCORP INC COM USD.01	COMMON	37637Q105	5	150	SH		SOLE		150	0	0
GLATFELTER COM USD.01	COMMON	377316104	268	16,664	SH		SOLE		16,664	0	0
GLAXOSMITHKLINE PLC SPON ADR	COMMON	37733W105	787	19,294	SH		SOLE		19,294	0	0
GLOBAL BLOOD THERAPEUTICS COM USD0.001	COMMON	37890U108	0	6	SH		SOLE		6	0	0
GLOBAL INDEMNITY LTD COM CL A .0001	COMMON	G3933F105	18	762	SH		SOLE		762	0	0
GLOBAL PAYMENTS INC COM NPV	COMMON	37940X102	291	1,716	SH		SOLE		1,716	0	0
GLOBAL WATER RESOURCES INC COM USD.01	COMMON	379463102	1	98	SH		SOLE		98	0	0
GLOBAL X FDS CHINA FINL ETF	COMMON	37950E606	5	390	SH		SOLE		390	0	0
GLOBALSCAPE INC COM USD.001	COMMON	37940G109	563	57,800	SH		SOLE		57,800	0	0
GLOBE LIFE INC COM USD1	COMMON	37959E102	302	4,064	SH		SOLE		4,064	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	68	1,413	SH		SOLE		1,413	0	0
GMS INC COM USD.01	COMMON	36251C103	2,898	117,773	SH		SOLE		117,773	0	0
GOLDFIELD CORP COM USD.1	COMMON	381370105	221	59,666	SH		SOLE		59,666	0	0
GOLDMAN SACHS GROUP INC COM USD.01	COMMON	38141G104	2,837	14,355	SH		SOLE		14,355	0	0
GOOSEHEAD INSURANCE COM Cl A USD0.01	COMMON	38267D109	254	3,379	SH		SOLE		3,379	0	0
GRACO INC COM USD1	COMMON	384109104	2	34	SH		SOLE		34	0	0
GRAFTECH INTERNATIONAL LTD COM USD0.01	COMMON	384313508	101	12,601	SH		SOLE		12,601	0	0
GRAHAM HOLDINGS CO CL B COM USD1	COMMON	384637104	3	10	SH		SOLE		10	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	21	67	SH		SOLE		67	0	0
GRAPHIC PACKAGING HOLDING CO COM	COMMON	388689101	157	11,240	SH		SOLE		11,240	0	0
GRAVITY CO LTD -ADR ADR	COMMON	38911N206	458	8,301	SH		SOLE		8,301	0	0
GRAY TELEVISION INC CL B COM NPV	COMMON	389375106	9	677	SH		SOLE		677	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	275	29,627	SH		SOLE		29,627	0	0
GREAT WESTERN BANCORP INC COM USD0.01	COMMON	391416104	122	8,876	SH		SOLE		8,876	0	0
GREENHILL & CO INC COM USD.01	COMMON	395259104	0	30	SH		SOLE		30	0	0
GRIFOLS SA SPON ADR RP .5 CL B	COMMON	398438408	1	81	SH		SOLE		81	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	767	20,644	SH		SOLE		20,644	0	0
GRUPO AEROPORTUARIO DEL PACI ADR	COMMON	400506101	715	9,961	SH		SOLE		9,961	0	0
GRUPO AEROPORTUARIO SURESTE SPON ADR	COMMON	40051E202	488	4,347	SH		SOLE		4,347	0	0
GUIDEWIRE SOFTWARE INC COM USD0.0001	COMMON	40171V100	2	15	SH		SOLE		15	0	0
GULFPORT ENERGY CORP COM USD.01	COMMON	402635304	1	1,013	SH		SOLE		1,013	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	340	3,797	SH		SOLE		3,797	0	0
HAILIANG EDUCATION GRP -ADR ADR	COMMON	40522L108	74	1,807	SH		SOLE		1,807	0	0
HAIN CELESTIAL GROUP INC COM USD.01	COMMON	405217100	46	1,456	SH		SOLE		1,456	0	0
HALLIBURTON CO COM USD2.5	COMMON	406216101	6	440	SH		SOLE		440	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	2	431	SH		SOLE		431	0	0
HALOZYME THERAPEUTICS INC COM USD.001	COMMON	40637H109	1	25	SH		SOLE		25	0	0
HAMILTON BEACH BND HDNG CL A COM USD.01	COMMON	40701T104	21	1,777	SH		SOLE		1,777	0	0
HANCOCK WHITNEY CORP COM USD3.33	COMMON	410120109	123	5,804	SH		SOLE		5,804	0	0
HANESBRANDS INC COM USD.01	COMMON	410345102	156	13,803	SH		SOLE		13,803	0	0
HANGER INC COM NPV	COMMON	41043F208	132	7,972	SH		SOLE		7,972	0	0
HANNON ARMSTRONG SUST INFR COM USD0.01	COMMON	41068X100	6	209	SH		SOLE		209	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	399	3,936	SH		SOLE		3,936	0	0
HARLEY-DAVIDSON INC COM USD.01	COMMON	412822108	1	30	SH		SOLE		30	0	0
HARMONIC INC COM USD.001	COMMON	413160102	3	733	SH		SOLE		733	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	2,369	61,443	SH		SOLE		61,443	0	0
HASBRO INC COM USD.5	COMMON	418056107	10	136	SH		SOLE		136	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	110	6,855	SH		SOLE		6,855	0	0
HAWAIIAN ELECTRIC INDS COM NPV	COMMON	419870100	5	149	SH		SOLE		149	0	0
HAWKINS INC COM USD.1	COMMON	420261109	43	1,013	SH		SOLE		1,013	0	0
HAWTHORN BANCSHARES INC COM USD1.0	COMMON	420476103	65	3,302	SH		SOLE		3,302	0	0
HC2 HOLDINGS INC COM USD0.001	COMMON	404139107	85	25,587	SH		SOLE		25,587	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	320	3,297	SH		SOLE		3,297	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	1,223	26,474	SH		SOLE		26,474	0	0
HD SUPPLY HOLDINGS INC COM USD.01	COMMON	40416M105	8	220	SH		SOLE		220	0	0
HDFC BANK LTD ADR	COMMON	40415F101	8	173	SH		SOLE		173	0	0
HEALTH CARE SELECT SECTOR	COMMON	81369Y209	265	2,650	SH		SOLE		2,650	0	0
HEALTHPEAK PROPERTIES INC COM USD1	COMMON	42250P103	18	651	SH		SOLE		651	0	0
HECLA MINING CO COM USD.25	COMMON	422704106	157	47,899	SH		SOLE		47,899	0	0
HEICO CORP COM USD.166	COMMON	422806109	240	2,410	SH		SOLE		2,410	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	10	51	SH		SOLE		51	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	86	10,914	SH		SOLE		10,914	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	899	4,884	SH		SOLE		4,884	0	0
HENRY SCHEIN INC COM USD.01	COMMON	806407102	4,667	79,825	SH		SOLE		79,825	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	85	1,893	SH		SOLE		1,893	0	0
HERC HOLDINGS INC COM USD.01	COMMON	42704L104	0	5	SH		SOLE		5	0	0
HERITAGE INSURANCE HOLDINGS COM USD0.0001	COMMON	42727J102	9	671	SH		SOLE		671	0	0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01	COMMON	427825500	265	45,965	SH		SOLE		45,965	0	0
HERSHEY CO COM USD1.	COMMON	427866108	2,080	16,047	SH		SOLE		16,047	0	0
HESS CORP COM USD1	COMMON	42809H107	3	65	SH		SOLE		65	0	0
HEWLETT PACKARD ENTERPRISE COM USD.01	COMMON	42824C109	2,314	237,699	SH		SOLE		237,699	0	0
HIBBETT SPORTS INC COM USD.01	COMMON	428567101	1	55	SH		SOLE		55	0	0
HIGHWOODS PROPERTIES INC COM USD.01	COMMON	431284108	1	22	SH		SOLE		22	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	5	168	SH		SOLE		168	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	126	1,144	SH		SOLE		1,144	0	0
HILTON GRAND VACATIONS COM USD.01	COMMON	43283X105	1	52	SH		SOLE		52	0	0
HILTON WORLDWIDE HOLDINGS COM USD.01	COMMON	43300A203	60	811	SH		SOLE		811	0	0
HMS HOLDINGS CORP COM USD.01	COMMON	40425J101	16	479	SH		SOLE		479	0	0
HNI CORP COM USD1	COMMON	404251100	1,310	42,860	SH		SOLE		42,860	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	129	4,408	SH		SOLE		4,408	0	0
HOLOGIC INC COM USD.01	COMMON	436440101	10	184	SH		SOLE		184	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	2,751	10,982	SH		SOLE		10,982	0	0
HOMETRUST BANCSHARES INC COM USD.01	COMMON	437872104	6	396	SH		SOLE		396	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	4,241	165,913	SH		SOLE		165,913	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	742	5,134	SH		SOLE		5,134	0	0
HOOKER FURNITURE CORP COM NPV	COMMON	439038100	80	4,111	SH		SOLE		4,111	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	276	29,897	SH		SOLE		29,897	0	0
HORIZON BANCORP INC COM NPV	COMMON	440407104	28	2,636	SH		SOLE		2,636	0	0
HORIZON THERAPEUTICS PUB LTD ORD USD.01	COMMON	G46188101	1,116	20,068	SH		SOLE		20,068	0	0
HORMEL FOODS CORP COM USD.2344	COMMON	440452100	7	151	SH		SOLE		151	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	41,301	3,826,733	SH		OTR		2,967,565	859,168	0
HOSTESS BRANDS INC CL A COM USD.0001	COMMON	44109J106	3	277	SH		SOLE		277	0	0
HOULIHAN LOKEY INC CL A COM USD.001	COMMON	441593100	1,106	19,856	SH		SOLE		19,856	0	0
HOUSTON WIRE & CABLE CO COM USD.001	COMMON	44244K109	1	603	SH		SOLE		603	0	0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01	COMMON	442487401	8	363	SH		SOLE		363	0	0
HOWMET AEROSPACE INC COM USD1	COMMON	443201108	40,673	2,565,439	SH		OTR		1,895,019	670,420	0
HP INC COM USD1	COMMON	40434L105	66	3,803	SH		SOLE		3,803	0	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	513	21,998	SH		SOLE		21,998	0	0
HUAMI CORP -ADS ADS	COMMON	44331K103	26	2,067	SH		SOLE		2,067	0	0
HUB GROUP INC -CL A CL A COM USD.01	COMMON	443320106	1,641	34,269	SH		SOLE		34,269	0	0
HUBBELL INC COM NPV	COMMON	443510607	98	779	SH		SOLE		779	0	0
HUBSPOT INC COM USD.001	COMMON	443573100	2	7	SH		SOLE		7	0	0
HUDSON LTD CL A ORD USD0.001	COMMON	G46408103	0	38	SH		SOLE		38	0	0
HUMANA INC COM NPV	COMMON	444859102	1,375	3,545	SH		SOLE		3,545	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	52	431	SH		SOLE		431	0	0
HUNT COS FINANCE TRUST INC COM USD.01	COMMON	44558T100	12	4,366	SH		SOLE		4,366	0	0
HUNTINGTON BANCSHARES COM NPV	COMMON	446150104	2	203	SH		SOLE		203	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	265	1,520	SH		SOLE		1,520	0	0
HUNTSMAN CORP COM USD.01	COMMON	447011107	53	2,947	SH		SOLE		2,947	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	157	3,111	SH		SOLE		3,111	0	0
IAC/INTERACTIVECORP COM USD1	COMMON	44919P508	18	57	SH		SOLE		57	0	0
ICAD INC COM USD.01	COMMON	44934S206	0	26	SH		SOLE		26	0	0
ICF INTERNATIONAL INC COM USD.001	COMMON	44925C103	1	12	SH		SOLE		12	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	28	1,040	SH		SOLE		1,040	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	79	8,462	SH		SOLE		8,462	0	0
ICL GROUP LTD ORD ILS1	COMMON	M53213100	0	51	SH		SOLE		51	0	0
ICU MEDICAL INC COM USD.1	COMMON	44930G107	0	1	SH		SOLE		1	0	0
IDEX CORP COM USD.01	COMMON	45167R104	12	77	SH		SOLE		77	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	79	240	SH		SOLE		240	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	53	8,178	SH		SOLE		8,178	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	758	32,693	SH		SOLE		32,693	0	0
IHS MARKIT LTD COM USD.01	COMMON	G47567105	2,054	27,212	SH		SOLE		27,212	0	0
ILLINOIS TOOL WORKS COM NPV	COMMON	452308109	314	1,796	SH		SOLE		1,796	0	0
ILLUMINA INC COM USD.01	COMMON	452327109	388	1,049	SH		SOLE		1,049	0	0
IMMUNOGEN INC COM USD.01	COMMON	45253H101	6	1,240	SH		SOLE		1,240	0	0
IMPAC MORTGAGE HOLDINGS INC COM USD.01 SBI	COMMON	45254P508	0	94	SH		SOLE		94	0	0
IMPERIAL OIL LTD COM NPV	COMMON	453038408	11,726	730,314	SH		SOLE		730,314	0	0
IMPINJ INC COM USD.001	COMMON	453204109	3	103	SH		SOLE		103	0	0
INCYTE CORP COM USD.001	COMMON	45337C102	26	248	SH		SOLE		248	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	32	1,054	SH		SOLE		1,054	0	0
INDEPENDENCE REALTY TRUST COM USD0.01	COMMON	45378A106	215	18,718	SH		SOLE		18,718	0	0
INDEPENDENT BANK CORP/MI COM NPV	COMMON	453838609	111	7,451	SH		SOLE		7,451	0	0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR	COMMON	456463108	258	7,343	SH		SOLE		7,343	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	119	57,432	SH		SOLE		57,432	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	115	11,946	SH		SOLE		11,946	0	0
INFUSYSTEM HOLDINGS INC COM USD0.0001	COMMON	45685K102	269	23,279	SH		SOLE		23,279	0	0
ING GROEP NV SPON ADR	COMMON	456837103	895	129,647	SH		SOLE		129,647	0	0
INGERSOLL RAND INC COM	COMMON	45687V106	65	2,297	SH		SOLE		2,297	0	0
INGEVITY CORP COM USD.01	COMMON	45688C107	0	5	SH		SOLE		5	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	2,250	52,203	SH		SOLE		52,203	0	0
INGREDION INC COM USD.01	COMMON	457187102	32	387	SH		SOLE		387	0	0
INNOSPEC INC COM USD.01	COMMON	45768S105	466	6,026	SH		SOLE		6,026	0	0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001	COMMON	45781V101	3	37	SH		SOLE		37	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	500	35,787	SH		SOLE		35,787	0	0
INOVALON HOLDINGS INC CL A COM USD.000005	COMMON	45781D101	842	43,673	SH		SOLE		43,673	0	0
INPHI CORP COM USD.001	COMMON	45772F107	402	3,418	SH		SOLE		3,418	0	0
INSPIRE MEDICAL SYSTEM COM	COMMON	457730109	1	15	SH		SOLE		15	0	0
INSTALLED BLDG PRODUCTS INC COM USD0.01	COMMON	45780R101	9	131	SH		SOLE		131	0	0
INSULET CORP COM USD.001	COMMON	45784P101	2	10	SH		SOLE		10	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	230	3,139	SH		SOLE		3,139	0	0
INTEGRA LIFESCIENCES HOLDNGS COM USD.01	COMMON	457985208	24	503	SH		SOLE		503	0	0
INTEL CORP COM NPV	COMMON	458140100	3,110	51,974	SH		SOLE		51,974	0	0
INTELSAT SA COM USD.01	COMMON	L5140P101	1	938	SH		SOLE		938	0	0
INTERACTIVE BROKERS GROUP CL A COM USD.01	COMMON	45841N107	3	75	SH		SOLE		75	0	0
INTERCONTINENTAL EXCHANGE COM USD.01	COMMON	45866F104	372	4,060	SH		SOLE		4,060	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P806	384	8,654	SH		SOLE		8,654	0	0
INTERNATIONAL MONEY EXPR INC COM	COMMON	46005L101	3	204	SH		SOLE		204	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	1,071	62,416	SH		SOLE		62,416	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	721	5,966	SH		SOLE		5,966	0	0
INTL FLAVORS & FRAGRANCES COM USD.125	COMMON	459506101	8	68	SH		SOLE		68	0	0
INTL PAPER CO COM USD1	COMMON	460146103	8,836	250,911	SH		OTR		229,625	21,286	0
INTUIT INC COM NPV	COMMON	461202103	397	1,342	SH		SOLE		1,342	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	455	799	SH		SOLE		799	0	0
INVESCO LTD COM USD.2	COMMON	G491BT108	3	237	SH		SOLE		237	0	0
INVESCO QQQ TRUST SERIES 1	COMMON	46090E103	42	170	SH		SOLE		170	0	0
INVESTORS BANCORP INC COM USD.01	COMMON	46146L101	34	3,976	SH		SOLE		3,976	0	0
INVESTORS REAL ESTATE TRUST COM NPV	COMMON	461730509	647	9,173	SH		SOLE		9,173	0	0
INVESTORS TITLE CO COM USD1.25	COMMON	461804106	75	619	SH		SOLE		619	0	0
INVITATION HOMES INC COM USD0.01	COMMON	46187W107	499	18,109	SH		SOLE		18,109	0	0
IONIS PHARMACEUTICALS INC COM USD.001	COMMON	462222100	19	326	SH		SOLE		326	0	0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166	COMMON	462260100	3	106	SH		SOLE		106	0	0
IPG PHOTONICS CORP COM USD.0001	COMMON	44980X109	2	10	SH		SOLE		10	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	68	482	SH		SOLE		482	0	0
IRHYTHM TECHNOLOGIES INC COM USD.001	COMMON	450056106	1	6	SH		SOLE		6	0	0
IRIDIUM COMMUNICATIONS INC COM	COMMON	46269C102	20	790	SH		SOLE		790	0	0
IROBOT CORP COM USD.001	COMMON	462726100	161	1,914	SH		SOLE		1,914	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	2	87	SH		SOLE		87	0	0
IRONWOOD PHARMACEUTICALS INC CL A COM USD.001	COMMON	46333X108	111	10,780	SH		SOLE		10,780	0	0
ISHARES 0-5 YR HY CORP BOND	COMMON	46434V407	370	8,630	SH		SOLE		8,630	0	0
ISHARES 1-3 YEAR TREASURY BO	COMMON	464287457	2,149	24,814	SH		SOLE		24,814	0	0
ISHARES 20 PLUS YEAR TREASURY BO	COMMON	464287432	142	866	SH		SOLE		866	0	0
ISHARES 3-7 YEAR TREASURY BO	COMMON	464288661	2,448	18,315	SH		SOLE		18,315	0	0
ISHARES 7-10 YEAR TREASURY B	COMMON	464287440	1,116	9,154	SH		SOLE		9,154	0	0
ISHARES BROAD USD HIGH YIELD	COMMON	46435U853	29	766	SH		SOLE		766	0	0
ISHARES CORE S&P 500 ETF	COMMON	464287200	54	173	SH		SOLE		173	0	0
ISHARES CORE U.S. AGGREGATE	COMMON	464287226	17,454	147,656	SH		SOLE		147,656	0	0
ISHARES EXPONENTIAL TECH ETF	COMMON	46434V381	119	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	1,768	13,142	SH		SOLE		13,142	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	59	1,230	SH		SOLE		1,230	0	0
ISHARES LONG-TERM CORPORATE	COMMON	464289511	32	458	SH		SOLE		458	0	0
ISHARES MSCI EAFE ETF	COMMON	464287465	17	273	SH		SOLE		273	0	0
ISHARES RUSSELL 1000 ETF	COMMON	464287622	1,392	8,109	SH		SOLE		8,109	0	0
ISHARES RUSSELL 1000 GROWTH	COMMON	464287614	68	353	SH		SOLE		353	0	0
ISHARES RUSSELL 1000 VALUE E	COMMON	464287598	316	2,806	SH		SOLE		2,806	0	0
ISHARES RUSSELL 2000 ETF	COMMON	464287655	175	1,225	SH		SOLE		1,225	0	0
ISHARES RUSSELL 2000 GROWTH	COMMON	464287648	6	28	SH		SOLE		28	0	0
ISHARES RUSSELL MID-CAP GROW	COMMON	464287481	30	189	SH		SOLE		189	0	0
ISHARES S&P MID-CAP 400 GROW	COMMON	464287606	90	400	SH		SOLE		400	0	0
ISHARES SHORT TREASURY BOND	COMMON	464288679	2,928	26,442	SH		SOLE		26,442	0	0
ISHARES SHORT-TERM CORPORATE	COMMON	464288646	6,188	113,096	SH		SOLE		113,096	0	0
ISHARES TIPS BOND ETF	COMMON	464287176	48	392	SH		SOLE		392	0	0
ISHARES TR MSCI ACWI EX US	COMMON	464288240	20	462	SH		SOLE		462	0	0
ISHARES TR NASDAQ BIOTECH	COMMON	464287556	35	255	SH		SOLE		255	0	0
ISTAR INC COM USD.001	COMMON	45031U101	278	22,502	SH		SOLE		22,502	0	0
ITAU UNIBANCO HLDG SA SP ADR REP PFD	COMMON	465562106	0	11	SH		SOLE		11	0	0
ITRON INC COM USD.01	COMMON	465741106	115	1,730	SH		SOLE		1,730	0	0
ITT INC COM USD1	COMMON	45073V108	1	20	SH		SOLE		20	0	0
IVERIC BIO INC COM USD0.001	COMMON	46583P102	301	58,978	SH		SOLE		58,978	0	0
J2 GLOBAL INC COM USD.01	COMMON	48123V102	168	2,650	SH		SOLE		2,650	0	0
JABIL INC COM USD.001	COMMON	466313103	1,758	54,784	SH		SOLE		54,784	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	21	247	SH		SOLE		247	0	0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR	COMMON	47030M106	7	387	SH		SOLE		387	0	0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002	COMMON	G5005R107	3	65	SH		SOLE		65	0	0
JAZZ PHARMACEUTICALS PLC COM USD.0001	COMMON	G50871105	91	822	SH		SOLE		822	0	0
JBG SMITH PPTYS When Issued	COMMON	46590V100	2	78	SH		SOLE		78	0	0
JD.COM INC -ADR ADR	COMMON	47215P106	709	11,776	SH		SOLE		11,776	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	62	3,981	SH		SOLE		3,981	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	3,497	24,868	SH		SOLE		24,868	0	0
JOHNSON CONTROLS INTL PLC COM USD16	COMMON	G51502105	63,302	1,853,662	SH		OTR		1,408,158	445,504	0
JOUNCE THERAPEUTICS INC COM USD0.001	COMMON	481116101	0	1	SH		SOLE		1	0	0
JOYY INC -ADR ADR	COMMON	46591M109	798	9,017	SH		SOLE		9,017	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	22,396	238,060	SH		OTR		197,364	40,696	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	151	6,625	SH		SOLE		6,625	0	0
K12 INC COM USD.0001	COMMON	48273U102	41	1,506	SH		SOLE		1,506	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	0	3	SH		SOLE		3	0	0
KAMADA LTD COM ILS1.	COMMON	M6240T109	606	78,067	SH		SOLE		78,067	0	0
KANSAS CITY SOUTHERN COM NPV	COMMON	485170302	33	224	SH		SOLE		224	0	0
KARYOPHARM THERAPEUTICS INC COM USD.0001	COMMON	48576U106	14	753	SH		SOLE		753	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	3,163	113,701	SH		SOLE		113,701	0	0
KB HOME COM USD1	COMMON	48666K109	3	97	SH		SOLE		97	0	0
KBR INC COM USD.001	COMMON	48242W106	1	66	SH		SOLE		66	0	0
KELLOGG CO COM USD.25	COMMON	487836108	10	149	SH		SOLE		149	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	9	124	SH		SOLE		124	0	0
KEYCORP COM USD1	COMMON	493267108	296	24,341	SH		SOLE		24,341	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	30	302	SH		SOLE		302	0	0
KFORCE INC COM USD.01	COMMON	493732101	662	22,626	SH		SOLE		22,626	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	390	33,694	SH		SOLE		33,694	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	1,188	8,397	SH		SOLE		8,397	0	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	0	27	SH		SOLE		27	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	148	9,725	SH		SOLE		9,725	0	0
KINIKSA PHRMCETCLS LTD COM CL A	COMMON	G5269C101	0	19	SH		SOLE		19	0	0
KINROSS GOLD CORP COM NPV	COMMON	496902404	8,707	1,208,563	SH		SOLE		1,208,563	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	3,659	89,019	SH		SOLE		89,019	0	0
KITE REALTY GROUP TRUST COM USD.01	COMMON	49803T300	1	45	SH		SOLE		45	0	0
KLA CORP COM USD.001	COMMON	482480100	104	534	SH		SOLE		534	0	0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01	COMMON	499049104	1	16	SH		SOLE		16	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	1	51	SH		SOLE		51	0	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	1,087	23,201	SH		SOLE		23,201	0	0
KONTOOR BRANDS INC COM	COMMON	50050N103	3	149	SH		SOLE		149	0	0
KORN FERRY COM NPV	COMMON	500643200	1	22	SH		SOLE		22	0	0
KOSMOS ENERGY LTD COM USD.01	COMMON	500688106	0	130	SH		SOLE		130	0	0
KRAFT HEINZ CO COM USD.01	COMMON	500754106	22	699	SH		SOLE		699	0	0
KRANESHARES CSI CHINA INTERN	COMMON	500767306	7	118	SH		SOLE		118	0	0
KRATON CORP COM USD.01	COMMON	50077C106	1	65	SH		SOLE		65	0	0
KROGER CO COM USD1	COMMON	501044101	3,930	116,104	SH		SOLE		116,104	0	0
KT CORP SPON ADR	COMMON	48268K101	497	51,003	SH		SOLE		51,003	0	0
KULICKE & SOFFA INDUSTRIES COM NPV	COMMON	501242101	66	3,167	SH		SOLE		3,167	0	0
L3HARRIS TECHNOLOGIES INC COM USD1	COMMON	502431109	160	945	SH		SOLE		945	0	0
LABORATORY CP OF AMER HLDGS COM USD.01	COMMON	50540R409	30	182	SH		SOLE		182	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	282	12,589	SH		SOLE		12,589	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	14,018	43,326	SH		OTR		32,176	11,150	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	3	45	SH		SOLE		45	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	334	5,230	SH		SOLE		5,230	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	143	5,768	SH		SOLE		5,768	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	696	6,200	SH		SOLE		6,200	0	0
LANNETT CO INC COM NPV	COMMON	516012101	8	1,125	SH		SOLE		1,125	0	0
LANTHEUS HOLDINGS INC COM USD0.01	COMMON	516544103	142	9,944	SH		SOLE		9,944	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	6	130	SH		SOLE		130	0	0
LATTICE SEMICONDUCTOR CORP COM USD.01	COMMON	518415104	1,045	36,761	SH		SOLE		36,761	0	0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	COMMON	518439104	1,143	6,057	SH		SOLE		6,057	0	0
LAUREATE EDUCATION INC CL A COM USD0.001	COMMON	518613203	18	1,824	SH		SOLE		1,824	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	222	6,872	SH		SOLE		6,872	0	0
LA-Z-BOY INC COM USD1	COMMON	505336107	45	1,647	SH		SOLE		1,647	0	0
LCI INDUSTRIES COM NPV	COMMON	50189K103	11	97	SH		SOLE		97	0	0
LEAR CORP COM NPV	COMMON	521865204	2	17	SH		SOLE		17	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	17	17,119	SH		SOLE		17,119	0	0
LEGG MASON INC COM USD.1	COMMON	524901105	3	69	SH		SOLE		69	0	0
LEGGETT & PLATT INC COM USD1	COMMON	524660107	0	3	SH		SOLE		3	0	0
LEIDOS HOLDINGS INC COM USD.01	COMMON	525327102	11,611	123,892	SH		SOLE		123,892	0	0
LENNAR CORP CL A COM USD.1	COMMON	526057104	5,079	82,424	SH		SOLE		82,424	0	0
LENNOX INTERNATIONAL INC COM USD.01	COMMON	526107107	2	7	SH		SOLE		7	0	0
LEXICON PHARMACEUTICALS INC COM USD.001	COMMON	528872302	15	7,317	SH		SOLE		7,317	0	0
LEXINGTON REALTY TRUST COM USD.0001	COMMON	529043101	4	361	SH		SOLE		361	0	0
LGI HOMES INC COM USD.01	COMMON	50187T106	5	56	SH		SOLE		56	0	0
LHC GROUP INC COM USD.01	COMMON	50187A107	380	2,176	SH		SOLE		2,176	0	0
LIBERTY BROADBAND CORP SR A COM USD.01	COMMON	530307107	15	120	SH		SOLE		120	0	0
LIBERTY BROADBAND CORP SR C COM USD.01	COMMON	530307305	5	42	SH		SOLE		42	0	0
LIBERTY GLOBAL PLC SR C COM USD .01	COMMON	G5480U120	11,715	544,501	SH		OTR		409,169	135,332	0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01	COMMON	531229607	30	874	SH		SOLE		874	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	4	46	SH		SOLE		46	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	98	7,279	SH		SOLE		7,279	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	118	1,056	SH		SOLE		1,056	0	0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01	COMMON	532257805	157	47,076	SH		SOLE		47,076	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	113,720	692,459	SH		OTR		528,374	164,085	0
LINCOLN ELECTRIC HLDGS INC COM NPV	COMMON	533900106	4	50	SH		SOLE		50	0	0
LINCOLN NATIONAL CORP COM USD1.25	COMMON	534187109	12	334	SH		SOLE		334	0	0
LINDE PLC COM NPV	COMMON	G5494J103	740	3,487	SH		SOLE		3,487	0	0
LINE CORP ADR	COMMON	53567X101	3	63	SH		SOLE		63	0	0
LINEAGE CELL THERAPEUTICS IN COM NPV	COMMON	53566P109	0	1	SH		SOLE		1	0	0
LIQUIDIA TECHNOLOGIES COM	COMMON	53635D202	0	1	SH		SOLE		1	0	0
LITHIA MOTORS INC -CL A CL A COM NPV	COMMON	536797103	18	117	SH		SOLE		117	0	0
LIVENT CORP COM	COMMON	53814L108	0	28	SH		SOLE		28	0	0
LIVEXLIVE MEDIA COM USD0.001	COMMON	53839L208	0	1	SH		SOLE		1	0	0
LIVONGO HEALTH INC COM	COMMON	539183103	2	22	SH		SOLE		22	0	0
LKQ CORP COM	COMMON	501889208	694	26,496	SH		SOLE		26,496	0	0
LLOYDS BANKING GROUP PLC SPONSORED ADR	COMMON	539439109	571	380,905	SH		SOLE		380,905	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	714	1,956	SH		SOLE		1,956	0	0
LOEWS CORP COM USD1	COMMON	540424108	3	80	SH		SOLE		80	0	0
LOGITECH INTERNATIONAL SA ORD	COMMON	H50430232	25	378	SH		SOLE		378	0	0
LOWE'S COS INC COM USD.5	COMMON	548661107	954	7,060	SH		SOLE		7,060	0	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	822	10,479	SH		SOLE		10,479	0	0
LSI INDUSTRIES INC COM USD.01	COMMON	50216C108	634	97,986	SH		SOLE		97,986	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	157	504	SH		SOLE		504	0	0
LUMENTUM HOLDINGS INC COM USD.001	COMMON	55024U109	336	4,115	SH		SOLE		4,115	0	0
LUMINEX CORP COM USD.001	COMMON	55027E102	457	14,027	SH		SOLE		14,027	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	62	10,586	SH		SOLE		10,586	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	9,598	146,019	SH		OTR		110,583	35,436	0
M & T BANK CORP COM USD5	COMMON	55261F104	6,105	58,715	SH		OTR		48,640	10,075	0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001	COMMON	55405Y100	17	500	SH		SOLE		500	0	0
M/I HOMES INC COM USD.01	COMMON	55305B101	230	6,679	SH		SOLE		6,679	0	0
MACERICH CO COM USD.01	COMMON	554382101	0	2	SH		SOLE		2	0	0
MACK-CALI REALTY CORP COM USD.01	COMMON	554489104	6	415	SH		SOLE		415	0	0
MACKINAC FINANCIAL CORP COM NPV	COMMON	554571109	146	14,048	SH		SOLE		14,048	0	0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT	COMMON	55608B105	0	7	SH		SOLE		7	0	0
MACROGENICS INC COM USD0.01	COMMON	556099109	2	58	SH		SOLE		58	0	0
MACY'S INC COM NPV	COMMON	55616P104	1	94	SH		SOLE		94	0	0
MADDEN STEVEN LTD COM USD.0001	COMMON	556269108	66	2,663	SH		SOLE		2,663	0	0
MADISON SQUARE GARD ENT COM CL A	COMMON	55826T102	1	10	SH		SOLE		10	0	0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01	COMMON	55825T103	1	10	SH		SOLE		10	0	0
MAGELLAN MIDSTREAM PRTNRS LP COM NPV UNITS	COMMON	559080106	48	1,102	SH		SOLE		1,102	0	0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1	COMMON	559166103	138	12,224	SH		SOLE		12,224	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	25,369	570,488	SH		SOLE		570,488	0	0
MALIBU BOATS INC CL A COM USD.01	COMMON	56117J100	99	1,913	SH		SOLE		1,913	0	0
MANHATTAN ASSOCIATES INC COM USD.01	COMMON	562750109	168	1,777	SH		SOLE		1,777	0	0
MANITOWOC CO COM USD2.5	COMMON	563571405	0	10	SH		SOLE		10	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	782	11,377	SH		SOLE		11,377	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	18,015	1,325,956	SH		SOLE		1,325,956	0	0
MARATHON OIL CORP COM NPV	COMMON	565849106	5	844	SH		SOLE		844	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	34	918	SH		SOLE		918	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	132	9,563	SH		SOLE		9,563	0	0
MARINUS PHARMACEUTICALS INC COM USD0.001	COMMON	56854Q101	0	1	SH		SOLE		1	0	0
MARKEL CORP COM NPV	COMMON	570535104	96	104	SH		SOLE		104	0	0
MARKETAXESS HOLDINGS INC COM USD.001	COMMON	57060D108	112	224	SH		SOLE		224	0	0
MARLIN BUSINESS SERVICES INC COM USD.01	COMMON	571157106	19	2,230	SH		SOLE		2,230	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	94	1,093	SH		SOLE		1,093	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	199	2,415	SH		SOLE		2,415	0	0
MARRONE BIO INNOVTIONS COM USD0.00001	COMMON	57165B106	0	1	SH		SOLE		1	0	0
MARSH & MCLENNAN COS COM USD1	COMMON	571748102	333	3,102	SH		SOLE		3,102	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	220	8,742	SH		SOLE		8,742	0	0
MARTIN MARIETTA MATERIALS COM USD.01	COMMON	573284106	8	39	SH		SOLE		39	0	0
MARVELL TECHNOLOGY GROUP LTD COM USD.002	COMMON	G5876H105	40	1,135	SH		SOLE		1,135	0	0
MASCO CORP COM USD1	COMMON	574599106	14,662	291,898	SH		OTR		226,967	64,931	0
MASIMO CORP COM USD.001	COMMON	574795100	100	437	SH		SOLE		437	0	0
MASONITE INTERNATIONAL CORP COM NPV	COMMON	575385109	5	59	SH		SOLE		59	0	0
MASTEC INC COM USD.1	COMMON	576323109	4,194	93,376	SH		SOLE		93,376	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	439	16,930	SH		SOLE		16,930	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	3,089	10,446	SH		SOLE		10,446	0	0
MATRIX SERVICE CO COM USD.01	COMMON	576853105	44	4,566	SH		SOLE		4,566	0	0
MATSON INC COM NPV	COMMON	57686G105	2	64	SH		SOLE		64	0	0
MAUI LAND & PINEAPPLE CO COM NPV	COMMON	577345101	0	17	SH		SOLE		17	0	0
MAXAR TECHNOLOGIES INC COM NPV	COMMON	57778K105	10	534	SH		SOLE		534	0	0
MAXIM INTEGRATED PRODUCTS COM USD.001	COMMON	57772K101	3	57	SH		SOLE		57	0	0
MAXIMUS INC COM NPV	COMMON	577933104	72	1,024	SH		SOLE		1,024	0	0
MBIA INC COM USD1	COMMON	55262C100	0	40	SH		SOLE		40	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	21	119	SH		SOLE		119	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	1,125	6,101	SH		SOLE		6,101	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	65,294	425,430	SH		OTR		322,806	102,624	0
MDU RESOURCES GROUP INC COM USD5	COMMON	552690109	1	60	SH		SOLE		60	0	0
MECHEL PAO ADR NPV	COMMON	583840608	813	472,786	SH		SOLE		472,786	0	0
MEDIACO HOLDING INC COM CL A	COMMON	58450D104	0	6	SH		SOLE		6	0	0
MEDICAL PROPERTIES TRUST COM USD.001	COMMON	58463J304	9	489	SH		SOLE		489	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	93	5,420	SH		SOLE		5,420	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	612	6,572	SH		SOLE		6,572	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	1,800	19,625	SH		SOLE		19,625	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	0	10	SH		SOLE		10	0	0
MERCADOLIBRE INC COM USD.001	COMMON	58733R102	17	17	SH		SOLE		17	0	0
MERCHANTS BANCORP COM	COMMON	58844R108	414	22,415	SH		SOLE		22,415	0	0
MERCK & CO COM NPV	COMMON	58933Y105	1,001	12,949	SH		SOLE		12,949	0	0
MERCURY GENERAL CORP COM NPV	COMMON	589400100	289	7,092	SH		SOLE		7,092	0	0
MERIDIAN BIOSCIENCE INC COM NPV	COMMON	589584101	362	15,511	SH		SOLE		15,511	0	0
MERIT MEDICAL SYSTEMS INC COM NPV	COMMON	589889104	1	14	SH		SOLE		14	0	0
MERITAGE HOMES CORP COM NPV	COMMON	59001A102	904	11,878	SH		SOLE		11,878	0	0
MERITOR INC COM USD1	COMMON	59001K100	13	664	SH		SOLE		664	0	0
MERSANA THRPEUTIC INC COM 0.0001USD	COMMON	59045L106	15	651	SH		SOLE		651	0	0
META FINANCIAL GROUP INC COM USD.01	COMMON	59100U108	50	2,771	SH		SOLE		2,771	0	0
METHODE ELECTRONICS INC COM USD.5	COMMON	591520200	269	8,603	SH		SOLE		8,603	0	0
METLIFE INC COM	COMMON	59156R108	74,122	2,028,972	SH		OTR		1,493,209	535,763	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	155	192	SH		SOLE		192	0	0
MGE ENERGY INC COM USD8	COMMON	55277P104	1	21	SH		SOLE		21	0	0
MGM RESORTS INTERNATIONAL COM USD1	COMMON	552953101	0	9	SH		SOLE		9	0	0
MICRO FOCUS INTL PLC SPON ADR NEW	COMMON	594837403	0	23	SH		SOLE		23	0	0
MICROCHIP TECHNOLOGY INC COM USD.001	COMMON	595017104	40	378	SH		SOLE		378	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	1,708	33,142	SH		SOLE		33,142	0	0
MICROSOFT CORP COM USD.00000625	COMMON	594918104	14,480	71,153	SH		SOLE		71,153	0	0
MICROSTRATEGY INC CL A COM USD.001	COMMON	594972408	1	9	SH		SOLE		9	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	159	8,618	SH		SOLE		8,618	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	1,548	13,499	SH		SOLE		13,499	0	0
MIDDLEBY CORP COM USD.01	COMMON	596278101	5	60	SH		SOLE		60	0	0
MIDDLEFIELD BANC CORP COM NPV	COMMON	596304204	44	2,118	SH		SOLE		2,118	0	0
MIDDLESEX WATER CO COM NPV	COMMON	596680108	5	72	SH		SOLE		72	0	0
MIDLAND STATES BANCORP COM USD.01	COMMON	597742105	79	5,308	SH		SOLE		5,308	0	0
MILESTONE SCIENTIFIC INC COM USD.001	COMMON	59935P209	0	98	SH		SOLE		98	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	307	12,991	SH		SOLE		12,991	0	0
MITEK SYSTEMS INC COM USD.001	COMMON	606710200	161	16,687	SH		SOLE		16,687	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	469	119,234	SH		SOLE		119,234	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	92	37,354	SH		SOLE		37,354	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	0	2	SH		SOLE		2	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	423	45,976	SH		SOLE		45,976	0	0
MODEL N INC COM USD.00015	COMMON	607525102	704	20,219	SH		SOLE		20,219	0	0
MODERNA INC COM	COMMON	60770K107	7	109	SH		SOLE		109	0	0
MOHAWK INDUSTRIES INC COM USD.01	COMMON	608190104	78	763	SH		SOLE		763	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	105	587	SH		SOLE		587	0	0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG	COMMON	60871R209	98	2,839	SH		SOLE		2,839	0	0
MOMO INC -ADR ADR	COMMON	60879B107	0	23	SH		SOLE		23	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	435	8,499	SH		SOLE		8,499	0	0
MONOLITHIC POWER SYSTEMS INC COM USD.001	COMMON	609839105	2	8	SH		SOLE		8	0	0
MONSTER BEVERAGE CORP COM USD.005	COMMON	61174X109	83	1,191	SH		SOLE		1,191	0	0
MONTAGE RESOURCES CORP COM USD.01	COMMON	61179L100	61	15,508	SH		SOLE		15,508	0	0
MOODY'S CORP COM USD.01	COMMON	615369105	373	1,357	SH		SOLE		1,357	0	0
MORGAN STANLEY COM USD1	COMMON	617446448	47,744	988,268	SH		OTR		794,495	193,773	0
MOSAIC CO COM USD.01	COMMON	61945C103	1	45	SH		SOLE		45	0	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	84	596	SH		SOLE		596	0	0
MR COOPER GROUP INC COM USD.00001	COMMON	62482R107	222	17,849	SH		SOLE		17,849	0	0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001	COMMON	553530106	22	296	SH		SOLE		296	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	146	438	SH		SOLE		438	0	0
MSG NETWORKS INC CL A COM USD.01	COMMON	553573106	185	18,549	SH		SOLE		18,549	0	0
MUELLER INDUSTRIES COM NPV	COMMON	624756102	89	3,342	SH		SOLE		3,342	0	0
MURPHY USA INC COM USD.01	COMMON	626755102	394	3,491	SH		SOLE		3,491	0	0
MUSTANG BIO INC COM	COMMON	62818Q104	0	2	SH		SOLE		2	0	0
MVB FINANCIAL CORP COM	COMMON	553810102	83	6,269	SH		SOLE		6,269	0	0
MYLAN NV COM USD.5	COMMON	N59465109	1	49	SH		SOLE		49	0	0
MYOKARDIA INC COM USD.0001	COMMON	62857M105	2	18	SH		SOLE		18	0	0
NABORS INDUSTRIES LTD COM USD.1	COMMON	G6359F137	0	7	SH		SOLE		7	0	0
NANTKWEST INC COM USD0.0001	COMMON	63016Q102	1	43	SH		SOLE		43	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	8	343	SH		SOLE		343	0	0
NASDAQ INC COM USD.01	COMMON	631103108	18	147	SH		SOLE		147	0	0
NATERA INC COM USD0.0001	COMMON	632307104	1	14	SH		SOLE		14	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	106	1,878	SH		SOLE		1,878	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	67	22,461	SH		SOLE		22,461	0	0
NATIONAL GENERAL HOLDINGS CP COM	COMMON	636220303	94	4,361	SH		SOLE		4,361	0	0
NATIONAL GRID SPON ADR	COMMON	636274409	202	3,328	SH		SOLE		3,328	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	0	6	SH		SOLE		6	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	6	93	SH		SOLE		93	0	0
NATIONAL OILWELL VARCO INC COM USD.01	COMMON	637071101	1	122	SH		SOLE		122	0	0
NATIONAL RESEARCH CORP COM USD.001	COMMON	637372202	414	7,107	SH		SOLE		7,107	0	0
NATIONAL STORAGE AFFILIATES COM USD0.01	COMMON	637870106	5	174	SH		SOLE		174	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	1	106	SH		SOLE		106	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	497	33,396	SH		SOLE		33,396	0	0
NATURES SUNSHINE PRODS INC COM NPV	COMMON	639027101	138	15,396	SH		SOLE		15,396	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	170	24,230	SH		SOLE		24,230	0	0
NAVISTAR INTERNATIONAL CORP COM USD1	COMMON	63934E108	228	8,058	SH		SOLE		8,058	0	0
NCR CORP COM USD5	COMMON	62886E108	5	262	SH		SOLE		262	0	0
NEKTAR THERAPEUTICS COM NPV	COMMON	640268108	2	93	SH		SOLE		93	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	181	2,323	SH		SOLE		2,323	0	0
NEOLEUKIN THERAPEUTICS INC COM USD0.000001	COMMON	64049K104	0	20	SH		SOLE		20	0	0
NETAPP INC COM NPV	COMMON	64110D104	16,445	370,533	SH		OTR		277,774	92,759	0
NETEASE INC SPONSORED ADR	COMMON	64110W102	134	311	SH		SOLE		311	0	0
NETFLIX INC COM USD.001	COMMON	64110L106	1,639	3,602	SH		SOLE		3,602	0	0
NETSCOUT SYSTEMS INC COM USD.001	COMMON	64115T104	396	15,501	SH		SOLE		15,501	0	0
NEUROCRINE BIOSCIENCES INC COM USD.01	COMMON	64125C109	148	1,215	SH		SOLE		1,215	0	0
NEVRO CORP COM USD0.001	COMMON	64157F103	661	5,528	SH		SOLE		5,528	0	0
NEW HOME CO INC COM USD.01	COMMON	645370107	104	30,972	SH		SOLE		30,972	0	0
NEW ORIENTAL ED & TECH ADR USD	COMMON	647581107	619	4,750	SH		SOLE		4,750	0	0
NEW SENIOR INVESTMENT GROUP COM USD.01	COMMON	648691103	81	22,234	SH		SOLE		22,234	0	0
NEW YORK CMNTY BANCORP INC COM USD.01	COMMON	649445103	0	1	SH		SOLE		1	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	139	3,300	SH		SOLE		3,300	0	0
NEWELL BRANDS INC COM USD1	COMMON	651229106	0	9	SH		SOLE		9	0	0
NEWMARK GROUP INC Cl A	COMMON	65158N102	2,053	421,884	SH		SOLE		421,884	0	0
NEWMARKET CORP COM USD1	COMMON	651587107	96	240	SH		SOLE		240	0	0
NEWMONT CORP COM USD1.6	COMMON	651639106	1,969	31,893	SH		SOLE		31,893	0	0
NEWS CORP CL B COM USD0.01	COMMON	65249B208	0	35	SH		SOLE		35	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	6	177	SH		SOLE		177	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	41	494	SH		SOLE		494	0	0
NEXTERA ENERGY INC COM NPV	COMMON	65339F101	935	3,894	SH		SOLE		3,894	0	0
NI HOLDINGS INC COM	COMMON	65342T106	42	2,810	SH		SOLE		2,810	0	0
NIC INC COM NPV	COMMON	62914B100	406	17,647	SH		SOLE		17,647	0	0
NICE LTD SPON ADR	COMMON	653656108	13	68	SH		SOLE		68	0	0
NICOLET BANKSHARES INC COM USD.01	COMMON	65406E102	0	7	SH		SOLE		7	0	0
NIELSEN HOLDINGS PLC COM EUR0.07	COMMON	G6518L108	1	51	SH		SOLE		51	0	0
NIKE INC -CL B CL B COM NPV	COMMON	654106103	1,055	10,762	SH		SOLE		10,762	0	0
NISOURCE INC COM NPV	COMMON	65473P105	11	493	SH		SOLE		493	0	0
NOBLE ENERGY INC COM USD3.33	COMMON	655044105	4	398	SH		SOLE		398	0	0
NOKIA CORP SPON ADR	COMMON	654902204	69	15,581	SH		SOLE		15,581	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	1,085	244,288	SH		SOLE		244,288	0	0
NORBORD INC COM NPV	COMMON	65548P403	1,073	47,114	SH		SOLE		47,114	0	0
NORDIC AMERICAN TANKERS LTD COM USD.01	COMMON	G65773106	72	17,694	SH		SOLE		17,694	0	0
NORDSON CORP COM USD1	COMMON	655663102	164	866	SH		SOLE		866	0	0
NORDSTROM INC COM NPV	COMMON	655664100	2	99	SH		SOLE		99	0	0
NORFOLK SOUTHERN CORP COM USD1	COMMON	655844108	370	2,109	SH		SOLE		2,109	0	0
NORTHEAST BANK COM NPV	COMMON	66405S100	3	168	SH		SOLE		168	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	86	10,800	SH		SOLE		10,800	0	0
NORTHERN TRUST CORP COM USD3.17	COMMON	665859104	11	140	SH		SOLE		140	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	124	4,929	SH		SOLE		4,929	0	0
NORTHROP GRUMMAN CORP COM NPV	COMMON	666807102	236	769	SH		SOLE		769	0	0
NORTHWEST PIPE CO COM USD.01	COMMON	667746101	3	106	SH		SOLE		106	0	0
NORTHWESTERN CORP COM NEW	COMMON	668074305	22	395	SH		SOLE		395	0	0
NORTONLIFELOCK INC COM NPV	COMMON	668771108	2	125	SH		SOLE		125	0	0
NORWEGIAN CRUISE LINE HLDGS COM USD.001	COMMON	G66721104	3	179	SH		SOLE		179	0	0
NOVAGOLD RESOURCES LTD COM NPV	COMMON	66987E206	276	29,996	SH		SOLE		29,996	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	2,523	28,889	SH		SOLE		28,889	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	855	13,056	SH		SOLE		13,056	0	0
NOVOCURE LTD ORD NPV	COMMON	G6674U108	71	1,194	SH		SOLE		1,194	0	0
NRG ENERGY INC COM NEW	COMMON	629377508	12	382	SH		SOLE		382	0	0
NU SKIN ENTERPRISES -CL A CL A COM USD.001	COMMON	67018T105	1	18	SH		SOLE		18	0	0
NUANCE COMMUNICATIONS INC COM USD.001	COMMON	67020Y100	531	20,980	SH		SOLE		20,980	0	0
NUCOR CORP COM USD.4	COMMON	670346105	1,008	24,347	SH		SOLE		24,347	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	30	923	SH		SOLE		923	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	136	2,441	SH		SOLE		2,441	0	0
NVENT ELECTRIC PLC When issued	COMMON	G6700G107	1	72	SH		SOLE		72	0	0
NVIDIA CORP COM USD.001	COMMON	67066G104	2,917	7,677	SH		SOLE		7,677	0	0
NVR INC COM USD.01	COMMON	62944T105	65	20	SH		SOLE		20	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	4,774	41,839	SH		SOLE		41,839	0	0
OCCIDENTAL PETROLEUM CORP COM USD.2	COMMON	674599105	6	325	SH		SOLE		325	0	0
OCEAN BIO-CHEM INC COM USD.01	COMMON	674631106	175	12,529	SH		SOLE		12,529	0	0
OCULAR THERAPEUTIX INC COM USD0.0001	COMMON	67576A100	1	87	SH		SOLE		87	0	0
OFFICE DEPOT INC COM USD.01	COMMON	676220106	319	83,981	SH		SOLE		83,981	0	0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI	COMMON	67623C109	1,856	71,425	SH		SOLE		71,425	0	0
OFG BANCORP COM USD1	COMMON	67103X102	8	583	SH		SOLE		583	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	416	11,997	SH		SOLE		11,997	0	0
OIL STATES INTL INC COM USD.01	COMMON	678026105	1	184	SH		SOLE		184	0	0
OKTA INC CL A COM USD0.0001	COMMON	679295105	50	252	SH		SOLE		252	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	1,295	7,636	SH		SOLE		7,636	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	266	16,293	SH		SOLE		16,293	0	0
OLIN CORP COM USD1	COMMON	680665205	45	3,877	SH		SOLE		3,877	0	0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001	COMMON	681116109	1	11	SH		SOLE		11	0	0
OLYMPIC STEEL INC COM NPV	COMMON	68162K106	426	36,223	SH		SOLE		36,223	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	3	96	SH		SOLE		96	0	0
OMEROS CORP COM USD.01	COMMON	682143102	1	41	SH		SOLE		41	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	1,947	35,665	SH		SOLE		35,665	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	320	16,126	SH		SOLE		16,126	0	0
ONE GAS INC COM	COMMON	68235P108	1	13	SH		SOLE		13	0	0
ONE GP HOSPITALITY (THE) COM USD.0001	COMMON	88338K103	2	1,053	SH		SOLE		1,053	0	0
ONEMAIN HOLDINGS INC COM	COMMON	68268W103	0	15	SH		SOLE		15	0	0
ONEOK INC COM NPV	COMMON	682680103	10	303	SH		SOLE		303	0	0
ONTO INNOVATION INC COM USD.001	COMMON	683344105	4	110	SH		SOLE		110	0	0
OP BANCORP COM	COMMON	67109R109	196	28,407	SH		SOLE		28,407	0	0
OPEN TEXT CORP COM NPV	COMMON	683715106	6	132	SH		SOLE		132	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	273	12,537	SH		SOLE		12,537	0	0
OPTINOSE INC COM USD0.001	COMMON	68404V100	2	239	SH		SOLE		239	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	48,567	878,494	SH		OTR		706,088	172,406	0
ORAMED PHARMACEUTICALS INC COM USD.001	COMMON	68403P203	0	41	SH		SOLE		41	0	0
ORANGE SPON ADR	COMMON	684060106	36	3,043	SH		SOLE		3,043	0	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	174	412	SH		SOLE		412	0	0
ORION ENERGY SYSTEMS INC COM NPV	COMMON	686275108	284	82,007	SH		SOLE		82,007	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	1,077	17,479	SH		SOLE		17,479	0	0
ORMAT TECHNOLOGIES INC COM USD.001	COMMON	686688102	0	4	SH		SOLE		4	0	0
ORTHOPEDIATRICS CORP COM USD0.00025	COMMON	68752L100	7	163	SH		SOLE		163	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	1	20	SH		SOLE		20	0	0
OSI SYSTEMS INC COM NPV	COMMON	671044105	319	4,272	SH		SOLE		4,272	0	0
OSMOTICA PHARMACEUTIC COM	COMMON	G6S41R101	9	1,299	SH		SOLE		1,299	0	0
OTIS WORLDWIDE CORP COM	COMMON	68902V107	40	701	SH		SOLE		701	0	0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01	COMMON	69036R863	1	498	SH		SOLE		498	0	0
OVID THRPUTCS INC COM	COMMON	690469101	13	1,728	SH		SOLE		1,728	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	5	697	SH		SOLE		697	0	0
OWENS CORNING COM NEW USD.01	COMMON	690742101	71	1,280	SH		SOLE		1,280	0	0
OXFORD INDUSTRIES INC COM USD1	COMMON	691497309	12	264	SH		SOLE		264	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	135	4,388	SH		SOLE		4,388	0	0
PACCAR INC COM USD12	COMMON	693718108	146	1,957	SH		SOLE		1,957	0	0
PACIFIC PREMIER BANCORP INC COM USD8	COMMON	69478X105	157	7,236	SH		SOLE		7,236	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	1,336	13,386	SH		SOLE		13,386	0	0
PAGSEGURO DIGITAL LTD CL A COM NPV	COMMON	G68707101	4	112	SH		SOLE		112	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	15	67	SH		SOLE		67	0	0
PALOMAR HOLDINGS INC COM	COMMON	69753M105	57	667	SH		SOLE		667	0	0
PAN AMERICAN SILVER CORP COM NPV	COMMON	697900108	4,715	155,566	SH		SOLE		155,566	0	0
PAPA JOHNS INTERNATIONAL INC COM USD.01	COMMON	698813102	481	6,045	SH		SOLE		6,045	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	1	38	SH		SOLE		38	0	0
PARETEUM CORP COM NPV	COMMON	69946T207	0	3	SH		SOLE		3	0	0
PARK NATIONAL CORP COM NPV	COMMON	700658107	0	3	SH		SOLE		3	0	0
PARK OHIO HOLDINGS CORP COM USD1	COMMON	700666100	4	248	SH		SOLE		248	0	0
PARKER-HANNIFIN CORP COM USD.5	COMMON	701094104	69	374	SH		SOLE		374	0	0
PARTY CITY HOLDCO INC COM USD.01	COMMON	702149105	0	1	SH		SOLE		1	0	0
PATRICK INDUSTRIES INC COM NPV	COMMON	703343103	6	103	SH		SOLE		103	0	0
PATTERSON COS INC COM USD.01	COMMON	703395103	172	7,812	SH		SOLE		7,812	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	57	749	SH		SOLE		749	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	10	32	SH		SOLE		32	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	1,264	7,253	SH		SOLE		7,253	0	0
PBF ENERGY INC CL A COM USD0.001	COMMON	69318G106	38	3,672	SH		SOLE		3,672	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	4	87	SH		SOLE		87	0	0
PCB BANCORP COM	COMMON	69320M109	42	4,067	SH		SOLE		4,067	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	372	55,762	SH		SOLE		55,762	0	0
PDF SOLUTIONS INC COM USD.00015	COMMON	693282105	200	10,205	SH		SOLE		10,205	0	0
PDL BIOPHARMA INC COM USD.01	COMMON	69329Y104	87	29,975	SH		SOLE		29,975	0	0
PEABODY ENERGY CORP WHEN ISSUED	COMMON	704551100	1	321	SH		SOLE		321	0	0
PEARSON PLC SPON ADR	COMMON	705015105	0	37	SH		SOLE		37	0	0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01	COMMON	70509V100	172	12,616	SH		SOLE		12,616	0	0
PENNANT GROUP INC (THE) COM	COMMON	70805E109	1	36	SH		SOLE		36	0	0
PENNS WOODS BANCORP INC COM USD10.	COMMON	708430103	20	902	SH		SOLE		902	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	417	9,961	SH		SOLE		9,961	0	0
PENTAIR PLC COM USD.16	COMMON	G7S00T104	4	104	SH		SOLE		104	0	0
PEOPLE'S UNITED FINL INC COM NPV	COMMON	712704105	2	200	SH		SOLE		200	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	1,003	7,580	SH		SOLE		7,580	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	341	9,515	SH		SOLE		9,515	0	0
PERION NETWORK LTD ORD USD	COMMON	M78673114	343	65,581	SH		SOLE		65,581	0	0
PERKINELMER INC COM USD1	COMMON	714046109	11	116	SH		SOLE		116	0	0
PERMA-FIX ENVIRONMENTAL SVCS COM USD.001	COMMON	714157203	0	25	SH		SOLE		25	0	0
PERMA-PIPE INTERNATIONAL HOL COM USD.01	COMMON	714167103	3	545	SH		SOLE		545	0	0
PERRIGO CO PLC COM NPV	COMMON	G97822103	9	158	SH		SOLE		158	0	0
PERSONALIS INC COM	COMMON	71535D106	1	59	SH		SOLE		59	0	0
PERSPECTA INC When Issued	COMMON	715347100	566	24,342	SH		SOLE		24,342	0	0
PETMED EXPRESS INC COM USD.001	COMMON	716382106	1,105	30,958	SH		SOLE		30,958	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	77	2,338	SH		SOLE		2,338	0	0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR	COMMON	71654V408	1	152	SH		SOLE		152	0	0
PFIZER INC COM USD.1	COMMON	717081103	41,392	1,265,439	SH		OTR		975,824	289,615	0
PFSWEB INC COM USD.001	COMMON	717098206	281	41,985	SH		SOLE		41,985	0	0
PHASEBIO PHARMACEUTIC COM	COMMON	717224109	1	122	SH		SOLE		122	0	0
PHATHOM PHARMA INC COM	COMMON	71722W107	0	14	SH		SOLE		14	0	0
PHILIP MORRIS INTERNATIONAL COM NPV	COMMON	718172109	1,159	16,540	SH		SOLE		16,540	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	625	8,694	SH		SOLE		8,694	0	0
PHOTRONICS INC COM NPV	COMMON	719405102	64	5,710	SH		SOLE		5,710	0	0
PICO HOLDINGS INC COM USD.1	COMMON	693366205	228	27,012	SH		SOLE		27,012	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	357	21,511	SH		SOLE		21,511	0	0
PILGRIM'S PRIDE CORP COM USD.01	COMMON	72147K108	2	114	SH		SOLE		114	0	0
PINDUODUO INC -ADR ADR	COMMON	722304102	702	8,182	SH		SOLE		8,182	0	0
PINNACLE WEST CAPITAL CORP COM USD2.5	COMMON	723484101	6	80	SH		SOLE		80	0	0
PIONEER NATURAL RESOURCES CO COM NPV	COMMON	723787107	6	63	SH		SOLE		63	0	0
PIPER SANDLER COS COM	COMMON	724078100	0	4	SH		SOLE		4	0	0
PLUMAS BANCORP COM	COMMON	729273102	0	9	SH		SOLE		9	0	0
PLYMOUTH INDL REIT INC COM USD.01	COMMON	729640102	1	90	SH		SOLE		90	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	12,985	123,403	SH		OTR		97,941	25,462	0
POINTS INTERNATIONAL LTD COM	COMMON	730843208	211	23,170	SH		SOLE		23,170	0	0
POOL CORP COM USD.001	COMMON	73278L105	14	51	SH		SOLE		51	0	0
POPULAR INC COM USD5	COMMON	733174700	83	2,229	SH		SOLE		2,229	0	0
PORTLAND GENERAL ELECTRIC CO COM USD	COMMON	736508847	22	526	SH		SOLE		526	0	0
PORTOLA PHARMACEUTICALS INC COM USD.001	COMMON	737010108	1	49	SH		SOLE		49	0	0
POSCO SPON ADR	COMMON	693483109	2,645	71,403	SH		SOLE		71,403	0	0
POST HOLDINGS INC COM USD.01	COMMON	737446104	12	133	SH		SOLE		133	0	0
POTBELLY CORP COM USD.01	COMMON	73754Y100	38	16,868	SH		SOLE		16,868	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	1	20	SH		SOLE		20	0	0
POWELL INDUSTRIES INC COM USD.01	COMMON	739128106	262	9,549	SH		SOLE		9,549	0	0
POWER INTEGRATIONS INC COM USD.001	COMMON	739276103	7	62	SH		SOLE		62	0	0
PPG INDUSTRIES INC COM USD1.666	COMMON	693506107	127	1,201	SH		SOLE		1,201	0	0
PPL CORP COM NPV	COMMON	69351T106	13	519	SH		SOLE		519	0	0
PRECISION DRILLING CORP COM NPV	COMMON	74022D308	593	782,892	SH		SOLE		782,892	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	141	2,817	SH		SOLE		2,817	0	0
PRESTIGE CONSUMER HEALTHCARE COM USD.01	COMMON	74112D101	2,830	75,292	SH		SOLE		75,292	0	0
PRETIUM RESOURCES INC COM NPV	COMMON	74139C102	601	71,915	SH		SOLE		71,915	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	110	889	SH		SOLE		889	0	0
PRIMEENERGY RESOURCES CORP COM USD.1	COMMON	74158E104	14	200	SH		SOLE		200	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	9	224	SH		SOLE		224	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	2,476	20,706	SH		SOLE		20,706	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	8	453	SH		SOLE		453	0	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	2	2,149	SH		SOLE		2,149	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	1,456	18,177	SH		SOLE		18,177	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	520	5,572	SH		SOLE		5,572	0	0
PROSHARES ULTRASHORT EURO	COMMON	74347W882	5	201	SH		SOLE		201	0	0
PROTECTIVE INSURANCE CORP CL B COM NPV	COMMON	74368L203	4	242	SH		SOLE		242	0	0
PROTO LABS INC COM USD0.001	COMMON	743713109	211	1,876	SH		SOLE		1,876	0	0
PROVIDENCE SERVICE CORP CL A COM USD.001	COMMON	743815102	325	4,119	SH		SOLE		4,119	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	1,454	23,880	SH		SOLE		23,880	0	0
PRUDENTIAL PLC ADR	COMMON	74435K204	185	6,096	SH		SOLE		6,096	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	6	44	SH		SOLE		44	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	53	9,619	SH		SOLE		9,619	0	0
PTC INC COM USD.01	COMMON	69370C100	2	20	SH		SOLE		20	0	0
PUBLIC SERVICE ENTRP GRP INC COM NPV	COMMON	744573106	78	1,594	SH		SOLE		1,594	0	0
PUBLIC STORAGE COM USD.1	COMMON	74460D109	55	286	SH		SOLE		286	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	2,246	66,003	SH		SOLE		66,003	0	0
PURPLE INNOVATION INC COM CL A USD.0001	COMMON	74640Y106	104	5,773	SH		SOLE		5,773	0	0
PVH CORP COM USD1	COMMON	693656100	0	3	SH		SOLE		3	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	156	28,711	SH		SOLE		28,711	0	0
QCR HOLDINGS INC COM USD1	COMMON	74727A104	62	1,978	SH		SOLE		1,978	0	0
QIAGEN NV COM NLG.03	COMMON	N72482123	33	766	SH		SOLE		766	0	0
QORVO INC COM NPV	COMMON	74736K101	272	2,463	SH		SOLE		2,463	0	0
QTS REALTY TRUST INC CL A COM USD0.01	COMMON	74736A103	13	197	SH		SOLE		197	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	58,310	639,097	SH		OTR		488,204	150,893	0
QUALYS INC COM USD0.001	COMMON	74758T303	770	7,396	SH		SOLE		7,396	0	0
QUANTA SERVICES INC COM USD.00001	COMMON	74762E102	14	366	SH		SOLE		366	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	36	317	SH		SOLE		317	0	0
QUIDEL CORP COM NPV	COMMON	74838J101	2,607	11,636	SH		SOLE		11,636	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	2	154	SH		SOLE		154	0	0
QUOTIENT LTD ORD SHS	COMMON	G73268107	1	141	SH		SOLE		141	0	0
QURATE RETAIL INC INT COM SER A	COMMON	74915M100	1	96	SH		SOLE		96	0	0
R1 RCM INC COM USD.01	COMMON	749397105	2	137	SH		SOLE		137	0	0
RADIAN GROUP INC COM USD.001	COMMON	750236101	106	6,824	SH		SOLE		6,824	0	0
RADIANT LOGISTICS INC UNIT	COMMON	75025X100	68	17,303	SH		SOLE		17,303	0	0
RADNET INC COM USD.01	COMMON	750491102	3	206	SH		SOLE		206	0	0
RAFAEL HOLDINGS INC COM CL B USD0.01	COMMON	75062E106	2	147	SH		SOLE		147	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	68	935	SH		SOLE		935	0	0
RAMBUS INC COM USD.001	COMMON	750917106	2	159	SH		SOLE		159	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	1,645	23,894	SH		SOLE		23,894	0	0
RAYTHEON TECHNOLOGIES CORP COM USD5	COMMON	75513E101	529	8,583	SH		SOLE		8,583	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	25	803	SH		SOLE		803	0	0
REALTY INCOME CORP COM USD1	COMMON	756109104	13	220	SH		SOLE		220	0	0
REATA PHARMACEUTICALS INC CL A COM NPV	COMMON	75615P103	172	1,103	SH		SOLE		1,103	0	0
RECRO PHARMA INC COM USD.01	COMMON	75629F109	1	239	SH		SOLE		239	0	0
RED VIOLET INC COM	COMMON	75704L104	0	18	SH		SOLE		18	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	210	2,403	SH		SOLE		2,403	0	0
REGENCY CENTERS CORP COM USD.01	COMMON	758849103	21,820	475,349	SH		OTR		340,276	135,073	0
REGENERON PHARMACEUTICALS COM USD.001	COMMON	75886F107	385	618	SH		SOLE		618	0	0
REGIONAL MANAGEMENT CORP COM USD.1	COMMON	75902K106	5	306	SH		SOLE		306	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	23,588	2,120,420	SH		OTR		1,587,995	532,425	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	71	910	SH		SOLE		910	0	0
RELIANCE STEEL & ALUMINUM CO COM NPV	COMMON	759509102	2,119	22,319	SH		SOLE		22,319	0	0
RELX PLC SP ADR	COMMON	759530108	331	14,060	SH		SOLE		14,060	0	0
RENAISSANCERE HOLDINGS LTD COM USD1	COMMON	G7496G103	3	18	SH		SOLE		18	0	0
RENASANT CORP COM USD5	COMMON	75970E107	67	2,692	SH		SOLE		2,692	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	153	6,180	SH		SOLE		6,180	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	1,636	58,785	SH		SOLE		58,785	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	812	6,562	SH		SOLE		6,562	0	0
REPRO MEDSYSTEMS INC COM USD.01	COMMON	759910102	312	34,747	SH		SOLE		34,747	0	0
REPUBLIC BANCORP INC/KY CL A COM NPV	COMMON	760281204	42	1,295	SH		SOLE		1,295	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	161	1,968	SH		SOLE		1,968	0	0
RESIDEO TECHNOLOGIES COM	COMMON	76118Y104	1	83	SH		SOLE		83	0	0
RESMED INC COM USD.004	COMMON	761152107	1,842	9,593	SH		SOLE		9,593	0	0
RESOURCES CONNECTION INC COM USD.01	COMMON	76122Q105	2	173	SH		SOLE		173	0	0
RESTAURANT BRANDS INTL INC COM USD.01	COMMON	76131D103	678	12,407	SH		SOLE		12,407	0	0
RESTORBIO INC COM	COMMON	76133L103	1	356	SH		SOLE		356	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	0	59	SH		SOLE		59	0	0
RETAIL VALUE INC COM	COMMON	76133Q102	24	1,979	SH		SOLE		1,979	0	0
RETRACTABLE TECHNOLOGIES INC COM NPV	COMMON	76129W105	1,116	158,870	SH		SOLE		158,870	0	0
REX AMERICAN RESOURCES CORP COM USD.01	COMMON	761624105	34	485	SH		SOLE		485	0	0
RH COM USD.0001	COMMON	74967X103	482	1,934	SH		SOLE		1,934	0	0
RING ENERGY INC COM USD.001	COMMON	76680V108	0	385	SH		SOLE		385	0	0
RINGCENTRAL INC CL A COM USD.0001	COMMON	76680R206	78	275	SH		SOLE		275	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	3,399	60,496	SH		SOLE		60,496	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	6,350	156,169	SH		SOLE		156,169	0	0
RITE AID CORP COM USD1	COMMON	767754872	8	496	SH		SOLE		496	0	0
RLI CORP COM USD1	COMMON	749607107	48	587	SH		SOLE		587	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	503	53,320	SH		SOLE		53,320	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	217	7,348	SH		SOLE		7,348	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	2	45	SH		SOLE		45	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	70	327	SH		SOLE		327	0	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	102	4,946	SH		SOLE		4,946	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	9	229	SH		SOLE		229	0	0
ROGERS CORP COM USD1	COMMON	775133101	1	6	SH		SOLE		6	0	0
ROKU INC CL A COM USD .0001	COMMON	77543R102	6	49	SH		SOLE		49	0	0
ROLLINS INC COM USD1	COMMON	775711104	1	21	SH		SOLE		21	0	0
ROPER TECHNOLOGIES INC COM USD.01	COMMON	776696106	181	465	SH		SOLE		465	0	0
ROSEHILL RESOURCES INC CL A COM NPV	COMMON	777385105	0	1	SH		SOLE		1	0	0
ROSS STORES INC COM USD.01	COMMON	778296103	153	1,793	SH		SOLE		1,793	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	589	8,693	SH		SOLE		8,693	0	0
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS	COMMON	780097689	1,759	576,668	SH		SOLE		576,668	0	0
ROYAL CARIBBEAN CRUISES LTD COM USD.01	COMMON	V7780T103	4	74	SH		SOLE		74	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	716	21,907	SH		SOLE		21,907	0	0
ROYAL DUTCH SHELL PLC ADR CL B	COMMON	780259107	9	296	SH		SOLE		296	0	0
ROYAL GOLD INC COM USD.01	COMMON	780287108	69	551	SH		SOLE		551	0	0
RPM INTERNATIONAL INC COM USD.064	COMMON	749685103	4	50	SH		SOLE		50	0	0
RPT REALTY SHS BEN INT USD.01	COMMON	74971D101	2	259	SH		SOLE		259	0	0
RTW RETAILWINDS INC COM USD.01	COMMON	74980D100	0	2	SH		SOLE		2	0	0
RUBICON PROJECT INC COM USD.00001	COMMON	78112V102	0	2	SH		SOLE		2	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	4	100	SH		SOLE		100	0	0
RYANAIR HOLDINGS PLC SPON ADR	COMMON	783513203	1	10	SH		SOLE		10	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	307	54,604	SH		SOLE		54,604	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	0	4	SH		SOLE		4	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	674	2,047	SH		SOLE		2,047	0	0
SABRA HEALTH CARE REIT INC COM USD.01	COMMON	78573L106	1	87	SH		SOLE		87	0	0
SAFE BULKERS INC COM USD.001	COMMON	Y7388L103	0	2	SH		SOLE		2	0	0
SAGA COMMUNICATIONS -CL A CL A COM USD.01	COMMON	786598300	100	3,909	SH		SOLE		3,909	0	0
SALESFORCE.COM INC COM USD.001	COMMON	79466L302	1,085	5,790	SH		SOLE		5,790	0	0
SALISBURY BANCORP INC COM USD3.33	COMMON	795226109	99	2,413	SH		SOLE		2,413	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	69	5,507	SH		SOLE		5,507	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	0	2	SH		SOLE		2	0	0
SANDSTORM GOLD LTD COM NPV	COMMON	80013R206	1,027	107,245	SH		SOLE		107,245	0	0
SANDY SPRING BANCORP INC COM USD1	COMMON	800363103	69	2,795	SH		SOLE		2,795	0	0
SANFILIPPO JOHN B&SON COM USD.01	COMMON	800422107	5,563	65,133	SH		SOLE		65,133	0	0
SANGAMO THERAPEUTICS INC COM USD.01	COMMON	800677106	1	58	SH		SOLE		58	0	0
SANMINA CORP COM USD.01	COMMON	801056102	411	16,414	SH		SOLE		16,414	0	0
SANOFI SPONSORED ADR	COMMON	80105N105	1,182	23,153	SH		SOLE		23,153	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	18	966	SH		SOLE		966	0	0
SAP SE SPON ADR	COMMON	803054204	953	6,807	SH		SOLE		6,807	0	0
SAPIENS INTERNATIONAL CORP COM ANG1	COMMON	G7T16G103	834	29,825	SH		SOLE		29,825	0	0
SAREPTA THERAPEUTICS INC COM USD.0001	COMMON	803607100	5	32	SH		SOLE		32	0	0
SAVARA INC COM USD.001	COMMON	805111101	2	937	SH		SOLE		937	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	3	145	SH		SOLE		145	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	1,333	4,476	SH		SOLE		4,476	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	132	5,490	SH		SOLE		5,490	0	0
SCHLUMBERGER LTD COM USD.01	COMMON	806857108	122	6,635	SH		SOLE		6,635	0	0
SCHNEIDER NATIONAL INC COM CL B	COMMON	80689H102	212	8,579	SH		SOLE		8,579	0	0
SCHOLASTIC CORP COM USD.25	COMMON	807066105	0	16	SH		SOLE		16	0	0
SCHWAB (CHARLES) CORP COM USD.01	COMMON	808513105	207	6,132	SH		SOLE		6,132	0	0
SCHWAB INTL EQUITY ETF	COMMON	808524805	34	1,143	SH		SOLE		1,143	0	0
SCHWAB U.S. TIPS ETF	COMMON	808524870	1	19	SH		SOLE		19	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	294	8,805	SH		SOLE		8,805	0	0
SCIENCE APPLICATIONS INTL CP COM USD.0001	COMMON	808625107	69	887	SH		SOLE		887	0	0
SCIPLAY CORP COM	COMMON	809087109	52	3,517	SH		SOLE		3,517	0	0
SCOTTS MIRACLE-GRO CO CL A COM USD.01	COMMON	810186106	111	824	SH		SOLE		824	0	0
SEACHANGE INTERNATIONAL INC COM USD.01	COMMON	811699107	0	78	SH		SOLE		78	0	0
SEADRILL LTD COM	COMMON	G7998G106	0	1	SH		SOLE		1	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	45,175	932,928	SH		OTR		747,009	185,919	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	0	11	SH		SOLE		11	0	0
SEATTLE GENETICS INC COM USD.001	COMMON	812578102	80	472	SH		SOLE		472	0	0
SECURITY NATL FINL CP -CL A CL A COM NPV	COMMON	814785309	57	8,532	SH		SOLE		8,532	0	0
SELECT MEDICAL HOLDINGS CORP COM USD.001	COMMON	81619Q105	325	22,025	SH		SOLE		22,025	0	0
SEMPRA ENERGY COM NPV	COMMON	816851109	199	1,694	SH		SOLE		1,694	0	0
SENECA FOODS CORP CL A COM NPV	COMMON	817070501	398	11,781	SH		SOLE		11,781	0	0
SENSEONICS HLDGS INC COM USD.001	COMMON	81727U105	0	4	SH		SOLE		4	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	1	30	SH		SOLE		30	0	0
SERVICENOW INC COM USD.001	COMMON	81762P102	304	751	SH		SOLE		751	0	0
SERVICESOURCE INTL INC COM USD.0001	COMMON	81763U100	0	154	SH		SOLE		154	0	0
SHARPS COMPLIANCE CORP COM	COMMON	820017101	133	18,931	SH		SOLE		18,931	0	0
SHENANDOAH TELECOMMUN CO COM USD10	COMMON	82312B106	524	10,607	SH		SOLE		10,607	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	563	974	SH		SOLE		974	0	0
SHINHAN FINANCIAL GROUP LTD SPON ADR	COMMON	824596100	332	13,785	SH		SOLE		13,785	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	6	189	SH		SOLE		189	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	404	426	SH		SOLE		426	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	68	11,433	SH		SOLE		11,433	0	0
SILVERCORP METALS INC COM	COMMON	82835P103	7,868	1,473,809	SH		SOLE		1,473,809	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	76	5,950	SH		SOLE		5,950	0	0
SIMMONS FIRST NATL CP -CL A CL A COM NPV	COMMON	828730200	26	1,542	SH		SOLE		1,542	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	3,172	46,377	SH		OTR		30,105	16,272	0
SIMPSON MANUFACTURING INC COM NPV	COMMON	829073105	2	25	SH		SOLE		25	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	1,411	23,564	SH		SOLE		23,564	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	1	41	SH		SOLE		41	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	819	34,284	SH		SOLE		34,284	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	2	260	SH		SOLE		260	0	0
SITE CENTERS CORP COM USD.1	COMMON	82981J109	1	167	SH		SOLE		167	0	0
SKECHERS U S A INC CL A COM USD.001	COMMON	830566105	0	15	SH		SOLE		15	0	0
SKYWORKS SOLUTIONS INC COM USD.25	COMMON	83088M102	2,008	15,700	SH		SOLE		15,700	0	0
SL GREEN REALTY CORP COM USD.01	COMMON	78440X101	2	46	SH		SOLE		46	0	0
SLEEP NUMBER CORP COM USD.01	COMMON	83125X103	13	302	SH		SOLE		302	0	0
SLM CORP COM USD.2 VTG	COMMON	78442P106	34	4,806	SH		SOLE		4,806	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	967	25,357	SH		SOLE		25,357	0	0
SMITH (A.O.) COM USD1	COMMON	831865209	31	668	SH		SOLE		668	0	0
SMUCKER (JM) CO COM NPV	COMMON	832696405	1,157	10,938	SH		SOLE		10,938	0	0
SNAP-ON INC COM USD1	COMMON	833034101	2	15	SH		SOLE		15	0	0
SOLARIS OILFIELD IF INC CL A COM USD0.01	COMMON	83418M103	21	2,876	SH		SOLE		2,876	0	0
SOLIGENIX INC COM USD.01	COMMON	834223307	0	88	SH		SOLE		88	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	4	68	SH		SOLE		68	0	0
SONY CORP ADR	COMMON	835699307	3,860	55,839	SH		SOLE		55,839	0	0
SOTHERLY HOTELS INC COM USD.01	COMMON	83600C103	1	256	SH		SOLE		256	0	0
SOUTHERN CO COM USD5	COMMON	842587107	291	5,618	SH		SOLE		5,618	0	0
SOUTHERN COPPER CORP COM USD.01	COMMON	84265V105	3	65	SH		SOLE		65	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	4,149	121,318	SH		SOLE		121,318	0	0
SPARTANNASH CO COM NPV	COMMON	847215100	2,062	96,952	SH		SOLE		96,952	0	0
SPDR BBG BARC EM LOCAL BOND	COMMON	78464A391	1	36	SH		SOLE		36	0	0
SPDR NUV BBG BARC MUNI BOND	COMMON	78468R721	5	100	SH		SOLE		100	0	0
SPDR PORTFOLIO INTERMEDIATE	COMMON	78464A672	1	42	SH		SOLE		42	0	0
SPDR S&P 500 ETF TRUST	COMMON	78462F103	3,094	10,033	SH		SOLE		10,033	0	0
SPECTRUM BRND HLDG INC COM USD.25	COMMON	84790A105	1	26	SH		SOLE		26	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	9	248	SH		SOLE		248	0	0
SPLUNK INC COM USD.001	COMMON	848637104	73	368	SH		SOLE		368	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	486	34,064	SH		SOLE		34,064	0	0
SPOTIFY TECHNOLOGY SA COM	COMMON	L8681T102	18	70	SH		SOLE		70	0	0
SPROTT INC COM	COMMON	852066208	115	3,196	SH		SOLE		3,196	0	0
SPS COMMERCE INC COM USD.001	COMMON	78463M107	416	5,535	SH		SOLE		5,535	0	0
SPX CORP COM USD1	COMMON	784635104	1,060	25,719	SH		SOLE		25,719	0	0
SQUARE INC CL A COM USD.0000001	COMMON	852234103	99	944	SH		SOLE		944	0	0
SSR MINING INC COM NPV	COMMON	784730103	864	40,632	SH		SOLE		40,632	0	0
ST JOE CO COM USD100	COMMON	790148100	127	6,546	SH		SOLE		6,546	0	0
STAAR SURGICAL CO COM USD.01	COMMON	852312305	2	33	SH		SOLE		33	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	0	2	SH		SOLE		2	0	0
STANLEY BLACK & DECKER INC COM USD2.5	COMMON	854502101	46	327	SH		SOLE		327	0	0
STANTEC INC COM NPV	COMMON	85472N109	9,370	304,049	SH		SOLE		304,049	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	58,108	789,399	SH		OTR		589,818	199,581	0
STATE STREET CORP COM USD1	COMMON	857477103	27,962	439,900	SH		OTR		347,114	92,786	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	5	185	SH		SOLE		185	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	17	1,388	SH		SOLE		1,388	0	0
STEPAN CO COM USD1	COMMON	858586100	304	3,129	SH		SOLE		3,129	0	0
STERICYCLE INC COM USD.01	COMMON	858912108	10	182	SH		SOLE		182	0	0
STERIS PLC COM NPV	COMMON	G8473T100	3,363	21,916	SH		SOLE		21,916	0	0
STERLING BANCORP COM USD.1	COMMON	85917A100	84	7,172	SH		SOLE		7,172	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	6	531	SH		SOLE		531	0	0
STIFEL FINANCIAL CORP COM USD.15	COMMON	860630102	248	5,223	SH		SOLE		5,223	0	0
STMICROELECTRONICS NV ADR	COMMON	861012102	43	1,583	SH		SOLE		1,583	0	0
STONERIDGE INC COM NPV	COMMON	86183P102	0	19	SH		SOLE		19	0	0
STRATEGIC EDUCATION INC COM USD.01	COMMON	86272C103	151	984	SH		SOLE		984	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	37	2,328	SH		SOLE		2,328	0	0
STRONGBRIDGE BIOPHARMA PLC ORD USD.01	COMMON	G85347105	1	186	SH		SOLE		186	0	0
STRYKER CORP COM USD10	COMMON	863667101	391	2,169	SH		SOLE		2,169	0	0
STURM RUGER & CO INC COM USD1	COMMON	864159108	522	6,861	SH		SOLE		6,861	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	1,164	207,036	SH		SOLE		207,036	0	0
SUMMIT HOTEL PROPERTIES INC COM USD.01	COMMON	866082100	560	94,486	SH		SOLE		94,486	0	0
SUN COMMUNITIES INC COM USD.01	COMMON	866674104	10	77	SH		SOLE		77	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	17,826	486,016	SH		SOLE		486,016	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	6,684	397,099	SH		SOLE		397,099	0	0
SUNRUN INC COM USD0.0001	COMMON	86771W105	8	401	SH		SOLE		401	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	259	31,781	SH		SOLE		31,781	0	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	59	4,390	SH		SOLE		4,390	0	0
SUPERIOR INDUSTRIES INTL COM USD.5	COMMON	868168105	54	31,529	SH		SOLE		31,529	0	0
SURGERY PARTNERS INC COM USD.01	COMMON	86881A100	1	57	SH		SOLE		57	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	12	57	SH		SOLE		57	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	450	16,267	SH		SOLE		16,267	0	0
SYNAPTICS INC COM NPV	COMMON	87157D109	2,829	47,018	SH		SOLE		47,018	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	49,059	2,213,220	SH		OTR		1,713,749	499,471	0
SYNEOS HEALTH INC CL A COM NPV	COMMON	87166B102	62	1,062	SH		SOLE		1,062	0	0
SYNNEX CORP COM USD.001	COMMON	87162W100	873	7,286	SH		SOLE		7,286	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	1,610	8,257	SH		SOLE		8,257	0	0
SYSCO CORP COM USD1	COMMON	871829107	1,334	24,404	SH		SOLE		24,404	0	0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR	COMMON	874039100	3,126	55,074	SH		SOLE		55,074	0	0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR	COMMON	874060205	398	22,212	SH		SOLE		22,212	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	3	24	SH		SOLE		24	0	0
TAL EDUCATION GROUP ADS	COMMON	874080104	58	851	SH		SOLE		851	0	0
TANDEM DIABETES CARE INC COM USD.001	COMMON	875372203	3	33	SH		SOLE		33	0	0
TANGER FACTORY OUTLET CTRS COM USD.01	COMMON	875465106	175	24,591	SH		SOLE		24,591	0	0
TAPESTRY INC COM USD.01	COMMON	876030107	0	7	SH		SOLE		7	0	0
TARGA RESOURCES CORP COM USD.001	COMMON	87612G101	2	78	SH		SOLE		78	0	0
TARGET CORP COM USD1	COMMON	87612E106	6,778	56,497	SH		SOLE		56,497	0	0
TARO PHARMACEUTICL INDS LTD ORD NIS.0001	COMMON	M8737E108	10	153	SH		SOLE		153	0	0
TATA MOTORS LTD SPONSORED ADR	COMMON	876568502	0	10	SH		SOLE		10	0	0
TAYLOR MORRISON HOME CORP COM USD.01	COMMON	87724P106	12	631	SH		SOLE		631	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	189	4,421	SH		SOLE		4,421	0	0
TCF FINANCIAL CORP COM USD.01	COMMON	872307103	23	776	SH		SOLE		776	0	0
TD AMERITRADE HOLDING CORP COM USD.01	COMMON	87236Y108	4	115	SH		SOLE		115	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	28	340	SH		SOLE		340	0	0
TEAM INC COM USD.3	COMMON	878155100	1	184	SH		SOLE		184	0	0
TECHNIPFMC PLC ORD SHS	COMMON	G87110105	1	141	SH		SOLE		141	0	0
TECHNOLOGY SELECT SECT SPDR	COMMON	81369Y803	540	5,167	SH		SOLE		5,167	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	132	4,374	SH		SOLE		4,374	0	0
TEEKAY TANKERS LTD COM USD.01	COMMON	Y8565N300	47	3,629	SH		SOLE		3,629	0	0
TEGNA INC COM USD1	COMMON	87901J105	2	140	SH		SOLE		140	0	0
TELADOC HEALTH INC COM USD.001	COMMON	87918A105	852	4,459	SH		SOLE		4,459	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	35	114	SH		SOLE		114	0	0
TELEFLEX INC COM USD1	COMMON	879369106	82	226	SH		SOLE		226	0	0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR	COMMON	294821608	70	7,542	SH		SOLE		7,542	0	0
TELEFONICA BRASIL SA SPONS ADR PFD	COMMON	87936R106	22	2,471	SH		SOLE		2,471	0	0
TELEFONICA SA ADR	COMMON	879382208	142	29,497	SH		SOLE		29,497	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	3	127	SH		SOLE		127	0	0
TENARIS SA SPONSORED ADR	COMMON	88031M109	1	90	SH		SOLE		90	0	0
TERADYNE INC COM USD.125	COMMON	880770102	35,506	419,993	SH		OTR		318,949	101,044	0
TERNIUM SA -ADR ADS USD	COMMON	880890108	384	25,283	SH		SOLE		25,283	0	0
TERRAFORM POWER INC CL A COM	COMMON	88104R209	4	221	SH		SOLE		221	0	0
TERRITORIAL BANCORP INC COM USD.01	COMMON	88145X108	0	9	SH		SOLE		9	0	0
TESLA INC COM USD.001	COMMON	88160R101	1,589	1,472	SH		SOLE		1,472	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	7	1,363	SH		SOLE		1,363	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	1,260	15,914	SH		SOLE		15,914	0	0
TEVA PHARMACEUTICALS ADR	COMMON	881624209	8	627	SH		SOLE		627	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	958	7,542	SH		SOLE		7,542	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	50	943	SH		SOLE		943	0	0
TEXTRON INC COM USD.125	COMMON	883203101	3,905	118,642	SH		OTR		58,363	60,279	0
TFI INTERNATIONAL INC COM	COMMON	87241L109	9,111	257,177	SH		SOLE		257,177	0	0
THE UNILEVER GROUP ADR	COMMON	904767704	1	16	SH		SOLE		16	0	0
THE UNILEVER GROUP NY SHS USD20 ADR	COMMON	904784709	923	17,333	SH		SOLE		17,333	0	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	1,926	5,316	SH		SOLE		5,316	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	9,071	133,724	SH		SOLE		133,724	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	201	1,888	SH		SOLE		1,888	0	0
TIFFANY & CO COM USD.01	COMMON	886547108	25	208	SH		SOLE		208	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	724	55,938	SH		SOLE		55,938	0	0
TIMKEN CO COM NPV	COMMON	887389104	35	772	SH		SOLE		772	0	0
TIPTREE INC COM	COMMON	88822Q103	166	25,714	SH		SOLE		25,714	0	0
TIVITY HEALTH INC COM USD.001	COMMON	88870R102	1	118	SH		SOLE		118	0	0
TJX COS INC (THE) COM USD1	COMMON	872540109	469	9,272	SH		SOLE		9,272	0	0
T-MOBILE US INC	COMMON	872590112	5	31,071	SH		SOLE		31,071	0	0
T-MOBILE US INC COM	COMMON	872590104	3,355	32,213	SH		SOLE		32,213	0	0
TOMPKINS FINANCIAL CORP COM NPV	COMMON	890110109	0	6	SH		SOLE		6	0	0
TOPBUILD CORP COM USD1	COMMON	89055F103	1,678	14,741	SH		SOLE		14,741	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	563	12,619	SH		SOLE		12,619	0	0
TOTAL SA SPON ADR	COMMON	89151E109	2,381	61,901	SH		SOLE		61,901	0	0
TOYOTA MOTOR CORP ADR	COMMON	892331307	1,003	7,985	SH		SOLE		7,985	0	0
TRACTOR SUPPLY CO COM USD.008	COMMON	892356106	25	192	SH		SOLE		192	0	0
TRADE DESK INC CL A COM USD.000001	COMMON	88339J105	39	95	SH		SOLE		95	0	0
TRANE TECHNOLOGIES PLC COM USD2	COMMON	G8994E103	38	425	SH		SOLE		425	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	216	8,334	SH		SOLE		8,334	0	0
TRANSDIGM GROUP INC COM USD.01	COMMON	893641100	17	38	SH		SOLE		38	0	0
TRANSENTERIX INC COM USD.001	COMMON	89366M300	0	1	SH		SOLE		1	0	0
TRANSOCEAN LTD COM USD.01	COMMON	H8817H100	0	195	SH		SOLE		195	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	4	44	SH		SOLE		44	0	0
TRAVELERS COS INC COM	COMMON	89417E109	3,308	29,005	SH		SOLE		29,005	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	180	11,718	SH		SOLE		11,718	0	0
TREEHOUSE FOODS INC COM	COMMON	89469A104	11	244	SH		SOLE		244	0	0
TRI POINTE GROUP INC COM USD.01	COMMON	87265H109	102	6,960	SH		SOLE		6,960	0	0
TRIBUNE PUBLISHING CO COM USD.01	COMMON	89609W107	572	57,195	SH		SOLE		57,195	0	0
TRIMBLE INC COM NPV	COMMON	896239100	7	166	SH		SOLE		166	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	11	512	SH		SOLE		512	0	0
TRIP COM GROUP LTD ADR	COMMON	89677Q107	3	102	SH		SOLE		102	0	0
TRIPLE-S MANAGEMENT CORP CL B COM USD1.	COMMON	896749108	17	906	SH		SOLE		906	0	0
TRITON INTERNATIONAL LTD COM USD0.01	COMMON	G9078F107	2	72	SH		SOLE		72	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	266	17,433	SH		SOLE		17,433	0	0
TRUIST FINANCIAL CORP COM USD5	COMMON	89832Q109	370	9,848	SH		SOLE		9,848	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	351	7,523	SH		SOLE		7,523	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	36	3,023	SH		SOLE		3,023	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	8	324	SH		SOLE		324	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	290	19,685	SH		SOLE		19,685	0	0
TWILIO INC CL A COM USD0.001	COMMON	90138F102	0	2	SH		SOLE		2	0	0
TWITTER INC COM USD.000005	COMMON	90184L102	22	723	SH		SOLE		723	0	0
TYLER TECHNOLOGIES INC COM USD.01	COMMON	902252105	274	788	SH		SOLE		788	0	0
TYME TECHNOLOGIES INC COM	COMMON	90238J103	0	2	SH		SOLE		2	0	0
TYSON FOODS INC -CL A CL A COM USD.1	COMMON	902494103	105	1,765	SH		SOLE		1,765	0	0
U S BANCORP COM USD5	COMMON	902973304	255	6,929	SH		SOLE		6,929	0	0
U S CONCRETE INC COM NEW USD.001	COMMON	90333L201	0	9	SH		SOLE		9	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	246	2,915	SH		SOLE		2,915	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	3	35	SH		SOLE		35	0	0
UBER TECHNOLOGIES INC COM	COMMON	90353T100	119	3,840	SH		SOLE		3,840	0	0
UBIQUITI INC COM USD0.001	COMMON	90353W103	10	60	SH		SOLE		60	0	0
UBS GROUP AG ORD SHRS	COMMON	H42097107	273	23,692	SH		SOLE		23,692	0	0
UDR INC COM USD.01	COMMON	902653104	0	6	SH		SOLE		6	0	0
UFP INDUSTRIES INC COM NPV	COMMON	90278Q108	591	11,918	SH		SOLE		11,918	0	0
UFP TECHNOLOGIES INC COM USD.01	COMMON	902673102	246	5,583	SH		SOLE		5,583	0	0
ULTA BEAUTY INC COM USD.0158	COMMON	90384S303	1	3	SH		SOLE		3	0	0
ULTRA CLEAN HOLDINGS INC COM USD.01	COMMON	90385V107	22	963	SH		SOLE		963	0	0
ULTRAGENYX PHARMACEUTICAL COM USD.001	COMMON	90400D108	1	9	SH		SOLE		9	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	2	219	SH		SOLE		219	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	231	21,682	SH		SOLE		21,682	0	0
UNDER ARMOUR INC CL C COM USD0.000333	COMMON	904311206	1	63	SH		SOLE		63	0	0
UNIFIRST CORP COM USD.1	COMMON	904708104	1	5	SH		SOLE		5	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	1,088	6,434	SH		SOLE		6,434	0	0
UNIT CORP COM USD.2	COMMON	909218109	0	1	SH		SOLE		1	0	0
UNITED AIRLINES HOLDINGS INC COM NEW	COMMON	910047109	8	245	SH		SOLE		245	0	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	1,038	393,011	SH		SOLE		393,011	0	0
UNITED PARCEL SERVICE INC CL B COM USD.01	COMMON	911312106	313	2,815	SH		SOLE		2,815	0	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	2,604	17,470	SH		SOLE		17,470	0	0
UNITED STATES STEEL CORP COM NPV	COMMON	912909108	0	35	SH		SOLE		35	0	0
UNITED THERAPEUTICS CORP COM USD.01	COMMON	91307C102	177	1,464	SH		SOLE		1,464	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	2,381	8,072	SH		SOLE		8,072	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	53	1,250	SH		SOLE		1,250	0	0
UNIVERSAL DISPLAY CORP COM USD.01	COMMON	91347P105	6	42	SH		SOLE		42	0	0
UNIVERSAL HEALTH RLTY INCOME COM USD.01	COMMON	91359E105	192	2,411	SH		SOLE		2,411	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	1	10	SH		SOLE		10	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	0	12	SH		SOLE		12	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	310	17,816	SH		SOLE		17,816	0	0
UNIVERSAL TECHNICAL INST COM USD.0001	COMMON	913915104	354	50,948	SH		SOLE		50,948	0	0
UNIVEST FINANCIAL CORP COM USD5.0	COMMON	915271100	81	5,004	SH		SOLE		5,004	0	0
UNUM GROUP COM USD.1	COMMON	91529Y106	11	637	SH		SOLE		637	0	0
URBAN EDGE PROPERTIES COM USD0.01	COMMON	91704F104	1	72	SH		SOLE		72	0	0
URBAN OUTFITTERS INC COM USD.0001	COMMON	917047102	1	85	SH		SOLE		85	0	0
URSTADT BIDDLE PROPERTIES CL A COM USD.01	COMMON	917286205	1	60	SH		SOLE		60	0	0
US AUTO PARTS NETWORK INC COM USD.001	COMMON	90343C100	0	53	SH		SOLE		53	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	956	13,010	SH		SOLE		13,010	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	180	2,025	SH		SOLE		2,025	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	109	88,240	SH		SOLE		88,240	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	1	8	SH		SOLE		8	0	0
VALE SA SPONSORED ADR	COMMON	91912E105	197	19,080	SH		SOLE		19,080	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	3,393	57,676	SH		SOLE		57,676	0	0
VALHI INC COM USD1	COMMON	918905209	0	35	SH		SOLE		35	0	0
VALMONT INDUSTRIES INC COM USD1	COMMON	920253101	1	12	SH		SOLE		12	0	0
VANGUARD CONSUMER STAPLE ETF	COMMON	92204A207	283	1,894	SH		SOLE		1,894	0	0
VANGUARD DIVIDEND APPREC ETF	COMMON	921908844	3,019	25,763	SH		SOLE		25,763	0	0
VANGUARD FTSE DEVELOPED ETF	COMMON	921943858	132	3,403	SH		SOLE		3,403	0	0
VANGUARD GROWTH ETF	COMMON	922908736	192	950	SH		SOLE		950	0	0
VANGUARD HEALTH CARE ETF	COMMON	92204A504	162	839	SH		SOLE		839	0	0
VANGUARD INFO TECH ETF	COMMON	92204A702	456	1,637	SH		SOLE		1,637	0	0
VANGUARD MID-CAP ETF	COMMON	922908629	365	2,228	SH		SOLE		2,228	0	0
VANGUARD S&P 500 ETF	COMMON	922908363	564	1,989	SH		SOLE		1,989	0	0
VANGUARD SMALL-CAP ETF	COMMON	922908751	328	2,250	SH		SOLE		2,250	0	0
VANGUARD TAX-EXEMPT BOND ETF	COMMON	922907746	0	2	SH		SOLE		2	0	0
VANGUARD TOTAL STOCK MKT ETF	COMMON	922908769	622	3,971	SH		SOLE		3,971	0	0
VANGUARD VALUE ETF	COMMON	922908744	1,438	14,444	SH		SOLE		14,444	0	0
VAREX IMAGING CORP COM USD0.01	COMMON	92214X106	0	5	SH		SOLE		5	0	0
VARIAN MEDICAL SYSTEMS INC COM USD1	COMMON	92220P105	2	20	SH		SOLE		20	0	0
VECTOR GROUP LTD COM USD1	COMMON	92240M108	168	16,640	SH		SOLE		16,640	0	0
VECTRUS INC COM USD.01	COMMON	92242T101	1	15	SH		SOLE		15	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	1,008	179,747	SH		SOLE		179,747	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	98	420	SH		SOLE		420	0	0
VENTAS INC COM USD.25	COMMON	92276F100	3	71	SH		SOLE		71	0	0
VEON LTD ADR	COMMON	91822M106	708	393,428	SH		SOLE		393,428	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	21	4,657	SH		SOLE		4,657	0	0
VERICEL CORP COM NPV	COMMON	92346J108	0	25	SH		SOLE		25	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	41	197	SH		SOLE		197	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	530	3,111	SH		SOLE		3,111	0	0
VERITIV CORP COM USD0.01	COMMON	923454102	0	17	SH		SOLE		17	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	1,331	24,138	SH		SOLE		24,138	0	0
VERSO CORP CL A COM USD.01	COMMON	92531L207	296	24,761	SH		SOLE		24,761	0	0
VERTEX PHARMACEUTICALS INC COM USD.01	COMMON	92532F100	527	1,814	SH		SOLE		1,814	0	0
VERU INC COM USD.01	COMMON	92536C103	0	79	SH		SOLE		79	0	0
VF CORP COM NPV	COMMON	918204108	78	1,282	SH		SOLE		1,282	0	0
VIACOMCBS INC CL B COM USD.01 NVTG	COMMON	92556H206	313	13,422	SH		SOLE		13,422	0	0
VICI PROPERTIES INC COM	COMMON	925652109	13	667	SH		SOLE		667	0	0
VIEMED HEALTHCARE COM	COMMON	92663R105	189	19,672	SH		SOLE		19,672	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	164	5,915	SH		SOLE		5,915	0	0
VINCE HOLDING CORP COM USD.01	COMMON	92719W207	1	198	SH		SOLE		198	0	0
VIPSHOP HOLDINGS LTD -ADR SPON ADR	COMMON	92763W103	28	1,406	SH		SOLE		1,406	0	0
VIRGIN GALACTIC HOLDINGS INC COM	COMMON	92766K106	5	298	SH		SOLE		298	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	4,577	23,696	SH		SOLE		23,696	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	175	11,480	SH		SOLE		11,480	0	0
VISTA OUTDOOR INC COM USD.01	COMMON	928377100	1	100	SH		SOLE		100	0	0
VISTEON CORP COM NEW	COMMON	92839U206	1	10	SH		SOLE		10	0	0
VISTRA ENERGY CORP COM USD.01	COMMON	92840M102	12	632	SH		SOLE		632	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	12	79	SH		SOLE		79	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	265	16,653	SH		SOLE		16,653	0	0
VORNADO REALTY TRUST SH BEN INT USD.04	COMMON	929042109	40,581	1,061,794	SH		OTR		831,766	230,028	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	57	9,810	SH		SOLE		9,810	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	22,372	479,399	SH		OTR		353,960	125,439	0
VSE CORP COM USD.05	COMMON	918284100	2	71	SH		SOLE		71	0	0
VULCAN MATERIALS CO COM USD1	COMMON	929160109	13	108	SH		SOLE		108	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	109	10,217	SH		SOLE		10,217	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	166	10,693	SH		SOLE		10,693	0	0
WAITR HOLDINGS INC COM	COMMON	930752100	7	2,684	SH		SOLE		2,684	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	51,728	1,219,937	SH		OTR		912,312	307,625	0
WALKER & DUNLOP INC COM USD 0.01	COMMON	93148P102	0	3	SH		SOLE		3	0	0
WALMART INC COM USD.1	COMMON	931142103	1,029	8,594	SH		SOLE		8,594	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	97	6,280	SH		SOLE		6,280	0	0
WASHINGTON REIT COM SHS INT .01	COMMON	939653101	1	62	SH		SOLE		62	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	225	2,127	SH		SOLE		2,127	0	0
WATERS CORP COM USD.01	COMMON	941848103	77,572	429,875	SH		OTR		322,243	107,632	0
WATSCO INC COM USD.5	COMMON	942622200	33	188	SH		SOLE		188	0	0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1	COMMON	942749102	30	366	SH		SOLE		366	0	0
WAYFAIR INC CL A COM USD.001	COMMON	94419L101	2	10	SH		SOLE		10	0	0
WAYSIDE TECHNOLOGY GROUP INC COM USD.01	COMMON	946760105	4	163	SH		SOLE		163	0	0
WD-40 CO COM NPV	COMMON	929236107	12	60	SH		SOLE		60	0	0
WEC ENERGY GROUP INC COM USD10	COMMON	92939U106	134	1,526	SH		SOLE		1,526	0	0
WEIBO CORP ADR	COMMON	948596101	0	2	SH		SOLE		2	0	0
WEINGARTEN REALTY INVST COM SHS INT USD.03	COMMON	948741103	3	158	SH		SOLE		158	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	286	5,697	SH		SOLE		5,697	0	0
WELBILT INC COM USD.01	COMMON	949090104	0	40	SH		SOLE		40	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	50,186	1,959,740	SH		OTR		1,445,177	514,563	0
WELLTOWER INC COM USD1	COMMON	95040Q104	24	473	SH		SOLE		473	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	203	4,661	SH		SOLE		4,661	0	0
WESCO INTL INC CL A COM USD.01	COMMON	95082P105	0	10	SH		SOLE		10	0	0
WEST PHARMACEUTICAL SVSC INC COM USD.25	COMMON	955306105	600	2,638	SH		SOLE		2,638	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	13	284	SH		SOLE		284	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	88,042	4,071,085	SH		OTR		3,197,110	873,975	0
WESTROCK CO COM USD.01	COMMON	96145D105	29	1,010	SH		SOLE		1,010	0	0
WEX INC COM USD.01	COMMON	96208T104	2	12	SH		SOLE		12	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	3	134	SH		SOLE		134	0	0
WEYERHAEUSER CO COM USD1.875	COMMON	962166104	5	205	SH		SOLE		205	0	0
WHEATON PRECIOUS METALS CORP COM	COMMON	962879102	5,204	118,534	SH		SOLE		118,534	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	2,230	17,218	SH		SOLE		17,218	0	0
WHITE MTNS INS GROUP LTD COM USD1	COMMON	G9618E107	11	12	SH		SOLE		12	0	0
WIDEOPENWEST INC COM 0.01USD	COMMON	96758W101	123	23,276	SH		SOLE		23,276	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	89	2,278	SH		SOLE		2,278	0	0
WILLIAMS COS INC COM USD1	COMMON	969457100	67	3,536	SH		SOLE		3,536	0	0
WILLIS LEASE FINANCE CORP COM NPV	COMMON	970646105	3	103	SH		SOLE		103	0	0
WILLIS TOWERS WATSON PLC COM USD.000115	COMMON	G96629103	93	472	SH		SOLE		472	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	163	1,171	SH		SOLE		1,171	0	0
WINMARK CORP COM NPV	COMMON	974250102	22	126	SH		SOLE		126	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	446	6,682	SH		SOLE		6,682	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	859	259,606	SH		SOLE		259,606	0	0
WISDOMTREE TR INTL SMCAP DIV	COMMON	97717W760	34	610	SH		SOLE		610	0	0
WISDOMTREE TR US SMALLCP ERNGS	COMMON	97717W562	68	2,400	SH		SOLE		2,400	0	0
WIX.COM LTD ORD ILS.01	COMMON	M98068105	2	8	SH		SOLE		8	0	0
WNS (HOLDINGS) LTD -ADR ADR USD.15	COMMON	92932M101	1,321	24,027	SH		SOLE		24,027	0	0
WOORI FINANCIAL GROUP INC ADR	COMMON	981064108	3	114	SH		SOLE		114	0	0
WORKDAY INC CL A COM USD.001	COMMON	98138H101	113	603	SH		SOLE		603	0	0
WORLD ACCEPTANCE CORP/DE COM NPV	COMMON	981419104	10	146	SH		SOLE		146	0	0
WORLD FUEL SERVICES CORP COM USD.01	COMMON	981475106	829	32,169	SH		SOLE		32,169	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	261	7,008	SH		SOLE		7,008	0	0
WPP PLC ADR	COMMON	92937A102	1,031	26,354	SH		SOLE		26,354	0	0
WPX ENERGY INC CL A COM USD.01	COMMON	98212B103	3	436	SH		SOLE		436	0	0
WYNDHAM DESTINATIONS INC COM USD	COMMON	98310W108	54	1,925	SH		SOLE		1,925	0	0
WYNDHAM HOTELS & RESRTS When Issued	COMMON	98311A105	7	171	SH		SOLE		171	0	0
WYNN RESORTS LTD COM USD.01	COMMON	983134107	1	9	SH		SOLE		9	0	0
XCEL ENERGY INC COM USD2.5	COMMON	98389B100	186	2,977	SH		SOLE		2,977	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	322	34,548	SH		SOLE		34,548	0	0
XEROX HOLDINGS CORP COM USD1	COMMON	98421M106	2,285	149,394	SH		SOLE		149,394	0	0
XILINX INC COM USD.01	COMMON	983919101	41	417	SH		SOLE		417	0	0
XINYUAN REAL ESTATE CO -ADR ADS	COMMON	98417P105	27	12,530	SH		SOLE		12,530	0	0
XOMA CORP COM USD.0005	COMMON	98419J206	0	10	SH		SOLE		10	0	0
XPERI HOLDING CORP COM USD.001	COMMON	98390M103	1	91	SH		SOLE		91	0	0
XPO LOGISTICS INC COM USD.001	COMMON	983793100	27	349	SH		SOLE		349	0	0
XYLEM INC COM USD.01	COMMON	98419M100	10	160	SH		SOLE		160	0	0
YAMANA GOLD INC COM	COMMON	98462Y100	7,110	1,310,480	SH		SOLE		1,310,480	0	0
YANDEX N.V. CL A COM EUR0.01	COMMON	N97284108	9	187	SH		SOLE		187	0	0
YOUNGEVITY INTERNATIONAL INC COM ACCRED INVS	COMMON	987537206	0	1	SH		SOLE		1	0	0
YRC WORLDWIDE INC COM USD1	COMMON	984249607	0	1	SH		SOLE		1	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	77	889	SH		SOLE		889	0	0
YUM CHINA HOLDINGS INC COM USD.01	COMMON	98850P109	108	2,241	SH		SOLE		2,241	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	111	434	SH		SOLE		434	0	0
ZILLOW GROUP INC CL A COM USD0.0001	COMMON	98954M101	6	98	SH		SOLE		98	0	0
ZILLOW GROUP INC CL C CAP USD.0001	COMMON	98954M200	6	100	SH		SOLE		100	0	0
ZIMMER BIOMET HOLDINGS INC COM USD.01	COMMON	98956P102	124	1,043	SH		SOLE		1,043	0	0
ZIONS BANCORPORATION NA COM NPV	COMMON	989701107	284	8,346	SH		SOLE		8,346	0	0
ZIOPHARM ONCOLOGY INC COM	COMMON	98973P101	8	2,583	SH		SOLE		2,583	0	0
ZIX CORP COM USD.01	COMMON	98974P100	4	510	SH		SOLE		510	0	0
ZOETIS INC CL A COM USD.01	COMMON	98978V103	423	3,088	SH		SOLE		3,088	0	0
ZTO EXPRESS (CAYM) INC -ADR ADR	COMMON	98980A105	41	1,111	SH		SOLE		1,111	0	0