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

OMB APPROVAL

OMB Number:		3235-0006
Expires:	Oct 31, 2018
Estimated average burden
hours per response:		23.8

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
10X GENOMICS INC COM CL A USD0.00001	COMMON	88025U109	71	499	SH		SOLE		499	0	0
22ND CENTURY GROUP INC COM	COMMON	90137F103	0	2	SH		SOLE		2	0	0
3M CO COM NPV	COMMON	88579Y101	24,098	137,883	SH		SOLE		137,883	0	0
AARONS CO INC (THE) -SPN COM	COMMON	00258W108	49	2,560	SH		SOLE		2,560	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	426	15,223	SH		SOLE		15,223	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	9,107	83,185	SH		SOLE		83,185	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	2,441	22,783	SH		SOLE		22,783	0	0
ABIOMED INC COM USD.01	COMMON	003654100	6	19	SH		SOLE		19	0	0
ABRAXAS PETROLEUM CORP/NV COM USD.01	COMMON	003830304	0	4	SH		SOLE		4	0	0
ACACIA COMMUNICATIONS INC COM USD.0001	COMMON	00401C108	2	25	SH		SOLE		25	0	0
ACACIA RESEARCH CORP COM NPV	COMMON	003881307	1	311	SH		SOLE		311	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	14	261	SH		SOLE		261	0	0
ACADIA REALTY TRUST SHS BEN INT USD.001	COMMON	004239109	0	28	SH		SOLE		28	0	0
ACCELERON PHARMA INC COM USD.001	COMMON	00434H108	1	7	SH		SOLE		7	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	3,344	12,802	SH		SOLE		12,802	0	0
ACCO BRANDS CORP COM	COMMON	00081T108	18	2,141	SH		SOLE		2,141	0	0
ACER THERAPEUTICS INC COM	COMMON	00444P108	1	225	SH		SOLE		225	0	0
ACLARIS THERAPEUTICS INC COM USD.00001	COMMON	00461U105	11	1,676	SH		SOLE		1,676	0	0
ACME UNITED CORP COM USD2.5	COMMON	004816104	183	6,062	SH		SOLE		6,062	0	0
ACORDA THERAPEUTICS INC COM USD.001	COMMON	00484M106	0	1	SH		SOLE		1	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	2,781	29,954	SH		SOLE		29,954	0	0
ACUITY BRANDS INC COM USD.01	COMMON	00508Y102	27	226	SH		SOLE		226	0	0
ACUSHNET HOLDINGS CORP COM USD.001	COMMON	005098108	755	18,639	SH		SOLE		18,639	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	7	309	SH		SOLE		309	0	0
ADDUS HOMECARE CORP COM USD.001	COMMON	006739106	16	140	SH		SOLE		140	0	0
ADICET BIO INC COM	COMMON	007002108	1	50	SH		SOLE		50	0	0
ADOBE INC COM NPV	COMMON	00724F101	6,898	13,792	SH		SOLE		13,792	0	0
ADVANCE AUTO PARTS INC COM USD.0001	COMMON	00751Y106	18	117	SH		SOLE		117	0	0
ADVANCED DRAINAGE SYSTEMS COM USD0.01	COMMON	00790R104	375	4,482	SH		SOLE		4,482	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	1	95	SH		SOLE		95	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	51	527	SH		SOLE		527	0	0
ADVANCED MICRO DEVICES COM USD.01	COMMON	007903107	1,014	11,054	SH		SOLE		11,054	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	0	22	SH		SOLE		22	0	0
AECOM CLB USD.01	COMMON	00766T100	15	303	SH		SOLE		303	0	0
AEGLEA BIOTHERAPEUTICS INC COM USD.0001	COMMON	00773J103	13	1,654	SH		SOLE		1,654	0	0
AEGON NV NY SHR ADR	COMMON	007924103	1,094	277,084	SH		SOLE		277,084	0	0
AERCAP HOLDINGS NV SHS	COMMON	N00985106	2	33	SH		SOLE		33	0	0
AERPIO PHARMACEUTICALS INC COM	COMMON	00810B105	0	228	SH		SOLE		228	0	0
AES CORP (THE) COM USD.01	COMMON	00130H105	39	1,650	SH		SOLE		1,650	0	0
AFFILIATED MANAGERS GRP INC COM USD.01	COMMON	008252108	8,931	87,828	SH		SOLE		87,828	0	0
AFFIMED NV COM EUR.01	COMMON	N01045108	27	4,713	SH		SOLE		4,713	0	0
AFLAC INC COM USD.1	COMMON	001055102	1,546	34,760	SH		SOLE		34,760	0	0
AGCO CORP COM USD.01	COMMON	001084102	478	4,637	SH		SOLE		4,637	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	429	3,620	SH		SOLE		3,620	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	650	16,940	SH		SOLE		16,940	0	0
AGNC INVESTMENT CORP COM USD.01	COMMON	00123Q104	5	334	SH		SOLE		334	0	0
AGNICO EAGLE MINES LTD COM NPV	COMMON	008474108	24	336	SH		SOLE		336	0	0
AIR LEASE CORP CL A COM USD.01	COMMON	00912X302	2	45	SH		SOLE		45	0	0
AIR PRODUCTS & CHEMICALS INC COM USD1	COMMON	009158106	1,491	5,458	SH		SOLE		5,458	0	0
AIRGAIN INC COM USD.0001	COMMON	00938A104	367	20,638	SH		SOLE		20,638	0	0
AKAMAI TECHNOLOGIES INC COM USD.01	COMMON	00971T101	29	276	SH		SOLE		276	0	0
AKEBIA THERAPEUTICS INC COM USD0.00001	COMMON	00972D105	0	56	SH		SOLE		56	0	0
ALARM.COM HOLDINGS INC COM USD.01	COMMON	011642105	309	2,984	SH		SOLE		2,984	0	0
ALASKA AIR GROUP INC COM USD1	COMMON	011659109	421	8,099	SH		SOLE		8,099	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	34	229	SH		SOLE		229	0	0
ALCON INC COM	COMMON	H01301128	110	1,674	SH		SOLE		1,674	0	0
ALEXANDER & BALDWIN INC COM NPV	COMMON	014491104	29	1,682	SH		SOLE		1,682	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	36	201	SH		SOLE		201	0	0
ALEXION PHARMACEUTICALS INC COM USD.0001	COMMON	015351109	172	1,098	SH		SOLE		1,098	0	0
ALIBABA GROUP HLDG ADR	COMMON	01609W102	3,282	14,102	SH		SOLE		14,102	0	0
ALICO INC COM USD1	COMMON	016230104	318	10,250	SH		SOLE		10,250	0	0
ALIGN TECHNOLOGY INC COM USD.001	COMMON	016255101	261	488	SH		SOLE		488	0	0
ALKERMES PLC ORD SHS	COMMON	G01767105	1	27	SH		SOLE		27	0	0
ALLAKOS INC COM	COMMON	01671P100	124	885	SH		SOLE		885	0	0
ALLEGHANY CORP COM USD1	COMMON	017175100	128	212	SH		SOLE		212	0	0
ALLEGHENY TECHNOLOGIES INC COM USD1	COMMON	01741R102	3	190	SH		SOLE		190	0	0
ALLEGIANT TRAVEL CO COM USD.001	COMMON	01748X102	1	4	SH		SOLE		4	0	0
ALLEGION PLC ORD SHS	COMMON	G0176J109	48	410	SH		SOLE		410	0	0
ALLIANCE DATA SYSTEMS CORP COM USD.01	COMMON	018581108	142	1,923	SH		SOLE		1,923	0	0
ALLIANT ENERGY CORP COM NPV	COMMON	018802108	53	1,036	SH		SOLE		1,036	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	122	2,836	SH		SOLE		2,836	0	0
ALLSCRIPTS HEALTHCARE SOLTNS COM	COMMON	01988P108	188	13,051	SH		SOLE		13,051	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	14,336	130,413	SH		OTR		108,378	22,035	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	31,056	870,952	SH		OTR		696,559	174,393	0
ALNYLAM PHARMACEUTICALS INC COM USD.0001	COMMON	02043Q107	17	128	SH		SOLE		128	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	8,458	4,826	SH		SOLE		4,826	0	0
ALPHABET INC CL C COM USD.001	COMMON	02079K107	6,585	3,759	SH		SOLE		3,759	0	0
ALPINE INCOME PROPERTY TRUST COM	COMMON	02083X103	116	7,756	SH		SOLE		7,756	0	0
ALTAIR ENGINEERING INC CL A COM USD.0001	COMMON	021369103	153	2,624	SH		SOLE		2,624	0	0
ALTERYX INC CL A COM USD0.0001	COMMON	02156B103	2	18	SH		SOLE		18	0	0
ALTICE USA INC COM CL A 0.01USD	COMMON	02156K103	4,225	111,566	SH		OTR		71,662	39,904	0
ALTISOURCE PORTFOLIO SOLTNS COM USD1	COMMON	L0175J104	207	16,050	SH		SOLE		16,050	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	70,600	1,721,998	SH		OTR		1,264,555	457,443	0
AMALGAMATED BK NEW YORK N Y COM	COMMON	022663108	3	194	SH		SOLE		194	0	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	585	22,812	SH		SOLE		22,812	0	0
AMAZON.COM INC COM USD.01	COMMON	023135106	18,932	5,813	SH		SOLE		5,813	0	0
AMBARELLA INC COM USD.00045	COMMON	G037AX101	47	509	SH		SOLE		509	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	19	538	SH		SOLE		538	0	0
AMCOR PLC ORD	COMMON	G0250X107	21,651	1,839,480	SH		OTR		1,255,136	584,344	0
AMDOCS ORD GBP.01	COMMON	G02602103	181	2,552	SH		SOLE		2,552	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	175	595	SH		SOLE		595	0	0
AMERCO COM USD.25	COMMON	023586100	0	1	SH		SOLE		1	0	0
AMEREN CORP COM USD5	COMMON	023608102	13	168	SH		SOLE		168	0	0
AMERESCO INC CL A COM USD.0001	COMMON	02361E108	77	1,474	SH		SOLE		1,474	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	500	34,384	SH		SOLE		34,384	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	6	398	SH		SOLE		398	0	0
AMERICAN ELECTRIC POWER CO COM USD6.5	COMMON	025537101	225	2,698	SH		SOLE		2,698	0	0
AMERICAN EXPRESS CO COM USD.6	COMMON	025816109	1,137	9,401	SH		SOLE		9,401	0	0
AMERICAN FINANCIAL GROUP INC COM USD1	COMMON	025932104	163	1,855	SH		SOLE		1,855	0	0
AMERICAN HOMES 4 RENT CL A COM USD.01	COMMON	02665T306	10	348	SH		SOLE		348	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	90	2,390	SH		SOLE		2,390	0	0
AMERICAN PUBLIC EDUCATION COM USD.01	COMMON	02913V103	1,092	35,826	SH		SOLE		35,826	0	0
AMERICAN RENAL ASSOCS HLDGS COM USD.01	COMMON	029227105	23	2,046	SH		SOLE		2,046	0	0
AMERICAN SOFTWARE -CL A CL A COM USD.1	COMMON	029683109	538	31,322	SH		SOLE		31,322	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	1,077	4,797	SH		SOLE		4,797	0	0
AMERICAN WATER WORKS CO INC COM USD.01	COMMON	030420103	83	541	SH		SOLE		541	0	0
AMERICAN WOODMARK CORP COM USD.1	COMMON	030506109	85	908	SH		SOLE		908	0	0
AMERICOLD REALTY TRUST COM	COMMON	03064D108	1	38	SH		SOLE		38	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	89,327	459,674	SH		OTR		335,476	124,198	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	2,823	28,876	SH		SOLE		28,876	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	2	75	SH		SOLE		75	0	0
AMETEK INC COM USD1	COMMON	031100100	105	867	SH		SOLE		867	0	0
AMGEN INC COM NPV	COMMON	031162100	6,072	26,411	SH		OTR		22,263	4,148	0
AMICUS THERAPEUTICS INC COM USD.01	COMMON	03152W109	360	15,605	SH		SOLE		15,605	0	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	1,765	117,073	SH		SOLE		117,073	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	176	2,581	SH		SOLE		2,581	0	0
AMPHENOL CORP CL A COM USD.001	COMMON	032095101	1,592	12,172	SH		SOLE		12,172	0	0
AMPIO PHARMACEUTICALS INC COM USD.0001	COMMON	03209T109	1	525	SH		SOLE		525	0	0
AMPLIFY ENERGY CORP COM	COMMON	03212B103	0	280	SH		SOLE		280	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	90	14,129	SH		SOLE		14,129	0	0
ANALOG DEVICES COM USD.16	COMMON	032654105	723	4,891	SH		SOLE		4,891	0	0
ANAPLAN INC COM	COMMON	03272L108	12	166	SH		SOLE		166	0	0
ANAVEX LIFE SCIENCES CORP COM USD.001	COMMON	032797300	0	1	SH		SOLE		1	0	0
ANGI HOMESERVICES INC COM	COMMON	00183L102	26	1,960	SH		SOLE		1,960	0	0
ANGLOGOLD ASHANTI LTD SPON ADR	COMMON	035128206	150	6,620	SH		SOLE		6,620	0	0
ANHEUSER-BUSCH INBEV SPON ADR	COMMON	03524A108	359	5,132	SH		SOLE		5,132	0	0
ANIKA THERAPEUTICS INC COM USD.01	COMMON	035255108	0	7	SH		SOLE		7	0	0
ANNALY CAPITAL MANAGEMENT COM USD.01	COMMON	035710409	30,574	3,618,417	SH		OTR		2,768,274	850,143	0
ANSYS INC COM USD.01	COMMON	03662Q105	258	709	SH		SOLE		709	0	0
ANTARES PHARMA INC COM USD.01	COMMON	036642106	345	86,470	SH		SOLE		86,470	0	0
ANTERIX INC COM USD.0001	COMMON	03676C100	5	131	SH		SOLE		131	0	0
ANTERO MIDSTREAM CORP COM	COMMON	03676B102	160	20,812	SH		SOLE		20,812	0	0
ANTERO RESOURCES CORP COM USD1.	COMMON	03674X106	2	327	SH		SOLE		327	0	0
ANTHEM INC COM USD.01	COMMON	036752103	1,870	5,825	SH		SOLE		5,825	0	0
AON PLC CL A ORD	COMMON	G0403H108	816	3,864	SH		SOLE		3,864	0	0
APARTMENT INCM REIT CRP -SPN COM	COMMON	03750L109	4	109	SH		SOLE		109	0	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R747	0	77	SH		SOLE		77	0	0
APOGEE ENTERPRISES INC COM USD.33	COMMON	037598109	318	10,028	SH		SOLE		10,028	0	0
APOLLO COMMERCIAL RE FIN INC COM USD.01	COMMON	03762U105	1	64	SH		SOLE		64	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	757	4,206	SH		SOLE		4,206	0	0
APPIAN CORP CL A COM	COMMON	03782L101	371	2,288	SH		SOLE		2,288	0	0
APPLE HOSPITALITY REIT INC COM NPV	COMMON	03784Y200	162	12,583	SH		SOLE		12,583	0	0
APPLE INC COM NPV	COMMON	037833100	58,880	443,752	SH		OTR		418,576	25,176	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	16	205	SH		SOLE		205	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	1,161	13,450	SH		SOLE		13,450	0	0
APTARGROUP INC COM USD.01	COMMON	038336103	47	341	SH		SOLE		341	0	0
APTIV PLC ORD USD.01	COMMON	G6095L109	92	708	SH		SOLE		708	0	0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001	COMMON	03842K200	4	428	SH		SOLE		428	0	0
ARAMARK COM USD.01	COMMON	03852U106	102	2,663	SH		SOLE		2,663	0	0
ARBOR REALTY TRUST INC COM USD.01	COMMON	038923108	0	32	SH		SOLE		32	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	1	447	SH		SOLE		447	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	159	3,727	SH		SOLE		3,727	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	4	163	SH		SOLE		163	0	0
ARCH CAPITAL GROUP LTD COM USD.01	COMMON	G0450A105	19	528	SH		SOLE		528	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	192	3,816	SH		SOLE		3,816	0	0
ARCONIC CORP COM	COMMON	03966V107	3	93	SH		SOLE		93	0	0
ARENA PHARMACEUTICALS INC COM USD.0001	COMMON	040047607	448	5,828	SH		SOLE		5,828	0	0
ARGAN INC COM USD.06667	COMMON	04010E109	2	41	SH		SOLE		41	0	0
ARGO GROUP INTL HOLDINGS LTD COM USD.1	COMMON	G0464B107	12	286	SH		SOLE		286	0	0
ARISTA NETWORKS INC COM USD0.0001	COMMON	040413106	6	20	SH		SOLE		20	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	2	32	SH		SOLE		32	0	0
ARROW ELECTRONICS INC COM USD1	COMMON	042735100	741	7,616	SH		SOLE		7,616	0	0
ARROWHEAD PHARMACEUTICALS COM USD.001	COMMON	04280A100	512	6,675	SH		SOLE		6,675	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	212	1,714	SH		SOLE		1,714	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	605	12,020	SH		SOLE		12,020	0	0
ARVINAS INC COM	COMMON	04335A105	139	1,632	SH		SOLE		1,632	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	18	3,042	SH		SOLE		3,042	0	0
ASGN INC COM USD.01	COMMON	00191U102	4	43	SH		SOLE		43	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	3,401	6,973	SH		SOLE		6,973	0	0
ASPEN AEROGELS INC COM USD.00001	COMMON	04523Y105	1	58	SH		SOLE		58	0	0
ASPEN GROUP INC COM USD0.001	COMMON	04530L203	0	42	SH		SOLE		42	0	0
ASPEN TECHNOLOGY INC COM USD.1	COMMON	045327103	12	90	SH		SOLE		90	0	0
ASSERTIO HOLDINGS INC COM NPV	COMMON	04546C106	0	1	SH		SOLE		1	0	0
ASSOCIATED BANC-CORP COM USD.1	COMMON	045487105	276	16,214	SH		SOLE		16,214	0	0
ASSURANT INC COM USD.01	COMMON	04621X108	134	986	SH		SOLE		986	0	0
ASSURED GUARANTY LTD COM	COMMON	G0585R106	106	3,351	SH		SOLE		3,351	0	0
ASTEC INDUSTRIES INC COM USD.2	COMMON	046224101	2	26	SH		SOLE		26	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	1,198	23,973	SH		SOLE		23,973	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	0	14	SH		SOLE		14	0	0
AT&T INC COM USD1	COMMON	00206R102	47,369	1,647,102	SH		OTR		1,287,808	359,294	0
ATHENE HOLDING LTD COM CL A USD.001	COMMON	G0684D107	89	2,074	SH		SOLE		2,074	0	0
ATKORE INTL GROUP INC COM USD.01	COMMON	047649108	367	8,931	SH		SOLE		8,931	0	0
ATLAS AIR WORLDWIDE HLDG INC COM NEW	COMMON	049164205	9	167	SH		SOLE		167	0	0
ATLAS CORP COM	COMMON	Y0436Q109	74	6,835	SH		SOLE		6,835	0	0
ATLASSIAN CORP PLC CL A ORD USD.1	COMMON	G06242104	13	55	SH		SOLE		55	0	0
ATMOS ENERGY CORP COM NPV	COMMON	049560105	7	77	SH		SOLE		77	0	0
ATOMERA INC COM USD0.001	COMMON	04965B100	1	88	SH		SOLE		88	0	0
ATRICURE INC COM USD.001	COMMON	04963C209	15	269	SH		SOLE		269	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	324	11,759	SH		SOLE		11,759	0	0
AUTODESK INC COM NPV	COMMON	052769106	3,059	10,017	SH		SOLE		10,017	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	1,732	9,827	SH		SOLE		9,827	0	0
AUTONATION INC COM USD.01	COMMON	05329W102	675	9,677	SH		SOLE		9,677	0	0
AUTOZONE INC COM NPV	COMMON	053332102	373	315	SH		SOLE		315	0	0
AVALARA INC COM	COMMON	05338G106	149	901	SH		SOLE		901	0	0
AVALONBAY COMMUNITIES INC COM USD.01	COMMON	053484101	20	123	SH		SOLE		123	0	0
AVANOS MEDICAL INC COM USD.01	COMMON	05350V106	5	113	SH		SOLE		113	0	0
AVANTOR INC COM	COMMON	05352A100	13	455	SH		SOLE		455	0	0
AVAYA HLDGS CORP COM	COMMON	05351X101	371	19,381	SH		SOLE		19,381	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	28	180	SH		SOLE		180	0	0
AVIAT NETWORKS INC COM USD.01	COMMON	05366Y201	472	13,822	SH		SOLE		13,822	0	0
AVID BIOSERVICES INC COM NPV	COMMON	05368M106	54	4,723	SH		SOLE		4,723	0	0
AVID TECHNOLOGY INC COM USD.01	COMMON	05367P100	1	73	SH		SOLE		73	0	0
AVIS BUDGET GROUP INC COM USD.01	COMMON	053774105	369	9,901	SH		SOLE		9,901	0	0
AVNET INC COM USD1	COMMON	053807103	370	10,541	SH		SOLE		10,541	0	0
AXALTA COATING SYSTEMS LTD COM USD1	COMMON	G0750C108	2	55	SH		SOLE		55	0	0
AXIS CAPITAL HOLDINGS LTD COM USD.1	COMMON	G0692U109	1	21	SH		SOLE		21	0	0
AXON ENTERPRISE INC COM USD.00001	COMMON	05464C101	1	12	SH		SOLE		12	0	0
AXOS FINANCIAL INC COM USD.01	COMMON	05465C100	10	257	SH		SOLE		257	0	0
AXT INC COM NPV	COMMON	00246W103	1	129	SH		SOLE		129	0	0
AZZ INC COM USD1	COMMON	002474104	20	428	SH		SOLE		428	0	0
BADGER METER INC COM USD1	COMMON	056525108	616	6,550	SH		SOLE		6,550	0	0
BAIDU INC ADR	COMMON	056752108	239	1,103	SH		SOLE		1,103	0	0
BAKER HUGHES CO COM A	COMMON	05722G100	9	410	SH		SOLE		410	0	0
BALL CORP COM NPV	COMMON	058498106	152	1,636	SH		SOLE		1,636	0	0
BANCO SANTANDER BRASIL -ADR ADR	COMMON	05967A107	1,389	160,751	SH		SOLE		160,751	0	0
BANCO SANTANDER SA ADR	COMMON	05964H105	165	54,033	SH		SOLE		54,033	0	0
BANCOLOMBIA SA SPON ADR 4PREF	COMMON	05968L102	3	82	SH		SOLE		82	0	0
BANCORP INC COM	COMMON	05969A105	5	345	SH		SOLE		345	0	0
BANCROFT FUND LTD	COMMON	059695106	21	701	SH		SOLE		701	0	0
BANDWIDTH INC CL A COM USD.001	COMMON	05988J103	176	1,148	SH		SOLE		1,148	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	73,281	2,417,812	SH		OTR		1,900,533	517,279	0
BANK OF COMMERCE HOLDINGS COM NPV	COMMON	06424J103	0	23	SH		SOLE		23	0	0
BANK OF MONTREAL COM NPV	COMMON	063671101	324	4,260	SH		SOLE		4,260	0	0
BANK OF NEW YORK MELLON CORP COM USD7.5	COMMON	064058100	7,762	182,888	SH		OTR		146,897	35,991	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	579	10,714	SH		SOLE		10,714	0	0
BANK OZK COM USD.01	COMMON	06417N103	13,054	417,522	SH		SOLE		417,522	0	0
BANKUNITED INC COM USD.01	COMMON	06652K103	10	298	SH		SOLE		298	0	0
BANNER CORP COM USD.01	COMMON	06652V208	1	14	SH		SOLE		14	0	0
BAOZUN INC ADR	COMMON	06684L103	4	123	SH		SOLE		123	0	0
BARCLAYS PLC ADR	COMMON	06738E204	423	52,998	SH		SOLE		52,998	0	0
BARNES GROUP INC COM USD1	COMMON	067806109	3	63	SH		SOLE		63	0	0
BARRETT BUSINESS SVCS INC COM USD.01	COMMON	068463108	1	21	SH		SOLE		21	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	263	11,546	SH		SOLE		11,546	0	0
BASSETT FURNITURE INDS COM USD5	COMMON	070203104	300	14,950	SH		SOLE		14,950	0	0
BAUDAX BIO INC COM	COMMON	07160F107	0	132	SH		SOLE		132	0	0
BAUSCH HEALTH COMPANIES INC COM NPV	COMMON	071734107	2	103	SH		SOLE		103	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	191	2,384	SH		SOLE		2,384	0	0
BBVA SPON ADR	COMMON	05946K101	64	13,029	SH		SOLE		13,029	0	0
BCB BANCORP INC COM	COMMON	055298103	150	13,573	SH		SOLE		13,573	0	0
BCE INC COM NPV	COMMON	05534B760	4	83	SH		SOLE		83	0	0
BEACON ROOFING SUPPLY INC COM USD.01	COMMON	073685109	0	9	SH		SOLE		9	0	0
BECTON DICKINSON & CO COM USD1	COMMON	075887109	3,692	14,757	SH		SOLE		14,757	0	0
BED BATH & BEYOND INC COM USD.01	COMMON	075896100	259	14,561	SH		SOLE		14,561	0	0
BEIGENE LTD ADR	COMMON	07725L102	11	43	SH		SOLE		43	0	0
BEL FUSE INC CL B	COMMON	077347300	167	11,106	SH		SOLE		11,106	0	0
BENCHMARK ELECTRONICS INC COM USD.01	COMMON	08160H101	231	8,554	SH		SOLE		8,554	0	0
BERKLEY (W R) CORP COM USD.2	COMMON	084423102	13	194	SH		SOLE		194	0	0
BERKSHIRE HATHAWAY CL B COM USD.0033	COMMON	084670702	4,716	20,340	SH		SOLE		20,340	0	0
BERRY GLOBAL GROUP INC COM USD.001	COMMON	08579W103	8	136	SH		SOLE		136	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	16,700	167,352	SH		SOLE		167,352	0	0
BEYOND MEAT INC COM USD 0.0001	COMMON	08862E109	2	13	SH		SOLE		13	0	0
BG STAFFING INC COM	COMMON	05544A109	81	6,039	SH		SOLE		6,039	0	0
BHP GROUP LTD ADR	COMMON	05545E209	9	169	SH		SOLE		169	0	0
BHP GROUP LTD ADR	COMMON	088606108	1,727	26,430	SH		SOLE		26,430	0	0
BIG 5 SPORTING GOODS CORP COM USD.01	COMMON	08915P101	1,194	116,991	SH		SOLE		116,991	0	0
BIG LOTS INC COM USD.01	COMMON	089302103	55	1,289	SH		SOLE		1,289	0	0
BIGLARI HOLDINGS INC CL B	COMMON	08986R309	185	1,663	SH		SOLE		1,663	0	0
BIOANALYTICAL SYSTEMS INC COM NPV	COMMON	09058M103	2	130	SH		SOLE		130	0	0
BIOGEN INC COM NPV	COMMON	09062X103	36,740	150,044	SH		OTR		105,048	44,996	0
BIOHAVEN PHRMCUTCL HLD COM	COMMON	G11196105	276	3,222	SH		SOLE		3,222	0	0
BIOLIFE SOLUTIONS INC COM USD.001	COMMON	09062W204	37	929	SH		SOLE		929	0	0
BIOMARIN PHARMACEUTICAL INC COM USD.001	COMMON	09061G101	1	6	SH		SOLE		6	0	0
BIO-RAD LABORATORIES INC CL A COM USD1	COMMON	090572207	4,821	8,270	SH		SOLE		8,270	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	358	1,129	SH		SOLE		1,129	0	0
BIOTELEMETRY INC COM USD.001	COMMON	090672106	19	261	SH		SOLE		261	0	0
BIOXCEL THERAPEUTICS COM	COMMON	09075P105	40	859	SH		SOLE		859	0	0
BJS WHSL CLUB HLDGS INC COM	COMMON	05550J101	319	8,557	SH		SOLE		8,557	0	0
BLACK HILLS CORP COM USD1	COMMON	092113109	15	249	SH		SOLE		249	0	0
BLACK KNIGHT INC CL A COM USD.0001	COMMON	09215C105	1,814	20,535	SH		SOLE		20,535	0	0
BLACKBAUD INC COM	COMMON	09227Q100	29	497	SH		SOLE		497	0	0
BLACKLINE INC COM USD.01	COMMON	09239B109	444	3,329	SH		SOLE		3,329	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	2,405	3,333	SH		SOLE		3,333	0	0
BLACKROCK RES & COMM STRAT T SHS	COMMON	09257A108	1	91	SH		SOLE		91	0	0
BLACKSTONE GROUP INC COM UNIT	COMMON	09260D107	2,020	31,172	SH		SOLE		31,172	0	0
BLACKSTONE MORTGAGE TR INC CL A COM USD.01	COMMON	09257W100	1	44	SH		SOLE		44	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	22	1,393	SH		SOLE		1,393	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	74	3,808	SH		SOLE		3,808	0	0
BLUELINX HOLDINGS INC COM USD.01	COMMON	09624H208	581	19,848	SH		SOLE		19,848	0	0
BLUEPRINT MEDICINES CORP COM USD.001	COMMON	09627Y109	405	3,615	SH		SOLE		3,615	0	0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01	COMMON	09627J102	281	22,146	SH		SOLE		22,146	0	0
BMC STOCK HOLDINGS INC COM USD.01	COMMON	05591B109	145	2,707	SH		SOLE		2,707	0	0
BOEING CO COM USD5	COMMON	097023105	1,527	7,133	SH		SOLE		7,133	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	1,428	29,870	SH		SOLE		29,870	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	17,932	8,051	SH		OTR		6,652	1,399	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	4	97	SH		SOLE		97	0	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	148	1,696	SH		SOLE		1,696	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	2,007	51,948	SH		SOLE		51,948	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	96	97	SH		SOLE		97	0	0
BOSTON OMAHA CORP CL A COM USD0.001	COMMON	101044105	1	20	SH		SOLE		20	0	0
BOSTON PRIVATE FINL HOLDINGS COM USD1	COMMON	101119105	13	1,559	SH		SOLE		1,559	0	0
BOSTON PROPERTIES INC COM USD.01	COMMON	101121101	17,785	188,139	SH		OTR		127,236	60,903	0
BOSTON SCIENTIFIC CORP COM USD.01	COMMON	101137107	417	11,589	SH		SOLE		11,589	0	0
BOX INC CL A COM USD.0001	COMMON	10316T104	307	17,009	SH		SOLE		17,009	0	0
BP PLC ADR	COMMON	055622104	427	20,814	SH		SOLE		20,814	0	0
BRADESCO BANCO SPON ADR	COMMON	059460402	253	54,945	SH		SOLE		54,945	0	0
BRAINSTORM CELL THERAPEUTICS COM USD.00005	COMMON	10501E201	1	180	SH		SOLE		180	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	326	27,336	SH		SOLE		27,336	0	0
BRF SA SPON ADR NPV	COMMON	10552T107	388	92,267	SH		SOLE		92,267	0	0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001	COMMON	109194100	13	74	SH		SOLE		74	0	0
BRIGHTHOUSE FINANL INC COM	COMMON	10922N103	77	2,118	SH		SOLE		2,118	0	0
BRIGHTSPHERE INVEST GRP INC ORD	COMMON	10948W103	75	3,913	SH		SOLE		3,913	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	367	6,492	SH		SOLE		6,492	0	0
BRISTOL-MYERS SQUIBB CO COM USD.1	COMMON	110122108	3,106	50,065	SH		SOLE		50,065	0	0
BRISTOW GROUP INC COM	COMMON	11040G103	33	1,253	SH		SOLE		1,253	0	0
BRITISH AMER TOBACCO PLC SPON ADR	COMMON	110448107	1,810	48,277	SH		SOLE		48,277	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	997	60,252	SH		SOLE		60,252	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	2,426	5,541	SH		SOLE		5,541	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	671	4,380	SH		SOLE		4,380	0	0
BROADWIND INC COM USD.001	COMMON	11161T207	175	22,050	SH		SOLE		22,050	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	356	8,636	SH		SOLE		8,636	0	0
BROOKFIELD RENEWABLE CORP COM CLA	COMMON	11284V105	9	157	SH		SOLE		157	0	0
BROOKFIELD RENEWABLE PRTS LP TR UNIT	COMMON	G16258108	0	1	SH		SOLE		1	0	0
BROOKS AUTOMATION INC COM USD.01	COMMON	114340102	327	4,823	SH		SOLE		4,823	0	0
BROWN & BROWN INC COM USD.1	COMMON	115236101	16	330	SH		SOLE		330	0	0
BROWN FORMAN CORP CL B COM USD.15	COMMON	115637209	11	134	SH		SOLE		134	0	0
BRP GROUP INC COM CL A	COMMON	05589G102	64	2,124	SH		SOLE		2,124	0	0
BRUKER CORP COM USD.01	COMMON	116794108	4	70	SH		SOLE		70	0	0
BRUNSWICK CORP COM USD.75	COMMON	117043109	190	2,494	SH		SOLE		2,494	0	0
BUCKLE INC COM USD.05	COMMON	118440106	45	1,541	SH		SOLE		1,541	0	0
BUILDERS FIRSTSOURCE COM USD.01	COMMON	12008R107	1,349	33,052	SH		SOLE		33,052	0	0
BUNGE LTD COM USD.01	COMMON	G16962105	1	16	SH		SOLE		16	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	13	50	SH		SOLE		50	0	0
BWX TECHNOLOGIES INC COM USD.01	COMMON	05605H100	2	30	SH		SOLE		30	0	0
C H ROBINSON WORLDWIDE INC COM USD.1	COMMON	12541W209	1,472	15,682	SH		SOLE		15,682	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	135	3,634	SH		SOLE		3,634	0	0
CABLE ONE INC COM USD.01	COMMON	12685J105	256	115	SH		SOLE		115	0	0
CABOT CORP COM USD1	COMMON	127055101	201	4,485	SH		SOLE		4,485	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	170	10,434	SH		SOLE		10,434	0	0
CACI INTL INC -CL A CL A COM USD.1	COMMON	127190304	0	1	SH		SOLE		1	0	0
CACTUS INC COM CL A USD0.01	COMMON	127203107	2	72	SH		SOLE		72	0	0
CADENCE BANCORPORATION CL A COM	COMMON	12739A100	1	50	SH		SOLE		50	0	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	1,543	11,312	SH		SOLE		11,312	0	0
CAESARS ENTERTAINMENT INC COM USD.0001	COMMON	12769G100	440	5,921	SH		SOLE		5,921	0	0
CALIX INC COM USD.025	COMMON	13100M509	130	4,363	SH		SOLE		4,363	0	0
CAMBIUM NETWORKS CORP ORD USD 0.0001	COMMON	G17766109	335	13,371	SH		SOLE		13,371	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	8	81	SH		SOLE		81	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	13	263	SH		SOLE		263	0	0
CAMPING WORLD HOLDINGS INC CL A COM USD.01	COMMON	13462K109	176	6,742	SH		SOLE		6,742	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	138	1,619	SH		SOLE		1,619	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	970	8,827	SH		SOLE		8,827	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	86	3,590	SH		SOLE		3,590	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	283	817	SH		SOLE		817	0	0
CANADIAN SOLAR INC COM NPV	COMMON	136635109	1,027	20,047	SH		SOLE		20,047	0	0
CANON INC ADR	COMMON	138006309	83	4,282	SH		SOLE		4,282	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	2,479	25,083	SH		SOLE		25,083	0	0
CAPRI HOLDINGS LTD ORD NPV	COMMON	G1890L107	8	202	SH		SOLE		202	0	0
CARDIFF ONCOLOGY INC COM USD.0001	COMMON	14147L108	2	97	SH		SOLE		97	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	361	6,744	SH		SOLE		6,744	0	0
CARDIOVASCULAR SYSTEMS INC COM NPV	COMMON	141619106	5	117	SH		SOLE		117	0	0
CARDLYTICS INC COM	COMMON	14161W105	53	372	SH		SOLE		372	0	0
CARDTRONICS PLC CL A ORD USD0.01	COMMON	G1991C105	13	370	SH		SOLE		370	0	0
CAREDX INC COM USD.001	COMMON	14167L103	246	3,401	SH		SOLE		3,401	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	265	11,969	SH		SOLE		11,969	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	265	1,694	SH		SOLE		1,694	0	0
CARMAX INC COM NPV	COMMON	143130102	41	429	SH		SOLE		429	0	0
CARNIVAL CORPORATION & PLC ADR	COMMON	14365C103	4	216	SH		SOLE		216	0	0
CARNIVAL CORPORATION & PLC COM USD.01	COMMON	143658300	5	251	SH		SOLE		251	0	0
CARPARTS COM INC COM USD.001	COMMON	14427M107	3	248	SH		SOLE		248	0	0
CARPENTER TECHNOLOGY CORP COM USD5	COMMON	144285103	0	10	SH		SOLE		10	0	0
CARRIER GLOBAL CORP COM	COMMON	14448C104	97	2,559	SH		SOLE		2,559	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	152	1,620	SH		SOLE		1,620	0	0
CARVANA CO CL A COM USD .001	COMMON	146869102	12	50	SH		SOLE		50	0	0
CASEYS GENERAL STORES INC COM NPV	COMMON	147528103	19	107	SH		SOLE		107	0	0
CASSAVA SCIENCES INC COM USD.001	COMMON	14817C107	0	61	SH		SOLE		61	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	39	378	SH		SOLE		378	0	0
CATALYST PHARMACEUTICALS INC COM USD.001	COMMON	14888U101	44	13,075	SH		SOLE		13,075	0	0
CATCHMARK TIMBER TRUST CL A COM USD.01	COMMON	14912Y202	140	14,944	SH		SOLE		14,944	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	31,563	173,411	SH		OTR		146,863	26,548	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	3	318	SH		SOLE		318	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	110	5,480	SH		SOLE		5,480	0	0
CBDMD INC COM USD.001	COMMON	12482W101	0	1	SH		SOLE		1	0	0
CBIZ INC COM	COMMON	124805102	96	3,607	SH		SOLE		3,607	0	0
CBOE GLOBAL MARKETS INC COM USD0.01	COMMON	12503M108	23	242	SH		SOLE		242	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	260	4,141	SH		SOLE		4,141	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	8	157	SH		SOLE		157	0	0
CDW CORP COM USD.01	COMMON	12514G108	946	7,175	SH		SOLE		7,175	0	0
CECO ENVIRONMENTAL CORP COM NPV	COMMON	125141101	78	11,273	SH		SOLE		11,273	0	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602605	114	11,269	SH		SOLE		11,269	0	0
CELANESE CORP COM USD.01	COMMON	150870103	83,104	639,577	SH		OTR		489,507	150,070	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	1,956	242,377	SH		SOLE		242,377	0	0
CELLCOM ISRAEL LTD ORD USD.01	COMMON	M2196U109	16	3,231	SH		SOLE		3,231	0	0
CELLDEX THERAPEUTICS INC COM	COMMON	15117B202	1	71	SH		SOLE		71	0	0
CEL-SCI CORP COM USD.001	COMMON	150837607	32	2,708	SH		SOLE		2,708	0	0
CELSIUS HOLDINGS INC COM USD.001	COMMON	15118V207	100	1,990	SH		SOLE		1,990	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	212	3,530	SH		SOLE		3,530	0	0
CENTERPOINT ENERGY INC COM NPV	COMMON	15189T107	6	295	SH		SOLE		295	0	0
CENTRAL GARDEN & PET CO CL A COM USD.01	COMMON	153527205	906	24,942	SH		SOLE		24,942	0	0
CENTRAL PACIFIC FINANCIAL CP COM NPV	COMMON	154760409	5	247	SH		SOLE		247	0	0
CENTRESPACE COM NPV	COMMON	15202L107	6	82	SH		SOLE		82	0	0
CENTRUS ENERGY CORP CL A COM USD.1	COMMON	15643U104	596	25,760	SH		SOLE		25,760	0	0
CENTURY BANCORP INC/MA CL A COM NPV	COMMON	156432106	469	6,067	SH		SOLE		6,067	0	0
CENTURY COMMUNITIES INC COM USD.01	COMMON	156504300	5	108	SH		SOLE		108	0	0
CENTURYLINK INC COM USD1	COMMON	156700106	20,556	2,108,313	SH		OTR		1,502,865	605,448	0
CERENCE INC COM	COMMON	156727109	1	9	SH		SOLE		9	0	0
CERIDIAN HCM HOLDING COM USD0.01	COMMON	15677J108	6	53	SH		SOLE		53	0	0
CERNER CORP COM USD.01	COMMON	156782104	346	4,407	SH		SOLE		4,407	0	0
CF INDUSTRIES HOLDINGS INC COM USD.01	COMMON	125269100	708	18,294	SH		SOLE		18,294	0	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	305	3,841	SH		SOLE		3,841	0	0
CHAMPIONS ONCOLOGY INC COM USD.00001	COMMON	15870P307	0	25	SH		SOLE		25	0	0
CHAMPIONX CORP COM	COMMON	15872M104	0	9	SH		SOLE		9	0	0
CHANNELADVISOR CORP COM USD.001	COMMON	159179100	70	4,352	SH		SOLE		4,352	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	203	814	SH		SOLE		814	0	0
CHART INDUSTRIES INC COM USD.01	COMMON	16115Q308	1	7	SH		SOLE		7	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	29,110	44,004	SH		OTR		31,034	12,970	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	344	2,586	SH		SOLE		2,586	0	0
CHECKPOINT THERAPEUTICS INC COM	COMMON	162828107	0	1	SH		SOLE		1	0	0
CHEESECAKE FACTORY INC COM USD.01	COMMON	163072101	3	75	SH		SOLE		75	0	0
CHEETAH MOBILE INC -ADR ADR	COMMON	163075104	347	193,034	SH		SOLE		193,034	0	0
CHEFS' WAREHOUSE INC COM USD.01	COMMON	163086101	2	68	SH		SOLE		68	0	0
CHEGG INC COM USD0.001	COMMON	163092109	4	49	SH		SOLE		49	0	0
CHEMED CORP COM USD1	COMMON	16359R103	265	498	SH		SOLE		498	0	0
CHEMOCENTRYX INC COM USD.001	COMMON	16383L106	169	2,727	SH		SOLE		2,727	0	0
CHEMOURS CO COM USD0.01	COMMON	163851108	3,352	135,248	SH		SOLE		135,248	0	0
CHENIERE ENERGY INC COM USD.03	COMMON	16411R208	0	5	SH		SOLE		5	0	0
CHEVRON CORP COM USD3	COMMON	166764100	9,966	118,019	SH		SOLE		118,019	0	0
CHEWY INC COM CL A	COMMON	16679L109	13	141	SH		SOLE		141	0	0
CHICKEN SOUP FOR SOUL ENTNT CL A COM	COMMON	16842Q100	1	50	SH		SOLE		50	0	0
CHIMERA INVESTMENT CORP COM USD.01	COMMON	16934Q208	8	751	SH		SOLE		751	0	0
CHIMERIX INC COM USD.001	COMMON	16934W106	1	288	SH		SOLE		288	0	0
CHINA DISTANCE EDUCATION-ADR ADS NPV	COMMON	16944W104	685	71,082	SH		SOLE		71,082	0	0
CHINA EASTERN AIRLINES CORP SPON ADR CL H	COMMON	16937R104	437	20,314	SH		SOLE		20,314	0	0
CHINA INDEX HLD LTD -ADR ADR	COMMON	16954W101	0	49	SH		SOLE		49	0	0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H	COMMON	16939P106	28	2,526	SH		SOLE		2,526	0	0
CHINA MOBILE LTD SPON ADR	COMMON	16941M109	2,375	83,220	SH		SOLE		83,220	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	799	17,908	SH		SOLE		17,908	0	0
CHINA TELECOM CORP LTD SPON ADR H SHS	COMMON	169426103	1,897	68,858	SH		SOLE		68,858	0	0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR	COMMON	16945R104	1,166	205,202	SH		SOLE		205,202	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	1,092	66,808	SH		SOLE		66,808	0	0
CHIPMOS TECHNOLOGIES INC ADR	COMMON	16965P202	1,545	63,434	SH		SOLE		63,434	0	0
CHIPOTLE MEXICAN GRILL INC COM USD.01	COMMON	169656105	172	124	SH		SOLE		124	0	0
CHOICE HOTELS INTL INC COM USD.01	COMMON	169905106	3	32	SH		SOLE		32	0	0
CHUBB LTD ORD KYD.125	COMMON	H1467J104	1,893	12,299	SH		SOLE		12,299	0	0
CHUNGHWA TELECOM LTD SPON ADR	COMMON	17133Q502	86	2,234	SH		SOLE		2,234	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	1,645	18,860	SH		SOLE		18,860	0	0
CIENA CORP COM USD.01	COMMON	171779309	198	3,743	SH		SOLE		3,743	0	0
CIGNA CORP COM USD1	COMMON	125523100	1,181	5,674	SH		SOLE		5,674	0	0
CIM COMMERICAL TRUST DHD BEN INT USD.001	COMMON	125525584	0	1	SH		SOLE		1	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	413	4,725	SH		SOLE		4,725	0	0
CINTAS CORP COM NPV	COMMON	172908105	1,618	4,579	SH		SOLE		4,579	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	96	1,162	SH		SOLE		1,162	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	9,026	201,716	SH		SOLE		201,716	0	0
CIT GROUP INC COM USD.01	COMMON	125581801	5	146	SH		SOLE		146	0	0
CITI TRENDS INC COM	COMMON	17306X102	98	1,965	SH		SOLE		1,965	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	51,351	832,825	SH		OTR		618,137	214,688	0
CITIZENS FINANCIAL GROUP INC COM USD.01	COMMON	174610105	2,413	67,475	SH		OTR		60,505	6,970	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	8,075	62,070	SH		OTR		50,817	11,253	0
CLARUS CORP COM USD.0001	COMMON	18270P109	1	39	SH		SOLE		39	0	0
CLEAN ENERGY FUELS CORP COM USD.0001	COMMON	184499101	53	6,696	SH		SOLE		6,696	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	151	6,094	SH		SOLE		6,094	0	0
CLEARWAY ENERGY INC CL C COM NPV	COMMON	18539C204	8	254	SH		SOLE		254	0	0
CLEVELAND-CLIFFS INC COM USD1	COMMON	185899101	43	2,979	SH		SOLE		2,979	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	491	2,433	SH		SOLE		2,433	0	0
CLOUDFLARE INC COM CL A	COMMON	18915M107	74	980	SH		SOLE		980	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	432	2,373	SH		SOLE		2,373	0	0
CMS ENERGY CORP COM USD.01	COMMON	125896100	43	706	SH		SOLE		706	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	1	20	SH		SOLE		20	0	0
CNH INDUSTRIAL NV COM EUR.01	COMMON	N20944109	1	94	SH		SOLE		94	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	1,247	56,115	SH		SOLE		56,115	0	0
CNOOC LTD SPONSORED ADR	COMMON	126132109	1,460	15,927	SH		SOLE		15,927	0	0
CNX RESOURCES CORPORATION COM USD.01	COMMON	12653C108	1	106	SH		SOLE		106	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	6,551	119,459	SH		SOLE		119,459	0	0
COCA-COLA EUROPEAN PARTNERS ORD NPV	COMMON	G25839104	631	12,669	SH		SOLE		12,669	0	0
COCA-COLA FEMSA SAB DE CV SPON ADR	COMMON	191241108	553	11,986	SH		SOLE		11,986	0	0
CODEXIS INC COM USD.0001	COMMON	192005106	3	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	0	5	SH		SOLE		5	0	0
COGNEX CORP COM USD.002	COMMON	192422103	20	253	SH		SOLE		253	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	620	7,562	SH		SOLE		7,562	0	0
COHEN & STEERS INC COM USD.01	COMMON	19247A100	599	8,066	SH		SOLE		8,066	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
COHU INC COM USD1	COMMON	192576106	1	25	SH		SOLE		25	0	0
COLFAX CORP COM USD.001	COMMON	194014106	21	537	SH		SOLE		537	0	0
COLGATE-PALMOLIVE CO COM USD1	COMMON	194162103	13,162	153,939	SH		SOLE		153,939	0	0
COLLECTORS UNIVERSE INC COM USD.001	COMMON	19421R200	994	13,187	SH		SOLE		13,187	0	0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001	COMMON	19459J104	98	4,871	SH		SOLE		4,871	0	0
COLONY CAPITAL INC CL A COM USD.01	COMMON	19626G108	1	107	SH		SOLE		107	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	25	290	SH		SOLE		290	0	0
COLUMBUS MCKINNON CORP COM USD.01	COMMON	199333105	673	17,503	SH		SOLE		17,503	0	0
COMCAST CORP CL A COM USD1	COMMON	20030N101	25,099	479,038	SH		SOLE		479,038	0	0
COMERICA INC COM USD5	COMMON	200340107	1,134	20,296	SH		SOLE		20,296	0	0
COMFORT SYSTEMS USA INC COM USD.01	COMMON	199908104	332	6,312	SH		SOLE		6,312	0	0
COMM SERV SELECT SECTOR SPDR	COMMON	81369Y852	12	175	SH		SOLE		175	0	0
COMMERCE BANCSHARES INC COM USD5	COMMON	200525103	104	1,581	SH		SOLE		1,581	0	0
COMMERCIAL METALS COM USD5	COMMON	201723103	690	33,616	SH		SOLE		33,616	0	0
COMMUNICATIONS SYSTEMS INC COM USD.05	COMMON	203900105	28	6,040	SH		SOLE		6,040	0	0
COMMUNITY FINANCIAL CORP COM USD0.01	COMMON	20368X101	0	13	SH		SOLE		13	0	0
COMMUNITY HEALTHCARE TRUST COM USD0.01	COMMON	20369C106	9	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	169	2,732	SH		SOLE		2,732	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	39	6,435	SH		SOLE		6,435	0	0
COMSCORE INC COM USD.001	COMMON	20564W105	4	1,754	SH		SOLE		1,754	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	0	24	SH		SOLE		24	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	36	991	SH		SOLE		991	0	0
CONCENTRIX CORP -SPN COM	COMMON	20602D101	344	3,482	SH		SOLE		3,482	0	0
CONCHO RESOURCES INC COM USD.001	COMMON	20605P101	6	110	SH		SOLE		110	0	0
CONDUENT INC COM USD1	COMMON	206787103	0	50	SH		SOLE		50	0	0
CONFORMIS INC COM USD.00001	COMMON	20717E101	0	2	SH		SOLE		2	0	0
CONMED CORP COM USD.01	COMMON	207410101	957	8,542	SH		SOLE		8,542	0	0
CONN'S INC COM USD.01	COMMON	208242107	26	2,258	SH		SOLE		2,258	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	7,190	179,812	SH		OTR		156,480	23,332	0
CONSOL ENERGY INC COM	COMMON	20854L108	1	153	SH		SOLE		153	0	0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01	COMMON	209034107	116	23,699	SH		SOLE		23,699	0	0
CONSOLIDATED EDISON INC COM USD5	COMMON	209115104	4,462	61,754	SH		SOLE		61,754	0	0
CONSTELLATION BRANDS CL A COM USD.01	COMMON	21036P108	190	866	SH		SOLE		866	0	0
CONSTRUCTION PRTNR INC COM	COMMON	21044C107	5	169	SH		SOLE		169	0	0
CONSUMER DISCRETIONARY SELT	COMMON	81369Y407	10	63	SH		SOLE		63	0	0
CONSUMER STAPLES SPDR	COMMON	81369Y308	1	14	SH		SOLE		14	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	252	26,389	SH		SOLE		26,389	0	0
CONTRAFECT CORP COM USD.0001	COMMON	212326300	0	35	SH		SOLE		35	0	0
CONTROLADORA VUELA COMPANIA ADR	COMMON	21240E105	337	27,116	SH		SOLE		27,116	0	0
COOPER COS INC (THE) COM USD.1	COMMON	216648402	19	51	SH		SOLE		51	0	0
COOPER TIRE & RUBBER CO COM USD1	COMMON	216831107	255	6,289	SH		SOLE		6,289	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	14	184	SH		SOLE		184	0	0
COPART INC COM NPV	COMMON	217204106	53	416	SH		SOLE		416	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	243	9,295	SH		SOLE		9,295	0	0
CORE MARK HOLDING CO INC COM	COMMON	218681104	806	27,430	SH		SOLE		27,430	0	0
CORE MOLDING TECHNOLOGIES COM USD.01	COMMON	218683100	274	19,470	SH		SOLE		19,470	0	0
CORECIVIC INC COM USD.01	COMMON	21871N101	1	99	SH		SOLE		99	0	0
CORESITE REALTY CORP COM USD.01	COMMON	21870Q105	0	3	SH		SOLE		3	0	0
CORNING INC COM USD5	COMMON	219350105	441	12,259	SH		SOLE		12,259	0	0
CORPORATE OFFICE PROPERT COM USD.01	COMMON	22002T108	17	655	SH		SOLE		655	0	0
CORTEVA INC COM	COMMON	22052L104	125	3,222	SH		SOLE		3,222	0	0
CORVEL CORP COM USD.0001	COMMON	221006109	9	82	SH		SOLE		82	0	0
COSAN LTD CL A COM USD.01	COMMON	G25343107	159	8,625	SH		SOLE		8,625	0	0
COSTAR GROUP INC COM USD.01	COMMON	22160N109	294	318	SH		SOLE		318	0	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	2,305	6,117	SH		SOLE		6,117	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	112	5,089	SH		SOLE		5,089	0	0
COUPA SOFTWARE INC COM USD.0001	COMMON	22266L106	5	15	SH		SOLE		15	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795502	345	10,286	SH		SOLE		10,286	0	0
COWEN INC CL A COM USD0.01	COMMON	223622606	18	690	SH		SOLE		690	0	0
CRANE CO COM USD6.25	COMMON	224399105	1	10	SH		SOLE		10	0	0
CRAWFORD & CO CL A COM NPV	COMMON	224633206	3	446	SH		SOLE		446	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	109	15,176	SH		SOLE		15,176	0	0
CREDICORP LTD COM USD5	COMMON	G2519Y108	10	58	SH		SOLE		58	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	484	37,839	SH		SOLE		37,839	0	0
CREE INC COM USD.01	COMMON	225447101	13	121	SH		SOLE		121	0	0
CRH MEDICAL CORP COM NPV	COMMON	12626F105	112	47,922	SH		SOLE		47,922	0	0
CRH PLC ADR	COMMON	12626K203	2,275	53,427	SH		SOLE		53,427	0	0
CRITEO SA ADR	COMMON	226718104	715	34,884	SH		SOLE		34,884	0	0
CROCS INC COM USD.001	COMMON	227046109	278	4,434	SH		SOLE		4,434	0	0
CROWDSTRIKE HOLDINGS INC COM CL A USD0.0005	COMMON	22788C105	90	426	SH		SOLE		426	0	0
CROWN CASTLE INTL CORP COM USD.01	COMMON	22822V101	884	5,555	SH		SOLE		5,555	0	0
CROWN CRAFTS INC COM USD1	COMMON	228309100	158	22,018	SH		SOLE		22,018	0	0
CROWN HOLDINGS INC COM USD5	COMMON	228368106	53	532	SH		SOLE		532	0	0
CRYOPORT INC COM USD.001	COMMON	229050307	87	1,994	SH		SOLE		1,994	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	171	3,795	SH		SOLE		3,795	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	65	585	SH		SOLE		585	0	0
CSX CORP COM USD1	COMMON	126408103	19,785	218,034	SH		OTR		211,528	6,506	0
CTI BIOPHARMA CORP COM NPV	COMMON	12648L601	2	642	SH		SOLE		642	0	0
CTS CORP COM NPV	COMMON	126501105	5	157	SH		SOLE		157	0	0
CULLEN/FROST BANKERS INC COM USD5	COMMON	229899109	3	32	SH		SOLE		32	0	0
CULP INC COM USD.05	COMMON	230215105	324	20,414	SH		SOLE		20,414	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	71,384	314,342	SH		OTR		248,625	65,717	0
CUMULUS MEDIA INC COM CL A NEW	COMMON	231082801	1	120	SH		SOLE		120	0	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	123	8,602	SH		SOLE		8,602	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	36	308	SH		SOLE		308	0	0
CUSTOMERS BANCORP INC COM USD1	COMMON	23204G100	1	45	SH		SOLE		45	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	9	611	SH		SOLE		611	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	1,347	19,724	SH		SOLE		19,724	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	353	15,540	SH		SOLE		15,540	0	0
CYCLERION THERAPEUTICS COM	COMMON	23255M105	0	1	SH		SOLE		1	0	0
CYRUSONE INC COM USD.01	COMMON	23283R100	16	215	SH		SOLE		215	0	0
D R HORTON INC COM USD.01	COMMON	23331A109	328	4,762	SH		SOLE		4,762	0	0
DAKTRONICS INC COM NPV	COMMON	234264109	36	7,798	SH		SOLE		7,798	0	0
DANA INC COM USD.01	COMMON	235825205	1	29	SH		SOLE		29	0	0
DANAHER CORP COM USD.01	COMMON	235851102	8,878	39,972	SH		SOLE		39,972	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	15	130	SH		SOLE		130	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	2,712	47,020	SH		SOLE		47,020	0	0
DASEKE INC COM USD.0001	COMMON	23753F107	187	32,205	SH		SOLE		32,205	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	16,247	138,398	SH		SOLE		138,398	0	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	1,337	4,663	SH		SOLE		4,663	0	0
DEERE & CO COM USD1	COMMON	244199105	827	3,072	SH		SOLE		3,072	0	0
DELL TECHNOLOGIES INC CL C	COMMON	24703L202	4,125	56,289	SH		SOLE		56,289	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	8,839	219,824	SH		OTR		143,476	76,348	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	9	450	SH		SOLE		450	0	0
DENALI THERAPEUTCS INC COM	COMMON	24823R105	661	7,893	SH		SOLE		7,893	0	0
DENTSPLY SIRONA INC COM USD1	COMMON	24906P109	67	1,286	SH		SOLE		1,286	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	6	110	SH		SOLE		110	0	0
DEUTSCHE BANK AG ORD	COMMON	D18190898	19	1,709	SH		SOLE		1,709	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	9	572	SH		SOLE		572	0	0
DEXCOM INC COM USD.001	COMMON	252131107	263	712	SH		SOLE		712	0	0
DHT HOLDINGS INC COM USD.01	COMMON	Y2065G121	1,451	277,424	SH		SOLE		277,424	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	1,169	7,362	SH		SOLE		7,362	0	0
DIAMOND S SHIPPING INC COM	COMMON	Y20676105	2	354	SH		SOLE		354	0	0
DIAMONDBACK ENERGY INC COM USD.01	COMMON	25278X109	572	11,822	SH		SOLE		11,822	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	447	54,157	SH		SOLE		54,157	0	0
DICERNA PHARMACEUTICALS INC COM USD.0001	COMMON	253031108	390	17,688	SH		SOLE		17,688	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	26	463	SH		SOLE		463	0	0
DIEBOLD NIXDORF INC COM USD1.25	COMMON	253651103	309	28,948	SH		SOLE		28,948	0	0
DIGI INTERNATIONAL INC COM USD.01	COMMON	253798102	7	380	SH		SOLE		380	0	0
DIGIMARC CORP COM USD.001	COMMON	25381B101	32	674	SH		SOLE		674	0	0
DIGITAL REALTY TRUST INC COM USD.01	COMMON	253868103	2,008	14,396	SH		SOLE		14,396	0	0
DIGITAL TURBINE INC COM	COMMON	25400W102	411	7,271	SH		SOLE		7,271	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	59	934	SH		SOLE		934	0	0
DIODES INC COM USD.66	COMMON	254543101	234	3,323	SH		SOLE		3,323	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	131	1,442	SH		SOLE		1,442	0	0
DISCOVERY INC CL A COM	COMMON	25470F104	6,731	223,687	SH		SOLE		223,687	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	261	8,059	SH		SOLE		8,059	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	5,034	27,785	SH		SOLE		27,785	0	0
DIVERSIFIED HEALTHCARE TRUST COM USD.01	COMMON	25525P107	230	55,750	SH		SOLE		55,750	0	0
DOCUSIGN INC COM USD0.0001	COMMON	256163106	867	3,900	SH		SOLE		3,900	0	0
DOLBY LABORATORIES INC CL A COM USD.001	COMMON	25659T107	2	23	SH		SOLE		23	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	776	3,691	SH		SOLE		3,691	0	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	29	264	SH		SOLE		264	0	0
DOMINION ENERGY INC COM NPV	COMMON	25746U109	6,765	89,967	SH		SOLE		89,967	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	51	133	SH		SOLE		133	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	38	1,201	SH		SOLE		1,201	0	0
DONALDSON CO INC COM USD5	COMMON	257651109	61	1,096	SH		SOLE		1,096	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	445	31,632	SH		SOLE		31,632	0	0
DONNELLEY FINANCIAL SOLTNS COM USD.01	COMMON	25787G100	368	21,665	SH		SOLE		21,665	0	0
DORMAN PRODUCTS INC COM USD.01	COMMON	258278100	141	1,626	SH		SOLE		1,626	0	0
DOVER CORP COM USD1	COMMON	260003108	1,098	8,698	SH		SOLE		8,698	0	0
DOW INC COM USD 0.01	COMMON	260557103	14,004	252,345	SH		OTR		204,060	48,285	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	2,270	31,841	SH		SOLE		31,841	0	0
DTE ENERGY CO COM USD10	COMMON	233331107	49	401	SH		SOLE		401	0	0
DUKE ENERGY CORP COM NPV	COMMON	26441C204	7,188	78,515	SH		SOLE		78,515	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	21	514	SH		SOLE		514	0	0
DUPONT DE NEMOURS INC COM USD2.5	COMMON	26614N102	539	7,583	SH		SOLE		7,583	0	0
DURECT CORP COM USD.001	COMMON	266605104	7	3,506	SH		SOLE		3,506	0	0
DXC TECHNOLOGY CO COM USD1	COMMON	23355L106	2	66	SH		SOLE		66	0	0
DYADIC INTERNATIONAL INC COM USD.001	COMMON	26745T101	1	122	SH		SOLE		122	0	0
DYCOM INDUSTRIES INC COM USD.33	COMMON	267475101	1,426	18,892	SH		SOLE		18,892	0	0
DYNATRACE INC COM	COMMON	268150109	1	17	SH		SOLE		17	0	0
DYNAVAX TECHNOLOGIES CORP COM USD.001	COMMON	268158201	3	592	SH		SOLE		592	0	0
DYNEX CAPITAL INC COM USD.01	COMMON	26817Q886	103	5,814	SH		SOLE		5,814	0	0
EAGLE BANCORP MONTANA INC COM USD.01	COMMON	26942G100	115	5,417	SH		SOLE		5,417	0	0
EAGLE MATERIALS INC COM USD1	COMMON	26969P108	4	40	SH		SOLE		40	0	0
EAST WEST BANCORP INC COM USD.001	COMMON	27579R104	0	4	SH		SOLE		4	0	0
EASTGROUP PROPERTIES COM USD.0001	COMMON	277276101	15	107	SH		SOLE		107	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	5,634	56,184	SH		SOLE		56,184	0	0
EATON CORP PLC COM USD.5	COMMON	G29183103	12,828	106,779	SH		OTR		89,330	17,449	0
EATON VANCE CORP COM USD.125	COMMON	278265103	9	133	SH		SOLE		133	0	0
EBAY INC COM USD.001	COMMON	278642103	78,709	1,566,390	SH		OTR		1,192,621	373,769	0
EBIX INC COM USD.1	COMMON	278715206	100	2,622	SH		SOLE		2,622	0	0
ECHO GLOBAL LOGISTICS INC COM USD.01	COMMON	27875T101	5	176	SH		SOLE		176	0	0
ECHOSTAR CORP CL A COM NPV	COMMON	278768106	1	50	SH		SOLE		50	0	0
ECOLAB INC COM USD1	COMMON	278865100	383	1,768	SH		SOLE		1,768	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	1,513	117,205	SH		SOLE		117,205	0	0
EDISON INTERNATIONAL COM NPV	COMMON	281020107	30	481	SH		SOLE		481	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	505	32,898	SH		SOLE		32,898	0	0
EDWARDS LIFESCIENCES CORP COM USD1	COMMON	28176E108	802	8,792	SH		SOLE		8,792	0	0
EGAIN CORP COM USD.001	COMMON	28225C806	340	28,784	SH		SOLE		28,784	0	0
EHEALTH INC COM USD.001	COMMON	28238P109	8	119	SH		SOLE		119	0	0
EIDOS THERAPEUTICS INC COM	COMMON	28249H104	76	578	SH		SOLE		578	0	0
EL POLLO LOCO HOLDINGS INC COM USD0.01	COMMON	268603107	1	67	SH		SOLE		67	0	0
ELANCO ANIMAL HLTH INC COM	COMMON	28414H103	2	77	SH		SOLE		77	0	0
ELASTIC NV ORD	COMMON	N14506104	154	1,053	SH		SOLE		1,053	0	0
ELBIT SYSTEMS LTD ORD NIS1	COMMON	M3760D101	0	2	SH		SOLE		2	0	0
ELECTROCORE INC COM	COMMON	28531P103	0	1	SH		SOLE		1	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	82	8,397	SH		SOLE		8,397	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	5,502	38,314	SH		SOLE		38,314	0	0
ELEMENT SOLUTIONS INC COM USD.01	COMMON	28618M106	8	452	SH		SOLE		452	0	0
ELEVATE CREDIT INC COM USD0.001	COMMON	28621V101	174	43,521	SH		SOLE		43,521	0	0
ELLINGTON RESIDENTIAL MTG COM USD0.01	COMMON	288578107	245	18,762	SH		SOLE		18,762	0	0
EMAGIN CORP COM USD.01	COMMON	29076N206	0	154	SH		SOLE		154	0	0
EMBOTELLADORA ANDINA SA SPON ADR B	COMMON	29081P303	167	11,178	SH		SOLE		11,178	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	1,208	13,483	SH		SOLE		13,483	0	0
EMERSON ELECTRIC CO COM USD1	COMMON	291011104	468	5,823	SH		SOLE		5,823	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	510	15,938	SH		SOLE		15,938	0	0
ENCOMPASS HEALTH CORP COM USD.01	COMMON	29261A100	1	13	SH		SOLE		13	0	0
ENCORE CAPITAL GROUP INC COM USD.01	COMMON	292554102	0	4	SH		SOLE		4	0	0
ENDURANCE INTL GRP HLDGS INC COM USD.0001	COMMON	29272B105	10	1,074	SH		SOLE		1,074	0	0
ENERGOUS CORP COM USD0.00001	COMMON	29272C103	0	2	SH		SOLE		2	0	0
ENI SPA SPON ADR	COMMON	26874R108	338	16,397	SH		SOLE		16,397	0	0
ENNIS INC COM USD2.5	COMMON	293389102	560	31,395	SH		SOLE		31,395	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	63	2,562	SH		SOLE		2,562	0	0
ENPHASE ENERGY INC COM USD.00001	COMMON	29355A107	107	612	SH		SOLE		612	0	0
ENPRO INDUSTRIES INC COM USD.01	COMMON	29355X107	0	5	SH		SOLE		5	0	0
ENSIGN GROUP INC COM USD.001	COMMON	29358P101	26	352	SH		SOLE		352	0	0
ENSTAR GROUP LTD ORD	COMMON	G3075P101	1	3	SH		SOLE		3	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	137	1,421	SH		SOLE		1,421	0	0
ENTERGY CORP COM USD5	COMMON	29364G103	51	514	SH		SOLE		514	0	0
ENTRAVISION COMMUNICATIONS CL A COM USD.0001	COMMON	29382R107	76	27,545	SH		SOLE		27,545	0	0
ENVELA CORP COM NPV	COMMON	29402E102	66	12,750	SH		SOLE		12,750	0	0
ENZO BIOCHEM INC COM USD.01	COMMON	294100102	0	1	SH		SOLE		1	0	0
EOG RESOURCES INC COM NPV	COMMON	26875P101	1,148	23,020	SH		SOLE		23,020	0	0
EPAM SYSTEMS INC COM USD0.001	COMMON	29414B104	15	41	SH		SOLE		41	0	0
EPLUS INC COM USD.01	COMMON	294268107	0	3	SH		SOLE		3	0	0
EPR PROPERTIES COM USD.01 SBI	COMMON	26884U109	0	15	SH		SOLE		15	0	0
EQUIFAX INC COM USD2.5	COMMON	294429105	104	538	SH		SOLE		538	0	0
EQUINIX INC COM USD.001	COMMON	29444U700	1,292	1,809	SH		SOLE		1,809	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	195	11,894	SH		SOLE		11,894	0	0
EQUITABLE HOLDINGS INC COM	COMMON	29452E101	23,927	935,026	SH		OTR		647,496	287,530	0
EQUITRANS MID CORP COM	COMMON	294600101	1	72	SH		SOLE		72	0	0
EQUITY BANCSHARES INC CL A COM USD.01	COMMON	29460X109	3	119	SH		SOLE		119	0	0
EQUITY COMMONWEALTH COM USD.01	COMMON	294628102	9	333	SH		SOLE		333	0	0
EQUITY LIFESTYLE PROPERTIES COM USD.01	COMMON	29472R108	130	2,048	SH		SOLE		2,048	0	0
EQUITY RESIDENTIAL SHS BEN INT USD.01	COMMON	29476L107	4	61	SH		SOLE		61	0	0
ERIE INDEMNITY CO CL A COM NPV	COMMON	29530P102	4	17	SH		SOLE		17	0	0
ESCALADE INC COM USD1	COMMON	296056104	843	39,836	SH		SOLE		39,836	0	0
ESSA BANCORP INC COM USD.01	COMMON	29667D104	78	5,227	SH		SOLE		5,227	0	0
ESSENTIAL PPT RLTY TST COM USD0.01	COMMON	29670E107	1	38	SH		SOLE		38	0	0
ESSENTIAL UTILITIES INC COM USD.5	COMMON	29670G102	10	209	SH		SOLE		209	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	29,092	122,535	SH		OTR		89,515	33,020	0
ETSY INC COM USD.001	COMMON	29786A106	730	4,106	SH		SOLE		4,106	0	0
EURONAV ORD NPV	COMMON	B38564108	421	52,680	SH		SOLE		52,680	0	0
EVANS BANCORP INC COM USD.50	COMMON	29911Q208	1	34	SH		SOLE		34	0	0
EVENTBRITE INC COM CL A USD 0.00001	COMMON	29975E109	62	3,428	SH		SOLE		3,428	0	0
EVERCORE INC CL A COM USD.01	COMMON	29977A105	134	1,218	SH		SOLE		1,218	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	99	422	SH		SOLE		422	0	0
EVERGY INC COM USD5	COMMON	30034W106	5	85	SH		SOLE		85	0	0
EVERI HOLDINGS INC COM USD.001	COMMON	30034T103	33	2,355	SH		SOLE		2,355	0	0
EVERQUOTE INC COM Cl A	COMMON	30041R108	29	782	SH		SOLE		782	0	0
EVERSOURCE ENERGY COM USD5	COMMON	30040W108	111	1,284	SH		SOLE		1,284	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	1	20	SH		SOLE		20	0	0
EVI INDUSTRIES INC COM USD.025	COMMON	26929N102	1	28	SH		SOLE		28	0	0
EVOFEM BIOSCIENCES INC COM	COMMON	30048L104	0	182	SH		SOLE		182	0	0
EVOKE PHARMA INC COM USD.0001	COMMON	30049G104	1	528	SH		SOLE		528	0	0
EXACT SCIENCES CORP COM USD.001	COMMON	30063P105	10	79	SH		SOLE		79	0	0
EXELIXIS INC COM USD.001	COMMON	30161Q104	2	115	SH		SOLE		115	0	0
EXELON CORP COM NPV	COMMON	30161N101	311	7,373	SH		SOLE		7,373	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	1	8	SH		SOLE		8	0	0
EXONE CO COM USD0.01	COMMON	302104104	1	93	SH		SOLE		93	0	0
EXP WORLD HOLDINGS INC COM	COMMON	30212W100	334	5,299	SH		SOLE		5,299	0	0
EXPEDIA GROUP INC COM USD.001	COMMON	30212P303	11	85	SH		SOLE		85	0	0
EXPEDITORS INTL WASH INC COM USD.01	COMMON	302130109	118	1,241	SH		SOLE		1,241	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	15	126	SH		SOLE		126	0	0
EXXON MOBIL CORP COM NPV	COMMON	30231G102	10,399	252,308	SH		SOLE		252,308	0	0
F N B CORP/FL COM USD.01	COMMON	302520101	42	4,427	SH		SOLE		4,427	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	5	29	SH		SOLE		29	0	0
FABRINET ORD USD.01	COMMON	G3323L100	124	1,592	SH		SOLE		1,592	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	8,750	32,033	SH		SOLE		32,033	0	0
FACTSET RESEARCH SYSTEMS INC COM USD.01	COMMON	303075105	347	1,044	SH		SOLE		1,044	0	0
FAIR ISAAC CORP COM USD.01	COMMON	303250104	151	295	SH		SOLE		295	0	0
FALCON MINERALS CORP CL A COM	COMMON	30607B109	1	234	SH		SOLE		234	0	0
FARMLAND PARTNERS INC COM USD.01	COMMON	31154R109	435	49,969	SH		SOLE		49,969	0	0
FARO TECHNOLOGIES INC COM USD.001	COMMON	311642102	172	2,430	SH		SOLE		2,430	0	0
FASTENAL CO COM USD.01	COMMON	311900104	121	2,483	SH		SOLE		2,483	0	0
FASTLY INC COM CL A	COMMON	31188V100	19	214	SH		SOLE		214	0	0
FATE THERAPEUTICS INC COM USD0.001	COMMON	31189P102	441	4,855	SH		SOLE		4,855	0	0
FEDERAL REALTY INVESTMENT TR COM USD.01 SBI	COMMON	313747206	6	73	SH		SOLE		73	0	0
FEDERAL SIGNAL CORP COM USD1	COMMON	313855108	86	2,595	SH		SOLE		2,595	0	0
FEDERATED HERMES INC CL B COM NPV	COMMON	314211103	63	2,180	SH		SOLE		2,180	0	0
FEDEX CORP COM USD.1	COMMON	31428X106	2,526	9,732	SH		SOLE		9,732	0	0
FEDNAT HOLDING COMPANY COM USD.01	COMMON	31431B109	2	392	SH		SOLE		392	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	66	287	SH		SOLE		287	0	0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01	COMMON	N31738102	1,438	79,502	SH		SOLE		79,502	0	0
FIBROGEN INC COM USD.01	COMMON	31572Q808	97	2,629	SH		SOLE		2,629	0	0
FIDELITY MSCI INFO TECH ETF	COMMON	316092808	19	186	SH		SOLE		186	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	1,694	11,976	SH		SOLE		11,976	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	12	310	SH		SOLE		310	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	24,673	894,950	SH		OTR		583,453	311,497	0
FINANCIAL INSTITUTIONS INC COM USD.01	COMMON	317585404	27	1,219	SH		SOLE		1,219	0	0
FINVOLUTION GROUP -ADR ADR	COMMON	31810T101	387	144,824	SH		SOLE		144,824	0	0
FIREEYE INC COM USD.0001	COMMON	31816Q101	0	8	SH		SOLE		8	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	6	118	SH		SOLE		118	0	0
FIRST BANCORP P R COM NPV	COMMON	318672706	14	1,468	SH		SOLE		1,468	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	82	143	SH		SOLE		143	0	0
FIRST COMMUNITY CORP/SC COM USD1.	COMMON	319835104	0	23	SH		SOLE		23	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	66	5,806	SH		SOLE		5,806	0	0
FIRST FINL BANCORP INC/OH COM NPV	COMMON	320209109	40	2,270	SH		SOLE		2,270	0	0
FIRST GUARANTY BANCSHARES COM USD1.	COMMON	32043P106	0	28	SH		SOLE		28	0	0
FIRST HORIZON CORP COM USD2.5	COMMON	320517105	0	17	SH		SOLE		17	0	0
FIRST INDL REALTY TRUST INC COM USD.01	COMMON	32054K103	4	102	SH		SOLE		102	0	0
FIRST INTERNET BANCORP COM USD1	COMMON	320557101	513	17,846	SH		SOLE		17,846	0	0
FIRST MID BANCSHARES INC COM USD4.	COMMON	320866106	16	464	SH		SOLE		464	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	1	42	SH		SOLE		42	0	0
FIRST REPUBLIC BANK NEW COM USD.01	COMMON	33616C100	48	327	SH		SOLE		327	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	78	1,202	SH		SOLE		1,202	0	0
FIRST SOLAR INC COM USD.001	COMMON	336433107	4	40	SH		SOLE		40	0	0
FIRST TRUST CLOUD COMPUTING	COMMON	33734X192	5	51	SH		SOLE		51	0	0
FIRST TRUST DJ INTERNET IND	COMMON	33733E302	291	1,369	SH		SOLE		1,369	0	0
FIRST WSTRN FINNCIL INC COM	COMMON	33751L105	186	9,511	SH		SOLE		9,511	0	0
FIRSTENERGY CORP COM USD9	COMMON	337932107	1	19	SH		SOLE		19	0	0
FIRSTSERVICE CORP COM	COMMON	33767E202	183	1,339	SH		SOLE		1,339	0	0
FISERV INC COM USD.01	COMMON	337738108	945	8,299	SH		SOLE		8,299	0	0
FIVE BELOW INC COM USD.01	COMMON	33829M101	4	22	SH		SOLE		22	0	0
FIVE PRIME THERAPEUTICS INC COM USD0.001	COMMON	33830X104	2	140	SH		SOLE		140	0	0
FIVE STAR SENIOR LIVING INC COM USD.01	COMMON	33832D205	97	13,997	SH		SOLE		13,997	0	0
FIVE9 INC COM USD.001	COMMON	338307101	97	556	SH		SOLE		556	0	0
FLAGSTAR BANCORP INC COM USD.01	COMMON	337930705	0	10	SH		SOLE		10	0	0
FLEETCOR TECHNOLOGIES INC COM USD.001	COMMON	339041105	105	385	SH		SOLE		385	0	0
FLEXSHARES STOXX GLOBAL BROA	COMMON	33939L795	230	4,276	SH		SOLE		4,276	0	0
FLEXSTEEL INDUSTRIES INC COM USD1	COMMON	339382103	348	9,948	SH		SOLE		9,948	0	0
FLIR SYSTEMS INC COM USD.01	COMMON	302445101	0	5	SH		SOLE		5	0	0
FLOOR & DECOR HLDGS CL A COM USD.001	COMMON	339750101	76	821	SH		SOLE		821	0	0
FLOTEK INDUSTRIES INC COM	COMMON	343389102	0	1	SH		SOLE		1	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	93	4,119	SH		SOLE		4,119	0	0
FLOWSERVE CORP COM USD1.25	COMMON	34354P105	2	56	SH		SOLE		56	0	0
FLUENT INC COM USD.0005	COMMON	34380C102	154	29,041	SH		SOLE		29,041	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	31	273	SH		SOLE		273	0	0
FOCUS FINANCL PRTNR INC COM	COMMON	34417P100	22	512	SH		SOLE		512	0	0
FOMENTO ECONOMICO MEXICANO SPON ADR	COMMON	344419106	129	1,699	SH		SOLE		1,699	0	0
FONAR CORP COM USD.0001	COMMON	344437405	10	563	SH		SOLE		563	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	3	76	SH		SOLE		76	0	0
FORD MOTOR CO COM USD1	COMMON	345370860	109	12,369	SH		SOLE		12,369	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	21	1,048	SH		SOLE		1,048	0	0
FORMFACTOR INC COM USD.001	COMMON	346375108	742	17,254	SH		SOLE		17,254	0	0
FORTERRA INC COM USD0.001	COMMON	34960W106	150	8,747	SH		SOLE		8,747	0	0
FORTINET INC COM USD.001	COMMON	34959E109	53	354	SH		SOLE		354	0	0
FORTIS INC COM NPV	COMMON	349553107	66	1,629	SH		SOLE		1,629	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	75	1,061	SH		SOLE		1,061	0	0
FORTRESS BIOTECH INC COM USD.001	COMMON	34960Q109	6	1,905	SH		SOLE		1,905	0	0
FORTUNE BRANDS HOME & SECUR COM USD.01	COMMON	34964C106	5,125	59,791	SH		SOLE		59,791	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	13	890	SH		SOLE		890	0	0
FOUNDATION BLDG MRL INC COM USD0.001	COMMON	350392106	20	1,033	SH		SOLE		1,033	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	8	SH		SOLE		8	0	0
FOX CORP COM CL B	COMMON	35137L204	0	7	SH		SOLE		7	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	57	453	SH		SOLE		453	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	1,517	21,917	SH		SOLE		21,917	0	0
FRANKLIN FINANCIAL SVCS CORP COM NPV	COMMON	353525108	86	3,190	SH		SOLE		3,190	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	35	1,381	SH		SOLE		1,381	0	0
FRANKLIN STREET PROPERTIES COM	COMMON	35471R106	43	9,891	SH		SOLE		9,891	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	386	14,852	SH		SOLE		14,852	0	0
FRESENIUS MEDICAL CARE AG&CO SPON ADR	COMMON	358029106	1,160	27,920	SH		SOLE		27,920	0	0
FRESHPET INC COM USD0.001	COMMON	358039105	381	2,683	SH		SOLE		2,683	0	0
FS BANCORP INC COM USD.01	COMMON	30263Y104	116	2,122	SH		SOLE		2,122	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	2	16	SH		SOLE		16	0	0
FULLER (H. B.) CO COM USD1	COMMON	359694106	7	130	SH		SOLE		130	0	0
FULTON FINANCIAL CORP COM USD2.5	COMMON	360271100	76	5,975	SH		SOLE		5,975	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	39	3,033	SH		SOLE		3,033	0	0
GAIA INC CL A COM USD.0001	COMMON	36269P104	1	77	SH		SOLE		77	0	0
GALECTIN THERAPEUTICS INC COM USD.001	COMMON	363225202	162	72,515	SH		SOLE		72,515	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	3	188	SH		SOLE		188	0	0
GAMESTOP CORP CL A COM USD.001	COMMON	36467W109	5	253	SH		SOLE		253	0	0
GAMING & LEISURE PPTYS COM USD0.01	COMMON	36467J108	14	335	SH		SOLE		335	0	0
GAP INC COM USD.05	COMMON	364760108	3	142	SH		SOLE		142	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	16	131	SH		SOLE		131	0	0
GARTNER INC COM	COMMON	366651107	36	227	SH		SOLE		227	0	0
GATES INDUSTRIAL CORP PLC COM	COMMON	G39108108	0	21	SH		SOLE		21	0	0
GATX CORP COM USD.625	COMMON	361448103	12	150	SH		SOLE		150	0	0
GENASYS INC COM USD.00001	COMMON	36872P103	595	91,230	SH		SOLE		91,230	0	0
GENCO SHIPPING & TRADING COM NPV	COMMON	Y2685T131	12	1,617	SH		SOLE		1,617	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	212	17,254	SH		SOLE		17,254	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	1,064	4,679	SH		SOLE		4,679	0	0
GENERAL DYNAMICS CORP COM USD1	COMMON	369550108	281	1,885	SH		SOLE		1,885	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604103	699	64,738	SH		SOLE		64,738	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	877	14,908	SH		SOLE		14,908	0	0
GENERAL MOTORS CO COM USD.01	COMMON	37045V100	442	10,625	SH		SOLE		10,625	0	0
GENESCO INC COM USD1	COMMON	371532102	1	21	SH		SOLE		21	0	0
GENMAB AS SPONSORED ADR	COMMON	372303206	94	2,324	SH		SOLE		2,324	0	0
GENPACT LTD COM USD.01	COMMON	G3922B107	5	120	SH		SOLE		120	0	0
GENTEX CORP COM USD.06	COMMON	371901109	351	10,347	SH		SOLE		10,347	0	0
GENTHERM INC COM NPV	COMMON	37253A103	142	2,174	SH		SOLE		2,174	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	91	907	SH		SOLE		907	0	0
GENWORTH FINANCIAL INC CL A USD.001	COMMON	37247D106	1	133	SH		SOLE		133	0	0
GEO GROUP INC COM USD.01	COMMON	36162J106	1	165	SH		SOLE		165	0	0
GEOPARK LTD COM USD.001	COMMON	G38327105	1	64	SH		SOLE		64	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	916	12,741	SH		SOLE		12,741	0	0
G-III APPAREL GROUP LTD COM USD.01	COMMON	36237H101	57	2,401	SH		SOLE		2,401	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	309	5,307	SH		SOLE		5,307	0	0
GLAXOSMITHKLINE PLC SPON ADR	COMMON	37733W105	602	16,354	SH		SOLE		16,354	0	0
GLOBAL BLOOD THERAPEUTICS COM USD0.001	COMMON	37890U108	0	6	SH		SOLE		6	0	0
GLOBAL INDEMNITY GROUP LLC COM CL A .0001	COMMON	37959R103	0	17	SH		SOLE		17	0	0
GLOBAL PAYMENTS INC COM NPV	COMMON	37940X102	444	2,063	SH		SOLE		2,063	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	2	107	SH		SOLE		107	0	0
GLOBANT SA COM USD.1	COMMON	L44385109	13	59	SH		SOLE		59	0	0
GLOBE LIFE INC COM USD1	COMMON	37959E102	378	3,979	SH		SOLE		3,979	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	1	16	SH		SOLE		16	0	0
GMS INC COM USD.01	COMMON	36251C103	151	4,939	SH		SOLE		4,939	0	0
GOGO INC COM USD0.0001	COMMON	38046C109	28	2,893	SH		SOLE		2,893	0	0
GOLDMAN ACTIVEBETA US LC ETF	COMMON	381430503	67	883	SH		SOLE		883	0	0
GOLDMAN SACHS GROUP INC COM USD.01	COMMON	38141G104	4,409	16,719	SH		SOLE		16,719	0	0
GOODYEAR TIRE & RUBBER CO COM NPV	COMMON	382550101	0	39	SH		SOLE		39	0	0
GOOSEHEAD INSURANCE COM Cl A USD0.01	COMMON	38267D109	9	70	SH		SOLE		70	0	0
GOPRO INC CL A COM USD.0001	COMMON	38268T103	75	9,098	SH		SOLE		9,098	0	0
GP STRATEGIES CORP COM USD.01	COMMON	36225V104	1	81	SH		SOLE		81	0	0
GRACO INC COM USD1	COMMON	384109104	74	1,027	SH		SOLE		1,027	0	0
GRAFTECH INTERNATIONAL LTD COM USD0.01	COMMON	384313508	878	82,339	SH		SOLE		82,339	0	0
GRAHAM HOLDINGS CO CL B COM USD1	COMMON	384637104	6	11	SH		SOLE		11	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	33	82	SH		SOLE		82	0	0
GRANITESHARES GOLD TRUST	COMMON	38748G101	69	3,650	SH		SOLE		3,650	0	0
GRAPHIC PACKAGING HOLDING CO COM	COMMON	388689101	405	23,920	SH		SOLE		23,920	0	0
GRAVITY CO LTD -ADR ADR	COMMON	38911N206	1,464	8,098	SH		SOLE		8,098	0	0
GRAY TELEVISION INC CL B COM NPV	COMMON	389375106	12	697	SH		SOLE		697	0	0
GREAT AJAX CORP COM USD0.01	COMMON	38983D300	2	208	SH		SOLE		208	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	47	3,573	SH		SOLE		3,573	0	0
GREEN DOT CORP CL A COM USD.001	COMMON	39304D102	0	6	SH		SOLE		6	0	0
GREENHILL & CO INC COM USD.01	COMMON	395259104	137	11,268	SH		SOLE		11,268	0	0
GREENLANE HOLDINGS INC COM CL A	COMMON	395330103	118	29,748	SH		SOLE		29,748	0	0
GREIF INC -CL A CL A COM NPV	COMMON	397624107	0	3	SH		SOLE		3	0	0
GRIFFIN INDUSTRIAL REALTY COM USD.01	COMMON	398231100	1	12	SH		SOLE		12	0	0
GRIFOLS SA SPON ADR RP .5 CL B	COMMON	398438408	1	81	SH		SOLE		81	0	0
GROWGENERATION CORP COM	COMMON	39986L109	103	2,558	SH		SOLE		2,558	0	0
GRUBHUB INC COM USD.0001	COMMON	400110102	1	7	SH		SOLE		7	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	1,208	23,366	SH		SOLE		23,366	0	0
GRUPO AEROPORTUARIO DEL PACI ADR	COMMON	400506101	1,220	10,961	SH		SOLE		10,961	0	0
GRUPO AEROPORTUARIO SURESTE SPON ADR	COMMON	40051E202	657	3,986	SH		SOLE		3,986	0	0
GUARDANT HEALTH INC COM	COMMON	40131M109	12	93	SH		SOLE		93	0	0
GUIDEWIRE SOFTWARE INC COM USD0.0001	COMMON	40171V100	8	60	SH		SOLE		60	0	0
GULFPORT ENERGY CORP COM USD.01	COMMON	402635304	0	1,013	SH		SOLE		1,013	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	131	1,107	SH		SOLE		1,107	0	0
HAILIANG EDUCATION GRP -ADR ADR	COMMON	40522L108	65	989	SH		SOLE		989	0	0
HAIN CELESTIAL GROUP INC COM USD.01	COMMON	405217100	34	845	SH		SOLE		845	0	0
HALLIBURTON CO COM USD2.5	COMMON	406216101	96	5,070	SH		SOLE		5,070	0	0
HALLMARK FINANCIAL SERVICES COM USD.03	COMMON	40624Q203	1	265	SH		SOLE		265	0	0
HALOZYME THERAPEUTICS INC COM USD.001	COMMON	40637H109	366	8,561	SH		SOLE		8,561	0	0
HAMILTON BEACH BND HDNG CL A COM USD.01	COMMON	40701T104	22	1,230	SH		SOLE		1,230	0	0
HANESBRANDS INC COM USD.01	COMMON	410345102	688	47,159	SH		SOLE		47,159	0	0
HANGER INC COM NPV	COMMON	41043F208	221	10,043	SH		SOLE		10,043	0	0
HANNON ARMSTRONG SUST INFR COM USD0.01	COMMON	41068X100	13	209	SH		SOLE		209	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	447	3,819	SH		SOLE		3,819	0	0
HARLEY-DAVIDSON INC COM USD.01	COMMON	412822108	10	267	SH		SOLE		267	0	0
HARMONIC INC COM USD.001	COMMON	413160102	3	470	SH		SOLE		470	0	0
HARPOON THERAPEUTICS COM	COMMON	41358P106	11	635	SH		SOLE		635	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	3,082	62,920	SH		SOLE		62,920	0	0
HASBRO INC COM USD.5	COMMON	418056107	13	144	SH		SOLE		144	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	166	6,005	SH		SOLE		6,005	0	0
HAWAIIAN ELECTRIC INDS COM NPV	COMMON	419870100	5	149	SH		SOLE		149	0	0
HAWKINS INC COM USD.1	COMMON	420261109	134	2,557	SH		SOLE		2,557	0	0
HAWTHORN BANCSHARES INC COM USD1.0	COMMON	420476103	0	14	SH		SOLE		14	0	0
HC2 HOLDINGS INC COM USD0.001	COMMON	404139107	93	28,721	SH		SOLE		28,721	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	7,386	44,914	SH		SOLE		44,914	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	362	6,920	SH		SOLE		6,920	0	0
HDFC BANK LTD ADR	COMMON	40415F101	32	445	SH		SOLE		445	0	0
HEALTH CARE SELECT SECTOR	COMMON	81369Y209	316	2,788	SH		SOLE		2,788	0	0
HEALTHEQUITY INC COM USD.0001	COMMON	42226A107	270	3,871	SH		SOLE		3,871	0	0
HEALTHPEAK PROPERTIES INC COM USD1	COMMON	42250P103	39	1,297	SH		SOLE		1,297	0	0
HECLA MINING CO COM USD.25	COMMON	422704106	4	684	SH		SOLE		684	0	0
HEICO CORP COM USD.166	COMMON	422806109	228	1,719	SH		SOLE		1,719	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	12	55	SH		SOLE		55	0	0
HELMERICH & PAYNE COM USD.1	COMMON	423452101	205	8,855	SH		SOLE		8,855	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	36	4,217	SH		SOLE		4,217	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	920	5,677	SH		SOLE		5,677	0	0
HENRY SCHEIN INC COM USD.01	COMMON	806407102	295	4,411	SH		SOLE		4,411	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	365	7,589	SH		SOLE		7,589	0	0
HERC HOLDINGS INC COM USD.01	COMMON	42704L104	545	8,212	SH		SOLE		8,212	0	0
HERITAGE INSURANCE HOLDINGS COM USD0.0001	COMMON	42727J102	13	1,276	SH		SOLE		1,276	0	0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01	COMMON	427825500	502	63,585	SH		SOLE		63,585	0	0
HERSHEY CO COM USD1.	COMMON	427866108	521	3,420	SH		SOLE		3,420	0	0
HESS CORP COM USD1	COMMON	42809H107	4	83	SH		SOLE		83	0	0
HEWLETT PACKARD ENTERPRISE COM USD.01	COMMON	42824C109	516	43,537	SH		SOLE		43,537	0	0
HIBBETT SPORTS INC COM USD.01	COMMON	428567101	280	6,073	SH		SOLE		6,073	0	0
HIGHWOODS PROPERTIES INC COM USD.01	COMMON	431284108	621	15,679	SH		SOLE		15,679	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	1	20	SH		SOLE		20	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	113	1,157	SH		SOLE		1,157	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	14	501	SH		SOLE		501	0	0
HILTON GRAND VACATIONS COM USD.01	COMMON	43283X105	0	9	SH		SOLE		9	0	0
HILTON WORLDWIDE HOLDINGS COM USD.01	COMMON	43300A203	141	1,267	SH		SOLE		1,267	0	0
HIMAX TECHNOLOGIES INC ADR USD.001	COMMON	43289P106	68	9,141	SH		SOLE		9,141	0	0
HMS HOLDINGS CORP COM USD.01	COMMON	40425J101	18	479	SH		SOLE		479	0	0
HNI CORP COM USD1	COMMON	404251100	1,458	42,315	SH		SOLE		42,315	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	289	11,197	SH		SOLE		11,197	0	0
HOLOGIC INC COM USD.01	COMMON	436440101	3,451	47,381	SH		SOLE		47,381	0	0
HOME BANCSHARES INC COM USD.01	COMMON	436893200	3	153	SH		SOLE		153	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	4,787	18,024	SH		SOLE		18,024	0	0
HOMETRUST BANCSHARES INC COM USD.01	COMMON	437872104	5	241	SH		SOLE		241	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	3,598	127,376	SH		SOLE		127,376	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	3,931	18,482	SH		SOLE		18,482	0	0
HOOKER FURNITURE CORP COM NPV	COMMON	439038100	627	19,448	SH		SOLE		19,448	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	84	7,703	SH		SOLE		7,703	0	0
HORIZON BANCORP INC COM NPV	COMMON	440407104	41	2,612	SH		SOLE		2,612	0	0
HORIZON THERAPEUTICS PUB LTD ORD USD.01	COMMON	G46188101	502	6,866	SH		SOLE		6,866	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	31,849	2,176,972	SH		OTR		1,481,166	695,806	0
HOSTESS BRANDS INC CL A COM USD.0001	COMMON	44109J106	4	277	SH		SOLE		277	0	0
HOULIHAN LOKEY INC CL A COM USD.001	COMMON	441593100	895	13,314	SH		SOLE		13,314	0	0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01	COMMON	442487401	151	4,599	SH		SOLE		4,599	0	0
HOWARD HUGHES CORP COM USD0.01	COMMON	44267D107	0	4	SH		SOLE		4	0	0
HOWMET AEROSPACE INC COM USD1	COMMON	443201108	33,277	1,166,033	SH		OTR		957,978	208,055	0
HP INC COM USD1	COMMON	40434L105	4,046	164,529	SH		OTR		129,766	34,763	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	503	19,416	SH		SOLE		19,416	0	0
HUB GROUP INC -CL A CL A COM USD.01	COMMON	443320106	901	15,811	SH		SOLE		15,811	0	0
HUBBELL INC COM NPV	COMMON	443510607	105	667	SH		SOLE		667	0	0
HUBSPOT INC COM USD.001	COMMON	443573100	202	509	SH		SOLE		509	0	0
HUMANA INC COM NPV	COMMON	444859102	2,905	7,080	SH		SOLE		7,080	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	136	996	SH		SOLE		996	0	0
HUNTINGTON BANCSHARES COM NPV	COMMON	446150104	21	1,643	SH		SOLE		1,643	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	218	1,278	SH		SOLE		1,278	0	0
HUNTSMAN CORP COM USD.01	COMMON	447011107	6,104	242,835	SH		SOLE		242,835	0	0
HUTTIG BUILDING PRODUCTS INC COM NPV	COMMON	448451104	96	26,135	SH		SOLE		26,135	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	35	467	SH		SOLE		467	0	0
IAA INC COM USD0.01	COMMON	449253103	21	320	SH		SOLE		320	0	0
IAC/INTERACTIVECORP COM	COMMON	44891N109	11	57	SH		SOLE		57	0	0
IBEX LTD COM	COMMON	G4690M101	69	3,708	SH		SOLE		3,708	0	0
ICAD INC COM USD.01	COMMON	44934S206	1	83	SH		SOLE		83	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	15	488	SH		SOLE		488	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	169	11,363	SH		SOLE		11,363	0	0
ICL GROUP LTD ORD ILS1	COMMON	M53213100	3	676	SH		SOLE		676	0	0
ICU MEDICAL INC COM USD.1	COMMON	44930G107	0	1	SH		SOLE		1	0	0
IDEAYA BIOSCIENCES INC COM USD0.0001	COMMON	45166A102	66	4,722	SH		SOLE		4,722	0	0
IDENTIV INC COM USD.001	COMMON	45170X205	1	73	SH		SOLE		73	0	0
IDEX CORP COM USD.01	COMMON	45167R104	164	823	SH		SOLE		823	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	3,051	6,104	SH		SOLE		6,104	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	0	31	SH		SOLE		31	0	0
IEC ELECTRONICS CORP COM USD.01	COMMON	44949L105	28	2,032	SH		SOLE		2,032	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	1,849	40,164	SH		SOLE		40,164	0	0
IHS MARKIT LTD COM USD.01	COMMON	G47567105	1,980	22,043	SH		SOLE		22,043	0	0
II-VI INC COM NPV	COMMON	902104108	548	7,215	SH		SOLE		7,215	0	0
ILLINOIS TOOL WORKS COM NPV	COMMON	452308109	1,023	5,015	SH		SOLE		5,015	0	0
ILLUMINA INC COM USD.01	COMMON	452327109	482	1,302	SH		SOLE		1,302	0	0
IMAX CORP COM NPV	COMMON	45245E109	1	40	SH		SOLE		40	0	0
IMMERSION CORP COM USD.001	COMMON	452521107	69	6,083	SH		SOLE		6,083	0	0
IMMUNIC INC COM	COMMON	4525EP101	0	29	SH		SOLE		29	0	0
IMMUNOGEN INC COM USD.01	COMMON	45253H101	226	35,017	SH		SOLE		35,017	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	1	45	SH		SOLE		45	0	0
IMPINJ INC COM USD.001	COMMON	453204109	4	103	SH		SOLE		103	0	0
INCYTE CORP COM USD.001	COMMON	45337C102	21	241	SH		SOLE		241	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	93	2,262	SH		SOLE		2,262	0	0
INDEPENDENCE REALTY TRUST COM USD0.01	COMMON	45378A106	5	359	SH		SOLE		359	0	0
INDEPENDENT BANK CORP/MI COM NPV	COMMON	453838609	73	3,959	SH		SOLE		3,959	0	0
INDEPENDENT BK GRP INC COM USD.01	COMMON	45384B106	4	71	SH		SOLE		71	0	0
INDSTRL LGST PRPT TRST COM	COMMON	456237106	4	170	SH		SOLE		170	0	0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR	COMMON	456463108	738	16,341	SH		SOLE		16,341	0	0
INFINITY PHARMACEUTICALS INC COM USD	COMMON	45665G303	1	313	SH		SOLE		313	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	200	60,857	SH		SOLE		60,857	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	1,099	64,831	SH		SOLE		64,831	0	0
INFRASTRUCTR & ENRGY ALT INC COM USD.0001	COMMON	45686J104	467	28,199	SH		SOLE		28,199	0	0
INFUSYSTEM HOLDINGS INC COM USD0.0001	COMMON	45685K102	136	7,217	SH		SOLE		7,217	0	0
ING GROEP NV SPON ADR	COMMON	456837103	1,200	127,114	SH		SOLE		127,114	0	0
INGERSOLL RAND INC COM	COMMON	45687V106	27	585	SH		SOLE		585	0	0
INGEVITY CORP COM USD.01	COMMON	45688C107	1	15	SH		SOLE		15	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	253	5,921	SH		SOLE		5,921	0	0
INGREDION INC COM USD.01	COMMON	457187102	37	471	SH		SOLE		471	0	0
INNODATA INC COM USD.01	COMMON	457642205	336	63,438	SH		SOLE		63,438	0	0
INNOSPEC INC COM USD.01	COMMON	45768S105	423	4,663	SH		SOLE		4,663	0	0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001	COMMON	45781V101	102	556	SH		SOLE		556	0	0
INNOVATIVE SOLTNS & SUPP INC COM USD.001	COMMON	45769N105	1	127	SH		SOLE		127	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	1,123	90,631	SH		SOLE		90,631	0	0
INOVALON HOLDINGS INC CL A COM USD.000005	COMMON	45781D101	244	13,423	SH		SOLE		13,423	0	0
INPHI CORP COM USD.001	COMMON	45772F107	165	1,030	SH		SOLE		1,030	0	0
INSIGHT ENTERPRISES INC COM NPV	COMMON	45765U103	5	71	SH		SOLE		71	0	0
INSMED INC COM USD.01	COMMON	457669307	100	2,995	SH		SOLE		2,995	0	0
INSPIRE MEDICAL SYSTEM COM	COMMON	457730109	320	1,701	SH		SOLE		1,701	0	0
INSTALLED BLDG PRODUCTS INC COM USD0.01	COMMON	45780R101	14	135	SH		SOLE		135	0	0
INSULET CORP COM USD.001	COMMON	45784P101	2	9	SH		SOLE		9	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	339	4,174	SH		SOLE		4,174	0	0
INTEGRA LIFESCIENCES HOLDNGS COM USD.01	COMMON	457985208	0	5	SH		SOLE		5	0	0
INTEL CORP COM NPV	COMMON	458140100	12,634	253,625	SH		SOLE		253,625	0	0
INTELLIA THERAPEUTICS INC COM USD0.0001	COMMON	45826J105	164	3,007	SH		SOLE		3,007	0	0
INTELLICHECK INC COM USD.001	COMMON	45817G201	0	21	SH		SOLE		21	0	0
INTERACTIVE BROKERS GROUP CL A COM USD.01	COMMON	45841N107	5	75	SH		SOLE		75	0	0
INTERCONTINENTAL EXCHANGE COM USD.01	COMMON	45866F104	1,164	10,096	SH		SOLE		10,096	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P806	517	7,942	SH		SOLE		7,942	0	0
INTERNATIONAL MONEY EXPR INC COM	COMMON	46005L101	142	9,152	SH		SOLE		9,152	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	1,581	67,198	SH		SOLE		67,198	0	0
INTEVAC INC COM NPV	COMMON	461148108	64	8,890	SH		SOLE		8,890	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	11,834	94,020	SH		SOLE		94,020	0	0
INTL FLAVORS & FRAGRANCES COM USD.125	COMMON	459506101	5	49	SH		SOLE		49	0	0
INTL PAPER CO COM USD1	COMMON	460146103	15,360	308,943	SH		SOLE		308,943	0	0
INTRUSION INC COM NPV	COMMON	46121E205	233	13,310	SH		SOLE		13,310	0	0
INTUIT INC COM NPV	COMMON	461202103	1,374	3,617	SH		SOLE		3,617	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	1,122	1,372	SH		SOLE		1,372	0	0
INVESCO LTD COM USD.2	COMMON	G491BT108	51	2,901	SH		SOLE		2,901	0	0
INVESCO QQQ TRUST SERIES 1	COMMON	46090E103	292	930	SH		SOLE		930	0	0
INVESCO S&P 500 EQUAL WEIGHT	COMMON	46137V282	192	756	SH		SOLE		756	0	0
INVESCO WATER RESOURCES ETF	COMMON	46137V142	23	500	SH		SOLE		500	0	0
INVESTORS BANCORP INC COM USD.01	COMMON	46146L101	17	1,607	SH		SOLE		1,607	0	0
INVESTORS TITLE CO COM USD1.25	COMMON	461804106	157	1,023	SH		SOLE		1,023	0	0
INVITAE CORP COM USD.0001	COMMON	46185L103	290	6,934	SH		SOLE		6,934	0	0
INVITATION HOMES INC COM USD0.01	COMMON	46187W107	432	14,539	SH		SOLE		14,539	0	0
IONIS PHARMACEUTICALS INC COM USD.001	COMMON	462222100	15	257	SH		SOLE		257	0	0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166	COMMON	462260100	5	106	SH		SOLE		106	0	0
IPG PHOTONICS CORP COM USD.0001	COMMON	44980X109	4,271	19,087	SH		SOLE		19,087	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	125	695	SH		SOLE		695	0	0
IRHYTHM TECHNOLOGIES INC COM USD.001	COMMON	450056106	454	1,914	SH		SOLE		1,914	0	0
IRIDIUM COMMUNICATIONS INC COM	COMMON	46269C102	22	572	SH		SOLE		572	0	0
IROBOT CORP COM USD.001	COMMON	462726100	335	4,168	SH		SOLE		4,168	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	5	171	SH		SOLE		171	0	0
IRONWOOD PHARMACEUTICALS INC CL A COM USD.001	COMMON	46333X108	151	13,289	SH		SOLE		13,289	0	0
ISHARES 0-5 YR HY CORP BOND	COMMON	46434V407	507	11,166	SH		SOLE		11,166	0	0
ISHARES 1-3 YEAR TREASURY BO	COMMON	464287457	3,555	41,158	SH		SOLE		41,158	0	0
ISHARES 20 plus YEAR TREASURY BO	COMMON	464287432	49	311	SH		SOLE		311	0	0
ISHARES 3-7 YEAR TREASURY BO	COMMON	464288661	3,632	27,311	SH		SOLE		27,311	0	0
ISHARES 7-10 YEAR TREASURY B	COMMON	464287440	1,300	10,836	SH		SOLE		10,836	0	0
ISHARES BROAD USD HIGH YIELD	COMMON	46435U853	25	608	SH		SOLE		608	0	0
ISHARES CORE MSCI EAFE ETF	COMMON	46432F842	145	2,095	SH		SOLE		2,095	0	0
ISHARES CORE S&P 500 ETF	COMMON	464287200	209	558	SH		SOLE		558	0	0
ISHARES CORE S&P TOTAL U.S.	COMMON	464287150	259	3,000	SH		SOLE		3,000	0	0
ISHARES CORE U.S. AGGREGATE	COMMON	464287226	24,650	208,559	SH		SOLE		208,559	0	0
ISHARES EDGE MSCI USA QUALIT	COMMON	46432F339	96	828	SH		SOLE		828	0	0
ISHARES EXPONENTIAL TECH ETF	COMMON	46434V381	153	2,667	SH		SOLE		2,667	0	0
ISHARES GLOBAL HEALTHCARE ET	COMMON	464287325	79	1,033	SH		SOLE		1,033	0	0
ISHARES GOLD TRUST	COMMON	464285105	51	2,829	SH		SOLE		2,829	0	0
ISHARES IBOXX INVESTMENT GRA	COMMON	464287242	2,592	18,762	SH		SOLE		18,762	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	76	1,230	SH		SOLE		1,230	0	0
ISHARES LONG-TERM CORPORATE	COMMON	464289511	24	328	SH		SOLE		328	0	0
ISHARES MSCI ACWI ETF	COMMON	464288257	170	1,874	SH		SOLE		1,874	0	0
ISHARES MSCI EAFE ETF	COMMON	464287465	115	1,573	SH		SOLE		1,573	0	0
ISHARES MSCI KLD 400 SOCIAL	COMMON	464288570	44	615	SH		SOLE		615	0	0
ISHARES PREFERRED & INCOME S	COMMON	464288687	26	686	SH		SOLE		686	0	0
ISHARES RUSSELL 1000 ETF	COMMON	464287622	1,718	8,109	SH		SOLE		8,109	0	0
ISHARES RUSSELL 1000 GROWTH	COMMON	464287614	2,673	11,085	SH		SOLE		11,085	0	0
ISHARES RUSSELL 1000 VALUE E	COMMON	464287598	1,985	14,516	SH		SOLE		14,516	0	0
ISHARES RUSSELL 2000 ETF	COMMON	464287655	289	1,475	SH		SOLE		1,475	0	0
ISHARES RUSSELL 2000 GROWTH	COMMON	464287648	100	350	SH		SOLE		350	0	0
ISHARES RUSSELL MID-CAP ETF	COMMON	464287499	500	7,293	SH		SOLE		7,293	0	0
ISHARES RUSSELL MID-CAP GROW	COMMON	464287481	39	378	SH		SOLE		378	0	0
ISHARES S&P 100 ETF	COMMON	464287101	90	527	SH		SOLE		527	0	0
ISHARES S&P MID-CAP 400 GROW	COMMON	464287606	202	2,800	SH		SOLE		2,800	0	0
ISHARES SHORT TREASURY BOND	COMMON	464288679	3,678	33,277	SH		SOLE		33,277	0	0
ISHARES SHORT-TERM CORPORATE	COMMON	464288646	9,252	167,696	SH		SOLE		167,696	0	0
ISHARES TIPS BOND ETF	COMMON	464287176	48	373	SH		SOLE		373	0	0
ISHARES TR CORE S&P SCP ETF	COMMON	464287804	2	17	SH		SOLE		17	0	0
ISHARES TR MSCI ACWI EX US	COMMON	464288240	71	1,339	SH		SOLE		1,339	0	0
ISHARES TR NASDAQ BIOTECH	COMMON	464287556	42	277	SH		SOLE		277	0	0
ISHARES U.S. INDUSTRIALS ETF	COMMON	464287754	89	918	SH		SOLE		918	0	0
ISSUER DIRECT CORP COM USD.001	COMMON	46520M204	261	14,919	SH		SOLE		14,919	0	0
ISTAR INC COM USD.001	COMMON	45031U101	5	343	SH		SOLE		343	0	0
ITAU UNIBANCO HLDG SA SP ADR REP PFD	COMMON	465562106	1	133	SH		SOLE		133	0	0
ITRON INC COM USD.01	COMMON	465741106	111	1,156	SH		SOLE		1,156	0	0
ITT INC COM USD1	COMMON	45073V108	3	33	SH		SOLE		33	0	0
J2 GLOBAL INC COM USD.01	COMMON	48123V102	213	2,179	SH		SOLE		2,179	0	0
JABIL INC COM USD.001	COMMON	466313103	516	12,129	SH		SOLE		12,129	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	138	1,262	SH		SOLE		1,262	0	0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR	COMMON	47030M106	20	671	SH		SOLE		671	0	0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002	COMMON	G5005R107	3	65	SH		SOLE		65	0	0
JANUS HENDERSON GROUP PLC ORD	COMMON	G4474Y214	1	45	SH		SOLE		45	0	0
JAZZ PHARMACEUTICALS PLC COM USD.0001	COMMON	G50871105	318	1,929	SH		SOLE		1,929	0	0
JBG SMITH PPTYS When Issued	COMMON	46590V100	1	24	SH		SOLE		24	0	0
JD.COM INC ADR	COMMON	47215P106	1,188	13,520	SH		SOLE		13,520	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	747	30,368	SH		SOLE		30,368	0	0
JOHN BEAN TECHNOLOGIES COM USD.01	COMMON	477839104	45	394	SH		SOLE		394	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	32,511	206,598	SH		SOLE		206,598	0	0
JOHNSON CONTROLS INTL PLC COM USD16	COMMON	G51502105	81,276	1,744,567	SH		OTR		1,309,014	435,553	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	1,705	11,496	SH		SOLE		11,496	0	0
JOUNCE THERAPEUTICS INC COM USD0.001	COMMON	481116101	0	1	SH		SOLE		1	0	0
JOYY INC -ADR ADR	COMMON	46591M109	729	9,112	SH		SOLE		9,112	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	35,000	275,448	SH		OTR		229,329	46,119	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	183	8,125	SH		SOLE		8,125	0	0
KADANT INC COM USD.01	COMMON	48282T104	161	1,142	SH		SOLE		1,142	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	0	3	SH		SOLE		3	0	0
KAMADA LTD COM ILS1.	COMMON	M6240T109	403	62,126	SH		SOLE		62,126	0	0
KANSAS CITY SOUTHERN COM NPV	COMMON	485170302	70	341	SH		SOLE		341	0	0
KARYOPHARM THERAPEUTICS INC COM USD.0001	COMMON	48576U106	12	753	SH		SOLE		753	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	6,842	172,766	SH		SOLE		172,766	0	0
KB HOME COM USD1	COMMON	48666K109	3	97	SH		SOLE		97	0	0
KBR INC COM USD.001	COMMON	48242W106	5	172	SH		SOLE		172	0	0
KELLOGG CO COM USD.25	COMMON	487836108	8	124	SH		SOLE		124	0	0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG	COMMON	488152208	1	41	SH		SOLE		41	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	10	124	SH		SOLE		124	0	0
KEYCORP COM USD1	COMMON	493267108	53	3,214	SH		SOLE		3,214	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	43	327	SH		SOLE		327	0	0
KFORCE INC COM USD.01	COMMON	493732101	553	13,146	SH		SOLE		13,146	0	0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625	COMMON	494274103	0	4	SH		SOLE		4	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	668	4,951	SH		SOLE		4,951	0	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	6	374	SH		SOLE		374	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	1,139	83,302	SH		SOLE		83,302	0	0
KINIKSA PHRMCETCLS LTD COM CL A	COMMON	G5269C101	0	19	SH		SOLE		19	0	0
KINROSS GOLD CORP COM NPV	COMMON	496902404	6	781	SH		SOLE		781	0	0
KINSALE CAPITAL GROUP INC COM USD0.01	COMMON	49714P108	266	1,327	SH		SOLE		1,327	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	55	1,327	SH		SOLE		1,327	0	0
KIRKLAND'S INC COM NPV	COMMON	497498105	1	55	SH		SOLE		55	0	0
KITE REALTY GROUP TRUST COM USD.01	COMMON	49803T300	3	183	SH		SOLE		183	0	0
KKR & CO INC COM CL A	COMMON	48251W104	3	75	SH		SOLE		75	0	0
KLA CORP COM USD.001	COMMON	482480100	1,774	6,854	SH		SOLE		6,854	0	0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01	COMMON	499049104	1	16	SH		SOLE		16	0	0
KODIAK SCIENCES INC COM	COMMON	50015M109	299	2,035	SH		SOLE		2,035	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	4	95	SH		SOLE		95	0	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	1,021	18,839	SH		SOLE		18,839	0	0
KONTOOR BRANDS INC COM	COMMON	50050N103	3	77	SH		SOLE		77	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	29	847	SH		SOLE		847	0	0
KRANESHARES CSI CHINA INTERN	COMMON	500767306	3	35	SH		SOLE		35	0	0
KRATON CORP COM USD.01	COMMON	50077C106	1,458	52,458	SH		SOLE		52,458	0	0
KROGER CO COM USD1	COMMON	501044101	8,687	273,532	SH		SOLE		273,532	0	0
KT CORP SPON ADR	COMMON	48268K101	503	45,680	SH		SOLE		45,680	0	0
KULICKE & SOFFA INDUSTRIES COM NPV	COMMON	501242101	7	212	SH		SOLE		212	0	0
KURA ONCOLOGY INC COM USD.0001	COMMON	50127T109	104	3,178	SH		SOLE		3,178	0	0
L BRANDS INC COM USD.5	COMMON	501797104	2,377	63,919	SH		SOLE		63,919	0	0
L3HARRIS TECHNOLOGIES INC COM USD1	COMMON	502431109	4,416	23,364	SH		OTR		19,131	4,233	0
LABORATORY CP OF AMER HLDGS COM USD.01	COMMON	50540R409	69	341	SH		SOLE		341	0	0
LADDER CAPITAL CORP CL A COM USD.001	COMMON	505743104	0	30	SH		SOLE		30	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	567	20,801	SH		SOLE		20,801	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	12,983	27,490	SH		OTR		17,869	9,621	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	3	36	SH		SOLE		36	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	518	6,574	SH		SOLE		6,574	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	136	5,945	SH		SOLE		5,945	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	719	5,343	SH		SOLE		5,343	0	0
LANNETT CO INC COM NPV	COMMON	516012101	7	1,125	SH		SOLE		1,125	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	204	3,431	SH		SOLE		3,431	0	0
LATTICE SEMICONDUCTOR CORP COM USD.01	COMMON	518415104	1,216	26,533	SH		SOLE		26,533	0	0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01	COMMON	518439104	731	2,747	SH		SOLE		2,747	0	0
LAUREATE EDUCATION INC CL A COM USD0.001	COMMON	518613203	34	2,352	SH		SOLE		2,352	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	161	3,154	SH		SOLE		3,154	0	0
LA-Z-BOY INC COM USD1	COMMON	505336107	20	506	SH		SOLE		506	0	0
LCI INDUSTRIES COM NPV	COMMON	50189K103	13	97	SH		SOLE		97	0	0
LEAR CORP COM NPV	COMMON	521865204	16	100	SH		SOLE		100	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768109	2	1,706	SH		SOLE		1,706	0	0
LEGGETT & PLATT INC COM USD1	COMMON	524660107	2	42	SH		SOLE		42	0	0
LEIDOS HOLDINGS INC COM USD.01	COMMON	525327102	1,105	10,508	SH		SOLE		10,508	0	0
LEJU HOLDINGS LTD -ADR ADR	COMMON	50187J108	94	40,994	SH		SOLE		40,994	0	0
LENNAR CORP CL A COM USD.1	COMMON	526057104	7,324	96,074	SH		SOLE		96,074	0	0
LENNAR CORP CL B COM USD.1	COMMON	526057302	3	42	SH		SOLE		42	0	0
LENNOX INTERNATIONAL INC COM USD.01	COMMON	526107107	12	42	SH		SOLE		42	0	0
LENSAR INC -SPN COM	COMMON	52634L108	1	119	SH		SOLE		119	0	0
LEXICON PHARMACEUTICALS INC COM USD.001	COMMON	528872302	40	11,797	SH		SOLE		11,797	0	0
LEXINGTON REALTY TRUST COM USD.0001	COMMON	529043101	4	372	SH		SOLE		372	0	0
LGI HOMES INC COM USD.01	COMMON	50187T106	6	56	SH		SOLE		56	0	0
LHC GROUP INC COM USD.01	COMMON	50187A107	350	1,643	SH		SOLE		1,643	0	0
LIBERTY BROADBAND CORP SR A COM USD.01	COMMON	530307107	19	122	SH		SOLE		122	0	0
LIBERTY BROADBAND CORP SR C COM USD.01	COMMON	530307305	399	2,517	SH		SOLE		2,517	0	0
LIBERTY GLOBAL PLC SR C COM USD .01	COMMON	G5480U120	47,590	2,012,276	SH		OTR		1,305,715	706,561	0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER A	COMMON	531229870	0	2	SH		SOLE		2	0	0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER C	COMMON	531229854	7	157	SH		SOLE		157	0	0
LIBERTY MEDIA SIRIUSXM GROUP SR A COM USD0.01	COMMON	531229409	0	7	SH		SOLE		7	0	0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01	COMMON	531229607	15	351	SH		SOLE		351	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	5	39	SH		SOLE		39	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	5	498	SH		SOLE		498	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	386	3,882	SH		SOLE		3,882	0	0
LIGHTINTHEBOX HLDG -ADR ADR	COMMON	53225G102	324	127,585	SH		SOLE		127,585	0	0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01	COMMON	532257805	256	65,418	SH		SOLE		65,418	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	37,077	219,601	SH		OTR		158,110	61,491	0
LIMBACH HOLDINGS INC COM	COMMON	53263P105	288	23,351	SH		SOLE		23,351	0	0
LINCOLN EDUCATIONAL SERVICES COM NPV	COMMON	533535100	140	21,533	SH		SOLE		21,533	0	0
LINCOLN ELECTRIC HLDGS INC COM NPV	COMMON	533900106	7	59	SH		SOLE		59	0	0
LINCOLN NATIONAL CORP COM USD1.25	COMMON	534187109	813	16,171	SH		SOLE		16,171	0	0
LINDE PLC COM NPV	COMMON	G5494J103	1,918	7,280	SH		SOLE		7,280	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
LIONS GATE ENTERTAINMENT CP CL A VTG	COMMON	535919401	0	34	SH		SOLE		34	0	0
LIONS GATE ENTERTAINMENT CP CL B NON VTG	COMMON	535919500	0	36	SH		SOLE		36	0	0
LIQUIDIA CORP COM	COMMON	53635D202	0	1	SH		SOLE		1	0	0
LITHIA MOTORS INC -CL A CL A COM NPV	COMMON	536797103	249	852	SH		SOLE		852	0	0
LIVENT CORP COM	COMMON	53814L108	2	126	SH		SOLE		126	0	0
LIVERAMP HOLDINGS INC COM USD.1	COMMON	53815P108	245	3,347	SH		SOLE		3,347	0	0
LIVEXLIVE MEDIA COM USD0.001	COMMON	53839L208	0	1	SH		SOLE		1	0	0
LKQ CORP COM	COMMON	501889208	2,218	62,927	SH		SOLE		62,927	0	0
LLOYDS BANKING GROUP PLC SPONSORED ADR	COMMON	539439109	631	321,852	SH		SOLE		321,852	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	835	2,353	SH		SOLE		2,353	0	0
LOEWS CORP COM USD1	COMMON	540424108	1,116	24,790	SH		SOLE		24,790	0	0
LOGITECH INTERNATIONAL SA ORD	COMMON	H50430232	1,066	10,964	SH		SOLE		10,964	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	19	508	SH		SOLE		508	0	0
LOWE'S COS INC COM USD.5	COMMON	548661107	2,134	13,298	SH		SOLE		13,298	0	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	1,125	10,795	SH		SOLE		10,795	0	0
LSI INDUSTRIES INC COM USD.01	COMMON	50216C108	630	73,592	SH		SOLE		73,592	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	219	629	SH		SOLE		629	0	0
LUMENT FINANCE TRUST INC COM USD.01	COMMON	55025L108	12	3,821	SH		SOLE		3,821	0	0
LUMENTUM HOLDINGS INC COM USD.001	COMMON	55024U109	6	61	SH		SOLE		61	0	0
LUMINEX CORP COM USD.001	COMMON	55027E102	43	1,868	SH		SOLE		1,868	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	4	367	SH		SOLE		367	0	0
LUTHER BURBANK CORP COM	COMMON	550550107	0	27	SH		SOLE		27	0	0
LYDALL INC COM USD.1	COMMON	550819106	1	33	SH		SOLE		33	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	36,457	397,745	SH		OTR		257,556	140,189	0
M & T BANK CORP COM USD5	COMMON	55261F104	4,487	35,246	SH		OTR		25,535	9,711	0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001	COMMON	55405Y100	328	5,964	SH		SOLE		5,964	0	0
MACERICH CO COM USD.01	COMMON	554382101	0	2	SH		SOLE		2	0	0
MACKINAC FINANCIAL CORP COM NPV	COMMON	554571109	142	11,125	SH		SOLE		11,125	0	0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT	COMMON	55608B105	0	7	SH		SOLE		7	0	0
MACROGENICS INC COM USD0.01	COMMON	556099109	1	58	SH		SOLE		58	0	0
MACY'S INC COM NPV	COMMON	55616P104	1	94	SH		SOLE		94	0	0
MADISON SQUARE GARD ENT COM CL A	COMMON	55826T102	9	85	SH		SOLE		85	0	0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01	COMMON	55825T103	2	10	SH		SOLE		10	0	0
MAGELLAN MIDSTREAM PRTNRS LP COM NPV UNITS	COMMON	559080106	39	911	SH		SOLE		911	0	0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1	COMMON	559166103	718	45,890	SH		SOLE		45,890	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	11,351	160,324	SH		SOLE		160,324	0	0
MAGNITE INC COM USD.00001	COMMON	55955D100	127	4,140	SH		SOLE		4,140	0	0
MALIBU BOATS INC CL A COM USD.01	COMMON	56117J100	31	500	SH		SOLE		500	0	0
MANHATTAN ASSOCIATES INC COM USD.01	COMMON	562750109	6	55	SH		SOLE		55	0	0
MANITOWOC CO COM USD2.5	COMMON	563571405	48	3,604	SH		SOLE		3,604	0	0
MANNING & NAPIER INC CL A COM USD.01	COMMON	56382Q102	87	13,894	SH		SOLE		13,894	0	0
MANNKIND CORP COM USD.01	COMMON	56400P706	34	10,976	SH		SOLE		10,976	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	1,287	14,272	SH		SOLE		14,272	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	4,243	238,094	SH		SOLE		238,094	0	0
MARATHON OIL CORP COM NPV	COMMON	565849106	4	580	SH		SOLE		580	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	150	3,622	SH		SOLE		3,622	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	122	8,367	SH		SOLE		8,367	0	0
MARINEMAX INC COM USD.001	COMMON	567908108	9	244	SH		SOLE		244	0	0
MARKEL CORP COM NPV	COMMON	570535104	222	215	SH		SOLE		215	0	0
MARKETAXESS HOLDINGS INC COM USD.001	COMMON	57060D108	91	159	SH		SOLE		159	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	391	2,962	SH		SOLE		2,962	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	473	3,445	SH		SOLE		3,445	0	0
MARRONE BIO INNOVTIONS COM USD0.00001	COMMON	57165B106	0	1	SH		SOLE		1	0	0
MARSH & MCLENNAN COS COM USD1	COMMON	571748102	1,083	9,257	SH		SOLE		9,257	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	291	16,875	SH		SOLE		16,875	0	0
MARTIN MARIETTA MATERIALS COM USD.01	COMMON	573284106	23	80	SH		SOLE		80	0	0
MARVELL TECHNOLOGY GROUP LTD COM USD.002	COMMON	G5876H105	97	2,049	SH		SOLE		2,049	0	0
MASCO CORP COM USD1	COMMON	574599106	30,667	558,298	SH		OTR		400,335	157,963	0
MASIMO CORP COM USD.001	COMMON	574795100	35	129	SH		SOLE		129	0	0
MASONITE INTERNATIONAL CORP COM NPV	COMMON	575385109	6	59	SH		SOLE		59	0	0
MASTEC INC COM USD.1	COMMON	576323109	1,674	24,553	SH		SOLE		24,553	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	223	14,037	SH		SOLE		14,037	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	3,747	10,498	SH		SOLE		10,498	0	0
MATCH GROUP INC COM USD0.001	COMMON	57667L107	124	817	SH		SOLE		817	0	0
MATRIX SERVICE CO COM USD.01	COMMON	576853105	10	932	SH		SOLE		932	0	0
MATSON INC COM NPV	COMMON	57686G105	7	121	SH		SOLE		121	0	0
MATTHEWS INTL CORP -CL A CL A COM USD1	COMMON	577128101	0	11	SH		SOLE		11	0	0
MAUI LAND & PINEAPPLE CO COM NPV	COMMON	577345101	1	58	SH		SOLE		58	0	0
MAXAR TECHNOLOGIES INC COM NPV	COMMON	57778K105	21	534	SH		SOLE		534	0	0
MAXIM INTEGRATED PRODUCTS COM USD.001	COMMON	57772K101	23	254	SH		SOLE		254	0	0
MAXIMUS INC COM NPV	COMMON	577933104	178	2,429	SH		SOLE		2,429	0	0
MAYVILLE ENGNERING CMPNY INC COM	COMMON	578605107	145	10,776	SH		SOLE		10,776	0	0
MBIA INC COM USD1	COMMON	55262C100	0	40	SH		SOLE		40	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	101	1,059	SH		SOLE		1,059	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	2,529	11,786	SH		SOLE		11,786	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	79,276	455,837	SH		OTR		340,078	115,759	0
MDU RESOURCES GROUP INC COM USD5	COMMON	552690109	3	110	SH		SOLE		110	0	0
MECHEL PAO ADR NPV	COMMON	583840608	427	208,334	SH		SOLE		208,334	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	23	1,037	SH		SOLE		1,037	0	0
MEDIFAST INC COM USD.001	COMMON	58470H101	146	746	SH		SOLE		746	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	0	20	SH		SOLE		20	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	1,061	7,622	SH		SOLE		7,622	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	3,459	29,532	SH		SOLE		29,532	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	1	48	SH		SOLE		48	0	0
MERCADOLIBRE INC COM USD.001	COMMON	58733R102	85	51	SH		SOLE		51	0	0
MERCANTILE BANK CORP COM NPV	COMMON	587376104	1	30	SH		SOLE		30	0	0
MERCHANTS BANCORP COM	COMMON	58844R108	693	25,096	SH		SOLE		25,096	0	0
MERCK & CO COM NPV	COMMON	58933Y105	2,138	26,136	SH		SOLE		26,136	0	0
MERCURY GENERAL CORP COM NPV	COMMON	589400100	94	1,806	SH		SOLE		1,806	0	0
MEREDITH CORP COM USD1	COMMON	589433101	281	14,655	SH		SOLE		14,655	0	0
MERIDIAN BIOSCIENCE INC COM NPV	COMMON	589584101	2	95	SH		SOLE		95	0	0
MERIT MEDICAL SYSTEMS INC COM NPV	COMMON	589889104	1	16	SH		SOLE		16	0	0
MERITAGE HOMES CORP COM NPV	COMMON	59001A102	1,163	14,039	SH		SOLE		14,039	0	0
MERITOR INC COM USD1	COMMON	59001K100	5	169	SH		SOLE		169	0	0
MERRIMACK PHARMACEUTICALS COM USD0.01	COMMON	590328209	1	88	SH		SOLE		88	0	0
MERSANA THRPEUTIC INC COM 0.0001USD	COMMON	59045L106	97	3,663	SH		SOLE		3,663	0	0
META FINANCIAL GROUP INC COM USD.01	COMMON	59100U108	75	2,040	SH		SOLE		2,040	0	0
METHANEX CORP COM NPV	COMMON	59151K108	6	130	SH		SOLE		130	0	0
METHODE ELECTRONICS INC COM USD.5	COMMON	591520200	455	11,876	SH		SOLE		11,876	0	0
METLIFE INC COM	COMMON	59156R108	76,407	1,627,470	SH		OTR		1,216,261	411,209	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	1,456	1,278	SH		SOLE		1,278	0	0
MGE ENERGY INC COM USD8	COMMON	55277P104	1	21	SH		SOLE		21	0	0
MGM RESORTS INTERNATIONAL COM USD1	COMMON	552953101	5	159	SH		SOLE		159	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	633	4,586	SH		SOLE		4,586	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	5,403	71,880	SH		SOLE		71,880	0	0
MICROSOFT CORP COM USD.00000625	COMMON	594918104	26,153	117,585	SH		SOLE		117,585	0	0
MICROSTRATEGY INC CL A COM USD.001	COMMON	594972408	172	442	SH		SOLE		442	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	159	7,242	SH		SOLE		7,242	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	1,606	12,676	SH		SOLE		12,676	0	0
MIDDLEBY CORP COM USD.01	COMMON	596278101	9	73	SH		SOLE		73	0	0
MIDDLEFIELD BANC CORP COM NPV	COMMON	596304204	4	189	SH		SOLE		189	0	0
MIDDLESEX WATER CO COM NPV	COMMON	596680108	5	72	SH		SOLE		72	0	0
MIDLAND STATES BANCORP COM USD.01	COMMON	597742105	22	1,249	SH		SOLE		1,249	0	0
MIDWESTONE FINANCIAL GROUP COM	COMMON	598511103	1	31	SH		SOLE		31	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	1	25	SH		SOLE		25	0	0
MINERALS TECHNOLOGIES INC COM USD1	COMMON	603158106	57	922	SH		SOLE		922	0	0
MIRATI THERAPEUTICS INC COM USD.001	COMMON	60468T105	599	2,726	SH		SOLE		2,726	0	0
MITEK SYSTEMS INC COM USD.001	COMMON	606710200	1,036	58,262	SH		SOLE		58,262	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	470	106,085	SH		SOLE		106,085	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	119	46,776	SH		SOLE		46,776	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	1	8	SH		SOLE		8	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	613	68,503	SH		SOLE		68,503	0	0
MODEL N INC COM USD.00015	COMMON	607525102	638	17,882	SH		SOLE		17,882	0	0
MODERNA INC COM	COMMON	60770K107	77	734	SH		SOLE		734	0	0
MODINE MANUFACTURING CO COM USD1.25	COMMON	607828100	230	18,288	SH		SOLE		18,288	0	0
MOHAWK INDUSTRIES INC COM USD.01	COMMON	608190104	413	2,928	SH		SOLE		2,928	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	8,657	40,703	SH		OTR		35,911	4,792	0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG	COMMON	60871R209	13	296	SH		SOLE		296	0	0
MOMO INC -ADR ADR	COMMON	60879B107	1	65	SH		SOLE		65	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	883	15,103	SH		SOLE		15,103	0	0
MONEYGRAM INTERNATIONAL INC COM USD1.5	COMMON	60935Y208	172	31,468	SH		SOLE		31,468	0	0
MONGODB INC CL A COM	COMMON	60937P106	118	329	SH		SOLE		329	0	0
MONOLITHIC POWER SYSTEMS INC COM USD.001	COMMON	609839105	167	455	SH		SOLE		455	0	0
MONSTER BEVERAGE CORP COM USD.005	COMMON	61174X109	159	1,714	SH		SOLE		1,714	0	0
MOODY'S CORP COM USD.01	COMMON	615369105	498	1,715	SH		SOLE		1,715	0	0
MORGAN STANLEY COM USD1	COMMON	617446448	56,234	820,590	SH		OTR		624,524	196,066	0
MORNINGSTAR INC COM	COMMON	617700109	177	765	SH		SOLE		765	0	0
MOSAIC CO COM USD.01	COMMON	61945C103	7	296	SH		SOLE		296	0	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	446	2,624	SH		SOLE		2,624	0	0
MOVADO GROUP INC COM USD.01	COMMON	624580106	1	32	SH		SOLE		32	0	0
MR COOPER GROUP INC COM USD.00001	COMMON	62482R107	119	3,824	SH		SOLE		3,824	0	0
MRC GLOBAL INC COM USD.01	COMMON	55345K103	5	782	SH		SOLE		782	0	0
MSA SAFETY INC COM NPV	COMMON	553498106	0	1	SH		SOLE		1	0	0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001	COMMON	553530106	1	16	SH		SOLE		16	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	206	462	SH		SOLE		462	0	0
MSG NETWORKS INC CL A COM USD.01	COMMON	553573106	130	8,849	SH		SOLE		8,849	0	0
MTBC INC COM USD.001	COMMON	55378G102	1	118	SH		SOLE		118	0	0
MUELLER INDUSTRIES COM NPV	COMMON	624756102	335	9,551	SH		SOLE		9,551	0	0
MUELLER WATER PRODUCTS INC SR A COM USD.01	COMMON	624758108	5	439	SH		SOLE		439	0	0
MURPHY USA INC COM USD.01	COMMON	626755102	345	2,638	SH		SOLE		2,638	0	0
MUSTANG BIO INC COM	COMMON	62818Q104	0	2	SH		SOLE		2	0	0
MVB FINANCIAL CORP COM	COMMON	553810102	125	5,518	SH		SOLE		5,518	0	0
MYR GROUP INC COM USD.01	COMMON	55405W104	863	14,365	SH		SOLE		14,365	0	0
NABORS INDUSTRIES LTD COM USD.1	COMMON	G6359F137	0	7	SH		SOLE		7	0	0
NANTKWEST INC COM USD0.0001	COMMON	63016Q102	2	154	SH		SOLE		154	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	9	343	SH		SOLE		343	0	0
NASDAQ INC COM USD.01	COMMON	631103108	51	381	SH		SOLE		381	0	0
NATERA INC COM USD0.0001	COMMON	632307104	453	4,553	SH		SOLE		4,553	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	4	73	SH		SOLE		73	0	0
NATIONAL BEVERAGE CORP COM USD.01	COMMON	635017106	513	6,049	SH		SOLE		6,049	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	79	21,263	SH		SOLE		21,263	0	0
NATIONAL ENERGY SERVICES REU ORD NPV	COMMON	G6375R107	211	21,207	SH		SOLE		21,207	0	0
NATIONAL FUEL GAS CO COM NPV	COMMON	636180101	3	66	SH		SOLE		66	0	0
NATIONAL GENERAL HOLDINGS CP COM	COMMON	636220303	1	37	SH		SOLE		37	0	0
NATIONAL GRID SPON ADR	COMMON	636274409	178	3,007	SH		SOLE		3,007	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	4	55	SH		SOLE		55	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	6	93	SH		SOLE		93	0	0
NATIONAL INSTRUMENTS CORP COM USD.01	COMMON	636518102	1	13	SH		SOLE		13	0	0
NATIONAL RESEARCH CORP COM USD.001	COMMON	637372202	2	53	SH		SOLE		53	0	0
NATIONAL RETAIL PROPERTIES COM USD.01	COMMON	637417106	3	64	SH		SOLE		64	0	0
NATIONAL STORAGE AFFILIATES COM USD0.01	COMMON	637870106	6	174	SH		SOLE		174	0	0
NATURA &CO HOLDING SA ADS	COMMON	63884N108	0	9	SH		SOLE		9	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	91	8,665	SH		SOLE		8,665	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	536	38,982	SH		SOLE		38,982	0	0
NATURES SUNSHINE PRODS INC COM NPV	COMMON	639027101	324	21,689	SH		SOLE		21,689	0	0
NATWEST GROUP PLC SP ADR REP SHS	COMMON	639057108	446	98,639	SH		SOLE		98,639	0	0
NAUTILUS INC COM NPV	COMMON	63910B102	2	111	SH		SOLE		111	0	0
NAVIDEA BIOPHARMACEUTICALS COM USD.001	COMMON	63937X202	0	141	SH		SOLE		141	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	189	19,266	SH		SOLE		19,266	0	0
NCR CORP COM USD5	COMMON	62886E108	21	548	SH		SOLE		548	0	0
NEKTAR THERAPEUTICS COM NPV	COMMON	640268108	1	40	SH		SOLE		40	0	0
NELNET INC CL A COM USD.01	COMMON	64031N108	0	5	SH		SOLE		5	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	113	1,419	SH		SOLE		1,419	0	0
NEOGENOMICS INC COM USD.001	COMMON	64049M209	302	5,607	SH		SOLE		5,607	0	0
NEOPHOTONICS CORP COM USD.0025	COMMON	64051T100	4	414	SH		SOLE		414	0	0
NETAPP INC COM NPV	COMMON	64110D104	23,302	351,786	SH		OTR		244,028	107,758	0
NETEASE INC SPONSORED ADR	COMMON	64110W102	212	2,212	SH		SOLE		2,212	0	0
NETFLIX INC COM USD.001	COMMON	64110L106	2,615	4,836	SH		SOLE		4,836	0	0
NETGEAR INC COM USD.001	COMMON	64111Q104	381	9,386	SH		SOLE		9,386	0	0
NETSCOUT SYSTEMS INC COM USD.001	COMMON	64115T104	186	6,798	SH		SOLE		6,798	0	0
NEUROBO PHARMACEUTICALS INC COM USD0.001	COMMON	64132R107	24	4,563	SH		SOLE		4,563	0	0
NEUROCRINE BIOSCIENCES INC COM USD.01	COMMON	64125C109	242	2,523	SH		SOLE		2,523	0	0
NEURONETICS INC COM	COMMON	64131A105	1	92	SH		SOLE		92	0	0
NEVRO CORP COM USD0.001	COMMON	64157F103	745	4,303	SH		SOLE		4,303	0	0
NEW HOME CO INC COM USD.01	COMMON	645370107	135	28,771	SH		SOLE		28,771	0	0
NEW ORIENTAL ED & TECH ADR USD	COMMON	647581107	818	4,401	SH		SOLE		4,401	0	0
NEW RESIDENTIAL INV CP COM USD0.01	COMMON	64828T201	212	21,332	SH		SOLE		21,332	0	0
NEW SENIOR INVESTMENT GROUP COM USD.01	COMMON	648691103	2	371	SH		SOLE		371	0	0
NEW YORK CMNTY BANCORP INC COM USD.01	COMMON	649445103	112	10,609	SH		SOLE		10,609	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	28	544	SH		SOLE		544	0	0
NEWELL BRANDS INC COM USD1	COMMON	651229106	6	260	SH		SOLE		260	0	0
NEWMARK GROUP INC Cl A	COMMON	65158N102	25	3,437	SH		SOLE		3,437	0	0
NEWMARKET CORP COM USD1	COMMON	651587107	3	7	SH		SOLE		7	0	0
NEWMONT CORP COM USD1.6	COMMON	651639106	2,057	34,343	SH		SOLE		34,343	0	0
NEWS CORP CL A COM USD0.01	COMMON	65249B109	17	946	SH		SOLE		946	0	0
NEWS CORP CL B COM USD0.01	COMMON	65249B208	4	231	SH		SOLE		231	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	7	177	SH		SOLE		177	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	53	481	SH		SOLE		481	0	0
NEXTERA ENERGY INC COM NPV	COMMON	65339F101	7,326	94,962	SH		SOLE		94,962	0	0
NI HOLDINGS INC COM	COMMON	65342T106	208	12,639	SH		SOLE		12,639	0	0
NIC INC COM NPV	COMMON	62914B100	613	23,754	SH		SOLE		23,754	0	0
NICE LTD SPON ADR	COMMON	653656108	33	118	SH		SOLE		118	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	3,388	23,947	SH		SOLE		23,947	0	0
NIO INC -ADR ADS	COMMON	62914V106	431	8,835	SH		SOLE		8,835	0	0
NISOURCE INC COM NPV	COMMON	65473P105	24	1,045	SH		SOLE		1,045	0	0
NOKIA CORP SPON ADR	COMMON	654902204	61	15,600	SH		SOLE		15,600	0	0
NOMAD FOODS LTD ORD	COMMON	G6564A105	109	4,280	SH		SOLE		4,280	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	2,255	423,163	SH		SOLE		423,163	0	0
NORBORD INC COM NPV	COMMON	65548P403	15	343	SH		SOLE		343	0	0
NORDIC AMERICAN TANKERS LTD COM USD.01	COMMON	G65773106	35	11,712	SH		SOLE		11,712	0	0
NORDSON CORP COM USD1	COMMON	655663102	265	1,319	SH		SOLE		1,319	0	0
NORDSTROM INC COM NPV	COMMON	655664100	2	64	SH		SOLE		64	0	0
NORFOLK SOUTHERN CORP COM USD1	COMMON	655844108	914	3,845	SH		SOLE		3,845	0	0
NORTHEAST BANK COM NPV	COMMON	66405S100	352	15,648	SH		SOLE		15,648	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	53	5,064	SH		SOLE		5,064	0	0
NORTHERN TRUST CORP COM USD3.17	COMMON	665859104	27	289	SH		SOLE		289	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	534	15,743	SH		SOLE		15,743	0	0
NORTHROP GRUMMAN CORP COM NPV	COMMON	666807102	378	1,241	SH		SOLE		1,241	0	0
NORTHWEST PIPE CO COM USD.01	COMMON	667746101	3	106	SH		SOLE		106	0	0
NORTHWESTERN CORP COM NEW	COMMON	668074305	14	247	SH		SOLE		247	0	0
NORTONLIFELOCK INC COM NPV	COMMON	668771108	3	123	SH		SOLE		123	0	0
NORWEGIAN CRUISE LINE HLDGS COM USD.001	COMMON	G66721104	5	208	SH		SOLE		208	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	2,417	25,591	SH		SOLE		25,591	0	0
NOVAVAX INC COM USD.01	COMMON	670002401	75	677	SH		SOLE		677	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	1,278	18,294	SH		SOLE		18,294	0	0
NOVOCURE LTD ORD NPV	COMMON	G6674U108	229	1,322	SH		SOLE		1,322	0	0
NRG ENERGY INC COM NEW	COMMON	629377508	34	897	SH		SOLE		897	0	0
NU SKIN ENTERPRISES -CL A CL A COM USD.001	COMMON	67018T105	939	17,186	SH		SOLE		17,186	0	0
NUANCE COMMUNICATIONS INC COM USD.001	COMMON	67020Y100	1,085	24,600	SH		SOLE		24,600	0	0
NUCOR CORP COM USD.4	COMMON	670346105	1,581	29,723	SH		SOLE		29,723	0	0
NUTANIX INC CL A COM USD0.000025	COMMON	67059N108	1	31	SH		SOLE		31	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	49	1,007	SH		SOLE		1,007	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	123	2,181	SH		SOLE		2,181	0	0
NVENT ELECTRIC PLC When issued	COMMON	G6700G107	3	113	SH		SOLE		113	0	0
NVIDIA CORP COM USD.001	COMMON	67066G104	6,271	12,008	SH		SOLE		12,008	0	0
NVR INC COM USD.01	COMMON	62944T105	82	20	SH		SOLE		20	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	2,454	15,430	SH		SOLE		15,430	0	0
OCCIDENTAL PETROLEUM CORP COM USD.2	COMMON	674599105	2	102	SH		SOLE		102	0	0
OCCIDENTAL PETROLEUM CORP WT EXP 080327	COMMON	674599162	0	54	SH		SOLE		54	0	0
OCEAN BIO-CHEM INC COM USD.01	COMMON	674631106	217	16,265	SH		SOLE		16,265	0	0
OCEANEERING INTERNATIONAL COM USD.25	COMMON	675232102	0	29	SH		SOLE		29	0	0
OCULAR THERAPEUTIX INC COM USD0.0001	COMMON	67576A100	84	4,058	SH		SOLE		4,058	0	0
OCWEN FINANCIAL CORP COM USD.01	COMMON	675746606	167	5,770	SH		SOLE		5,770	0	0
ODP CORP COM USD.01	COMMON	88337F105	572	19,535	SH		SOLE		19,535	0	0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI	COMMON	67623C109	853	37,556	SH		SOLE		37,556	0	0
OFG BANCORP COM USD1	COMMON	67103X102	11	583	SH		SOLE		583	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	273	8,002	SH		SOLE		8,002	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	66	260	SH		SOLE		260	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	2,019	10,346	SH		SOLE		10,346	0	0
OLD NATIONAL BANCORP COM NPV	COMMON	680033107	0	15	SH		SOLE		15	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	209	10,623	SH		SOLE		10,623	0	0
OLIN CORP COM USD1	COMMON	680665205	33	1,339	SH		SOLE		1,339	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	311	23,306	SH		SOLE		23,306	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	5	134	SH		SOLE		134	0	0
OMEROS CORP COM USD.01	COMMON	682143102	1	41	SH		SOLE		41	0	0
OMNICELL INC COM NPV	COMMON	68213N109	320	2,663	SH		SOLE		2,663	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	3,637	58,317	SH		SOLE		58,317	0	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	464	14,189	SH		SOLE		14,189	0	0
ONE GAS INC COM	COMMON	68235P108	13	170	SH		SOLE		170	0	0
ONE GP HOSPITALITY (THE) COM USD.0001	COMMON	88338K103	3	760	SH		SOLE		760	0	0
ONEMAIN HOLDINGS INC COM	COMMON	68268W103	1	15	SH		SOLE		15	0	0
ONEOK INC COM NPV	COMMON	682680103	22	577	SH		SOLE		577	0	0
ONEWATER MARINE INC COM CL A	COMMON	68280L101	43	1,480	SH		SOLE		1,480	0	0
ONTO INNOVATION INC COM USD.001	COMMON	683344105	5	111	SH		SOLE		111	0	0
OP BANCORP COM	COMMON	67109R109	177	22,982	SH		SOLE		22,982	0	0
OPEN TEXT CORP COM NPV	COMMON	683715106	10	216	SH		SOLE		216	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	293	9,314	SH		SOLE		9,314	0	0
OPTIMIZERX CORP COM	COMMON	68401U204	22	711	SH		SOLE		711	0	0
OPTINOSE INC COM USD0.001	COMMON	68404V100	1	239	SH		SOLE		239	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	56,670	876,023	SH		OTR		644,248	231,775	0
ORAMED PHARMACEUTICALS INC COM USD.001	COMMON	68403P203	1	141	SH		SOLE		141	0	0
ORANGE SPON ADR	COMMON	684060106	36	2,998	SH		SOLE		2,998	0	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	272	601	SH		SOLE		601	0	0
ORGENESIS INC COM USD0.0001	COMMON	68619K204	1	128	SH		SOLE		128	0	0
ORION ENERGY SYSTEMS INC COM NPV	COMMON	686275108	748	75,800	SH		SOLE		75,800	0	0
ORION GROUP HOLDINGS INC COM USD.01	COMMON	68628V308	63	12,786	SH		SOLE		12,786	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	2,611	33,768	SH		SOLE		33,768	0	0
ORMAT TECHNOLOGIES INC COM USD.001	COMMON	686688102	0	4	SH		SOLE		4	0	0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25	COMMON	687380105	77	4,676	SH		SOLE		4,676	0	0
ORTHOPEDIATRICS CORP COM USD0.00025	COMMON	68752L100	7	163	SH		SOLE		163	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	2	20	SH		SOLE		20	0	0
OSMOTICA PHARMACEUTIC COM	COMMON	G6S41R101	5	1,299	SH		SOLE		1,299	0	0
OTIS WORLDWIDE CORP COM	COMMON	68902V107	81	1,198	SH		SOLE		1,198	0	0
OVERSTOCK.COM INC COM NPV	COMMON	690370101	153	3,192	SH		SOLE		3,192	0	0
OVID THRPUTCS INC COM	COMMON	690469101	4	1,728	SH		SOLE		1,728	0	0
OVINTIV INC COM NPV	COMMON	69047Q102	2	166	SH		SOLE		166	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	353	13,041	SH		SOLE		13,041	0	0
OWENS CORNING COM NEW USD.01	COMMON	690742101	177	2,331	SH		SOLE		2,331	0	0
OXFORD INDUSTRIES INC COM USD1	COMMON	691497309	3	51	SH		SOLE		51	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	31	639	SH		SOLE		639	0	0
PACCAR INC COM USD12	COMMON	693718108	198	2,293	SH		SOLE		2,293	0	0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001	COMMON	69404D108	1,107	42,679	SH		SOLE		42,679	0	0
PACIFIC ETHANOL INC COM	COMMON	69423U305	5	969	SH		SOLE		969	0	0
PACIFIC PREMIER BANCORP INC COM USD8	COMMON	69478X105	49	1,556	SH		SOLE		1,556	0	0
PACIRA BIOSCIENCES INC COM USD.001	COMMON	695127100	285	4,756	SH		SOLE		4,756	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	2,276	16,501	SH		SOLE		16,501	0	0
PAGSEGURO DIGITAL LTD CL A COM NPV	COMMON	G68707101	6	106	SH		SOLE		106	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	49	139	SH		SOLE		139	0	0
PAPA JOHNS INTERNATIONAL INC COM USD.01	COMMON	698813102	252	2,966	SH		SOLE		2,966	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	54	860	SH		SOLE		860	0	0
PARETEUM CORP COM NPV	COMMON	69946T207	0	3	SH		SOLE		3	0	0
PARK HOTELS & RESORTS COM USD.01	COMMON	700517105	1	43	SH		SOLE		43	0	0
PARK NATIONAL CORP COM NPV	COMMON	700658107	0	3	SH		SOLE		3	0	0
PARK OHIO HOLDINGS CORP COM USD1	COMMON	700666100	94	3,039	SH		SOLE		3,039	0	0
PARKER-HANNIFIN CORP COM USD.5	COMMON	701094104	162	593	SH		SOLE		593	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	7	103	SH		SOLE		103	0	0
PATTERSON COS INC COM USD.01	COMMON	703395103	28	942	SH		SOLE		942	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	1,704	18,295	SH		SOLE		18,295	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	17	37	SH		SOLE		37	0	0
PAYLOCITY HOLDING CORP COM USD0.001	COMMON	70438V106	61	296	SH		SOLE		296	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	2,965	12,659	SH		SOLE		12,659	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	4	87	SH		SOLE		87	0	0
PCB BANCORP COM	COMMON	69320M109	113	11,166	SH		SOLE		11,166	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	26	3,981	SH		SOLE		3,981	0	0
PDF SOLUTIONS INC COM USD.00015	COMMON	693282105	36	1,652	SH		SOLE		1,652	0	0
PDL BIOPHARMA INC COM USD.01	COMMON	69329Y104	4	1,575	SH		SOLE		1,575	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	370	19,687	SH		SOLE		19,687	0	0
PEGASYSTEMS INC COM USD.01	COMMON	705573103	0	1	SH		SOLE		1	0	0
PELOTON INTERACTIVE INC COM CL A USD0.000025	COMMON	70614W100	188	1,239	SH		SOLE		1,239	0	0
PENN NATIONAL GAMING INC COM USD.01	COMMON	707569109	271	3,141	SH		SOLE		3,141	0	0
PENN VIRGINIA CORP COM	COMMON	70788V102	29	2,886	SH		SOLE		2,886	0	0
PENNANT GROUP INC (THE) COM	COMMON	70805E109	57	984	SH		SOLE		984	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	1,195	18,212	SH		SOLE		18,212	0	0
PENNYMAC MORTGAGE INVEST TR COM SHS BEN	COMMON	70931T103	0	21	SH		SOLE		21	0	0
PENTAIR PLC COM USD.16	COMMON	G7S00T104	18	337	SH		SOLE		337	0	0
PEOPLE'S UNITED FINL INC COM NPV	COMMON	712704105	0	13	SH		SOLE		13	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	3,315	22,354	SH		SOLE		22,354	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	307	6,449	SH		SOLE		6,449	0	0
PERION NETWORK LTD ORD USD	COMMON	M78673114	851	66,864	SH		SOLE		66,864	0	0
PERKINELMER INC COM USD1	COMMON	714046109	1,551	10,808	SH		SOLE		10,808	0	0
PERMA-FIX ENVIRONMENTAL SVCS COM USD.001	COMMON	714157203	0	69	SH		SOLE		69	0	0
PERRIGO CO PLC COM NPV	COMMON	G97822103	3	76	SH		SOLE		76	0	0
PERSONALIS INC COM	COMMON	71535D106	53	1,451	SH		SOLE		1,451	0	0
PERSPECTA INC When Issued	COMMON	715347100	370	15,356	SH		SOLE		15,356	0	0
PETMED EXPRESS INC COM USD.001	COMMON	716382106	317	9,876	SH		SOLE		9,876	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	27	892	SH		SOLE		892	0	0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR	COMMON	71654V408	3	262	SH		SOLE		262	0	0
PFIZER INC COM USD.1	COMMON	717081103	25,095	681,763	SH		OTR		563,070	118,693	0
PFSWEB INC COM USD.001	COMMON	717098206	364	54,058	SH		SOLE		54,058	0	0
PG&E CORP COM USD5	COMMON	69331C108	24	1,892	SH		SOLE		1,892	0	0
PHASEBIO PHARMACEUTIC COM	COMMON	717224109	0	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	4,163	50,286	SH		SOLE		50,286	0	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	1,687	24,117	SH		SOLE		24,117	0	0
PHOTRONICS INC COM NPV	COMMON	719405102	58	5,234	SH		SOLE		5,234	0	0
PHREESIA INC COM USD0.01	COMMON	71944F106	97	1,789	SH		SOLE		1,789	0	0
PICO HOLDINGS INC COM USD.1	COMMON	693366205	106	11,327	SH		SOLE		11,327	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	7	451	SH		SOLE		451	0	0
PINDUODUO INC -ADR ADR	COMMON	722304102	1,884	10,603	SH		SOLE		10,603	0	0
PINNACLE WEST CAPITAL CORP COM USD2.5	COMMON	723484101	12	153	SH		SOLE		153	0	0
PINTEREST INC COM CL A	COMMON	72352L106	94	1,432	SH		SOLE		1,432	0	0
PIONEER NATURAL RESOURCES CO COM NPV	COMMON	723787107	120	1,053	SH		SOLE		1,053	0	0
PIPER SANDLER COS COM	COMMON	724078100	0	4	SH		SOLE		4	0	0
PITNEY BOWES INC COM USD2	COMMON	724479100	54	8,785	SH		SOLE		8,785	0	0
PJT PARTNERS INC CL A COM USD0.01	COMMON	69343T107	113	1,506	SH		SOLE		1,506	0	0
PLANET FITNESS INC CL A COM USD0.0001	COMMON	72703H101	0	2	SH		SOLE		2	0	0
PLUG POWER INC COM USD.01	COMMON	72919P202	806	23,765	SH		SOLE		23,765	0	0
PLUMAS BANCORP COM	COMMON	729273102	1	30	SH		SOLE		30	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	25,036	168,033	SH		OTR		130,411	37,622	0
POINTS INTERNATIONAL LTD COM	COMMON	730843208	289	20,163	SH		SOLE		20,163	0	0
POLARIS INC COM NPV	COMMON	731068102	318	3,336	SH		SOLE		3,336	0	0
POOL CORP COM USD.001	COMMON	73278L105	1,398	3,754	SH		SOLE		3,754	0	0
POPULAR INC COM USD5	COMMON	733174700	765	13,588	SH		SOLE		13,588	0	0
PORTLAND GENERAL ELECTRIC CO COM USD	COMMON	736508847	0	9	SH		SOLE		9	0	0
POSCO SPON ADR	COMMON	693483109	4,988	80,054	SH		SOLE		80,054	0	0
POST HOLDINGS INC COM USD.01	COMMON	737446104	13	133	SH		SOLE		133	0	0
POTBELLY CORP COM USD.01	COMMON	73754Y100	44	10,000	SH		SOLE		10,000	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	15	309	SH		SOLE		309	0	0
POWER INTEGRATIONS INC COM USD.001	COMMON	739276103	10	124	SH		SOLE		124	0	0
POWER REIT SHS BEN INT NPV	COMMON	73933H101	74	2,755	SH		SOLE		2,755	0	0
PPG INDUSTRIES INC COM USD1.666	COMMON	693506107	394	2,734	SH		SOLE		2,734	0	0
PPL CORP COM NPV	COMMON	69351T106	22	789	SH		SOLE		789	0	0
PRA HEALTH SCIENCES INC COM USD.01	COMMON	69354M108	0	3	SH		SOLE		3	0	0
PRECIGEN INC COM NPV	COMMON	74017N105	161	15,815	SH		SOLE		15,815	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	139	2,024	SH		SOLE		2,024	0	0
PRESTIGE CONSUMER HEALTHCARE COM USD.01	COMMON	74112D101	897	25,736	SH		SOLE		25,736	0	0
PRGX GLOBAL INC COM USD.01	COMMON	69357C503	222	29,099	SH		SOLE		29,099	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	2,330	15,390	SH		SOLE		15,390	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	26	534	SH		SOLE		534	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	25,309	181,915	SH		SOLE		181,915	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	401	12,956	SH		SOLE		12,956	0	0
PROFIRE ENERGY INC COM USD.001	COMMON	74316X101	0	70	SH		SOLE		70	0	0
PROG HOLDINGS INC COM USD.5	COMMON	74319R101	315	5,846	SH		SOLE		5,846	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	2,774	28,058	SH		SOLE		28,058	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	5,273	52,919	SH		SOLE		52,919	0	0
PROSHARES TR ONLINE RTL ETF	COMMON	74347B169	1	16	SH		SOLE		16	0	0
PROSHARES ULTRASHORT EURO	COMMON	74347W882	5	201	SH		SOLE		201	0	0
PROSIGHT GLOBAL INC COM	COMMON	74349J103	0	36	SH		SOLE		36	0	0
PROSPERITY BANCSHARES INC COM NPV	COMMON	743606105	0	3	SH		SOLE		3	0	0
PROTECTIVE INSURANCE CORP CL B COM NPV	COMMON	74368L203	2	114	SH		SOLE		114	0	0
PROTO LABS INC COM USD0.001	COMMON	743713109	482	3,143	SH		SOLE		3,143	0	0
PROVIDENCE SERVICE CORP CL A COM USD.001	COMMON	743815102	1,481	10,684	SH		SOLE		10,684	0	0
PROVIDENT FINANCIAL SVCS INC COM USD.01	COMMON	74386T105	4	196	SH		SOLE		196	0	0
PRUDENTIAL BANCORP INC COM USD.01	COMMON	74431A101	0	17	SH		SOLE		17	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	12,034	154,146	SH		OTR		110,075	44,071	0
PRUDENTIAL PLC ADR	COMMON	74435K204	290	7,858	SH		SOLE		7,858	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	11	81	SH		SOLE		81	0	0
PSYCHEMEDICS CORP COM USD.005	COMMON	744375205	30	5,845	SH		SOLE		5,845	0	0
PTC INC COM USD.01	COMMON	69370C100	22	180	SH		SOLE		180	0	0
PUBLIC SERVICE ENTRP GRP INC COM NPV	COMMON	744573106	102	1,753	SH		SOLE		1,753	0	0
PUBLIC STORAGE COM USD.1	COMMON	74460D109	161	698	SH		SOLE		698	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	1,055	24,475	SH		SOLE		24,475	0	0
PURPLE INNOVATION INC COM CL A USD.0001	COMMON	74640Y106	181	5,504	SH		SOLE		5,504	0	0
PVH CORP COM USD1	COMMON	693656100	16,411	174,806	SH		SOLE		174,806	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	220	30,092	SH		SOLE		30,092	0	0
QAD INC CL A COM NPV	COMMON	74727D306	42	667	SH		SOLE		667	0	0
QEP RESOURCES INC COM USD.01	COMMON	74733V100	240	100,557	SH		SOLE		100,557	0	0
QIAGEN NV COM NLG.03	COMMON	N72482123	65	1,228	SH		SOLE		1,228	0	0
QORVO INC COM NPV	COMMON	74736K101	549	3,299	SH		SOLE		3,299	0	0
QTS REALTY TRUST INC CL A COM USD0.01	COMMON	74736A103	11	179	SH		SOLE		179	0	0
QUALCOMM INC COM USD.0001	COMMON	747525103	67,684	444,299	SH		OTR		313,517	130,782	0
QUALYS INC COM USD0.001	COMMON	74758T303	1,223	10,040	SH		SOLE		10,040	0	0
QUANEX BUILDING PRODUCTS COM USD.01	COMMON	747619104	1,190	53,666	SH		SOLE		53,666	0	0
QUANTA SERVICES INC COM USD.00001	COMMON	74762E102	1,104	15,336	SH		SOLE		15,336	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	46	390	SH		SOLE		390	0	0
QUIDEL CORP COM NPV	COMMON	74838J101	47	260	SH		SOLE		260	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	4	176	SH		SOLE		176	0	0
QUOTIENT LTD ORD SHS	COMMON	G73268107	1	141	SH		SOLE		141	0	0
QURATE RETAIL INC INT COM SER A	COMMON	74915M100	155	14,162	SH		SOLE		14,162	0	0
R1 RCM INC COM USD.01	COMMON	749397105	172	7,164	SH		SOLE		7,164	0	0
RADIAN GROUP INC COM USD.001	COMMON	750236101	174	8,607	SH		SOLE		8,607	0	0
RADIANT LOGISTICS INC UNIT	COMMON	75025X100	10	1,754	SH		SOLE		1,754	0	0
RADNET INC COM USD.01	COMMON	750491102	4	206	SH		SOLE		206	0	0
RAFAEL HOLDINGS INC COM CL B USD0.01	COMMON	75062E106	3	147	SH		SOLE		147	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	193	1,857	SH		SOLE		1,857	0	0
RAMBUS INC COM USD.001	COMMON	750917106	3	159	SH		SOLE		159	0	0
RAPT THERAPEUTICS INC COM	COMMON	75382E109	12	598	SH		SOLE		598	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	2,638	27,571	SH		SOLE		27,571	0	0
RAYTHEON TECHNOLOGIES CORP COM USD5	COMMON	75513E101	1,072	14,987	SH		SOLE		14,987	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	10	286	SH		SOLE		286	0	0
REALTY INCOME CORP COM USD1	COMMON	756109104	103	1,660	SH		SOLE		1,660	0	0
REATA PHARMACEUTICALS INC CL A COM NPV	COMMON	75615P103	1	10	SH		SOLE		10	0	0
RECRO PHARMA INC COM USD.01	COMMON	75629F109	1	239	SH		SOLE		239	0	0
RED ROCK RESORTS INC CL A COM USD.01	COMMON	75700L108	159	6,348	SH		SOLE		6,348	0	0
RED VIOLET INC COM	COMMON	75704L104	1	46	SH		SOLE		46	0	0
REDFIN CORP COM 0.001USD	COMMON	75737F108	144	2,098	SH		SOLE		2,098	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	772	6,288	SH		SOLE		6,288	0	0
REGENCY CENTERS CORP COM USD.01	COMMON	758849103	210	4,613	SH		SOLE		4,613	0	0
REGENERON PHARMACEUTICALS COM USD.001	COMMON	75886F107	299	618	SH		SOLE		618	0	0
REGIONAL MANAGEMENT CORP COM USD.1	COMMON	75902K106	135	4,524	SH		SOLE		4,524	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	35,190	2,183,119	SH		OTR		1,757,345	425,774	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	24	211	SH		SOLE		211	0	0
REKOR SYSTEMS INC COM	COMMON	759419104	0	48	SH		SOLE		48	0	0
RELIANCE STEEL & ALUMINUM CO COM NPV	COMMON	759509102	1,950	16,284	SH		SOLE		16,284	0	0
RELX PLC SP ADR	COMMON	759530108	398	16,127	SH		SOLE		16,127	0	0
RENAISSANCERE HOLDINGS LTD COM USD1	COMMON	G7496G103	25	153	SH		SOLE		153	0	0
RENASANT CORP COM USD5	COMMON	75970E107	8	227	SH		SOLE		227	0	0
RENESOLA LTD ADS NPV	COMMON	75971T301	4	340	SH		SOLE		340	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	1,281	18,093	SH		SOLE		18,093	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	1,379	36,007	SH		SOLE		36,007	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	102	531	SH		SOLE		531	0	0
REPLIMUNE GROUP INC COM	COMMON	76029N106	46	1,202	SH		SOLE		1,202	0	0
REPUBLIC BANCORP INC/KY CL A COM NPV	COMMON	760281204	4	100	SH		SOLE		100	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	260	2,700	SH		SOLE		2,700	0	0
RESIDEO TECHNOLOGIES COM	COMMON	76118Y104	2	89	SH		SOLE		89	0	0
RESMED INC COM USD.004	COMMON	761152107	1,916	9,016	SH		SOLE		9,016	0	0
RESOLUTE FOREST PRODUCTS INC COM USD.001	COMMON	76117W109	74	11,312	SH		SOLE		11,312	0	0
RESOURCES CONNECTION INC COM USD.01	COMMON	76122Q105	7	527	SH		SOLE		527	0	0
RESTAURANT BRANDS INTL INC COM USD.01	COMMON	76131D103	488	7,990	SH		SOLE		7,990	0	0
RETAIL OPPORTUNITY INVTS CP COM USD.0001	COMMON	76131N101	0	22	SH		SOLE		22	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	1,223	142,932	SH		SOLE		142,932	0	0
RETAIL VALUE INC COM	COMMON	76133Q102	3	199	SH		SOLE		199	0	0
RETRACTABLE TECHNOLOGIES INC COM NPV	COMMON	76129W105	1,354	126,070	SH		SOLE		126,070	0	0
REVOLUTION MEDICINES INC COM	COMMON	76155X100	80	2,010	SH		SOLE		2,010	0	0
RH COM USD.0001	COMMON	74967X103	1,039	2,321	SH		SOLE		2,321	0	0
RIMINI STREET INC COM USD.001	COMMON	76674Q107	0	55	SH		SOLE		55	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	100	265	SH		SOLE		265	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	4,624	61,479	SH		SOLE		61,479	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	1,884	27,086	SH		SOLE		27,086	0	0
RITE AID CORP COM USD1	COMMON	767754872	8	496	SH		SOLE		496	0	0
RLI CORP COM USD1	COMMON	749607107	18	170	SH		SOLE		170	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	882	62,303	SH		SOLE		62,303	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	321	8,321	SH		SOLE		8,321	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	115	1,840	SH		SOLE		1,840	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	246	979	SH		SOLE		979	0	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	74	2,633	SH		SOLE		2,633	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	8	163	SH		SOLE		163	0	0
ROGERS CORP COM USD1	COMMON	775133101	1	9	SH		SOLE		9	0	0
ROKU INC CL A COM USD .0001	COMMON	77543R102	156	470	SH		SOLE		470	0	0
ROLLINS INC COM USD1	COMMON	775711104	1	16	SH		SOLE		16	0	0
ROPER TECHNOLOGIES INC COM USD.01	COMMON	776696106	670	1,555	SH		SOLE		1,555	0	0
ROSS STORES INC COM USD.01	COMMON	778296103	246	2,006	SH		SOLE		2,006	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	1,395	17,001	SH		SOLE		17,001	0	0
ROYAL CARIBBEAN GROUP COM USD.01	COMMON	V7780T103	11	150	SH		SOLE		150	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	1,116	31,765	SH		SOLE		31,765	0	0
ROYAL DUTCH SHELL PLC ADR CL B	COMMON	780259107	1	15	SH		SOLE		15	0	0
ROYAL GOLD INC COM USD.01	COMMON	780287108	3	26	SH		SOLE		26	0	0
RPM INTERNATIONAL INC COM USD.064	COMMON	749685103	15	160	SH		SOLE		160	0	0
RPT REALTY SHS BEN INT USD.01	COMMON	74971D101	2	259	SH		SOLE		259	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	234	5,651	SH		SOLE		5,651	0	0
RYANAIR HOLDINGS PLC SPON ADR	COMMON	783513203	2	19	SH		SOLE		19	0	0
RYDER SYSTEM INC COM USD.5	COMMON	783549108	16,500	267,188	SH		SOLE		267,188	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	679	49,768	SH		SOLE		49,768	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	213	3,147	SH		SOLE		3,147	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	978	2,974	SH		SOLE		2,974	0	0
SABRA HEALTH CARE REIT INC COM USD.01	COMMON	78573L106	6	328	SH		SOLE		328	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	21	870	SH		SOLE		870	0	0
SAIA INC COM USD.001	COMMON	78709Y105	295	1,634	SH		SOLE		1,634	0	0
SAILPOINT TECHNO HLDG COM	COMMON	78781P105	906	17,024	SH		SOLE		17,024	0	0
SALESFORCE.COM INC COM USD.001	COMMON	79466L302	2,101	9,442	SH		SOLE		9,442	0	0
SALISBURY BANCORP INC COM USD3.33	COMMON	795226109	55	1,478	SH		SOLE		1,478	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	16	1,207	SH		SOLE		1,207	0	0
SANARA MEDTECH INC COM USD.01	COMMON	79957L100	1	17	SH		SOLE		17	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	1	6	SH		SOLE		6	0	0
SANDY SPRING BANCORP INC COM USD1	COMMON	800363103	9	271	SH		SOLE		271	0	0
SANFILIPPO JOHN B&SON COM USD.01	COMMON	800422107	122	1,553	SH		SOLE		1,553	0	0
SANGAMO THERAPEUTICS INC COM USD.01	COMMON	800677106	1	58	SH		SOLE		58	0	0
SANMINA CORP COM USD.01	COMMON	801056102	84	2,622	SH		SOLE		2,622	0	0
SANOFI SPONSORED ADR	COMMON	80105N105	1,178	24,238	SH		SOLE		24,238	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	12	542	SH		SOLE		542	0	0
SAP SE SPON ADR	COMMON	803054204	1,289	9,885	SH		SOLE		9,885	0	0
SAPIENS INTERNATIONAL CORP COM ANG1	COMMON	G7T16G103	868	28,360	SH		SOLE		28,360	0	0
SAREPTA THERAPEUTICS INC COM USD.0001	COMMON	803607100	277	1,624	SH		SOLE		1,624	0	0
SAVARA INC COM USD.001	COMMON	805111101	1	937	SH		SOLE		937	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	568	2,013	SH		SOLE		2,013	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	47	1,779	SH		SOLE		1,779	0	0
SCHLUMBERGER LTD COM USD.01	COMMON	806857108	80	3,672	SH		SOLE		3,672	0	0
SCHNEIDER NATIONAL INC COM CL B	COMMON	80689H102	764	36,890	SH		SOLE		36,890	0	0
SCHWAB (CHARLES) CORP COM USD.01	COMMON	808513105	469	8,845	SH		SOLE		8,845	0	0
SCHWAB INTL EQUITY ETF	COMMON	808524805	39	1,093	SH		SOLE		1,093	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	130	3,240	SH		SOLE		3,240	0	0
SCIENCE APPLICATIONS INTL CP COM USD.0001	COMMON	808625107	157	1,658	SH		SOLE		1,658	0	0
SCIENTIFIC GAMES CORP COM USD.01	COMMON	80874P109	117	2,820	SH		SOLE		2,820	0	0
SCIPLAY CORP COM	COMMON	809087109	83	5,973	SH		SOLE		5,973	0	0
SCOTTS MIRACLE-GRO CO CL A COM USD.01	COMMON	810186106	301	1,510	SH		SOLE		1,510	0	0
SCPHARMACEUTICALS INC COM USD.0001	COMMON	810648105	0	21	SH		SOLE		21	0	0
SEAGATE TECHNOLOGY PLC COM USD.00001	COMMON	G7945M107	63,042	1,014,185	SH		OTR		722,979	291,206	0
SEAGEN INC COM USD.001	COMMON	81181C104	75	428	SH		SOLE		428	0	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	4	89	SH		SOLE		89	0	0
SECURITY NATL FINL CP -CL A CL A COM NPV	COMMON	814785309	228	27,328	SH		SOLE		27,328	0	0
SEI INVESTMENTS CO COM USD.01	COMMON	784117103	1	17	SH		SOLE		17	0	0
SELECT INTERIOR CONCEPTS INC COM CL A 144	COMMON	816120307	1	78	SH		SOLE		78	0	0
SELECT MEDICAL HOLDINGS CORP COM USD.001	COMMON	81619Q105	1,021	36,928	SH		SOLE		36,928	0	0
SELECT SECTOR SPDR TR SBI MATERIALS	COMMON	81369Y100	2	21	SH		SOLE		21	0	0
SEMPRA ENERGY COM NPV	COMMON	816851109	257	2,018	SH		SOLE		2,018	0	0
SENECA FOODS CORP CL A COM NPV	COMMON	817070501	166	4,172	SH		SOLE		4,172	0	0
SENSATA TECHNOLOGES HLDG PLC ORD EUR.01	COMMON	G8060N102	11	206	SH		SOLE		206	0	0
SENSEONICS HLDGS INC COM USD.001	COMMON	81727U105	0	4	SH		SOLE		4	0	0
SENSIENT TECHNOLOGIES CORP COM USD.1	COMMON	81725T100	54	736	SH		SOLE		736	0	0
SERES THERAPEUTICS INC COM USD0.001	COMMON	81750R102	47	1,910	SH		SOLE		1,910	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	9	185	SH		SOLE		185	0	0
SERVICE PROPERTIES TRUST COM USD.01	COMMON	81761L102	2	147	SH		SOLE		147	0	0
SERVICENOW INC COM USD.001	COMMON	81762P102	830	1,508	SH		SOLE		1,508	0	0
SERVICESOURCE INTL INC COM USD.0001	COMMON	81763U100	1	753	SH		SOLE		753	0	0
SESEN BIO INC COM USD0.001	COMMON	817763105	1	807	SH		SOLE		807	0	0
SHARPS COMPLIANCE CORP COM	COMMON	820017101	145	15,367	SH		SOLE		15,367	0	0
SHENANDOAH TELECOMMUN CO COM USD10	COMMON	82312B106	194	4,481	SH		SOLE		4,481	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	1,059	1,441	SH		SOLE		1,441	0	0
SHINHAN FINANCIAL GROUP LTD SPON ADR	COMMON	824596100	1,296	43,565	SH		SOLE		43,565	0	0
SHOCKWAVE MEDICAL INC COM	COMMON	82489T104	170	1,642	SH		SOLE		1,642	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	7	189	SH		SOLE		189	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	800	707	SH		SOLE		707	0	0
SHUTTERSTOCK INC COM USD.01	COMMON	825690100	380	5,299	SH		SOLE		5,299	0	0
SIBANYE-STILLWATER LIMITED ADR	COMMON	82575P107	451	28,398	SH		SOLE		28,398	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	151	20,743	SH		SOLE		20,743	0	0
SILK ROAD MEDICAL INC COM CL A	COMMON	82710M100	107	1,700	SH		SOLE		1,700	0	0
SILVERCORP METALS INC COM	COMMON	82835P103	237	35,418	SH		SOLE		35,418	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	4	319	SH		SOLE		319	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	6,113	71,680	SH		OTR		58,854	12,826	0
SIMPSON MANUFACTURING INC COM NPV	COMMON	829073105	4	42	SH		SOLE		42	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	473	6,571	SH		SOLE		6,571	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	1	32	SH		SOLE		32	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	437	21,255	SH		SOLE		21,255	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	26	4,052	SH		SOLE		4,052	0	0
SITE CENTERS CORP COM USD.1	COMMON	82981J109	0	38	SH		SOLE		38	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	14	576	SH		SOLE		576	0	0
SKECHERS U S A INC CL A COM USD.001	COMMON	830566105	1	15	SH		SOLE		15	0	0
SKYWORKS SOLUTIONS INC COM USD.25	COMMON	83088M102	2,797	18,296	SH		SOLE		18,296	0	0
SL GREEN REALTY CORP COM USD.01	COMMON	78440X101	6	106	SH		SOLE		106	0	0
SLEEP NUMBER CORP COM USD.01	COMMON	83125X103	183	2,240	SH		SOLE		2,240	0	0
SLM CORP COM USD.2 VTG	COMMON	78442P106	295	23,797	SH		SOLE		23,797	0	0
SMART SAND INC COM USD.001	COMMON	83191H107	50	29,252	SH		SOLE		29,252	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	434	10,282	SH		SOLE		10,282	0	0
SMITH & WESSON BRANDS INC COM USD.001	COMMON	831754106	481	27,077	SH		SOLE		27,077	0	0
SMITH (A.O.) COM USD1	COMMON	831865209	16	296	SH		SOLE		296	0	0
SMTC CORP COM USD.01	COMMON	832682207	124	25,064	SH		SOLE		25,064	0	0
SMUCKER (JM) CO COM NPV	COMMON	832696405	2,605	22,537	SH		SOLE		22,537	0	0
SNAP INC CL A COM USD.00001	COMMON	83304A106	31	627	SH		SOLE		627	0	0
SNAP-ON INC COM USD1	COMMON	833034101	8	46	SH		SOLE		46	0	0
SOLAREDGE TECHNOLOGIES INC COM USD0.0001	COMMON	83417M104	77	241	SH		SOLE		241	0	0
SOLARIS OILFIELD IF INC CL A COM USD0.01	COMMON	83418M103	134	16,410	SH		SOLE		16,410	0	0
SOLID BIOSCIENCES INC COM 0.001	COMMON	83422E105	125	16,477	SH		SOLE		16,477	0	0
SOLIGENIX INC COM USD.01	COMMON	834223307	0	195	SH		SOLE		195	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	5	76	SH		SOLE		76	0	0
SONOS INC COM	COMMON	83570H108	120	5,125	SH		SOLE		5,125	0	0
SONY CORP ADR	COMMON	835699307	6,178	61,105	SH		SOLE		61,105	0	0
SORRENTO THERAPEUTICS INC COM USD0.0001	COMMON	83587F202	8	1,164	SH		SOLE		1,164	0	0
SOUTHERN CO COM USD5	COMMON	842587107	591	9,613	SH		SOLE		9,613	0	0
SOUTHERN COPPER CORP COM USD.01	COMMON	84265V105	4	65	SH		SOLE		65	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	2,221	47,656	SH		SOLE		47,656	0	0
SOUTHWESTERN ENERGY CO COM USD2.5	COMMON	845467109	6	1,912	SH		SOLE		1,912	0	0
SPARTANNASH CO COM NPV	COMMON	847215100	1,499	86,124	SH		SOLE		86,124	0	0
SPDR DJIA TRUST	COMMON	78467X109	153	500	SH		SOLE		500	0	0
SPDR PORT LNG TRM TRSRY	COMMON	78464A664	0	5	SH		SOLE		5	0	0
SPDR PORTFOLIO INTERMEDIATE	COMMON	78464A672	1	42	SH		SOLE		42	0	0
SPDR S&P 500 ETF TRUST	COMMON	78462F103	8,262	22,099	SH		SOLE		22,099	0	0
SPDR SERIES TRUST S&P BIOTECH	COMMON	78464A870	0	0	SH		SOLE		0	0	0
SPDR SERIES TRUST S&P TRANSN ETF	COMMON	78464A532	5	75	SH		SOLE		75	0	0
SPECTRUM BRND HLDG INC COM USD.25	COMMON	84790A105	162	2,046	SH		SOLE		2,046	0	0
SPIRE INC COM USD2	COMMON	84857L101	1	17	SH		SOLE		17	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	10	244	SH		SOLE		244	0	0
SPLUNK INC COM USD.001	COMMON	848637104	73	432	SH		SOLE		432	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	773	44,068	SH		SOLE		44,068	0	0
SPOTIFY TECHNOLOGY SA COM	COMMON	L8681T102	175	555	SH		SOLE		555	0	0
SPROTT PHYSICAL GOLD & SILVE TR UNIT	COMMON	85208R101	3	139	SH		SOLE		139	0	0
SPROUTS FARMERS MARKET COM USD.001	COMMON	85208M102	225	11,211	SH		SOLE		11,211	0	0
SPS COMMERCE INC COM USD.001	COMMON	78463M107	935	8,611	SH		SOLE		8,611	0	0
SPX CORP COM USD1	COMMON	784635104	1,635	29,981	SH		SOLE		29,981	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	0	8	SH		SOLE		8	0	0
SQUARE INC CL A COM USD.0000001	COMMON	852234103	988	4,542	SH		SOLE		4,542	0	0
SS&C TECHNOLOGIES HLDGS INC COM USD.01	COMMON	78467J100	1	12	SH		SOLE		12	0	0
ST JOE CO COM USD100	COMMON	790148100	35	828	SH		SOLE		828	0	0
STAAR SURGICAL CO COM USD.01	COMMON	852312305	238	3,010	SH		SOLE		3,010	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	1	3	SH		SOLE		3	0	0
STANDARD MOTOR PRODS CL A COM USD2	COMMON	853666105	2	40	SH		SOLE		40	0	0
STANLEY BLACK & DECKER INC COM USD2.5	COMMON	854502101	81	455	SH		SOLE		455	0	0
STANTEC INC COM NPV	COMMON	85472N109	1,092	33,621	SH		SOLE		33,621	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	21,348	199,554	SH		OTR		150,503	49,051	0
STARWOOD PROPERTY TRUST INC COM USD.01	COMMON	85571B105	441	22,844	SH		SOLE		22,844	0	0
STATE STREET CORP COM USD1	COMMON	857477103	27,187	373,548	SH		OTR		256,873	116,675	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	15	403	SH		SOLE		403	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	56	4,165	SH		SOLE		4,165	0	0
STEPAN CO COM USD1	COMMON	858586100	139	1,162	SH		SOLE		1,162	0	0
STERICYCLE INC COM USD.01	COMMON	858912108	14	196	SH		SOLE		196	0	0
STERIS PLC COM NPV	COMMON	G8473T100	1,017	5,365	SH		SOLE		5,365	0	0
STERLING BANCORP COM USD.1	COMMON	85917A100	85	4,749	SH		SOLE		4,749	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	0	22	SH		SOLE		22	0	0
STIFEL FINANCIAL CORP COM USD.15	COMMON	860630102	515	10,200	SH		SOLE		10,200	0	0
STITCH FIX INC CL A COM USD.00002	COMMON	860897107	184	3,130	SH		SOLE		3,130	0	0
STMICROELECTRONICS NV ADR	COMMON	861012102	84	2,261	SH		SOLE		2,261	0	0
STONECO LTD COM CL A	COMMON	G85158106	157	1,868	SH		SOLE		1,868	0	0
STORE CAPITAL CORP COM USD.01	COMMON	862121100	2	73	SH		SOLE		73	0	0
STRATEGIC EDUCATION INC COM USD.01	COMMON	86272C103	124	1,306	SH		SOLE		1,306	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	455	9,224	SH		SOLE		9,224	0	0
STRIDE INC COM USD.0001	COMMON	86333M108	17	821	SH		SOLE		821	0	0
STRONGBRIDGE BIOPHARMA PLC ORD USD.01	COMMON	G85347105	1	269	SH		SOLE		269	0	0
STRYKER CORP COM USD10	COMMON	863667101	1,006	4,105	SH		SOLE		4,105	0	0
STURM RUGER & CO INC COM USD1	COMMON	864159108	336	5,162	SH		SOLE		5,162	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	1,634	264,838	SH		SOLE		264,838	0	0
SUMMIT HOTEL PROPERTIES INC COM USD.01	COMMON	866082100	216	24,015	SH		SOLE		24,015	0	0
SUN COMMUNITIES INC COM USD.01	COMMON	866674104	12	77	SH		SOLE		77	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	2,051	46,142	SH		SOLE		46,142	0	0
SUNCOKE ENERGY INC COM USD.01	COMMON	86722A103	24	5,518	SH		SOLE		5,518	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	502	29,900	SH		SOLE		29,900	0	0
SUNPOWER CORP COM USD.001	COMMON	867652406	97	3,799	SH		SOLE		3,799	0	0
SUNRUN INC COM USD0.0001	COMMON	86771W105	606	8,736	SH		SOLE		8,736	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	172	15,179	SH		SOLE		15,179	0	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	480	20,637	SH		SOLE		20,637	0	0
SUPERIOR INDUSTRIES INTL COM USD.5	COMMON	868168105	74	18,100	SH		SOLE		18,100	0	0
SURFACE ONCOLOGY INC COM USD 0.0001	COMMON	86877M209	1	92	SH		SOLE		92	0	0
SURGERY PARTNERS INC COM USD.01	COMMON	86881A100	173	5,952	SH		SOLE		5,952	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	24	62	SH		SOLE		62	0	0
SVMK INC COM USD 0.00001	COMMON	78489X103	339	13,280	SH		SOLE		13,280	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	1,976	52,458	SH		SOLE		52,458	0	0
SYNAPTICS INC COM NPV	COMMON	87157D109	1,849	19,184	SH		SOLE		19,184	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	84,035	2,421,103	SH		OTR		1,823,871	597,232	0
SYNEOS HEALTH INC CL A COM NPV	COMMON	87166B102	98	1,437	SH		SOLE		1,437	0	0
SYNNEX CORP COM USD.001	COMMON	87162W100	1,546	18,979	SH		SOLE		18,979	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	3,922	15,130	SH		SOLE		15,130	0	0
SYNOVUS FINANCIAL CORP COM USD2.5	COMMON	87161C501	1	35	SH		SOLE		35	0	0
SYSCO CORP COM USD1	COMMON	871829107	2,046	27,553	SH		SOLE		27,553	0	0
SYSTEMAX INC COM USD.01	COMMON	871851101	8	211	SH		SOLE		211	0	0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR	COMMON	874039100	8,626	79,107	SH		SOLE		79,107	0	0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR	COMMON	874060205	420	23,071	SH		SOLE		23,071	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	66	316	SH		SOLE		316	0	0
TAL EDUCATION GROUP ADS	COMMON	874080104	72	1,011	SH		SOLE		1,011	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	10	1,034	SH		SOLE		1,034	0	0
TAPESTRY INC COM USD.01	COMMON	876030107	14	436	SH		SOLE		436	0	0
TARGA RESOURCES CORP COM USD.001	COMMON	87612G101	0	8	SH		SOLE		8	0	0
TARGET CORP COM USD1	COMMON	87612E106	35,175	199,278	SH		SOLE		199,278	0	0
TASEKO MINES LTD COM NPV	COMMON	876511106	18	14,009	SH		SOLE		14,009	0	0
TATA MOTORS LTD SPONSORED ADR	COMMON	876568502	0	5	SH		SOLE		5	0	0
TAYLOR MORRISON HOME CORP COM USD.01	COMMON	87724P106	1	38	SH		SOLE		38	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	147	3,608	SH		SOLE		3,608	0	0
TCF FINANCIAL CORP COM USD.01	COMMON	872307103	0	6	SH		SOLE		6	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	57	470	SH		SOLE		470	0	0
TEAM INC COM USD.3	COMMON	878155100	2	184	SH		SOLE		184	0	0
TECHNOLOGY SELECT SECT SPDR	COMMON	81369Y803	680	5,228	SH		SOLE		5,228	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	90	1,515	SH		SOLE		1,515	0	0
TECK RESOURCES LTD Cl B Com Npv Svtg	COMMON	878742204	3	141	SH		SOLE		141	0	0
TEEKAY TANKERS LTD COM USD.01	COMMON	Y8565N300	56	5,125	SH		SOLE		5,125	0	0
TEGNA INC COM USD1	COMMON	87901J105	2	140	SH		SOLE		140	0	0
TEKLA LIFE SCIENCES INVS SH BEN INT	COMMON	87911K100	6	329	SH		SOLE		329	0	0
TELADOC HEALTH INC COM USD.001	COMMON	87918A105	23	113	SH		SOLE		113	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	44	113	SH		SOLE		113	0	0
TELEFLEX INC COM USD1	COMMON	879369106	40	96	SH		SOLE		96	0	0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR	COMMON	294821608	256	21,449	SH		SOLE		21,449	0	0
TELEFONICA BRASIL SA ADS COMMON	COMMON	87936R205	52	5,925	SH		SOLE		5,925	0	0
TELEFONICA SA ADR	COMMON	879382208	206	51,084	SH		SOLE		51,084	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	426	18,122	SH		SOLE		18,122	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	8	432	SH		SOLE		432	0	0
TENABLE HOLDINGS INC COM	COMMON	88025T102	219	4,189	SH		SOLE		4,189	0	0
TENET HEALTHCARE CORP COM USD.15	COMMON	88033G407	130	3,249	SH		SOLE		3,249	0	0
TERADYNE INC COM USD.125	COMMON	880770102	13,035	108,727	SH		OTR		72,880	35,847	0
TEREX CORP COM USD.01	COMMON	880779103	1	26	SH		SOLE		26	0	0
TERMINIX GLOBAL HOLDINGS INC COM USD.01	COMMON	88087E100	1	15	SH		SOLE		15	0	0
TERNIUM SA -ADR ADS USD	COMMON	880890108	1,770	60,869	SH		SOLE		60,869	0	0
TERRITORIAL BANCORP INC COM USD.01	COMMON	88145X108	1	31	SH		SOLE		31	0	0
TESLA INC COM USD.001	COMMON	88160R101	7,778	11,022	SH		SOLE		11,022	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	1	200	SH		SOLE		200	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	1,266	10,935	SH		SOLE		10,935	0	0
TEVA PHARMACEUTICALS ADR	COMMON	881624209	5	536	SH		SOLE		536	0	0
TEXAS CAPITAL BANCSHARES INC COM	COMMON	88224Q107	1	10	SH		SOLE		10	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	18,817	114,657	SH		SOLE		114,657	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	116	1,484	SH		SOLE		1,484	0	0
TEXTRON INC COM USD.125	COMMON	883203101	832	17,215	SH		SOLE		17,215	0	0
TFF PHARMACEUTICALS INC COM USD0.001	COMMON	87241J104	1	40	SH		SOLE		40	0	0
TFI INTERNATIONAL INC COM	COMMON	87241L109	865	16,771	SH		SOLE		16,771	0	0
THE SHYFT GROUP INC COM NPV	COMMON	825698103	10	364	SH		SOLE		364	0	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	3,760	8,073	SH		SOLE		8,073	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	777	9,485	SH		SOLE		9,485	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	228	2,454	SH		SOLE		2,454	0	0
TIFFANY & CO COM USD.01	COMMON	886547108	43	325	SH		SOLE		325	0	0
TIM SA ADR	COMMON	88706T108	942	67,649	SH		SOLE		67,649	0	0
TIMKEN CO COM NPV	COMMON	887389104	491	6,344	SH		SOLE		6,344	0	0
TIPTREE INC COM	COMMON	88822Q103	4	889	SH		SOLE		889	0	0
TITAN MACHINERY INC COM USD.00001	COMMON	88830R101	11	583	SH		SOLE		583	0	0
TJX COS INC (THE) COM USD1	COMMON	872540109	1,111	16,276	SH		SOLE		16,276	0	0
T-MOBILE US INC COM	COMMON	872590104	5,224	38,739	SH		SOLE		38,739	0	0
TOLL BROTHERS INC COM USD.01	COMMON	889478103	266	6,115	SH		SOLE		6,115	0	0
TOMPKINS FINANCIAL CORP COM NPV	COMMON	890110109	0	6	SH		SOLE		6	0	0
TOPBUILD CORP COM USD1	COMMON	89055F103	2,530	13,743	SH		SOLE		13,743	0	0
TORM PLC COM CL A	COMMON	G89479102	3	393	SH		SOLE		393	0	0
TORO CO COM USD1	COMMON	891092108	12	128	SH		SOLE		128	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	1,210	21,443	SH		SOLE		21,443	0	0
TOTAL SE SPON ADR	COMMON	89151E109	2,945	70,266	SH		SOLE		70,266	0	0
TOWER SEMICONDUCTOR LTD ORD NIS1	COMMON	M87915274	169	6,545	SH		SOLE		6,545	0	0
TOYOTA MOTOR CORP ADR	COMMON	892331307	1,686	10,907	SH		SOLE		10,907	0	0
TPI COMPOSITES INC COM USD.01	COMMON	87266J104	120	2,275	SH		SOLE		2,275	0	0
TRACON PHARMACEUTICALS INC COM USD.001	COMMON	89237H209	1	79	SH		SOLE		79	0	0
TRACTOR SUPPLY CO COM USD.008	COMMON	892356106	106	755	SH		SOLE		755	0	0
TRADE DESK INC CL A COM USD.000001	COMMON	88339J105	220	275	SH		SOLE		275	0	0
TRANE TECHNOLOGIES PLC COM USD2	COMMON	G8994E103	230	1,587	SH		SOLE		1,587	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	53	1,518	SH		SOLE		1,518	0	0
TRANSDIGM GROUP INC COM USD.01	COMMON	893641100	50	80	SH		SOLE		80	0	0
TRANSENTERIX INC COM USD.001	COMMON	89366M300	0	1	SH		SOLE		1	0	0
TRANSLATE BIO INC COM	COMMON	89374L104	168	9,117	SH		SOLE		9,117	0	0
TRANSOCEAN LTD COM USD.01	COMMON	H8817H100	0	195	SH		SOLE		195	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	403	4,062	SH		SOLE		4,062	0	0
TRAVELERS COS INC COM	COMMON	89417E109	5,936	42,288	SH		SOLE		42,288	0	0
TRAVERE THERAPEUTICS INC COM	COMMON	89422G107	677	24,845	SH		SOLE		24,845	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	21	1,281	SH		SOLE		1,281	0	0
TREEHOUSE FOODS INC COM	COMMON	89469A104	10	244	SH		SOLE		244	0	0
TREX CO INC COM USD.01	COMMON	89531P105	10	122	SH		SOLE		122	0	0
TRI POINTE GROUP INC COM USD.01	COMMON	87265H109	200	11,592	SH		SOLE		11,592	0	0
TRIBUNE PUBLISHING CO COM USD.01	COMMON	89609W107	375	27,368	SH		SOLE		27,368	0	0
TRIMBLE INC COM NPV	COMMON	896239100	40	606	SH		SOLE		606	0	0
TRINET GROUP INC COM USD.000025	COMMON	896288107	109	1,350	SH		SOLE		1,350	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	311	6,081	SH		SOLE		6,081	0	0
TRIP COM GROUP LTD ADR	COMMON	89677Q107	4	130	SH		SOLE		130	0	0
TRIPLE-S MANAGEMENT CORP CL B COM USD1.	COMMON	896749108	27	1,254	SH		SOLE		1,254	0	0
TRITON INTERNATIONAL LTD COM USD0.01	COMMON	G9078F107	3	54	SH		SOLE		54	0	0
TRONOX HOLDINGS PLC CL A ORD USD.01	COMMON	G9087Q102	1	37	SH		SOLE		37	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	8	420	SH		SOLE		420	0	0
TRUIST FINANCIAL CORP COM USD5	COMMON	89832Q109	904	18,868	SH		SOLE		18,868	0	0
TRUPANION INC COM USD.00001	COMMON	898202106	261	2,182	SH		SOLE		2,182	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	131	1,801	SH		SOLE		1,801	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	45	3,246	SH		SOLE		3,246	0	0
TUPPERWARE BRANDS CORP COM USD.01	COMMON	899896104	23	704	SH		SOLE		704	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	35	794	SH		SOLE		794	0	0
TURNING POINT THERAPE INC COM	COMMON	90041T108	246	2,017	SH		SOLE		2,017	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	745	34,573	SH		SOLE		34,573	0	0
TWILIO INC CL A COM USD0.001	COMMON	90138F102	144	424	SH		SOLE		424	0	0
TWIST BIOSCIENCE CORP COM	COMMON	90184D100	306	2,164	SH		SOLE		2,164	0	0
TWITTER INC COM USD.000005	COMMON	90184L102	120	2,217	SH		SOLE		2,217	0	0
TYLER TECHNOLOGIES INC COM USD.01	COMMON	902252105	66	152	SH		SOLE		152	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	2,879	44,673	SH		SOLE		44,673	0	0
U S BANCORP COM USD5	COMMON	902973304	6,132	131,633	SH		OTR		126,868	4,765	0
U S CONCRETE INC COM NEW USD.001	COMMON	90333L201	0	9	SH		SOLE		9	0	0
U S GLOBAL INVESTORS INC CL A COM USD.05	COMMON	902952100	1	236	SH		SOLE		236	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	122	1,066	SH		SOLE		1,066	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	4	35	SH		SOLE		35	0	0
UBER TECHNOLOGIES INC COM	COMMON	90353T100	742	14,552	SH		SOLE		14,552	0	0
UBIQUITI INC COM USD0.001	COMMON	90353W103	17	60	SH		SOLE		60	0	0
UBS GROUP AG ORD SHRS	COMMON	H42097107	1,195	84,551	SH		SOLE		84,551	0	0
UDR INC COM USD.01	COMMON	902653104	0	6	SH		SOLE		6	0	0
UFP INDUSTRIES INC COM NPV	COMMON	90278Q108	634	11,416	SH		SOLE		11,416	0	0
UFP TECHNOLOGIES INC COM USD.01	COMMON	902673102	316	6,777	SH		SOLE		6,777	0	0
UGI CORP COM USD4.5	COMMON	902681105	3	99	SH		SOLE		99	0	0
ULTA BEAUTY INC COM USD.0158	COMMON	90384S303	3	10	SH		SOLE		10	0	0
ULTRA CLEAN HOLDINGS INC COM USD.01	COMMON	90385V107	40	1,295	SH		SOLE		1,295	0	0
ULTRAGENYX PHARMACEUTICAL COM USD.001	COMMON	90400D108	554	4,004	SH		SOLE		4,004	0	0
UMH PROPERTIES INC COM USD.1	COMMON	903002103	1	38	SH		SOLE		38	0	0
UMPQUA HOLDINGS CORP COM USD.833	COMMON	904214103	193	12,726	SH		SOLE		12,726	0	0
UNDER ARMOUR INC CL A COM USD.000333	COMMON	904311107	0	28	SH		SOLE		28	0	0
UNDER ARMOUR INC CL C COM USD0.000333	COMMON	904311206	1	99	SH		SOLE		99	0	0
UNIFIRST CORP COM USD.1	COMMON	904708104	1	5	SH		SOLE		5	0	0
UNILEVER PLC ADR	COMMON	904767704	1,447	23,975	SH		SOLE		23,975	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	2,682	12,881	SH		SOLE		12,881	0	0
UNITED AIRLINES HOLDINGS INC COM NEW	COMMON	910047109	13	308	SH		SOLE		308	0	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	6,393	758,362	SH		SOLE		758,362	0	0
UNITED PARCEL SERVICE INC CL B COM USD.01	COMMON	911312106	1,717	10,198	SH		SOLE		10,198	0	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	9,511	41,015	SH		SOLE		41,015	0	0
UNITED STATES STEEL CORP COM NPV	COMMON	912909108	1	35	SH		SOLE		35	0	0
UNITED THERAPEUTICS CORP COM USD.01	COMMON	91307C102	474	3,123	SH		SOLE		3,123	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	4,670	13,316	SH		SOLE		13,316	0	0
UNITI GROUP INC COM USD.0001	COMMON	91325V108	553	47,109	SH		SOLE		47,109	0	0
UNIVAR SOLUTIONS INC COM USD.01	COMMON	91336L107	3	166	SH		SOLE		166	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	6	125	SH		SOLE		125	0	0
UNIVERSAL DISPLAY CORP COM USD.01	COMMON	91347P105	18	78	SH		SOLE		78	0	0
UNIVERSAL ELECTRONICS INC COM USD.01	COMMON	913483103	1	18	SH		SOLE		18	0	0
UNIVERSAL HEALTH RLTY INCOME COM USD.01	COMMON	91359E105	5	74	SH		SOLE		74	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	236	1,717	SH		SOLE		1,717	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	0	12	SH		SOLE		12	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	397	19,272	SH		SOLE		19,272	0	0
UNIVERSAL TECHNICAL INST COM USD.0001	COMMON	913915104	174	26,978	SH		SOLE		26,978	0	0
UNUM GROUP COM USD.1	COMMON	91529Y106	354	15,423	SH		SOLE		15,423	0	0
UPWORK INC COM	COMMON	91688F104	214	6,210	SH		SOLE		6,210	0	0
URBAN EDGE PROPERTIES COM USD0.01	COMMON	91704F104	11	838	SH		SOLE		838	0	0
URBAN OUTFITTERS INC COM USD.0001	COMMON	917047102	2	85	SH		SOLE		85	0	0
US CELLULAR CORP COM USD1	COMMON	911684108	0	7	SH		SOLE		7	0	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	7	206	SH		SOLE		206	0	0
US XPRESS ENTRPRS INC COM CL A	COMMON	90338N202	0	56	SH		SOLE		56	0	0
USA TECHNOLOGIES INC COM NPV	COMMON	90328S500	1	106	SH		SOLE		106	0	0
USA TRUCK INC COM USD.01	COMMON	902925106	218	24,436	SH		SOLE		24,436	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	274	3,558	SH		SOLE		3,558	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	193	2,287	SH		SOLE		2,287	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	42	23,820	SH		SOLE		23,820	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	6	22	SH		SOLE		22	0	0
VALE SA SPONSORED ADR	COMMON	91912E105	525	31,309	SH		SOLE		31,309	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	2,024	35,787	SH		SOLE		35,787	0	0
VALMONT INDUSTRIES INC COM USD1	COMMON	920253101	123	704	SH		SOLE		704	0	0
VANGUARD CONSUMER STAPLE ETF	COMMON	92204A207	329	1,894	SH		SOLE		1,894	0	0
VANGUARD DIVIDEND APPREC ETF	COMMON	921908844	4,341	30,753	SH		SOLE		30,753	0	0
VANGUARD FINANCIALS ETF	COMMON	92204A405	1	20	SH		SOLE		20	0	0
VANGUARD FTSE DEVELOPED ETF	COMMON	921943858	132	2,803	SH		SOLE		2,803	0	0
VANGUARD GROWTH ETF	COMMON	922908736	241	950	SH		SOLE		950	0	0
VANGUARD HEALTH CARE ETF	COMMON	92204A504	188	839	SH		SOLE		839	0	0
VANGUARD INFO TECH ETF	COMMON	92204A702	598	1,691	SH		SOLE		1,691	0	0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US	COMMON	922042775	77	1,320	SH		SOLE		1,320	0	0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF	COMMON	922042858	323	6,452	SH		SOLE		6,452	0	0
VANGUARD MID-CAP ETF	COMMON	922908629	523	2,528	SH		SOLE		2,528	0	0
VANGUARD S&P 500 ETF	COMMON	922908363	607	1,765	SH		SOLE		1,765	0	0
VANGUARD SMALL-CAP ETF	COMMON	922908751	501	2,575	SH		SOLE		2,575	0	0
VANGUARD TOTAL STOCK MKT ETF	COMMON	922908769	737	3,788	SH		SOLE		3,788	0	0
VANGUARD VALUE ETF	COMMON	922908744	1,718	14,444	SH		SOLE		14,444	0	0
VAREX IMAGING CORP COM USD0.01	COMMON	92214X106	0	12	SH		SOLE		12	0	0
VARIAN MEDICAL SYSTEMS INC COM USD1	COMMON	92220P105	12	68	SH		SOLE		68	0	0
VARONIS SYSTEMS INC COM USD.001	COMMON	922280102	346	2,114	SH		SOLE		2,114	0	0
VAXART INC COM USD.1	COMMON	92243A200	13	2,237	SH		SOLE		2,237	0	0
VECTOR GROUP LTD COM USD1	COMMON	92240M108	234	20,061	SH		SOLE		20,061	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	2,928	333,509	SH		SOLE		333,509	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	245	899	SH		SOLE		899	0	0
VENTAS INC COM USD.25	COMMON	92276F100	20	404	SH		SOLE		404	0	0
VEON LTD ADR	COMMON	91822M106	499	330,197	SH		SOLE		330,197	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	51	6,463	SH		SOLE		6,463	0	0
VERACYTE INC COM USD.001	COMMON	92337F107	405	8,284	SH		SOLE		8,284	0	0
VEREIT INC CL A COM USD.01	COMMON	92339V308	5	121	SH		SOLE		121	0	0
VERICEL CORP COM NPV	COMMON	92346J108	543	17,595	SH		SOLE		17,595	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	45	207	SH		SOLE		207	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	347	1,672	SH		SOLE		1,672	0	0
VERITIV CORP COM USD0.01	COMMON	923454102	177	8,504	SH		SOLE		8,504	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	22,450	382,171	SH		SOLE		382,171	0	0
VERTEX PHARMACEUTICALS INC COM USD.01	COMMON	92532F100	411	1,737	SH		SOLE		1,737	0	0
VERU INC COM USD.01	COMMON	92536C103	2	201	SH		SOLE		201	0	0
VF CORP COM NPV	COMMON	918204108	177	2,074	SH		SOLE		2,074	0	0
VIACOMCBS INC CL B COM USD.01 NVTG	COMMON	92556H206	1,772	47,556	SH		SOLE		47,556	0	0
VIATRIS INC COM USD.5	COMMON	92556V106	699	37,306	SH		SOLE		37,306	0	0
VICI PROPERTIES INC COM	COMMON	925652109	43	1,693	SH		SOLE		1,693	0	0
VIEMED HEALTHCARE COM	COMMON	92663R105	132	17,054	SH		SOLE		17,054	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	88	3,988	SH		SOLE		3,988	0	0
VINCE HOLDING CORP COM USD.01	COMMON	92719W207	0	6	SH		SOLE		6	0	0
VIPSHOP HOLDINGS LTD SPON ADR	COMMON	92763W103	38	1,342	SH		SOLE		1,342	0	0
VIRTUS INVESTMENT PTNRS INC COM USD.01	COMMON	92828Q109	16	73	SH		SOLE		73	0	0
VIRTUSA CORP COM USD.01	COMMON	92827P102	0	7	SH		SOLE		7	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	6,169	28,205	SH		SOLE		28,205	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	46	2,215	SH		SOLE		2,215	0	0
VISTA OUTDOOR INC COM USD.01	COMMON	928377100	5	229	SH		SOLE		229	0	0
VISTEON CORP COM NEW	COMMON	92839U206	202	1,609	SH		SOLE		1,609	0	0
VISTRA CORP COM USD.01	COMMON	92840M102	23	1,190	SH		SOLE		1,190	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	13	92	SH		SOLE		92	0	0
VOCERA COMMUNICATIONS INC COM USD0.0003	COMMON	92857F107	257	6,196	SH		SOLE		6,196	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	1,248	75,704	SH		SOLE		75,704	0	0
VONTIER CORP When Issued	COMMON	928881101	14	412	SH		SOLE		412	0	0
VORNADO REALTY TRUST SH BEN INT USD.04	COMMON	929042109	7,987	213,897	SH		OTR		151,469	62,428	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	74	5,815	SH		SOLE		5,815	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	1,325	22,523	SH		SOLE		22,523	0	0
VSE CORP COM USD.05	COMMON	918284100	1	34	SH		SOLE		34	0	0
VULCAN MATERIALS CO COM USD1	COMMON	929160109	603	4,063	SH		SOLE		4,063	0	0
VUZIX CORP COM NPV	COMMON	92921W300	1	125	SH		SOLE		125	0	0
W P CAREY INC COM USD.001	COMMON	92936U109	2	25	SH		SOLE		25	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	132	7,663	SH		SOLE		7,663	0	0
WABTEC CORP COM USD.01	COMMON	929740108	2	23	SH		SOLE		23	0	0
WADDELL&REED FINL INC -CL A CL A	COMMON	930059100	33	1,308	SH		SOLE		1,308	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	13,879	348,045	SH		OTR		320,432	27,613	0
WALKER & DUNLOP INC COM USD 0.01	COMMON	93148P102	0	3	SH		SOLE		3	0	0
WALMART INC COM USD.1	COMMON	931142103	12,206	84,685	SH		SOLE		84,685	0	0
WASHINGTON REIT COM SHS INT .01	COMMON	939653101	2	82	SH		SOLE		82	0	0
WASTE CONNECTIONS INC COM USD.01	COMMON	94106B101	3	25	SH		SOLE		25	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	555	4,707	SH		SOLE		4,707	0	0
WATERS CORP COM USD.01	COMMON	941848103	87,234	352,587	SH		OTR		263,508	89,079	0
WATSCO INC COM USD.5	COMMON	942622200	46	204	SH		SOLE		204	0	0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1	COMMON	942749102	21	176	SH		SOLE		176	0	0
WAYFAIR INC CL A COM USD.001	COMMON	94419L101	3	14	SH		SOLE		14	0	0
WAYSIDE TECHNOLOGY GROUP INC COM USD.01	COMMON	946760105	3	163	SH		SOLE		163	0	0
WD-40 CO COM NPV	COMMON	929236107	86	322	SH		SOLE		322	0	0
WEBSTER FINANCIAL CORP COM NPV	COMMON	947890109	322	7,643	SH		SOLE		7,643	0	0
WEC ENERGY GROUP INC COM USD10	COMMON	92939U106	142	1,546	SH		SOLE		1,546	0	0
WEIBO CORP ADR	COMMON	948596101	0	2	SH		SOLE		2	0	0
WEINGARTEN REALTY INVST COM SHS INT USD.03	COMMON	948741103	270	12,474	SH		SOLE		12,474	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	263	5,493	SH		SOLE		5,493	0	0
WELBILT INC COM USD.01	COMMON	949090104	1	40	SH		SOLE		40	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	913	30,253	SH		SOLE		30,253	0	0
WELLTOWER INC COM USD1	COMMON	95040Q104	55	847	SH		SOLE		847	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	237	6,034	SH		SOLE		6,034	0	0
WESCO INTL INC CL A COM USD.01	COMMON	95082P105	3	32	SH		SOLE		32	0	0
WEST PHARMACEUTICAL SVSC INC COM USD.25	COMMON	955306105	991	3,498	SH		SOLE		3,498	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	6	104	SH		SOLE		104	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	48,772	2,222,997	SH		OTR		1,526,989	696,008	0
WESTPAC BANKING SPON ADR	COMMON	961214301	418	28,030	SH		SOLE		28,030	0	0
WESTROCK CO COM USD.01	COMMON	96145D105	2,247	51,620	SH		SOLE		51,620	0	0
WEX INC COM USD.01	COMMON	96208T104	69	337	SH		SOLE		337	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	1	40	SH		SOLE		40	0	0
WEYERHAEUSER CO COM USD1.875	COMMON	962166104	5,403	161,162	SH		SOLE		161,162	0	0
WHEATON PRECIOUS METALS CORP COM	COMMON	962879102	47	1,114	SH		SOLE		1,114	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	16,714	92,614	SH		SOLE		92,614	0	0
WHITE MTNS INS GROUP LTD COM USD1	COMMON	G9618E107	12	12	SH		SOLE		12	0	0
WIDEOPENWEST INC COM 0.01USD	COMMON	96758W101	202	18,951	SH		SOLE		18,951	0	0
WIDEPOINT CORP COM USD.001	COMMON	967590209	4	425	SH		SOLE		425	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	14	308	SH		SOLE		308	0	0
WILLIAMS COS INC COM USD1	COMMON	969457100	2,189	109,201	SH		SOLE		109,201	0	0
WILLIAMS-SONOMA INC COM NPV	COMMON	969904101	58	569	SH		SOLE		569	0	0
WILLIS LEASE FINANCE CORP COM NPV	COMMON	970646105	2	50	SH		SOLE		50	0	0
WILLIS TOWERS WATSON PLC COM USD.000115	COMMON	G96629103	62	294	SH		SOLE		294	0	0
WILLSCOT MOBILE MINI HOLDING COM USD.01	COMMON	971378104	0	19	SH		SOLE		19	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	189	1,428	SH		SOLE		1,428	0	0
WINMARK CORP COM NPV	COMMON	974250102	4	22	SH		SOLE		22	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	535	8,923	SH		SOLE		8,923	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	1,782	315,433	SH		SOLE		315,433	0	0
WISDOMTREE TR EM MKTS QTLY DIV	COMMON	97717W323	4	134	SH		SOLE		134	0	0
WISDOMTREE TR EMG MKTS SMCAP	COMMON	97717W281	4	83	SH		SOLE		83	0	0
WISDOMTREE TR INTL SMCAP DIV	COMMON	97717W760	63	928	SH		SOLE		928	0	0
WISDOMTREE TR US SMALLCAP DIVD	COMMON	97717W604	44	1,671	SH		SOLE		1,671	0	0
WISDOMTREE TR US SMALLCP ERNGS	COMMON	97717W562	77	1,970	SH		SOLE		1,970	0	0
WISDOMTREE U.S. QUALITY DIVI	COMMON	97717X669	41	755	SH		SOLE		755	0	0
WISDOMTREE US HIGH DIVIDEND	COMMON	97717W208	42	606	SH		SOLE		606	0	0
WIX.COM LTD ORD ILS.01	COMMON	M98068105	4	16	SH		SOLE		16	0	0
WNS (HOLDINGS) LTD -ADR ADR USD.15	COMMON	92932M101	1,448	20,092	SH		SOLE		20,092	0	0
WOODWARD INC COM USD.0625	COMMON	980745103	0	2	SH		SOLE		2	0	0
WOORI FINANCIAL GROUP INC ADR	COMMON	981064108	3	112	SH		SOLE		112	0	0
WORKDAY INC CL A COM USD.001	COMMON	98138H101	277	1,156	SH		SOLE		1,156	0	0
WORKIVA INC CL A COM USD.001	COMMON	98139A105	237	2,589	SH		SOLE		2,589	0	0
WORLD ACCEPTANCE CORP/DE COM NPV	COMMON	981419104	150	1,470	SH		SOLE		1,470	0	0
WORLD FUEL SERVICES CORP COM USD.01	COMMON	981475106	173	5,558	SH		SOLE		5,558	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	167	3,249	SH		SOLE		3,249	0	0
WPP PLC ADR	COMMON	92937A102	1,782	32,952	SH		SOLE		32,952	0	0
WYNDHAM DESTINATIONS INC COM USD	COMMON	98310W108	504	11,235	SH		SOLE		11,235	0	0
WYNDHAM HOTELS & RESRTS When Issued	COMMON	98311A105	10	174	SH		SOLE		174	0	0
WYNN RESORTS LTD COM USD.01	COMMON	983134107	4	33	SH		SOLE		33	0	0
XCEL ENERGY INC COM USD2.5	COMMON	98389B100	226	3,394	SH		SOLE		3,394	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	293	19,256	SH		SOLE		19,256	0	0
XEROX HOLDINGS CORP COM USD1	COMMON	98421M106	569	24,539	SH		SOLE		24,539	0	0
XILINX INC COM USD.01	COMMON	983919101	671	4,731	SH		SOLE		4,731	0	0
XOMA CORP COM USD.0005	COMMON	98419J206	1	33	SH		SOLE		33	0	0
XPEL INC COM	COMMON	98379L100	44	859	SH		SOLE		859	0	0
XPERI HOLDING CORP COM USD.001	COMMON	98390M103	2	91	SH		SOLE		91	0	0
XPO LOGISTICS INC COM USD.001	COMMON	983793100	65	545	SH		SOLE		545	0	0
XYLEM INC COM USD.01	COMMON	98419M100	41	399	SH		SOLE		399	0	0
YANDEX N.V. CL A COM EUR0.01	COMMON	N97284108	108	1,557	SH		SOLE		1,557	0	0
YETI HOLDINGS INC COM USD0.01	COMMON	98585X104	409	5,978	SH		SOLE		5,978	0	0
YOUNGEVITY INTERNATIONAL INC COM ACCRED INVS	COMMON	987537206	0	1	SH		SOLE		1	0	0
YRC WORLDWIDE INC COM USD1	COMMON	984249607	385	86,997	SH		SOLE		86,997	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	139	1,285	SH		SOLE		1,285	0	0
YUM CHINA HOLDINGS INC COM USD.01	COMMON	98850P109	193	3,387	SH		SOLE		3,387	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	1,047	2,723	SH		SOLE		2,723	0	0
ZENDESK INC COM USD.01	COMMON	98936J101	172	1,204	SH		SOLE		1,204	0	0
ZILLOW GROUP INC CL A COM USD0.0001	COMMON	98954M101	13	98	SH		SOLE		98	0	0
ZILLOW GROUP INC CL C CAP USD.0001	COMMON	98954M200	1,873	14,433	SH		SOLE		14,433	0	0
ZIMMER BIOMET HOLDINGS INC COM USD.01	COMMON	98956P102	266	1,724	SH		SOLE		1,724	0	0
ZIONS BANCORPORATION NA COM NPV	COMMON	989701107	665	15,316	SH		SOLE		15,316	0	0
ZIOPHARM ONCOLOGY INC COM	COMMON	98973P101	7	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	1,673	10,108	SH		SOLE		10,108	0	0
ZOOM VIDEO COMUNICATIONS INC COM CL A	COMMON	98980L101	303	898	SH		SOLE		898	0	0
ZSCALER INC COM	COMMON	98980G102	138	693	SH		SOLE		693	0	0
ZTO EXPRESS CAYMAN INC ADR	COMMON	98980A105	35	1,203	SH		SOLE		1,203	0	0
ZYNGA INC COM CL A	COMMON	98986T108	5	526	SH		SOLE		526	0	0