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

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

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

FORM 13F INFORMATION TABLE

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COLUMN 1	COLUMN 2	COLUMN 3	COLUMN 4	COLUMN 5			COLUMN 6	COLUMN 7	COLUMN 8
			VALUE	SHRS OR	SH/	PUT/	INVESTMENT	OTHER	VOTING AUTHORITY
NAME OF ISSUER	TITLE OF CLASS	CUSIP	(x$1000)	PRN AMT	PRN	CALL	DISCRETION	MANAGER	SOLE	SHARED	NONE
10X GENOMICS INC COM CL A USD0.00001	COMMON	88025U109	78	398	SH		SOLE		398	0	0
1LIFE HEALTHCARE INC COM	COMMON	68269G107	66	2,000	SH		SOLE		2,000	0	0
22ND CENTURY GROUP INC COM	COMMON	90137F103	0	2	SH		SOLE		2	0	0
360 DIGITECH INC -ADR ADS	COMMON	88557W101	2	48	SH		SOLE		48	0	0
3M CO COM NPV	COMMON	88579Y101	31,891	160,612	SH		SOLE		160,612	0	0
8X8 INC COM USD.001	COMMON	282914100	156	5,612	SH		SOLE		5,612	0	0
A10 NETWORKS INC COM USD0.00001	COMMON	002121101	93	8,243	SH		SOLE		8,243	0	0
AAON INC COM USD.001	COMMON	000360206	6	92	SH		SOLE		92	0	0
AARONS CO INC (THE) COM	COMMON	00258W108	552	17,258	SH		SOLE		17,258	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	828	24,357	SH		SOLE		24,357	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	9,285	80,107	SH		SOLE		80,107	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	3,050	27,077	SH		SOLE		27,077	0	0
ABIOMED INC COM USD.01	COMMON	003654100	6	19	SH		SOLE		19	0	0
ABM INDUSTRIES INC COM NPV	COMMON	000957100	1,032	23,270	SH		SOLE		23,270	0	0
ABRAXAS PETROLEUM CORP/NV COM USD.01	COMMON	003830304	0	4	SH		SOLE		4	0	0
ABSOLUTE SOFTWARE CORP COM NPV	COMMON	00386B109	1	82	SH		SOLE		82	0	0
ACACIA RESEARCH CORP COM NPV	COMMON	003881307	2	280	SH		SOLE		280	0	0
ACADIA HEALTHCARE CO INC COM USD.01	COMMON	00404A109	2,045	32,606	SH		SOLE		32,606	0	0
ACADIA PHARMACEUTICALS INC COM USD.001	COMMON	004225108	6	261	SH		SOLE		261	0	0
ACADIA REALTY TRUST SHS BEN INT USD.001	COMMON	004239109	1	28	SH		SOLE		28	0	0
ACCELERON PHARMA INC COM USD.001	COMMON	00434H108	24	190	SH		SOLE		190	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	5,625	19,082	SH		SOLE		19,082	0	0
ACCO BRANDS CORP COM	COMMON	00081T108	9	1,047	SH		SOLE		1,047	0	0
ACCURAY INC COM USD.001	COMMON	004397105	105	23,182	SH		SOLE		23,182	0	0
ACER THERAPEUTICS INC COM	COMMON	00444P108	1	225	SH		SOLE		225	0	0
ACI WORLDWIDE INC CL A COM USD.005	COMMON	004498101	1	14	SH		SOLE		14	0	0
ACLARIS THERAPEUTICS INC COM USD.00001	COMMON	00461U105	6	323	SH		SOLE		323	0	0
ACME UNITED CORP COM USD2.5	COMMON	004816104	32	728	SH		SOLE		728	0	0
ACORDA THERAPEUTICS INC COM USD.001	COMMON	00484M601	0	1	SH		SOLE		1	0	0
ACRES COMMERCIAL REALTY CORP COM USD.001	COMMON	00489Q102	211	13,135	SH		SOLE		13,135	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	2,658	27,847	SH		SOLE		27,847	0	0
ACUITY BRANDS INC COM USD.01	COMMON	00508Y102	449	2,399	SH		SOLE		2,399	0	0
ACUITYADS HOLDINGS INC COM NPV	COMMON	00510L106	2	188	SH		SOLE		188	0	0
ACUSHNET HOLDINGS CORP COM USD.001	COMMON	005098108	839	16,991	SH		SOLE		16,991	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	1	53	SH		SOLE		53	0	0
ADDUS HOMECARE CORP COM USD.001	COMMON	006739106	12	138	SH		SOLE		138	0	0
ADECOAGRO SA COM USD1.5	COMMON	L00849106	211	21,029	SH		SOLE		21,029	0	0
ADICET BIO INC COM	COMMON	007002108	1	50	SH		SOLE		50	0	0
ADIENT PLC ORD GBP.01	COMMON	G0084W101	1	21	SH		SOLE		21	0	0
ADOBE INC COM NPV	COMMON	00724F101	8,630	14,737	SH		SOLE		14,737	0	0
ADTALEM GLOBAL EDUCATION INC COM USD.01	COMMON	00737L103	72	2,031	SH		SOLE		2,031	0	0
ADVANCE AUTO PARTS INC COM USD.0001	COMMON	00751Y106	7,067	34,453	SH		OTR		25,957	8,496	0
ADVANCED DRAINAGE SYSTEMS COM USD0.01	COMMON	00790R104	587	5,036	SH		SOLE		5,036	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	95	12,872	SH		SOLE		12,872	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	59	527	SH		SOLE		527	0	0
ADVANCED MICRO DEVICES COM USD.01	COMMON	007903107	1,211	12,888	SH		SOLE		12,888	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	25	853	SH		SOLE		853	0	0
AECOM CLB USD.01	COMMON	00766T100	579	9,143	SH		SOLE		9,143	0	0
AEGLEA BIOTHERAPEUTICS INC COM USD.0001	COMMON	00773J103	12	1,654	SH		SOLE		1,654	0	0
AEGON NV NY SHR ADR	COMMON	007924103	862	208,820	SH		SOLE		208,820	0	0
AERCAP HOLDINGS NV SHS	COMMON	N00985106	1	28	SH		SOLE		28	0	0
AEROJET ROCKETDYNE HOLDINGS COM USD.1	COMMON	007800105	76	1,576	SH		SOLE		1,576	0	0
AERPIO PHARMACEUTICALS INC COM	COMMON	00810B105	0	228	SH		SOLE		228	0	0
AES CORP (THE) COM USD.01	COMMON	00130H105	54	2,084	SH		SOLE		2,084	0	0
AFFILIATED MANAGERS GRP INC COM USD.01	COMMON	008252108	18,678	121,161	SH		SOLE		121,161	0	0
AFFIMED NV COM EUR.01	COMMON	N01045108	40	4,713	SH		SOLE		4,713	0	0
AFLAC INC COM USD.1	COMMON	001055102	2,779	51,799	SH		SOLE		51,799	0	0
AGCO CORP COM USD.01	COMMON	001084102	984	7,546	SH		SOLE		7,546	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	649	4,392	SH		SOLE		4,392	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	480	8,452	SH		SOLE		8,452	0	0
AGNC INVESTMENT CORP COM USD.01	COMMON	00123Q104	106	6,290	SH		SOLE		6,290	0	0
AGNICO EAGLE MINES LTD COM NPV	COMMON	008474108	698	11,537	SH		SOLE		11,537	0	0
AGNICO EAGLE MINES LTD COM NPV	COMMON	008474108	3	42	SH		SOLE		42	0	0
AGREE REALTY CORP COM USD.0001	COMMON	008492100	1	14	SH		SOLE		14	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	1,776	6,173	SH		SOLE		6,173	0	0
AIR TRANSPORT SERVICES GROUP COM	COMMON	00922R105	4	184	SH		SOLE		184	0	0
AIRBNB INC COM CL A	COMMON	009066101	25	165	SH		SOLE		165	0	0
AIRGAIN INC COM USD.0001	COMMON	00938A104	275	13,329	SH		SOLE		13,329	0	0
AKAMAI TECHNOLOGIES INC COM USD.01	COMMON	00971T101	59	509	SH		SOLE		509	0	0
AKEBIA THERAPEUTICS INC COM USD0.00001	COMMON	00972D105	56	14,693	SH		SOLE		14,693	0	0
ALARM.COM HOLDINGS INC COM USD.01	COMMON	011642105	253	2,984	SH		SOLE		2,984	0	0
ALASKA AIR GROUP INC COM USD1	COMMON	011659109	420	6,964	SH		SOLE		6,964	0	0
ALBANY INTL CORP -CL A CL A COM USD.001	COMMON	012348108	147	1,644	SH		SOLE		1,644	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	79	467	SH		SOLE		467	0	0
ALCOA CORP COM USD.01	COMMON	013872106	219	5,958	SH		SOLE		5,958	0	0
ALCON INC COM	COMMON	H01301128	147	2,087	SH		SOLE		2,087	0	0
ALEXANDER & BALDWIN INC COM NPV	COMMON	014491104	32	1,764	SH		SOLE		1,764	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	113	621	SH		SOLE		621	0	0
ALEXION PHARMACEUTICALS INC COM USD.0001	COMMON	015351109	163	886	SH		SOLE		886	0	0
ALGONQUIN POWER & UTIL CORP COM	COMMON	015857105	2,520	169,038	SH		SOLE		169,038	0	0
ALIBABA GROUP HLDG ADR	COMMON	01609W102	4,286	18,899	SH		SOLE		18,899	0	0
ALICO INC COM USD1	COMMON	016230104	11	300	SH		SOLE		300	0	0
ALIGN TECHNOLOGY INC COM USD.001	COMMON	016255101	502	821	SH		SOLE		821	0	0
ALKERMES PLC ORD SHS	COMMON	G01767105	1	27	SH		SOLE		27	0	0
ALLAKOS INC COM	COMMON	01671P100	119	1,394	SH		SOLE		1,394	0	0
ALLEGHANY CORP COM USD1	COMMON	017175100	169	254	SH		SOLE		254	0	0
ALLEGHENY TECHNOLOGIES INC COM USD1	COMMON	01741R102	4	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	94	672	SH		SOLE		672	0	0
ALLIANCE DATA SYSTEMS CORP COM USD.01	COMMON	018581108	1,157	11,104	SH		SOLE		11,104	0	0
ALLIANT ENERGY CORP COM NPV	COMMON	018802108	58	1,036	SH		SOLE		1,036	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	69	1,746	SH		SOLE		1,746	0	0
ALLSCRIPTS HEALTHCARE SOLTNS COM	COMMON	01988P108	1,315	71,037	SH		SOLE		71,037	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	49,077	376,244	SH		OTR		280,463	95,781	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	3,067	61,546	SH		SOLE		61,546	0	0
ALNYLAM PHARMACEUTICALS INC COM USD.0001	COMMON	02043Q107	22	128	SH		SOLE		128	0	0
ALPHA AND OMEGA SEMICONDUCTO COM USD.002	COMMON	G6331P104	1	36	SH		SOLE		36	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	15,550	6,369	SH		SOLE		6,369	0	0
ALPHABET INC CL C COM USD.001	COMMON	02079K107	12,873	5,136	SH		SOLE		5,136	0	0
ALPHATEC HOLDINGS INC COM USD.00001	COMMON	02081G201	147	9,569	SH		SOLE		9,569	0	0
ALPINE INCOME PROPERTY TRUST COM	COMMON	02083X103	348	18,286	SH		SOLE		18,286	0	0
ALTABANCORP COM USD0.01	COMMON	021347109	0	7	SH		SOLE		7	0	0
ALTAIR ENGINEERING INC CL A COM USD.0001	COMMON	021369103	181	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	11,441	335,111	SH		OTR		225,630	109,481	0
ALTO INGREDIENTS INC COM	COMMON	021513106	1	87	SH		SOLE		87	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	77,780	1,631,442	SH		OTR		1,216,108	415,334	0
ALX ONCOLOGY HOLDI INC COM USD0.001	COMMON	00166B105	74	1,362	SH		SOLE		1,362	0	0
AMALGAMATED FINANCIAL CORP COM	COMMON	022671101	2	113	SH		SOLE		113	0	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	692	14,886	SH		SOLE		14,886	0	0
AMAZON.COM INC COM USD.01	COMMON	023135106	22,829	6,636	SH		SOLE		6,636	0	0
AMBARELLA INC COM USD.00045	COMMON	G037AX101	62	582	SH		SOLE		582	0	0
AMBEV SA SPON ADR COM	COMMON	02319V103	0	75	SH		SOLE		75	0	0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01	COMMON	00165C104	48	844	SH		SOLE		844	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	413	6,190	SH		SOLE		6,190	0	0
AMCOR PLC ORD	COMMON	G0250X107	43,931	3,833,485	SH		OTR		2,643,864	1,189,621	0
AMDOCS ORD GBP.01	COMMON	G02602103	142	1,836	SH		SOLE		1,836	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	147	602	SH		SOLE		602	0	0
AMERCO COM USD.25	COMMON	023586100	1	2	SH		SOLE		2	0	0
AMEREN CORP COM USD5	COMMON	023608102	18	219	SH		SOLE		219	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	1,275	85,029	SH		SOLE		85,029	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	29	1,351	SH		SOLE		1,351	0	0
AMERICAN CAMPUS COMMUNITIES COM USD.01	COMMON	024835100	1	31	SH		SOLE		31	0	0
AMERICAN ELECTRIC POWER CO COM USD6.5	COMMON	025537101	3,106	36,734	SH		SOLE		36,734	0	0
AMERICAN EXPRESS CO COM USD.6	COMMON	025816109	2,588	15,666	SH		SOLE		15,666	0	0
AMERICAN FINANCIAL GROUP INC COM USD1	COMMON	025932104	244	1,959	SH		SOLE		1,959	0	0
AMERICAN HOMES 4 RENT CL A COM USD.01	COMMON	02665T306	46	1,175	SH		SOLE		1,175	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	210	4,417	SH		SOLE		4,417	0	0
AMERICAN PUBLIC EDUCATION COM USD.01	COMMON	02913V103	112	3,941	SH		SOLE		3,941	0	0
AMERICAN SOFTWARE -CL A CL A COM USD.1	COMMON	029683109	688	31,362	SH		SOLE		31,362	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	1,610	5,959	SH		SOLE		5,959	0	0
AMERICAN WATER WORKS CO INC COM USD.01	COMMON	030420103	72	469	SH		SOLE		469	0	0
AMERICAN WOODMARK CORP COM USD.1	COMMON	030506109	74	903	SH		SOLE		903	0	0
AMERICOLD REALTY TRUST COM	COMMON	03064D108	3	92	SH		SOLE		92	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	75,441	303,127	SH		OTR		217,191	85,936	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	1,445	12,621	SH		SOLE		12,621	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	3	75	SH		SOLE		75	0	0
AMETEK INC COM USD1	COMMON	031100100	184	1,375	SH		SOLE		1,375	0	0
AMGEN INC COM NPV	COMMON	031162100	24,491	100,475	SH		OTR		76,437	24,038	0
AMICUS THERAPEUTICS INC COM USD.01	COMMON	03152W109	150	15,605	SH		SOLE		15,605	0	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	3,356	141,789	SH		SOLE		141,789	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	289	2,983	SH		SOLE		2,983	0	0
AMNEAL PHARMACEUTICALS INC CL A COM	COMMON	03168L105	0	61	SH		SOLE		61	0	0
AMPCO-PITTSBURGH CORP COM USD1	COMMON	032037103	99	16,229	SH		SOLE		16,229	0	0
AMPHENOL CORP CL A COM USD.001	COMMON	032095101	335	4,898	SH		SOLE		4,898	0	0
AMPIO PHARMACEUTICALS INC COM USD.0001	COMMON	03209T109	0	267	SH		SOLE		267	0	0
AMPLIFY ENERGY CORP COM	COMMON	03212B103	1	169	SH		SOLE		169	0	0
AMREP CORP COM USD.1	COMMON	032159105	56	4,777	SH		SOLE		4,777	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	46	4,723	SH		SOLE		4,723	0	0
ANALOG DEVICES COM USD.16	COMMON	032654105	920	5,344	SH		SOLE		5,344	0	0
ANAPLAN INC COM	COMMON	03272L108	2	33	SH		SOLE		33	0	0
ANAVEX LIFE SCIENCES CORP COM USD.001	COMMON	032797300	178	7,800	SH		SOLE		7,800	0	0
ANGI INC COM	COMMON	00183L102	14	1,061	SH		SOLE		1,061	0	0
ANGIODYNAMICS INC COM USD.01	COMMON	03475V101	23	842	SH		SOLE		842	0	0
ANGLOGOLD ASHANTI LTD SPON ADR	COMMON	035128206	101	5,445	SH		SOLE		5,445	0	0
ANHEUSER-BUSCH INBEV SPON ADR	COMMON	03524A108	404	5,610	SH		SOLE		5,610	0	0
ANIKA THERAPEUTICS INC COM USD.01	COMMON	035255108	0	10	SH		SOLE		10	0	0
ANNALY CAPITAL MANAGEMENT COM USD.01	COMMON	035710409	28,388	3,196,902	SH		OTR		2,226,463	970,439	0
ANNEXON INC COM	COMMON	03589W102	51	2,267	SH		SOLE		2,267	0	0
ANNOVIS BIO INC COM	COMMON	03615A108	3	32	SH		SOLE		32	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	163	469	SH		SOLE		469	0	0
ANTARES PHARMA INC COM USD.01	COMMON	036642106	43	9,792	SH		SOLE		9,792	0	0
ANTERIX INC COM USD.0001	COMMON	03676C100	8	131	SH		SOLE		131	0	0
ANTERO MIDSTREAM CORP COM	COMMON	03676B102	186	17,881	SH		SOLE		17,881	0	0
ANTERO RESOURCES CORP COM USD1.	COMMON	03674X106	5	327	SH		SOLE		327	0	0
ANTHEM INC COM USD.01	COMMON	036752103	4,774	12,506	SH		SOLE		12,506	0	0
AON PLC CL A ORD	COMMON	G0403H108	1,384	5,796	SH		SOLE		5,796	0	0
APA CORP COM USD1.25	COMMON	03743Q108	11,826	546,933	SH		SOLE		546,933	0	0
APARTMENT INCM REIT CRP -SPN COM	COMMON	03750L109	3	67	SH		SOLE		67	0	0
APARTMENT INVST & MGMT CO CL A COM USD.01	COMMON	03748R747	1	77	SH		SOLE		77	0	0
APELLIS PHARMACEUTICALS COM USD.0001	COMMON	03753U106	156	2,469	SH		SOLE		2,469	0	0
APOGEE ENTERPRISES INC COM USD.33	COMMON	037598109	1,055	25,892	SH		SOLE		25,892	0	0
APOLLO COMMERCIAL RE FIN INC COM USD.01	COMMON	03762U105	1	64	SH		SOLE		64	0	0
APOLLO MEDICAL HOLDING INC COM USD.001	COMMON	03763A207	262	4,170	SH		SOLE		4,170	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	163	1,152	SH		SOLE		1,152	0	0
APPIAN CORP CL A COM	COMMON	03782L101	312	2,264	SH		SOLE		2,264	0	0
APPLE HOSPITALITY REIT INC COM NPV	COMMON	03784Y200	139	9,087	SH		SOLE		9,087	0	0
APPLE INC COM NPV	COMMON	037833100	55,712	406,804	SH		SOLE		406,804	0	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	105	1,155	SH		SOLE		1,155	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	3,030	21,278	SH		SOLE		21,278	0	0
APTARGROUP INC COM USD.01	COMMON	038336103	44	310	SH		SOLE		310	0	0
APTIV PLC ORD USD.01	COMMON	G6095L109	1,766	11,225	SH		SOLE		11,225	0	0
AQUA METALS INC COM USD.001	COMMON	03837J101	1	222	SH		SOLE		222	0	0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001	COMMON	03842K200	3	483	SH		SOLE		483	0	0
ARAMARK COM USD.01	COMMON	03852U106	104	2,782	SH		SOLE		2,782	0	0
ARBOR REALTY TRUST INC COM USD.01	COMMON	038923108	1	32	SH		SOLE		32	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	375	174,496	SH		SOLE		174,496	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	557	9,571	SH		SOLE		9,571	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	10	327	SH		SOLE		327	0	0
ARCH CAPITAL GROUP LTD COM USD.01	COMMON	G0450A105	14,812	380,521	SH		SOLE		380,521	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	354	5,840	SH		SOLE		5,840	0	0
ARCONIC CORP COM	COMMON	03966V107	4	101	SH		SOLE		101	0	0
ARENA PHARMACEUTICALS INC COM USD.0001	COMMON	040047607	222	3,259	SH		SOLE		3,259	0	0
ARES CAPITAL CORP COM	COMMON	04010L103	25	1,294	SH		SOLE		1,294	0	0
ARES MANAGEMENT CORP COM	COMMON	03990B101	1	13	SH		SOLE		13	0	0
ARGAN INC COM USD.06667	COMMON	04010E109	2	40	SH		SOLE		40	0	0
ARGO GROUP INTL HOLDINGS LTD COM USD.1	COMMON	G0464B107	15	286	SH		SOLE		286	0	0
ARISTA NETWORKS INC COM USD0.0001	COMMON	040413106	12	34	SH		SOLE		34	0	0
ARMADA HOFFLER PROPERTIES COM USD.01	COMMON	04208T108	1	95	SH		SOLE		95	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	20	183	SH		SOLE		183	0	0
ARROW ELECTRONICS INC COM USD1	COMMON	042735100	1,168	10,261	SH		SOLE		10,261	0	0
ARROW FINANCIAL CORP COM NPV	COMMON	042744102	0	9	SH		SOLE		9	0	0
ARROWHEAD PHARMACEUTICALS COM USD.001	COMMON	04280A100	544	6,572	SH		SOLE		6,572	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	493	3,516	SH		SOLE		3,516	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	452	8,897	SH		SOLE		8,897	0	0
ARVINAS INC COM	COMMON	04335A105	88	1,139	SH		SOLE		1,139	0	0
ASBURY AUTOMOTIVE GROUP INC COM USD.01	COMMON	043436104	81	470	SH		SOLE		470	0	0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR	COMMON	00215W100	47	5,844	SH		SOLE		5,844	0	0
ASENSUS SURGICAL INC COM USD.001	COMMON	04367G103	0	1	SH		SOLE		1	0	0
ASGN INC COM USD.01	COMMON	00191U102	182	1,876	SH		SOLE		1,876	0	0
ASHLAND GLOBAL HOLDINGS INC COM USD1	COMMON	044186104	4	42	SH		SOLE		42	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	5,635	8,156	SH		SOLE		8,156	0	0
ASPEN TECHNOLOGY INC COM USD.1	COMMON	045327103	30	221	SH		SOLE		221	0	0
ASSOCIATED BANC-CORP COM USD.1	COMMON	045487105	423	20,657	SH		SOLE		20,657	0	0
ASSURANT INC COM USD.01	COMMON	04621X108	196	1,256	SH		SOLE		1,256	0	0
ASSURED GUARANTY LTD COM	COMMON	G0585R106	560	11,794	SH		SOLE		11,794	0	0
ASTEC INDUSTRIES INC COM USD.2	COMMON	046224101	2	26	SH		SOLE		26	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	1,897	31,672	SH		SOLE		31,672	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	215	15,421	SH		SOLE		15,421	0	0
AT&T INC COM USD1	COMMON	00206R102	48,474	1,684,410	SH		OTR		1,303,710	380,700	0
ATHENE HOLDING LTD COM CL A USD.001	COMMON	G0684D107	141	2,095	SH		SOLE		2,095	0	0
ATKORE INC COM USD.01	COMMON	047649108	1,433	20,186	SH		SOLE		20,186	0	0
ATLAS AIR WORLDWIDE HLDG INC COM NEW	COMMON	049164205	11	167	SH		SOLE		167	0	0
ATLAS CORP COM	COMMON	Y0436Q109	55	3,837	SH		SOLE		3,837	0	0
ATLASSIAN CORP PLC CL A ORD USD.1	COMMON	G06242104	315	1,227	SH		SOLE		1,227	0	0
ATMOS ENERGY CORP COM NPV	COMMON	049560105	6	60	SH		SOLE		60	0	0
ATN INTERNATIONAL INC COM USD.01	COMMON	00215F107	27	600	SH		SOLE		600	0	0
ATOMERA INC COM USD0.001	COMMON	04965B100	1	38	SH		SOLE		38	0	0
ATRICURE INC COM USD.001	COMMON	04963C209	250	3,148	SH		SOLE		3,148	0	0
ATRION CORP COM USD1	COMMON	049904105	4	7	SH		SOLE		7	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	297	8,990	SH		SOLE		8,990	0	0
AUTODESK INC COM NPV	COMMON	052769106	2,648	9,073	SH		SOLE		9,073	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	2,725	13,717	SH		SOLE		13,717	0	0
AUTONATION INC COM USD.01	COMMON	05329W102	1,383	14,584	SH		SOLE		14,584	0	0
AUTOZONE INC COM NPV	COMMON	053332102	15,498	10,386	SH		OTR		7,240	3,146	0
AVALARA INC COM	COMMON	05338G106	163	1,006	SH		SOLE		1,006	0	0
AVALONBAY COMMUNITIES INC COM USD.01	COMMON	053484101	32	155	SH		SOLE		155	0	0
AVANOS MEDICAL INC COM USD.01	COMMON	05350V106	4	113	SH		SOLE		113	0	0
AVANTOR INC COM	COMMON	05352A100	160	4,513	SH		SOLE		4,513	0	0
AVAYA HLDGS CORP COM	COMMON	05351X101	593	22,046	SH		SOLE		22,046	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	141	671	SH		SOLE		671	0	0
AVIAT NETWORKS INC COM USD.01	COMMON	05366Y201	644	19,639	SH		SOLE		19,639	0	0
AVID BIOSERVICES INC COM NPV	COMMON	05368M106	451	17,588	SH		SOLE		17,588	0	0
AVID TECHNOLOGY INC COM USD.01	COMMON	05367P100	174	4,457	SH		SOLE		4,457	0	0
AVIENT CORP COM USD.1	COMMON	05368V106	1	12	SH		SOLE		12	0	0
AVINGER INC COM USD.001	COMMON	053734604	1	1,007	SH		SOLE		1,007	0	0
AVIS BUDGET GROUP INC COM USD.01	COMMON	053774105	426	5,472	SH		SOLE		5,472	0	0
AVNET INC COM USD1	COMMON	053807103	312	7,787	SH		SOLE		7,787	0	0
AXALTA COATING SYSTEMS LTD COM USD1	COMMON	G0750C108	1	31	SH		SOLE		31	0	0
AXIS CAPITAL HOLDINGS LTD COM USD.1	COMMON	G0692U109	2	31	SH		SOLE		31	0	0
AXON ENTERPRISE INC COM USD.00001	COMMON	05464C101	95	535	SH		SOLE		535	0	0
AXOS FINANCIAL INC COM USD.01	COMMON	05465C100	12	257	SH		SOLE		257	0	0
AXSOME THERAPEUTICS INC COM USD.0001	COMMON	05464T104	90	1,336	SH		SOLE		1,336	0	0
AZEK COMPANY INC (THE) COM CL A	COMMON	05478C105	1	22	SH		SOLE		22	0	0
AZIYO BIOLOGICS INC COM CL A	COMMON	05479K106	28	2,871	SH		SOLE		2,871	0	0
B2GOLD CORP COM NPV	COMMON	11777Q209	1,182	281,610	SH		SOLE		281,610	0	0
BADGER METER INC COM USD1	COMMON	056525108	673	6,863	SH		SOLE		6,863	0	0
BAIDU INC ADR	COMMON	056752108	457	2,242	SH		SOLE		2,242	0	0
BAKER HUGHES CO COM A	COMMON	05722G100	20	862	SH		SOLE		862	0	0
BALCHEM CORP -CL B CL B COM USD.06	COMMON	057665200	11	87	SH		SOLE		87	0	0
BALL CORP COM NPV	COMMON	058498106	77	955	SH		SOLE		955	0	0
BALLANTYNE STRONG INC COM USD.01	COMMON	058516105	1	204	SH		SOLE		204	0	0
BANCO SANTANDER BRASIL -ADR ADR	COMMON	05967A107	2,294	279,692	SH		SOLE		279,692	0	0
BANCO SANTANDER SA ADR	COMMON	05964H105	413	105,747	SH		SOLE		105,747	0	0
BANCOLOMBIA SA SPON ADR 4PREF	COMMON	05968L102	2	82	SH		SOLE		82	0	0
BANCORP INC COM	COMMON	05969A105	8	345	SH		SOLE		345	0	0
BANCROFT FUND LTD	COMMON	059695106	22	701	SH		SOLE		701	0	0
BANDWIDTH INC CL A COM USD.001	COMMON	05988J103	45	326	SH		SOLE		326	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	65,937	1,599,574	SH		OTR		1,449,682	149,892	0
BANK OF MONTREAL COM NPV	COMMON	063671101	17,014	165,898	SH		SOLE		165,898	0	0
BANK OF MONTREAL COM NPV	COMMON	063671101	841	8,199	SH		SOLE		8,199	0	0
BANK OF NEW YORK MELLON CORP COM USD7.5	COMMON	064058100	1,948	38,044	SH		SOLE		38,044	0	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	15,033	231,029	SH		SOLE		231,029	0	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	1,216	18,695	SH		SOLE		18,695	0	0
BANK OZK COM USD.01	COMMON	06417N103	17,324	411,064	SH		SOLE		411,064	0	0
BANNER CORP COM USD.01	COMMON	06652V208	2	44	SH		SOLE		44	0	0
BAR HARBOR BANKSHARES COM USD2	COMMON	066849100	27	946	SH		SOLE		946	0	0
BARCLAYS BK PLC DJUBS CMDT ETN36	COMMON	06738C778	3	122	SH		SOLE		122	0	0
BARCLAYS PLC ADR	COMMON	06738E204	1,370	141,969	SH		SOLE		141,969	0	0
BARNES GROUP INC COM USD1	COMMON	067806109	4	69	SH		SOLE		69	0	0
BARRETT BUSINESS SVCS INC COM USD.01	COMMON	068463108	2	21	SH		SOLE		21	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	12,323	595,445	SH		SOLE		595,445	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	390	18,840	SH		SOLE		18,840	0	0
BASSETT FURNITURE INDS COM USD5	COMMON	070203104	372	15,263	SH		SOLE		15,263	0	0
BAUDAX BIO INC COM	COMMON	07160F107	0	132	SH		SOLE		132	0	0
BAUSCH HEALTH COMPANIES INC COM NPV	COMMON	071734107	3	103	SH		SOLE		103	0	0
BAXTER INTERNATIONAL INC COM USD1	COMMON	071813109	275	3,416	SH		SOLE		3,416	0	0
BAYCOM CORP COM	COMMON	07272M107	174	9,678	SH		SOLE		9,678	0	0
BBQ HOLDINGS INC COM USD.01	COMMON	05551A109	1	69	SH		SOLE		69	0	0
BBVA SPON ADR	COMMON	05946K101	118	19,062	SH		SOLE		19,062	0	0
BCB BANCORP INC COM	COMMON	055298103	8	588	SH		SOLE		588	0	0
BCE INC COM NPV	COMMON	05534B760	30	609	SH		SOLE		609	0	0
BEACON ROOFING SUPPLY INC COM USD.01	COMMON	073685109	11	199	SH		SOLE		199	0	0
BEAM THERAPEUTICS INC COM	COMMON	07373V105	311	2,416	SH		SOLE		2,416	0	0
BECTON DICKINSON & CO COM USD1	COMMON	075887109	3,490	14,356	SH		SOLE		14,356	0	0
BED BATH & BEYOND INC COM USD.01	COMMON	075896100	1	28	SH		SOLE		28	0	0
BEIGENE LTD ADR	COMMON	07725L102	8	23	SH		SOLE		23	0	0
BEL FUSE INC CL B	COMMON	077347300	232	16,122	SH		SOLE		16,122	0	0
BENCHMARK ELECTRONICS INC COM USD.01	COMMON	08160H101	160	5,625	SH		SOLE		5,625	0	0
BERKLEY (W R) CORP COM USD.2	COMMON	084423102	50	669	SH		SOLE		669	0	0
BERKSHIRE HATHAWAY CL B COM USD.0033	COMMON	084670702	33,333	119,974	SH		SOLE		119,974	0	0
BERRY GLOBAL GROUP INC COM USD.001	COMMON	08579W103	3	39	SH		SOLE		39	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	15,460	134,463	SH		SOLE		134,463	0	0
BEYOND MEAT INC COM USD 0.0001	COMMON	08862E109	0	2	SH		SOLE		2	0	0
BGSF INC COM	COMMON	05601C105	73	5,942	SH		SOLE		5,942	0	0
BHP GROUP LTD ADR	COMMON	05545E209	24	404	SH		SOLE		404	0	0
BHP GROUP LTD ADR	COMMON	088606108	3,959	54,356	SH		SOLE		54,356	0	0
BIG 5 SPORTING GOODS CORP COM USD.01	COMMON	08915P101	1,719	66,926	SH		SOLE		66,926	0	0
BIG LOTS INC COM USD.01	COMMON	089302103	61	917	SH		SOLE		917	0	0
BIGCOMMERCE HOLDIN INC COM USD0.0001	COMMON	08975P108	9	145	SH		SOLE		145	0	0
BIGLARI HOLDINGS INC CL B	COMMON	08986R309	138	864	SH		SOLE		864	0	0
BILIBILI INC ADS	COMMON	090040106	9	71	SH		SOLE		71	0	0
BILL.COM HOLDINGS INC COM	COMMON	090043100	75	411	SH		SOLE		411	0	0
BIOCRYST PHARMACEUTICALS INC COM USD.01	COMMON	09058V103	137	8,663	SH		SOLE		8,663	0	0
BIOGEN INC COM NPV	COMMON	09062X103	32,407	93,592	SH		OTR		70,972	22,620	0
BIOHAVEN PHRMCUTCL HLD COM	COMMON	G11196105	256	2,643	SH		SOLE		2,643	0	0
BIOLIFE SOLUTIONS INC COM USD.001	COMMON	09062W204	41	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	3,342	5,187	SH		SOLE		5,187	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	1,753	3,893	SH		SOLE		3,893	0	0
BJS WHSL CLUB HLDGS INC COM	COMMON	05550J101	409	8,608	SH		SOLE		8,608	0	0
BLACK HILLS CORP COM USD1	COMMON	092113109	16	249	SH		SOLE		249	0	0
BLACK KNIGHT INC CL A COM USD.0001	COMMON	09215C105	1,667	21,377	SH		SOLE		21,377	0	0
BLACKBAUD INC COM	COMMON	09227Q100	38	497	SH		SOLE		497	0	0
BLACKBERRY LTD COM NPV	COMMON	09228F103	1,634	133,617	SH		SOLE		133,617	0	0
BLACKLINE INC COM USD.01	COMMON	09239B109	371	3,332	SH		SOLE		3,332	0	0
BLACKROCK ENH CAP AND INC	COMMON	09256A109	22	1,090	SH		SOLE		1,090	0	0
BLACKROCK ENHANCED EQT DIV T COM	COMMON	09251A104	44	4,326	SH		SOLE		4,326	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	3,882	4,437	SH		SOLE		4,437	0	0
BLACKROCK MULTI-SECTOR INCOM	COMMON	09258A107	9	505	SH		SOLE		505	0	0
BLACKROCK RES & COMM STRAT T SHS	COMMON	09257A108	1	91	SH		SOLE		91	0	0
BLACKSTONE GROUP INC COM USD.00001	COMMON	09260D107	1,938	19,953	SH		SOLE		19,953	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	7,784	331,617	SH		SOLE		331,617	0	0
BLOOM ENERGY CORP COM	COMMON	093712107	36	1,322	SH		SOLE		1,322	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	153	5,630	SH		SOLE		5,630	0	0
BLUE BIRD CORP COM USD0.0001	COMMON	095306106	2	99	SH		SOLE		99	0	0
BLUELINX HOLDINGS INC COM USD.01	COMMON	09624H208	1,326	26,372	SH		SOLE		26,372	0	0
BLUEPRINT MEDICINES CORP COM USD.001	COMMON	09627Y109	310	3,527	SH		SOLE		3,527	0	0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01	COMMON	09627J102	185	18,175	SH		SOLE		18,175	0	0
BOEING CO COM USD5	COMMON	097023105	2,423	10,113	SH		SOLE		10,113	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	1,410	24,174	SH		SOLE		24,174	0	0
BONANZA CREEK ENERGY INC COM USD0.001	COMMON	097793400	26	557	SH		SOLE		557	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	2,958	1,352	SH		SOLE		1,352	0	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	273	3,254	SH		SOLE		3,254	0	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	172	2,022	SH		SOLE		2,022	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	2,697	55,567	SH		SOLE		55,567	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	100	98	SH		SOLE		98	0	0
BOSTON PRIVATE FINL HOLDINGS COM USD1	COMMON	101119105	4	296	SH		SOLE		296	0	0
BOSTON PROPERTIES INC COM USD.01	COMMON	101121101	18,676	162,988	SH		OTR		122,188	40,800	0
BOSTON SCIENTIFIC CORP COM USD.01	COMMON	101137107	616	14,399	SH		SOLE		14,399	0	0
BOX INC CL A COM USD.0001	COMMON	10316T104	252	9,856	SH		SOLE		9,856	0	0
BOYD GAMING CORP COM USD.01	COMMON	103304101	1	10	SH		SOLE		10	0	0
BP PLC ADR	COMMON	055622104	726	27,474	SH		SOLE		27,474	0	0
BRADESCO BANCO SPON ADR	COMMON	059460402	409	93,764	SH		SOLE		93,764	0	0
BRADESCO BANCO SPONS ADR PFD	COMMON	059460303	12	2,422	SH		SOLE		2,422	0	0
BRADY CORP CL A COM USD.01	COMMON	104674106	12	221	SH		SOLE		221	0	0
BRAEMAR HOTELS & RESORTS INC COM	COMMON	10482B101	8	1,209	SH		SOLE		1,209	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	510	37,179	SH		SOLE		37,179	0	0
BRF SA SPON ADR NPV	COMMON	10552T107	1,287	235,269	SH		SOLE		235,269	0	0
BRIDGEBIO PHARMA INC COM	COMMON	10806X102	275	4,512	SH		SOLE		4,512	0	0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001	COMMON	109194100	5	35	SH		SOLE		35	0	0
BRIGHTCOVE INC COM USD0.001	COMMON	10921T101	89	6,218	SH		SOLE		6,218	0	0
BRIGHTHOUSE FINANL INC COM	COMMON	10922N103	96	2,118	SH		SOLE		2,118	0	0
BRIGHTSPHERE INVEST GRP INC ORD	COMMON	10948W103	234	9,968	SH		SOLE		9,968	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	409	6,609	SH		SOLE		6,609	0	0
BRISTOL-MYERS SQUIBB CO COM USD.1	COMMON	110122108	16,356	244,779	SH		OTR		182,330	62,449	0
BRISTOW GROUP INC COM	COMMON	11040G103	71	2,761	SH		SOLE		2,761	0	0
BRITISH AMER TOBACCO PLC SPON ADR	COMMON	110448107	2,984	75,903	SH		SOLE		75,903	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	1,868	81,594	SH		SOLE		81,594	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	3,422	7,176	SH		SOLE		7,176	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	747	4,624	SH		SOLE		4,624	0	0
BROADWIND INC COM USD.001	COMMON	11161T207	51	11,167	SH		SOLE		11,167	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	706	13,852	SH		SOLE		13,852	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	18,246	357,455	SH		SOLE		357,455	0	0
BROOKFIELD ASST MGM REI PRTN ORD CL A	COMMON	G16169107	2	38	SH		SOLE		38	0	0
BROOKFIELD RENEWABLE CORP COM CLA	COMMON	11284V105	8	185	SH		SOLE		185	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	464	4,875	SH		SOLE		4,875	0	0
BROWN & BROWN INC COM USD.1	COMMON	115236101	77	1,452	SH		SOLE		1,452	0	0
BROWN FORMAN CORP CL B COM USD.15	COMMON	115637209	21	284	SH		SOLE		284	0	0
BRP GROUP INC COM CL A	COMMON	05589G102	57	2,124	SH		SOLE		2,124	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	841	10,747	SH		SOLE		10,747	0	0
BRUKER CORP COM USD.01	COMMON	116794108	31	410	SH		SOLE		410	0	0
BRUNSWICK CORP COM USD.75	COMMON	117043109	455	4,571	SH		SOLE		4,571	0	0
BUCKLE INC COM USD.05	COMMON	118440106	908	18,256	SH		SOLE		18,256	0	0
BUILD-A-BEAR WORKSHOP INC COM USD.001	COMMON	120076104	2	101	SH		SOLE		101	0	0
BUILDERS FIRSTSOURCE COM USD.01	COMMON	12008R107	1,019	23,885	SH		SOLE		23,885	0	0
BUNGE LTD COM USD.01	COMMON	G16962105	11	145	SH		SOLE		145	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	36	111	SH		SOLE		111	0	0
BWX TECHNOLOGIES INC COM USD.01	COMMON	05605H100	2	32	SH		SOLE		32	0	0
C H ROBINSON WORLDWIDE INC COM USD.1	COMMON	12541W209	1,155	12,328	SH		SOLE		12,328	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	236	4,622	SH		SOLE		4,622	0	0
C4 THERAPEUTICS INC COM	COMMON	12529R107	39	1,037	SH		SOLE		1,037	0	0
CABLE ONE INC COM USD.01	COMMON	12685J105	275	144	SH		SOLE		144	0	0
CABOT CORP COM USD1	COMMON	127055101	178	3,118	SH		SOLE		3,118	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	165	9,463	SH		SOLE		9,463	0	0
CACI INTL INC -CL A CL A COM USD.1	COMMON	127190304	234	919	SH		SOLE		919	0	0
CACTUS INC COM CL A USD0.01	COMMON	127203107	45	1,231	SH		SOLE		1,231	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	1,606	11,738	SH		SOLE		11,738	0	0
CAESARS ENTERTAINMENT INC COM USD.0001	COMMON	12769G100	629	6,062	SH		SOLE		6,062	0	0
CALERES INC COM USD3.75	COMMON	129500104	109	4,000	SH		SOLE		4,000	0	0
CALIX INC COM USD.025	COMMON	13100M509	207	4,363	SH		SOLE		4,363	0	0
CAMBIUM NETWORKS CORP ORD USD 0.0001	COMMON	G17766109	1,556	32,176	SH		SOLE		32,176	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	25	189	SH		SOLE		189	0	0
CAMECO CORP COM NPV	COMMON	13321L108	1,966	102,517	SH		SOLE		102,517	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	3	60	SH		SOLE		60	0	0
CAMPING WORLD HOLDINGS INC CL A COM USD.01	COMMON	13462K109	72	1,760	SH		SOLE		1,760	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	23,163	203,371	SH		SOLE		203,371	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	406	3,563	SH		SOLE		3,563	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	1,015	9,615	SH		SOLE		9,615	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	16,235	153,787	SH		SOLE		153,787	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	15,971	439,711	SH		SOLE		439,711	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	376	10,376	SH		SOLE		10,376	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	467	6,077	SH		SOLE		6,077	0	0
CANADIAN SOLAR INC COM NPV	COMMON	136635109	700	15,622	SH		SOLE		15,622	0	0
CANON INC ADR	COMMON	138006309	820	36,243	SH		SOLE		36,243	0	0
CANOPY GROWTH CORP COM	COMMON	138035100	0	2	SH		SOLE		2	0	0
CANTALOUPE INC COM NPV	COMMON	138103106	1	106	SH		SOLE		106	0	0
CAPITAL BANCORP INC COM	COMMON	139737100	1	54	SH		SOLE		54	0	0
CAPITAL ONE FINANCIAL CORP COM USD.01	COMMON	14040H105	3,634	23,494	SH		SOLE		23,494	0	0
CAPITAL SENIOR LIVING CORP COM USD.01	COMMON	140475203	2	32	SH		SOLE		32	0	0
CAPITALA FINANCE CORP COM	COMMON	14054R502	90	3,663	SH		SOLE		3,663	0	0
CAPRI HOLDINGS LTD ORD NPV	COMMON	G1890L107	10	168	SH		SOLE		168	0	0
CARA THERAPEUTICS INC COM USD.001	COMMON	140755109	37	2,620	SH		SOLE		2,620	0	0
CARDIFF ONCOLOGY INC COM USD.0001	COMMON	14147L108	7	1,014	SH		SOLE		1,014	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	500	8,752	SH		SOLE		8,752	0	0
CARDIOVASCULAR SYSTEMS INC COM NPV	COMMON	141619106	5	117	SH		SOLE		117	0	0
CARDLYTICS INC COM	COMMON	14161W105	109	856	SH		SOLE		856	0	0
CARECLOUD INC COM USD.001	COMMON	14167R100	1	137	SH		SOLE		137	0	0
CAREDX INC COM USD.001	COMMON	14167L103	439	4,801	SH		SOLE		4,801	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	3	144	SH		SOLE		144	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	741	3,871	SH		SOLE		3,871	0	0
CARLYLE GROUP INC COM	COMMON	14316J108	1	15	SH		SOLE		15	0	0
CARMAX INC COM NPV	COMMON	143130102	59	460	SH		SOLE		460	0	0
CARNIVAL CORPORATION & PLC ADR	COMMON	14365C103	4	182	SH		SOLE		182	0	0
CARNIVAL CORPORATION & PLC COM USD.01	COMMON	143658300	40	1,506	SH		SOLE		1,506	0	0
CARPENTER TECHNOLOGY CORP COM USD5	COMMON	144285103	0	10	SH		SOLE		10	0	0
CARRIER GLOBAL CORP COM	COMMON	14448C104	344	7,080	SH		SOLE		7,080	0	0
CARS.COM INC COM USD.01	COMMON	14575E105	186	12,969	SH		SOLE		12,969	0	0
CARTER'S INC COM USD.01	COMMON	146229109	159	1,538	SH		SOLE		1,538	0	0
CARVANA CO CL A COM USD .001	COMMON	146869102	21	70	SH		SOLE		70	0	0
CASEYS GENERAL STORES INC COM NPV	COMMON	147528103	25	129	SH		SOLE		129	0	0
CASS INFORMATION SYSTEMS INC COM USD2.5	COMMON	14808P109	28	688	SH		SOLE		688	0	0
CASTLE BIOSCIENCES INC COM	COMMON	14843C105	44	606	SH		SOLE		606	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	134	1,235	SH		SOLE		1,235	0	0
CATALYST PHARMACEUTICALS INC COM USD.001	COMMON	14888U101	592	103,042	SH		SOLE		103,042	0	0
CATCHMARK TIMBER TRUST CL A COM USD.01	COMMON	14912Y202	174	14,865	SH		SOLE		14,865	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	20,146	92,600	SH		SOLE		92,600	0	0
CATHAY GENERAL BANCORP COM USD.01	COMMON	149150104	12	309	SH		SOLE		309	0	0
CATO CORP -CL A CL A COM USD.333	COMMON	149205106	5	318	SH		SOLE		318	0	0
CAVCO INDUSTRIES INC COM USD.01	COMMON	149568107	4	18	SH		SOLE		18	0	0
CB FINANCIAL SERVICES INC COM USD0.4167	COMMON	12479G101	11	491	SH		SOLE		491	0	0
CBDMD INC COM USD.001	COMMON	12482W101	0	1	SH		SOLE		1	0	0
CBIZ INC COM	COMMON	124805102	127	3,884	SH		SOLE		3,884	0	0
CBOE GLOBAL MARKETS INC COM USD0.01	COMMON	12503M108	31	262	SH		SOLE		262	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	16,407	191,443	SH		SOLE		191,443	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	8	169	SH		SOLE		169	0	0
CDW CORP COM USD.01	COMMON	12514G108	982	5,625	SH		SOLE		5,625	0	0
CECO ENVIRONMENTAL CORP COM NPV	COMMON	125141101	54	7,562	SH		SOLE		7,562	0	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602605	580	34,418	SH		SOLE		34,418	0	0
CELANESE CORP COM USD.01	COMMON	150870103	87,165	575,031	SH		OTR		441,331	133,700	0
CELCUITY INC COM	COMMON	15102K100	1	59	SH		SOLE		59	0	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	288	36,722	SH		SOLE		36,722	0	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	1,732	220,667	SH		SOLE		220,667	0	0
CELLDEX THERAPEUTICS INC COM	COMMON	15117B202	2	65	SH		SOLE		65	0	0
CEL-SCI CORP COM USD.001	COMMON	150837607	14	1,592	SH		SOLE		1,592	0	0
CELSIUS HOLDINGS INC COM USD.001	COMMON	15118V207	151	1,990	SH		SOLE		1,990	0	0
CEMEX SAB DE CV SPON ADR 5 ORD	COMMON	151290889	6	723	SH		SOLE		723	0	0
CENOVUS ENERGY INC COM NPV	COMMON	15135U109	3,020	315,494	SH		SOLE		315,494	0	0
CENOVUS ENERGY INC COM NPV	COMMON	15135U109	2	191	SH		SOLE		191	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	334	4,578	SH		SOLE		4,578	0	0
CENTERPOINT ENERGY INC COM NPV	COMMON	15189T107	24	989	SH		SOLE		989	0	0
CENTERRA GOLD INC COM	COMMON	152006102	423	55,663	SH		SOLE		55,663	0	0
CENTRAL GARDEN & PET CO CL A COM USD.01	COMMON	153527205	656	13,596	SH		SOLE		13,596	0	0
CENTRAL PACIFIC FINANCIAL CP COM NPV	COMMON	154760409	11	438	SH		SOLE		438	0	0
CENTRESPACE COM NPV	COMMON	15202L107	0	5	SH		SOLE		5	0	0
CENTRUS ENERGY CORP CL A COM USD.1	COMMON	15643U104	550	21,690	SH		SOLE		21,690	0	0
CENTURY BANCORP INC/MA CL A COM NPV	COMMON	156432106	155	1,364	SH		SOLE		1,364	0	0
CENTURY COMMUNITIES INC COM USD.01	COMMON	156504300	14	212	SH		SOLE		212	0	0
CERENCE INC COM	COMMON	156727109	2	18	SH		SOLE		18	0	0
CERIDIAN HCM HOLDING COM USD0.01	COMMON	15677J108	36	377	SH		SOLE		377	0	0
CERNER CORP COM USD.01	COMMON	156782104	46	584	SH		SOLE		584	0	0
CF INDUSTRIES HOLDINGS INC COM USD.01	COMMON	125269100	1,061	20,634	SH		SOLE		20,634	0	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	380	4,194	SH		SOLE		4,194	0	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	11,451	126,234	SH		SOLE		126,234	0	0
CHAMPIONX CORP COM	COMMON	15872M104	0	1	SH		SOLE		1	0	0
CHANGE HEALTHCARE INC COM	COMMON	15912K100	26	1,132	SH		SOLE		1,132	0	0
CHANNELADVISOR CORP COM USD.001	COMMON	159179100	61	2,477	SH		SOLE		2,477	0	0
CHARLES & COLVARD LTD COM NPV	COMMON	159765106	102	34,072	SH		SOLE		34,072	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	514	1,391	SH		SOLE		1,391	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	45,128	62,552	SH		OTR		42,327	20,225	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	360	3,104	SH		SOLE		3,104	0	0
CHECKPOINT THERAPEUTICS INC COM	COMMON	162828107	0	1	SH		SOLE		1	0	0
CHEESECAKE FACTORY INC COM USD.01	COMMON	163072101	4	75	SH		SOLE		75	0	0
CHEETAH MOBILE INC -ADR ADR	COMMON	163075104	204	86,165	SH		SOLE		86,165	0	0
CHEFS' WAREHOUSE INC COM USD.01	COMMON	163086101	2	68	SH		SOLE		68	0	0
CHEGG INC COM USD0.001	COMMON	163092109	26	307	SH		SOLE		307	0	0
CHEMED CORP COM USD1	COMMON	16359R103	238	502	SH		SOLE		502	0	0
CHEMOCENTRYX INC COM USD.001	COMMON	16383L106	36	2,708	SH		SOLE		2,708	0	0
CHEMOURS CO COM USD0.01	COMMON	163851108	105	3,028	SH		SOLE		3,028	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	73	1,658	SH		SOLE		1,658	0	0
CHENIERE ENERGY INC COM USD.03	COMMON	16411R208	23	260	SH		SOLE		260	0	0
CHEVRON CORP COM USD3	COMMON	166764100	25,318	241,756	SH		OTR		205,502	36,254	0
CHICKEN SOUP FOR SOUL ENTNT CL A COM	COMMON	16842Q100	2	56	SH		SOLE		56	0	0
CHIMERA INVESTMENT CORP COM USD.01	COMMON	16934Q208	10	680	SH		SOLE		680	0	0
CHIMERIX INC COM USD.001	COMMON	16934W106	2	288	SH		SOLE		288	0	0
CHINA EASTERN AIRLINES CORP SPON ADR CL H	COMMON	16937R104	548	25,991	SH		SOLE		25,991	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	26	2,569	SH		SOLE		2,569	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	1,550	30,380	SH		SOLE		30,380	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	1,531	95,462	SH		SOLE		95,462	0	0
CHIPMOS TECHNOLOGIES INC ADR	COMMON	16965P202	2,302	67,742	SH		SOLE		67,742	0	0
CHIPOTLE MEXICAN GRILL INC COM USD.01	COMMON	169656105	264	170	SH		SOLE		170	0	0
CHROMADEX CORP COM USD.001	COMMON	171077407	69	7,019	SH		SOLE		7,019	0	0
CHUBB LTD ORD KYD.125	COMMON	H1467J104	11,377	71,607	SH		SOLE		71,607	0	0
CHUNGHWA TELECOM LTD SPON ADR	COMMON	17133Q502	86	2,115	SH		SOLE		2,115	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	1,637	19,211	SH		SOLE		19,211	0	0
CHURCHILL DOWNS INC COM NPV	COMMON	171484108	170	859	SH		SOLE		859	0	0
CI FINANCIAL CORP COM	COMMON	125491100	998	54,327	SH		SOLE		54,327	0	0
CIENA CORP COM USD.01	COMMON	171779309	121	2,126	SH		SOLE		2,126	0	0
CIGNA CORP COM USD1	COMMON	125523100	17,870	75,402	SH		SOLE		75,402	0	0
CIM COMMERICAL TRUST DHD BEN INT USD.001	COMMON	125525584	48	5,354	SH		SOLE		5,354	0	0
CIMAREX ENERGY CO COM USD.01	COMMON	171798101	2	22	SH		SOLE		22	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	6,148	52,731	SH		SOLE		52,731	0	0
CINTAS CORP COM NPV	COMMON	172908105	1,596	4,178	SH		SOLE		4,178	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	99	1,160	SH		SOLE		1,160	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	8,333	157,263	SH		SOLE		157,263	0	0
CIT GROUP INC COM USD.01	COMMON	125581801	8	159	SH		SOLE		159	0	0
CITI TRENDS INC COM	COMMON	17306X102	56	645	SH		SOLE		645	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	34,123	482,344	SH		OTR		411,883	70,461	0
CITIZENS COMMUNITY BANCORP COM	COMMON	174903104	220	16,092	SH		SOLE		16,092	0	0
CITIZENS FINANCIAL GROUP INC COM USD.01	COMMON	174610105	3,428	74,734	SH		OTR		67,764	6,970	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	8,049	68,640	SH		OTR		52,567	16,073	0
CITY OFFICE REIT INC COM USD.01	COMMON	178587101	114	9,189	SH		SOLE		9,189	0	0
CIVISTA BANCSHARES INC COM NPV	COMMON	178867107	23	1,063	SH		SOLE		1,063	0	0
CLARIVATE PLC COM	COMMON	G21810109	13	462	SH		SOLE		462	0	0
CLARUS CORP COM USD.0001	COMMON	18270P109	1	39	SH		SOLE		39	0	0
CLEAN ENERGY FUELS CORP COM USD.0001	COMMON	184499101	107	10,539	SH		SOLE		10,539	0	0
CLEAN HARBORS INC COM USD.01	COMMON	184496107	1	11	SH		SOLE		11	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	146	3,910	SH		SOLE		3,910	0	0
CLEARWAY ENERGY INC CL C COM NPV	COMMON	18539C204	7	254	SH		SOLE		254	0	0
CLEVELAND-CLIFFS INC COM USD1	COMMON	185899101	66	3,077	SH		SOLE		3,077	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	395	2,196	SH		SOLE		2,196	0	0
CLOUDERA INC COM USD .00005	COMMON	18914U100	13	800	SH		SOLE		800	0	0
CLOUDFLARE INC COM CL A	COMMON	18915M107	212	2,007	SH		SOLE		2,007	0	0
CMC MATERIALS INC COM USD.001	COMMON	12571T100	14	94	SH		SOLE		94	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	841	3,954	SH		SOLE		3,954	0	0
CMS ENERGY CORP COM USD.01	COMMON	125896100	53	899	SH		SOLE		899	0	0
CNA FINANCIAL CORP COM USD2.5	COMMON	126117100	5	119	SH		SOLE		119	0	0
CNH INDUSTRIAL NV COM EUR.01	COMMON	N20944109	2	122	SH		SOLE		122	0	0
CNO FINANCIAL GROUP INC COM NEW	COMMON	12621E103	1,315	55,664	SH		SOLE		55,664	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	434	1,079	SH		SOLE		1,079	0	0
COCA-COLA CO COM USD.5	COMMON	191216100	6,721	124,226	SH		SOLE		124,226	0	0
COCA-COLA EUROPACIFIC PARTNE ORD NPV	COMMON	G25839104	961	16,194	SH		SOLE		16,194	0	0
COCA-COLA FEMSA SAB DE CV SPON ADR	COMMON	191241108	2,956	55,854	SH		SOLE		55,854	0	0
CODEXIS INC COM USD.0001	COMMON	192005106	78	3,433	SH		SOLE		3,433	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	61	722	SH		SOLE		722	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	490	7,075	SH		SOLE		7,075	0	0
COGNYTE SOFTWARE LTD -SPN COM USD0.001	COMMON	M25133105	0	1	SH		SOLE		1	0	0
COHEN & STEERS INC COM USD.01	COMMON	19247A100	660	8,044	SH		SOLE		8,044	0	0
COHEN & STEERS TOT RET RLTY	COMMON	19247R103	36	2,216	SH		SOLE		2,216	0	0
COHERENT INC COM USD.22	COMMON	192479103	47	177	SH		SOLE		177	0	0
COHERUS BIOSCIENCES INC COM USD.0001	COMMON	19249H103	19	1,354	SH		SOLE		1,354	0	0
COHU INC COM USD1	COMMON	192576106	1	25	SH		SOLE		25	0	0
COLFAX CORP COM USD.001	COMMON	194014106	353	7,709	SH		SOLE		7,709	0	0
COLGATE-PALMOLIVE CO COM USD1	COMMON	194162103	1,380	16,962	SH		SOLE		16,962	0	0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001	COMMON	19459J104	39	1,652	SH		SOLE		1,652	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	33	335	SH		SOLE		335	0	0
COLUMBUS MCKINNON CORP COM USD.01	COMMON	199333105	4	77	SH		SOLE		77	0	0
COMCAST CORP CL A COM USD1	COMMON	20030N101	31,211	547,545	SH		SOLE		547,545	0	0
COMERICA INC COM USD5	COMMON	200340107	1,322	18,535	SH		SOLE		18,535	0	0
COMFORT SYSTEMS USA INC COM USD.01	COMMON	199908104	547	6,946	SH		SOLE		6,946	0	0
COMM SERV SELECT SECTOR SPDR	COMMON	81369Y852	14	175	SH		SOLE		175	0	0
COMMERCE BANCSHARES INC COM USD5	COMMON	200525103	118	1,588	SH		SOLE		1,588	0	0
COMMERCIAL METALS COM USD5	COMMON	201723103	405	13,195	SH		SOLE		13,195	0	0
COMMUNICATIONS SYSTEMS INC COM USD.05	COMMON	203900105	3	398	SH		SOLE		398	0	0
COMMUNITY BANK SYSTEM INC COM NPV	COMMON	203607106	12	165	SH		SOLE		165	0	0
COMMUNITY BANKERS TRUST CORP COM USD.01	COMMON	203612106	1	119	SH		SOLE		119	0	0
COMMUNITY FINANCIAL CORP COM USD0.01	COMMON	20368X101	2	52	SH		SOLE		52	0	0
COMMUNITY HEALTH SYSTEMS INC COM USD.01	COMMON	203668108	1	48	SH		SOLE		48	0	0
COMMUNITY HEALTHCARE TRUST COM USD0.01	COMMON	20369C106	9	198	SH		SOLE		198	0	0
COMMVAULT SYSTEMS INC COM USD.01	COMMON	204166102	194	2,488	SH		SOLE		2,488	0	0
COMPANHIA BRASILEIRA DE DIST SPON ADR	COMMON	20440T300	4	469	SH		SOLE		469	0	0
COMPANIA CERVECERIAS UNIDAS SPON ADR	COMMON	204429104	0	7	SH		SOLE		7	0	0
COMPASS MINERALS INTL INC COM	COMMON	20451N101	129	2,175	SH		SOLE		2,175	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	298	30,840	SH		SOLE		30,840	0	0
COMSCORE INC COM USD.001	COMMON	20564W105	9	1,754	SH		SOLE		1,754	0	0
COMSTOCK MINING INC COM USD.000666	COMMON	205750300	1	188	SH		SOLE		188	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	1	24	SH		SOLE		24	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	15,242	418,968	SH		OTR		284,948	134,020	0
CONCENTRIX CORP -SPN COM	COMMON	20602D101	399	2,482	SH		SOLE		2,482	0	0
CONCRETE PUMPING HOLDINGS COM CL A USD0.0001	COMMON	206704108	3	349	SH		SOLE		349	0	0
CONDUENT INC COM USD1	COMMON	206787103	13	1,667	SH		SOLE		1,667	0	0
CONFORMIS INC COM USD.00001	COMMON	20717E101	0	2	SH		SOLE		2	0	0
CONMED CORP COM USD.01	COMMON	207410101	1,239	9,019	SH		SOLE		9,019	0	0
CONN'S INC COM USD.01	COMMON	208242107	14	535	SH		SOLE		535	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	33,701	553,395	SH		OTR		416,137	137,258	0
CONSOL ENERGY INC COM	COMMON	20854L108	4	221	SH		SOLE		221	0	0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01	COMMON	209034107	122	13,897	SH		SOLE		13,897	0	0
CONSOLIDATED EDISON INC COM USD5	COMMON	209115104	3,498	48,794	SH		SOLE		48,794	0	0
CONSTELLATION BRANDS CL A COM USD.01	COMMON	21036P108	318	1,358	SH		SOLE		1,358	0	0
CONSTELLATION PHARMCTCL COM	COMMON	210373106	53	1,582	SH		SOLE		1,582	0	0
CONSTRUCTION PRTNR INC COM	COMMON	21044C107	4	117	SH		SOLE		117	0	0
CONSUMER DISCRETIONARY SELT	COMMON	81369Y407	101	563	SH		SOLE		563	0	0
CONSUMER STAPLES SPDR	COMMON	81369Y308	1	14	SH		SOLE		14	0	0
CONTAINER STORE GROUP COM USD.01	COMMON	210751103	354	27,174	SH		SOLE		27,174	0	0
CONTINENTAL RESOURCES INC COM USD.01	COMMON	212015101	4,323	113,724	SH		SOLE		113,724	0	0
CONTROLADORA VUELA COMPANIA ADR	COMMON	21240E105	734	38,234	SH		SOLE		38,234	0	0
COOPER COS INC (THE) COM USD.1	COMMON	216648402	20	51	SH		SOLE		51	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	5	64	SH		SOLE		64	0	0
COPART INC COM NPV	COMMON	217204106	116	882	SH		SOLE		882	0	0
CORBUS PHARMACEUTICALS HLDGS COM	COMMON	21833P103	0	100	SH		SOLE		100	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	200	9,109	SH		SOLE		9,109	0	0
CORE MARK HOLDING CO INC COM	COMMON	218681104	488	10,850	SH		SOLE		10,850	0	0
CORE MOLDING TECHNOLOGIES COM USD.01	COMMON	218683100	263	17,074	SH		SOLE		17,074	0	0
CORESITE REALTY CORP COM USD.01	COMMON	21870Q105	3	21	SH		SOLE		21	0	0
CORNING INC COM USD5	COMMON	219350105	181	4,417	SH		SOLE		4,417	0	0
CORPORATE OFFICE PROPERT COM USD.01	COMMON	22002T108	17	622	SH		SOLE		622	0	0
CORSAIR GAMING INC COM	COMMON	22041X102	74	2,229	SH		SOLE		2,229	0	0
CORTEVA INC COM	COMMON	22052L104	148	3,337	SH		SOLE		3,337	0	0
CORTEXYME INC COM	COMMON	22053A107	136	2,565	SH		SOLE		2,565	0	0
CORVEL CORP COM USD.0001	COMMON	221006109	54	400	SH		SOLE		400	0	0
COSAN SA ADS	COMMON	22113B103	209	10,974	SH		SOLE		10,974	0	0
COSTAR GROUP INC COM USD.01	COMMON	22160N109	262	3,160	SH		SOLE		3,160	0	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	2,589	6,543	SH		SOLE		6,543	0	0
COTY INC CL A COM USD.01	COMMON	222070203	0	37	SH		SOLE		37	0	0
COUNTY BANCORP INC COM USD.01	COMMON	221907108	25	746	SH		SOLE		746	0	0
COUPA SOFTWARE INC COM USD.0001	COMMON	22266L106	1	3	SH		SOLE		3	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795502	413	11,227	SH		SOLE		11,227	0	0
COWEN INC CL A COM USD0.01	COMMON	223622606	72	1,750	SH		SOLE		1,750	0	0
CRA INTERNATIONAL INC COM NPV	COMMON	12618T105	221	2,578	SH		SOLE		2,578	0	0
CRANE CO COM USD6.25	COMMON	224399105	1	10	SH		SOLE		10	0	0
CRAWFORD & CO CL A COM NPV	COMMON	224633206	62	6,875	SH		SOLE		6,875	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	173	20,140	SH		SOLE		20,140	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	210	19,989	SH		SOLE		19,989	0	0
CREE INC COM USD.01	COMMON	225447101	13	137	SH		SOLE		137	0	0
CRESCENT POINT ENERGY CORP COM	COMMON	22576C101	928	205,001	SH		SOLE		205,001	0	0
CRESUD SACIFYA SPON ADR	COMMON	226406106	1,138	190,398	SH		SOLE		190,398	0	0
CRH PLC ADR	COMMON	12626K203	3,238	63,696	SH		SOLE		63,696	0	0
CRITEO SA ADR	COMMON	226718104	1,546	34,176	SH		SOLE		34,176	0	0
CROCS INC COM USD.001	COMMON	227046109	514	4,414	SH		SOLE		4,414	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	168	10,183	SH		SOLE		10,183	0	0
CROWDSTRIKE HOLDINGS INC COM CL A USD0.0005	COMMON	22788C105	473	1,881	SH		SOLE		1,881	0	0
CROWN CASTLE INTL CORP COM USD.01	COMMON	22822V101	1,622	8,313	SH		SOLE		8,313	0	0
CROWN CRAFTS INC COM USD1	COMMON	228309100	180	24,074	SH		SOLE		24,074	0	0
CROWN HOLDINGS INC COM USD5	COMMON	228368106	85	836	SH		SOLE		836	0	0
CRYOPORT INC COM USD.001	COMMON	229050307	116	1,842	SH		SOLE		1,842	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	192	4,072	SH		SOLE		4,072	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	78	660	SH		SOLE		660	0	0
CSX CORP COM USD1	COMMON	126408103	8,447	263,398	SH		SOLE		263,398	0	0
CTI BIOPHARMA CORP COM NPV	COMMON	12648L601	1	406	SH		SOLE		406	0	0
CTO REALTY GROWTH INC COM USD1	COMMON	22948Q101	1	12	SH		SOLE		12	0	0
CTS CORP COM NPV	COMMON	126501105	5	141	SH		SOLE		141	0	0
CUBESMART COM USD.01	COMMON	229663109	6	138	SH		SOLE		138	0	0
CULLEN/FROST BANKERS INC COM USD5	COMMON	229899109	4	36	SH		SOLE		36	0	0
CULLINAN ONCOLOGY INC COM	COMMON	230031106	75	2,912	SH		SOLE		2,912	0	0
CULP INC COM USD.05	COMMON	230215105	183	11,242	SH		SOLE		11,242	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	68,871	282,504	SH		OTR		216,800	65,704	0
CUMULUS MEDIA INC COM CL A NEW	COMMON	231082801	2	120	SH		SOLE		120	0	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	232	13,622	SH		SOLE		13,622	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	31	262	SH		SOLE		262	0	0
CUSHMAN & WAKEFIELD COM	COMMON	G2717B108	65	3,706	SH		SOLE		3,706	0	0
CUSTOM TRUCK ONE SOURCE INC COM	COMMON	23204X103	1	99	SH		SOLE		99	0	0
CUSTOMERS BANCORP INC COM USD1	COMMON	23204G100	2	45	SH		SOLE		45	0	0
CUTERA INC COM USD.001	COMMON	232109108	44	902	SH		SOLE		902	0	0
CVB FINANCIAL CORP COM NPV	COMMON	126600105	10	471	SH		SOLE		471	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	2	132	SH		SOLE		132	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	2,062	24,714	SH		SOLE		24,714	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	85	2,072	SH		SOLE		2,072	0	0
CYCLERION THERAPEUTICS COM	COMMON	23255M105	0	1	SH		SOLE		1	0	0
CYRUSONE INC COM USD.01	COMMON	23283R100	28	386	SH		SOLE		386	0	0
D R HORTON INC COM USD.01	COMMON	23331A109	532	5,890	SH		SOLE		5,890	0	0
DAKTRONICS INC COM NPV	COMMON	234264109	135	20,479	SH		SOLE		20,479	0	0
DANA INC COM USD.01	COMMON	235825205	1	29	SH		SOLE		29	0	0
DANAHER CORP COM USD.01	COMMON	235851102	8,700	32,428	SH		SOLE		32,428	0	0
DANAOS CORP COM USD.01	COMMON	Y1968P121	3	34	SH		SOLE		34	0	0
DAQO NEW ENERGY CORP ADR	COMMON	23703Q203	2	24	SH		SOLE		24	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	65	446	SH		SOLE		446	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	3,618	53,595	SH		SOLE		53,595	0	0
DASEKE INC COM USD.0001	COMMON	23753F107	117	18,101	SH		SOLE		18,101	0	0
DATA I/O CORP COM NPV	COMMON	237690102	1	90	SH		SOLE		90	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	10,309	85,623	SH		SOLE		85,623	0	0
DECIBEL THERAPEUTICS INC COM	COMMON	24343R106	110	12,821	SH		SOLE		12,821	0	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	1,706	4,444	SH		SOLE		4,444	0	0
DEERE & CO COM USD1	COMMON	244199105	1,365	3,872	SH		SOLE		3,872	0	0
DELEK US HOLDINGS INC COM USD.01	COMMON	24665A103	0	12	SH		SOLE		12	0	0
DELL TECHNOLOGIES INC CL C	COMMON	24703L202	10,795	108,305	SH		SOLE		108,305	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	298	6,895	SH		SOLE		6,895	0	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	157	5,309	SH		SOLE		5,309	0	0
DELUXE CORP COM USD1	COMMON	248019101	4	85	SH		SOLE		85	0	0
DENALI THERAPEUTCS INC COM	COMMON	24823R105	553	7,055	SH		SOLE		7,055	0	0
DENTSPLY SIRONA INC COM USD1	COMMON	24906P109	78	1,230	SH		SOLE		1,230	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	3,186	46,048	SH		SOLE		46,048	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	8	110	SH		SOLE		110	0	0
DEUTSCHE BANK AG ORD	COMMON	D18190898	42	3,235	SH		SOLE		3,235	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	240	8,237	SH		SOLE		8,237	0	0
DEXCOM INC COM USD.001	COMMON	252131107	409	957	SH		SOLE		957	0	0
DHT HOLDINGS INC COM USD.01	COMMON	Y2065G121	2,020	311,196	SH		SOLE		311,196	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	2,030	10,588	SH		SOLE		10,588	0	0
DIAMEDICA THERAPEUTICS INC COM NPV	COMMON	25253X207	0	45	SH		SOLE		45	0	0
DIAMOND HILL INVESTMENT GRP CL A COM NPV	COMMON	25264R207	5	28	SH		SOLE		28	0	0
DIAMOND S SHIPPING INC COM	COMMON	Y20676105	10	990	SH		SOLE		990	0	0
DIAMONDBACK ENERGY INC COM USD.01	COMMON	25278X109	205	2,181	SH		SOLE		2,181	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	369	38,038	SH		SOLE		38,038	0	0
DICERNA PHARMACEUTICALS INC COM USD.0001	COMMON	253031108	173	4,650	SH		SOLE		4,650	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	93	931	SH		SOLE		931	0	0
DIEBOLD NIXDORF INC COM USD1.25	COMMON	253651103	145	11,269	SH		SOLE		11,269	0	0
DIGI INTERNATIONAL INC COM USD.01	COMMON	253798102	6	323	SH		SOLE		323	0	0
DIGITAL REALTY TRUST INC COM USD.01	COMMON	253868103	1,922	12,781	SH		SOLE		12,781	0	0
DIGITAL TURBINE INC COM	COMMON	25400W102	402	5,289	SH		SOLE		5,289	0	0
DIGITALBRIDGE GROUP INC CL A COM USD.01	COMMON	25401T108	5	574	SH		SOLE		574	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	427	2,358	SH		SOLE		2,358	0	0
DIMENSIONAL ETF TRUST US CORE EQUITY 2	COMMON	25434V708	286	10,593	SH		SOLE		10,593	0	0
DIMENSIONAL ETF TRUST US TARGETED VLU	COMMON	25434V609	3,221	71,883	SH		SOLE		71,883	0	0
DIODES INC COM USD.66	COMMON	254543101	154	1,928	SH		SOLE		1,928	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	285	2,411	SH		SOLE		2,411	0	0
DISCOVERY INC CL A COM	COMMON	25470F104	13,345	434,996	SH		OTR		357,014	77,982	0
DISCOVERY INC CL C COM	COMMON	25470F302	5	163	SH		SOLE		163	0	0
DISH NETWORK CORP CL A COM USD.01	COMMON	25470M109	397	9,505	SH		SOLE		9,505	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	5,853	33,300	SH		SOLE		33,300	0	0
DIVERSIFIED HEALTHCARE TRUST COM USD.01	COMMON	25525P107	332	79,384	SH		SOLE		79,384	0	0
DLH HOLDINGS CORP COM USD.001	COMMON	23335Q100	41	3,531	SH		SOLE		3,531	0	0
DMC GLOBAL INC COM USD.05	COMMON	23291C103	219	3,892	SH		SOLE		3,892	0	0
DOCUSIGN INC COM USD0.0001	COMMON	256163106	1,023	3,660	SH		SOLE		3,660	0	0
DOLBY LABORATORIES INC CL A COM USD.001	COMMON	25659T107	4	38	SH		SOLE		38	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	7,476	34,551	SH		OTR		26,501	8,050	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	43	430	SH		SOLE		430	0	0
DOMINION ENERGY INC COM NPV	COMMON	25746U109	6,044	82,183	SH		SOLE		82,183	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	238	511	SH		SOLE		511	0	0
DOMO INC COM	COMMON	257554105	191	2,361	SH		SOLE		2,361	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	31	561	SH		SOLE		561	0	0
DONALDSON CO INC COM USD5	COMMON	257651109	64	1,013	SH		SOLE		1,013	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	97	6,652	SH		SOLE		6,652	0	0
DONNELLEY (R R) & SONS CO COM USD1.25	COMMON	257867200	2	383	SH		SOLE		383	0	0
DONNELLEY FINANCIAL SOLTNS COM USD.01	COMMON	25787G100	771	23,378	SH		SOLE		23,378	0	0
DORMAN PRODUCTS INC COM USD.01	COMMON	258278100	166	1,600	SH		SOLE		1,600	0	0
DOUGLAS EMMETT INC COM USD.01	COMMON	25960P109	1	38	SH		SOLE		38	0	0
DOVER CORP COM USD1	COMMON	260003108	857	5,691	SH		SOLE		5,691	0	0
DOW INC COM USD 0.01	COMMON	260557103	3,801	60,081	SH		SOLE		60,081	0	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	2,825	38,433	SH		SOLE		38,433	0	0
DRAFTKINGS INC COM CL A	COMMON	26142R104	9	175	SH		SOLE		175	0	0
DTE ENERGY CO COM USD10	COMMON	233331107	66	507	SH		SOLE		507	0	0
DUKE ENERGY CORP COM NPV	COMMON	26441C204	6,532	66,186	SH		SOLE		66,186	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	29	610	SH		SOLE		610	0	0
DULUTH HOLDINGS INC CL B COM NPV	COMMON	26443V101	68	3,306	SH		SOLE		3,306	0	0
DUPONT DE NEMOURS INC COM USD2.5	COMMON	26614N102	2,494	32,227	SH		SOLE		32,227	0	0
DURECT CORP COM USD.001	COMMON	266605104	6	3,506	SH		SOLE		3,506	0	0
DXC TECHNOLOGY CO COM USD1	COMMON	23355L106	94	2,407	SH		SOLE		2,407	0	0
DYCOM INDUSTRIES INC COM USD.33	COMMON	267475101	1,089	14,625	SH		SOLE		14,625	0	0
DYNATRACE INC COM	COMMON	268150109	77	1,313	SH		SOLE		1,313	0	0
DYNAVAX TECHNOLOGIES CORP COM USD.001	COMMON	268158201	76	7,747	SH		SOLE		7,747	0	0
DYNEX CAPITAL INC COM USD.01	COMMON	26817Q886	189	10,151	SH		SOLE		10,151	0	0
EAGLE BANCORP INC/MD COM USD.01	COMMON	268948106	4	72	SH		SOLE	��	72	0	0
EAGLE BANCORP MONTANA INC COM USD.01	COMMON	26942G100	83	3,616	SH		SOLE		3,616	0	0
EAGLE MATERIALS INC COM USD1	COMMON	26969P108	17	119	SH		SOLE		119	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	269	6,282	SH		SOLE		6,282	0	0
EARTHSTONE ENERGY INC COM USD.1	COMMON	27032D304	302	27,258	SH		SOLE		27,258	0	0
EAST WEST BANCORP INC COM USD.001	COMMON	27579R104	10	142	SH		SOLE		142	0	0
EASTGROUP PROPERTIES COM USD.0001	COMMON	277276101	1	5	SH		SOLE		5	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	8,105	69,418	SH		SOLE		69,418	0	0
EATON CORP PLC COM USD.5	COMMON	G29183103	28,364	191,424	SH		OTR		167,914	23,510	0
EATON VANCE T/M BUY-WRITE OP	COMMON	27828Y108	9	552	SH		SOLE		552	0	0
EATON VANCE TAX-MANAGED DIVE	COMMON	27828N102	9	638	SH		SOLE		638	0	0
EBAY INC COM USD.001	COMMON	278642103	63,085	898,516	SH		OTR		657,230	241,286	0
EBIX INC COM USD.1	COMMON	278715206	47	1,396	SH		SOLE		1,396	0	0
ECHO GLOBAL LOGISTICS INC COM USD.01	COMMON	27875T101	2	81	SH		SOLE		81	0	0
ECOLAB INC COM USD1	COMMON	278865100	683	3,314	SH		SOLE		3,314	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	2,174	148,711	SH		SOLE		148,711	0	0
EDISON INTERNATIONAL COM NPV	COMMON	281020107	20	338	SH		SOLE		338	0	0
EDITAS MEDICINE INC COM USD.0001	COMMON	28106W103	221	3,900	SH		SOLE		3,900	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	257	20,660	SH		SOLE		20,660	0	0
EDWARDS LIFESCIENCES CORP COM USD1	COMMON	28176E108	1,020	9,849	SH		SOLE		9,849	0	0
EGAIN CORP COM USD.001	COMMON	28225C806	1	63	SH		SOLE		63	0	0
EHEALTH INC COM USD.001	COMMON	28238P109	7	119	SH		SOLE		119	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	3	77	SH		SOLE		77	0	0
ELASTIC NV ORD	COMMON	N14506104	132	909	SH		SOLE		909	0	0
ELECTROCORE INC COM	COMMON	28531P103	0	1	SH		SOLE		1	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	7	659	SH		SOLE		659	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	3,714	25,820	SH		SOLE		25,820	0	0
ELEMENT SOLUTIONS INC COM USD.01	COMMON	28618M106	11	471	SH		SOLE		471	0	0
ELEVATE CREDIT INC COM USD0.001	COMMON	28621V101	136	38,021	SH		SOLE		38,021	0	0
ELLINGTON FINANCIAL INC COM NPV	COMMON	28852N109	0	21	SH		SOLE		21	0	0
ELLINGTON RESIDENTIAL MTG COM USD0.01	COMMON	288578107	123	10,484	SH		SOLE		10,484	0	0
EMAGIN CORP COM USD.01	COMMON	29076N206	1	154	SH		SOLE		154	0	0
EMBOTELLADORA ANDINA SA SPON ADR B	COMMON	29081P303	610	42,087	SH		SOLE		42,087	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	1,094	8,889	SH		SOLE		8,889	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	182	2,898	SH		SOLE		2,898	0	0
EMERSON ELECTRIC CO COM USD1	COMMON	291011104	1,581	16,426	SH		SOLE		16,426	0	0
EMPIRE STATE REALTY TR INC CL A COM USD.01	COMMON	292104106	20	1,675	SH		SOLE		1,675	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	4	96	SH		SOLE		96	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	24,925	622,221	SH		SOLE		622,221	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	1,111	27,743	SH		SOLE		27,743	0	0
ENCOMPASS HEALTH CORP COM USD.01	COMMON	29261A100	2	32	SH		SOLE		32	0	0
ENCORE CAPITAL GROUP INC COM USD.01	COMMON	292554102	0	4	SH		SOLE		4	0	0
ENDO INTERNATIONAL PLC COM USD.01	COMMON	G30401106	313	66,794	SH		SOLE		66,794	0	0
ENDRA LIFE SCIENCES INC COM USD.0001	COMMON	29273B104	1	329	SH		SOLE		329	0	0
ENERGOUS CORP COM USD0.00001	COMMON	29272C103	0	2	SH		SOLE		2	0	0
ENERGY RECOVERY INC COM USD.001	COMMON	29270J100	55	2,402	SH		SOLE		2,402	0	0
ENERPLUS CORP COM NPV	COMMON	292766102	507	70,434	SH		SOLE		70,434	0	0
ENGLOBAL CORP COM USD.001	COMMON	293306106	49	16,255	SH		SOLE		16,255	0	0
ENI SPA SPON ADR	COMMON	26874R108	523	21,437	SH		SOLE		21,437	0	0
ENNIS INC COM USD2.5	COMMON	293389102	157	7,281	SH		SOLE		7,281	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	50	1,463	SH		SOLE		1,463	0	0
ENPHASE ENERGY INC COM USD.00001	COMMON	29355A107	243	1,326	SH		SOLE		1,326	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	564	6,508	SH		SOLE		6,508	0	0
ENSTAR GROUP LTD ORD	COMMON	G3075P101	1	3	SH		SOLE		3	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	253	2,060	SH		SOLE		2,060	0	0
ENTERGY CORP COM USD5	COMMON	29364G103	54	539	SH		SOLE		539	0	0
ENTRAVISION COMMUNICATIONS CL A COM USD.0001	COMMON	29382R107	26	3,910	SH		SOLE		3,910	0	0
ENVELA CORP COM NPV	COMMON	29402E102	5	957	SH		SOLE		957	0	0
ENVISTA HOLDINGS CORP COM	COMMON	29415F104	1	21	SH		SOLE		21	0	0
ENZO BIOCHEM INC COM USD.01	COMMON	294100102	0	1	SH		SOLE		1	0	0
EOG RESOURCES INC COM NPV	COMMON	26875P101	2,484	29,770	SH		SOLE		29,770	0	0
EPAM SYSTEMS INC COM USD0.001	COMMON	29414B104	707	1,383	SH		SOLE		1,383	0	0
EPLUS INC COM USD.01	COMMON	294268107	0	3	SH		SOLE		3	0	0
EPR PROPERTIES COM USD.01 SBI	COMMON	26884U109	1	18	SH		SOLE		18	0	0
EPSILON ENERGY LTD COM	COMMON	294375209	62	12,383	SH		SOLE		12,383	0	0
EQT CORP COM NPV	COMMON	26884L109	1	43	SH		SOLE		43	0	0
EQUIFAX INC COM USD2.5	COMMON	294429105	222	926	SH		SOLE		926	0	0
EQUINIX INC COM USD.001	COMMON	29444U700	1,410	1,757	SH		SOLE		1,757	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	90	4,229	SH		SOLE		4,229	0	0
EQUINOX GOLD CORP COM CL A	COMMON	29446Y502	272	39,095	SH		SOLE		39,095	0	0
EQUITABLE HOLDINGS INC COM	COMMON	29452E101	21,355	701,327	SH		OTR		540,430	160,897	0
EQUITRANS MID CORP COM	COMMON	294600101	1	72	SH		SOLE		72	0	0
EQUITY COMMONWEALTH COM USD.01	COMMON	294628102	3	128	SH		SOLE		128	0	0
EQUITY LIFESTYLE PROPERTIES COM USD.01	COMMON	29472R108	201	2,708	SH		SOLE		2,708	0	0
EQUITY RESIDENTIAL SHS BEN INT USD.01	COMMON	29476L107	31	407	SH		SOLE		407	0	0
ERIE INDEMNITY CO CL A COM NPV	COMMON	29530P102	15	80	SH		SOLE		80	0	0
ESCALADE INC COM USD1	COMMON	296056104	335	14,592	SH		SOLE		14,592	0	0
ESSA BANCORP INC COM USD.01	COMMON	29667D104	14	844	SH		SOLE		844	0	0
ESSENT GROUP LTD COM USD.01	COMMON	G3198U102	1	22	SH		SOLE		22	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	29	634	SH		SOLE		634	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	60,489	201,623	SH		OTR		141,861	59,762	0
ESTABLISHMNT LBS HLDNG COM	COMMON	G31249108	212	2,430	SH		SOLE		2,430	0	0
ESTEE LAUDER COMPANIES INC CL A COM USD.01	COMMON	518439104	1,486	4,672	SH		SOLE		4,672	0	0
ETHAN ALLEN INTERIORS INC CL A COM USD.01	COMMON	297602104	283	10,256	SH		SOLE		10,256	0	0
ETSY INC COM USD.001	COMMON	29786A106	1,081	5,252	SH		SOLE		5,252	0	0
EURONAV ORD NPV	COMMON	B38564108	801	85,952	SH		SOLE		85,952	0	0
EURONET WORLDWIDE INC COM USD.02	COMMON	298736109	2	13	SH		SOLE		13	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	65	3,428	SH		SOLE		3,428	0	0
EVERBRIDGE INC COM USD.001	COMMON	29978A104	10	70	SH		SOLE		70	0	0
EVERCORE INC CL A COM USD.01	COMMON	29977A105	440	3,127	SH		SOLE		3,127	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	113	450	SH		SOLE		450	0	0
EVERGY INC COM USD5	COMMON	30034W106	5	85	SH		SOLE		85	0	0
EVERI HOLDINGS INC COM USD.001	COMMON	30034T103	85	3,407	SH		SOLE		3,407	0	0
EVERSOURCE ENERGY COM USD5	COMMON	30040W108	89	1,112	SH		SOLE		1,112	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	23	SH		SOLE		23	0	0
EVOFEM BIOSCIENCES INC COM	COMMON	30048L104	0	182	SH		SOLE		182	0	0
EVOLENT HEALTH INC CL A COM USD.01	COMMON	30050B101	12	592	SH		SOLE		592	0	0
EVOLUS INC COM	COMMON	30052C107	69	5,444	SH		SOLE		5,444	0	0
EXACT SCIENCES CORP COM USD.001	COMMON	30063P105	9	75	SH		SOLE		75	0	0
EXELIXIS INC COM USD.001	COMMON	30161Q104	2	97	SH		SOLE		97	0	0
EXELON CORP COM NPV	COMMON	30161N101	455	10,264	SH		SOLE		10,264	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	400	3,765	SH		SOLE		3,765	0	0
EXONE CO COM USD0.01	COMMON	302104104	1	44	SH		SOLE		44	0	0
EXP WORLD HOLDINGS INC COM	COMMON	30212W100	183	4,729	SH		SOLE		4,729	0	0
EXPEDIA GROUP INC COM USD.001	COMMON	30212P303	75	457	SH		SOLE		457	0	0
EXPEDITORS INTL WASH INC COM USD.01	COMMON	302130109	216	1,706	SH		SOLE		1,706	0	0
EXPONENT INC COM USD.001	COMMON	30214U102	13	147	SH		SOLE		147	0	0
EXPRESS INC COM USD.01	COMMON	30219E103	1	176	SH		SOLE		176	0	0
EXTRA SPACE STORAGE INC COM USD.01	COMMON	30225T102	49	301	SH		SOLE		301	0	0
EXTREME NETWORKS INC COM USD.001	COMMON	30226D106	193	17,261	SH		SOLE		17,261	0	0
EXXON MOBIL CORP COM NPV	COMMON	30231G102	19,104	302,931	SH		SOLE		302,931	0	0
EYENOVIA INC COM 0.0001	COMMON	30234E104	0	59	SH		SOLE		59	0	0
F N B CORP/FL COM USD.01	COMMON	302520101	42	3,433	SH		SOLE		3,433	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	44	237	SH		SOLE		237	0	0
FABRINET ORD USD.01	COMMON	G3323L100	190	1,984	SH		SOLE		1,984	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	13,621	39,174	SH		SOLE		39,174	0	0
FACTSET RESEARCH SYSTEMS INC COM USD.01	COMMON	303075105	414	1,235	SH		SOLE		1,235	0	0
FAIR ISAAC CORP COM USD.01	COMMON	303250104	243	484	SH		SOLE		484	0	0
FALCON MINERALS CORP CL A COM	COMMON	30607B109	55	10,772	SH		SOLE		10,772	0	0
FARMER BROTHERS CO COM USD1	COMMON	307675108	1	84	SH		SOLE		84	0	0
FARMLAND PARTNERS INC COM USD.01	COMMON	31154R109	323	26,813	SH		SOLE		26,813	0	0
FARO TECHNOLOGIES INC COM USD.001	COMMON	311642102	189	2,430	SH		SOLE		2,430	0	0
FASTENAL CO COM USD.01	COMMON	311900104	295	5,676	SH		SOLE		5,676	0	0
FATE THERAPEUTICS INC COM USD0.001	COMMON	31189P102	419	4,830	SH		SOLE		4,830	0	0
FEDERAL REALTY INVESTMENT TR COM USD.01 SBI	COMMON	313747206	13	111	SH		SOLE		111	0	0
FEDERAL SIGNAL CORP COM USD1	COMMON	313855108	225	5,602	SH		SOLE		5,602	0	0
FEDERATED HERMES INC CL B COM NPV	COMMON	314211103	208	6,147	SH		SOLE		6,147	0	0
FEDEX CORP COM USD.1	COMMON	31428X106	746	2,501	SH		SOLE		2,501	0	0
FERGUSON PLC COM	COMMON	G3421J106	828	5,932	SH		SOLE		5,932	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	78	376	SH		SOLE		376	0	0
FERRO CORP COM USD1	COMMON	315405100	82	3,781	SH		SOLE		3,781	0	0
FIBROGEN INC COM USD.01	COMMON	31572Q808	117	4,385	SH		SOLE		4,385	0	0
FIDELITY MSCI INFO TECH ETF	COMMON	316092808	22	186	SH		SOLE		186	0	0
FIDELITY NASDAQ COMP INDX TS	COMMON	315912808	135	2,390	SH		SOLE		2,390	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	1,774	12,526	SH		SOLE		12,526	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	13	310	SH		SOLE		310	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	27,775	726,543	SH		OTR		499,165	227,378	0
FINANCIAL INSTITUTIONS INC COM USD.01	COMMON	317585404	77	2,581	SH		SOLE		2,581	0	0
FINANCIAL SELECT SECTOR SPDR	COMMON	81369Y605	191	5,206	SH		SOLE		5,206	0	0
FINVOLUTION GROUP -ADR ADR	COMMON	31810T101	1,971	207,024	SH		SOLE		207,024	0	0
FIREEYE INC COM USD.0001	COMMON	31816Q101	1	53	SH		SOLE		53	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	8	122	SH		SOLE		122	0	0
FIRST BANCORP P R COM NPV	COMMON	318672706	17	1,468	SH		SOLE		1,468	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	172	207	SH		SOLE		207	0	0
FIRST EAGLE ALTERNATIVE CAPI COM USD.001	COMMON	26943B100	22	4,932	SH		SOLE		4,932	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	62	4,064	SH		SOLE		4,064	0	0
FIRST FINL BANCORP INC/OH COM NPV	COMMON	320209109	97	4,105	SH		SOLE		4,105	0	0
FIRST FINL BANKSHARES INC COM USD10	COMMON	32020R109	384	7,813	SH		SOLE		7,813	0	0
FIRST HORIZON CORP COM USD2.5	COMMON	320517105	22	1,244	SH		SOLE		1,244	0	0
FIRST INDL REALTY TRUST INC COM USD.01	COMMON	32054K103	6	108	SH		SOLE		108	0	0
FIRST INTERNET BANCORP COM USD1	COMMON	320557101	293	9,444	SH		SOLE		9,444	0	0
FIRST INTERSTATE BANCSYSTEM CL A COM NPV	COMMON	32055Y201	11	261	SH		SOLE		261	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	1	42	SH		SOLE		42	0	0
FIRST REPUBLIC BANK NEW COM USD.01	COMMON	33616C100	177	947	SH		SOLE		947	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	201	2,750	SH		SOLE		2,750	0	0
FIRST SOLAR INC COM USD.001	COMMON	336433107	6	63	SH		SOLE		63	0	0
FIRST TRUST CLOUD COMPUTING	COMMON	33734X192	27	251	SH		SOLE		251	0	0
FIRST TRUST DJ INTERNET IND	COMMON	33733E302	335	1,369	SH		SOLE		1,369	0	0
FIRST TRUST FINANCIAL ALPHAD	COMMON	33734X135	75	1,728	SH		SOLE		1,728	0	0
FIRST TRUST VALUE LINE DVD	COMMON	33734H106	72	1,809	SH		SOLE		1,809	0	0
FIRST WSTRN FINNCIL INC COM	COMMON	33751L105	186	7,187	SH		SOLE		7,187	0	0
FIRSTCASH INC COM USD.01	COMMON	33767D105	37	486	SH		SOLE		486	0	0
FIRSTENERGY CORP COM USD9	COMMON	337932107	2	66	SH		SOLE		66	0	0
FIRSTSERVICE CORP COM	COMMON	33767E202	1,741	10,144	SH		SOLE		10,144	0	0
FIRSTSERVICE CORP COM	COMMON	33767E202	743	4,340	SH		SOLE		4,340	0	0
FISERV INC COM USD.01	COMMON	337738108	886	8,292	SH		SOLE		8,292	0	0
FIVE BELOW INC COM USD.01	COMMON	33829M101	21	108	SH		SOLE		108	0	0
FIVE STAR SENIOR LIVING INC COM USD.01	COMMON	33832D205	147	25,476	SH		SOLE		25,476	0	0
FIVE9 INC COM USD.001	COMMON	338307101	135	738	SH		SOLE		738	0	0
FIVERR INTERNATIONAL LTD COM	COMMON	M4R82T106	3	11	SH		SOLE		11	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	95	372	SH		SOLE		372	0	0
FLEX LTD ORD USD.01	COMMON	Y2573F102	4	245	SH		SOLE		245	0	0
FLEXSHARES STOXX GLOBAL BROA	COMMON	33939L795	246	4,276	SH		SOLE		4,276	0	0
FLEXSTEEL INDUSTRIES INC COM USD1	COMMON	339382103	280	6,930	SH		SOLE		6,930	0	0
FLOOR & DECOR HLDGS CL A COM USD.001	COMMON	339750101	84	798	SH		SOLE		798	0	0
FLOTEK INDUSTRIES INC COM	COMMON	343389102	0	1	SH		SOLE		1	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	21	862	SH		SOLE		862	0	0
FLOWSERVE CORP COM USD1.25	COMMON	34354P105	5,036	124,939	SH		SOLE		124,939	0	0
FLUENT INC COM USD.0005	COMMON	34380C102	3	1,107	SH		SOLE		1,107	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
FLUSHING FINANCIAL CORP COM USD.01	COMMON	343873105	64	3,000	SH		SOLE		3,000	0	0
FMC CORP COM USD.1	COMMON	302491303	32	292	SH		SOLE		292	0	0
FOCUS FINANCL PRTNR INC COM	COMMON	34417P100	25	512	SH		SOLE		512	0	0
FOLEY TRASIME ACQ CORP UNIT	COMMON	34431F203	235	22,428	SH		SOLE		22,428	0	0
FOMENTO ECONOMICO MEXICANO SPON ADR	COMMON	344419106	238	2,822	SH		SOLE		2,822	0	0
FONAR CORP COM USD.0001	COMMON	344437405	20	1,135	SH		SOLE		1,135	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	1,439	23,362	SH		SOLE		23,362	0	0
FORD MOTOR CO COM USD1	COMMON	345370860	655	44,111	SH		SOLE		44,111	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	20	958	SH		SOLE		958	0	0
FORMFACTOR INC COM USD.001	COMMON	346375108	471	12,917	SH		SOLE		12,917	0	0
FORTERRA INC COM USD0.001	COMMON	34960W106	282	12,004	SH		SOLE		12,004	0	0
FORTINET INC COM USD.001	COMMON	34959E109	5,791	24,314	SH		SOLE		24,314	0	0
FORTIS INC COM NPV	COMMON	349553107	97	2,184	SH		SOLE		2,184	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	91	1,309	SH		SOLE		1,309	0	0
FORTRESS BIOTECH INC COM USD.001	COMMON	34960Q109	7	1,905	SH		SOLE		1,905	0	0
FORTUNA SILVER MINES INC COM NPV	COMMON	349915108	0	40	SH		SOLE		40	0	0
FORTUNE BRANDS HOME & SECUR COM USD.01	COMMON	34964C106	1,704	17,104	SH		SOLE		17,104	0	0
FORWARD AIR CORP COM USD.01	COMMON	349853101	94	1,047	SH		SOLE		1,047	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	77	4,115	SH		SOLE		4,115	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	423	11,388	SH		SOLE		11,388	0	0
FOX CORP COM CL B	COMMON	35137L204	8	226	SH		SOLE		226	0	0
FOX FACTORY HOLDING CP COM USD.001	COMMON	35138V102	173	1,114	SH		SOLE		1,114	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	3,921	27,003	SH		SOLE		27,003	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	249	1,714	SH		SOLE		1,714	0	0
FRANKLIN COVEY CO COM USD.05	COMMON	353469109	91	2,818	SH		SOLE		2,818	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	1,662	20,623	SH		SOLE		20,623	0	0
FRANKLIN FINANCIAL SVCS CORP COM NPV	COMMON	353525108	16	515	SH		SOLE		515	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	44	1,375	SH		SOLE		1,375	0	0
FRANKLIN STREET PROPERTIES COM	COMMON	35471R106	689	131,046	SH		SOLE		131,046	0	0
FRANKLIN TEMPLETON ETF TR FTSE SOUTH KOREA	COMMON	35473P710	10	300	SH		SOLE		300	0	0
FRANKLIN WIRELESS CORP COM NPV	COMMON	355184102	21	2,273	SH		SOLE		2,273	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	1,950	52,555	SH		SOLE		52,555	0	0
FRESENIUS MEDICAL CARE AG&CO SPON ADR	COMMON	358029106	1,682	40,462	SH		SOLE		40,462	0	0
FRESHPET INC COM USD0.001	COMMON	358039105	386	2,371	SH		SOLE		2,371	0	0
FRONTDOOR INC COM	COMMON	35905A109	1	19	SH		SOLE		19	0	0
FS BANCORP INC COM USD.01	COMMON	30263Y104	111	1,553	SH		SOLE		1,553	0	0
FS KKR CAPITAL CORP COM USD0.001	COMMON	302635206	6	275	SH		SOLE		275	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	2	16	SH		SOLE		16	0	0
FUEL TECH INC COM USD.01	COMMON	359523107	0	116	SH		SOLE		116	0	0
FUELCELL ENERGY INC COM NPV	COMMON	35952H601	60	6,703	SH		SOLE		6,703	0	0
FULGENT GENETICS INC COM USD0.0001	COMMON	359664109	57	623	SH		SOLE		623	0	0
FULLER (H. B.) CO COM USD1	COMMON	359694106	146	2,291	SH		SOLE		2,291	0	0
FULTON FINANCIAL CORP COM USD2.5	COMMON	360271100	58	3,651	SH		SOLE		3,651	0	0
FUNKO INC CL A COM USD.0001	COMMON	361008105	1	62	SH		SOLE		62	0	0
FUTU HOLDINGS LTD -ADR ADS	COMMON	36118L106	9	49	SH		SOLE		49	0	0
FUTUREFUEL CORP COM USD.0001	COMMON	36116M106	4	415	SH		SOLE		415	0	0
G1 THERAPEUTICS INC COM USD.0001	COMMON	3621LQ109	30	1,347	SH		SOLE		1,347	0	0
GABELLI DIVIDEND & INCOME TR	COMMON	36242H104	77	2,914	SH		SOLE		2,914	0	0
GAIA INC CL A COM USD.0001	COMMON	36269P104	0	40	SH		SOLE		40	0	0
GALECTIN THERAPEUTICS INC COM USD.001	COMMON	363225202	18	5,655	SH		SOLE		5,655	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	251	9,994	SH		SOLE		9,994	0	0
GAMING & LEISURE PPTYS COM USD0.01	COMMON	36467J108	16	349	SH		SOLE		349	0	0
GAP INC COM USD.05	COMMON	364760108	362	10,752	SH		SOLE		10,752	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	63	438	SH		SOLE		438	0	0
GARRETT MOTION INC COM	COMMON	366505105	2	223	SH		SOLE		223	0	0
GARTNER INC COM	COMMON	366651107	3,277	13,530	SH		SOLE		13,530	0	0
GATES INDUSTRIAL CORP PLC COM	COMMON	G39108108	0	21	SH		SOLE		21	0	0
GATX CORP COM USD.625	COMMON	361448103	13	150	SH		SOLE		150	0	0
GENASYS INC COM USD.00001	COMMON	36872P103	118	21,578	SH		SOLE		21,578	0	0
GENCO SHIPPING & TRADING COM NPV	COMMON	Y2685T131	17	881	SH		SOLE		881	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	25	2,033	SH		SOLE		2,033	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	4,184	10,079	SH		SOLE		10,079	0	0
GENERAL DYNAMICS CORP COM USD1	COMMON	369550108	463	2,460	SH		SOLE		2,460	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604103	4,155	308,786	SH		SOLE		308,786	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	462	7,586	SH		SOLE		7,586	0	0
GENERAL MOTORS CO COM USD.01	COMMON	37045V100	943	15,941	SH		SOLE		15,941	0	0
GENESCO INC COM USD1	COMMON	371532102	1	21	SH		SOLE		21	0	0
GENMAB AS SPONSORED ADR	COMMON	372303206	108	2,642	SH		SOLE		2,642	0	0
GENPACT LTD COM USD.01	COMMON	G3922B107	13	283	SH		SOLE		283	0	0
GENTEX CORP COM USD.06	COMMON	371901109	349	10,534	SH		SOLE		10,534	0	0
GENTHERM INC COM NPV	COMMON	37253A103	154	2,169	SH		SOLE		2,169	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	7,585	59,994	SH		SOLE		59,994	0	0
GENWORTH FINANCIAL INC CL A USD.001	COMMON	37247D106	1	133	SH		SOLE		133	0	0
GEOPARK LTD COM USD.001	COMMON	G38327105	1	64	SH		SOLE		64	0	0
GEOSPACE TECHNOLOGIES CORP COM USD.01	COMMON	37364X109	1	69	SH		SOLE		69	0	0
GEVO INC COM USD.01	COMMON	374396406	12	1,700	SH		SOLE		1,700	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	62	819	SH		SOLE		819	0	0
G-III APPAREL GROUP LTD COM USD.01	COMMON	36237H101	122	3,706	SH		SOLE		3,706	0	0
GILAT SATELLITE NETWORKS LTD ORD NIS.01	COMMON	M51474118	423	41,511	SH		SOLE		41,511	0	0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV	COMMON	375916103	620	16,787	SH		SOLE		16,787	0	0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV	COMMON	375916103	145	3,919	SH		SOLE		3,919	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	4,861	70,588	SH		OTR		60,196	10,392	0
GLACIER BANCORP INC COM USD.01	COMMON	37637Q105	38	688	SH		SOLE		688	0	0
GLAUKOS CORP COM USD0.001	COMMON	377322102	221	2,603	SH		SOLE		2,603	0	0
GLAXOSMITHKLINE PLC SPON ADR	COMMON	37733W105	2,088	52,426	SH		SOLE		52,426	0	0
GLOBAL BLOOD THERAPEUTICS COM USD0.001	COMMON	37890U108	0	6	SH		SOLE		6	0	0
GLOBAL PAYMENTS INC COM NPV	COMMON	37940X102	385	2,055	SH		SOLE		2,055	0	0
GLOBAL WATER RESOURCES INC COM USD.01	COMMON	379463102	2	98	SH		SOLE		98	0	0
GLOBAL X FDS CHINA FINL ETF	COMMON	37950E606	2	107	SH		SOLE		107	0	0
GLOBAL X FDS CLOUD COMPUTNG	COMMON	37954Y442	13	463	SH		SOLE		463	0	0
GLOBAL X FDS US INFR DEV ETF	COMMON	37954Y673	83	3,220	SH		SOLE		3,220	0	0
GLOBANT SA COM USD.1	COMMON	L44385109	253	1,153	SH		SOLE		1,153	0	0
GLOBE LIFE INC COM USD1	COMMON	37959E102	307	3,218	SH		SOLE		3,218	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	2	26	SH		SOLE		26	0	0
GMS INC COM USD.01	COMMON	36251C103	170	3,535	SH		SOLE		3,535	0	0
GODADDY INC CL A COM USD.001	COMMON	380237107	14	163	SH		SOLE		163	0	0
GOGO INC COM USD0.0001	COMMON	38046C109	1	119	SH		SOLE		119	0	0
GOLDEN ENTERTAINMENT INC COM USD.01	COMMON	381013101	88	1,967	SH		SOLE		1,967	0	0
GOLDMAN ACTIVEBETA US LC ETF	COMMON	381430503	73	849	SH		SOLE		849	0	0
GOLDMAN SACHS GROUP INC COM USD.01	COMMON	38141G104	4,611	12,149	SH		SOLE		12,149	0	0
GOOD TIMES RESTAURANTS INC COM USD.001	COMMON	382140879	67	16,343	SH		SOLE		16,343	0	0
GOODYEAR TIRE & RUBBER CO COM NPV	COMMON	382550101	19	1,114	SH		SOLE		1,114	0	0
GOPRO INC CL A COM USD.0001	COMMON	38268T103	106	9,098	SH		SOLE		9,098	0	0
GORMAN-RUPP CO COM NPV	COMMON	383082104	4	106	SH		SOLE		106	0	0
GP STRATEGIES CORP COM USD.01	COMMON	36225V104	21	1,310	SH		SOLE		1,310	0	0
GRACO INC COM USD1	COMMON	384109104	67	888	SH		SOLE		888	0	0
GRAFTECH INTERNATIONAL LTD COM USD0.01	COMMON	384313508	357	30,756	SH		SOLE		30,756	0	0
GRAHAM HOLDINGS CO CL B COM USD1	COMMON	384637104	565	891	SH		SOLE		891	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	119	271	SH		SOLE		271	0	0
GRAND CANYON EDUCATION INC COM USD.01	COMMON	38526M106	1	6	SH		SOLE		6	0	0
GRAPHIC PACKAGING HOLDING CO COM	COMMON	388689101	431	23,783	SH		SOLE		23,783	0	0
GRAVITY CO LTD -ADR ADR	COMMON	38911N206	536	4,944	SH		SOLE		4,944	0	0
GRAY TELEVISION INC CL B COM NPV	COMMON	389375106	16	697	SH		SOLE		697	0	0
GREAT AJAX CORP COM USD0.01	COMMON	38983D300	1	80	SH		SOLE		80	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	52	3,573	SH		SOLE		3,573	0	0
GREEN BRICK PARTNERS INC COM NPV	COMMON	392709101	2	92	SH		SOLE		92	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	194	12,441	SH		SOLE		12,441	0	0
GREENLANE HOLDINGS INC COM CL A	COMMON	395330103	81	18,180	SH		SOLE		18,180	0	0
GREIF INC -CL A CL A COM NPV	COMMON	397624107	65	1,068	SH		SOLE		1,068	0	0
GRID DYNAMICS HOLDGS INC COM	COMMON	39813G109	22	1,471	SH		SOLE		1,471	0	0
GROUP 1 AUTOMOTIVE INC COM USD.01	COMMON	398905109	250	1,622	SH		SOLE		1,622	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	895	17,133	SH		SOLE		17,133	0	0
GRUPO AEROPORTUARIO DEL PACI ADR	COMMON	400506101	808	7,563	SH		SOLE		7,563	0	0
GRUPO AEROPORTUARIO SURESTE SPON ADR	COMMON	40051E202	512	2,771	SH		SOLE		2,771	0	0
GUARDANT HEALTH INC COM	COMMON	40131M109	8	62	SH		SOLE		62	0	0
GUIDEWIRE SOFTWARE INC COM USD0.0001	COMMON	40171V100	4	33	SH		SOLE		33	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	26	385	SH		SOLE		385	0	0
HAILIANG EDUCATION GRP -ADR ADR	COMMON	40522L108	9	219	SH		SOLE		219	0	0
HAIN CELESTIAL GROUP INC COM USD.01	COMMON	405217100	32	804	SH		SOLE		804	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	440	163,414	SH		SOLE		163,414	0	0
HALLIBURTON CO COM USD2.5	COMMON	406216101	498	21,534	SH		SOLE		21,534	0	0
HALOZYME THERAPEUTICS INC COM USD.001	COMMON	40637H109	386	8,503	SH		SOLE		8,503	0	0
HAMILTON BEACH BND HDNG CL A COM USD.01	COMMON	40701T104	34	1,533	SH		SOLE		1,533	0	0
HANESBRANDS INC COM USD.01	COMMON	410345102	841	45,045	SH		SOLE		45,045	0	0
HANGER INC COM NPV	COMMON	41043F208	253	10,023	SH		SOLE		10,023	0	0
HANMI FINANCIAL CORP COM NPV	COMMON	410495204	2	87	SH		SOLE		87	0	0
HANNON ARMSTRONG SUST INFR COM USD0.01	COMMON	41068X100	12	209	SH		SOLE		209	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	471	3,475	SH		SOLE		3,475	0	0
HARLEY-DAVIDSON INC COM USD.01	COMMON	412822108	39	855	SH		SOLE		855	0	0
HARMONIC INC COM USD.001	COMMON	413160102	4	470	SH		SOLE		470	0	0
HARPOON THERAPEUTICS COM	COMMON	41358P106	9	624	SH		SOLE		624	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	2,940	47,451	SH		SOLE		47,451	0	0
HARVARD BIOSCIENCE INC COM USD.01	COMMON	416906105	2	211	SH		SOLE		211	0	0
HASBRO INC COM USD.5	COMMON	418056107	16	165	SH		SOLE		165	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	181	4,233	SH		SOLE		4,233	0	0
HAWAIIAN ELECTRIC INDS COM NPV	COMMON	419870100	1,600	37,855	SH		SOLE		37,855	0	0
HAWKINS INC COM USD.1	COMMON	420261109	61	1,867	SH		SOLE		1,867	0	0
HBT FINANCIAL INC COM	COMMON	404111106	0	18	SH		SOLE		18	0	0
HC2 HOLDINGS INC COM USD0.001	COMMON	404139107	32	8,005	SH		SOLE		8,005	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	12,711	61,485	SH		SOLE		61,485	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	16	162	SH		SOLE		162	0	0
HDFC BANK LTD ADR	COMMON	40415F101	82	1,123	SH		SOLE		1,123	0	0
HEADHUNTER GROUP PLC -ADR ADR	COMMON	42207L106	154	3,635	SH		SOLE		3,635	0	0
HEALTH CARE SELECT SECTOR	COMMON	81369Y209	331	2,630	SH		SOLE		2,630	0	0
HEALTH CATALYST INC COM	COMMON	42225T107	110	1,989	SH		SOLE		1,989	0	0
HEALTHCARE SERVICES GROUP COM USD1	COMMON	421906108	127	4,014	SH		SOLE		4,014	0	0
HEALTHCARE TRUST OF AMERICA CL A COM USD0.01	COMMON	42225P501	1	50	SH		SOLE		50	0	0
HEALTHEQUITY INC COM USD.0001	COMMON	42226A107	477	5,932	SH		SOLE		5,932	0	0
HEALTHPEAK PROPERTIES INC COM USD1	COMMON	42250P103	66	1,988	SH		SOLE		1,988	0	0
HECLA MINING CO COM USD.25	COMMON	422704106	4	547	SH		SOLE		547	0	0
HEICO CORP COM USD.166	COMMON	422806109	243	1,741	SH		SOLE		1,741	0	0
HEIDRICK & STRUGGLES INTL COM USD.01	COMMON	422819102	456	10,228	SH		SOLE		10,228	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	29	129	SH		SOLE		129	0	0
HELIOS TECHNOLOGIES INC COM USD.001	COMMON	42328H109	53	679	SH		SOLE		679	0	0
HELIX ENERGY SOLUTIONS GROUP COM NPV	COMMON	42330P107	46	8,084	SH		SOLE		8,084	0	0
HELMERICH & PAYNE COM USD.1	COMMON	423452101	289	8,855	SH		SOLE		8,855	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	3	291	SH		SOLE		291	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	5,868	35,888	SH		OTR		24,879	11,009	0
HENRY SCHEIN INC COM USD.01	COMMON	806407102	174	2,349	SH		SOLE		2,349	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	151	2,857	SH		SOLE		2,857	0	0
HERC HOLDINGS INC COM USD.01	COMMON	42704L104	577	5,155	SH		SOLE		5,155	0	0
HERITAGE INSURANCE HOLDINGS COM USD0.0001	COMMON	42727J102	1	100	SH		SOLE		100	0	0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01	COMMON	427825500	97	9,043	SH		SOLE		9,043	0	0
HERSHEY CO COM USD1.	COMMON	427866108	1,908	10,955	SH		SOLE		10,955	0	0
HESS CORP COM USD1	COMMON	42809H107	84	967	SH		SOLE		967	0	0
HEWLETT PACKARD ENTERPRISE COM USD.01	COMMON	42824C109	202	13,840	SH		SOLE		13,840	0	0
HEXCEL CORP COM NPV	COMMON	428291108	1	19	SH		SOLE		19	0	0
HIBBETT INC COM USD.01	COMMON	428567101	179	1,997	SH		SOLE		1,997	0	0
HIGHWOODS PROPERTIES INC COM USD.01	COMMON	431284108	993	21,983	SH		SOLE		21,983	0	0
HILL INTERNATIONAL INC COM USD	COMMON	431466101	142	56,867	SH		SOLE		56,867	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	52	1,190	SH		SOLE		1,190	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	144	1,270	SH		SOLE		1,270	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	40	1,088	SH		SOLE		1,088	0	0
HILTON GRAND VACATIONS COM USD.01	COMMON	43283X105	221	5,348	SH		SOLE		5,348	0	0
HILTON WORLDWIDE HOLDINGS COM USD.01	COMMON	43300A203	268	2,223	SH		SOLE		2,223	0	0
HIMAX TECHNOLOGIES INC ADR USD.001	COMMON	43289P106	700	42,039	SH		SOLE		42,039	0	0
HIREQUEST INC COM USD.001	COMMON	433535101	244	13,168	SH		SOLE		13,168	0	0
HNI CORP COM USD1	COMMON	404251100	1,529	34,779	SH		SOLE		34,779	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	30	921	SH		SOLE		921	0	0
HOLLYSYS AUTOMATION TECH LTD COM	COMMON	G45667105	5	317	SH		SOLE		317	0	0
HOLOGIC INC COM USD.01	COMMON	436440101	3,101	46,478	SH		SOLE		46,478	0	0
HOME BANCORP INC COM USD.01	COMMON	43689E107	17	452	SH		SOLE		452	0	0
HOME BANCSHARES INC COM USD.01	COMMON	436893200	5	200	SH		SOLE		200	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	8,475	26,577	SH		SOLE		26,577	0	0
HOMESTREET INC COM NPV	COMMON	43785V102	60	1,461	SH		SOLE		1,461	0	0
HOMETRUST BANCSHARES INC COM USD.01	COMMON	437872104	4	145	SH		SOLE		145	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	7,212	224,127	SH		SOLE		224,127	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	4,909	22,378	SH		SOLE		22,378	0	0
HOOKER FURNITURE CORP COM NPV	COMMON	439038100	536	15,486	SH		SOLE		15,486	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	115	8,106	SH		SOLE		8,106	0	0
HORIZON BANCORP INC COM NPV	COMMON	440407104	3	190	SH		SOLE		190	0	0
HORIZON THERAPEUTICS PUB LTD ORD USD.01	COMMON	G46188101	251	2,682	SH		SOLE		2,682	0	0
HORMEL FOODS CORP COM USD.2344	COMMON	440452100	45	943	SH		SOLE		943	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	2,837	165,983	SH		SOLE		165,983	0	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	950	11,615	SH		SOLE		11,615	0	0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01	COMMON	442487401	488	4,594	SH		SOLE		4,594	0	0
HOWARD HUGHES CORP COM USD0.01	COMMON	44267D107	0	4	SH		SOLE		4	0	0
HOWMET AEROSPACE INC COM USD1	COMMON	443201108	374	10,853	SH		SOLE		10,853	0	0
HP INC COM USD1	COMMON	40434L105	11,952	395,922	SH		OTR		353,109	42,813	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	874	30,281	SH		SOLE		30,281	0	0
HUB GROUP INC -CL A CL A COM USD.01	COMMON	443320106	42	630	SH		SOLE		630	0	0
HUBBELL INC COM NPV	COMMON	443510607	142	758	SH		SOLE		758	0	0
HUBSPOT INC COM USD.001	COMMON	443573100	486	835	SH		SOLE		835	0	0
HUDBAY MINERALS INC COM NPV	COMMON	443628102	507	76,072	SH		SOLE		76,072	0	0
HUDSON PACIFIC PPTYS INC COM USD.01	COMMON	444097109	0	1	SH		SOLE		1	0	0
HUMANA INC COM NPV	COMMON	444859102	2,753	6,218	SH		SOLE		6,218	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	271	1,661	SH		SOLE		1,661	0	0
HUNTINGTON BANCSHARES COM NPV	COMMON	446150104	4,526	317,251	SH		SOLE		317,251	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	152	720	SH		SOLE		720	0	0
HUNTSMAN CORP COM USD.01	COMMON	447011107	312	11,773	SH		SOLE		11,773	0	0
HUTTIG BUILDING PRODUCTS INC COM NPV	COMMON	448451104	338	58,423	SH		SOLE		58,423	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	30	386	SH		SOLE		386	0	0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01	COMMON	449172105	2	21	SH		SOLE		21	0	0
IAA INC COM USD0.01	COMMON	449253103	18	338	SH		SOLE		338	0	0
IAC/INTERACTIVECORP COM	COMMON	44891N208	9	57	SH		SOLE		57	0	0
IBEX LTD COM	COMMON	G4690M101	73	3,743	SH		SOLE		3,743	0	0
ICF INTERNATIONAL INC COM USD.001	COMMON	44925C103	150	1,703	SH		SOLE		1,703	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	124	2,305	SH		SOLE		2,305	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	734	42,909	SH		SOLE		42,909	0	0
ICL GROUP LTD ORD ILS1	COMMON	M53213100	5	756	SH		SOLE		756	0	0
ICON PLC COM EUR.06	COMMON	G4705A100	5	22	SH		SOLE		22	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	99	4,722	SH		SOLE		4,722	0	0
IDENTIV INC COM USD.001	COMMON	45170X205	1	57	SH		SOLE		57	0	0
IDEX CORP COM USD.01	COMMON	45167R104	212	963	SH		SOLE		963	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	5,651	8,948	SH		SOLE		8,948	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	67	1,821	SH		SOLE		1,821	0	0
IEC ELECTRONICS CORP COM USD.01	COMMON	44949L105	61	5,826	SH		SOLE		5,826	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	958	18,660	SH		SOLE		18,660	0	0
IHEARTMEDIA INC CL A COM	COMMON	45174J509	1	26	SH		SOLE		26	0	0
IHS MARKIT LTD COM USD.01	COMMON	G47567105	1,993	17,690	SH		SOLE		17,690	0	0
II-VI INC COM NPV	COMMON	902104108	644	8,880	SH		SOLE		8,880	0	0
ILLINOIS TOOL WORKS COM NPV	COMMON	452308109	1,733	7,752	SH		SOLE		7,752	0	0
ILLUMINA INC COM USD.01	COMMON	452327109	759	1,604	SH		SOLE		1,604	0	0
IMAX CORP COM NPV	COMMON	45245E109	1	40	SH		SOLE		40	0	0
IMMERSION CORP COM USD.001	COMMON	452521107	27	3,043	SH		SOLE		3,043	0	0
IMMUCELL CORP COM USD.1	COMMON	452525306	15	1,565	SH		SOLE		1,565	0	0
IMMUNIC INC COM	COMMON	4525EP101	0	24	SH		SOLE		24	0	0
IMMUNITYBIO INC COM	COMMON	45256X103	20	1,396	SH		SOLE		1,396	0	0
IMMUNOGEN INC COM USD.01	COMMON	45253H101	106	16,052	SH		SOLE		16,052	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	6,118	200,642	SH		SOLE		200,642	0	0
IMPERIAL OIL LTD COM NPV	COMMON	453038408	1	45	SH		SOLE		45	0	0
IMPINJ INC COM USD.001	COMMON	453204109	55	1,069	SH		SOLE		1,069	0	0
INCYTE CORP COM USD.001	COMMON	45337C102	15	173	SH		SOLE		173	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	48	1,045	SH		SOLE		1,045	0	0
INDEPENDENCE REALTY TRUST COM USD0.01	COMMON	45378A106	7	359	SH		SOLE		359	0	0
INDEPENDENT BANK CORP/MA COM NPV	COMMON	453836108	4	58	SH		SOLE		58	0	0
INDEPENDENT BANK CORP/MI COM NPV	COMMON	453838609	188	8,651	SH		SOLE		8,651	0	0
INDEPENDENT BK GRP INC COM USD.01	COMMON	45384B106	11	147	SH		SOLE		147	0	0
INDSTRL LGST PRPT TRST COM	COMMON	456237106	3	121	SH		SOLE		121	0	0
INDUS REALTY TRUST INC COM USD.01	COMMON	45580R103	1	15	SH		SOLE		15	0	0
INDUSTRIAL SELECT SECT SPDR	COMMON	81369Y704	143	1,401	SH		SOLE		1,401	0	0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR	COMMON	456463108	1,631	35,222	SH		SOLE		35,222	0	0
INFINITY PHARMACEUTICALS INC COM USD	COMMON	45665G303	2	797	SH		SOLE		797	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	552	94,280	SH		SOLE		94,280	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	2,460	116,107	SH		SOLE		116,107	0	0
INFRASTRUCTR & ENRGY ALT INC COM USD.0001	COMMON	45686J104	220	17,130	SH		SOLE		17,130	0	0
INFUSYSTEM HOLDINGS INC COM USD0.0001	COMMON	45685K102	164	7,874	SH		SOLE		7,874	0	0
ING GROEP NV SPON ADR	COMMON	456837103	1,523	115,028	SH		SOLE		115,028	0	0
INGERSOLL RAND INC COM	COMMON	45687V106	35	709	SH		SOLE		709	0	0
INGEVITY CORP COM USD.01	COMMON	45688C107	2	25	SH		SOLE		25	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	801	13,752	SH		SOLE		13,752	0	0
INGREDION INC COM USD.01	COMMON	457187102	111	1,231	SH		SOLE		1,231	0	0
INMODE LTD COM USD0.01	COMMON	M5425M103	6	59	SH		SOLE		59	0	0
INNODATA INC COM USD.01	COMMON	457642205	422	60,324	SH		SOLE		60,324	0	0
INNOSPEC INC COM USD.01	COMMON	45768S105	433	4,783	SH		SOLE		4,783	0	0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001	COMMON	45781V101	104	545	SH		SOLE		545	0	0
INNOVATIVE SOLTNS & SUPP INC COM USD.001	COMMON	45769N105	1	141	SH		SOLE		141	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	1,560	116,324	SH		SOLE		116,324	0	0
INOGEN INC COM USD.001	COMMON	45780L104	70	1,074	SH		SOLE		1,074	0	0
INOTIV INC COM NPV	COMMON	45783Q100	218	8,174	SH		SOLE		8,174	0	0
INOVALON HOLDINGS INC CL A COM USD.000005	COMMON	45781D101	447	13,112	SH		SOLE		13,112	0	0
INSEEGO CORP COM USD.001	COMMON	45782B104	101	10,000	SH		SOLE		10,000	0	0
INSIGHT ENTERPRISES INC COM NPV	COMMON	45765U103	1,227	12,267	SH		SOLE		12,267	0	0
INSMED INC COM USD.01	COMMON	457669307	85	2,995	SH		SOLE		2,995	0	0
INSPERITY INC COM USD.01	COMMON	45778Q107	4	48	SH		SOLE		48	0	0
INSPIRE MEDICAL SYSTEM COM	COMMON	457730109	326	1,688	SH		SOLE		1,688	0	0
INSPIRED ENTERTAINMENT COM	COMMON	45782N108	145	11,365	SH		SOLE		11,365	0	0
INSTALLED BLDG PRODUCTS INC COM USD0.01	COMMON	45780R101	21	173	SH		SOLE		173	0	0
INSULET CORP COM USD.001	COMMON	45784P101	2	9	SH		SOLE		9	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	388	4,118	SH		SOLE		4,118	0	0
INTEGRA LIFESCIENCES HOLDNGS COM USD.01	COMMON	457985208	1	14	SH		SOLE		14	0	0
INTEL CORP COM NPV	COMMON	458140100	36,705	653,891	SH		OTR		578,050	75,841	0
INTELLIA THERAPEUTICS INC COM USD0.0001	COMMON	45826J105	456	2,817	SH		SOLE		2,817	0	0
INTER PARFUMS INC COM NPV	COMMON	458334109	82	1,138	SH		SOLE		1,138	0	0
INTERACTIVE BROKERS GROUP CL A COM USD.01	COMMON	45841N107	5	77	SH		SOLE		77	0	0
INTERCONTINENTAL EXCHANGE COM USD.01	COMMON	45866F104	1,144	9,642	SH		SOLE		9,642	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P806	539	8,082	SH		SOLE		8,082	0	0
INTERDIGITAL INC COM USD.01	COMMON	45867G101	45	621	SH		SOLE		621	0	0
INTERNATIONAL MONEY EXPR INC COM	COMMON	46005L101	74	4,995	SH		SOLE		4,995	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	1,617	49,780	SH		SOLE		49,780	0	0
INTEST CORP COM USD.01	COMMON	461147100	709	42,304	SH		SOLE		42,304	0	0
INTEVAC INC COM NPV	COMMON	461148108	6	838	SH		SOLE		838	0	0
INTL BANCSHARES CORP COM USD1	COMMON	459044103	1	27	SH		SOLE		27	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	27,037	184,493	SH		SOLE		184,493	0	0
INTL FLAVORS & FRAGRANCES COM USD.125	COMMON	459506101	28	189	SH		SOLE		189	0	0
INTL PAPER CO COM USD1	COMMON	460146103	17,021	277,671	SH		SOLE		277,671	0	0
INTRUSION INC COM NPV	COMMON	46121E205	138	8,960	SH		SOLE		8,960	0	0
INTUIT INC COM NPV	COMMON	461202103	2,352	4,799	SH		SOLE		4,799	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	1,583	1,721	SH		SOLE		1,721	0	0
INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV	COMMON	46137V308	36	402	SH		SOLE		402	0	0
INVESCO EXCHANGE TRADED FD T DYNMC PHRMCTLS	COMMON	46137V662	73	909	SH		SOLE		909	0	0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500	COMMON	46137V597	187	1,003	SH		SOLE		1,003	0	0
Invesco FTSE RAFI Emerging Market	COMMON	46138E727	10	412	SH		SOLE		412	0	0
INVESCO FTSE RAFI US 1000 ET	COMMON	46137V613	252	1,573	SH		SOLE		1,573	0	0
INVESCO LTD COM USD.2	COMMON	G491BT108	331	12,373	SH		SOLE		12,373	0	0
INVESCO QQQ TRUST SERIES 1	COMMON	46090E103	1,009	2,847	SH		SOLE		2,847	0	0
INVESCO S&P 500 EQUAL WEIGHT	COMMON	46137V282	219	756	SH		SOLE		756	0	0
INVESCO S&P SMALLCAP LOW VOL	COMMON	46138G102	17	355	SH		SOLE		355	0	0
INVESCO WATER RESOURCES ETF	COMMON	46137V142	27	500	SH		SOLE		500	0	0
INVESTORS BANCORP INC COM USD.01	COMMON	46146L101	97	6,818	SH		SOLE		6,818	0	0
INVESTORS TITLE CO COM USD1.25	COMMON	461804106	212	1,211	SH		SOLE		1,211	0	0
INVITAE CORP COM USD.0001	COMMON	46185L103	234	6,934	SH		SOLE		6,934	0	0
INVITATION HOMES INC COM USD0.01	COMMON	46187W107	555	14,890	SH		SOLE		14,890	0	0
IONIS PHARMACEUTICALS INC COM USD.001	COMMON	462222100	11	285	SH		SOLE		285	0	0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166	COMMON	462260100	3	106	SH		SOLE		106	0	0
IPG PHOTONICS CORP COM USD.0001	COMMON	44980X109	110	521	SH		SOLE		521	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	979	4,040	SH		SOLE		4,040	0	0
IRHYTHM TECHNOLOGIES INC COM USD.001	COMMON	450056106	125	1,892	SH		SOLE		1,892	0	0
IRIDEX CORP COM USD.01	COMMON	462684101	3	400	SH		SOLE		400	0	0
IRIDIUM COMMUNICATIONS INC COM	COMMON	46269C102	222	5,545	SH		SOLE		5,545	0	0
IROBOT CORP COM USD.001	COMMON	462726100	191	2,044	SH		SOLE		2,044	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	132	3,120	SH		SOLE		3,120	0	0
IRONWOOD PHARMACEUTICALS INC CL A COM USD.001	COMMON	46333X108	171	13,289	SH		SOLE		13,289	0	0
ISHARES 0-5 YR HY CORP BOND	COMMON	46434V407	832	18,064	SH		SOLE		18,064	0	0
ISHARES 1-3 YEAR TREASURY BO	COMMON	464287457	10,303	119,577	SH		SOLE		119,577	0	0
ISHARES 20 plus YEAR TREASURY BO	COMMON	464287432	127	879	SH		SOLE		879	0	0
ISHARES 3-7 YEAR TREASURY BO	COMMON	464288661	7,166	54,900	SH		SOLE		54,900	0	0
ISHARES 7-10 YEAR TREASURY B	COMMON	464287440	2,566	22,219	SH		SOLE		22,219	0	0
ISHARES BROAD USD HIGH YIELD	COMMON	46435U853	36	864	SH		SOLE		864	0	0
ISHARES CORE MSCI EAFE ETF	COMMON	46432F842	404	5,391	SH		SOLE		5,391	0	0
ISHARES CORE MSCI EUROPE	COMMON	46434V738	17	305	SH		SOLE		305	0	0
ISHARES CORE S&P 500 ETF	COMMON	464287200	334	776	SH		SOLE		776	0	0
ISHARES CORE S&P TOTAL U.S.	COMMON	464287150	1,150	11,641	SH		SOLE		11,641	0	0
ISHARES CORE U.S. AGGREGATE	COMMON	464287226	49,222	426,791	SH		SOLE		426,791	0	0
ISHARES CORE US REIT ETF	COMMON	464288521	41	696	SH		SOLE		696	0	0
ISHARES EDGE MSCI USA MOMENT	COMMON	46432F396	32	185	SH		SOLE		185	0	0
ISHARES EDGE MSCI USA QUALIT	COMMON	46432F339	16	121	SH		SOLE		121	0	0
ISHARES EXPONENTIAL TECH ETF	COMMON	46434V381	169	2,667	SH		SOLE		2,667	0	0
ISHARES IBOXX INVESTMENT GRA	COMMON	464287242	6,217	46,268	SH		SOLE		46,268	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	504	7,516	SH		SOLE		7,516	0	0
ISHARES INC MSCI STH KOR ETF	COMMON	464286772	0	0	SH		SOLE		0	0	0
ISHARES INTERNATIONAL TREASU	COMMON	464288117	1	18	SH		SOLE		18	0	0
ISHARES JP MORGAN USD EMERGI	COMMON	464288281	4	37	SH		SOLE		37	0	0
ISHARES LONG-TERM CORPORATE	COMMON	464289511	57	815	SH		SOLE		815	0	0
ISHARES MSCI ACWI ETF	COMMON	464288257	19	184	SH		SOLE		184	0	0
ISHARES MSCI EAFE ETF	COMMON	464287465	144	1,828	SH		SOLE		1,828	0	0
ISHARES PREFERRED & INCOME S	COMMON	464288687	27	686	SH		SOLE		686	0	0
ISHARES RUSSELL 1000 ETF	COMMON	464287622	2,084	8,608	SH		SOLE		8,608	0	0
ISHARES RUSSELL 1000 GROWTH	COMMON	464287614	4,787	17,632	SH		SOLE		17,632	0	0
ISHARES RUSSELL 1000 VALUE E	COMMON	464287598	250	1,578	SH		SOLE		1,578	0	0
ISHARES RUSSELL 2000 ETF	COMMON	464287655	461	2,009	SH		SOLE		2,009	0	0
ISHARES RUSSELL 2000 GROWTH	COMMON	464287648	89	286	SH		SOLE		286	0	0
ISHARES RUSSELL MID-CAP ETF	COMMON	464287499	578	7,293	SH		SOLE		7,293	0	0
ISHARES RUSSELL MID-CAP GROW	COMMON	464287481	43	378	SH		SOLE		378	0	0
ISHARES RUSSELL MID-CAP VALU	COMMON	464287473	15	133	SH		SOLE		133	0	0
ISHARES S&P 100 ETF	COMMON	464287101	103	527	SH		SOLE		527	0	0
ISHARES S&P 500 GROWTH ETF	COMMON	464287309	91	1,252	SH		SOLE		1,252	0	0
ISHARES S&P 500 VALUE ETF	COMMON	464287408	24	165	SH		SOLE		165	0	0
ISHARES S&P MID-CAP 400 GROW	COMMON	464287606	264	3,260	SH		SOLE		3,260	0	0
ISHARES S&P SMALL-CAP 600 GR	COMMON	464287887	37	276	SH		SOLE		276	0	0
ISHARES SELECT DIVIDEND ETF	COMMON	464287168	277	2,374	SH		SOLE		2,374	0	0
ISHARES SHORT TREASURY BOND	COMMON	464288679	4,328	39,173	SH		SOLE		39,173	0	0
ISHARES SHORT-TERM CORPORATE	COMMON	464288646	17,553	320,253	SH		SOLE		320,253	0	0
ISHARES SHORT-TERM NATIONAL	COMMON	464288158	2,092	19,400	SH		SOLE		19,400	0	0
ISHARES SILVER TRUST	COMMON	46428Q109	6	253	SH		SOLE		253	0	0
ISHARES TIPS BOND ETF	COMMON	464287176	55	432	SH		SOLE		432	0	0
ISHARES TR CORE HIGH DV ETF	COMMON	46429B663	114	1,179	SH		SOLE		1,179	0	0
ISHARES TR CORE S&P SCP ETF	COMMON	464287804	34	304	SH		SOLE		304	0	0
ISHARES TR EAFE SML CP ETF	COMMON	464288273	64	868	SH		SOLE		868	0	0
ISHARES TR MRNING SM CP ETF	COMMON	464288703	16	270	SH		SOLE		270	0	0
ISHARES TR NASDAQ BIOTECH	COMMON	464287556	45	277	SH		SOLE		277	0	0
ISHARES TR PHLX SEMICND ETF	COMMON	464287523	16	35	SH		SOLE		35	0	0
ISHARES TR ROBOTICS ARTIF	COMMON	46435U556	0	0	SH		SOLE		0	0	0
ISHARES TR RUS 2000 VAL ETF	COMMON	464287630	25	150	SH		SOLE		150	0	0
ISHARES TR S&P MC 400VL ETF	COMMON	464287705	8	74	SH		SOLE		74	0	0
ISHARES TR SP SMCP600VL ETF	COMMON	464287879	316	3,000	SH		SOLE		3,000	0	0
ISHARES U.S. INDUSTRIALS ETF	COMMON	464287754	102	918	SH		SOLE		918	0	0
ISHARES US REAL ESTATE ETF	COMMON	464287739	21	202	SH		SOLE		202	0	0
ISSUER DIRECT CORP COM USD.001	COMMON	46520M204	276	10,191	SH		SOLE		10,191	0	0
ISTAR INC COM USD.001	COMMON	45031U101	7	343	SH		SOLE		343	0	0
ITAMAR MEDICAL LTD ADR	COMMON	465437101	13	550	SH		SOLE		550	0	0
ITAU CORPBANCA SP ADR REG S	COMMON	45033E105	205	48,347	SH		SOLE		48,347	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	194	1,940	SH		SOLE		1,940	0	0
ITT INC COM USD1	COMMON	45073V108	5	50	SH		SOLE		50	0	0
IZEA WORLDWIDE INC COM USD0.0001	COMMON	46604H105	0	108	SH		SOLE		108	0	0
J & J SNACK FOODS CORP COM NPV	COMMON	466032109	108	618	SH		SOLE		618	0	0
J2 GLOBAL INC COM USD.01	COMMON	48123V102	1,528	11,112	SH		SOLE		11,112	0	0
JABIL INC COM USD.001	COMMON	466313103	644	11,089	SH		SOLE		11,089	0	0
JACK IN THE BOX INC COM USD.01 VTG	COMMON	466367109	2	14	SH		SOLE		14	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	185	1,385	SH		SOLE		1,385	0	0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR	COMMON	47030M106	45	1,323	SH		SOLE		1,323	0	0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002	COMMON	G5005R107	2	65	SH		SOLE		65	0	0
JANUS HENDERSON GROUP PLC ORD	COMMON	G4474Y214	122	3,147	SH		SOLE		3,147	0	0
JAZZ PHARMACEUTICALS PLC COM USD.0001	COMMON	G50871105	316	1,781	SH		SOLE		1,781	0	0
JBG SMITH PPTYS When Issued	COMMON	46590V100	1	20	SH		SOLE		20	0	0
JD.COM INC ADR	COMMON	47215P106	1,342	16,817	SH		SOLE		16,817	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	1,355	39,640	SH		SOLE		39,640	0	0
JETBLUE AIRWAYS CORP COM USD.01	COMMON	477143101	2	120	SH		SOLE		120	0	0
JOHN BEAN TECHNOLOGIES COM USD.01	COMMON	477839104	236	1,658	SH		SOLE		1,658	0	0
JOHN HANCOCK T/A DVD INCOME	COMMON	41013V100	56	2,263	SH		SOLE		2,263	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	36,010	218,651	SH		SOLE		218,651	0	0
JOHNSON CONTROLS INTL PLC COM USD16	COMMON	G51502105	79,887	1,164,185	SH		OTR		927,382	236,803	0
JOHNSON OUTDOORS INC -CL A CL A COM USD.05	COMMON	479167108	5	41	SH		SOLE		41	0	0
JOINT CORP (THE) COM USD.001	COMMON	47973J102	137	1,633	SH		SOLE		1,633	0	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	1,216	6,223	SH		SOLE		6,223	0	0
JOUNCE THERAPEUTICS INC COM USD0.001	COMMON	481116101	0	1	SH		SOLE		1	0	0
JOYY INC -ADR ADR	COMMON	46591M109	348	5,279	SH		SOLE		5,279	0	0
JPM DIVERSIFIED RET INTL EQ	COMMON	46641Q209	32	511	SH		SOLE		511	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	30,620	196,880	SH		OTR		161,789	35,091	0
JPMORGAN DIV RET US EQ ETF	COMMON	46641Q407	58	597	SH		SOLE		597	0	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	142	5,207	SH		SOLE		5,207	0	0
KADANT INC COM USD.01	COMMON	48282T104	216	1,230	SH		SOLE		1,230	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	0	3	SH		SOLE		3	0	0
KAMADA LTD COM ILS1.	COMMON	M6240T109	172	29,609	SH		SOLE		29,609	0	0
KANSAS CITY SOUTHERN COM NPV	COMMON	485170302	1,191	4,205	SH		SOLE		4,205	0	0
KARUNA THERPEUTICS INC COM	COMMON	48576A100	62	546	SH		SOLE		546	0	0
KARYOPHARM THERAPEUTICS INC COM USD.0001	COMMON	48576U106	8	753	SH		SOLE		753	0	0
KASPIEN HOLDINGS INC COM USD.01	COMMON	485837108	1	30	SH		SOLE		30	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	10,266	208,239	SH		SOLE		208,239	0	0
KB HOME COM USD1	COMMON	48666K109	24	601	SH		SOLE		601	0	0
KBR INC COM USD.001	COMMON	48242W106	51	1,345	SH		SOLE		1,345	0	0
KELLOGG CO COM USD.25	COMMON	487836108	3,857	59,961	SH		OTR		42,498	17,463	0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG	COMMON	488152208	1	25	SH		SOLE		25	0	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	9	124	SH		SOLE		124	0	0
KEURIG DR PEPPER INC COM	COMMON	49271V100	10	273	SH		SOLE		273	0	0
KEYCORP COM USD1	COMMON	493267108	2,219	107,455	SH		SOLE		107,455	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	78	503	SH		SOLE		503	0	0
KFORCE INC COM USD.01	COMMON	493732101	1,581	25,123	SH		SOLE		25,123	0	0
KILROY REALTY CORP COM USD.01	COMMON	49427F108	1	16	SH		SOLE		16	0	0
KIMBALL ELECTRONICS INC COM NPV	COMMON	49428J109	59	2,710	SH		SOLE		2,710	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	6,459	48,282	SH		OTR		35,096	13,186	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	2,733	131,093	SH		SOLE		131,093	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	33,702	1,848,766	SH		OTR		1,287,048	561,718	0
KINGSTONE COS INC COM USD1	COMMON	496719105	33	4,190	SH		SOLE		4,190	0	0
KINGSWAY FINANCIAL SVCS INC COM NPV	COMMON	496904202	1	117	SH		SOLE		117	0	0
KINIKSA PHRMCETCLS LTD COM CL A	COMMON	G5269C101	0	19	SH		SOLE		19	0	0
KINROSS GOLD CORP COM NPV	COMMON	496902404	2,156	339,830	SH		SOLE		339,830	0	0
KINROSS GOLD CORP COM NPV	COMMON	496902404	29	4,614	SH		SOLE		4,614	0	0
KINSALE CAPITAL GROUP INC COM USD0.01	COMMON	49714P108	219	1,327	SH		SOLE		1,327	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	34	872	SH		SOLE		872	0	0
KIRKLAND'S INC COM NPV	COMMON	497498105	1	51	SH		SOLE		51	0	0
KITE REALTY GROUP TRUST COM USD.01	COMMON	49803T300	4	175	SH		SOLE		175	0	0
KKR & CO INC COM CL A	COMMON	48251W104	47	797	SH		SOLE		797	0	0
KLA CORP COM USD.001	COMMON	482480100	2,794	8,620	SH		SOLE		8,620	0	0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01	COMMON	499049104	2	34	SH		SOLE		34	0	0
KODIAK SCIENCES INC COM	COMMON	50015M109	122	1,309	SH		SOLE		1,309	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	53	968	SH		SOLE		968	0	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	890	17,907	SH		SOLE		17,907	0	0
KONTOOR BRANDS INC COM	COMMON	50050N103	60	1,061	SH		SOLE		1,061	0	0
KOPPERS HOLDINGS INC COM USD.01	COMMON	50060P106	67	2,065	SH		SOLE		2,065	0	0
KORN FERRY COM NPV	COMMON	500643200	38	527	SH		SOLE		527	0	0
KOSMOS ENERGY LTD COM USD.01	COMMON	500688106	0	130	SH		SOLE		130	0	0
KOSS CORP COM USD.01	COMMON	500692108	1	34	SH		SOLE		34	0	0
KRAFT HEINZ CO COM USD.01	COMMON	500754106	494	12,130	SH		SOLE		12,130	0	0
KRANESHARES CSI CHINA INTERN	COMMON	500767306	2	35	SH		SOLE		35	0	0
KRATON CORP COM USD.01	COMMON	50077C106	945	29,287	SH		SOLE		29,287	0	0
KROGER CO COM USD1	COMMON	501044101	52,902	1,380,924	SH		OTR		1,024,404	356,520	0
KT CORP SPON ADR	COMMON	48268K101	407	29,153	SH		SOLE		29,153	0	0
KULICKE & SOFFA INDUSTRIES COM NPV	COMMON	501242101	13	212	SH		SOLE		212	0	0
KURA ONCOLOGY INC COM USD.0001	COMMON	50127T109	66	3,178	SH		SOLE		3,178	0	0
L BRANDS INC COM USD.5	COMMON	501797104	21,543	299,051	SH		SOLE		299,051	0	0
L3HARRIS TECHNOLOGIES INC COM USD1	COMMON	502431109	59,758	276,468	SH		OTR		195,278	81,190	0
LABORATORY CP OF AMER HLDGS COM USD.01	COMMON	50540R409	782	2,834	SH		SOLE		2,834	0	0
LADDER CAPITAL CORP CL A COM USD.001	COMMON	505743104	0	30	SH		SOLE		30	0	0
LAKELAND FINANCIAL CORP COM USD.5	COMMON	511656100	5	74	SH		SOLE		74	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	127	5,678	SH		SOLE		5,678	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	3,821	5,873	SH		SOLE		5,873	0	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	229	2,191	SH		SOLE		2,191	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	399	4,946	SH		SOLE		4,946	0	0
LANCASTER COLONY CORP COM USD1	COMMON	513847103	53	272	SH		SOLE		272	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	47	1,725	SH		SOLE		1,725	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	816	5,167	SH		SOLE		5,167	0	0
LANTHEUS HOLDINGS INC COM USD0.01	COMMON	516544103	116	4,190	SH		SOLE		4,190	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	124	2,350	SH		SOLE		2,350	0	0
LATTICE SEMICONDUCTOR CORP COM USD.01	COMMON	518415104	874	15,572	SH		SOLE		15,572	0	0
LAUREATE EDUCATION INC CL A COM USD0.001	COMMON	518613203	15	1,036	SH		SOLE		1,036	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	80	1,495	SH		SOLE		1,495	0	0
LA-Z-BOY INC COM USD1	COMMON	505336107	54	1,447	SH		SOLE		1,447	0	0
LCI INDUSTRIES COM NPV	COMMON	50189K103	30	228	SH		SOLE		228	0	0
LEAR CORP COM NPV	COMMON	521865204	28	157	SH		SOLE		157	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768406	674	23,820	SH		SOLE		23,820	0	0
LEGGETT & PLATT INC COM USD1	COMMON	524660107	3,620	69,898	SH		SOLE		69,898	0	0
LEIDOS HOLDINGS INC COM USD.01	COMMON	525327102	745	7,367	SH		SOLE		7,367	0	0
LEJU HOLDINGS LTD -ADR ADR	COMMON	50187J108	102	51,038	SH		SOLE		51,038	0	0
LEMAITRE VASCULAR INC COM USD	COMMON	525558201	9	144	SH		SOLE		144	0	0
LEMONADE INC COM	COMMON	52567D107	7	62	SH		SOLE		62	0	0
LENDINGCLUB CORP COM USD0.01	COMMON	52603A208	18	996	SH		SOLE		996	0	0
LENNAR CORP CL A COM USD.1	COMMON	526057104	9,363	94,249	SH		SOLE		94,249	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	117	334	SH		SOLE		334	0	0
LENSAR INC COM	COMMON	52634L108	1	119	SH		SOLE		119	0	0
LEVEL ONE BANCORP INC COM	COMMON	52730D208	21	769	SH		SOLE		769	0	0
LEXICON PHARMACEUTICALS INC COM USD.001	COMMON	528872302	30	6,547	SH		SOLE		6,547	0	0
LEXINGTON REALTY TRUST COM USD.0001	COMMON	529043101	1	96	SH		SOLE		96	0	0
LG DISPLAY CO LTD ADR USD	COMMON	50186V102	60	5,598	SH		SOLE		5,598	0	0
LGI HOMES INC COM USD.01	COMMON	50187T106	234	1,445	SH		SOLE		1,445	0	0
LHC GROUP INC COM USD.01	COMMON	50187A107	313	1,565	SH		SOLE		1,565	0	0
LIBERTY BROADBAND CORP SR A COM USD.01	COMMON	530307107	21	122	SH		SOLE		122	0	0
LIBERTY BROADBAND CORP SR C COM USD.01	COMMON	530307305	463	2,668	SH		SOLE		2,668	0	0
LIBERTY GLOBAL PLC SR C COM USD .01	COMMON	G5480U120	51,548	1,906,361	SH		OTR		1,256,857	649,504	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	13	265	SH		SOLE		265	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	4	93	SH		SOLE		93	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	5	45	SH		SOLE		45	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	18	2,429	SH		SOLE		2,429	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	489	3,729	SH		SOLE		3,729	0	0
LIGHTINTHEBOX HLDG -ADR ADR	COMMON	53225G102	342	172,765	SH		SOLE		172,765	0	0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01	COMMON	532257805	15	5,830	SH		SOLE		5,830	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	5,410	23,573	SH		SOLE		23,573	0	0
LIMBACH HOLDINGS INC COM	COMMON	53263P105	170	18,397	SH		SOLE		18,397	0	0
LINCOLN EDUCATIONAL SERVICES COM NPV	COMMON	533535100	103	13,181	SH		SOLE		13,181	0	0
LINCOLN ELECTRIC HLDGS INC COM NPV	COMMON	533900106	8	59	SH		SOLE		59	0	0
LINCOLN NATIONAL CORP COM USD1.25	COMMON	534187109	6,700	106,663	SH		SOLE		106,663	0	0
LINDE PLC COM NPV	COMMON	G5494J103	2,417	8,359	SH		SOLE		8,359	0	0
LINDSAY CORP COM USD1	COMMON	535555106	92	557	SH		SOLE		557	0	0
LINEAGE CELL THERAPEUTICS IN COM NPV	COMMON	53566P109	2	540	SH		SOLE		540	0	0
LIONS GATE ENTERTAINMENT CP CL A VTG	COMMON	535919401	434	20,950	SH		SOLE		20,950	0	0
LIONS GATE ENTERTAINMENT CP CL B NON VTG	COMMON	535919500	1	36	SH		SOLE		36	0	0
LIQUIDIA CORP COM	COMMON	53635D202	0	1	SH		SOLE		1	0	0
LIQUIDITY SERVICES INC COM USD.001	COMMON	53635B107	1	54	SH		SOLE		54	0	0
LITHIA MOTORS INC -CL A CL A COM NPV	COMMON	536797103	291	847	SH		SOLE		847	0	0
LITTELFUSE INC COM USD.01	COMMON	537008104	1	5	SH		SOLE		5	0	0
LIVANOVA PLC ORD GBP1	COMMON	G5509L101	186	2,207	SH		SOLE		2,207	0	0
LIVE NATION ENTERTAINMENT COM USD	COMMON	538034109	17	196	SH		SOLE		196	0	0
LIVENT CORP COM	COMMON	53814L108	2	126	SH		SOLE		126	0	0
LIVEPERSON INC COM USD.001	COMMON	538146101	194	3,073	SH		SOLE		3,073	0	0
LIVERAMP HOLDINGS INC COM USD.1	COMMON	53815P108	157	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	5,048	102,563	SH		SOLE		102,563	0	0
LLOYDS BANKING GROUP PLC SPONSORED ADR	COMMON	539439109	818	320,852	SH		SOLE		320,852	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	1,281	3,385	SH		SOLE		3,385	0	0
LOEWS CORP COM USD1	COMMON	540424108	1,534	28,085	SH		SOLE		28,085	0	0
LOGITECH INTERNATIONAL SA ORD	COMMON	H50430232	2,119	17,524	SH		SOLE		17,524	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	1,638	27,179	SH		SOLE		27,179	0	0
LOVESAC CO (THE) COM	COMMON	54738L109	42	532	SH		SOLE		532	0	0
LOWE'S COS INC COM USD.5	COMMON	548661107	18,027	92,939	SH		OTR		69,762	23,177	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	3,024	22,401	SH		SOLE		22,401	0	0
LSB INDUSTRIES INC COM USD.1	COMMON	502160104	1	123	SH		SOLE		123	0	0
LSI INDUSTRIES INC COM USD.01	COMMON	50216C108	217	27,061	SH		SOLE		27,061	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	309	846	SH		SOLE		846	0	0
LUMEN TECHNOLOGIES INC COM USD1	COMMON	550241103	49,976	3,677,464	SH		OTR		2,692,408	985,056	0
LUMENT FINANCE TRUST INC COM USD.01	COMMON	55025L108	315	74,754	SH		SOLE		74,754	0	0
LUMENTUM HOLDINGS INC COM USD.001	COMMON	55024U109	5	58	SH		SOLE		58	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	3	256	SH		SOLE		256	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	39,253	381,582	SH		OTR		252,455	129,127	0
M & T BANK CORP COM USD5	COMMON	55261F104	16	112	SH		SOLE		112	0	0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001	COMMON	55405Y100	346	5,406	SH		SOLE		5,406	0	0
M/I HOMES INC COM USD.01	COMMON	55305B101	8	138	SH		SOLE		138	0	0
MACERICH CO COM USD.01	COMMON	554382101	0	2	SH		SOLE		2	0	0
MACKINAC FINANCIAL CORP COM NPV	COMMON	554571109	8	386	SH		SOLE		386	0	0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT	COMMON	55608B105	0	7	SH		SOLE		7	0	0
MACROGENICS INC COM USD0.01	COMMON	556099109	2	58	SH		SOLE		58	0	0
MACY'S INC COM NPV	COMMON	55616P104	20	1,069	SH		SOLE		1,069	0	0
MADDEN STEVEN LTD COM USD.0001	COMMON	556269108	100	2,289	SH		SOLE		2,289	0	0
MADISON SQUARE GARD ENT COM CL A	COMMON	55826T102	7	85	SH		SOLE		85	0	0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01	COMMON	55825T103	2	10	SH		SOLE		10	0	0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1	COMMON	559166103	931	57,358	SH		SOLE		57,358	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	9,971	107,636	SH		SOLE		107,636	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	10,222	110,337	SH		SOLE		110,337	0	0
MAGNITE INC COM USD.00001	COMMON	55955D100	138	4,083	SH		SOLE		4,083	0	0
MAGNOLIA OIL & GAS CORP CL A	COMMON	559663109	107	6,839	SH		SOLE		6,839	0	0
MAINSTREET BANCSHARES INC COM	COMMON	56064Y100	222	9,850	SH		SOLE		9,850	0	0
MAMMOTH ENERGY SERVICES INC COM USD0.01	COMMON	56155L108	1	286	SH		SOLE		286	0	0
MANHATTAN ASSOCIATES INC COM USD.01	COMMON	562750109	78	538	SH		SOLE		538	0	0
MANITEX INTERNATIONAL INC COM NPV	COMMON	563420108	70	9,537	SH		SOLE		9,537	0	0
MANITOWOC CO COM USD2.5	COMMON	563571405	83	3,390	SH		SOLE		3,390	0	0
MANNING & NAPIER INC CL A COM USD.01	COMMON	56382Q102	153	19,502	SH		SOLE		19,502	0	0
MANNKIND CORP COM USD.01	COMMON	56400P706	96	17,571	SH		SOLE		17,571	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	1,888	15,879	SH		SOLE		15,879	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	18,272	927,768	SH		SOLE		927,768	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	2,945	149,480	SH		SOLE		149,480	0	0
MARATHON OIL CORP COM NPV	COMMON	565849106	1,521	111,704	SH		SOLE		111,704	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	292	4,825	SH		SOLE		4,825	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	27	1,759	SH		SOLE		1,759	0	0
MARINEMAX INC COM USD.001	COMMON	567908108	11	216	SH		SOLE		216	0	0
MARKEL CORP COM NPV	COMMON	570535104	230	194	SH		SOLE		194	0	0
MARKETAXESS HOLDINGS INC COM USD.001	COMMON	57060D108	58	126	SH		SOLE		126	0	0
MARLIN BUSINESS SERVICES INC COM USD.01	COMMON	571157106	7	286	SH		SOLE		286	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	495	3,623	SH		SOLE		3,623	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	1,008	6,334	SH		SOLE		6,334	0	0
MARRONE BIO INNOVTIONS COM USD0.00001	COMMON	57165B106	0	1	SH		SOLE		1	0	0
MARSH & MCLENNAN COS COM USD1	COMMON	571748102	2,240	15,921	SH		SOLE		15,921	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	274	16,614	SH		SOLE		16,614	0	0
MARTIN MARIETTA MATERIALS COM USD.01	COMMON	573284106	93	263	SH		SOLE		263	0	0
MARVELL TECHNOLOGY INC COM USD.002	COMMON	573874104	153	2,619	SH		SOLE		2,619	0	0
MASCO CORP COM USD1	COMMON	574599106	33,828	574,232	SH		OTR		412,883	161,349	0
MASIMO CORP COM USD.001	COMMON	574795100	31	129	SH		SOLE		129	0	0
MASONITE INTERNATIONAL CORP COM NPV	COMMON	575385109	8	74	SH		SOLE		74	0	0
MASTEC INC COM USD.1	COMMON	576323109	1,918	18,076	SH		SOLE		18,076	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	54	3,583	SH		SOLE		3,583	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	4,965	13,599	SH		SOLE		13,599	0	0
MATCH GROUP INC COM USD0.001	COMMON	57667L107	88	543	SH		SOLE		543	0	0
MATRIX SERVICE CO COM USD.01	COMMON	576853105	4	392	SH		SOLE		392	0	0
MATSON INC COM NPV	COMMON	57686G105	34	527	SH		SOLE		527	0	0
MATTEL INC COM USD1	COMMON	577081102	40	2,011	SH		SOLE		2,011	0	0
MATTHEWS INTL CORP -CL A CL A COM USD1	COMMON	577128101	187	5,214	SH		SOLE		5,214	0	0
MAXAR TECHNOLOGIES INC COM NPV	COMMON	57778K105	21	534	SH		SOLE		534	0	0
MAXIM INTEGRATED PRODUCTS COM USD.001	COMMON	57772K101	44	416	SH		SOLE		416	0	0
MAXIMUS INC COM NPV	COMMON	577933104	140	1,586	SH		SOLE		1,586	0	0
MAYVILLE ENGNERING CMPNY INC COM	COMMON	578605107	395	19,661	SH		SOLE		19,661	0	0
MBIA INC COM USD1	COMMON	55262C100	0	40	SH		SOLE		40	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	92	1,042	SH		SOLE		1,042	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	3,976	17,211	SH		SOLE		17,211	0	0
MCGRATH RENTCORP COM NPV	COMMON	580589109	9	112	SH		SOLE		112	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	77,403	404,763	SH		OTR		291,294	113,469	0
MDC HOLDINGS INC COM USD.01	COMMON	552676108	26	523	SH		SOLE		523	0	0
MDU RESOURCES GROUP INC COM USD5	COMMON	552690109	5	153	SH		SOLE		153	0	0
MECHEL PAO ADR NPV	COMMON	583840608	165	81,049	SH		SOLE		81,049	0	0
MEDALLION FINANCIAL CORP COM USD.01	COMMON	583928106	1	118	SH		SOLE		118	0	0
MEDIAALPHA INC COM CL A USD.01	COMMON	58450V104	54	1,281	SH		SOLE		1,281	0	0
MEDIACO HOLDING INC COM CL A	COMMON	58450D104	0	1	SH		SOLE		1	0	0
MEDICAL PROPERTIES TRUST COM USD.001	COMMON	58463J304	43	2,126	SH		SOLE		2,126	0	0
MEDIFAST INC COM USD.001	COMMON	58470H101	334	1,181	SH		SOLE		1,181	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	1	20	SH		SOLE		20	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	770	4,359	SH		SOLE		4,359	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	3,197	25,756	SH		SOLE		25,756	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	4	218	SH		SOLE		218	0	0
MERCADOLIBRE INC COM USD.001	COMMON	58733R102	56	36	SH		SOLE		36	0	0
MERCANTILE BANK CORP COM NPV	COMMON	587376104	5	149	SH		SOLE		149	0	0
MERCHANTS BANCORP COM	COMMON	58844R108	284	7,229	SH		SOLE		7,229	0	0
MERCK & CO COM NPV	COMMON	58933Y105	1,953	25,108	SH		SOLE		25,108	0	0
MERCURY GENERAL CORP COM NPV	COMMON	589400100	344	5,298	SH		SOLE		5,298	0	0
MEREDITH CORP COM USD1	COMMON	589433101	415	9,548	SH		SOLE		9,548	0	0
MERIDIAN BIOSCIENCE INC COM NPV	COMMON	589584101	1	61	SH		SOLE		61	0	0
MERIT MEDICAL SYSTEMS INC COM NPV	COMMON	589889104	169	2,611	SH		SOLE		2,611	0	0
MERITAGE HOMES CORP COM NPV	COMMON	59001A102	641	6,809	SH		SOLE		6,809	0	0
MERITOR INC COM USD1	COMMON	59001K100	4	169	SH		SOLE		169	0	0
MERRIMACK PHARMACEUTICALS COM USD0.01	COMMON	590328209	1	141	SH		SOLE		141	0	0
MERSANA THRPEUTIC INC COM 0.0001USD	COMMON	59045L106	9	651	SH		SOLE		651	0	0
MESA AIR GROUP COM NEW	COMMON	590479135	8	812	SH		SOLE		812	0	0
META FINANCIAL GROUP INC COM USD.01	COMMON	59100U108	119	2,342	SH		SOLE		2,342	0	0
META MATERIALS INC COM	COMMON	59134N104	3	391	SH		SOLE		391	0	0
METHANEX CORP COM NPV	COMMON	59151K108	4	130	SH		SOLE		130	0	0
METHANEX CORP COM NPV	COMMON	59151K108	739	22,277	SH		SOLE		22,277	0	0
METHODE ELECTRONICS INC COM USD.5	COMMON	591520200	556	11,313	SH		SOLE		11,313	0	0
METLIFE INC COM	COMMON	59156R108	34,828	581,932	SH		OTR		390,135	191,797	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	2,081	1,503	SH		SOLE		1,503	0	0
MGE ENERGY INC COM USD8	COMMON	55277P104	2	21	SH		SOLE		21	0	0
MGIC INVESTMENT CORP/WI COM USD1	COMMON	552848103	1	75	SH		SOLE		75	0	0
MGM RESORTS INTERNATIONAL COM USD1	COMMON	552953101	12	277	SH		SOLE		277	0	0
MGP INGREDIENTS INC COM NPV	COMMON	55303J106	45	659	SH		SOLE		659	0	0
MICRO FOCUS INTL PLC SPON ADR NEW	COMMON	594837403	0	21	SH		SOLE		21	0	0
MICROCHIP TECHNOLOGY INC COM USD.001	COMMON	595017104	291	1,941	SH		SOLE		1,941	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	1,593	18,751	SH		SOLE		18,751	0	0
MICROSOFT CORP COM USD.00000625	COMMON	594918104	39,317	145,137	SH		SOLE		145,137	0	0
MICROSTRATEGY INC CL A COM USD.001	COMMON	594972408	363	547	SH		SOLE		547	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	24	876	SH		SOLE		876	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	626	3,718	SH		SOLE		3,718	0	0
MIDDLEBY CORP COM USD.01	COMMON	596278101	16	90	SH		SOLE		90	0	0
MIDDLEFIELD BANC CORP COM NPV	COMMON	596304204	4	189	SH		SOLE		189	0	0
MIDDLESEX WATER CO COM NPV	COMMON	596680108	6	72	SH		SOLE		72	0	0
MIDLAND STATES BANCORP COM USD.01	COMMON	597742105	6	245	SH		SOLE		245	0	0
MILESTONE SCIENTIFIC INC COM USD.001	COMMON	59935P209	0	134	SH		SOLE		134	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	1	25	SH		SOLE		25	0	0
MIND CTI LTD ORD NIS.01	COMMON	M70240102	8	2,722	SH		SOLE		2,722	0	0
MINERALS TECHNOLOGIES INC COM USD1	COMMON	603158106	84	1,069	SH		SOLE		1,069	0	0
MIRATI THERAPEUTICS INC COM USD.001	COMMON	60468T105	341	2,115	SH		SOLE		2,115	0	0
MISTRAS GROUP INC COM USD.01	COMMON	60649T107	140	14,237	SH		SOLE		14,237	0	0
MITEK SYSTEMS INC COM USD.001	COMMON	606710200	513	26,632	SH		SOLE		26,632	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	1,137	209,770	SH		SOLE		209,770	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	1,006	352,936	SH		SOLE		352,936	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	6	32	SH		SOLE		32	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	1,745	188,470	SH		SOLE		188,470	0	0
MODEL N INC COM USD.00015	COMMON	607525102	70	2,033	SH		SOLE		2,033	0	0
MODERNA INC COM	COMMON	60770K107	413	1,759	SH		SOLE		1,759	0	0
MODINE MANUFACTURING CO COM USD1.25	COMMON	607828100	1,710	103,095	SH		SOLE		103,095	0	0
MODIVCARE INC CL A COM USD.001	COMMON	60783X104	857	5,044	SH		SOLE		5,044	0	0
MOELIS & CO CL A COM USD.01	COMMON	60786M105	168	2,960	SH		SOLE		2,960	0	0
MOGO INC COM NPV	COMMON	60800C109	2	209	SH		SOLE		209	0	0
MOGO INC COM NPV	COMMON	60800C109	94	11,911	SH		SOLE		11,911	0	0
MOHAWK INDUSTRIES INC COM USD.01	COMMON	608190104	3,459	17,999	SH		SOLE		17,999	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	27,783	109,787	SH		OTR		78,253	31,534	0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG	COMMON	60871R209	15,219	283,569	SH		SOLE		283,569	0	0
MOMENTIVE GLOBAL INC COM USD 0.00001	COMMON	60878Y108	268	12,743	SH		SOLE		12,743	0	0
MOMO INC -ADR ADR	COMMON	60879B107	575	37,535	SH		SOLE		37,535	0	0
MONARCH CASINO & RESORT INC COM USD.01	COMMON	609027107	42	637	SH		SOLE		637	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	1,422	22,781	SH		SOLE		22,781	0	0
MONEYGRAM INTERNATIONAL INC COM USD1.5	COMMON	60935Y208	216	21,462	SH		SOLE		21,462	0	0
MONGODB INC CL A COM	COMMON	60937P106	309	855	SH		SOLE		855	0	0
MONMOUTH RE INVESTMENT CP COM USD.01	COMMON	609720107	51	2,725	SH		SOLE		2,725	0	0
MONOLITHIC POWER SYSTEMS INC COM USD.001	COMMON	609839105	240	643	SH		SOLE		643	0	0
MONSTER BEVERAGE CORP COM USD.005	COMMON	61174X109	171	1,867	SH		SOLE		1,867	0	0
MOODY'S CORP COM USD.01	COMMON	615369105	1,149	3,172	SH		SOLE		3,172	0	0
MORGAN STANLEY COM USD1	COMMON	617446448	26,426	288,213	SH		OTR		230,648	57,565	0
MORNINGSTAR INC COM	COMMON	617700109	197	766	SH		SOLE		766	0	0
MORPHIC HOLDING INC COM	COMMON	61775R105	77	1,349	SH		SOLE		1,349	0	0
MOSAIC CO COM USD.01	COMMON	61945C103	64	2,007	SH		SOLE		2,007	0	0
MOSYS INC COM USD.01	COMMON	619718307	1	82	SH		SOLE		82	0	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	915	4,220	SH		SOLE		4,220	0	0
MOVADO GROUP INC COM USD.01	COMMON	624580106	495	15,717	SH		SOLE		15,717	0	0
MR COOPER GROUP INC COM USD.00001	COMMON	62482R107	353	10,666	SH		SOLE		10,666	0	0
MRC GLOBAL INC COM USD.01	COMMON	55345K103	5	491	SH		SOLE		491	0	0
MSA SAFETY INC COM NPV	COMMON	553498106	2	11	SH		SOLE		11	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	511	959	SH		SOLE		959	0	0
MSG NETWORKS INC CL A COM USD.01	COMMON	553573106	26	1,808	SH		SOLE		1,808	0	0
MUELLER INDUSTRIES COM NPV	COMMON	624756102	500	11,538	SH		SOLE		11,538	0	0
MUELLER WATER PRODUCTS INC SR A COM USD.01	COMMON	624758108	15	1,008	SH		SOLE		1,008	0	0
MURPHY OIL CORP COM USD1	COMMON	626717102	2	100	SH		SOLE		100	0	0
MURPHY USA INC COM USD.01	COMMON	626755102	277	2,077	SH		SOLE		2,077	0	0
MUSTANG BIO INC COM	COMMON	62818Q104	0	2	SH		SOLE		2	0	0
MVB FINANCIAL CORP COM	COMMON	553810102	128	3,009	SH		SOLE		3,009	0	0
MYERS INDUSTRIES INC COM NPV	COMMON	628464109	8	368	SH		SOLE		368	0	0
MYOMO INC COM	COMMON	62857J201	1	77	SH		SOLE		77	0	0
MYR GROUP INC COM USD.01	COMMON	55405W104	1,716	18,872	SH		SOLE		18,872	0	0
NABORS INDUSTRIES LTD COM USD.1	COMMON	G6359F137	7	58	SH		SOLE		58	0	0
NANOSTRING TECHNOLOGIES INC COM USD0.0001	COMMON	63009R109	19	301	SH		SOLE		301	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	12	343	SH		SOLE		343	0	0
NASDAQ INC COM USD.01	COMMON	631103108	355	2,021	SH		SOLE		2,021	0	0
NATERA INC COM USD0.0001	COMMON	632307104	512	4,516	SH		SOLE		4,516	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	5	77	SH		SOLE		77	0	0
NATIONAL BANK HLDGS CORP CL A COM USD.01	COMMON	633707104	4	114	SH		SOLE		114	0	0
NATIONAL BEVERAGE CORP COM USD.01	COMMON	635017106	438	9,278	SH		SOLE		9,278	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	66	12,984	SH		SOLE		12,984	0	0
NATIONAL ENERGY SERVICES REU ORD NPV	COMMON	G6375R107	256	17,935	SH		SOLE		17,935	0	0
NATIONAL FUEL GAS CO COM NPV	COMMON	636180101	3	66	SH		SOLE		66	0	0
NATIONAL GRID SPON ADR	COMMON	636274409	258	4,029	SH		SOLE		4,029	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	2	36	SH		SOLE		36	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	78	1,121	SH		SOLE		1,121	0	0
NATIONAL INSTRUMENTS CORP COM USD.01	COMMON	636518102	2	42	SH		SOLE		42	0	0
NATIONAL PRESTO INDS INC COM USD1	COMMON	637215104	5	54	SH		SOLE		54	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	5	111	SH		SOLE		111	0	0
NATIONAL STORAGE AFFILIATES COM USD0.01	COMMON	637870106	31	607	SH		SOLE		607	0	0
NATURA &CO HOLDING SA ADS	COMMON	63884N108	0	9	SH		SOLE		9	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	162	9,607	SH		SOLE		9,607	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	259	24,122	SH		SOLE		24,122	0	0
NATURAL HEALTH TRENDS CORP COM USD.001	COMMON	63888P406	82	11,687	SH		SOLE		11,687	0	0
NATURES SUNSHINE PRODS INC COM NPV	COMMON	639027101	690	39,731	SH		SOLE		39,731	0	0
NATWEST GROUP PLC SP ADR REP SHS	COMMON	639057108	518	91,757	SH		SOLE		91,757	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	317	16,422	SH		SOLE		16,422	0	0
NCR CORP COM USD5	COMMON	62886E108	127	2,784	SH		SOLE		2,784	0	0
NEKTAR THERAPEUTICS COM NPV	COMMON	640268108	1	35	SH		SOLE		35	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	201	4,370	SH		SOLE		4,370	0	0
NEOGENOMICS INC COM USD.001	COMMON	64049M209	254	5,631	SH		SOLE		5,631	0	0
NEOPHOTONICS CORP COM USD.0025	COMMON	64051T100	100	9,792	SH		SOLE		9,792	0	0
NETAPP INC COM NPV	COMMON	64110D104	16,458	201,153	SH		OTR		150,658	50,495	0
NETEASE INC SPONSORED ADR	COMMON	64110W102	714	6,197	SH		SOLE		6,197	0	0
NETFLIX INC COM USD.001	COMMON	64110L106	2,816	5,331	SH		SOLE		5,331	0	0
NETGEAR INC COM USD.001	COMMON	64111Q104	689	17,976	SH		SOLE		17,976	0	0
NETSCOUT SYSTEMS INC COM USD.001	COMMON	64115T104	81	2,849	SH		SOLE		2,849	0	0
NETSOL TECHNOLOGIES INC COM USD.001	COMMON	64115A402	177	37,602	SH		SOLE		37,602	0	0
NEUROCRINE BIOSCIENCES INC COM USD.01	COMMON	64125C109	224	2,301	SH		SOLE		2,301	0	0
NEURONETICS INC COM	COMMON	64131A105	2	124	SH		SOLE		124	0	0
NEVRO CORP COM USD0.001	COMMON	64157F103	418	2,525	SH		SOLE		2,525	0	0
NEW HOME CO INC COM USD.01	COMMON	645370107	14	2,300	SH		SOLE		2,300	0	0
NEW ORIENTAL ED & TECH ADR USD	COMMON	647581107	115	14,002	SH		SOLE		14,002	0	0
NEW RESIDENTIAL INV CP COM USD0.01	COMMON	64828T201	226	21,386	SH		SOLE		21,386	0	0
NEW SENIOR INVESTMENT GROUP COM USD.01	COMMON	648691103	6	736	SH		SOLE		736	0	0
NEW YORK CMNTY BANCORP INC COM USD.01	COMMON	649445103	1	103	SH		SOLE		103	0	0
NEW YORK MORTGAGE TRUST INC COM USD.01	COMMON	649604501	33	7,345	SH		SOLE		7,345	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	2	57	SH		SOLE		57	0	0
NEWELL BRANDS INC COM USD1	COMMON	651229106	59	2,147	SH		SOLE		2,147	0	0
NEWMARK GROUP INC Cl A	COMMON	65158N102	20	1,681	SH		SOLE		1,681	0	0
NEWMONT CORP COM USD1.6	COMMON	651639106	824	12,993	SH		SOLE		12,993	0	0
NEWS CORP CL A COM USD0.01	COMMON	65249B109	963	37,356	SH		SOLE		37,356	0	0
NEWS CORP CL B COM USD0.01	COMMON	65249B208	8	325	SH		SOLE		325	0	0
NEXGEN ENERGY LTD COM	COMMON	65340P106	486	117,972	SH		SOLE		117,972	0	0
NEXPOINT REAL EST FIN COM	COMMON	65342V101	354	16,945	SH		SOLE		16,945	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	10	177	SH		SOLE		177	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	107	724	SH		SOLE		724	0	0
NEXTERA ENERGY INC COM NPV	COMMON	65339F101	6,923	94,486	SH		SOLE		94,486	0	0
NEXTERA ENERGY PARTNERS LP COM LP UNIT	COMMON	65341B106	16	203	SH		SOLE		203	0	0
NI HOLDINGS INC COM	COMMON	65342T106	139	7,289	SH		SOLE		7,289	0	0
NICE LTD SPON ADR	COMMON	653656108	21	86	SH		SOLE		86	0	0
NIELSEN HOLDINGS PLC COM EUR0.07	COMMON	G6518L108	3	133	SH		SOLE		133	0	0
NIKE INC -CL B CL B COM NPV	COMMON	654106103	3,610	23,368	SH		SOLE		23,368	0	0
NIO INC -ADR ADS	COMMON	62914V106	478	8,987	SH		SOLE		8,987	0	0
NISOURCE INC COM NPV	COMMON	65473P105	31	1,278	SH		SOLE		1,278	0	0
NL INDUSTRIES COM USD1.25	COMMON	629156407	114	17,535	SH		SOLE		17,535	0	0
NOKIA CORP SPON ADR	COMMON	654902204	94	17,599	SH		SOLE		17,599	0	0
NOMAD FOODS LTD ORD	COMMON	G6564A105	199	7,034	SH		SOLE		7,034	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	2,890	567,845	SH		SOLE		567,845	0	0
NORDSON CORP COM USD1	COMMON	655663102	223	1,014	SH		SOLE		1,014	0	0
NORDSTROM INC COM NPV	COMMON	655664100	2	60	SH		SOLE		60	0	0
NORFOLK SOUTHERN CORP COM USD1	COMMON	655844108	1,292	4,868	SH		SOLE		4,868	0	0
NORTHEAST BANK COM NPV	COMMON	66405S100	610	20,433	SH		SOLE		20,433	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	369	21,305	SH		SOLE		21,305	0	0
NORTHERN TRUST CORP COM USD3.17	COMMON	665859104	45	393	SH		SOLE		393	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	512	11,982	SH		SOLE		11,982	0	0
NORTHROP GRUMMAN CORP COM NPV	COMMON	666807102	12,121	33,352	SH		OTR		25,423	7,929	0
NORTHWEST PIPE CO COM USD.01	COMMON	667746101	3	106	SH		SOLE		106	0	0
NORTHWESTERN CORP COM NEW	COMMON	668074305	15	247	SH		SOLE		247	0	0
NORTONLIFELOCK INC COM NPV	COMMON	668771108	59	2,151	SH		SOLE		2,151	0	0
NORWEGIAN CRUISE LINE HLDGS COM USD.001	COMMON	G66721104	535	18,193	SH		SOLE		18,193	0	0
NOV INC COM USD.01	COMMON	62955J103	1	82	SH		SOLE		82	0	0
NOVANTA INC COM NPV	COMMON	67000B104	139	1,029	SH		SOLE		1,029	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	2,866	31,416	SH		SOLE		31,416	0	0
NOVAVAX INC COM USD.01	COMMON	670002401	136	640	SH		SOLE		640	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	2,042	24,374	SH		SOLE		24,374	0	0
NOVOCURE LTD ORD NPV	COMMON	G6674U108	1,159	5,224	SH		SOLE		5,224	0	0
NRG ENERGY INC COM NEW	COMMON	629377508	39	976	SH		SOLE		976	0	0
NU SKIN ENTERPRISES -CL A CL A COM USD.001	COMMON	67018T105	839	14,804	SH		SOLE		14,804	0	0
NUANCE COMMUNICATIONS INC COM USD.001	COMMON	67020Y100	882	16,210	SH		SOLE		16,210	0	0
NUCOR CORP COM USD.4	COMMON	670346105	1,868	19,476	SH		SOLE		19,476	0	0
NUTANIX INC CL A COM USD0.000025	COMMON	67059N108	46	1,216	SH		SOLE		1,216	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	9,158	151,054	SH		SOLE		151,054	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	107	1,758	SH		SOLE		1,758	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	9	131	SH		SOLE		131	0	0
NUVEEN MUNI HIGH INC OPP FD	COMMON	670682103	177	11,525	SH		SOLE		11,525	0	0
NV5 GLOBAL INC COM USD.01	COMMON	62945V109	68	725	SH		SOLE		725	0	0
NVENT ELECTRIC PLC When issued	COMMON	G6700G107	8	242	SH		SOLE		242	0	0
NVIDIA CORP COM USD.001	COMMON	67066G104	8,352	10,438	SH		SOLE		10,438	0	0
NVR INC COM USD.01	COMMON	62944T105	229	46	SH		SOLE		46	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	3,025	14,705	SH		SOLE		14,705	0	0
OCCIDENTAL PETROLEUM CORP COM USD.2	COMMON	674599105	33	1,055	SH		SOLE		1,055	0	0
OCCIDENTAL PETROLEUM CORP WT EXP 080327	COMMON	674599162	1	100	SH		SOLE		100	0	0
OCEAN BIO-CHEM INC COM USD.01	COMMON	674631106	9	736	SH		SOLE		736	0	0
OCEANEERING INTERNATIONAL COM USD.25	COMMON	675232102	0	29	SH		SOLE		29	0	0
OCULAR THERAPEUTIX INC COM USD0.0001	COMMON	67576A100	58	4,058	SH		SOLE		4,058	0	0
OCWEN FINANCIAL CORP COM USD.01	COMMON	675746606	95	3,051	SH		SOLE		3,051	0	0
ODP CORP COM USD.01	COMMON	88337F105	286	5,955	SH		SOLE		5,955	0	0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI	COMMON	67623C109	670	22,864	SH		SOLE		22,864	0	0
OFG BANCORP COM USD1	COMMON	67103X102	13	583	SH		SOLE		583	0	0
OFS CAPITAL CORP COM USD0.01	COMMON	67103B100	232	23,256	SH		SOLE		23,256	0	0
OHIO VALLEY BANC CORP COM NPV	COMMON	677719106	1	52	SH		SOLE		52	0	0
O-I GLASS INC COM USD.01	COMMON	67098H104	382	23,420	SH		SOLE		23,420	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	112	3,278	SH		SOLE		3,278	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	96	392	SH		SOLE		392	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	1,654	6,519	SH		SOLE		6,519	0	0
OLD NATIONAL BANCORP COM NPV	COMMON	680033107	0	15	SH		SOLE		15	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	627	25,173	SH		SOLE		25,173	0	0
OLIN CORP COM USD1	COMMON	680665205	41	893	SH		SOLE		893	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	508	17,296	SH		SOLE		17,296	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	11	312	SH		SOLE		312	0	0
OMEROS CORP COM USD.01	COMMON	682143102	1	41	SH		SOLE		41	0	0
OMNICELL INC COM NPV	COMMON	68213N109	406	2,679	SH		SOLE		2,679	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	25,986	324,917	SH		OTR		302,716	22,201	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	1,645	42,979	SH		SOLE		42,979	0	0
ONE GAS INC COM	COMMON	68235P108	13	178	SH		SOLE		178	0	0
ONE GP HOSPITALITY (THE) COM USD.0001	COMMON	88338K103	8	730	SH		SOLE		730	0	0
ONE LIBERTY PROPERTIES INC COM USD1	COMMON	682406103	1	28	SH		SOLE		28	0	0
ONE STOP SYSTEMS INC COM	COMMON	68247W109	66	11,331	SH		SOLE		11,331	0	0
ONEMAIN HOLDINGS INC COM	COMMON	68268W103	3	56	SH		SOLE		56	0	0
ONEOK INC COM NPV	COMMON	682680103	59	1,057	SH		SOLE		1,057	0	0
ONEWATER MARINE INC COM CL A	COMMON	68280L101	126	2,997	SH		SOLE		2,997	0	0
ONTO INNOVATION INC COM USD.001	COMMON	683344105	68	935	SH		SOLE		935	0	0
OP BANCORP COM	COMMON	67109R109	112	11,116	SH		SOLE		11,116	0	0
OPEN TEXT CORP COM NPV	COMMON	683715106	217	4,278	SH		SOLE		4,278	0	0
OPEN TEXT CORP COM NPV	COMMON	683715106	28	550	SH		SOLE		550	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	99	1,939	SH		SOLE		1,939	0	0
OPTIMIZERX CORP COM	COMMON	68401U204	44	711	SH		SOLE		711	0	0
OPTINOSE INC COM USD0.001	COMMON	68404V100	1	239	SH		SOLE		239	0	0
OPTION CARE HEALTH INC COM	COMMON	68404L201	205	9,362	SH		SOLE		9,362	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	74,570	957,999	SH		OTR		722,414	235,585	0
ORANGE SPON ADR	COMMON	684060106	384	33,544	SH		SOLE		33,544	0	0
ORBCOMM INC COM USD.001	COMMON	68555P100	328	29,239	SH		SOLE		29,239	0	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	18,417	32,526	SH		OTR		22,141	10,385	0
ORGANOGENESIS HOLDINGS INC COM	COMMON	68621F102	23	1,412	SH		SOLE		1,412	0	0
ORGANON & CO COMMON STOCK	COMMON	68622V106	56	1,856	SH		SOLE		1,856	0	0
ORGENESIS INC COM USD0.0001	COMMON	68619K204	0	62	SH		SOLE		62	0	0
ORIC PHARMACEUTICALS COM	COMMON	68622P109	27	1,544	SH		SOLE		1,544	0	0
ORION ENERGY SYSTEMS INC COM NPV	COMMON	686275108	39	6,828	SH		SOLE		6,828	0	0
ORION GROUP HOLDINGS INC COM USD.01	COMMON	68628V308	497	86,480	SH		SOLE		86,480	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	4,212	49,757	SH		SOLE		49,757	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	246	10,666	SH		SOLE		10,666	0	0
ORTHO CLINICAL DIAG HLDG PLC COM	COMMON	G6829J107	58	2,714	SH		SOLE		2,714	0	0
ORTHOPEDIATRICS CORP COM USD0.00025	COMMON	68752L100	10	163	SH		SOLE		163	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	9	72	SH		SOLE		72	0	0
OSMOTICA PHARMACEUTIC COM	COMMON	G6S41R101	4	1,299	SH		SOLE		1,299	0	0
OTIS WORLDWIDE CORP COM	COMMON	68902V107	141	1,721	SH		SOLE		1,721	0	0
OVERSTOCK.COM INC COM NPV	COMMON	690370101	114	1,240	SH		SOLE		1,240	0	0
OVID THRPUTCS INC COM	COMMON	690469101	7	1,728	SH		SOLE		1,728	0	0
OVINTIV INC COM NPV	COMMON	69047Q102	7	223	SH		SOLE		223	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	776	18,336	SH		SOLE		18,336	0	0
OWENS CORNING COM NEW USD.01	COMMON	690742101	601	6,139	SH		SOLE		6,139	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	41	772	SH		SOLE		772	0	0
PACCAR INC COM USD12	COMMON	693718108	211	2,361	SH		SOLE		2,361	0	0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001	COMMON	69404D108	390	11,145	SH		SOLE		11,145	0	0
PACIFIC MERCANTILE BANCORP COM NPV	COMMON	694552100	1	123	SH		SOLE		123	0	0
PACIRA BIOSCIENCES INC COM USD.001	COMMON	695127100	286	4,710	SH		SOLE		4,710	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	1,058	7,812	SH		SOLE		7,812	0	0
PACWEST BANCORP COM NPV	COMMON	695263103	1	15	SH		SOLE		15	0	0
PAGSEGURO DIGITAL LTD CL A COM NPV	COMMON	G68707101	22	388	SH		SOLE		388	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	1,210	3,262	SH		SOLE		3,262	0	0
PAN AMERICAN SILVER CORP COM NPV	COMMON	697900108	1	29	SH		SOLE		29	0	0
PAPA JOHNS INTERNATIONAL INC COM USD.01	COMMON	698813102	125	1,198	SH		SOLE		1,198	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	71	1,012	SH		SOLE		1,012	0	0
PARK HOTELS & RESORTS COM USD.01	COMMON	700517105	1	61	SH		SOLE		61	0	0
PARK NATIONAL CORP COM NPV	COMMON	700658107	5	43	SH		SOLE		43	0	0
PARK OHIO HOLDINGS CORP COM USD1	COMMON	700666100	44	1,365	SH		SOLE		1,365	0	0
PARKER-HANNIFIN CORP COM USD.5	COMMON	701094104	582	1,895	SH		SOLE		1,895	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	8	103	SH		SOLE		103	0	0
PATTERSON COS INC COM USD.01	COMMON	703395103	24	779	SH		SOLE		779	0	0
PATTERSON-UTI ENERGY INC COM USD.01	COMMON	703481101	23	2,349	SH		SOLE		2,349	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	2,195	20,465	SH		SOLE		20,465	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	8	22	SH		SOLE		22	0	0
PAYLOCITY HOLDING CORP COM USD0.001	COMMON	70438V106	58	305	SH		SOLE		305	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	5,397	18,516	SH		SOLE		18,516	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	4	87	SH		SOLE		87	0	0
PCB BANCORP COM	COMMON	69320M109	135	8,415	SH		SOLE		8,415	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	37	5,612	SH		SOLE		5,612	0	0
PDC ENERGY INC COM USD.01	COMMON	69327R101	13	284	SH		SOLE		284	0	0
PDF SOLUTIONS INC COM USD.00015	COMMON	693282105	0	3	SH		SOLE		3	0	0
PEARSON PLC SPON ADR	COMMON	705015105	2	180	SH		SOLE		180	0	0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01	COMMON	70509V100	460	19,521	SH		SOLE		19,521	0	0
PEGASYSTEMS INC COM USD.01	COMMON	705573103	1	6	SH		SOLE		6	0	0
PELOTON INTERACTIVE INC COM CL A USD0.000025	COMMON	70614W100	177	1,426	SH		SOLE		1,426	0	0
PEMBINA PIPELINE CORP COM	COMMON	706327103	6	176	SH		SOLE		176	0	0
PEMBINA PIPELINE CORP COM	COMMON	706327103	26	824	SH		SOLE		824	0	0
PENN NATIONAL GAMING INC COM USD.01	COMMON	707569109	388	5,081	SH		SOLE		5,081	0	0
PENN VIRGINIA CORP COM	COMMON	70788V102	122	5,150	SH		SOLE		5,150	0	0
PENNANT GROUP INC (THE) COM	COMMON	70805E109	50	1,213	SH		SOLE		1,213	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	1,034	16,752	SH		SOLE		16,752	0	0
PENNYMAC MORTGAGE INVEST TR COM SHS BEN	COMMON	70931T103	0	21	SH		SOLE		21	0	0
PENSKE AUTOMOTIVE GROUP INC COM USD.0001 VTG	COMMON	70959W103	4	50	SH		SOLE		50	0	0
PENTAIR PLC COM USD.16	COMMON	G7S00T104	48	711	SH		SOLE		711	0	0
PENUMBRA INC COM USD.001	COMMON	70975L107	22	81	SH		SOLE		81	0	0
PEOPLES FINANCIAL SERVICES COM	COMMON	711040105	1	28	SH		SOLE		28	0	0
PEOPLE'S UNITED FINL INC COM NPV	COMMON	712704105	21	1,242	SH		SOLE		1,242	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	3,117	21,036	SH		SOLE		21,036	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	542	6,738	SH		SOLE		6,738	0	0
PERFORMANCE FOOD GROUP CO COM USD.01	COMMON	71377A103	0	9	SH		SOLE		9	0	0
PERION NETWORK LTD ORD USD	COMMON	M78673114	1,030	48,080	SH		SOLE		48,080	0	0
PERKINELMER INC COM USD1	COMMON	714046109	2,015	13,050	SH		SOLE		13,050	0	0
PERRIGO CO PLC COM NPV	COMMON	G97822103	9	206	SH		SOLE		206	0	0
PERSHING SQ TN HOL LTD COM CL A	COMMON	71531R109	46	2,000	SH		SOLE		2,000	0	0
PERSONALIS INC COM	COMMON	71535D106	1	59	SH		SOLE		59	0	0
PETIQ INC COM CL A	COMMON	71639T106	35	900	SH		SOLE		900	0	0
PETMED EXPRESS INC COM USD.001	COMMON	716382106	240	7,530	SH		SOLE		7,530	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	2,050	41,804	SH		SOLE		41,804	0	0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR	COMMON	71654V408	285	23,293	SH		SOLE		23,293	0	0
PFIZER INC COM USD.1	COMMON	717081103	13,476	344,223	SH		SOLE		344,223	0	0
PFSWEB INC COM USD.001	COMMON	717098206	46	6,259	SH		SOLE		6,259	0	0
PG&E CORP COM USD5	COMMON	69331C108	6	544	SH		SOLE		544	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
PHENIXFIN CORP COM USD0.001	COMMON	71742W103	74	1,828	SH		SOLE		1,828	0	0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001	COMMON	71742Q106	49	1,682	SH		SOLE		1,682	0	0
PHILIP MORRIS INTERNATIONAL COM NPV	COMMON	718172109	37,376	377,174	SH		OTR		312,261	64,913	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	2,104	24,524	SH		SOLE		24,524	0	0
PHOTRONICS INC COM NPV	COMMON	719405102	25	1,923	SH		SOLE		1,923	0	0
PHREESIA INC COM USD0.01	COMMON	71944F106	110	1,789	SH		SOLE		1,789	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	146	7,890	SH		SOLE		7,890	0	0
PINDUODUO INC -ADR ADR	COMMON	722304102	1,839	14,479	SH		SOLE		14,479	0	0
PINNACLE FINL PARTNERS INC COM USD1.	COMMON	72346Q104	2	17	SH		SOLE		17	0	0
PINNACLE WEST CAPITAL CORP COM USD2.5	COMMON	723484101	23	280	SH		SOLE		280	0	0
PINTEREST INC COM CL A	COMMON	72352L106	132	1,679	SH		SOLE		1,679	0	0
PIONEER NATURAL RESOURCES CO COM NPV	COMMON	723787107	160	986	SH		SOLE		986	0	0
PIPER SANDLER COS COM	COMMON	724078100	1	4	SH		SOLE		4	0	0
PITNEY BOWES INC COM USD2	COMMON	724479100	92	10,488	SH		SOLE		10,488	0	0
PJT PARTNERS INC CL A COM USD0.01	COMMON	69343T107	107	1,506	SH		SOLE		1,506	0	0
PLANET FITNESS INC CL A COM USD0.0001	COMMON	72703H101	8	106	SH		SOLE		106	0	0
PLANTRONICS INC COM USD.01	COMMON	727493108	70	1,671	SH		SOLE		1,671	0	0
PLUG POWER INC COM USD.01	COMMON	72919P202	672	19,670	SH		SOLE		19,670	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	21,071	110,459	SH		OTR		78,998	31,461	0
PNM RESOURCES INC COM USD5	COMMON	69349H107	11	225	SH		SOLE		225	0	0
POINTS INTERNATIONAL LTD COM	COMMON	730843208	227	13,049	SH		SOLE		13,049	0	0
POLARIS INC COM NPV	COMMON	731068102	2,501	18,268	SH		SOLE		18,268	0	0
POOL CORP COM USD.001	COMMON	73278L105	1,912	4,168	SH		SOLE		4,168	0	0
POPULAR INC COM USD5	COMMON	733174700	2,126	28,329	SH		SOLE		28,329	0	0
PORTLAND GENERAL ELECTRIC CO COM USD	COMMON	736508847	0	9	SH		SOLE		9	0	0
PORTMAN RIDGE FINANCE CORP COM USD.01	COMMON	73688F102	1	371	SH		SOLE		371	0	0
POSCO SPON ADR	COMMON	693483109	5,351	69,705	SH		SOLE		69,705	0	0
POST HOLDINGS INC COM USD.01	COMMON	737446104	229	2,113	SH		SOLE		2,113	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	519	9,766	SH		SOLE		9,766	0	0
POWER INTEGRATIONS INC COM USD.001	COMMON	739276103	306	3,734	SH		SOLE		3,734	0	0
POWER REIT SHS BEN INT NPV	COMMON	73933H101	251	6,253	SH		SOLE		6,253	0	0
PPD INC COM	COMMON	69355F102	59	1,274	SH		SOLE		1,274	0	0
PPG INDUSTRIES INC COM USD1.666	COMMON	693506107	664	3,911	SH		SOLE		3,911	0	0
PPL CORP COM NPV	COMMON	69351T106	53	1,891	SH		SOLE		1,891	0	0
PRA HEALTH SCIENCES INC COM USD.01	COMMON	69354M108	174	1,056	SH		SOLE		1,056	0	0
PRAXIS PRECIS MEDI INC COM USD.0001	COMMON	74006W108	18	1,004	SH		SOLE		1,004	0	0
PRECIGEN INC COM NPV	COMMON	74017N105	31	4,777	SH		SOLE		4,777	0	0
PRECISION DRILLING CORP COM NPV	COMMON	74022D407	1	25	SH		SOLE		25	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	35	465	SH		SOLE		465	0	0
PRESTIGE CONSUMER HEALTHCARE COM USD.01	COMMON	74112D101	358	6,866	SH		SOLE		6,866	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	12,431	62,799	SH		SOLE		62,799	0	0
PRICESMART INC COM USD.0001	COMMON	741511109	7	76	SH		SOLE		76	0	0
PRIMERICA INC COM USD.01	COMMON	74164M108	6	36	SH		SOLE		36	0	0
PRIMORIS SERVICES CORP COM USD.0001	COMMON	74164F103	85	2,885	SH		SOLE		2,885	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	44	697	SH		SOLE		697	0	0
PRIORITY TECHNLGY HLDNGS INC COM	COMMON	74275G107	315	41,304	SH		SOLE		41,304	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	25,362	188,018	SH		SOLE		188,018	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	179	5,861	SH		SOLE		5,861	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	319	6,620	SH		SOLE		6,620	0	0
PROGRESS SOFTWARE CORP COM USD.01	COMMON	743312100	7	149	SH		SOLE		149	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	16,370	166,687	SH		OTR		136,185	30,502	0
PROGYNY INC COM	COMMON	74340E103	118	2,006	SH		SOLE		2,006	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	6,117	51,185	SH		SOLE		51,185	0	0
PROOFPOINT INC COM USD.0001	COMMON	743424103	98	565	SH		SOLE		565	0	0
PROSHARES TR ONLINE RTL ETF	COMMON	74347B169	1	16	SH		SOLE		16	0	0
PROSHARES TR PET CARE ETF	COMMON	74348A145	24	300	SH		SOLE		300	0	0
PROSHARES ULTRASHORT EURO	COMMON	74347W882	5	201	SH		SOLE		201	0	0
PROSPERITY BANCSHARES INC COM NPV	COMMON	743606105	7	92	SH		SOLE		92	0	0
PROTAGONIST THERAPEUTICS INC COM USD.00001	COMMON	74366E102	108	2,403	SH		SOLE		2,403	0	0
PROTO LABS INC COM USD0.001	COMMON	743713109	151	1,644	SH		SOLE		1,644	0	0
PROVIDENT FINANCIAL SVCS INC COM USD.01	COMMON	74386T105	4	196	SH		SOLE		196	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	15,180	148,148	SH		OTR		104,077	44,071	0
PRUDENTIAL PLC ADR	COMMON	74435K204	290	7,601	SH		SOLE		7,601	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	99	668	SH		SOLE		668	0	0
PTC INC COM USD.01	COMMON	69370C100	1,093	7,737	SH		SOLE		7,737	0	0
PTC THERAPEUTICS INC COM USD.001	COMMON	69366J200	8	197	SH		SOLE		197	0	0
PUBLIC SERVICE ENTRP GRP INC COM NPV	COMMON	744573106	84	1,412	SH		SOLE		1,412	0	0
PUBLIC STORAGE COM USD.1	COMMON	74460D109	489	1,627	SH		SOLE		1,627	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	18,780	344,151	SH		OTR		263,662	80,489	0
PUMA BIOTECHNOLOGY INC COM USD0.00001	COMMON	74587V107	46	5,060	SH		SOLE		5,060	0	0
PURE STORAGE INC CL A COM USD.0001	COMMON	74624M102	1	55	SH		SOLE		55	0	0
PURPLE INNOVATION INC COM CL A USD.0001	COMMON	74640Y106	7	274	SH		SOLE		274	0	0
PVH CORP COM USD1	COMMON	693656100	5,061	47,055	SH		SOLE		47,055	0	0
PYROGENESIS CANADA INC COM NPV	COMMON	74734T104	1	157	SH		SOLE		157	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	657	59,646	SH		SOLE		59,646	0	0
QAD INC CL A COM NPV	COMMON	74727D306	142	1,630	SH		SOLE		1,630	0	0
QIAGEN NV COM NLG.03	COMMON	N72482123	18	370	SH		SOLE		370	0	0
QORVO INC COM NPV	COMMON	74736K101	829	4,239	SH		SOLE		4,239	0	0
QTS REALTY TRUST INC CL A COM USD0.01	COMMON	74736A103	9	119	SH		SOLE		119	0	0
QUAD/GRAPHICS INC CL A COM USD.025	COMMON	747301109	3	700	SH		SOLE		700	0	0
QUALCOMM INC COM USD.0001	COMMON	747525103	39,803	278,481	SH		OTR		205,049	73,432	0
QUALYS INC COM USD0.001	COMMON	74758T303	890	8,839	SH		SOLE		8,839	0	0
QUANEX BUILDING PRODUCTS COM USD.01	COMMON	747619104	1,065	42,897	SH		SOLE		42,897	0	0
QUANTA SERVICES INC COM USD.00001	COMMON	74762E102	4,158	45,910	SH		SOLE		45,910	0	0
QUANTERIX CORP COM	COMMON	74766Q101	78	1,335	SH		SOLE		1,335	0	0
QUDIAN INC ADR	COMMON	747798106	1,047	434,594	SH		SOLE		434,594	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	54	406	SH		SOLE		406	0	0
QUEST RESOURCE HOLDING CORP COM USD.001	COMMON	74836W203	92	14,507	SH		SOLE		14,507	0	0
QUIDEL CORP COM NPV	COMMON	74838J101	1	4	SH		SOLE		4	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	4	204	SH		SOLE		204	0	0
QUOTIENT LTD ORD SHS	COMMON	G73268107	1	141	SH		SOLE		141	0	0
QUOTIENT TECHNOLOGY INC COM USD.00001	COMMON	749119103	115	10,645	SH		SOLE		10,645	0	0
QURATE RETAIL INC INT COM SER A	COMMON	74915M100	814	62,164	SH		SOLE		62,164	0	0
R F INDUSTRIES LTD COM USD.01	COMMON	749552105	0	48	SH		SOLE		48	0	0
R1 RCM INC COM USD.01	COMMON	749397105	159	7,164	SH		SOLE		7,164	0	0
RADIAN GROUP INC COM USD.001	COMMON	750236101	133	5,999	SH		SOLE		5,999	0	0
RADIANT LOGISTICS INC COM	COMMON	75025X100	12	1,754	SH		SOLE		1,754	0	0
RADNET INC COM USD.01	COMMON	750491102	78	2,320	SH		SOLE		2,320	0	0
RAFAEL HOLDINGS INC COM CL B USD0.01	COMMON	75062E106	8	147	SH		SOLE		147	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	163	1,387	SH		SOLE		1,387	0	0
RAMACO RESOURCES INC COM USD0.01	COMMON	75134P303	1	192	SH		SOLE		192	0	0
RAMBUS INC COM USD.001	COMMON	750917106	4	159	SH		SOLE		159	0	0
RAPID7 INC COM USD.01	COMMON	753422104	41	432	SH		SOLE		432	0	0
RAPT THERAPEUTICS INC COM	COMMON	75382E109	19	598	SH		SOLE		598	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	1,026	7,901	SH		SOLE		7,901	0	0
RAYTHEON TECHNOLOGIES CORP COM USD5	COMMON	75513E101	1,880	22,043	SH		SOLE		22,043	0	0
RBC BEARINGS INC COM USD.01	COMMON	75524B104	1	5	SH		SOLE		5	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	13	379	SH		SOLE		379	0	0
REAL ESTATE SELECT SECT SPDR	COMMON	81369Y860	18	416	SH		SOLE		416	0	0
REALOGY HOLDINGS CORP CL A COM USD.01	COMMON	75605Y106	87	4,754	SH		SOLE		4,754	0	0
REALTY INCOME CORP COM USD1	COMMON	756109104	158	2,361	SH		SOLE		2,361	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	411	9,685	SH		SOLE		9,685	0	0
REDFIN CORP COM 0.001USD	COMMON	75737F108	201	3,168	SH		SOLE		3,168	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	776	5,810	SH		SOLE		5,810	0	0
REGENCY CENTERS CORP COM USD.01	COMMON	758849103	334	5,211	SH		SOLE		5,211	0	0
REGENERON PHARMACEUTICALS COM USD.001	COMMON	75886F107	313	561	SH		SOLE		561	0	0
REGIONAL MANAGEMENT CORP COM USD.1	COMMON	75902K106	243	5,216	SH		SOLE		5,216	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	23,070	1,143,607	SH		OTR		1,122,428	21,179	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	541	4,748	SH		SOLE		4,748	0	0
REKOR SYSTEMS INC COM	COMMON	759419104	0	38	SH		SOLE		38	0	0
RELIANCE STEEL & ALUMINUM CO COM NPV	COMMON	759509102	2,059	13,643	SH		SOLE		13,643	0	0
RELX PLC SP ADR	COMMON	759530108	591	22,177	SH		SOLE		22,177	0	0
RENAISSANCERE HOLDINGS LTD COM USD1	COMMON	G7496G103	22	148	SH		SOLE		148	0	0
RENESOLA LTD ADS NPV	COMMON	75971T301	3	307	SH		SOLE		307	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	911	14,610	SH		SOLE		14,610	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	1,165	21,955	SH		SOLE		21,955	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	144	723	SH		SOLE		723	0	0
REPLIMUNE GROUP INC COM	COMMON	76029N106	46	1,202	SH		SOLE		1,202	0	0
REPUBLIC FIRST BANCORP INC COM NPV	COMMON	760416107	1	290	SH		SOLE		290	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	388	3,527	SH		SOLE		3,527	0	0
RESIDEO TECHNOLOGIES COM	COMMON	76118Y104	6	195	SH		SOLE		195	0	0
RESMED INC COM USD.004	COMMON	761152107	987	4,002	SH		SOLE		4,002	0	0
RESOLUTE FOREST PRODUCTS INC COM USD.001	COMMON	76117W109	2	179	SH		SOLE		179	0	0
RESOLUTE FOREST PRODUCTS INC COM USD.001	COMMON	76117W109	1,079	88,422	SH		SOLE		88,422	0	0
RESOURCES CONNECTION INC COM USD.01	COMMON	76122Q105	13	877	SH		SOLE		877	0	0
RESTAURANT BRANDS INTL INC COM USD.01	COMMON	76131D103	541	8,400	SH		SOLE		8,400	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	448	39,123	SH		SOLE		39,123	0	0
RETAIL VALUE INC COM	COMMON	76133Q102	5	211	SH		SOLE		211	0	0
RETRACTABLE TECHNOLOGIES INC COM NPV	COMMON	76129W105	217	18,795	SH		SOLE		18,795	0	0
REV GROUP INC COM	COMMON	749527107	1	46	SH		SOLE		46	0	0
REVOLUTION MEDICINES INC COM	COMMON	76155X100	64	2,010	SH		SOLE		2,010	0	0
REVOLVE GROUP INC COM CL A	COMMON	76156B107	47	678	SH		SOLE		678	0	0
REXFORD INDUS REALTY COM USD.01	COMMON	76169C100	1	23	SH		SOLE		23	0	0
REXNORD CORP COM USD.01	COMMON	76169B102	26	517	SH		SOLE		517	0	0
REYNOLDS CONSUMER PRODUCTS COM	COMMON	76171L106	5	172	SH		SOLE		172	0	0
RH COM USD.0001	COMMON	74967X103	973	1,434	SH		SOLE		1,434	0	0
RICHARDSON ELECTRONICS LTD COM USD.05	COMMON	763165107	496	59,632	SH		SOLE		59,632	0	0
RING ENERGY INC COM USD.001	COMMON	76680V108	1	385	SH		SOLE		385	0	0
RINGCENTRAL INC CL A COM USD.0001	COMMON	76680R206	71	244	SH		SOLE		244	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	4,378	52,185	SH		SOLE		52,185	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	4,495	75,777	SH		SOLE		75,777	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	1,044	17,618	SH		SOLE		17,618	0	0
RITE AID CORP COM USD1	COMMON	767754872	8	496	SH		SOLE		496	0	0
RLI CORP COM USD1	COMMON	749607107	34	325	SH		SOLE		325	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	732	48,046	SH		SOLE		48,046	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	291	7,522	SH		SOLE		7,522	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	463	5,204	SH		SOLE		5,204	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	359	1,255	SH		SOLE		1,255	0	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	73	1,321	SH		SOLE		1,321	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	21	403	SH		SOLE		403	0	0
ROGERS CORP COM USD1	COMMON	775133101	2	9	SH		SOLE		9	0	0
ROKU INC CL A COM USD .0001	COMMON	77543R102	242	527	SH		SOLE		527	0	0
ROLLINS INC COM USD1	COMMON	775711104	9	254	SH		SOLE		254	0	0
ROPER TECHNOLOGIES INC COM USD.01	COMMON	776696106	849	1,806	SH		SOLE		1,806	0	0
ROSS STORES INC COM USD.01	COMMON	778296103	305	2,464	SH		SOLE		2,464	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	35,174	346,993	SH		SOLE		346,993	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	3,030	29,910	SH		SOLE		29,910	0	0
ROYAL CARIBBEAN GROUP COM USD.01	COMMON	V7780T103	29	337	SH		SOLE		337	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	1,432	35,452	SH		SOLE		35,452	0	0
ROYAL DUTCH SHELL PLC ADR CL B	COMMON	780259107	1	36	SH		SOLE		36	0	0
ROYAL GOLD INC COM USD.01	COMMON	780287108	39	344	SH		SOLE		344	0	0
RPM INTERNATIONAL INC COM USD.064	COMMON	749685103	192	2,167	SH		SOLE		2,167	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	298	6,896	SH		SOLE		6,896	0	0
RUTHS HOSPITALITY GROUP INC COM USD.01	COMMON	783332109	46	1,995	SH		SOLE		1,995	0	0
RYANAIR HOLDINGS PLC SPON ADR	COMMON	783513203	3	27	SH		SOLE		27	0	0
RYDER SYSTEM INC COM USD.5	COMMON	783549108	20,593	277,150	SH		SOLE		277,150	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	620	42,449	SH		SOLE		42,449	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	211	2,668	SH		SOLE		2,668	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	2,341	5,704	SH		SOLE		5,704	0	0
SABRA HEALTH CARE REIT INC COM USD.01	COMMON	78573L106	5	282	SH		SOLE		282	0	0
SACHEM CAPITAL CORP COM	COMMON	78590A109	76	14,216	SH		SOLE		14,216	0	0
SAFE BULKERS INC COM USD.001	COMMON	Y7388L103	0	2	SH		SOLE		2	0	0
SAFETY INSURANCE GROUP INC COM USD.01	COMMON	78648T100	5	63	SH		SOLE		63	0	0
SAIA INC COM USD.001	COMMON	78709Y105	342	1,634	SH		SOLE		1,634	0	0
SAILPOINT TECHNO HLDG COM	COMMON	78781P105	549	10,754	SH		SOLE		10,754	0	0
SALEM MEDIA GROUP INC CL A COM USD.01	COMMON	794093104	1	398	SH		SOLE		398	0	0
SALESFORCE.COM INC COM USD.001	COMMON	79466L302	3,151	12,901	SH		SOLE		12,901	0	0
SALISBURY BANCORP INC COM USD3.33	COMMON	795226109	15	288	SH		SOLE		288	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	27	1,207	SH		SOLE		1,207	0	0
SANARA MEDTECH INC COM USD.01	COMMON	79957L100	0	10	SH		SOLE		10	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	76	404	SH		SOLE		404	0	0
SANFILIPPO JOHN B&SON COM USD.01	COMMON	800422107	230	2,597	SH		SOLE		2,597	0	0
SANGAMO THERAPEUTICS INC COM USD.01	COMMON	800677106	2	158	SH		SOLE		158	0	0
SANMINA CORP COM USD.01	COMMON	801056102	27	693	SH		SOLE		693	0	0
SANOFI SPONSORED ADR	COMMON	80105N105	2,027	38,489	SH		SOLE		38,489	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	20	542	SH		SOLE		542	0	0
SAP SE SPON ADR	COMMON	803054204	2,372	16,885	SH		SOLE		16,885	0	0
SAPIENS INTERNATIONAL CORP COM ANG1	COMMON	G7T16G103	455	17,338	SH		SOLE		17,338	0	0
SAREPTA THERAPEUTICS INC COM USD.0001	COMMON	803607100	54	689	SH		SOLE		689	0	0
SAUL CENTERS INC COM USD.01	COMMON	804395101	76	1,681	SH		SOLE		1,681	0	0
SAVARA INC COM USD.001	COMMON	805111101	2	937	SH		SOLE		937	0	0
SB FINANCIAL GROUP INC COM USD2.5	COMMON	78408D105	33	1,781	SH		SOLE		1,781	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	527	1,654	SH		SOLE		1,654	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	3	107	SH		SOLE		107	0	0
SCHLUMBERGER LTD COM USD.01	COMMON	806857108	14,585	455,791	SH		SOLE		455,791	0	0
SCHNEIDER NATIONAL INC COM CL B	COMMON	80689H102	137	6,312	SH		SOLE		6,312	0	0
SCHRODINGER INC COM	COMMON	80810D103	66	871	SH		SOLE		871	0	0
SCHWAB (CHARLES) CORP COM USD.01	COMMON	808513105	1,006	13,816	SH		SOLE		13,816	0	0
SCHWAB FUNDAMENTAL LARGE CAP	COMMON	808524771	31	560	SH		SOLE		560	0	0
SCHWAB INTL EQUITY ETF	COMMON	808524805	69	1,747	SH		SOLE		1,747	0	0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF	COMMON	808524706	120	3,663	SH		SOLE		3,663	0	0
SCHWAB STRATEGIC TR INTL SCEQT ETF	COMMON	808524888	19	451	SH		SOLE		451	0	0
SCHWAB STRATEGIC TR SCHWAB FDT US SC	COMMON	808524763	2	29	SH		SOLE		29	0	0
SCHWAB STRATEGIC TR SCHWB FDT EMK LG	COMMON	808524730	14	423	SH		SOLE		423	0	0
SCHWAB STRATEGIC TR SCHWB FDT INT LG	COMMON	808524755	22	658	SH		SOLE		658	0	0
SCHWAB STRATEGIC TR SCHWB FDT INT SC	COMMON	808524748	14	366	SH		SOLE		366	0	0
SCHWAB U.S. TIPS ETF	COMMON	808524870	1	15	SH		SOLE		15	0	0
SCHWAB US BROAD MARKET ETF	COMMON	808524102	29	274	SH		SOLE		274	0	0
SCHWAB US LARGE-CAP ETF	COMMON	808524201	22	208	SH		SOLE		208	0	0
SCHWAB US LARGE-CAP VALUE	COMMON	808524409	52	767	SH		SOLE		767	0	0
SCHWAB US REIT ETF	COMMON	808524847	6	131	SH		SOLE		131	0	0
SCHWAB US SMALL-CAP ETF	COMMON	808524607	42	402	SH		SOLE		402	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	83	2,049	SH		SOLE		2,049	0	0
SCIENCE APPLICATIONS INTL CP COM USD.0001	COMMON	808625107	59	671	SH		SOLE		671	0	0
SCIENTIFIC GAMES CORP COM USD.01	COMMON	80874P109	256	3,310	SH		SOLE		3,310	0	0
SCIPLAY CORP COM	COMMON	809087109	67	3,977	SH		SOLE		3,977	0	0
SCOTTS MIRACLE-GRO CO CL A COM USD.01	COMMON	810186106	198	1,033	SH		SOLE		1,033	0	0
SCULPTOR CAPITAL MANAGEMENT CL A COM NPV	COMMON	811246107	2	78	SH		SOLE		78	0	0
SEA LTD - ADR ADS	COMMON	81141R100	2	6	SH		SOLE		6	0	0
SEAGATE TECHNOLOGY HOLDINGS COM USD.00001	COMMON	G7997R103	58,431	664,516	SH		OTR		494,237	170,279	0
SEAGEN INC COM USD.001	COMMON	81181C104	41	260	SH		SOLE		260	0	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	9	155	SH		SOLE		155	0	0
SEAWORLD ENTERTAINMENT INC COM USD.01	COMMON	81282V100	62	1,244	SH		SOLE		1,244	0	0
SECUREWORKS CORP CL A COM USD.01	COMMON	81374A105	1	46	SH		SOLE		46	0	0
SECURITY NATL FINL CP -CL A CL A COM NPV	COMMON	814785309	213	24,385	SH		SOLE		24,385	0	0
SEI INVESTMENTS CO COM USD.01	COMMON	784117103	9	149	SH		SOLE		149	0	0
SELECT BANCORP INC COM	COMMON	81617L108	1	92	SH		SOLE		92	0	0
SELECT INTERIOR CONCEPTS INC COM CL A 144	COMMON	816120307	1	56	SH		SOLE		56	0	0
SELECT MEDICAL HOLDINGS CORP COM USD.001	COMMON	81619Q105	1,890	44,728	SH		SOLE		44,728	0	0
SELECT SECTOR SPDR TR ENERGY	COMMON	81369Y506	91	1,682	SH		SOLE		1,682	0	0
SELECT SECTOR SPDR TR SBI MATERIALS	COMMON	81369Y100	6	71	SH		SOLE		71	0	0
SELECTIVE INS GROUP INC COM USD2	COMMON	816300107	7	85	SH		SOLE		85	0	0
SEMPRA ENERGY COM NPV	COMMON	816851109	327	2,465	SH		SOLE		2,465	0	0
SENECA FOODS CORP CL A COM NPV	COMMON	817070501	312	6,111	SH		SOLE		6,111	0	0
SENSATA TECHNOLOGES HLDG PLC ORD EUR.01	COMMON	G8060N102	15	259	SH		SOLE		259	0	0
SENSEONICS HLDGS INC COM USD.001	COMMON	81727U105	1	218	SH		SOLE		218	0	0
SENSIENT TECHNOLOGIES CORP COM USD.1	COMMON	81725T100	38	443	SH		SOLE		443	0	0
SERES THERAPEUTICS INC COM USD0.001	COMMON	81750R102	46	1,910	SH		SOLE		1,910	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	240	4,475	SH		SOLE		4,475	0	0
SERVICE PROPERTIES TRUST COM USD.01	COMMON	81761L102	28	2,245	SH		SOLE		2,245	0	0
SERVICENOW INC COM USD.001	COMMON	81762P102	979	1,781	SH		SOLE		1,781	0	0
SERVISFIRST BANCSHARES INC COM	COMMON	81768T108	176	2,589	SH		SOLE		2,589	0	0
SESEN BIO INC COM USD0.001	COMMON	817763105	3	706	SH		SOLE		706	0	0
SHAKE SHACK INC CL A COM USD.01	COMMON	819047101	219	2,047	SH		SOLE		2,047	0	0
SHARPS COMPLIANCE CORP COM	COMMON	820017101	22	2,103	SH		SOLE		2,103	0	0
SHENANDOAH TELECOMMUN CO COM USD10	COMMON	82312B106	151	3,118	SH		SOLE		3,118	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	1,919	7,045	SH		SOLE		7,045	0	0
SHINHAN FINANCIAL GROUP LTD SPON ADR	COMMON	824596100	4,031	112,452	SH		SOLE		112,452	0	0
SHOCKWAVE MEDICAL INC COM	COMMON	82489T104	341	1,800	SH		SOLE		1,800	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	12	172	SH		SOLE		172	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	24,081	16,457	SH		SOLE		16,457	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	1,655	1,133	SH		SOLE		1,133	0	0
SHUTTERSTOCK INC COM USD.01	COMMON	825690100	210	2,138	SH		SOLE		2,138	0	0
SIBANYE-STILLWATER LIMITED ADR	COMMON	82575P107	1,055	63,034	SH		SOLE		63,034	0	0
SIFY TECHNOLOGIES LTD -ADR SPONSORED ADR	COMMON	82655M107	4	1,033	SH		SOLE		1,033	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	246	39,107	SH		SOLE		39,107	0	0
SIGNATURE BANK/NY COM	COMMON	82669G104	40	163	SH		SOLE		163	0	0
SIGNET JEWELERS LTD COM USD.18	COMMON	G81276100	154	1,901	SH		SOLE		1,901	0	0
SILICON LABORATORIES INC COM USD.0001	COMMON	826919102	2	10	SH		SOLE		10	0	0
SILICON MOTION TECH -ADR ADR	COMMON	82706C108	17	259	SH		SOLE		259	0	0
SILK ROAD MEDICAL INC COM CL A	COMMON	82710M100	71	1,474	SH		SOLE		1,474	0	0
SILVERBACK THERAPE INC COM USD0.0001	COMMON	82835W108	33	1,082	SH		SOLE		1,082	0	0
SILVERBOW RESOURCES INC COM NPV	COMMON	82836G102	2	79	SH		SOLE		79	0	0
SILVERCORP METALS INC COM	COMMON	82835P103	179	32,597	SH		SOLE		32,597	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	19	1,244	SH		SOLE		1,244	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	42,859	328,479	SH		OTR		242,232	86,247	0
SIMPSON MANUFACTURING INC COM NPV	COMMON	829073105	17	151	SH		SOLE		151	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	217	3,953	SH		SOLE		3,953	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	10	302	SH		SOLE		302	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	548	23,422	SH		SOLE		23,422	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	71	10,867	SH		SOLE		10,867	0	0
SITE CENTERS CORP COM USD.1	COMMON	82981J109	18	1,171	SH		SOLE		1,171	0	0
SITEONE LANDSCAPE SUPPLY INC COM USD.01	COMMON	82982L103	62	364	SH		SOLE		364	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	1,329	42,321	SH		SOLE		42,321	0	0
SKECHERS U S A INC CL A COM USD.001	COMMON	830566105	2	32	SH		SOLE		32	0	0
SKYLINE CHAMPION CORP COM USD.0277	COMMON	830830105	98	1,839	SH		SOLE		1,839	0	0
SKYWORKS SOLUTIONS INC COM USD.25	COMMON	83088M102	1,546	8,065	SH		SOLE		8,065	0	0
SL GREEN REALTY CORP COM USD.01	COMMON	78440X804	1,117	13,961	SH		SOLE		13,961	0	0
SLACK TECHNOLOGIES INC COM CL A USD0.0001	COMMON	83088V102	66	1,492	SH		SOLE		1,492	0	0
SLEEP NUMBER CORP COM USD.01	COMMON	83125X103	821	7,474	SH		SOLE		7,474	0	0
SLM CORP COM USD.2 VTG	COMMON	78442P106	584	27,885	SH		SOLE		27,885	0	0
SM ENERGY CO COM USD.01	COMMON	78454L100	3	132	SH		SOLE		132	0	0
SMART GLOBAL HOLDINGS INC Ordinary Shares	COMMON	G8232Y101	45	938	SH		SOLE		938	0	0
SMART SAND INC COM USD.001	COMMON	83191H107	556	167,031	SH		SOLE		167,031	0	0
SMARTSHEET INC COM CL A	COMMON	83200N103	37	506	SH		SOLE		506	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	305	7,016	SH		SOLE		7,016	0	0
SMITH & WESSON BRANDS INC COM USD.001	COMMON	831754106	770	22,188	SH		SOLE		22,188	0	0
SMITH (A.O.) COM USD1	COMMON	831865209	22	300	SH		SOLE		300	0	0
SMITH-MIDLAND CORP COM USD.01	COMMON	832156103	406	17,186	SH		SOLE		17,186	0	0
SMUCKER (JM) CO COM NPV	COMMON	832696405	34,166	263,686	SH		OTR		185,690	77,996	0
SNAP-ON INC COM USD1	COMMON	833034101	1,665	7,450	SH		SOLE		7,450	0	0
SNOWFLAKE INC COM CL A USD0.0001	COMMON	833445109	5	19	SH		SOLE		19	0	0
SOLAREDGE TECHNOLOGIES INC COM USD0.0001	COMMON	83417M104	81	293	SH		SOLE		293	0	0
SOLARIS OILFIELD IF INC CL A COM USD0.01	COMMON	83418M103	152	15,578	SH		SOLE		15,578	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	5	82	SH		SOLE		82	0	0
SONOS INC COM	COMMON	83570H108	266	7,550	SH		SOLE		7,550	0	0
SONY GROUP CORPORATION ADR	COMMON	835699307	5,407	55,613	SH		SOLE		55,613	0	0
SORRENTO THERAPEUTICS INC COM USD0.0001	COMMON	83587F202	106	10,901	SH		SOLE		10,901	0	0
SOUTH STATE CORP COM USD5	COMMON	840441109	1	14	SH		SOLE		14	0	0
SOUTHERN CO COM USD5	COMMON	842587107	679	11,229	SH		SOLE		11,229	0	0
SOUTHERN COPPER CORP COM USD.01	COMMON	84265V105	4	65	SH		SOLE		65	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	1,208	22,758	SH		SOLE		22,758	0	0
SOUTHWESTERN ENERGY CO COM USD2.5	COMMON	845467109	11	1,912	SH		SOLE		1,912	0	0
SPARTANNASH CO COM NPV	COMMON	847215100	367	19,009	SH		SOLE		19,009	0	0
SPDR BBG BARC CONVERTIBLE	COMMON	78464A359	17	200	SH		SOLE		200	0	0
SPDR BBG BARC EM LOCAL BOND	COMMON	78464A391	0	6	SH		SOLE		6	0	0
SPDR DJIA TRUST	COMMON	78467X109	172	500	SH		SOLE		500	0	0
SPDR GOLD SHARES	COMMON	78463V107	2	11	SH		SOLE		11	0	0
SPDR NUV BBG BARC MUNI BOND	COMMON	78468R721	14	270	SH		SOLE		270	0	0
SPDR S&P 500 ETF TRUST	COMMON	78462F103	9,832	22,968	SH		SOLE		22,968	0	0
SPDR S&P HOMEBUILDERS ETF	COMMON	78464A888	29	400	SH		SOLE		400	0	0
SPDR SERIES TRUST S&P 600 SMCP VAL	COMMON	78464A300	20	235	SH		SOLE		235	0	0
SPDR SERIES TRUST S&P BIOTECH	COMMON	78464A870	0	0	SH		SOLE		0	0	0
SPDR SERIES TRUST S&P REGL BKG	COMMON	78464A698	26	400	SH		SOLE		400	0	0
SPECTRUM BRND HLDG INC COM USD.25	COMMON	84790A105	185	2,171	SH		SOLE		2,171	0	0
SPIRE INC COM USD2	COMMON	84857L101	1	17	SH		SOLE		17	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	1	24	SH		SOLE		24	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	8	159	SH		SOLE		159	0	0
SPLUNK INC COM USD.001	COMMON	848637104	31	213	SH		SOLE		213	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	241	13,563	SH		SOLE		13,563	0	0
SPOTIFY TECHNOLOGY SA COM	COMMON	L8681T102	85	308	SH		SOLE		308	0	0
SPRINGWORKS THERAPEUTICS INC COM	COMMON	85205L107	66	797	SH		SOLE		797	0	0
SPROTT INC COM	COMMON	852066208	1	23	SH		SOLE		23	0	0
SPROTT PHYSICAL GOLD & SILVE TR UNIT	COMMON	85208R101	3	139	SH		SOLE		139	0	0
SPROUT SOCIAL INC COM CL A	COMMON	85209W109	150	1,677	SH		SOLE		1,677	0	0
SPROUTS FARMERS MARKET COM USD.001	COMMON	85208M102	430	17,306	SH		SOLE		17,306	0	0
SPRT OF TXS BNCSR INC COM	COMMON	84861D103	59	2,571	SH		SOLE		2,571	0	0
SPS COMMERCE INC COM USD.001	COMMON	78463M107	226	2,268	SH		SOLE		2,268	0	0
SPX CORP COM USD1	COMMON	784635104	1,210	19,825	SH		SOLE		19,825	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	1	8	SH		SOLE		8	0	0
SQUARE INC CL A COM USD.0000001	COMMON	852234103	983	4,034	SH		SOLE		4,034	0	0
SS&C TECHNOLOGIES HLDGS INC COM USD.01	COMMON	78467J100	15	207	SH		SOLE		207	0	0
ST JOE CO COM USD100	COMMON	790148100	37	828	SH		SOLE		828	0	0
STAAR SURGICAL CO COM USD.01	COMMON	852312305	478	3,139	SH		SOLE		3,139	0	0
STAG INDUSTRIAL INC COM USD.01	COMMON	85254J102	1	19	SH		SOLE		19	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	67	336	SH		SOLE		336	0	0
STANDARD MOTOR PRODS CL A COM USD2	COMMON	853666105	63	1,443	SH		SOLE		1,443	0	0
STANLEY BLACK & DECKER INC COM USD2.5	COMMON	854502101	140	685	SH		SOLE		685	0	0
STANTEC INC COM NPV	COMMON	85472N109	6,028	135,016	SH		SOLE		135,016	0	0
STANTEC INC COM NPV	COMMON	85472N109	1,402	31,410	SH		SOLE		31,410	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	3,745	33,493	SH		SOLE		33,493	0	0
STARRETT (L.S.) CO -CL A CL A COM USD1	COMMON	855668109	1	108	SH		SOLE		108	0	0
STARWOOD PROPERTY TRUST INC COM USD.01	COMMON	85571B105	5,340	204,125	SH		SOLE		204,125	0	0
STATE STREET CORP COM USD1	COMMON	857477103	10,747	130,615	SH		OTR		97,353	33,262	0
STEEL CONNECT INC COM USD.01	COMMON	858098106	92	46,101	SH		SOLE		46,101	0	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	49	818	SH		SOLE		818	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	42	2,806	SH		SOLE		2,806	0	0
STELLANTIS NV SPON ADR	COMMON	N82405106	949	48,161	SH		SOLE		48,161	0	0
STEPAN CO COM USD1	COMMON	858586100	24	197	SH		SOLE		197	0	0
STERICYCLE INC COM USD.01	COMMON	858912108	13	185	SH		SOLE		185	0	0
STERIS PLC COM NPV	COMMON	G8473T100	1,125	5,452	SH		SOLE		5,452	0	0
STERLING BANCORP COM USD.1	COMMON	85917A100	86	3,485	SH		SOLE		3,485	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	14	595	SH		SOLE		595	0	0
STEWART INFORMATION SERVICES COM USD1	COMMON	860372101	4	70	SH		SOLE		70	0	0
STIFEL FINANCIAL CORP COM USD.15	COMMON	860630102	501	7,731	SH		SOLE		7,731	0	0
STITCH FIX INC CL A COM USD.00002	COMMON	860897107	88	1,464	SH		SOLE		1,464	0	0
STMICROELECTRONICS NV ADR	COMMON	861012102	89	2,437	SH		SOLE		2,437	0	0
STOCK YARDS BANCORP INC COM NPV	COMMON	861025104	4	79	SH		SOLE		79	0	0
STOKE THERAPEUTICS INC COM	COMMON	86150R107	22	640	SH		SOLE		640	0	0
STONECO LTD COM CL A	COMMON	G85158106	374	5,578	SH		SOLE		5,578	0	0
STORE CAPITAL CORP COM USD.01	COMMON	862121100	19	544	SH		SOLE		544	0	0
STRATEGIC EDUCATION INC COM USD.01	COMMON	86272C103	99	1,306	SH		SOLE		1,306	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	488	10,969	SH		SOLE		10,969	0	0
STRIDE INC COM USD.0001	COMMON	86333M108	25	788	SH		SOLE		788	0	0
STRONGBRIDGE BIOPHARMA PLC ORD USD.01	COMMON	G85347105	1	186	SH		SOLE		186	0	0
STRYKER CORP COM USD10	COMMON	863667101	1,308	5,035	SH		SOLE		5,035	0	0
STURM RUGER & CO INC COM USD1	COMMON	864159108	399	4,434	SH		SOLE		4,434	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	3,356	487,144	SH		SOLE		487,144	0	0
SUMMIT HOTEL PROPERTIES INC COM USD.01	COMMON	866082100	179	19,145	SH		SOLE		19,145	0	0
SUN COMMUNITIES INC COM USD.01	COMMON	866674104	21	123	SH		SOLE		123	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	8,822	170,995	SH		SOLE		170,995	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	2,944	57,116	SH		SOLE		57,116	0	0
SUNCOKE ENERGY INC COM USD.01	COMMON	86722A103	533	74,690	SH		SOLE		74,690	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	9,806	409,197	SH		SOLE		409,197	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	906	37,795	SH		SOLE		37,795	0	0
SUNOPTA INC COM NPV	COMMON	8676EP108	1	111	SH		SOLE		111	0	0
SUNOPTA INC COM NPV	COMMON	8676EP108	2	144	SH		SOLE		144	0	0
SUNPOWER CORP COM USD.001	COMMON	867652406	95	3,260	SH		SOLE		3,260	0	0
SUNRUN INC COM USD0.0001	COMMON	86771W105	352	6,307	SH		SOLE		6,307	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	87	7,035	SH		SOLE		7,035	0	0
SUNWORKS INC COM USD.001	COMMON	86803X204	1	129	SH		SOLE		129	0	0
SUPERIOR GROUP OF COS INC COM USD1	COMMON	868358102	43	1,800	SH		SOLE		1,800	0	0
SUPERIOR INDUSTRIES INTL COM USD.5	COMMON	868168105	117	13,516	SH		SOLE		13,516	0	0
SURFACE ONCOLOGY INC COM USD 0.0001	COMMON	86877M209	1	106	SH		SOLE		106	0	0
SURGERY PARTNERS INC COM USD.01	COMMON	86881A100	235	3,525	SH		SOLE		3,525	0	0
SURMODICS INC COM USD.05	COMMON	868873100	14	265	SH		SOLE		265	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	139	249	SH		SOLE		249	0	0
SYKES ENTERPRISES INC COM USD.01	COMMON	871237103	2,491	46,393	SH		SOLE		46,393	0	0
SYNAPTICS INC COM NPV	COMMON	87157D109	781	5,023	SH		SOLE		5,023	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	103,743	2,138,289	SH		OTR		1,646,817	491,472	0
SYNEOS HEALTH INC CL A COM NPV	COMMON	87166B102	139	1,556	SH		SOLE		1,556	0	0
SYNNEX CORP COM USD.001	COMMON	87162W100	2,976	24,445	SH		SOLE		24,445	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	2,992	10,851	SH		SOLE		10,851	0	0
SYNOVUS FINANCIAL CORP COM USD2.5	COMMON	87161C501	3	60	SH		SOLE		60	0	0
SYSCO CORP COM USD1	COMMON	871829107	1,582	20,351	SH		SOLE		20,351	0	0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR	COMMON	874039100	11,212	93,312	SH		SOLE		93,312	0	0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR	COMMON	874060205	894	53,107	SH		SOLE		53,107	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	25	140	SH		SOLE		140	0	0
TAKUNG ART CO LTD COM	COMMON	87407Q207	2	91	SH		SOLE		91	0	0
TAL EDUCATION GROUP ADS	COMMON	874080104	30	1,180	SH		SOLE		1,180	0	0
TANDEM DIABETES CARE INC COM USD.001	COMMON	875372203	50	515	SH		SOLE		515	0	0
TANGER FACTORY OUTLET CTRS COM USD.01	COMMON	875465106	2	114	SH		SOLE		114	0	0
TAPESTRY INC COM USD.01	COMMON	876030107	3,933	90,448	SH		SOLE		90,448	0	0
TARGA RESOURCES CORP COM USD.001	COMMON	87612G101	99	2,234	SH		SOLE		2,234	0	0
TARGET CORP COM USD1	COMMON	87612E106	27,881	115,364	SH		SOLE		115,364	0	0
TASEKO MINES LTD COM NPV	COMMON	876511106	52	24,398	SH		SOLE		24,398	0	0
TASEKO MINES LTD COM NPV	COMMON	876511106	1	238	SH		SOLE		238	0	0
TATA MOTORS LTD SPONSORED ADR	COMMON	876568502	46	2,036	SH		SOLE		2,036	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	11,725	236,812	SH		SOLE		236,812	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	377	7,613	SH		SOLE		7,613	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	77	570	SH		SOLE		570	0	0
TEAM INC COM USD.3	COMMON	878155100	1	184	SH		SOLE		184	0	0
TECHNOLOGY SELECT SECT SPDR	COMMON	81369Y803	983	6,655	SH		SOLE		6,655	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	123	1,589	SH		SOLE		1,589	0	0
TECK RESOURCES LTD Cl B Com Npv Svtg	COMMON	878742204	3	141	SH		SOLE		141	0	0
TECK RESOURCES LTD CL B COM NPV SVTG	COMMON	878742204	2,889	125,381	SH		SOLE		125,381	0	0
TECNOGLASS INC ORD USD.0001	COMMON	G87264100	2	94	SH		SOLE		94	0	0
TEEKAY TANKERS LTD COM USD.01	COMMON	Y8565N300	670	46,488	SH		SOLE		46,488	0	0
TEGNA INC COM USD1	COMMON	87901J105	140	7,439	SH		SOLE		7,439	0	0
TEKLA LIFE SCIENCES INVS SH BEN INT	COMMON	87911K100	7	329	SH		SOLE		329	0	0
TELADOC HEALTH INC COM USD.001	COMMON	87918A105	14	87	SH		SOLE		87	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	47	113	SH		SOLE		113	0	0
TELEFLEX INC COM USD1	COMMON	879369106	35	86	SH		SOLE		86	0	0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR	COMMON	294821608	412	32,725	SH		SOLE		32,725	0	0
TELEFONICA BRASIL SA ADS COMMON	COMMON	87936R205	3,536	416,039	SH		SOLE		416,039	0	0
TELEFONICA SA ADR	COMMON	879382208	471	100,231	SH		SOLE		100,231	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	811	37,448	SH		SOLE		37,448	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	12	508	SH		SOLE		508	0	0
TELOS CORP/MD COM USD0.001	COMMON	87969B101	17	489	SH		SOLE		489	0	0
TELUS CORP COM NPV	COMMON	87971M103	6,089	271,385	SH		SOLE		271,385	0	0
TEMPUR SEALY INTL INC COM USD.01	COMMON	88023U101	48	1,219	SH		SOLE		1,219	0	0
TENABLE HOLDINGS INC COM	COMMON	88025T102	198	4,801	SH		SOLE		4,801	0	0
TENARIS SA SPONSORED ADR	COMMON	88031M109	4	194	SH		SOLE		194	0	0
TENET HEALTHCARE CORP COM USD.15	COMMON	88033G407	1,021	15,237	SH		SOLE		15,237	0	0
TENNANT CO COM USD.375	COMMON	880345103	4	48	SH		SOLE		48	0	0
TERADATA CORP COM USD.01	COMMON	88076W103	1,738	34,788	SH		SOLE		34,788	0	0
TERADYNE INC COM USD.125	COMMON	880770102	912	6,809	SH		SOLE		6,809	0	0
TEREX CORP COM USD.01	COMMON	880779103	1	26	SH		SOLE		26	0	0
TERMINIX GLOBAL HOLDINGS INC COM USD.01	COMMON	88087E100	2	44	SH		SOLE		44	0	0
TERNIUM SA -ADR ADS USD	COMMON	880890108	2,350	61,091	SH		SOLE		61,091	0	0
TERRENO REALTY CORP COM USD.01	COMMON	88146M101	4	56	SH		SOLE		56	0	0
TESLA INC COM USD.001	COMMON	88160R101	7,925	11,660	SH		SOLE		11,660	0	0
TESSCO TECHNOLOGIES INC COM USD.01	COMMON	872386107	1	143	SH		SOLE		143	0	0
TETRA TECH INC COM USD.01	COMMON	88162G103	1,433	11,746	SH		SOLE		11,746	0	0
TETRA TECHNOLOGIES INC/DE COM USD.01	COMMON	88162F105	415	95,637	SH		SOLE		95,637	0	0
TEVA PHARMACEUTICALS ADR	COMMON	881624209	11	1,141	SH		SOLE		1,141	0	0
TEXAS CAPITAL BANCSHARES INC COM	COMMON	88224Q107	1	10	SH		SOLE		10	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	22,102	114,967	SH		SOLE		114,967	0	0
TEXAS PACIFIC LAND CORP COM	COMMON	88262P102	2,008	1,255	SH		SOLE		1,255	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	456	4,742	SH		SOLE		4,742	0	0
TEXTRON INC COM USD.125	COMMON	883203101	964	14,023	SH		SOLE		14,023	0	0
TFF PHARMACEUTICALS INC COM USD0.001	COMMON	87241J104	0	28	SH		SOLE		28	0	0
TFI INTERNATIONAL INC COM	COMMON	87241L109	10,971	120,110	SH		SOLE		120,110	0	0
TFI INTERNATIONAL INC COM	COMMON	87241L109	2,743	30,077	SH		SOLE		30,077	0	0
TG THERAPEUTICS INC COM USD.001	COMMON	88322Q108	241	6,228	SH		SOLE		6,228	0	0
THE SHYFT GROUP INC COM NPV	COMMON	825698103	115	3,067	SH		SOLE		3,067	0	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	5,196	10,301	SH		SOLE		10,301	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	4,694	47,232	SH		SOLE		47,232	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	954	9,607	SH		SOLE		9,607	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	170	1,502	SH		SOLE		1,502	0	0
TILE SHOP HOLDINGS INC COM USD0.0001	COMMON	88677Q109	227	28,201	SH		SOLE		28,201	0	0
TILRAY INC COM CL 2	COMMON	88688T100	0	3	SH		SOLE		3	0	0
TIM SA ADR	COMMON	88706T108	1,730	150,176	SH		SOLE		150,176	0	0
TIMKEN CO COM NPV	COMMON	887389104	628	7,796	SH		SOLE		7,796	0	0
TIMKENSTEEL CORP COM NPV	COMMON	887399103	1	54	SH		SOLE		54	0	0
TITAN INTERNATIONAL INC COM NPV	COMMON	88830M102	1	116	SH		SOLE		116	0	0
TITAN MACHINERY INC COM USD.00001	COMMON	88830R101	20	646	SH		SOLE		646	0	0
TJX COS INC (THE) COM USD1	COMMON	872540109	1,534	22,750	SH		SOLE		22,750	0	0
T-MOBILE US INC COM	COMMON	872590104	2,436	16,820	SH		SOLE		16,820	0	0
TOLL BROTHERS INC COM USD.01	COMMON	889478103	217	3,750	SH		SOLE		3,750	0	0
TOMPKINS FINANCIAL CORP COM NPV	COMMON	890110109	0	6	SH		SOLE		6	0	0
TOPBUILD CORP COM USD1	COMMON	89055F103	1,836	9,285	SH		SOLE		9,285	0	0
TORM PLC COM CL A	COMMON	G89479102	13	1,426	SH		SOLE		1,426	0	0
TORO CO COM USD1	COMMON	891092108	160	1,453	SH		SOLE		1,453	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	14,381	205,105	SH		SOLE		205,105	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	2,978	42,514	SH		SOLE		42,514	0	0
TOTALENERGIES SE SPON ADR	COMMON	89151E109	2,161	47,755	SH		SOLE		47,755	0	0
TOWER SEMICONDUCTOR LTD ORD NIS1	COMMON	M87915274	62	2,110	SH		SOLE		2,110	0	0
TOWNEBANK COM	COMMON	89214P109	6	202	SH		SOLE		202	0	0
TOYOTA MOTOR CORP ADR	COMMON	892331307	3,900	22,307	SH		SOLE		22,307	0	0
TPI COMPOSITES INC COM USD.01	COMMON	87266J104	33	678	SH		SOLE		678	0	0
TRACON PHARMACEUTICALS INC COM USD.001	COMMON	89237H209	1	182	SH		SOLE		182	0	0
TRACTOR SUPPLY CO COM USD.008	COMMON	892356106	385	2,068	SH		SOLE		2,068	0	0
TRADE DESK INC CL A COM USD.000001	COMMON	88339J105	161	2,084	SH		SOLE		2,084	0	0
TRANE TECHNOLOGIES PLC COM USD2	COMMON	G8994E103	1,631	8,857	SH		SOLE		8,857	0	0
TRANSALTA CORP COM NPV	COMMON	89346D107	804	80,641	SH		SOLE		80,641	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	49	869	SH		SOLE		869	0	0
TRANSDIGM GROUP INC COM USD.01	COMMON	893641100	241	373	SH		SOLE		373	0	0
TRANSLATE BIO INC COM	COMMON	89374L104	125	4,525	SH		SOLE		4,525	0	0
TRANSMEDICS GROUP INC COM	COMMON	89377M109	44	1,318	SH		SOLE		1,318	0	0
TRANSOCEAN LTD COM USD.01	COMMON	H8817H100	1	195	SH		SOLE		195	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	446	4,058	SH		SOLE		4,058	0	0
TRAVEL PLUS LEISURE CO COM USD	COMMON	894164102	1,514	25,474	SH		SOLE		25,474	0	0
TRAVELERS COS INC COM	COMMON	89417E109	8,977	59,968	SH		SOLE		59,968	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	84	5,673	SH		SOLE		5,673	0	0
TRAVERE THERAPEUTICS INC COM	COMMON	89422G107	43	2,980	SH		SOLE		2,980	0	0
TRECORA RESOURCES COM USD.1	COMMON	894648104	1	76	SH		SOLE		76	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	0	26	SH		SOLE		26	0	0
TREEHOUSE FOODS INC COM	COMMON	89469A104	11	244	SH		SOLE		244	0	0
TREX CO INC COM USD.01	COMMON	89531P105	81	793	SH		SOLE		793	0	0
TRI POINTE HOMES INC COM USD.01	COMMON	87265H109	329	15,348	SH		SOLE		15,348	0	0
TRICO BANCSHARES COM NPV	COMMON	896095106	5	106	SH		SOLE		106	0	0
TRIMBLE INC COM NPV	COMMON	896239100	1,964	24,005	SH		SOLE		24,005	0	0
TRINET GROUP INC COM USD.000025	COMMON	896288107	55	754	SH		SOLE		754	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	92	1,538	SH		SOLE		1,538	0	0
TRIP COM GROUP LTD ADR	COMMON	89677Q107	166	4,694	SH		SOLE		4,694	0	0
TRIPLE-S MANAGEMENT CORP CL B COM USD1.	COMMON	896749108	13	574	SH		SOLE		574	0	0
TRITON INTERNATIONAL LTD COM USD0.01	COMMON	G9078F107	1	17	SH		SOLE		17	0	0
TRONOX HOLDINGS PLC CL A ORD USD.01	COMMON	G9087Q102	53	2,379	SH		SOLE		2,379	0	0
TRUEBLUE INC COM NPV	COMMON	89785X101	212	7,538	SH		SOLE		7,538	0	0
TRUIST FINANCIAL CORP COM USD5	COMMON	89832Q109	1,296	23,356	SH		SOLE		23,356	0	0
TRUPANION INC COM USD.00001	COMMON	898202106	251	2,182	SH		SOLE		2,182	0	0
TRUSTMARK CORP COM NPV	COMMON	898402102	23	757	SH		SOLE		757	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	540	5,235	SH		SOLE		5,235	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	46	3,246	SH		SOLE		3,246	0	0
TUPPERWARE BRANDS CORP COM USD.01	COMMON	899896104	33	1,405	SH		SOLE		1,405	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	34	750	SH		SOLE		750	0	0
TURNING POINT THERAPE INC COM	COMMON	90041T108	157	2,017	SH		SOLE		2,017	0	0
TURQUOISE HILL RESOURCES LTD COM NPV	COMMON	900435207	314	18,611	SH		SOLE		18,611	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	349	10,938	SH		SOLE		10,938	0	0
TWILIO INC CL A COM USD0.001	COMMON	90138F102	300	762	SH		SOLE		762	0	0
TWIN DISC INC COM NPV	COMMON	901476101	1	65	SH		SOLE		65	0	0
TWIST BIOSCIENCE CORP COM	COMMON	90184D100	287	2,156	SH		SOLE		2,156	0	0
TWITTER INC COM USD.000005	COMMON	90184L102	260	3,783	SH		SOLE		3,783	0	0
TYLER TECHNOLOGIES INC COM USD.01	COMMON	902252105	25	55	SH		SOLE		55	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	8,438	114,394	SH		SOLE		114,394	0	0
U S CONCRETE INC COM NEW USD.001	COMMON	90333L201	1	9	SH		SOLE		9	0	0
U S GLOBAL INVESTORS INC CL A COM USD.05	COMMON	902952100	69	11,168	SH		SOLE		11,168	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	83	595	SH		SOLE		595	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	818	16,315	SH		SOLE		16,315	0	0
UBIQUITI INC COM USD0.001	COMMON	90353W103	38	122	SH		SOLE		122	0	0
UBS GROUP AG ORD SHRS	COMMON	H42097107	1,180	76,940	SH		SOLE		76,940	0	0
UDR INC COM USD.01	COMMON	902653104	6	122	SH		SOLE		122	0	0
UFP INDUSTRIES INC COM NPV	COMMON	90278Q108	305	4,105	SH		SOLE		4,105	0	0
UFP TECHNOLOGIES INC COM USD.01	COMMON	902673102	377	6,573	SH		SOLE		6,573	0	0
UGI CORP COM USD4.5	COMMON	902681105	7	150	SH		SOLE		150	0	0
ULTA BEAUTY INC COM USD.0158	COMMON	90384S303	83	241	SH		SOLE		241	0	0
ULTRA CLEAN HOLDINGS INC COM USD.01	COMMON	90385V107	196	3,652	SH		SOLE		3,652	0	0
ULTRAGENYX PHARMACEUTICAL COM USD.001	COMMON	90400D108	383	4,018	SH		SOLE		4,018	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	6	733	SH		SOLE		733	0	0
UMB FINANCIAL CORP COM USD12.5	COMMON	902788108	6	63	SH		SOLE		63	0	0
UMH PROPERTIES INC COM USD.1	COMMON	903002103	208	9,539	SH		SOLE		9,539	0	0
UMPQUA HOLDINGS CORP COM USD.833	COMMON	904214103	112	6,076	SH		SOLE		6,076	0	0
UNDER ARMOUR INC CL A COM USD.000333	COMMON	904311107	3	137	SH		SOLE		137	0	0
UNDER ARMOUR INC CL C COM USD0.000333	COMMON	904311206	4	223	SH		SOLE		223	0	0
UNIFIRST CORP COM USD.1	COMMON	904708104	6	26	SH		SOLE		26	0	0
UNILEVER PLC ADR	COMMON	904767704	1,820	31,105	SH		SOLE		31,105	0	0
UNION BANKSHARES INC COM USD2.0	COMMON	905400107	2	46	SH		SOLE		46	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	3,758	17,089	SH		SOLE		17,089	0	0
UNISYS CORP COM USD.01	COMMON	909214306	20	798	SH		SOLE		798	0	0
UNITED AIRLINES HOLDINGS INC COM NEW	COMMON	910047109	18	344	SH		SOLE		344	0	0
UNITED BANCSHARES INC/OH COM USD1.0	COMMON	909458101	1	28	SH		SOLE		28	0	0
UNITED BANKSHARES INC/WV COM NPV	COMMON	909907107	1	27	SH		SOLE		27	0	0
UNITED COMMUNITY BANKS INC COM USD1	COMMON	90984P303	5	147	SH		SOLE		147	0	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	8,003	846,846	SH		SOLE		846,846	0	0
UNITED NATURAL FOODS INC COM USD.01	COMMON	911163103	16	437	SH		SOLE		437	0	0
UNITED PARCEL SERVICE INC CL B COM USD.01	COMMON	911312106	2,235	10,745	SH		SOLE		10,745	0	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	11,005	34,501	SH		SOLE		34,501	0	0
UNITED STATES STEEL CORP COM NPV	COMMON	912909108	2	87	SH		SOLE		87	0	0
UNITED THERAPEUTICS CORP COM USD.01	COMMON	91307C102	824	4,593	SH		SOLE		4,593	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	8,019	20,025	SH		SOLE		20,025	0	0
UNITI GROUP INC COM USD.0001	COMMON	91325V108	200	18,928	SH		SOLE		18,928	0	0
UNITY SOFTWARE INC COM USD.000005	COMMON	91332U101	8	75	SH		SOLE		75	0	0
UNIVAR SOLUTIONS INC COM USD.01	COMMON	91336L107	5	203	SH		SOLE		203	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	7	125	SH		SOLE		125	0	0
UNIVERSAL DISPLAY CORP COM USD.01	COMMON	91347P105	52	232	SH		SOLE		232	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	405	2,767	SH		SOLE		2,767	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	0	12	SH		SOLE		12	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	241	10,356	SH		SOLE		10,356	0	0
UNIVERSAL TECHNICAL INST COM USD.0001	COMMON	913915104	7	1,008	SH		SOLE		1,008	0	0
UNUM GROUP COM USD.1	COMMON	91529Y106	392	13,825	SH		SOLE		13,825	0	0
UPWORK INC COM	COMMON	91688F104	328	5,627	SH		SOLE		5,627	0	0
URBAN EDGE PROPERTIES COM USD0.01	COMMON	91704F104	16	847	SH		SOLE		847	0	0
URBAN OUTFITTERS INC COM USD.0001	COMMON	917047102	4	85	SH		SOLE		85	0	0
URSTADT BIDDLE PROPERTIES CL A COM USD.01	COMMON	917286205	741	38,246	SH		SOLE		38,246	0	0
US BANCORP COM USD5	COMMON	902973304	10,529	184,869	SH		OTR		180,104	4,765	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	9	242	SH		SOLE		242	0	0
US WELL SERVICES INC COM	COMMON	91274U101	0	377	SH		SOLE		377	0	0
US XPRESS ENTRPRS INC COM CL A	COMMON	90338N202	0	56	SH		SOLE		56	0	0
USA TRUCK INC COM USD.01	COMMON	902925106	482	30,004	SH		SOLE		30,004	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	781	7,628	SH		SOLE		7,628	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	164	1,927	SH		SOLE		1,927	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	21	6,527	SH		SOLE		6,527	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	20	63	SH		SOLE		63	0	0
VALE SA SPONSORED ADR	COMMON	91912E105	2,422	106,203	SH		SOLE		106,203	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	6,134	78,570	SH		OTR		65,011	13,559	0
VALHI INC COM USD1	COMMON	918905209	4	156	SH		SOLE		156	0	0
VALLEY NATIONAL BANCORP COM USD2.5	COMMON	919794107	0	25	SH		SOLE		25	0	0
VALMONT INDUSTRIES INC COM USD1	COMMON	920253101	188	798	SH		SOLE		798	0	0
VALVOLINE INC COM USD.01	COMMON	92047W101	1	24	SH		SOLE		24	0	0
VANECK GOLD MINERS	COMMON	92189F106	1	25	SH		SOLE		25	0	0
VANECK HIGH-YIELD MUNICIPAL	COMMON	92189H409	1	9	SH		SOLE		9	0	0
VANECK PRFD SEC EX FINANCIAL	COMMON	92189F429	6	275	SH		SOLE		275	0	0
VANGUARD CONSUMER STAPLE ETF	COMMON	92204A207	365	2,002	SH		SOLE		2,002	0	0
VANGUARD DIVIDEND APPREC ETF	COMMON	921908844	6,707	43,332	SH		SOLE		43,332	0	0
VANGUARD FINANCIALS ETF	COMMON	92204A405	9	103	SH		SOLE		103	0	0
VANGUARD FTSE DEVELOPED ETF	COMMON	921943858	204	3,955	SH		SOLE		3,955	0	0
VANGUARD FTSE EUROPE ETF	COMMON	922042874	16	239	SH		SOLE		239	0	0
VANGUARD GROWTH ETF	COMMON	922908736	362	1,261	SH		SOLE		1,261	0	0
VANGUARD HEALTH CARE ETF	COMMON	92204A504	207	839	SH		SOLE		839	0	0
VANGUARD HIGH DVD YIELD ETF	COMMON	921946406	314	3,000	SH		SOLE		3,000	0	0
VANGUARD INDEX FDS SM CP VAL ETF	COMMON	922908611	529	3,045	SH		SOLE		3,045	0	0
VANGUARD INFO TECH ETF	COMMON	92204A702	674	1,691	SH		SOLE		1,691	0	0
VANGUARD INT DIV APP INDX FD	COMMON	921946810	220	2,519	SH		SOLE		2,519	0	0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US	COMMON	922042775	670	10,570	SH		SOLE		10,570	0	0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF	COMMON	922042858	759	13,966	SH		SOLE		13,966	0	0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF	COMMON	922042718	5	34	SH		SOLE		34	0	0
VANGUARD MEGA CAP ETF	COMMON	921910873	468	3,075	SH		SOLE		3,075	0	0
VANGUARD MEGA CAP GROWTH ETF	COMMON	921910816	23	100	SH		SOLE		100	0	0
VANGUARD MID-CAP ETF	COMMON	922908629	795	3,349	SH		SOLE		3,349	0	0
VANGUARD MID-CAP GROWTH ETF	COMMON	922908538	28	118	SH		SOLE		118	0	0
VANGUARD MID-CAP VALUE ETF	COMMON	922908512	222	1,581	SH		SOLE		1,581	0	0
VANGUARD REAL ESTATE ETF	COMMON	922908553	103	1,016	SH		SOLE		1,016	0	0
VANGUARD S&P 500 ETF	COMMON	922908363	1,197	3,042	SH		SOLE		3,042	0	0
VANGUARD SHORT-TERM BOND ETF	COMMON	921937827	8	100	SH		SOLE		100	0	0
VANGUARD SMALL-CAP ETF	COMMON	922908751	589	2,613	SH		SOLE		2,613	0	0
VANGUARD SMALL-CAP GRWTH ETF	COMMON	922908595	25	86	SH		SOLE		86	0	0
VANGUARD TAX-EXEMPT BOND ETF	COMMON	922907746	190	3,444	SH		SOLE		3,444	0	0
VANGUARD TOT WORLD STK ETF	COMMON	922042742	606	5,850	SH		SOLE		5,850	0	0
VANGUARD TOTAL STOCK MKT ETF	COMMON	922908769	3,061	13,738	SH		SOLE		13,738	0	0
VANGUARD VALUE ETF	COMMON	922908744	2,027	14,745	SH		SOLE		14,745	0	0
VAREX IMAGING CORP COM USD0.01	COMMON	92214X106	0	12	SH		SOLE		12	0	0
VARONIS SYSTEMS INC COM USD.001	COMMON	922280102	362	6,281	SH		SOLE		6,281	0	0
VAXCYTE INC COM	COMMON	92243G108	10	426	SH		SOLE		426	0	0
VECTOR GROUP LTD COM USD1	COMMON	92240M108	311	22,014	SH		SOLE		22,014	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	5,608	394,919	SH		SOLE		394,919	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	248	799	SH		SOLE		799	0	0
VENTAS INC COM USD.25	COMMON	92276F100	22,224	389,210	SH		OTR		290,964	98,246	0
VEON LTD ADR	COMMON	91822M106	266	145,517	SH		SOLE		145,517	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	76	6,139	SH		SOLE		6,139	0	0
VERACYTE INC COM USD.001	COMMON	92337F107	165	4,130	SH		SOLE		4,130	0	0
VERASTEM INC COM USD.0001	COMMON	92337C104	77	18,883	SH		SOLE		18,883	0	0
VEREIT INC CL A COM USD.01	COMMON	92339V308	64	1,393	SH		SOLE		1,393	0	0
VERICEL CORP COM NPV	COMMON	92346J108	316	6,024	SH		SOLE		6,024	0	0
VERINT SYSTEMS INC COM USD.001	COMMON	92343X100	7	162	SH		SOLE		162	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	84	367	SH		SOLE		367	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	291	1,666	SH		SOLE		1,666	0	0
VERITIV CORP COM USD0.01	COMMON	923454102	1,385	22,550	SH		SOLE		22,550	0	0
VERITONE INC COM USD0.001	COMMON	92347M100	27	1,349	SH		SOLE		1,349	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	26,950	481,146	SH		SOLE		481,146	0	0
VERTEX ENERGY INC COM USD.001	COMMON	92534K107	6	448	SH		SOLE		448	0	0
VERTEX PHARMACEUTICALS INC COM USD.01	COMMON	92532F100	187	925	SH		SOLE		925	0	0
VERTIV HOLDINGS CO COM CL A	COMMON	92537N108	56	2,051	SH		SOLE		2,051	0	0
VERU INC COM USD.01	COMMON	92536C103	32	3,914	SH		SOLE		3,914	0	0
VF CORP COM NPV	COMMON	918204108	143	1,740	SH		SOLE		1,740	0	0
VIACOMCBS INC CL B COM USD.01 NVTG	COMMON	92556H206	4,725	104,535	SH		SOLE		104,535	0	0
VIATRIS INC COM USD.5	COMMON	92556V106	64	4,459	SH		SOLE		4,459	0	0
VICI PROPERTIES INC COM	COMMON	925652109	1,370	44,175	SH		SOLE		44,175	0	0
VIDLER WATER RESOURCES INC COM USD.1	COMMON	92660E107	51	3,847	SH		SOLE		3,847	0	0
VIEMED HEALTHCARE COM	COMMON	92663R105	122	17,054	SH		SOLE		17,054	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	1	23	SH		SOLE		23	0	0
VIMEO INC COM	COMMON	92719V100	4	90	SH		SOLE		90	0	0
VINCE HOLDING CORP COM USD.01	COMMON	92719W207	0	6	SH		SOLE		6	0	0
VIPSHOP HOLDINGS LTD SPON ADR	COMMON	92763W103	32	1,581	SH		SOLE		1,581	0	0
VIR BIOTECHNOLOGY INC COM USD0.0001	COMMON	92764N102	81	1,724	SH		SOLE		1,724	0	0
VIRGIN GALACTIC HOLDINGS INC COM	COMMON	92766K106	31	680	SH		SOLE		680	0	0
VIRTU FINANCIAL INC CL A COM USD.00001	COMMON	928254101	3	120	SH		SOLE		120	0	0
VIRTUS INVESTMENT PTNRS INC COM USD.01	COMMON	92828Q109	20	73	SH		SOLE		73	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	8,915	38,128	SH		SOLE		38,128	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	59	2,603	SH		SOLE		2,603	0	0
VISTA OUTDOOR INC COM USD.01	COMMON	928377100	829	17,922	SH		SOLE		17,922	0	0
VISTEON CORP COM NEW	COMMON	92839U206	195	1,616	SH		SOLE		1,616	0	0
VISTRA CORP COM USD.01	COMMON	92840M102	19	1,036	SH		SOLE		1,036	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	18	115	SH		SOLE		115	0	0
VOCERA COMMUNICATIONS INC COM USD0.0003	COMMON	92857F107	257	6,446	SH		SOLE		6,446	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	3,304	192,902	SH		SOLE		192,902	0	0
VOLT INFO SCIENCES INC COM USD.1	COMMON	928703107	1	189	SH		SOLE		189	0	0
VONTIER CORP When Issued	COMMON	928881101	14	426	SH		SOLE		426	0	0
VORNADO REALTY TRUST SH BEN INT USD.04	COMMON	929042109	794	17,012	SH		SOLE		17,012	0	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	32	2,310	SH		SOLE		2,310	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	1,294	21,040	SH		SOLE		21,040	0	0
VSE CORP COM USD.05	COMMON	918284100	0	1	SH		SOLE		1	0	0
VULCAN MATERIALS CO COM USD1	COMMON	929160109	800	4,596	SH		SOLE		4,596	0	0
VUZIX CORP COM NPV	COMMON	92921W300	2	87	SH		SOLE		87	0	0
W P CAREY INC COM USD.001	COMMON	92936U109	24	325	SH		SOLE		325	0	0
W&T OFFSHORE INC COM USD.00001	COMMON	92922P106	56	11,470	SH		SOLE		11,470	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	64	4,013	SH		SOLE		4,013	0	0
WABTEC CORP COM USD.01	COMMON	929740108	2	28	SH		SOLE		28	0	0
WAITR HOLDINGS INC COM	COMMON	930752100	5	2,684	SH		SOLE		2,684	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	20,801	395,459	SH		OTR		356,503	38,956	0
WALKER & DUNLOP INC COM USD 0.01	COMMON	93148P102	7	71	SH		SOLE		71	0	0
WALMART INC COM USD.1	COMMON	931142103	13,318	94,461	SH		SOLE		94,461	0	0
WASHINGTON REIT COM SHS INT .01	COMMON	939653101	1	54	SH		SOLE		54	0	0
WASTE CONNECTIONS INC COM USD.01	COMMON	94106B101	1,149	9,616	SH		SOLE		9,616	0	0
WASTE CONNECTIONS INC COM USD.01	COMMON	94106B101	27	224	SH		SOLE		224	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	1,291	9,218	SH		SOLE		9,218	0	0
WATERS CORP COM USD.01	COMMON	941848103	43,751	126,593	SH		OTR		88,007	38,586	0
WATSCO INC COM USD.5	COMMON	942622200	57	198	SH		SOLE		198	0	0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1	COMMON	942749102	33	229	SH		SOLE		229	0	0
WAYFAIR INC CL A COM USD.001	COMMON	94419L101	82	261	SH		SOLE		261	0	0
WAYSIDE TECHNOLOGY GROUP INC COM USD.01	COMMON	946760105	4	163	SH		SOLE		163	0	0
WD-40 CO COM NPV	COMMON	929236107	166	648	SH		SOLE		648	0	0
WEBSTER FINANCIAL CORP COM NPV	COMMON	947890109	0	6	SH		SOLE		6	0	0
WEC ENERGY GROUP INC COM USD10	COMMON	92939U106	95	1,063	SH		SOLE		1,063	0	0
WEIBO CORP ADR	COMMON	948596101	0	2	SH		SOLE		2	0	0
WEINGARTEN REALTY INVST COM SHS INT USD.03	COMMON	948741103	357	11,122	SH		SOLE		11,122	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	226	4,378	SH		SOLE		4,378	0	0
WELBILT INC COM USD.01	COMMON	949090104	46	1,986	SH		SOLE		1,986	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	2,466	54,447	SH		SOLE		54,447	0	0
WELLTOWER INC COM USD1	COMMON	95040Q104	2,512	30,241	SH		SOLE		30,241	0	0
WENDY'S CO CL A COM USD.1	COMMON	95058W100	8	321	SH		SOLE		321	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	180	4,053	SH		SOLE		4,053	0	0
WESCO INTL INC CL A COM USD.01	COMMON	95082P105	4	42	SH		SOLE		42	0	0
WEST FRSER TMBR CO LTD COM NPV	COMMON	952845105	4,720	65,713	SH		SOLE		65,713	0	0
WEST FRSER TMBR CO LTD COM NPV	COMMON	952845105	16	229	SH		SOLE		229	0	0
WEST PHARMACEUTICAL SVSC INC COM USD.25	COMMON	955306105	1,311	3,651	SH		SOLE		3,651	0	0
WESTAMERICA BANCORPORATION COM NPV	COMMON	957090103	6	97	SH		SOLE		97	0	0
WESTERN ALLIANCE BANCORP COM USD.0001	COMMON	957638109	4	41	SH		SOLE		41	0	0
WESTERN ASSET EMRG MRKT DBT	COMMON	95766A101	1	44	SH		SOLE		44	0	0
WESTERN ASSET MANAGED MUNICI	COMMON	95766M105	53	3,890	SH		SOLE		3,890	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	55	777	SH		SOLE		777	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	32,422	1,411,487	SH		OTR		985,809	425,678	0
WESTPAC BANKING SPON ADR	COMMON	961214301	1,595	82,579	SH		SOLE		82,579	0	0
WESTROCK CO COM USD.01	COMMON	96145D105	14,859	279,294	SH		SOLE		279,294	0	0
WESTWOOD HOLDINGS GROUP INC COM USD.01	COMMON	961765104	173	7,943	SH		SOLE		7,943	0	0
WEX INC COM USD.01	COMMON	96208T104	76	390	SH		SOLE		390	0	0
WEYERHAEUSER CO COM USD1.875	COMMON	962166104	11,567	336,117	SH		OTR		335,550	567	0
WHEATON PRECIOUS METALS CORP COM	COMMON	962879102	5,287	119,883	SH		SOLE		119,883	0	0
WHEATON PRECIOUS METALS CORP COM	COMMON	962879102	70	1,578	SH		SOLE		1,578	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	19,741	90,571	SH		SOLE		90,571	0	0
WHITE MTNS INS GROUP LTD COM USD1	COMMON	G9618E107	21	18	SH		SOLE		18	0	0
WIDEOPENWEST INC COM 0.01USD	COMMON	96758W101	49	2,368	SH		SOLE		2,368	0	0
WIDEPOINT CORP COM USD.001	COMMON	967590209	20	2,714	SH		SOLE		2,714	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	17	276	SH		SOLE		276	0	0
WILLAMETTE VALLEY VINEYARDS COM NPV	COMMON	969136100	133	9,705	SH		SOLE		9,705	0	0
WILLDAN GROUP INC COM USD.01	COMMON	96924N100	42	1,109	SH		SOLE		1,109	0	0
WILLIAMS COS INC COM USD1	COMMON	969457100	44,407	1,672,616	SH		OTR		1,175,484	497,132	0
WILLIAMS INDUSTRIAL SE G INC COM NPV	COMMON	96951A104	218	37,363	SH		SOLE		37,363	0	0
WILLIAMS-SONOMA INC COM NPV	COMMON	969904101	8,457	52,975	SH		OTR		42,352	10,623	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	73	319	SH		SOLE		319	0	0
WILLSCOT MOBILE MINI HOLDING COM USD.01	COMMON	971378104	69	2,480	SH		SOLE		2,480	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	227	1,441	SH		SOLE		1,441	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	312	4,600	SH		SOLE		4,600	0	0
WINTRUST FINANCIAL CORP COM NPV	COMMON	97650W108	1	7	SH		SOLE		7	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	1,172	150,116	SH		SOLE		150,116	0	0
WISDOMTREE INTERNATIONAL HED	COMMON	97717X594	75	1,691	SH		SOLE		1,691	0	0
WISDOMTREE TR DYNAMIC INT EQ	COMMON	97717X271	100	2,906	SH		SOLE		2,906	0	0
WISDOMTREE TR EM MKTS QTLY DIV	COMMON	97717W323	4	134	SH		SOLE		134	0	0
WISDOMTREE TR EMER MKT HIGH FD	COMMON	97717W315	44	954	SH		SOLE		954	0	0
WISDOMTREE TR EMG MKTS SMCAP	COMMON	97717W281	72	1,320	SH		SOLE		1,320	0	0
WISDOMTREE TR EUROPE SMCP DV	COMMON	97717W869	13	182	SH		SOLE		182	0	0
WISDOMTREE TR INTL SMCAP DIV	COMMON	97717W760	74	995	SH		SOLE		995	0	0
WISDOMTREE TR JAPN HEDGE EQT	COMMON	97717W851	7	115	SH		SOLE		115	0	0
WISDOMTREE TR US S CAP QTY DIV	COMMON	97717X651	94	2,026	SH		SOLE		2,026	0	0
WISDOMTREE TR US SMALLCAP DIVD	COMMON	97717W604	53	1,671	SH		SOLE		1,671	0	0
WISDOMTREE TR US SMALLCP ERNGS	COMMON	97717W562	97	1,971	SH		SOLE		1,971	0	0
WISDOMTREE U.S. QUALITY DIVI	COMMON	97717X669	122	2,049	SH		SOLE		2,049	0	0
WISDOMTREE US HIGH DIVIDEND	COMMON	97717W208	47	606	SH		SOLE		606	0	0
WIX.COM LTD ORD ILS.01	COMMON	M98068105	13	46	SH		SOLE		46	0	0
WNS (HOLDINGS) LTD -ADR ADR USD.15	COMMON	92932M101	1,381	17,294	SH		SOLE		17,294	0	0
WOLVERINE WORLD WIDE COM USD1	COMMON	978097103	911	27,096	SH		SOLE		27,096	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	228	956	SH		SOLE		956	0	0
WORKIVA INC CL A COM USD.001	COMMON	98139A105	533	4,792	SH		SOLE		4,792	0	0
WORLD ACCEPTANCE CORP/DE COM NPV	COMMON	981419104	395	2,462	SH		SOLE		2,462	0	0
WORLD FUEL SERVICES CORP COM USD.01	COMMON	981475106	1,209	38,120	SH		SOLE		38,120	0	0
WORLD WRESTLING ENTMT INC CL A COM USD.01	COMMON	98156Q108	45	774	SH		SOLE		774	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	423	6,917	SH		SOLE		6,917	0	0
WPP PLC ADR	COMMON	92937A102	1,749	25,802	SH		SOLE		25,802	0	0
WYNDHAM HOTELS & RESRTS When Issued	COMMON	98311A105	13	186	SH		SOLE		186	0	0
WYNN RESORTS LTD COM USD.01	COMMON	983134107	15	123	SH		SOLE		123	0	0
XCEL ENERGY INC COM USD2.5	COMMON	98389B100	203	3,081	SH		SOLE		3,081	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	223	11,887	SH		SOLE		11,887	0	0
XEROX HOLDINGS CORP COM USD1	COMMON	98421M106	474	20,180	SH		SOLE		20,180	0	0
XILINX INC COM USD.01	COMMON	983919101	113	782	SH		SOLE		782	0	0
XOMA CORP COM USD.0005	COMMON	98419J206	65	1,918	SH		SOLE		1,918	0	0
XP INC COM CL A	COMMON	G98239109	7	158	SH		SOLE		158	0	0
XPEL INC COM	COMMON	98379L100	84	1,000	SH		SOLE		1,000	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	131	938	SH		SOLE		938	0	0
XTRACKERS INTL REAL ESTATE	COMMON	233051846	2	88	SH		SOLE		88	0	0
XTRACKERS USD HIGH YIELD COR	COMMON	233051432	2	43	SH		SOLE		43	0	0
XYLEM INC COM USD.01	COMMON	98419M100	95	795	SH		SOLE		795	0	0
YAMANA GOLD INC COM	COMMON	98462Y100	452	107,321	SH		SOLE		107,321	0	0
YANDEX N.V. CL A COM EUR0.01	COMMON	N97284108	331	4,680	SH		SOLE		4,680	0	0
YELLOW CORP COM USD1	COMMON	985510106	340	52,184	SH		SOLE		52,184	0	0
YETI HOLDINGS INC COM USD0.01	COMMON	98585X104	558	6,077	SH		SOLE		6,077	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	148	1,288	SH		SOLE		1,288	0	0
YUM CHINA HOLDINGS INC COM USD.01	COMMON	98850P109	805	12,156	SH		SOLE		12,156	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	3,903	7,372	SH		SOLE		7,372	0	0
ZEDGE INC CL B COM USD.01	COMMON	98923T104	6	310	SH		SOLE		310	0	0
ZENDESK INC COM USD.01	COMMON	98936J101	188	1,302	SH		SOLE		1,302	0	0
ZENTALIS PHARMACEUTICALS INC COM	COMMON	98943L107	62	1,170	SH		SOLE		1,170	0	0
ZILLOW GROUP INC CL A COM USD0.0001	COMMON	98954M101	13	109	SH		SOLE		109	0	0
ZILLOW GROUP INC CL C CAP USD.0001	COMMON	98954M200	3,015	24,671	SH		SOLE		24,671	0	0
ZIMMER BIOMET HOLDINGS INC COM USD.01	COMMON	98956P102	296	1,838	SH		SOLE		1,838	0	0
ZIONS BANCORPORATION NA COM NPV	COMMON	989701107	810	15,321	SH		SOLE		15,321	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	2,287	12,272	SH		SOLE		12,272	0	0
ZOOM VIDEO COMUNICATIONS INC COM CL A	COMMON	98980L101	432	1,117	SH		SOLE		1,117	0	0
ZSCALER INC COM	COMMON	98980G102	199	922	SH		SOLE		922	0	0
ZTO EXPRESS CAYMAN INC ADR	COMMON	98980A105	37	1,203	SH		SOLE		1,203	0	0
ZUORA INC COM CL A	COMMON	98983V106	21	1,192	SH		SOLE		1,192	0	0
ZYNGA INC COM CL A	COMMON	98986T108	9	849	SH		SOLE		849	0	0