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	73	498	SH		SOLE		498	0	0
1LIFE HEALTHCARE INC COM	COMMON	68269G107	37	1,804	SH		SOLE		1,804	0	0
22ND CENTURY GROUP INC COM	COMMON	90137F103	0	2	SH		SOLE		2	0	0
2U INC COM USD.001	COMMON	90214J101	66	1,954	SH		SOLE		1,954	0	0
360 DIGITECH INC -ADR ADS	COMMON	88557W101	1	63	SH		SOLE		63	0	0
3D SYSTEMS CORP COM NPV	COMMON	88554D205	205	7,408	SH		SOLE		7,408	0	0
3M CO COM NPV	COMMON	88579Y101	22,708	129,294	SH		SOLE		129,294	0	0
8X8 INC COM USD.001	COMMON	282914100	142	6,041	SH		SOLE		6,041	0	0
A10 NETWORKS INC COM USD0.00001	COMMON	002121101	129	9,563	SH		SOLE		9,563	0	0
AADI BIOSCIENCE INC COM	COMMON	00032Q104	0	15	SH		SOLE		15	0	0
AAON INC COM USD.001	COMMON	000360206	7	101	SH		SOLE		101	0	0
AAR CORP COM USD1	COMMON	000361105	6	188	SH		SOLE		188	0	0
AARONS CO INC (THE) COM	COMMON	00258W108	375	13,578	SH		SOLE		13,578	0	0
ABB LTD SPONSORED ADR	COMMON	000375204	1,287	38,570	SH		SOLE		38,570	0	0
ABBOTT LABORATORIES COM NPV	COMMON	002824100	10,215	86,410	SH		SOLE		86,410	0	0
ABBVIE INC COM USD.01	COMMON	00287Y109	2,956	27,404	SH		SOLE		27,404	0	0
ABERCROMBIE & FITCH -CL A CL A COM USD.01	COMMON	002896207	126	3,336	SH		SOLE		3,336	0	0
ABIOMED INC COM USD.01	COMMON	003654100	5	16	SH		SOLE		16	0	0
ABM INDUSTRIES INC COM NPV	COMMON	000957100	1,138	25,274	SH		SOLE		25,274	0	0
ABRAXAS PETROLEUM CORP/NV COM USD.01	COMMON	003830304	0	4	SH		SOLE		4	0	0
ACADIA HEALTHCARE CO INC COM USD.01	COMMON	00404A109	4,379	68,564	SH		SOLE		68,564	0	0
ACADIA PHARMACEUTICALS INC COM USD.001	COMMON	004225108	4	261	SH		SOLE		261	0	0
ACADIA REALTY TRUST SHS BEN INT USD.001	COMMON	004239109	9	430	SH		SOLE		430	0	0
ACCELERON PHARMA INC COM USD.001	COMMON	00434H108	33	191	SH		SOLE		191	0	0
ACCENTURE PLC CLA USD.0000225	COMMON	G1151C101	10,021	31,319	SH		SOLE		31,319	0	0
ACCURAY INC COM USD.001	COMMON	004397105	92	23,182	SH		SOLE		23,182	0	0
ACER THERAPEUTICS INC COM	COMMON	00444P108	1	225	SH		SOLE		225	0	0
ACLARIS THERAPEUTICS INC COM USD.00001	COMMON	00461U105	5	288	SH		SOLE		288	0	0
ACME UNITED CORP COM USD2.5	COMMON	004816104	23	716	SH		SOLE		716	0	0
ACNB CORP COM USD2.5	COMMON	000868109	0	16	SH		SOLE		16	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	500	30,948	SH		SOLE		30,948	0	0
ACTIVISION BLIZZARD INC COM	COMMON	00507V109	781	10,091	SH		SOLE		10,091	0	0
ACUITY BRANDS INC COM USD.01	COMMON	00508Y102	402	2,314	SH		SOLE		2,314	0	0
ACUITYADS HOLDINGS INC COM NPV	COMMON	00510L106	4	614	SH		SOLE		614	0	0
ACUSHNET HOLDINGS CORP COM USD.001	COMMON	005098108	720	15,382	SH		SOLE		15,382	0	0
ADAMS RESOURCES & ENERGY INC COM USD.1	COMMON	006351308	129	4,246	SH		SOLE		4,246	0	0
ADDUS HOMECARE CORP COM USD.001	COMMON	006739106	11	138	SH		SOLE		138	0	0
ADECOAGRO SA COM USD1.5	COMMON	L00849106	166	18,357	SH		SOLE		18,357	0	0
ADICET BIO INC COM	COMMON	007002108	0	50	SH		SOLE		50	0	0
ADIENT PLC ORD GBP.01	COMMON	G0084W101	0	3	SH		SOLE		3	0	0
ADOBE INC COM NPV	COMMON	00724F101	8,793	15,271	SH		SOLE		15,271	0	0
ADTALEM GLOBAL EDUCATION INC COM USD.01	COMMON	00737L103	71	1,881	SH		SOLE		1,881	0	0
ADVANCE AUTO PARTS INC COM USD.0001	COMMON	00751Y106	8,994	43,044	SH		OTR		34,548	8,496	0
ADVANCED DRAINAGE SYSTEMS COM USD0.01	COMMON	00790R104	223	2,061	SH		SOLE		2,061	0	0
ADVANCED EMISSIONS SOLUTIONS COM NPV	COMMON	00770C101	176	27,510	SH		SOLE		27,510	0	0
ADVANCED ENERGY INDS INC COM USD.001	COMMON	007973100	46	527	SH		SOLE		527	0	0
ADVANCED MICRO DEVICES COM USD.01	COMMON	007903107	1,864	18,114	SH		SOLE		18,114	0	0
ADVANSIX INC COM NPV	COMMON	00773T101	311	7,823	SH		SOLE		7,823	0	0
AECOM CLB USD.01	COMMON	00766T100	724	11,459	SH		SOLE		11,459	0	0
AEGON NV NY SHR ADR	COMMON	007924103	675	132,589	SH		SOLE		132,589	0	0
AERCAP HOLDINGS NV SHS	COMMON	N00985106	4	62	SH		SOLE		62	0	0
AEROJET ROCKETDYNE HOLDINGS COM USD.1	COMMON	007800105	69	1,576	SH		SOLE		1,576	0	0
AES CORP (THE) COM USD.01	COMMON	00130H105	48	2,085	SH		SOLE		2,085	0	0
AFFILIATED MANAGERS GRP INC COM USD.01	COMMON	008252108	10,776	71,233	SH		SOLE		71,233	0	0
AFFIMED NV COM EUR.01	COMMON	N01045108	29	4,713	SH		SOLE		4,713	0	0
AFLAC INC COM USD.1	COMMON	001055102	2,597	49,784	SH		SOLE		49,784	0	0
AGCO CORP COM USD.01	COMMON	001084102	1,047	8,544	SH		SOLE		8,544	0	0
AGENUS INC COM USD.01	COMMON	00847G705	54	10,243	SH		SOLE		10,243	0	0
AGILENT TECHNOLOGIES INC COM USD.01	COMMON	00846U101	1,227	7,789	SH		SOLE		7,789	0	0
AGILYSYS INC COM NPV	COMMON	00847J105	530	10,102	SH		SOLE		10,102	0	0
AGIOS PHARMACEUTICALS COM USD0.001	COMMON	00847X104	2	40	SH		SOLE		40	0	0
AGNC INVESTMENT CORP COM USD.01	COMMON	00123Q104	211	13,377	SH		SOLE		13,377	0	0
AGNICO EAGLE MINES LTD COM NPV	COMMON	008474108	1	12	SH		SOLE		12	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	1,663	6,493	SH		SOLE		6,493	0	0
AIR TRANSPORT SERVICES GROUP COM	COMMON	00922R105	5	184	SH		SOLE		184	0	0
AIRBNB INC COM CL A	COMMON	009066101	28	165	SH		SOLE		165	0	0
AIRGAIN INC COM USD.0001	COMMON	00938A104	17	1,364	SH		SOLE		1,364	0	0
AKAMAI TECHNOLOGIES INC COM USD.01	COMMON	00971T101	55	525	SH		SOLE		525	0	0
AKEBIA THERAPEUTICS INC COM USD0.00001	COMMON	00972D105	10	3,379	SH		SOLE		3,379	0	0
ALAMO GROUP INC COM USD.1	COMMON	011311107	1	6	SH		SOLE		6	0	0
ALARM.COM HOLDINGS INC COM USD.01	COMMON	011642105	275	3,514	SH		SOLE		3,514	0	0
ALASKA AIR GROUP INC COM USD1	COMMON	011659109	410	6,998	SH		SOLE		6,998	0	0
ALBANY INTL CORP -CL A CL A COM USD.001	COMMON	012348108	156	2,031	SH		SOLE		2,031	0	0
ALBEMARLE CORP COM USD1	COMMON	012653101	142	649	SH		SOLE		649	0	0
ALBERTSONS COS INC COM	COMMON	013091103	297	9,530	SH		SOLE		9,530	0	0
ALCOA CORP COM USD.01	COMMON	013872106	308	6,283	SH		SOLE		6,283	0	0
ALCON INC COM	COMMON	H01301128	198	2,462	SH		SOLE		2,462	0	0
ALECTOR INC COM	COMMON	014442107	75	3,281	SH		SOLE		3,281	0	0
ALEXANDER & BALDWIN INC COM NPV	COMMON	014491104	41	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	171	893	SH		SOLE		893	0	0
ALIBABA GROUP HLDG ADR	COMMON	01609W102	2,626	17,739	SH		SOLE		17,739	0	0
ALICO INC COM USD1	COMMON	016230104	10	300	SH		SOLE		300	0	0
ALIGHT INC COM CL A	COMMON	01626W101	257	22,428	SH		SOLE		22,428	0	0
ALIGN TECHNOLOGY INC COM USD.001	COMMON	016255101	794	1,192	SH		SOLE		1,192	0	0
ALIGOS THERAPEUTICS INC COM USD.0001	COMMON	01626L105	51	3,261	SH		SOLE		3,261	0	0
ALKERMES PLC ORD SHS	COMMON	G01767105	372	12,030	SH		SOLE		12,030	0	0
ALLAKOS INC COM	COMMON	01671P100	71	674	SH		SOLE		674	0	0
ALLEGHANY CORP COM USD1	COMMON	017175100	155	249	SH		SOLE		249	0	0
ALLEGHENY TECHNOLOGIES INC COM USD1	COMMON	01741R102	90	5,400	SH		SOLE		5,400	0	0
ALLEGIANT TRAVEL CO COM USD.001	COMMON	01748X102	1	4	SH		SOLE		4	0	0
ALLEGION PLC ORD SHS	COMMON	G0176J109	214	1,615	SH		SOLE		1,615	0	0
ALLIANCE DATA SYSTEMS CORP COM USD.01	COMMON	018581108	6,865	67,974	SH		SOLE		67,974	0	0
ALLIANT ENERGY CORP COM NPV	COMMON	018802108	44	784	SH		SOLE		784	0	0
ALLISON TRANSMISSION HLDGS COM USD.01	COMMON	01973R101	37	1,054	SH		SOLE		1,054	0	0
ALLSCRIPTS HEALTHCARE SOLTNS COM	COMMON	01988P108	738	55,231	SH		SOLE		55,231	0	0
ALLSTATE CORP COM USD.01	COMMON	020002101	60,219	472,986	SH		OTR		342,224	130,762	0
ALLY FINANCIAL INC COM USD.01	COMMON	02005N100	4,334	84,900	SH		SOLE		84,900	0	0
ALNYLAM PHARMACEUTICALS INC COM USD.0001	COMMON	02043Q107	42	220	SH		SOLE		220	0	0
ALPHABET INC CL A COM USD.001	COMMON	02079K305	20,389	7,623	SH		SOLE		7,623	0	0
ALPHABET INC CL C COM USD.001	COMMON	02079K107	15,869	5,954	SH		SOLE		5,954	0	0
ALPHATEC HOLDINGS INC COM USD.00001	COMMON	02081G201	62	5,065	SH		SOLE		5,065	0	0
ALPINE INCOME PROPERTY TRUST COM	COMMON	02083X103	257	14,016	SH		SOLE		14,016	0	0
ALTAIR ENGINEERING INC CL A COM USD.0001	COMMON	021369103	219	3,169	SH		SOLE		3,169	0	0
ALTERYX INC CL A COM USD0.0001	COMMON	02156B103	1	18	SH		SOLE		18	0	0
ALTICE USA INC COM CL A 0.01USD	COMMON	02156K103	7,003	337,979	SH		OTR		228,498	109,481	0
ALTRA INDUSTRIAL MOTION CORP COM USD.001	COMMON	02208R106	5	96	SH		SOLE		96	0	0
ALTRIA GROUP INC COM USD1	COMMON	02209S103	62,930	1,381,967	SH		OTR		1,068,326	313,641	0
ALTUS MIDSTREAM COMPANY COM CL A	COMMON	02215L209	62	901	SH		SOLE		901	0	0
ALUMINUM CORP CHINA LTD SPON ADR	COMMON	022276109	5	291	SH		SOLE		291	0	0
ALX ONCOLOGY HOLDI INC COM USD0.001	COMMON	00166B105	98	1,319	SH		SOLE		1,319	0	0
A-MARK PRECIOUS METALS INC COM USD.01	COMMON	00181T107	828	13,792	SH		SOLE		13,792	0	0
AMAZON.COM INC COM USD.01	COMMON	023135106	23,395	7,121	SH		SOLE		7,121	0	0
AMBARELLA INC COM USD.00045	COMMON	G037AX101	92	590	SH		SOLE		590	0	0
AMBEV SA SPON ADR COM	COMMON	02319V103	20	7,398	SH		SOLE		7,398	0	0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01	COMMON	00165C104	51	1,342	SH		SOLE		1,342	0	0
AMC NETWORKS INC CL A COM USD0.1	COMMON	00164V103	255	5,464	SH		SOLE		5,464	0	0
AMCOR PLC ORD	COMMON	G0250X107	46,635	4,023,711	SH		OTR		2,730,468	1,293,243	0
AMDOCS ORD GBP.01	COMMON	G02602103	609	8,033	SH		SOLE		8,033	0	0
AMEDISYS INC COM USD.001	COMMON	023436108	106	713	SH		SOLE		713	0	0
AMERCO COM USD.25	COMMON	023586100	1	2	SH		SOLE		2	0	0
AMEREN CORP COM USD5	COMMON	023608102	20	252	SH		SOLE		252	0	0
AMERICA MOVIL SA DE CV SPON ADR L SHS	COMMON	02364W105	4,202	237,826	SH		SOLE		237,826	0	0
AMERICAN AIRLINES GROUP INC COM USD.01	COMMON	02376R102	51	2,504	SH		SOLE		2,504	0	0
AMERICAN ASSETS TRUST INC COM USD.01	COMMON	024013104	2	45	SH		SOLE		45	0	0
AMERICAN ELECTRIC POWER CO COM USD6.5	COMMON	025537101	3,197	39,340	SH		SOLE		39,340	0	0
AMERICAN EXPRESS CO COM USD.6	COMMON	025816109	3,206	19,132	SH		SOLE		19,132	0	0
AMERICAN FINANCIAL GROUP INC COM USD1	COMMON	025932104	1,432	11,378	SH		SOLE		11,378	0	0
AMERICAN HOMES 4 RENT CL A COM USD.01	COMMON	02665T306	76	2,005	SH		SOLE		2,005	0	0
AMERICAN INTERNATIONAL GROUP COM USD.01	COMMON	026874784	1,459	26,568	SH		SOLE		26,568	0	0
AMERICAN NATIONAL GROUP INC COM USD1	COMMON	02772A109	1	6	SH		SOLE		6	0	0
AMERICAN PUBLIC EDUCATION COM USD.01	COMMON	02913V103	25	994	SH		SOLE		994	0	0
AMERICAN SOFTWARE -CL A CL A COM USD.1	COMMON	029683109	367	15,442	SH		SOLE		15,442	0	0
AMERICAN TOWER CORP COM USD0.01	COMMON	03027X100	1,961	7,389	SH		SOLE		7,389	0	0
AMERICAN WATER WORKS CO INC COM USD.01	COMMON	030420103	132	778	SH		SOLE		778	0	0
AMERICAN WOODMARK CORP COM USD.1	COMMON	030506109	59	899	SH		SOLE		899	0	0
AMERICA'S CAR-MART INC COM USD.01	COMMON	03062T105	4	36	SH		SOLE		36	0	0
AMERICOLD REALTY TRUST COM	COMMON	03064D108	1	38	SH		SOLE		38	0	0
AMERIPRISE FINANCIAL INC COM	COMMON	03076C106	78,486	297,151	SH		OTR		217,588	79,563	0
AMERISOURCEBERGEN CORP COM USD.01	COMMON	03073E105	1,358	11,371	SH		SOLE		11,371	0	0
AMERN EAGLE OUTFITTERS INC COM NPV	COMMON	02553E106	232	8,981	SH		SOLE		8,981	0	0
AMETEK INC COM USD1	COMMON	031100100	195	1,574	SH		SOLE		1,574	0	0
AMGEN INC COM NPV	COMMON	031162100	39,447	185,493	SH		OTR		134,938	50,555	0
AMICUS THERAPEUTICS INC COM USD.01	COMMON	03152W109	130	13,558	SH		SOLE		13,558	0	0
AMKOR TECHNOLOGY INC COM USD.001	COMMON	031652100	3,384	135,645	SH		SOLE		135,645	0	0
AMN HEALTHCARE SERVICES INC COM USD.01	COMMON	001744101	437	3,803	SH		SOLE		3,803	0	0
AMPCO-PITTSBURGH CORP COM USD1	COMMON	032037103	57	12,156	SH		SOLE		12,156	0	0
AMPHENOL CORP CL A COM USD.001	COMMON	032095101	531	7,250	SH		SOLE		7,250	0	0
AMPLIFY ENERGY CORP COM	COMMON	03212B103	2	455	SH		SOLE		455	0	0
AMREP CORP COM USD.1	COMMON	032159105	177	11,295	SH		SOLE		11,295	0	0
AMTECH SYSTEMS INC COM USD.01	COMMON	032332504	52	4,587	SH		SOLE		4,587	0	0
ANALOG DEVICES COM USD.16	COMMON	032654105	1,299	7,758	SH		SOLE		7,758	0	0
ANAPLAN INC COM	COMMON	03272L108	43	705	SH		SOLE		705	0	0
ANAVEX LIFE SCIENCES CORP COM USD.001	COMMON	032797300	78	4,332	SH		SOLE		4,332	0	0
ANGI INC COM	COMMON	00183L102	0	38	SH		SOLE		38	0	0
ANGIODYNAMICS INC COM USD.01	COMMON	03475V101	27	1,029	SH		SOLE		1,029	0	0
ANGLOGOLD ASHANTI LTD SPON ADR	COMMON	035128206	60	3,740	SH		SOLE		3,740	0	0
ANHEUSER-BUSCH INBEV SPON ADR	COMMON	03524A108	525	9,308	SH		SOLE		9,308	0	0
ANNALY CAPITAL MANAGEMENT COM USD.01	COMMON	035710409	31,223	3,708,148	SH		OTR		2,612,414	1,095,734	0
ANNOVIS BIO INC COM	COMMON	03615A108	1	32	SH		SOLE		32	0	0
ANSYS INC COM USD.01	COMMON	03662Q105	202	594	SH		SOLE		594	0	0
ANTARES PHARMA INC COM USD.01	COMMON	036642106	36	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	192	18,365	SH		SOLE		18,365	0	0
ANTERO RESOURCES CORP COM USD1.	COMMON	03674X106	94	4,990	SH		SOLE		4,990	0	0
ANTHEM INC COM USD.01	COMMON	036752103	23,468	62,880	SH		SOLE		62,880	0	0
AON PLC CL A ORD	COMMON	G0403H108	2,362	8,266	SH		SOLE		8,266	0	0
APA CORP COM USD1.25	COMMON	03743Q108	5,320	247,963	SH		SOLE		247,963	0	0
APARTMENT INCM REIT CRP -SPN COM	COMMON	03750L109	2	42	SH		SOLE		42	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	99	3,006	SH		SOLE		3,006	0	0
API GROUP CORP COM	COMMON	00187Y100	3	149	SH		SOLE		149	0	0
APOGEE ENTERPRISES INC COM USD.33	COMMON	037598109	990	26,206	SH		SOLE		26,206	0	0
APOLLO COMMERCIAL RE FIN INC COM USD.01	COMMON	03762U105	14	959	SH		SOLE		959	0	0
APOLLO MEDICAL HOLDING INC COM USD.001	COMMON	03763A207	456	4,996	SH		SOLE		4,996	0	0
APPFOLIO INC CL A COM USD.0001	COMMON	03783C100	172	1,428	SH		SOLE		1,428	0	0
APPIAN CORP CL A COM	COMMON	03782L101	194	2,096	SH		SOLE		2,096	0	0
APPLE HOSPITALITY REIT INC COM NPV	COMMON	03784Y200	156	9,934	SH		SOLE		9,934	0	0
APPLE INC COM NPV	COMMON	037833100	59,699	421,810	SH		SOLE		421,810	0	0
APPLIED INDUSTRIAL TECH INC COM NPV	COMMON	03820C105	108	1,197	SH		SOLE		1,197	0	0
APPLIED MATERIALS INC COM NPV	COMMON	038222105	3,031	23,545	SH		SOLE		23,545	0	0
APTARGROUP INC COM USD.01	COMMON	038336103	39	328	SH		SOLE		328	0	0
APTIV PLC ORD USD.01	COMMON	G6095L109	1,737	11,659	SH		SOLE		11,659	0	0
AQUA METALS INC COM USD.001	COMMON	03837J101	0	159	SH		SOLE		159	0	0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001	COMMON	03842K200	1	219	SH		SOLE		219	0	0
ARAMARK COM USD.01	COMMON	03852U106	89	2,710	SH		SOLE		2,710	0	0
ARBOR REALTY TRUST INC COM USD.01	COMMON	038923108	5	293	SH		SOLE		293	0	0
ARC DOCUMENT SOLUTIONS INC COM USD.001	COMMON	00191G103	512	173,601	SH		SOLE		173,601	0	0
ARCBEST CORP COM USD.01	COMMON	03937C105	485	5,937	SH		SOLE		5,937	0	0
ARCELORMITTAL CL A ADR	COMMON	03938L203	926	30,719	SH		SOLE		30,719	0	0
ARCH CAPITAL GROUP LTD COM USD.01	COMMON	G0450A105	15,258	399,122	SH		SOLE		399,122	0	0
ARCHER-DANIELS-MIDLAND CO COM NPV	COMMON	039483102	360	6,003	SH		SOLE		6,003	0	0
ARCONIC CORP COM	COMMON	03966V107	15	463	SH		SOLE		463	0	0
ARENA PHARMACEUTICALS INC COM USD.0001	COMMON	040047607	145	2,433	SH		SOLE		2,433	0	0
ARES CAPITAL CORP COM	COMMON	04010L103	26	1,294	SH		SOLE		1,294	0	0
ARES MANAGEMENT CORP COM	COMMON	03990B101	98	1,331	SH		SOLE		1,331	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	11	33	SH		SOLE		33	0	0
ARK INNOVATION ETF	COMMON	00214Q104	3	31	SH		SOLE		31	0	0
ARK NEXT GENERATION INTERNET	COMMON	00214Q401	2	16	SH		SOLE		16	0	0
ARMADA HOFFLER PROPERTIES COM USD.01	COMMON	04208T108	1	112	SH		SOLE		112	0	0
ARMSTRONG WORLD INDUSTRIES COM	COMMON	04247X102	20	207	SH		SOLE		207	0	0
ARROW ELECTRONICS INC COM USD1	COMMON	042735100	1,138	10,130	SH		SOLE		10,130	0	0
ARROWHEAD PHARMACEUTICALS COM USD.001	COMMON	04280A100	378	6,040	SH		SOLE		6,040	0	0
ARTHUR J GALLAGHER & CO COM USD1	COMMON	363576109	628	4,225	SH		SOLE		4,225	0	0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01	COMMON	04316A108	409	8,350	SH		SOLE		8,350	0	0
ARVINAS INC COM	COMMON	04335A105	94	1,139	SH		SOLE		1,139	0	0
ASANA INC CL A	COMMON	04342Y104	161	1,545	SH		SOLE		1,545	0	0
ASBURY AUTOMOTIVE GROUP INC COM USD.01	COMMON	043436104	110	559	SH		SOLE		559	0	0
ASCENDIS PHARMA AS ADR	COMMON	04351P101	1	8	SH		SOLE		8	0	0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR	COMMON	00215W100	115	14,684	SH		SOLE		14,684	0	0
ASENSUS SURGICAL INC COM USD.001	COMMON	04367G103	0	1	SH		SOLE		1	0	0
ASGN INC COM USD.01	COMMON	00191U102	264	2,326	SH		SOLE		2,326	0	0
ASHLAND GLOBAL HOLDINGS INC COM USD1	COMMON	044186104	5	51	SH		SOLE		51	0	0
ASML HOLDING NV ADR NY SHS	COMMON	N07059210	6,811	9,141	SH		SOLE		9,141	0	0
ASPEN AEROGELS INC COM USD.00001	COMMON	04523Y105	49	1,054	SH		SOLE		1,054	0	0
ASPEN TECHNOLOGY INC COM USD.1	COMMON	045327103	84	686	SH		SOLE		686	0	0
ASSOCIATED BANC-CORP COM USD.1	COMMON	045487105	293	13,700	SH		SOLE		13,700	0	0
ASSURANT INC COM USD.01	COMMON	04621X108	221	1,398	SH		SOLE		1,398	0	0
ASSURED GUARANTY LTD COM	COMMON	G0585R106	167	3,567	SH		SOLE		3,567	0	0
ASTEC INDUSTRIES INC COM USD.2	COMMON	046224101	1	19	SH		SOLE		19	0	0
ASTRAZENECA PLC SPON ADR	COMMON	046353108	2,509	41,777	SH		SOLE		41,777	0	0
ASTRONOVA INC COM USD.05	COMMON	04638F108	231	15,325	SH		SOLE		15,325	0	0
AT&T INC COM USD1	COMMON	00206R102	46,198	1,709,929	SH		OTR		1,329,229	380,700	0
ATHENE HOLDING LTD COM CL A USD.001	COMMON	G0684D107	193	2,802	SH		SOLE		2,802	0	0
ATKORE INC COM USD.01	COMMON	047649108	2,925	33,645	SH		SOLE		33,645	0	0
ATLANTIC UNION BANKSHRS CRP COM USD4	COMMON	04911A107	8	220	SH		SOLE		220	0	0
ATLANTICA SUSTAINABLE INFRA ORD USD0.1	COMMON	G0751N103	1	17	SH		SOLE		17	0	0
ATLAS AIR WORLDWIDE HLDG INC COM NEW	COMMON	049164205	23	287	SH		SOLE		287	0	0
ATLAS CORP COM	COMMON	Y0436Q109	58	3,837	SH		SOLE		3,837	0	0
ATLASSIAN CORP PLC CL A ORD USD.1	COMMON	G06242104	762	1,948	SH		SOLE		1,948	0	0
ATMOS ENERGY CORP COM NPV	COMMON	049560105	5	60	SH		SOLE		60	0	0
ATOMERA INC COM USD0.001	COMMON	04965B100	1	38	SH		SOLE		38	0	0
ATRICURE INC COM USD.001	COMMON	04963C209	265	3,803	SH		SOLE		3,803	0	0
ATRION CORP COM USD1	COMMON	049904105	6	8	SH		SOLE		8	0	0
AUDIOCODES LTD ORD NIS.01	COMMON	M15342104	247	7,601	SH		SOLE		7,601	0	0
AUTODESK INC COM NPV	COMMON	052769106	1,080	3,788	SH		SOLE		3,788	0	0
AUTOLIV INC COM USD1	COMMON	052800109	1	17	SH		SOLE		17	0	0
AUTOMATIC DATA PROCESSING COM NPV	COMMON	053015103	9,754	48,746	SH		SOLE		48,746	0	0
AUTONATION INC COM USD.01	COMMON	05329W102	2,085	17,123	SH		SOLE		17,123	0	0
AUTOZONE INC COM NPV	COMMON	053332102	19,349	11,394	SH		OTR		8,248	3,146	0
AVALARA INC COM	COMMON	05338G106	210	1,201	SH		SOLE		1,201	0	0
AVALONBAY COMMUNITIES INC COM USD.01	COMMON	053484101	125	565	SH		SOLE		565	0	0
AVANOS MEDICAL INC COM USD.01	COMMON	05350V106	4	114	SH		SOLE		114	0	0
AVANTOR INC COM	COMMON	05352A100	440	10,748	SH		SOLE		10,748	0	0
AVAYA HLDGS CORP COM	COMMON	05351X101	301	15,189	SH		SOLE		15,189	0	0
AVERY DENNISON CORP COM USD1	COMMON	053611109	4,640	22,363	SH		SOLE		22,363	0	0
AVIAT NETWORKS INC COM USD.01	COMMON	05366Y201	381	11,593	SH		SOLE		11,593	0	0
AVID BIOSERVICES INC COM NPV	COMMON	05368M106	234	10,830	SH		SOLE		10,830	0	0
AVID TECHNOLOGY INC COM USD.01	COMMON	05367P100	118	4,078	SH		SOLE		4,078	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	5	39	SH		SOLE		39	0	0
AVNET INC COM USD1	COMMON	053807103	269	7,285	SH		SOLE		7,285	0	0
AXALTA COATING SYSTEMS LTD COM USD1	COMMON	G0750C108	1	31	SH		SOLE		31	0	0
AXCELIS TECHNOLOGIES INC COM USD.001	COMMON	054540208	7	154	SH		SOLE		154	0	0
AXIS CAPITAL HOLDINGS LTD COM USD.1	COMMON	G0692U109	2	34	SH		SOLE		34	0	0
AXON ENTERPRISE INC COM USD.00001	COMMON	05464C101	91	521	SH		SOLE		521	0	0
AXONICS INC COM	COMMON	05465P101	152	2,336	SH		SOLE		2,336	0	0
AXOS FINANCIAL INC COM USD.01	COMMON	05465C100	13	257	SH		SOLE		257	0	0
AXSOME THERAPEUTICS INC COM USD.0001	COMMON	05464T104	44	1,336	SH		SOLE		1,336	0	0
AZEK COMPANY INC (THE) COM CL A	COMMON	05478C105	0	10	SH		SOLE		10	0	0
AZZ INC COM USD1	COMMON	002474104	8	150	SH		SOLE		150	0	0
BADGER METER INC COM USD1	COMMON	056525108	416	4,104	SH		SOLE		4,104	0	0
BAIDU INC ADR	COMMON	056752108	400	2,603	SH		SOLE		2,603	0	0
BAKER HUGHES CO COM A	COMMON	05722G100	54	2,171	SH		SOLE		2,171	0	0
BALCHEM CORP -CL B CL B COM USD.06	COMMON	057665200	14	95	SH		SOLE		95	0	0
BALL CORP COM NPV	COMMON	058498106	1,150	12,762	SH		SOLE		12,762	0	0
BALLANTYNE STRONG INC COM USD.01	COMMON	058516105	1	204	SH		SOLE		204	0	0
BANCO DE CHILE SP ADR	COMMON	059520106	2	131	SH		SOLE		131	0	0
BANCO SANTANDER BRASIL -ADR ADR	COMMON	05967A107	2,404	367,561	SH		SOLE		367,561	0	0
BANCO SANTANDER SA ADR	COMMON	05964H105	402	110,978	SH		SOLE		110,978	0	0
BANCO SANTANDER-CHILE SPON ADR	COMMON	05965X109	26	1,293	SH		SOLE		1,293	0	0
BANCOLOMBIA SA SPON ADR 4PREF	COMMON	05968L102	3	82	SH		SOLE		82	0	0
BANCORP INC COM	COMMON	05969A105	9	345	SH		SOLE		345	0	0
BANCORPSOUTH BANK COM USD2.5	COMMON	05971J102	12	389	SH		SOLE		389	0	0
BANCROFT FUND LTD	COMMON	059695106	21	701	SH		SOLE		701	0	0
BANDWIDTH INC CL A COM USD.001	COMMON	05988J103	29	326	SH		SOLE		326	0	0
BANK OF AMERICA CORP COM USD2.5	COMMON	060505104	57,316	1,349,341	SH		OTR		1,205,595	143,746	0
BANK OF MONTREAL COM NPV	COMMON	063671101	1,121	11,240	SH		SOLE		11,240	0	0
BANK OF NEW YORK MELLON CORP COM USD7.5	COMMON	064058100	2,925	56,378	SH		SOLE		56,378	0	0
BANK OF NOVA SCOTIA COM NPV	COMMON	064149107	1,370	22,269	SH		SOLE		22,269	0	0
BANK OZK COM USD.01	COMMON	06417N103	109	2,530	SH		SOLE		2,530	0	0
BANNER CORP COM USD.01	COMMON	06652V208	2	45	SH		SOLE		45	0	0
BAR HARBOR BANKSHARES COM USD2	COMMON	066849100	24	848	SH		SOLE		848	0	0
BARCLAYS BK PLC DJUBS CMDT ETN36	COMMON	06738C778	4	122	SH		SOLE		122	0	0
BARCLAYS PLC ADR	COMMON	06738E204	3,336	323,263	SH		SOLE		323,263	0	0
BARNES GROUP INC COM USD1	COMMON	067806109	3	63	SH		SOLE		63	0	0
BARRETT BUSINESS SVCS INC COM USD.01	COMMON	068463108	2	21	SH		SOLE		21	0	0
BARRICK GOLD CORP COM NPV	COMMON	067901108	285	15,764	SH		SOLE		15,764	0	0
BASSETT FURNITURE INDS COM USD5	COMMON	070203104	270	14,883	SH		SOLE		14,883	0	0
BATH & BODY WORKS INC COM USD.5	COMMON	070830104	19,904	315,466	SH		SOLE		315,466	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	506	6,290	SH		SOLE		6,290	0	0
BAYCOM CORP COM	COMMON	07272M107	261	14,176	SH		SOLE		14,176	0	0
BBQ HOLDINGS INC COM USD.01	COMMON	05551A109	1	69	SH		SOLE		69	0	0
BBVA SPON ADR	COMMON	05946K101	192	29,099	SH		SOLE		29,099	0	0
BCB BANCORP INC COM	COMMON	055298103	8	558	SH		SOLE		558	0	0
BCE INC COM NPV	COMMON	05534B760	143	2,858	SH		SOLE		2,858	0	0
BEACON ROOFING SUPPLY INC COM USD.01	COMMON	073685109	202	4,216	SH		SOLE		4,216	0	0
BEAM THERAPEUTICS INC COM	COMMON	07373V105	196	2,249	SH		SOLE		2,249	0	0
BECTON DICKINSON & CO COM USD1	COMMON	075887109	3,894	15,825	SH		SOLE		15,825	0	0
BED BATH & BEYOND INC COM USD.01	COMMON	075896100	25	1,420	SH		SOLE		1,420	0	0
BEIGENE LTD ADR	COMMON	07725L102	25	70	SH		SOLE		70	0	0
BEL FUSE INC CL B	COMMON	077347300	233	18,767	SH		SOLE		18,767	0	0
BELDEN INC COM USD.01	COMMON	077454106	16	279	SH		SOLE		279	0	0
BELLRING BRANDS INC COM CL A	COMMON	079823100	73	2,375	SH		SOLE		2,375	0	0
BENCHMARK ELECTRONICS INC COM USD.01	COMMON	08160H101	148	5,534	SH		SOLE		5,534	0	0
BENTLEY SYSTEMS INC COM CL B	COMMON	08265T208	0	4	SH		SOLE		4	0	0
BERKLEY (W R) CORP COM USD.2	COMMON	084423102	49	665	SH		SOLE		665	0	0
BERKSHIRE HATHAWAY CL B COM USD.0033	COMMON	084670702	34,906	127,761	SH		SOLE		127,761	0	0
BERRY GLOBAL GROUP INC COM USD.001	COMMON	08579W103	4	67	SH		SOLE		67	0	0
BEST BUY CO INC COM USD.1	COMMON	086516101	16,667	157,645	SH		SOLE		157,645	0	0
BEYOND AIR INC COM	COMMON	08862L103	1	76	SH		SOLE		76	0	0
BEYOND MEAT INC COM USD 0.0001	COMMON	08862E109	0	1	SH		SOLE		1	0	0
BGSF INC COM	COMMON	05601C105	329	25,698	SH		SOLE		25,698	0	0
BHP GROUP LTD ADR	COMMON	088606108	2,270	42,415	SH		SOLE		42,415	0	0
BHP GROUP LTD ADR	COMMON	05545E209	25	499	SH		SOLE		499	0	0
BIG 5 SPORTING GOODS CORP COM USD.01	COMMON	08915P101	1,120	48,599	SH		SOLE		48,599	0	0
BIG LOTS INC COM USD.01	COMMON	089302103	122	2,811	SH		SOLE		2,811	0	0
BIGCOMMERCE HOLDIN INC COM USD0.0001	COMMON	08975P108	105	2,078	SH		SOLE		2,078	0	0
BIGLARI HOLDINGS INC CL B	COMMON	08986R309	559	3,252	SH		SOLE		3,252	0	0
BILIBILI INC ADS	COMMON	090040106	8	124	SH		SOLE		124	0	0
BILL.COM HOLDINGS INC COM	COMMON	090043100	291	1,089	SH		SOLE		1,089	0	0
BIODELIVERY SCIENCES INTL COM NPV	COMMON	09060J106	2	625	SH		SOLE		625	0	0
BIOGEN INC COM NPV	COMMON	09062X103	25,271	89,301	SH		OTR		67,484	21,817	0
BIOHAVEN PHRMCUTCL HLD COM	COMMON	G11196105	277	1,988	SH		SOLE		1,988	0	0
BIOLIFE SOLUTIONS INC COM USD.001	COMMON	09062W204	39	929	SH		SOLE		929	0	0
BIONANO GENOMICS INC COM USD 0.0001	COMMON	09075F107	58	10,523	SH		SOLE		10,523	0	0
BIO-RAD LABORATORIES INC CL A COM USD1	COMMON	090572207	1,993	2,672	SH		SOLE		2,672	0	0
BIO-TECHNE CORP COM USD.01	COMMON	09073M104	2,129	4,393	SH		SOLE		4,393	0	0
BJ'S RESTAURANTS INC COM NPV	COMMON	09180C106	72	1,722	SH		SOLE		1,722	0	0
BJS WHSL CLUB HLDGS INC COM	COMMON	05550J101	532	9,677	SH		SOLE		9,677	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	1,431	19,871	SH		SOLE		19,871	0	0
BLACK STONE MINERALS LP COM LP UNIT	COMMON	09225M101	482	40,000	SH		SOLE		40,000	0	0
BLACKBAUD INC COM	COMMON	09227Q100	35	497	SH		SOLE		497	0	0
BLACKLINE INC COM USD.01	COMMON	09239B109	354	2,996	SH		SOLE		2,996	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	42	4,326	SH		SOLE		4,326	0	0
BLACKROCK INC COM USD.01	COMMON	09247X101	4,287	5,110	SH		SOLE		5,110	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	4,381	37,652	SH		SOLE		37,652	0	0
BLACKSTONE MORTGAGE TR INC CL A COM USD.01	COMMON	09257W100	14	464	SH		SOLE		464	0	0
BLOCK H & R INC COM NPV	COMMON	093671105	9,798	391,499	SH		SOLE		391,499	0	0
BLOOM ENERGY CORP COM	COMMON	093712107	25	1,323	SH		SOLE		1,323	0	0
BLOOMIN' BRANDS INC COM USD.01	COMMON	094235108	170	6,785	SH		SOLE		6,785	0	0
BLUE BIRD CORP COM USD0.0001	COMMON	095306106	0	13	SH		SOLE		13	0	0
BLUELINX HOLDINGS INC COM USD.01	COMMON	09624H208	1,169	23,910	SH		SOLE		23,910	0	0
BLUEPRINT MEDICINES CORP COM USD.001	COMMON	09627Y109	452	4,385	SH		SOLE		4,385	0	0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01	COMMON	09627J102	155	12,146	SH		SOLE		12,146	0	0
BOEING CO COM USD5	COMMON	097023105	2,633	11,971	SH		SOLE		11,971	0	0
BOISE CASCADE CO COM USD.01	COMMON	09739D100	609	11,271	SH		SOLE		11,271	0	0
BOK FINANCIAL CORP COM USD.00006	COMMON	05561Q201	11	122	SH		SOLE		122	0	0
BONANZA CREEK ENERGY INC COM USD0.001	COMMON	097793400	17	351	SH		SOLE		351	0	0
BOOKING HOLDINGS INC COM USD.008	COMMON	09857L108	3,444	1,451	SH		SOLE		1,451	0	0
BOOT BARN HOLDINGS INC COM USD.001	COMMON	099406100	357	4,013	SH		SOLE		4,013	0	0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01	COMMON	099502106	121	1,527	SH		SOLE		1,527	0	0
BORGWARNER INC COM USD.01	COMMON	099724106	2,251	52,094	SH		SOLE		52,094	0	0
BOSTON BEER INC -CL A CL A COM USD.01	COMMON	100557107	54	105	SH		SOLE		105	0	0
BOSTON PROPERTIES INC COM USD.01	COMMON	101121101	17,884	165,052	SH		OTR		124,252	40,800	0
BOSTON SCIENTIFIC CORP COM USD.01	COMMON	101137107	896	20,657	SH		SOLE		20,657	0	0
BOX INC CL A COM USD.0001	COMMON	10316T104	232	9,774	SH		SOLE		9,774	0	0
BP PLC ADR	COMMON	055622104	919	33,608	SH		SOLE		33,608	0	0
BRADESCO BANCO SPON ADR	COMMON	059460402	81	24,270	SH		SOLE		24,270	0	0
BRADESCO BANCO SPONS ADR PFD	COMMON	059460303	9	2,422	SH		SOLE		2,422	0	0
BRADY CORP CL A COM USD.01	COMMON	104674106	11	215	SH		SOLE		215	0	0
BRAEMAR HOTELS & RESORTS INC COM	COMMON	10482B101	6	1,209	SH		SOLE		1,209	0	0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01	COMMON	105368203	527	39,269	SH		SOLE		39,269	0	0
BRF SA SPON ADR NPV	COMMON	10552T107	996	198,376	SH		SOLE		198,376	0	0
BRIDGEBIO PHARMA INC COM	COMMON	10806X102	180	3,829	SH		SOLE		3,829	0	0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001	COMMON	109194100	4	31	SH		SOLE		31	0	0
BRIGHTCOVE INC COM USD0.001	COMMON	10921T101	23	1,963	SH		SOLE		1,963	0	0
BRIGHTHOUSE FINANL INC COM	COMMON	10922N103	120	2,649	SH		SOLE		2,649	0	0
BRIGHTSPHERE INVEST GRP INC ORD	COMMON	10948W103	365	13,951	SH		SOLE		13,951	0	0
BRINKER INTL INC COM USD.1	COMMON	109641100	351	7,157	SH		SOLE		7,157	0	0
BRISTOL-MYERS SQUIBB CO COM USD.1	COMMON	110122108	16,605	280,630	SH		OTR		207,433	73,197	0
BRISTOW GROUP INC COM	COMMON	11040G103	71	2,221	SH		SOLE		2,221	0	0
BRITISH AMER TOBACCO PLC SPON ADR	COMMON	110448107	4,130	117,052	SH		SOLE		117,052	0	0
BRIXMOR PROPERTY GROUP INC COM USD.01	COMMON	11120U105	1,777	80,355	SH		SOLE		80,355	0	0
BROADCOM INC ORD NPV	COMMON	11135F101	4,136	8,528	SH		SOLE		8,528	0	0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01	COMMON	11133T103	655	3,928	SH		SOLE		3,928	0	0
BROADSTONE NET LEASE INC COM	COMMON	11135E203	2	89	SH		SOLE		89	0	0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV	COMMON	112585104	1,460	27,279	SH		SOLE		27,279	0	0
BROOKFIELD ASST MGM REI PRTN ORD CL A	COMMON	G16169107	1	22	SH		SOLE		22	0	0
BROOKFIELD RENEWABLE CORP COM CLA	COMMON	11284V105	7	173	SH		SOLE		173	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	77	750	SH		SOLE		750	0	0
BROWN & BROWN INC COM USD.1	COMMON	115236101	190	3,425	SH		SOLE		3,425	0	0
BROWN FORMAN CORP CL B COM USD.15	COMMON	115637209	101	1,511	SH		SOLE		1,511	0	0
BRP GROUP INC COM CL A	COMMON	05589G102	71	2,124	SH		SOLE		2,124	0	0
BRP INC SUB VTG NPV	COMMON	05577W200	283	3,058	SH		SOLE		3,058	0	0
BRUKER CORP COM USD.01	COMMON	116794108	115	1,471	SH		SOLE		1,471	0	0
BRUNSWICK CORP COM USD.75	COMMON	117043109	691	7,245	SH		SOLE		7,245	0	0
BUCKLE INC COM USD.05	COMMON	118440106	886	22,378	SH		SOLE		22,378	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	1,220	23,572	SH		SOLE		23,572	0	0
BUNGE LTD COM USD.01	COMMON	G16962105	11	137	SH		SOLE		137	0	0
BURLINGTON STORES INC COM USD0.0001	COMMON	122017106	21	75	SH		SOLE		75	0	0
BWX TECHNOLOGIES INC COM USD.01	COMMON	05605H100	2	41	SH		SOLE		41	0	0
C H ROBINSON WORLDWIDE INC COM USD.1	COMMON	12541W209	824	9,474	SH		SOLE		9,474	0	0
C&F FINANCIAL CORP COM USD1	COMMON	12466Q104	492	9,266	SH		SOLE		9,266	0	0
C4 THERAPEUTICS INC COM	COMMON	12529R107	46	1,037	SH		SOLE		1,037	0	0
CABLE ONE INC COM USD.01	COMMON	12685J105	263	145	SH		SOLE		145	0	0
CABOT CORP COM USD1	COMMON	127055101	155	3,085	SH		SOLE		3,085	0	0
CABOT OIL & GAS CORP COM USD.1	COMMON	127097103	116	5,342	SH		SOLE		5,342	0	0
CACI INTL INC -CL A CL A COM USD.1	COMMON	127190304	238	908	SH		SOLE		908	0	0
CACTUS INC COM CL A USD0.01	COMMON	127203107	50	1,321	SH		SOLE		1,321	0	0
CADENCE BANCORPORATION CL A COM	COMMON	12739A100	481	21,866	SH		SOLE		21,866	0	0
CADENCE DESIGN SYSTEMS INC COM USD.01	COMMON	127387108	1,837	12,129	SH		SOLE		12,129	0	0
CAESARS ENTERTAINMENT INC COM USD.0001	COMMON	12769G100	54	478	SH		SOLE		478	0	0
CAI INTERNATIONAL INC COM USD.0001	COMMON	12477X106	7	117	SH		SOLE		117	0	0
CALAMP CORP COM NPV	COMMON	128126109	10	967	SH		SOLE		967	0	0
CALAVO GROWERS INC COM USD.001	COMMON	128246105	1	14	SH		SOLE		14	0	0
CALERES INC COM USD3.75	COMMON	129500104	283	12,714	SH		SOLE		12,714	0	0
CALIX INC COM USD.025	COMMON	13100M509	262	5,289	SH		SOLE		5,289	0	0
CALLAWAY GOLF CO COM USD.01	COMMON	131193104	9	339	SH		SOLE		339	0	0
CALLON PETROLEUM CO/DE COM USD.01	COMMON	13123X508	110	2,246	SH		SOLE		2,246	0	0
CAMBIUM NETWORKS CORP ORD USD 0.0001	COMMON	G17766109	833	23,005	SH		SOLE		23,005	0	0
CAMDEN NATIONAL CORP COM NPV	COMMON	133034108	1	16	SH		SOLE		16	0	0
CAMDEN PROPERTY TRUST COM USD.01 SBI	COMMON	133131102	125	849	SH		SOLE		849	0	0
CAMPBELL SOUP CO COM USD.3	COMMON	134429109	2	54	SH		SOLE		54	0	0
CAMPING WORLD HOLDINGS INC CL A COM USD.01	COMMON	13462K109	69	1,760	SH		SOLE		1,760	0	0
CAMTEK LTD ORD NIS.01	COMMON	M20791105	19	464	SH		SOLE		464	0	0
CANADIAN IMPERIAL BANK COM NPV	COMMON	136069101	545	4,894	SH		SOLE		4,894	0	0
CANADIAN NATIONAL RAILWAY CO COM NPV	COMMON	136375102	1,639	14,175	SH		SOLE		14,175	0	0
CANADIAN NATURAL RESOURCES COM NPV	COMMON	136385101	585	16,008	SH		SOLE		16,008	0	0
CANADIAN PACIFIC RAILWAY LTD COM CAD5	COMMON	13645T100	443	6,813	SH		SOLE		6,813	0	0
CANADIAN SOLAR INC COM NPV	COMMON	136635109	169	4,896	SH		SOLE		4,896	0	0
CANON INC ADR	COMMON	138006309	2,135	87,567	SH		SOLE		87,567	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	7,841	48,371	SH		SOLE		48,371	0	0
CAPITAL SENIOR LIVING CORP COM USD.01	COMMON	140475203	1	32	SH		SOLE		32	0	0
CAPRI HOLDINGS LTD ORD NPV	COMMON	G1890L107	10	198	SH		SOLE		198	0	0
CARDIFF ONCOLOGY INC COM USD.0001	COMMON	14147L108	6	972	SH		SOLE		972	0	0
CARDINAL HEALTH INC COM NPV	COMMON	14149Y108	251	5,080	SH		SOLE		5,080	0	0
CARDIOVASCULAR SYSTEMS INC COM NPV	COMMON	141619106	4	117	SH		SOLE		117	0	0
CARDLYTICS INC COM	COMMON	14161W105	82	970	SH		SOLE		970	0	0
CAREDX INC COM USD.001	COMMON	14167L103	294	4,623	SH		SOLE		4,623	0	0
CARETRUST REIT INC COM USD.01	COMMON	14174T107	2	104	SH		SOLE		104	0	0
CARGURUS INC CL A COM USD.001	COMMON	141788109	12	392	SH		SOLE		392	0	0
CARLISLE COS INC COM NPV	COMMON	142339100	823	4,138	SH		SOLE		4,138	0	0
CARLYLE GROUP INC COM	COMMON	14316J108	3	59	SH		SOLE		59	0	0
CARMAX INC COM NPV	COMMON	143130102	208	1,622	SH		SOLE		1,622	0	0
CARNIVAL CORPORATION & PLC ADR	COMMON	14365C103	4	182	SH		SOLE		182	0	0
CARNIVAL CORPORATION & PLC COM USD.01	COMMON	143658300	59	2,377	SH		SOLE		2,377	0	0
CARPENTER TECHNOLOGY CORP COM USD5	COMMON	144285103	0	10	SH		SOLE		10	0	0
CARRIER GLOBAL CORP COM	COMMON	14448C104	554	10,705	SH		SOLE		10,705	0	0
CARS.COM INC COM USD.01	COMMON	14575E105	303	23,901	SH		SOLE		23,901	0	0
CARTER'S INC COM USD.01	COMMON	146229109	147	1,507	SH		SOLE		1,507	0	0
CARVANA CO CL A COM USD .001	COMMON	146869102	158	524	SH		SOLE		524	0	0
CASELLA WASTE SYS INC -CL A CL A COM USD.01	COMMON	147448104	173	2,272	SH		SOLE		2,272	0	0
CASEYS GENERAL STORES INC COM NPV	COMMON	147528103	45	240	SH		SOLE		240	0	0
CASS INFORMATION SYSTEMS INC COM USD2.5	COMMON	14808P109	29	688	SH		SOLE		688	0	0
CASSAVA SCIENCES INC COM USD.001	COMMON	14817C107	31	493	SH		SOLE		493	0	0
CASTLE BIOSCIENCES INC COM	COMMON	14843C105	40	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	337	2,532	SH		SOLE		2,532	0	0
CATALYST PHARMACEUTICALS INC COM USD.001	COMMON	14888U101	416	78,418	SH		SOLE		78,418	0	0
CATCHMARK TIMBER TRUST CL A COM USD.01	COMMON	14912Y202	8	669	SH		SOLE		669	0	0
CATERPILLAR INC COM USD1	COMMON	149123101	6,857	35,687	SH		SOLE		35,687	0	0
CATHAY GENERAL BANCORP COM USD.01	COMMON	149150104	31	759	SH		SOLE		759	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	12	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	0	12	SH		SOLE		12	0	0
CBOE GLOBAL MARKETS INC COM USD0.01	COMMON	12503M108	39	317	SH		SOLE		317	0	0
CBRE GROUP INC CL A COM USD.01	COMMON	12504L109	28,917	296,625	SH		SOLE		296,625	0	0
CDK GLOBAL INC COM USD0.01	COMMON	12508E101	7	161	SH		SOLE		161	0	0
CDW CORP COM USD.01	COMMON	12514G108	1,222	6,714	SH		SOLE		6,714	0	0
CECO ENVIRONMENTAL CORP COM NPV	COMMON	125141101	0	21	SH		SOLE		21	0	0
CEDAR REALTY TRUST INC COM USD.06	COMMON	150602605	743	34,240	SH		SOLE		34,240	0	0
CELANESE CORP COM USD.01	COMMON	150870103	81,146	538,488	SH		OTR		410,101	128,387	0
CELCUITY INC COM	COMMON	15102K100	1	42	SH		SOLE		42	0	0
CELESTICA INC SUB VTG SHS	COMMON	15101Q108	2,838	319,562	SH		SOLE		319,562	0	0
CELLDEX THERAPEUTICS INC COM	COMMON	15117B202	141	2,603	SH		SOLE		2,603	0	0
CELSIUS HOLDINGS INC COM USD.001	COMMON	15118V207	221	2,443	SH		SOLE		2,443	0	0
CEMEX SAB DE CV SPON ADR 5 ORD	COMMON	151290889	57	7,943	SH		SOLE		7,943	0	0
CENOVUS ENERGY INC COM NPV	COMMON	15135U109	2	191	SH		SOLE		191	0	0
CENTENE CORP COM USD.003	COMMON	15135B101	311	4,994	SH		SOLE		4,994	0	0
CENTENNIAL RES DVLPMNT INC CL A COM USD0.0001	COMMON	15136A102	104	15,558	SH		SOLE		15,558	0	0
CENTERPOINT ENERGY INC COM NPV	COMMON	15189T107	29	1,192	SH		SOLE		1,192	0	0
CENTERRA GOLD INC COM	COMMON	152006102	0	67	SH		SOLE		67	0	0
CENTRAL GARDEN & PET CO CL A COM USD.01	COMMON	153527205	263	6,116	SH		SOLE		6,116	0	0
CENTRAL PACIFIC FINANCIAL CP COM NPV	COMMON	154760409	11	438	SH		SOLE		438	0	0
CENTRESPACE COM NPV	COMMON	15202L107	1	9	SH		SOLE		9	0	0
CENTRUS ENERGY CORP CL A COM USD.1	COMMON	15643U104	232	6,007	SH		SOLE		6,007	0	0
CENTURY BANCORP INC/MA CL A COM NPV	COMMON	156432106	157	1,360	SH		SOLE		1,360	0	0
CENTURY COMMUNITIES INC COM USD.01	COMMON	156504300	15	240	SH		SOLE		240	0	0
CERENCE INC COM	COMMON	156727109	96	994	SH		SOLE		994	0	0
CERIDIAN HCM HOLDING COM USD0.01	COMMON	15677J108	63	561	SH		SOLE		561	0	0
CERNER CORP COM USD.01	COMMON	156782104	118	1,675	SH		SOLE		1,675	0	0
CERTARA INC COM USD.01	COMMON	15687V109	16	489	SH		SOLE		489	0	0
CF INDUSTRIES HOLDINGS INC COM USD.01	COMMON	125269100	543	9,734	SH		SOLE		9,734	0	0
CGI INC CL A COM NPV SVTG	COMMON	12532H104	403	4,755	SH		SOLE		4,755	0	0
CHAMPIONX CORP COM	COMMON	15872M104	364	16,238	SH		SOLE		16,238	0	0
CHANGE HEALTHCARE INC COM	COMMON	15912K100	1	55	SH		SOLE		55	0	0
CHANNELADVISOR CORP COM USD.001	COMMON	159179100	7	279	SH		SOLE		279	0	0
CHARLES & COLVARD LTD COM NPV	COMMON	159765106	105	35,148	SH		SOLE		35,148	0	0
CHARLES RIVER LABS INTL INC COM USD.01	COMMON	159864107	725	1,755	SH		SOLE		1,755	0	0
CHART INDUSTRIES INC COM USD.01	COMMON	16115Q308	228	1,190	SH		SOLE		1,190	0	0
CHARTER COMMUNICATIONS INC CL A NEW	COMMON	16119P108	44,784	61,552	SH		OTR		42,430	19,122	0
CHECK POINT SOFTWARE TECHN ORD NIS.01	COMMON	M22465104	157	1,386	SH		SOLE		1,386	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	68	41,560	SH		SOLE		41,560	0	0
CHEFS' WAREHOUSE INC COM USD.01	COMMON	163086101	9	268	SH		SOLE		268	0	0
CHEGG INC COM USD0.001	COMMON	163092109	13	193	SH		SOLE		193	0	0
CHEMED CORP COM USD1	COMMON	16359R103	329	706	SH		SOLE		706	0	0
CHEMOURS CO COM USD0.01	COMMON	163851108	203	6,966	SH		SOLE		6,966	0	0
CHEMUNG FINANCIAL CORP COM USD.01	COMMON	164024101	181	4,016	SH		SOLE		4,016	0	0
CHENIERE ENERGY INC COM USD.03	COMMON	16411R208	26	264	SH		SOLE		264	0	0
CHERRY HILL MTG INVST COM USD.01	COMMON	164651101	15	1,684	SH		SOLE		1,684	0	0
CHESAPEAKE ENERGY CORP COM	COMMON	165167735	1	22	SH		SOLE		22	0	0
CHEVRON CORP COM USD3	COMMON	166764100	27,171	267,714	SH		OTR		221,610	46,104	0
CHEWY INC COM CL A	COMMON	16679L109	9	134	SH		SOLE		134	0	0
CHICKEN SOUP FOR SOUL ENTNT CL A COM	COMMON	16842Q100	1	56	SH		SOLE		56	0	0
CHICOS FAS INC COM USD.01	COMMON	168615102	12	2,654	SH		SOLE		2,654	0	0
CHILDRENS PLACE INC COM USD.1	COMMON	168905107	4	54	SH		SOLE		54	0	0
CHIMERA INVESTMENT CORP COM USD.01	COMMON	16934Q208	272	18,306	SH		SOLE		18,306	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	262	13,715	SH		SOLE		13,715	0	0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H	COMMON	16939P106	90	11,018	SH		SOLE		11,018	0	0
CHINA PETROLEUM & CHEM CORP SPON ADR	COMMON	16941R108	3,303	67,166	SH		SOLE		67,166	0	0
CHINA YUCHAI INTERNATIONAL COM USD.1	COMMON	G21082105	1,765	129,839	SH		SOLE		129,839	0	0
CHIPMOS TECHNOLOGIES INC ADR	COMMON	16965P202	3,543	103,501	SH		SOLE		103,501	0	0
CHIPOTLE MEXICAN GRILL INC COM USD.01	COMMON	169656105	434	239	SH		SOLE		239	0	0
CHOICE HOTELS INTL INC COM USD.01	COMMON	169905106	1	9	SH		SOLE		9	0	0
CHROMADEX CORP COM USD.001	COMMON	171077407	44	7,019	SH		SOLE		7,019	0	0
CHUBB LTD ORD KYD.125	COMMON	H1467J104	12,883	74,172	SH		SOLE		74,172	0	0
CHUNGHWA TELECOM LTD SPON ADR	COMMON	17133Q502	200	5,080	SH		SOLE		5,080	0	0
CHURCH & DWIGHT INC COM NPV	COMMON	171340102	805	9,747	SH		SOLE		9,747	0	0
CHURCHILL DOWNS INC COM NPV	COMMON	171484108	2	8	SH		SOLE		8	0	0
CIA ENERGETICA DE MINAS SP ADR N-V PFD	COMMON	204409601	12	4,886	SH		SOLE		4,886	0	0
CIENA CORP COM USD.01	COMMON	171779309	117	2,278	SH		SOLE		2,278	0	0
CIGNA CORP COM USD1	COMMON	125523100	12,273	61,291	SH		OTR		51,234	10,057	0
CIM COMMERICAL TRUST DHD BEN INT USD.001	COMMON	125525584	0	1	SH		SOLE		1	0	0
CIMAREX ENERGY CO COM USD.01	COMMON	171798101	14	160	SH		SOLE		160	0	0
CIMPRESS PLC COM USD.001	COMMON	G2143T103	34	389	SH		SOLE		389	0	0
CINCINNATI FINANCIAL CORP COM USD2	COMMON	172062101	10,229	89,469	SH		SOLE		89,469	0	0
CINTAS CORP COM NPV	COMMON	172908105	2,375	6,233	SH		SOLE		6,233	0	0
CIRRUS LOGIC INC COM NPV	COMMON	172755100	111	1,344	SH		SOLE		1,344	0	0
CISCO SYSTEMS INC COM NPV	COMMON	17275R102	10,791	198,108	SH		SOLE		198,108	0	0
CIT GROUP INC COM USD.01	COMMON	125581801	8	159	SH		SOLE		159	0	0
CITI TRENDS INC COM	COMMON	17306X102	45	616	SH		SOLE		616	0	0
CITIGROUP INC COM USD.01	COMMON	172967424	40,656	579,172	SH		OTR		508,711	70,461	0
CITIZENS COMMUNITY BANCORP COM	COMMON	174903104	248	17,984	SH		SOLE		17,984	0	0
CITIZENS FINANCIAL GROUP INC COM USD.01	COMMON	174610105	2,570	54,670	SH		SOLE		54,670	0	0
CITRIX SYSTEMS INC COM USD.001	COMMON	177376100	6,725	62,636	SH		OTR		46,563	16,073	0
CITY OFFICE REIT INC COM USD.01	COMMON	178587101	1,437	80,444	SH		SOLE		80,444	0	0
CIVISTA BANCSHARES INC COM NPV	COMMON	178867107	43	1,846	SH		SOLE		1,846	0	0
CLARIVATE PLC COM	COMMON	G21810109	10	462	SH		SOLE		462	0	0
CLARUS CORP COM USD.0001	COMMON	18270P109	30	1,172	SH		SOLE		1,172	0	0
CLEAN ENERGY FUELS CORP COM USD.0001	COMMON	184499101	40	4,943	SH		SOLE		4,943	0	0
CLEAN HARBORS INC COM USD.01	COMMON	184496107	16	150	SH		SOLE		150	0	0
CLEARFIELD INC COM USD.01	COMMON	18482P103	89	2,009	SH		SOLE		2,009	0	0
CLEARWAY ENERGY INC CL C COM NPV	COMMON	18539C204	18	605	SH		SOLE		605	0	0
CLEVELAND-CLIFFS INC COM USD1	COMMON	185899101	67	3,364	SH		SOLE		3,364	0	0
CLOROX CO/DE COM USD1	COMMON	189054109	221	1,332	SH		SOLE		1,332	0	0
CLOUDERA INC COM USD .00005	COMMON	18914U100	147	9,172	SH		SOLE		9,172	0	0
CLOUDFLARE INC COM CL A	COMMON	18915M107	134	1,191	SH		SOLE		1,191	0	0
CMC MATERIALS INC COM USD.001	COMMON	12571T100	11	91	SH		SOLE		91	0	0
CME GROUP INC CL A COM USD.01	COMMON	12572Q105	744	3,850	SH		SOLE		3,850	0	0
CMS ENERGY CORP COM USD.01	COMMON	125896100	47	784	SH		SOLE		784	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	1,136	48,260	SH		SOLE		48,260	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	917	2,326	SH		SOLE		2,326	0	0
COCA-COLA CO COM USD.5	COMMON	191216100	16,145	307,388	SH		SOLE		307,388	0	0
COCA-COLA EUROPACIFIC PARTNE ORD NPV	COMMON	G25839104	982	17,762	SH		SOLE		17,762	0	0
COCA-COLA FEMSA SAB DE CV SPON ADR	COMMON	191241108	4,901	87,105	SH		SOLE		87,105	0	0
CODEXIS INC COM USD.0001	COMMON	192005106	80	3,433	SH		SOLE		3,433	0	0
CODORUS VALLEY BANCORP COM NPV	COMMON	192025104	1	49	SH		SOLE		49	0	0
COEUR MINING INC COM USD1	COMMON	192108504	0	22	SH		SOLE		22	0	0
COGENT COMMUNICATIONS HLDGS COM USD.001	COMMON	19239V302	1	16	SH		SOLE		16	0	0
COGNEX CORP COM USD.002	COMMON	192422103	112	1,397	SH		SOLE		1,397	0	0
COGNIZANT TECH SOLUTIONS CL A COM USD.01	COMMON	192446102	255	3,431	SH		SOLE		3,431	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	806	9,605	SH		SOLE		9,605	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	54	216	SH		SOLE		216	0	0
COHERUS BIOSCIENCES INC COM USD.0001	COMMON	19249H103	22	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	288	6,272	SH		SOLE		6,272	0	0
COLGATE-PALMOLIVE CO COM USD1	COMMON	194162103	1,258	16,642	SH		SOLE		16,642	0	0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001	COMMON	19459J104	33	1,652	SH		SOLE		1,652	0	0
COLONY BANKCORP INC COM USD1	COMMON	19623P101	49	2,640	SH		SOLE		2,640	0	0
COLUMBIA PROPERTY TRUST INC COM USD.01	COMMON	198287203	16	827	SH		SOLE		827	0	0
COLUMBIA SPORTSWEAR CO COM NPV	COMMON	198516106	35	365	SH		SOLE		365	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	36,315	648,556	SH		SOLE		648,556	0	0
COMERICA INC COM USD5	COMMON	200340107	1,770	21,976	SH		SOLE		21,976	0	0
COMFORT SYSTEMS USA INC COM USD.01	COMMON	199908104	724	10,143	SH		SOLE		10,143	0	0
COMM SERV SELECT SECTOR SPDR	COMMON	81369Y852	14	175	SH		SOLE		175	0	0
COMMERCE BANCSHARES INC COM USD5	COMMON	200525103	110	1,581	SH		SOLE		1,581	0	0
COMMERCIAL METALS COM USD5	COMMON	201723103	345	11,336	SH		SOLE		11,336	0	0
COMMSCOPE HOLDING CO INC COM USD.01	COMMON	20337X109	40	2,947	SH		SOLE		2,947	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	10	149	SH		SOLE		149	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	79	6,716	SH		SOLE		6,716	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	264	3,504	SH		SOLE		3,504	0	0
COMPANHIA BRASILEIRA DE DIST SPON ADR	COMMON	20440T300	124	26,244	SH		SOLE		26,244	0	0
COMPANHIA SIDERURGICA NACION SPON ADR	COMMON	20440W105	660	125,476	SH		SOLE		125,476	0	0
COMPANIA CERVECERIAS UNIDAS SPON ADR	COMMON	204429104	27	1,556	SH		SOLE		1,556	0	0
COMPASS MINERALS INTL INC COM	COMMON	20451N101	178	2,762	SH		SOLE		2,762	0	0
COMPUTER TASK GROUP INC COM USD.01	COMMON	205477102	232	29,021	SH		SOLE		29,021	0	0
COMSCORE INC COM USD.001	COMMON	20564W105	7	1,754	SH		SOLE		1,754	0	0
COMSTOCK MINING INC COM USD.000666	COMMON	205750300	0	138	SH		SOLE		138	0	0
COMTECH TELECOMMUN COM NPV	COMMON	205826209	1	24	SH		SOLE		24	0	0
CONAGRA BRANDS INC COM USD5	COMMON	205887102	16,186	477,888	SH		OTR		326,285	151,603	0
CONCENTRIX CORP -SPN COM	COMMON	20602D101	461	2,605	SH		SOLE		2,605	0	0
CONCRETE PUMPING HOLDINGS COM CL A USD0.0001	COMMON	206704108	0	36	SH		SOLE		36	0	0
CONDUENT INC COM USD1	COMMON	206787103	5	688	SH		SOLE		688	0	0
CONFORMIS INC COM USD.00001	COMMON	20717E101	0	2	SH		SOLE		2	0	0
CONMED CORP COM USD.01	COMMON	207410101	1,279	9,754	SH		SOLE		9,754	0	0
CONNECTONE BANCORP INC COM NPV	COMMON	20786W107	9	294	SH		SOLE		294	0	0
CONN'S INC COM USD.01	COMMON	208242107	4	184	SH		SOLE		184	0	0
CONOCOPHILLIPS COM USD1.25	COMMON	20825C104	36,104	532,737	SH		OTR		396,394	136,343	0
CONSOL ENERGY INC COM	COMMON	20854L108	147	5,639	SH		SOLE		5,639	0	0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01	COMMON	209034107	127	13,861	SH		SOLE		13,861	0	0
CONSOLIDATED EDISON INC COM USD5	COMMON	209115104	3,715	51,113	SH		SOLE		51,113	0	0
CONSTELLATION BRANDS CL A COM USD.01	COMMON	21036P108	229	1,089	SH		SOLE		1,089	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	240	25,209	SH		SOLE		25,209	0	0
CONTINENTAL RESOURCES INC COM USD.01	COMMON	212015101	5,439	117,697	SH		SOLE		117,697	0	0
CONTROLADORA VUELA COMPANIA ADR	COMMON	21240E105	527	24,181	SH		SOLE		24,181	0	0
COOPER COS INC (THE) COM USD.1	COMMON	216648402	35	85	SH		SOLE		85	0	0
COPA HOLDINGS SA CL A COM USD	COMMON	P31076105	3	32	SH		SOLE		32	0	0
COPART INC COM NPV	COMMON	217204106	161	1,158	SH		SOLE		1,158	0	0
CORCEPT THERAPEUTICS INC COM USD.00001	COMMON	218352102	213	10,788	SH		SOLE		10,788	0	0
CORE MOLDING TECHNOLOGIES COM USD.01	COMMON	218683100	238	20,644	SH		SOLE		20,644	0	0
COREPOINT LODGING INC COM USD.01	COMMON	21872L104	18	1,187	SH		SOLE		1,187	0	0
CORESITE REALTY CORP COM USD.01	COMMON	21870Q105	4	28	SH		SOLE		28	0	0
CORNERSTNE BULDNG BRNDS INC COM USD.01	COMMON	21925D109	91	6,214	SH		SOLE		6,214	0	0
CORNERSTONE ONDEMAND INC COM USD.0001	COMMON	21925Y103	69	1,195	SH		SOLE		1,195	0	0
CORNING INC COM USD5	COMMON	219350105	163	4,476	SH		SOLE		4,476	0	0
CORPORATE OFFICE PROPERT COM USD.01	COMMON	22002T108	15	547	SH		SOLE		547	0	0
CORSAIR GAMING INC COM	COMMON	22041X102	58	2,229	SH		SOLE		2,229	0	0
CORTEVA INC COM	COMMON	22052L104	117	2,774	SH		SOLE		2,774	0	0
CORTEXYME INC COM	COMMON	22053A107	217	2,360	SH		SOLE		2,360	0	0
CORVEL CORP COM USD.0001	COMMON	221006109	201	1,079	SH		SOLE		1,079	0	0
COSAN SA ADS	COMMON	22113B103	183	10,942	SH		SOLE		10,942	0	0
COSTAR GROUP INC COM USD.01	COMMON	22160N109	298	3,458	SH		SOLE		3,458	0	0
COSTCO WHOLESALE CORP COM USD.1	COMMON	22160K105	4,890	10,881	SH		SOLE		10,881	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	27	746	SH		SOLE		746	0	0
COUPA SOFTWARE INC COM USD.0001	COMMON	22266L106	21	95	SH		SOLE		95	0	0
COUPANG INC COM CL A	COMMON	22266T109	21	761	SH		SOLE		761	0	0
COUSINS PROPERTIES INC COM USD1	COMMON	222795502	389	10,424	SH		SOLE		10,424	0	0
COVANTA HOLDING CORP COM USD.01	COMMON	22282E102	129	6,396	SH		SOLE		6,396	0	0
COVENANT LOGISTICS GROUP INC CL A COM USD.01	COMMON	22284P105	69	2,504	SH		SOLE		2,504	0	0
COWEN INC CL A COM USD0.01	COMMON	223622606	25	739	SH		SOLE		739	0	0
CPI CARD GROUP INC COM	COMMON	12634H200	726	20,909	SH		SOLE		20,909	0	0
CRA INTERNATIONAL INC COM NPV	COMMON	12618T105	490	4,926	SH		SOLE		4,926	0	0
CRANE CO COM USD6.25	COMMON	224399105	1,430	15,058	SH		SOLE		15,058	0	0
CRAWFORD & CO CL A COM NPV	COMMON	224633206	43	4,802	SH		SOLE		4,802	0	0
CRAWFORD & CO CL B COM NPV	COMMON	224633107	240	26,745	SH		SOLE		26,745	0	0
CREDICORP LTD COM USD5	COMMON	G2519Y108	1	7	SH		SOLE		7	0	0
CREDIT ACCEPTANCE CORP COM NPV	COMMON	225310101	1	2	SH		SOLE		2	0	0
CREDIT SUISSE GROUP SPON ADR	COMMON	225401108	193	19,581	SH		SOLE		19,581	0	0
CREE INC COM USD.01	COMMON	225447101	13	167	SH		SOLE		167	0	0
CRESUD SACIFYA SPON ADR	COMMON	226406106	1,530	315,492	SH		SOLE		315,492	0	0
CRH PLC ADR	COMMON	12626K203	3,744	80,096	SH		SOLE		80,096	0	0
CRITEO SA ADR	COMMON	226718104	736	20,071	SH		SOLE		20,071	0	0
CROCS INC COM USD.001	COMMON	227046109	795	5,529	SH		SOLE		5,529	0	0
CROSS COUNTRY HEALTHCARE INC COM USD.01	COMMON	227483104	222	10,422	SH		SOLE		10,422	0	0
CROWDSTRIKE HOLDINGS INC COM CL A USD0.0005	COMMON	22788C105	575	2,341	SH		SOLE		2,341	0	0
CROWN CASTLE INTL CORP COM USD.01	COMMON	22822V101	1,237	7,134	SH		SOLE		7,134	0	0
CROWN CRAFTS INC COM USD1	COMMON	228309100	145	19,582	SH		SOLE		19,582	0	0
CROWN HOLDINGS INC COM USD5	COMMON	228368106	112	1,113	SH		SOLE		1,113	0	0
CRYOPORT INC COM USD.001	COMMON	229050307	19	280	SH		SOLE		280	0	0
CSG SYSTEMS INTL INC COM USD.01	COMMON	126349109	521	10,779	SH		SOLE		10,779	0	0
CSW INDUSTRIALS INC COM USD.01	COMMON	126402106	96	748	SH		SOLE		748	0	0
CSX CORP COM USD1	COMMON	126408103	8,548	287,148	SH		SOLE		287,148	0	0
CTI BIOPHARMA CORP COM NPV	COMMON	12648L601	1	321	SH		SOLE		321	0	0
CTO REALTY GROWTH INC COM USD1	COMMON	22948Q101	1	12	SH		SOLE		12	0	0
CTS CORP COM NPV	COMMON	126501105	1	22	SH		SOLE		22	0	0
CUBESMART COM USD.01	COMMON	229663109	13	278	SH		SOLE		278	0	0
CULLEN/FROST BANKERS INC COM USD5	COMMON	229899109	14	121	SH		SOLE		121	0	0
CULP INC COM USD.05	COMMON	230215105	102	7,916	SH		SOLE		7,916	0	0
CUMMINS INC COM USD2.5	COMMON	231021106	56,988	253,686	SH		OTR		202,565	51,121	0
CUMULUS MEDIA INC COM CL A NEW	COMMON	231082801	1	120	SH		SOLE		120	0	0
CURO GROUP HLDGS CORP COM	COMMON	23131L107	138	7,951	SH		SOLE		7,951	0	0
CURTISS-WRIGHT CORP COM USD1	COMMON	231561101	33	262	SH		SOLE		262	0	0
CUSHMAN & WAKEFIELD COM	COMMON	G2717B108	106	5,671	SH		SOLE		5,671	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	48	1,036	SH		SOLE		1,036	0	0
CVB FINANCIAL CORP COM NPV	COMMON	126600105	10	487	SH		SOLE		487	0	0
CVR ENERGY INC COM USD.01	COMMON	12662P108	1	74	SH		SOLE		74	0	0
CVS HEALTH CORP COM USD1	COMMON	126650100	2,058	24,242	SH		SOLE		24,242	0	0
CYBEROPTICS CORP COM NPV	COMMON	232517102	52	1,463	SH		SOLE		1,463	0	0
CYCLERION THERAPEUTICS COM	COMMON	23255M105	0	1	SH		SOLE		1	0	0
CYRUSONE INC COM USD.01	COMMON	23283R100	14	184	SH		SOLE		184	0	0
D R HORTON INC COM USD.01	COMMON	23331A109	698	8,312	SH		SOLE		8,312	0	0
DAKTRONICS INC COM NPV	COMMON	234264109	136	25,071	SH		SOLE		25,071	0	0
DANA INC COM USD.01	COMMON	235825205	14	643	SH		SOLE		643	0	0
DANAHER CORP COM USD.01	COMMON	235851102	11,003	36,112	SH		SOLE		36,112	0	0
DANAOS CORP COM USD.01	COMMON	Y1968P121	37	450	SH		SOLE		450	0	0
DAQO NEW ENERGY CORP ADR	COMMON	23703Q203	1	24	SH		SOLE		24	0	0
DARDEN RESTAURANTS INC COM NPV	COMMON	237194105	63	415	SH		SOLE		415	0	0
DARLING INGREDIENTS INC COM USD.01	COMMON	237266101	3,820	53,129	SH		SOLE		53,129	0	0
DASAN ZHONE SOLUTIONS INC COM	COMMON	268211109	24	1,934	SH		SOLE		1,934	0	0
DASEKE INC COM USD.0001	COMMON	23753F107	205	22,266	SH		SOLE		22,266	0	0
DATA I/O CORP COM NPV	COMMON	237690102	1	90	SH		SOLE		90	0	0
DATADOG INC COM CL A USD0.00001	COMMON	23804L103	8	57	SH		SOLE		57	0	0
DAVE & BUSTER'S ENTMT INC COM USD.01	COMMON	238337109	128	3,323	SH		SOLE		3,323	0	0
DAVITA INC CL A COM NPV VTG	COMMON	23918K108	10,019	86,090	SH		SOLE		86,090	0	0
DECKERS OUTDOOR CORP COM USD.01	COMMON	243537107	1,797	4,988	SH		SOLE		4,988	0	0
DEERE & CO COM USD1	COMMON	244199105	1,578	4,709	SH		SOLE		4,709	0	0
DELL TECHNOLOGIES INC CL C	COMMON	24703L202	13,011	125,057	SH		SOLE		125,057	0	0
DELTA AIR LINES INC COM USD.0001	COMMON	247361702	305	7,165	SH		SOLE		7,165	0	0
DELTA APPAREL INC COM USD.01	COMMON	247368103	297	10,863	SH		SOLE		10,863	0	0
DELUXE CORP COM USD1	COMMON	248019101	8	217	SH		SOLE		217	0	0
DENALI THERAPEUTCS INC COM	COMMON	24823R105	339	6,706	SH		SOLE		6,706	0	0
DENBURY INC COM	COMMON	24790A101	301	4,277	SH		SOLE		4,277	0	0
DENTSPLY SIRONA INC COM USD1	COMMON	24906P109	1,230	21,161	SH		SOLE		21,161	0	0
DESCARTES SYSTEMS GROUP INC COM NPV	COMMON	249906108	363	4,467	SH		SOLE		4,467	0	0
DEUTSCHE BANK AG ORD	COMMON	D18190898	41	3,205	SH		SOLE		3,205	0	0
DEVON ENERGY CORP COM USD.1	COMMON	25179M103	597	16,807	SH		SOLE		16,807	0	0
DEXCOM INC COM USD.001	COMMON	252131107	743	1,359	SH		SOLE		1,359	0	0
DHI GROUP INC COM USD.01	COMMON	23331S100	106	22,287	SH		SOLE		22,287	0	0
DHT HOLDINGS INC COM USD.01	COMMON	Y2065G121	766	117,333	SH		SOLE		117,333	0	0
DIAGEO PLC SPON ADR	COMMON	25243Q205	2,212	11,462	SH		SOLE		11,462	0	0
DIAMOND HILL INVESTMENT GRP CL A COM NPV	COMMON	25264R207	5	28	SH		SOLE		28	0	0
DIAMONDBACK ENERGY INC COM USD.01	COMMON	25278X109	443	4,677	SH		SOLE		4,677	0	0
DIAMONDROCK HOSPITALITY CO COM USD.01	COMMON	252784301	330	34,897	SH		SOLE		34,897	0	0
DICERNA PHARMACEUTICALS INC COM USD.0001	COMMON	253031108	79	3,887	SH		SOLE		3,887	0	0
DICKS SPORTING GOODS INC COM USD.01	COMMON	253393102	739	6,173	SH		SOLE		6,173	0	0
DIEBOLD NIXDORF INC COM USD1.25	COMMON	253651103	138	13,657	SH		SOLE		13,657	0	0
DIGI INTERNATIONAL INC COM USD.01	COMMON	253798102	7	323	SH		SOLE		323	0	0
DIGITAL REALTY TRUST INC COM USD.01	COMMON	253868103	324	2,243	SH		SOLE		2,243	0	0
DIGITAL TURBINE INC COM	COMMON	25400W102	321	4,667	SH		SOLE		4,667	0	0
DIGITALBRIDGE GROUP INC CL A COM USD.01	COMMON	25401T108	18	3,022	SH		SOLE		3,022	0	0
DILLARDS INC -CL A CL A COM NPV	COMMON	254067101	1,289	7,473	SH		SOLE		7,473	0	0
DIMENSIONAL ETF TRUST US CORE EQUITY 2	COMMON	25434V708	281	10,593	SH		SOLE		10,593	0	0
DIMENSIONAL ETF TRUST US TARGETED VLU	COMMON	25434V609	2,105	47,415	SH		SOLE		47,415	0	0
DINE BRANDS GLOBAL INC COM USD.01	COMMON	254423106	67	824	SH		SOLE		824	0	0
DIODES INC COM USD.66	COMMON	254543101	197	2,171	SH		SOLE		2,171	0	0
DISCOVER FINANCIAL SVCS COM USD.01	COMMON	254709108	464	3,777	SH		SOLE		3,777	0	0
DISCOVERY INC CL A COM	COMMON	25470F104	8,796	346,557	SH		OTR		268,575	77,982	0
DISCOVERY INC CL C COM	COMMON	25470F302	7	292	SH		SOLE		292	0	0
DISH NETWORK CORP CL A COM USD.01	COMMON	25470M109	352	8,089	SH		SOLE		8,089	0	0
DISNEY (WALT) CO COM NPV	COMMON	254687106	6,822	40,326	SH		SOLE		40,326	0	0
DIVERSIFIED HEALTHCARE TRUST COM USD.01	COMMON	25525P107	260	76,689	SH		SOLE		76,689	0	0
DLH HOLDINGS CORP COM USD.001	COMMON	23335Q100	82	6,656	SH		SOLE		6,656	0	0
DMC GLOBAL INC COM USD.05	COMMON	23291C103	31	847	SH		SOLE		847	0	0
DOCUSIGN INC COM USD0.0001	COMMON	256163106	1,019	3,960	SH		SOLE		3,960	0	0
DOLBY LABORATORIES INC CL A COM USD.001	COMMON	25659T107	7	75	SH		SOLE		75	0	0
DOLLAR GENERAL CORP COM USD.875	COMMON	256677105	8,760	41,283	SH		OTR		33,233	8,050	0
DOLLAR TREE INC COM USD.01	COMMON	256746108	31	327	SH		SOLE		327	0	0
DOMINION ENERGY INC COM NPV	COMMON	25746U109	6,490	88,777	SH		SOLE		88,777	0	0
DOMINO'S PIZZA INC COM USD.01	COMMON	25754A201	17,229	36,122	SH		OTR		25,449	10,673	0
DOMO INC COM	COMMON	257554105	243	2,871	SH		SOLE		2,871	0	0
DOMTAR CORP COM USD.01	COMMON	257559203	1,202	22,004	SH		SOLE		22,004	0	0
DONALDSON CO INC COM USD5	COMMON	257651109	60	1,048	SH		SOLE		1,048	0	0
DONEGAL GROUP INC CL A	COMMON	257701201	73	5,011	SH		SOLE		5,011	0	0
DONNELLEY (R R) & SONS CO COM USD1.25	COMMON	257867200	24	4,579	SH		SOLE		4,579	0	0
DONNELLEY FINANCIAL SOLTNS COM USD.01	COMMON	25787G100	709	20,479	SH		SOLE		20,479	0	0
DOORDASH INC COM CL A	COMMON	25809K105	41	197	SH		SOLE		197	0	0
DORMAN PRODUCTS INC COM USD.01	COMMON	258278100	181	1,905	SH		SOLE		1,905	0	0
DOUGLAS DYNAMICS INC COM USD.01	COMMON	25960R105	1	14	SH		SOLE		14	0	0
DOVER CORP COM USD1	COMMON	260003108	3,656	23,489	SH		SOLE		23,489	0	0
DOW INC COM USD 0.01	COMMON	260557103	3,792	65,802	SH		SOLE		65,802	0	0
DR REDDY'S LABORATORIES LTD ADR	COMMON	256135203	2,290	35,154	SH		SOLE		35,154	0	0
DRAFTKINGS INC COM CL A	COMMON	26142R104	7	155	SH		SOLE		155	0	0
DROPBOX INC COM CL A USD0.00001	COMMON	26210C104	70	2,397	SH		SOLE		2,397	0	0
DT MIDSTREAM INC COM	COMMON	23345M107	14	312	SH		SOLE		312	0	0
DTE ENERGY CO COM USD10	COMMON	233331107	81	726	SH		SOLE		726	0	0
DUKE ENERGY CORP COM NPV	COMMON	26441C204	7,018	71,828	SH		SOLE		71,828	0	0
DUKE REALTY CORP COM USD.01	COMMON	264411505	33	687	SH		SOLE		687	0	0
DULUTH HOLDINGS INC CL B COM NPV	COMMON	26443V101	130	9,561	SH		SOLE		9,561	0	0
DUPONT DE NEMOURS INC COM USD2.5	COMMON	26614N102	2,313	33,984	SH		SOLE		33,984	0	0
DURECT CORP COM USD.001	COMMON	266605104	4	3,506	SH		SOLE		3,506	0	0
DXC TECHNOLOGY CO COM USD1	COMMON	23355L106	1,305	38,783	SH		SOLE		38,783	0	0
DYCOM INDUSTRIES INC COM USD.33	COMMON	267475101	172	2,416	SH		SOLE		2,416	0	0
DYNATRACE INC COM	COMMON	268150109	142	1,999	SH		SOLE		1,999	0	0
DYNAVAX TECHNOLOGIES CORP COM USD.001	COMMON	268158201	149	7,747	SH		SOLE		7,747	0	0
DYNEX CAPITAL INC COM USD.01	COMMON	26817Q886	140	8,129	SH		SOLE		8,129	0	0
E.L.F. BEAUTY INC COM USD.01	COMMON	26856L103	77	2,629	SH		SOLE		2,629	0	0
EAGLE BANCORP INC/MD COM USD.01	COMMON	268948106	7	114	SH		SOLE		114	0	0
EAGLE BANCORP MONTANA INC COM USD.01	COMMON	26942G100	40	1,789	SH		SOLE		1,789	0	0
EAGLE MATERIALS INC COM USD1	COMMON	26969P108	81	618	SH		SOLE		618	0	0
EAGLE PHARMACEUTICALS INC COM USD.001	COMMON	269796108	435	7,791	SH		SOLE		7,791	0	0
EARTHSTONE ENERGY INC COM USD.1	COMMON	27032D304	231	25,058	SH		SOLE		25,058	0	0
EAST WEST BANCORP INC COM USD.001	COMMON	27579R104	40	520	SH		SOLE		520	0	0
EASTMAN CHEMICAL CO COM USD.01	COMMON	277432100	4,865	48,291	SH		SOLE		48,291	0	0
EATON CORP PLC COM USD.5	COMMON	G29183103	30,966	207,376	SH		OTR		176,914	30,462	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	14,105	202,458	SH		OTR		130,476	71,982	0
ECHO GLOBAL LOGISTICS INC COM USD.01	COMMON	27875T101	16	329	SH		SOLE		329	0	0
ECHOSTAR CORP CL A COM NPV	COMMON	278768106	80	3,153	SH		SOLE		3,153	0	0
ECOLAB INC COM USD1	COMMON	278865100	1,071	5,132	SH		SOLE		5,132	0	0
ECOPETROL SA SPON ADS NPV	COMMON	279158109	2,400	167,219	SH		SOLE		167,219	0	0
EDISON INTERNATIONAL COM NPV	COMMON	281020107	19	335	SH		SOLE		335	0	0
EDITAS MEDICINE INC COM USD.0001	COMMON	28106W103	152	3,704	SH		SOLE		3,704	0	0
EDUCATIONAL DEVELOPMENT CORP COM USD.2	COMMON	281479105	22	2,265	SH		SOLE		2,265	0	0
EDWARDS LIFESCIENCES CORP COM USD1	COMMON	28176E108	1,456	12,859	SH		SOLE		12,859	0	0
EGAIN CORP COM USD.001	COMMON	28225C806	1	63	SH		SOLE		63	0	0
EHEALTH INC COM USD.001	COMMON	28238P109	5	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	2	77	SH		SOLE		77	0	0
ELASTIC NV ORD	COMMON	N14506104	85	571	SH		SOLE		571	0	0
ELECTROCORE INC COM	COMMON	28531P103	0	1	SH		SOLE		1	0	0
ELECTROMED INC COM USD.01	COMMON	285409108	97	8,934	SH		SOLE		8,934	0	0
ELECTRONIC ARTS INC COM USD.01	COMMON	285512109	1,201	8,440	SH		SOLE		8,440	0	0
ELEMENT SOLUTIONS INC COM USD.01	COMMON	28618M106	25	1,158	SH		SOLE		1,158	0	0
ELEVATE CREDIT INC COM USD0.001	COMMON	28621V101	340	82,389	SH		SOLE		82,389	0	0
ELLINGTON FINANCIAL INC COM NPV	COMMON	28852N109	0	21	SH		SOLE		21	0	0
ELLINGTON RESIDENTIAL MTG COM USD0.01	COMMON	288578107	103	9,210	SH		SOLE		9,210	0	0
EMBOTELLADORA ANDINA SA SPON ADR B	COMMON	29081P303	623	48,083	SH		SOLE		48,083	0	0
EMBRAER SA SP ADR CMN SHS	COMMON	29082A107	3	186	SH		SOLE		186	0	0
EMCOR GROUP INC COM USD.1	COMMON	29084Q100	840	7,267	SH		SOLE		7,267	0	0
EMERGENT BIOSOLUTIONS INC COM USD.01	COMMON	29089Q105	5	103	SH		SOLE		103	0	0
EMERSON ELECTRIC CO COM USD1	COMMON	291011104	1,803	19,137	SH		SOLE		19,137	0	0
EMPIRE STATE REALTY TR INC CL A COM USD.01	COMMON	292104106	22	2,171	SH		SOLE		2,171	0	0
EMPLOYERS HOLDINGS INC COM USD.01	COMMON	292218104	4	102	SH		SOLE		102	0	0
ENBRIDGE INC COM NPV	COMMON	29250N105	1,343	33,754	SH		SOLE		33,754	0	0
ENCOMPASS HEALTH CORP COM USD.01	COMMON	29261A100	1	16	SH		SOLE		16	0	0
ENCORE CAPITAL GROUP INC COM USD.01	COMMON	292554102	61	1,242	SH		SOLE		1,242	0	0
ENDAVA PLC -ADR ADR	COMMON	29260V105	23	170	SH		SOLE		170	0	0
ENDO INTERNATIONAL PLC COM USD.01	COMMON	G30401106	82	25,258	SH		SOLE		25,258	0	0
ENDRA LIFE SCIENCES INC COM USD.0001	COMMON	29273B104	0	240	SH		SOLE		240	0	0
ENEL AMERICAS SA SPON ADR	COMMON	29274F104	16	2,734	SH		SOLE		2,734	0	0
ENERGOUS CORP COM USD0.00001	COMMON	29272C103	0	2	SH		SOLE		2	0	0
ENERGY RECOVERY INC COM USD.001	COMMON	29270J100	46	2,402	SH		SOLE		2,402	0	0
ENGLOBAL CORP COM USD.001	COMMON	293306106	17	6,370	SH		SOLE		6,370	0	0
ENI SPA SPON ADR	COMMON	26874R108	417	15,579	SH		SOLE		15,579	0	0
ENNIS INC COM USD2.5	COMMON	293389102	132	7,003	SH		SOLE		7,003	0	0
ENOCHIAN BIOSCIENCES INC COM USD.0001	COMMON	29350E104	1	119	SH		SOLE		119	0	0
ENOVA INTERNATIONAL INC COM USD0.00001	COMMON	29357K103	42	1,202	SH		SOLE		1,202	0	0
ENPHASE ENERGY INC COM USD.00001	COMMON	29355A107	305	2,035	SH		SOLE		2,035	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	439	5,856	SH		SOLE		5,856	0	0
ENSTAR GROUP LTD ORD	COMMON	G3075P101	1	3	SH		SOLE		3	0	0
ENTEGRIS INC COM USD.01	COMMON	29362U104	358	2,840	SH		SOLE		2,840	0	0
ENTERGY CORP COM USD5	COMMON	29364G103	51	511	SH		SOLE		511	0	0
ENTERPRISE PRODCT PARTNRS LP COM UNIT NPV	COMMON	293792107	22	1,000	SH		SOLE		1,000	0	0
ENTRAVISION COMMUNICATIONS CL A COM USD.0001	COMMON	29382R107	27	3,839	SH		SOLE		3,839	0	0
ENVELA CORP COM NPV	COMMON	29402E102	2	382	SH		SOLE		382	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	1,346	16,770	SH		SOLE		16,770	0	0
EPAM SYSTEMS INC COM USD0.001	COMMON	29414B104	2,755	4,828	SH		SOLE		4,828	0	0
EPLUS INC COM USD.01	COMMON	294268107	0	3	SH		SOLE		3	0	0
EPR PROPERTIES COM USD.01 SBI	COMMON	26884U109	7	140	SH		SOLE		140	0	0
EPSILON ENERGY LTD COM	COMMON	294375209	179	27,811	SH		SOLE		27,811	0	0
EQT CORP COM NPV	COMMON	26884L109	19	929	SH		SOLE		929	0	0
EQUIFAX INC COM USD2.5	COMMON	294429105	317	1,249	SH		SOLE		1,249	0	0
EQUINIX INC COM USD.001	COMMON	29444U700	1,563	1,978	SH		SOLE		1,978	0	0
EQUINOR ASA SPONSORED ADR	COMMON	29446M102	51	1,982	SH		SOLE		1,982	0	0
EQUITABLE HOLDINGS INC COM	COMMON	29452E101	27,840	939,250	SH		OTR		666,849	272,401	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	303	3,879	SH		SOLE		3,879	0	0
EQUITY RESIDENTIAL SHS BEN INT USD.01	COMMON	29476L107	84	1,038	SH		SOLE		1,038	0	0
ERIE INDEMNITY CO CL A COM NPV	COMMON	29530P102	10	54	SH		SOLE		54	0	0
ESCALADE INC COM USD1	COMMON	296056104	134	7,084	SH		SOLE		7,084	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	17	394	SH		SOLE		394	0	0
ESSENTIAL PPT RLTY TST COM USD0.01	COMMON	29670E107	13	483	SH		SOLE		483	0	0
ESSENTIAL UTILITIES INC COM USD.5	COMMON	29670G102	13	278	SH		SOLE		278	0	0
ESSEX PROPERTY TRUST COM USD.0001	COMMON	297178105	63,089	197,310	SH		OTR		143,126	54,184	0
ESTABLISHMNT LBS HLDNG COM	COMMON	G31249108	174	2,430	SH		SOLE		2,430	0	0
ESTEE LAUDER COMPANIES INC CL A COM USD.01	COMMON	518439104	1,645	5,484	SH		SOLE		5,484	0	0
ETHAN ALLEN INTERIORS INC CL A COM USD.01	COMMON	297602104	315	13,271	SH		SOLE		13,271	0	0
ETSY INC COM USD.001	COMMON	29786A106	902	4,335	SH		SOLE		4,335	0	0
EURONAV ORD NPV	COMMON	B38564108	707	72,487	SH		SOLE		72,487	0	0
EVANS BANCORP INC COM USD.50	COMMON	29911Q208	3	75	SH		SOLE		75	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	12	78	SH		SOLE		78	0	0
EVERCORE INC CL A COM USD.01	COMMON	29977A105	542	4,050	SH		SOLE		4,050	0	0
EVEREST RE GROUP LTD COM USD.01	COMMON	G3223R108	135	539	SH		SOLE		539	0	0
EVERGY INC COM USD5	COMMON	30034W106	5	85	SH		SOLE		85	0	0
EVERI HOLDINGS INC COM USD.001	COMMON	30034T103	254	10,490	SH		SOLE		10,490	0	0
EVERSOURCE ENERGY COM USD5	COMMON	30040W108	156	1,906	SH		SOLE		1,906	0	0
EVERTEC INC COM USD.01	COMMON	30040P103	81	1,764	SH		SOLE		1,764	0	0
EVI INDUSTRIES INC COM USD.025	COMMON	26929N102	0	15	SH		SOLE		15	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	100	3,226	SH		SOLE		3,226	0	0
EVOLUS INC COM	COMMON	30052C107	12	1,574	SH		SOLE		1,574	0	0
EVOLUTION PETROLEUM CORP COM USD.01	COMMON	30049A107	1	236	SH		SOLE		236	0	0
EVOQUA WATER TECH COM	COMMON	30057T105	243	6,458	SH		SOLE		6,458	0	0
EXACT SCIENCES CORP COM USD.001	COMMON	30063P105	4	47	SH		SOLE		47	0	0
EXELIXIS INC COM USD.001	COMMON	30161Q104	3	145	SH		SOLE		145	0	0
EXELON CORP COM NPV	COMMON	30161N101	591	12,227	SH		SOLE		12,227	0	0
EXLSERVICE HOLDINGS INC COM USD.001	COMMON	302081104	1,148	9,312	SH		SOLE		9,312	0	0
EXP WORLD HOLDINGS INC COM	COMMON	30212W100	200	5,031	SH		SOLE		5,031	0	0
EXPEDIA GROUP INC COM USD.001	COMMON	30212P303	72	441	SH		SOLE		441	0	0
EXPEDITORS INTL WASH INC COM USD.01	COMMON	302130109	204	1,716	SH		SOLE		1,716	0	0
EXPONENT INC COM USD.001	COMMON	30214U102	340	2,999	SH		SOLE		2,999	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	118	700	SH		SOLE		700	0	0
EXTREME NETWORKS INC COM USD.001	COMMON	30226D106	207	21,002	SH		SOLE		21,002	0	0
EXXON MOBIL CORP COM NPV	COMMON	30231G102	17,641	299,634	SH		SOLE		299,634	0	0
EYENOVIA INC COM 0.0001	COMMON	30234E104	0	82	SH		SOLE		82	0	0
F N B CORP/FL COM USD.01	COMMON	302520101	49	4,249	SH		SOLE		4,249	0	0
F5 NETWORKS INC COM NPV	COMMON	315616102	146	734	SH		SOLE		734	0	0
FABRINET ORD USD.01	COMMON	G3323L100	253	2,468	SH		SOLE		2,468	0	0
FACEBOOK INC CL A COM USD.000006	COMMON	30303M102	16,224	47,793	SH		SOLE		47,793	0	0
FACTSET RESEARCH SYSTEMS INC COM USD.01	COMMON	303075105	701	1,776	SH		SOLE		1,776	0	0
FAIR ISAAC CORP COM USD.01	COMMON	303250104	206	518	SH		SOLE		518	0	0
FALCON MINERALS CORP CL A COM	COMMON	30607B109	40	8,510	SH		SOLE		8,510	0	0
FARMER BROTHERS CO COM USD1	COMMON	307675108	1	92	SH		SOLE		92	0	0
FARMLAND PARTNERS INC COM USD.01	COMMON	31154R109	193	16,137	SH		SOLE		16,137	0	0
FARO TECHNOLOGIES INC COM USD.001	COMMON	311642102	145	2,205	SH		SOLE		2,205	0	0
FASTENAL CO COM USD.01	COMMON	311900104	457	8,860	SH		SOLE		8,860	0	0
FASTLY INC COM CL A	COMMON	31188V100	1	23	SH		SOLE		23	0	0
FATE THERAPEUTICS INC COM USD0.001	COMMON	31189P102	279	4,700	SH		SOLE		4,700	0	0
FEDERAL REALTY INVESTMENT TR COM USD.01 SBI	COMMON	313747206	18	153	SH		SOLE		153	0	0
FEDERAL SIGNAL CORP COM USD1	COMMON	313855108	267	6,910	SH		SOLE		6,910	0	0
FEDERATED HERMES INC CL B COM NPV	COMMON	314211103	173	5,319	SH		SOLE		5,319	0	0
FEDEX CORP COM USD.1	COMMON	31428X106	721	3,286	SH		SOLE		3,286	0	0
FERGUSON PLC COM	COMMON	G3421J106	859	6,156	SH		SOLE		6,156	0	0
FERRARI NV COM EUR.01	COMMON	N3167Y103	100	478	SH		SOLE		478	0	0
FERRO CORP COM USD1	COMMON	315405100	77	3,781	SH		SOLE		3,781	0	0
FERROGLOBE PLC ORD USD7.5	COMMON	G33856108	21	2,376	SH		SOLE		2,376	0	0
FIBROGEN INC COM USD.01	COMMON	31572Q808	41	4,045	SH		SOLE		4,045	0	0
FIDELITY MSCI INFO TECH ETF	COMMON	316092808	22	186	SH		SOLE		186	0	0
FIDELITY NASDAQ COMP INDX TS	COMMON	315912808	134	2,390	SH		SOLE		2,390	0	0
FIDELITY NATIONAL INFO SVCS COM	COMMON	31620M106	1,401	11,513	SH		SOLE		11,513	0	0
FIDELITY NATL FINL FNF GROUP COM USD.0001	COMMON	31620R303	66	1,463	SH		SOLE		1,463	0	0
FIFTH THIRD BANCORP COM USD6.67	COMMON	316773100	23,697	558,311	SH		OTR		404,215	154,096	0
FINANCIAL INSTITUTIONS INC COM USD.01	COMMON	317585404	527	17,159	SH		SOLE		17,159	0	0
FINANCIAL SELECT SECTOR SPDR	COMMON	81369Y605	188	5,015	SH		SOLE		5,015	0	0
FINVOLUTION GROUP -ADR ADR	COMMON	31810T101	952	168,802	SH		SOLE		168,802	0	0
FIREEYE INC COM USD.0001	COMMON	31816Q101	0	8	SH		SOLE		8	0	0
FIRST AMERICAN FINANCIAL CP COM USD.00001	COMMON	31847R102	8	122	SH		SOLE		122	0	0
FIRST BANCORP P R COM NPV	COMMON	318672706	31	2,386	SH		SOLE		2,386	0	0
FIRST BUSEY CORP CL A COM NPV	COMMON	319383204	1	35	SH		SOLE		35	0	0
FIRST CITIZENS BANCSH -CL A CL A COM USD1	COMMON	31946M103	35	41	SH		SOLE		41	0	0
FIRST EAGLE ALTERNATIVE CAPI COM USD.001	COMMON	26943B100	91	20,697	SH		SOLE		20,697	0	0
FIRST FINANCIAL CORP/IN COM NPV	COMMON	320218100	27	648	SH		SOLE		648	0	0
FIRST FINANCIAL NORTHWEST COM USD.01	COMMON	32022K102	6	360	SH		SOLE		360	0	0
FIRST FINL BANCORP INC/OH COM NPV	COMMON	320209109	68	2,901	SH		SOLE		2,901	0	0
FIRST FINL BANKSHARES INC COM USD10	COMMON	32020R109	321	6,976	SH		SOLE		6,976	0	0
FIRST HAWAIIAN INC COM USD0.01	COMMON	32051X108	3	90	SH		SOLE		90	0	0
FIRST HORIZON CORP COM USD2.5	COMMON	320517105	40	2,465	SH		SOLE		2,465	0	0
FIRST INDL REALTY TRUST INC COM USD.01	COMMON	32054K103	3	60	SH		SOLE		60	0	0
FIRST INTERNET BANCORP COM USD1	COMMON	320557101	172	5,508	SH		SOLE		5,508	0	0
FIRST INTERSTATE BANCSYSTEM CL A COM NPV	COMMON	32055Y201	11	267	SH		SOLE		267	0	0
FIRST MIDWEST BANCORP INC COM NPV	COMMON	320867104	12	649	SH		SOLE		649	0	0
FIRST NORTHWEST BANCRP COM	COMMON	335834107	1	42	SH		SOLE		42	0	0
FIRST REPUBLIC BANK NEW COM USD.01	COMMON	33616C100	244	1,264	SH		SOLE		1,264	0	0
FIRST SAVINGS FINANCIAL GP COM USD.01	COMMON	33621E109	254	9,058	SH		SOLE		9,058	0	0
FIRST SOLAR INC COM USD.001	COMMON	336433107	23	237	SH		SOLE		237	0	0
FIRST TRUST CLOUD COMPUTING	COMMON	33734X192	26	251	SH		SOLE		251	0	0
FIRST TRUST DJ INTERNET IND	COMMON	33733E302	323	1,369	SH		SOLE		1,369	0	0
FIRST TRUST FINANCIAL ALPHAD	COMMON	33734X135	76	1,728	SH		SOLE		1,728	0	0
FIRST TRUST VALUE LINE DVD	COMMON	33734H106	86	2,198	SH		SOLE		2,198	0	0
FIRST WSTRN FINNCIL INC COM	COMMON	33751L105	137	4,753	SH		SOLE		4,753	0	0
FIRSTCASH INC COM USD.01	COMMON	33767D105	43	497	SH		SOLE		497	0	0
FIRSTENERGY CORP COM USD9	COMMON	337932107	9	242	SH		SOLE		242	0	0
FIRSTSERVICE CORP COM	COMMON	33767E202	1,701	9,427	SH		SOLE		9,427	0	0
FISERV INC COM USD.01	COMMON	337738108	1,052	9,697	SH		SOLE		9,697	0	0
FIVE BELOW INC COM USD.01	COMMON	33829M101	33	185	SH		SOLE		185	0	0
FIVE STAR SENIOR LIVING INC COM USD.01	COMMON	33832D205	107	24,453	SH		SOLE		24,453	0	0
FIVE9 INC COM USD.001	COMMON	338307101	148	923	SH		SOLE		923	0	0
FIVERR INTERNATIONAL LTD COM	COMMON	M4R82T106	1	3	SH		SOLE		3	0	0
FLAGSTAR BANCORP INC COM USD.01	COMMON	337930705	3	62	SH		SOLE		62	0	0
FLEETCOR TECHNOLOGIES INC COM USD.001	COMMON	339041105	101	386	SH		SOLE		386	0	0
FLEX LTD ORD USD.01	COMMON	Y2573F102	782	44,228	SH		SOLE		44,228	0	0
FLEXSHARES STOXX GLOBAL BROA	COMMON	33939L795	239	4,276	SH		SOLE		4,276	0	0
FLEXSTEEL INDUSTRIES INC COM USD1	COMMON	339382103	159	5,162	SH		SOLE		5,162	0	0
FLOOR & DECOR HLDGS CL A COM USD.001	COMMON	339750101	149	1,234	SH		SOLE		1,234	0	0
FLOTEK INDUSTRIES INC COM	COMMON	343389102	0	1	SH		SOLE		1	0	0
FLOWERS FOODS INC COM USD.625	COMMON	343498101	18	774	SH		SOLE		774	0	0
FLOWSERVE CORP COM USD1.25	COMMON	34354P105	353	10,172	SH		SOLE		10,172	0	0
FLUIDIGM CORP COM USD.001	COMMON	34385P108	1	156	SH		SOLE		156	0	0
FLUOR CORP COM USD.625	COMMON	343412102	1	59	SH		SOLE		59	0	0
FLUSHING FINANCIAL CORP COM USD.01	COMMON	343873105	68	3,000	SH		SOLE		3,000	0	0
FMC CORP COM USD.1	COMMON	302491303	26	288	SH		SOLE		288	0	0
FOCUS FINANCL PRTNR INC COM	COMMON	34417P100	27	512	SH		SOLE		512	0	0
FOMENTO ECONOMICO MEXICANO SPON ADR	COMMON	344419106	322	3,712	SH		SOLE		3,712	0	0
FONAR CORP COM USD.0001	COMMON	344437405	31	2,017	SH		SOLE		2,017	0	0
FOOT LOCKER INC COM USD3	COMMON	344849104	1,110	24,271	SH		SOLE		24,271	0	0
FORD MOTOR CO COM USD1	COMMON	345370860	3,976	280,786	SH		SOLE		280,786	0	0
FORESTAR GROUP INC COM USD1	COMMON	346232101	18	958	SH		SOLE		958	0	0
FORMFACTOR INC COM USD.001	COMMON	346375108	396	10,597	SH		SOLE		10,597	0	0
FORTERRA INC COM USD0.001	COMMON	34960W106	312	13,239	SH		SOLE		13,239	0	0
FORTINET INC COM USD.001	COMMON	34959E109	9,724	33,295	SH		OTR		29,102	4,193	0
FORTIS INC COM NPV	COMMON	349553107	74	1,680	SH		SOLE		1,680	0	0
FORTIVE CORP COM USD.01	COMMON	34959J108	175	2,482	SH		SOLE		2,482	0	0
FORTRESS BIOTECH INC COM USD.001	COMMON	34960Q109	6	1,905	SH		SOLE		1,905	0	0
FORTUNE BRANDS HOME & SECUR COM USD.01	COMMON	34964C106	1,510	16,883	SH		SOLE		16,883	0	0
FORWARD AIR CORP COM USD.01	COMMON	349853101	83	1,002	SH		SOLE		1,002	0	0
FOSTER (LB) CO COM USD.01	COMMON	350060109	83	5,343	SH		SOLE		5,343	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	3,486	86,860	SH		SOLE		86,860	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	200	1,379	SH		SOLE		1,379	0	0
FRANCO-NEVADA CORP COM NPV	COMMON	351858105	182	1,402	SH		SOLE		1,402	0	0
FRANKLIN COVEY CO COM USD.05	COMMON	353469109	130	3,186	SH		SOLE		3,186	0	0
FRANKLIN ELECTRIC CO INC COM USD.1	COMMON	353514102	1,540	19,248	SH		SOLE		19,248	0	0
FRANKLIN FINANCIAL SVCS CORP COM NPV	COMMON	353525108	14	454	SH		SOLE		454	0	0
FRANKLIN RESOURCES INC COM USD.1	COMMON	354613101	93	3,143	SH		SOLE		3,143	0	0
FRANKLIN STREET PROPERTIES COM	COMMON	35471R106	138	29,714	SH		SOLE		29,714	0	0
FRANKLIN TEMPLETON ETF TR FTSE SOUTH KOREA	COMMON	35473P710	9	300	SH		SOLE		300	0	0
FRANKLIN WIRELESS CORP COM NPV	COMMON	355184102	4	595	SH		SOLE		595	0	0
FREEPORT-MCMORAN INC COM NPV	COMMON	35671D857	1,606	49,380	SH		SOLE		49,380	0	0
FRESENIUS MEDICAL CARE AG&CO SPON ADR	COMMON	358029106	1,606	45,912	SH		SOLE		45,912	0	0
FRESHPET INC COM USD0.001	COMMON	358039105	57	399	SH		SOLE		399	0	0
FS BANCORP INC COM USD.01	COMMON	30263Y104	28	810	SH		SOLE		810	0	0
FS KKR CAPITAL CORP COM USD0.001	COMMON	302635206	6	250	SH		SOLE		250	0	0
FTI CONSULTING INC CL A COM USD.01	COMMON	302941109	14	102	SH		SOLE		102	0	0
FT-PREFERRED SECUR & INC ETF	COMMON	33739E108	1	73	SH		SOLE		73	0	0
FUBOTV INC COM	COMMON	35953D104	123	5,111	SH		SOLE		5,111	0	0
FUEL TECH INC COM USD.01	COMMON	359523107	0	153	SH		SOLE		153	0	0
FUELCELL ENERGY INC COM NPV	COMMON	35952H601	55	8,131	SH		SOLE		8,131	0	0
FULGENT GENETICS INC COM USD0.0001	COMMON	359664109	11	122	SH		SOLE		122	0	0
FULLER (H. B.) CO COM USD1	COMMON	359694106	175	2,710	SH		SOLE		2,710	0	0
FUNKO INC CL A COM USD.0001	COMMON	361008105	1	45	SH		SOLE		45	0	0
FUTU HOLDINGS LTD -ADR ADS	COMMON	36118L106	3	36	SH		SOLE		36	0	0
G1 THERAPEUTICS INC COM USD.0001	COMMON	3621LQ109	18	1,347	SH		SOLE		1,347	0	0
GABELLI DIVIDEND & INCOME TR	COMMON	36242H104	75	2,914	SH		SOLE		2,914	0	0
GAMCO INVESTORS INC CL A COM USD.001	COMMON	361438104	348	13,205	SH		SOLE		13,205	0	0
GAMESTOP CORP CL A COM USD.001	COMMON	36467W109	65	371	SH		SOLE		371	0	0
GAMING & LEISURE PPTYS COM USD0.01	COMMON	36467J108	35	762	SH		SOLE		762	0	0
GAP INC COM USD.05	COMMON	364760108	376	16,546	SH		SOLE		16,546	0	0
GARMIN LTD COM USD.01	COMMON	H2906T109	142	910	SH		SOLE		910	0	0
GARRETT MOTION INC COM	COMMON	366505105	2	223	SH		SOLE		223	0	0
GARTNER INC COM	COMMON	366651107	16,350	53,791	SH		OTR		50,720	3,071	0
GATES INDUSTRIAL CORP PLC COM	COMMON	G39108108	0	21	SH		SOLE		21	0	0
GATX CORP COM USD.625	COMMON	361448103	26	291	SH		SOLE		291	0	0
GDS HOLDINGS LIMITED ADR	COMMON	36165L108	0	7	SH		SOLE		7	0	0
GENASYS INC COM USD.00001	COMMON	36872P103	14	2,715	SH		SOLE		2,715	0	0
GENCO SHIPPING & TRADING COM NPV	COMMON	Y2685T131	18	881	SH		SOLE		881	0	0
GENCOR INDUSTRIES INC COM USD.1	COMMON	368678108	13	1,186	SH		SOLE		1,186	0	0
GENERAC HOLDINGS INC COM USD0.01	COMMON	368736104	4,116	10,071	SH		SOLE		10,071	0	0
GENERAL DYNAMICS CORP COM USD1	COMMON	369550108	662	3,378	SH		SOLE		3,378	0	0
GENERAL ELECTRIC CO COM USD.63	COMMON	369604301	1,506	14,620	SH		SOLE		14,620	0	0
GENERAL MILLS INC COM USD.75	COMMON	370334104	486	8,125	SH		SOLE		8,125	0	0
GENERAL MOTORS CO COM USD.01	COMMON	37045V100	868	16,458	SH		SOLE		16,458	0	0
GENESCO INC COM USD1	COMMON	371532102	1	21	SH		SOLE		21	0	0
GENMAB AS SPONSORED ADR	COMMON	372303206	118	2,692	SH		SOLE		2,692	0	0
GENPACT LTD COM USD.01	COMMON	G3922B107	27	572	SH		SOLE		572	0	0
GENTEX CORP COM USD.06	COMMON	371901109	347	10,517	SH		SOLE		10,517	0	0
GENTHERM INC COM NPV	COMMON	37253A103	220	2,717	SH		SOLE		2,717	0	0
GENUINE PARTS CO COM USD1	COMMON	372460105	7,600	62,613	SH		SOLE		62,613	0	0
GENWORTH FINANCIAL INC CL A USD.001	COMMON	37247D106	0	133	SH		SOLE		133	0	0
GEO GROUP INC COM USD.01	COMMON	36162J106	60	8,095	SH		SOLE		8,095	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	105	SH		SOLE		105	0	0
GEVO INC COM USD.01	COMMON	374396406	11	1,700	SH		SOLE		1,700	0	0
GIBRALTAR INDUSTRIES INC COM USD.01	COMMON	374689107	53	755	SH		SOLE		755	0	0
G-III APPAREL GROUP LTD COM USD.01	COMMON	36237H101	88	3,100	SH		SOLE		3,100	0	0
GILAT SATELLITE NETWORKS LTD ORD NIS.01	COMMON	M51474118	738	82,102	SH		SOLE		82,102	0	0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV	COMMON	375916103	236	6,462	SH		SOLE		6,462	0	0
GILEAD SCIENCES INC COM USD.001	COMMON	375558103	6,239	89,319	SH		OTR		68,010	21,309	0
GLACIER BANCORP INC COM USD.01	COMMON	37637Q105	38	688	SH		SOLE		688	0	0
GLAUKOS CORP COM USD0.001	COMMON	377322102	118	2,437	SH		SOLE		2,437	0	0
GLAXOSMITHKLINE PLC SPON ADR	COMMON	37733W105	2,871	75,144	SH		SOLE		75,144	0	0
GLOBAL BLOOD THERAPEUTICS COM USD0.001	COMMON	37890U108	0	6	SH		SOLE		6	0	0
GLOBAL NET LEASE INC COM USD0.01	COMMON	379378201	5	335	SH		SOLE		335	0	0
GLOBAL PAYMENTS INC COM NPV	COMMON	37940X102	348	2,209	SH		SOLE		2,209	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 US INFR DEV ETF	COMMON	37954Y673	82	3,220	SH		SOLE		3,220	0	0
GLOBALSTAR INC COM USD.00001	COMMON	378973408	84	50,143	SH		SOLE		50,143	0	0
GLOBANT SA COM USD.1	COMMON	L44385109	526	1,873	SH		SOLE		1,873	0	0
GLOBE LIFE INC COM USD1	COMMON	37959E102	285	3,202	SH		SOLE		3,202	0	0
GLOBUS MEDICAL INC CL A COM USD.001	COMMON	379577208	18	236	SH		SOLE		236	0	0
GMS INC COM USD.01	COMMON	36251C103	155	3,535	SH		SOLE		3,535	0	0
GODADDY INC CL A COM USD.001	COMMON	380237107	11	164	SH		SOLE		164	0	0
GOLD FIELDS LTD SPON ADR	COMMON	38059T106	1	102	SH		SOLE		102	0	0
GOLDEN ENTERTAINMENT INC COM USD.01	COMMON	381013101	162	3,297	SH		SOLE		3,297	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	5,012	13,257	SH		SOLE		13,257	0	0
GOOD TIMES RESTAURANTS INC COM USD.001	COMMON	382140879	90	17,636	SH		SOLE		17,636	0	0
GOODRICH PETROLEUM CORP COM PAR	COMMON	382410843	1	53	SH		SOLE		53	0	0
GOODYEAR TIRE & RUBBER CO COM NPV	COMMON	382550101	28	1,573	SH		SOLE		1,573	0	0
GOPRO INC CL A COM USD.0001	COMMON	38268T103	85	9,098	SH		SOLE		9,098	0	0
GORMAN-RUPP CO COM NPV	COMMON	383082104	4	125	SH		SOLE		125	0	0
GP STRATEGIES CORP COM USD.01	COMMON	36225V104	27	1,312	SH		SOLE		1,312	0	0
GRACO INC COM USD1	COMMON	384109104	80	1,149	SH		SOLE		1,149	0	0
GRAFTECH INTERNATIONAL LTD COM USD0.01	COMMON	384313508	389	37,705	SH		SOLE		37,705	0	0
GRAHAM HOLDINGS CO CL B COM USD1	COMMON	384637104	369	627	SH		SOLE		627	0	0
GRAINGER (W W) INC COM USD1	COMMON	384802104	172	437	SH		SOLE		437	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	336	17,626	SH		SOLE		17,626	0	0
GRAVITY CO LTD -ADR ADR	COMMON	38911N206	414	4,575	SH		SOLE		4,575	0	0
GRAY TELEVISION INC CL B COM NPV	COMMON	389375106	24	1,040	SH		SOLE		1,040	0	0
GREAT AJAX CORP COM USD0.01	COMMON	38983D300	7	549	SH		SOLE		549	0	0
GREAT LAKES DREDGE & DOCK CP COM USD.01	COMMON	390607109	54	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
GREEN PLAINS INC COM USD.001	COMMON	393222104	14	439	SH		SOLE		439	0	0
GREENBRIER COS INC (THE) COM USD.001	COMMON	393657101	20	465	SH		SOLE		465	0	0
GREENHILL & CO INC COM USD.01	COMMON	395259104	152	10,381	SH		SOLE		10,381	0	0
GREIF INC -CL A CL A COM NPV	COMMON	397624107	694	10,736	SH		SOLE		10,736	0	0
GRID DYNAMICS HOLDGS INC COM	COMMON	39813G109	43	1,471	SH		SOLE		1,471	0	0
GROUP 1 AUTOMOTIVE INC COM USD.01	COMMON	398905109	13	70	SH		SOLE		70	0	0
GROUPON INC COM USD0.0001	COMMON	399473206	17	728	SH		SOLE		728	0	0
GRUPO AEROPORTUARIO DEL CENT ADR NPV	COMMON	400501102	764	16,313	SH		SOLE		16,313	0	0
GRUPO AEROPORTUARIO DEL PACI ADR	COMMON	400506101	867	7,457	SH		SOLE		7,457	0	0
GRUPO AEROPORTUARIO SURESTE SPON ADR	COMMON	40051E202	502	2,684	SH		SOLE		2,684	0	0
GRUPO TELEVISA SAB SPON ADR	COMMON	40049J206	10	867	SH		SOLE		867	0	0
GUARDANT HEALTH INC COM	COMMON	40131M109	21	167	SH		SOLE		167	0	0
GUIDEWIRE SOFTWARE INC COM USD0.0001	COMMON	40171V100	7	62	SH		SOLE		62	0	0
GXO LOGISTIC INC COM	COMMON	36262G101	78	993	SH		SOLE		993	0	0
H&E EQUIPMENT SERVICES INC COM USD	COMMON	404030108	86	2,473	SH		SOLE		2,473	0	0
HACKETT GROUP INC COM USD.001	COMMON	404609109	2	104	SH		SOLE		104	0	0
HAEMONETICS CORP COM USD.01	COMMON	405024100	19	263	SH		SOLE		263	0	0
HAILIANG EDUCATION GRP -ADR ADR	COMMON	40522L108	3	98	SH		SOLE		98	0	0
HAIN CELESTIAL GROUP INC COM USD.01	COMMON	405217100	20	458	SH		SOLE		458	0	0
HALLADOR ENERGY CO COM NPV	COMMON	40609P105	623	210,582	SH		SOLE		210,582	0	0
HALLIBURTON CO COM USD2.5	COMMON	406216101	97	4,499	SH		SOLE		4,499	0	0
HALOZYME THERAPEUTICS INC COM USD.001	COMMON	40637H109	418	10,243	SH		SOLE		10,243	0	0
HAMILTON BEACH BND HDNG CL A COM USD.01	COMMON	40701T104	24	1,519	SH		SOLE		1,519	0	0
HANESBRANDS INC COM USD.01	COMMON	410345102	455	26,510	SH		SOLE		26,510	0	0
HANGER INC COM NPV	COMMON	41043F208	273	12,424	SH		SOLE		12,424	0	0
HANMI FINANCIAL CORP COM NPV	COMMON	410495204	124	6,187	SH		SOLE		6,187	0	0
HANNON ARMSTRONG SUST INFR COM USD0.01	COMMON	41068X100	11	209	SH		SOLE		209	0	0
HANOVER INSURANCE GROUP INC COM USD.01	COMMON	410867105	465	3,584	SH		SOLE		3,584	0	0
HARLEY-DAVIDSON INC COM USD.01	COMMON	412822108	53	1,439	SH		SOLE		1,439	0	0
HARMONIC INC COM USD.001	COMMON	413160102	4	470	SH		SOLE		470	0	0
HARTFORD FINANCIAL SERVICES COM NPV	COMMON	416515104	3,456	49,194	SH		SOLE		49,194	0	0
HARVARD BIOSCIENCE INC COM USD.01	COMMON	416906105	2	353	SH		SOLE		353	0	0
HASBRO INC COM USD.5	COMMON	418056107	15	165	SH		SOLE		165	0	0
HAVERTY FURNITURE COM USD1	COMMON	419596101	126	3,730	SH		SOLE		3,730	0	0
HAWAIIAN ELECTRIC INDS COM NPV	COMMON	419870100	1,548	37,855	SH		SOLE		37,855	0	0
HAWKINS INC COM USD.1	COMMON	420261109	64	1,846	SH		SOLE		1,846	0	0
HCA HEALTHCARE INC COM USD0.01	COMMON	40412C101	13,721	56,522	SH		SOLE		56,522	0	0
HCI GROUP INC COM NPV	COMMON	40416E103	18	162	SH		SOLE		162	0	0
HDFC BANK LTD ADR	COMMON	40415F101	270	3,696	SH		SOLE		3,696	0	0
HEADHUNTER GROUP PLC -ADR ADR	COMMON	42207L106	695	14,244	SH		SOLE		14,244	0	0
HEALTH CARE SELECT SECTOR	COMMON	81369Y209	191	1,503	SH		SOLE		1,503	0	0
HEALTH CATALYST INC COM	COMMON	42225T107	123	2,452	SH		SOLE		2,452	0	0
HEALTHCARE SERVICES GROUP COM USD1	COMMON	421906108	97	3,872	SH		SOLE		3,872	0	0
HEALTHEQUITY INC COM USD.0001	COMMON	42226A107	485	7,477	SH		SOLE		7,477	0	0
HEALTHPEAK PROPERTIES INC COM USD1	COMMON	42250P103	79	2,374	SH		SOLE		2,374	0	0
HEALTHSTREAM INC COM NPV	COMMON	42222N103	3	115	SH		SOLE		115	0	0
HEARTLAND FINANCIAL USA INC COM USD1.	COMMON	42234Q102	8	157	SH		SOLE		157	0	0
HECLA MINING CO COM USD.25	COMMON	422704106	3	492	SH		SOLE		492	0	0
HEICO CORP COM USD.166	COMMON	422806109	227	1,722	SH		SOLE		1,722	0	0
HEIDRICK & STRUGGLES INTL COM USD.01	COMMON	422819102	1,081	24,183	SH		SOLE		24,183	0	0
HELEN OF TROY LTD COM USD.1	COMMON	G4388N106	48	212	SH		SOLE		212	0	0
HELIOS TECHNOLOGIES INC COM USD.001	COMMON	42328H109	150	1,826	SH		SOLE		1,826	0	0
HELIX ENERGY SOLUTIONS GROUP COM NPV	COMMON	42330P107	31	7,899	SH		SOLE		7,899	0	0
HELLO GROUP INC -ADR ADR	COMMON	423403104	487	46,018	SH		SOLE		46,018	0	0
HELMERICH & PAYNE COM USD.1	COMMON	423452101	6	225	SH		SOLE		225	0	0
HENNESSY ADVISORS INC COM NPV	COMMON	425885100	3	291	SH		SOLE		291	0	0
HENRY (JACK) & ASSOCIATES COM USD.01	COMMON	426281101	6,639	40,469	SH		OTR		29,389	11,080	0
HENRY SCHEIN INC COM USD.01	COMMON	806407102	158	2,073	SH		SOLE		2,073	0	0
HERBALIFE NUTRITION LTD COM USD.001	COMMON	G4412G101	88	2,077	SH		SOLE		2,077	0	0
HERC HOLDINGS INC COM USD.01	COMMON	42704L104	1,063	6,490	SH		SOLE		6,490	0	0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01	COMMON	427825500	83	8,893	SH		SOLE		8,893	0	0
HERSHEY CO COM USD1.	COMMON	427866108	1,935	11,419	SH		SOLE		11,419	0	0
HESKA CORP COM USD.001	COMMON	42805E306	135	522	SH		SOLE		522	0	0
HESS CORP COM USD1	COMMON	42809H107	50	634	SH		SOLE		634	0	0
HEWLETT PACKARD ENTERPRISE COM USD.01	COMMON	42824C109	202	14,208	SH		SOLE		14,208	0	0
HEXCEL CORP COM NPV	COMMON	428291108	12	203	SH		SOLE		203	0	0
HF FOODS GROUP INC COM USD.0001	COMMON	40417F109	1	230	SH		SOLE		230	0	0
HIBBETT INC COM USD.01	COMMON	428567101	211	2,977	SH		SOLE		2,977	0	0
HIGHWOODS PROPERTIES INC COM USD.01	COMMON	431284108	1,007	22,953	SH		SOLE		22,953	0	0
HILL INTERNATIONAL INC COM USD	COMMON	431466101	104	50,421	SH		SOLE		50,421	0	0
HILLENBRAND INC COM NPV	COMMON	431571108	471	11,034	SH		SOLE		11,034	0	0
HILL-ROM HOLDINGS INC COM NPV	COMMON	431475102	77	511	SH		SOLE		511	0	0
HILLTOP HOLDINGS INC COM USD.01	COMMON	432748101	14	436	SH		SOLE		436	0	0
HILTON GRAND VACATIONS COM USD.01	COMMON	43283X105	226	4,750	SH		SOLE		4,750	0	0
HILTON WORLDWIDE HOLDINGS COM USD.01	COMMON	43300A203	366	2,770	SH		SOLE		2,770	0	0
HIMAX TECHNOLOGIES INC ADR USD.001	COMMON	43289P106	834	78,185	SH		SOLE		78,185	0	0
HIREQUEST INC COM USD.001	COMMON	433535101	269	13,924	SH		SOLE		13,924	0	0
HNI CORP COM USD1	COMMON	404251100	1,014	27,613	SH		SOLE		27,613	0	0
HOLLYFRONTIER CORP COM USD.01	COMMON	436106108	32	979	SH		SOLE		979	0	0
HOLLYSYS AUTOMATION TECH LTD COM	COMMON	G45667105	10	477	SH		SOLE		477	0	0
HOLOGIC INC COM USD.01	COMMON	436440101	5,331	72,222	SH		SOLE		72,222	0	0
HOME BANCORP INC COM USD.01	COMMON	43689E107	17	443	SH		SOLE		443	0	0
HOME BANCSHARES INC COM USD.01	COMMON	436893200	4	153	SH		SOLE		153	0	0
HOME DEPOT INC COM USD.05	COMMON	437076102	11,364	34,614	SH		SOLE		34,614	0	0
HOMESTREET INC COM NPV	COMMON	43785V102	58	1,399	SH		SOLE		1,399	0	0
HONDA MOTOR CO LTD ADR	COMMON	438128308	8,280	269,956	SH		SOLE		269,956	0	0
HONEST COMPANY INC COM	COMMON	438333106	16	1,578	SH		SOLE		1,578	0	0
HONEYWELL INTERNATIONAL INC COM USD1	COMMON	438516106	5,481	25,819	SH		SOLE		25,819	0	0
HOOKER FURNISHINGS CORP COM NPV	COMMON	439038100	252	9,331	SH		SOLE		9,331	0	0
HOPE BANCORP INC COM USD3	COMMON	43940T109	46	3,189	SH		SOLE		3,189	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	199	1,817	SH		SOLE		1,817	0	0
HORMEL FOODS CORP COM USD.2344	COMMON	440452100	19	465	SH		SOLE		465	0	0
HOST HOTELS & RESORTS INC COM USD1	COMMON	44107P104	2,478	151,753	SH		SOLE		151,753	0	0
HOSTESS BRANDS INC CL A COM USD.0001	COMMON	44109J106	5	277	SH		SOLE		277	0	0
HOUGHTON MIFFLIN HARCOURT CO COM USD.01	COMMON	44157R109	208	15,456	SH		SOLE		15,456	0	0
HOULIHAN LOKEY INC CL A COM USD.001	COMMON	441593100	1,128	12,227	SH		SOLE		12,227	0	0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01	COMMON	442487401	423	4,393	SH		SOLE		4,393	0	0
HOWARD HUGHES CORP COM USD0.01	COMMON	44267D107	0	4	SH		SOLE		4	0	0
HOWMET AEROSPACE INC COM USD1	COMMON	443201108	401	12,848	SH		SOLE		12,848	0	0
HP INC COM USD1	COMMON	40434L105	32,886	1,201,854	SH		OTR		977,114	224,740	0
HSBC HLDGS PLC SPON ADR	COMMON	404280406	784	29,970	SH		SOLE		29,970	0	0
HUANENG POWER INTERNATIONAL SPON ADR N SHS	COMMON	443304100	1	66	SH		SOLE		66	0	0
HUAZHU GROUP LTD ADR	COMMON	44332N106	5	104	SH		SOLE		104	0	0
HUB GROUP INC -CL A CL A COM USD.01	COMMON	443320106	55	800	SH		SOLE		800	0	0
HUBBELL INC COM NPV	COMMON	443510607	155	860	SH		SOLE		860	0	0
HUBSPOT INC COM USD.001	COMMON	443573100	249	368	SH		SOLE		368	0	0
HUDSON PACIFIC PPTYS INC COM USD.01	COMMON	444097109	0	1	SH		SOLE		1	0	0
HUDSON TECHNOLOGIES INC COM USD.01	COMMON	444144109	278	78,847	SH		SOLE		78,847	0	0
HUMANA INC COM NPV	COMMON	444859102	2,853	7,329	SH		SOLE		7,329	0	0
HUNT (JB) TRANSPRT SVCS INC COM USD.01	COMMON	445658107	366	2,190	SH		SOLE		2,190	0	0
HUNTINGTON BANCSHARES COM NPV	COMMON	446150104	1,172	75,708	SH		SOLE		75,708	0	0
HUNTINGTON INGALLS IND INC COM USD1	COMMON	446413106	121	627	SH		SOLE		627	0	0
HUNTSMAN CORP COM USD.01	COMMON	447011107	350	11,828	SH		SOLE		11,828	0	0
HUTTIG BUILDING PRODUCTS INC COM NPV	COMMON	448451104	437	82,089	SH		SOLE		82,089	0	0
HYATT HOTELS CORP CL A COM USD0.01	COMMON	448579102	32	412	SH		SOLE		412	0	0
HYRECAR INC COM	COMMON	44916T107	16	1,930	SH		SOLE		1,930	0	0
IAA INC COM USD0.01	COMMON	449253103	17	320	SH		SOLE		320	0	0
IAC/INTERACTIVECORP COM	COMMON	44891N208	151	1,161	SH		SOLE		1,161	0	0
IBEX LTD COM	COMMON	G4690M101	24	1,395	SH		SOLE		1,395	0	0
ICAHN ENTERPRISES LP CL B LP DEP UNTS NPV	COMMON	451100101	0	9	SH		SOLE		9	0	0
ICHOR HOLDINGS LTD COM USD.0001	COMMON	G4740B105	95	2,305	SH		SOLE		2,305	0	0
ICICI BANK LTD SPONSORED ADR	COMMON	45104G104	1,090	57,778	SH		SOLE		57,778	0	0
ICL GROUP LTD ORD ILS1	COMMON	M53213100	5	756	SH		SOLE		756	0	0
ICON PLC COM EUR.06	COMMON	G4705A100	11	41	SH		SOLE		41	0	0
ICU MEDICAL INC COM USD.1	COMMON	44930G107	1	5	SH		SOLE		5	0	0
IDEAYA BIOSCIENCES INC COM USD0.0001	COMMON	45166A102	56	2,196	SH		SOLE		2,196	0	0
IDENTIV INC COM USD.001	COMMON	45170X205	1	54	SH		SOLE		54	0	0
IDEX CORP COM USD.01	COMMON	45167R104	277	1,339	SH		SOLE		1,339	0	0
IDEXX LABS INC COM USD.1	COMMON	45168D104	7,171	11,530	SH		SOLE		11,530	0	0
IDT CORP CL B COM USD.01	COMMON	448947507	598	14,252	SH		SOLE		14,252	0	0
IEC ELECTRONICS CORP COM USD.01	COMMON	44949L105	13	866	SH		SOLE		866	0	0
IES HOLDINGS INC COM USD.01	COMMON	44951W106	576	12,598	SH		SOLE		12,598	0	0
IHEARTMEDIA INC CL A COM	COMMON	45174J509	73	2,908	SH		SOLE		2,908	0	0
IHS MARKIT LTD COM USD.01	COMMON	G47567105	2,206	18,919	SH		SOLE		18,919	0	0
II-VI INC COM NPV	COMMON	902104108	417	7,020	SH		SOLE		7,020	0	0
IKONICS CORP COM USD.1	COMMON	45172K102	74	2,610	SH		SOLE		2,610	0	0
ILLINOIS TOOL WORKS COM NPV	COMMON	452308109	1,798	8,701	SH		SOLE		8,701	0	0
ILLUMINA INC COM USD.01	COMMON	452327109	741	1,827	SH		SOLE		1,827	0	0
I-MAB -ADS ADS	COMMON	44975P103	0	5	SH		SOLE		5	0	0
IMAX CORP COM NPV	COMMON	45245E109	1	40	SH		SOLE		40	0	0
IMMERSION CORP COM USD.001	COMMON	452521107	1	74	SH		SOLE		74	0	0
IMMUCELL CORP COM USD.1	COMMON	452525306	14	1,443	SH		SOLE		1,443	0	0
IMMUNITYBIO INC COM	COMMON	45256X103	14	1,396	SH		SOLE		1,396	0	0
IMMUNOGEN INC COM USD.01	COMMON	45253H101	43	7,505	SH		SOLE		7,505	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	279	8,855	SH		SOLE		8,855	0	0
IMPINJ INC COM USD.001	COMMON	453204109	61	1,069	SH		SOLE		1,069	0	0
INARI MEDICAL INC COM	COMMON	45332Y109	9	116	SH		SOLE		116	0	0
INCYTE CORP COM USD.001	COMMON	45337C102	18	256	SH		SOLE		256	0	0
INDEPENDENCE HOLDING CO COM USD1	COMMON	453440307	9	172	SH		SOLE		172	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	0	5	SH		SOLE		5	0	0
INDEPENDENT BANK CORP/MI COM NPV	COMMON	453838609	302	14,045	SH		SOLE		14,045	0	0
INDEPENDENT BK GRP INC COM USD.01	COMMON	45384B106	12	174	SH		SOLE		174	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	11	SH		SOLE		11	0	0
INDUSTRIAL SELECT SECT SPDR	COMMON	81369Y704	137	1,401	SH		SOLE		1,401	0	0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR	COMMON	456463108	2,480	56,119	SH		SOLE		56,119	0	0
INFINERA CORP COM USD.001	COMMON	45667G103	55	6,655	SH		SOLE		6,655	0	0
INFINITY PHARMACEUTICALS INC COM USD	COMMON	45665G303	3	797	SH		SOLE		797	0	0
INFORMATION SERVICES GROUP COM USD.001	COMMON	45675Y104	1,281	178,439	SH		SOLE		178,439	0	0
INFOSYS LTD SPN ADR 1/4 SH	COMMON	456788108	3,964	178,108	SH		SOLE		178,108	0	0
INFRASTRUCTR & ENRGY ALT INC COM USD.0001	COMMON	45686J104	146	12,810	SH		SOLE		12,810	0	0
INFUSYSTEM HOLDINGS INC COM USD0.0001	COMMON	45685K102	98	7,527	SH		SOLE		7,527	0	0
ING GROEP NV SPON ADR	COMMON	456837103	1,736	119,773	SH		SOLE		119,773	0	0
INGERSOLL RAND INC COM	COMMON	45687V106	39	775	SH		SOLE		775	0	0
INGEVITY CORP COM USD.01	COMMON	45688C107	18	256	SH		SOLE		256	0	0
INGLES MARKETS INC -CL A CL A COM USD.05	COMMON	457030104	987	14,952	SH		SOLE		14,952	0	0
INGREDION INC COM USD.01	COMMON	457187102	112	1,253	SH		SOLE		1,253	0	0
INMODE LTD COM USD0.01	COMMON	M5425M103	30	378	SH		SOLE		378	0	0
INNODATA INC COM USD.01	COMMON	457642205	303	31,788	SH		SOLE		31,788	0	0
INNOSPEC INC COM USD.01	COMMON	45768S105	499	5,916	SH		SOLE		5,916	0	0
INNOVATE CORP COM USD0.001	COMMON	45784J105	5	1,307	SH		SOLE		1,307	0	0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001	COMMON	45781V101	133	573	SH		SOLE		573	0	0
INNOVATIVE SOLTNS & SUPP INC COM USD.001	COMMON	45769N105	1	92	SH		SOLE		92	0	0
INNOVIVA INC COM USD.01	COMMON	45781M101	2,522	150,913	SH		SOLE		150,913	0	0
INOGEN INC COM USD.001	COMMON	45780L104	46	1,065	SH		SOLE		1,065	0	0
INOTIV INC COM NPV	COMMON	45783Q100	240	8,213	SH		SOLE		8,213	0	0
INOVALON HOLDINGS INC CL A COM USD.000005	COMMON	45781D101	420	10,409	SH		SOLE		10,409	0	0
INSEEGO CORP COM USD.001	COMMON	45782B104	67	10,000	SH		SOLE		10,000	0	0
INSIGHT ENTERPRISES INC COM NPV	COMMON	45765U103	654	7,256	SH		SOLE		7,256	0	0
INSMED INC COM USD.01	COMMON	457669307	83	2,995	SH		SOLE		2,995	0	0
INSPERITY INC COM USD.01	COMMON	45778Q107	51	461	SH		SOLE		461	0	0
INSPIRE MEDICAL SYSTEM COM	COMMON	457730109	367	1,571	SH		SOLE		1,571	0	0
INSPIRED ENTERTAINMENT COM	COMMON	45782N108	215	18,396	SH		SOLE		18,396	0	0
INSTALLED BLDG PRODUCTS INC COM USD0.01	COMMON	45780R101	21	195	SH		SOLE		195	0	0
INSULET CORP COM USD.001	COMMON	45784P101	3	9	SH		SOLE		9	0	0
INTEGER HOLDINGS CORP COM USD.001	COMMON	45826H109	8	91	SH		SOLE		91	0	0
INTEGRA LIFESCIENCES HOLDNGS COM USD.01	COMMON	457985208	0	5	SH		SOLE		5	0	0
INTEL CORP COM NPV	COMMON	458140100	52,223	979,884	SH		OTR		827,271	152,613	0
INTELLIA THERAPEUTICS INC COM USD0.0001	COMMON	45826J105	492	3,658	SH		SOLE		3,658	0	0
INTER PARFUMS INC COM NPV	COMMON	458334109	88	1,174	SH		SOLE		1,174	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	1,031	8,982	SH		SOLE		8,982	0	0
INTERCONTINENTAL HOTELS GRP SPON ADR	COMMON	45857P806	516	8,024	SH		SOLE		8,024	0	0
INTERDIGITAL INC COM USD.01	COMMON	45867G101	42	621	SH		SOLE		621	0	0
INTERNATIONAL MONEY EXPR INC COM	COMMON	46005L101	70	4,180	SH		SOLE		4,180	0	0
INTERNATIONAL SEAWAYS INC COM USD.01	COMMON	Y41053102	4	244	SH		SOLE		244	0	0
INTERPUBLIC GROUP OF COS COM USD.1	COMMON	460690100	2,651	72,266	SH		SOLE		72,266	0	0
INTERSECT ENT INC COM USD0.001	COMMON	46071F103	0	18	SH		SOLE		18	0	0
INTEST CORP COM USD.01	COMMON	461147100	472	41,143	SH		SOLE		41,143	0	0
INTL BANCSHARES CORP COM USD1	COMMON	459044103	6	148	SH		SOLE		148	0	0
INTL BUSINESS MACHINES CORP COM USD.2	COMMON	459200101	27,544	198,046	SH		SOLE		198,046	0	0
INTL FLAVORS & FRAGRANCES COM USD.125	COMMON	459506101	30	223	SH		SOLE		223	0	0
INTL GAME TECHNOLOGY PLC ORD USD.1	COMMON	G4863A108	282	10,701	SH		SOLE		10,701	0	0
INTL PAPER CO COM USD1	COMMON	460146103	14,848	265,325	SH		SOLE		265,325	0	0
INTRUSION INC COM NPV	COMMON	46121E205	3	716	SH		SOLE		716	0	0
INTUIT INC COM NPV	COMMON	461202103	3,469	6,428	SH		SOLE		6,428	0	0
INTUITIVE SURGICAL INC COM USD.001	COMMON	46120E602	2,402	2,415	SH		SOLE		2,415	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	70	909	SH		SOLE		909	0	0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500	COMMON	46137V597	183	1,003	SH		SOLE		1,003	0	0
Invesco FTSE RAFI Emerging Market	COMMON	46138E727	9	412	SH		SOLE		412	0	0
INVESCO FTSE RAFI US 1000 ET	COMMON	46137V613	249	1,573	SH		SOLE		1,573	0	0
INVESCO LTD COM USD.2	COMMON	G491BT108	311	12,912	SH		SOLE		12,912	0	0
INVESCO QQQ TRUST SERIES 1	COMMON	46090E103	1,018	2,845	SH		SOLE		2,845	0	0
INVESCO S&P 500 EQUAL WEIGHT	COMMON	46137V282	218	756	SH		SOLE		756	0	0
INVESCO S&P 500 EQUAL WEIGHT	COMMON	46137V357	14	93	SH		SOLE		93	0	0
INVESCO S&P SMALLCAP LOW VOL	COMMON	46138G102	17	356	SH		SOLE		356	0	0
INVESCO WATER RESOURCES ETF	COMMON	46137V142	27	500	SH		SOLE		500	0	0
INVESTORS BANCORP INC COM USD.01	COMMON	46146L101	52	3,459	SH		SOLE		3,459	0	0
INVESTORS TITLE CO COM USD1.25	COMMON	461804106	137	750	SH		SOLE		750	0	0
INVITAE CORP COM USD.0001	COMMON	46185L103	78	2,728	SH		SOLE		2,728	0	0
INVITATION HOMES INC COM USD0.01	COMMON	46187W107	629	16,399	SH		SOLE		16,399	0	0
IONIS PHARMACEUTICALS INC COM USD.001	COMMON	462222100	8	243	SH		SOLE		243	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	53	332	SH		SOLE		332	0	0
IQVIA HOLDINGS INC COM USD.01	COMMON	46266C105	2,019	8,428	SH		SOLE		8,428	0	0
IRADIMED CORP COM USD.0001	COMMON	46266A109	2	52	SH		SOLE		52	0	0
IRHYTHM TECHNOLOGIES INC COM USD.001	COMMON	450056106	0	6	SH		SOLE		6	0	0
IRIDEX CORP COM USD.01	COMMON	462684101	3	400	SH		SOLE		400	0	0
IRIDIUM COMMUNICATIONS INC COM	COMMON	46269C102	269	6,732	SH		SOLE		6,732	0	0
IROBOT CORP COM USD.001	COMMON	462726100	149	1,897	SH		SOLE		1,897	0	0
IRON MOUNTAIN INC COM USD.01	COMMON	46284V101	137	3,145	SH		SOLE		3,145	0	0
IRONWOOD PHARMACEUTICALS INC CL A COM USD.001	COMMON	46333X108	231	17,657	SH		SOLE		17,657	0	0
ISHARES 0-5 YR HY CORP BOND	COMMON	46434V407	852	18,646	SH		SOLE		18,646	0	0
ISHARES 1-3 YEAR TREASURY BO	COMMON	464287457	11,625	134,940	SH		SOLE		134,940	0	0
ISHARES 20 Plus YEAR TREASURY BO	COMMON	464287432	135	937	SH		SOLE		937	0	0
ISHARES 3-7 YEAR TREASURY BO	COMMON	464288661	7,991	61,386	SH		SOLE		61,386	0	0
ISHARES 7-10 YEAR TREASURY B	COMMON	464287440	2,843	24,678	SH		SOLE		24,678	0	0
ISHARES BROAD USD HIGH YIELD	COMMON	46435U853	37	894	SH		SOLE		894	0	0
ISHARES CORE CONSERVATIVE AL	COMMON	464289883	1	23	SH		SOLE		23	0	0
ISHARES CORE INTL STOCK ETF	COMMON	46432F834	237	3,334	SH		SOLE		3,334	0	0
ISHARES CORE MSCI EAFE ETF	COMMON	46432F842	668	9,001	SH		SOLE		9,001	0	0
ISHARES CORE MSCI EUROPE	COMMON	46434V738	17	305	SH		SOLE		305	0	0
ISHARES CORE S&P 500 ETF	COMMON	464287200	260	603	SH		SOLE		603	0	0
ISHARES CORE S&P TOTAL U.S.	COMMON	464287150	1,145	11,641	SH		SOLE		11,641	0	0
ISHARES CORE S&P U.S. GROWTH	COMMON	464287671	5	48	SH		SOLE		48	0	0
ISHARES CORE U.S. AGGREGATE	COMMON	464287226	56,407	491,220	SH		SOLE		491,220	0	0
ISHARES CORE US REIT ETF	COMMON	464288521	41	696	SH		SOLE		696	0	0
ISHARES EDGE MSCI USA MOMENT	COMMON	46432F396	49	281	SH		SOLE		281	0	0
ISHARES EDGE MSCI USA QUALIT	COMMON	46432F339	128	971	SH		SOLE		971	0	0
ISHARES EXPONENTIAL TECH ETF	COMMON	46434V381	170	2,703	SH		SOLE		2,703	0	0
ISHARES IBOXX INVESTMENT GRA	COMMON	464287242	6,682	50,230	SH		SOLE		50,230	0	0
ISHARES INC CORE MSCI EMKT	COMMON	46434G103	562	9,097	SH		SOLE		9,097	0	0
ISHARES INC MSCI STH KOR ETF	COMMON	464286772	0	0	SH		SOLE		0	0	0
ISHARES INTERMEDIATE-TERM CO	COMMON	464288638	5	80	SH		SOLE		80	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	61	874	SH		SOLE		874	0	0
ISHARES MSCI ACWI ETF	COMMON	464288257	2,658	26,604	SH		SOLE		26,604	0	0
ISHARES MSCI EAFE ETF	COMMON	464287465	143	1,828	SH		SOLE		1,828	0	0
ISHARES MSCI FRONTIER 100	COMMON	464286145	2	46	SH		SOLE		46	0	0
ISHARES NATIONAL MUNI BOND E	COMMON	464288414	5	40	SH		SOLE		40	0	0
ISHARES PREFERRED & INCOME S	COMMON	464288687	27	686	SH		SOLE		686	0	0
ISHARES RUSSELL 1000 ETF	COMMON	464287622	2,090	8,648	SH		SOLE		8,648	0	0
ISHARES RUSSELL 1000 GROWTH	COMMON	464287614	4,816	17,574	SH		SOLE		17,574	0	0
ISHARES RUSSELL 1000 VALUE E	COMMON	464287598	741	4,733	SH		SOLE		4,733	0	0
ISHARES RUSSELL 2000 ETF	COMMON	464287655	460	2,103	SH		SOLE		2,103	0	0
ISHARES RUSSELL 2000 GROWTH	COMMON	464287648	75	254	SH		SOLE		254	0	0
ISHARES RUSSELL MID-CAP ETF	COMMON	464287499	570	7,293	SH		SOLE		7,293	0	0
ISHARES RUSSELL MID-CAP GROW	COMMON	464287481	42	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	104	527	SH		SOLE		527	0	0
ISHARES S&P 500 GROWTH ETF	COMMON	464287309	93	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	258	3,260	SH		SOLE		3,260	0	0
ISHARES S&P SMALL-CAP 600 GR	COMMON	464287887	36	276	SH		SOLE		276	0	0
ISHARES SELECT DIVIDEND ETF	COMMON	464287168	272	2,374	SH		SOLE		2,374	0	0
ISHARES SHORT TREASURY BOND	COMMON	464288679	4,960	44,895	SH		SOLE		44,895	0	0
ISHARES SHORT-TERM CORPORATE	COMMON	464288646	19,940	364,933	SH		SOLE		364,933	0	0
ISHARES SILVER TRUST	COMMON	46428Q109	11	558	SH		SOLE		558	0	0
ISHARES TIPS BOND ETF	COMMON	464287176	121	950	SH		SOLE		950	0	0
ISHARES TR CORE HIGH DV ETF	COMMON	46429B663	112	1,188	SH		SOLE		1,188	0	0
ISHARES TR CORE S&P SCP ETF	COMMON	464287804	37	342	SH		SOLE		342	0	0
ISHARES TR EAFE SML CP ETF	COMMON	464288273	65	868	SH		SOLE		868	0	0
ISHARES TR MRNING SM CP ETF	COMMON	464288703	15	270	SH		SOLE		270	0	0
ISHARES TR NASDAQ BIOTECH	COMMON	464287556	49	301	SH		SOLE		301	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	24	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	302	3,000	SH		SOLE		3,000	0	0
ISHARES U.S. INDUSTRIALS ETF	COMMON	464287754	98	918	SH		SOLE		918	0	0
ISHARES US REAL ESTATE ETF	COMMON	464287739	19	190	SH		SOLE		190	0	0
ISSUER DIRECT CORP COM USD.001	COMMON	46520M204	274	10,464	SH		SOLE		10,464	0	0
ISTAR INC COM USD.001	COMMON	45031U101	9	343	SH		SOLE		343	0	0
ITAMAR MEDICAL LTD ADR	COMMON	465437101	17	550	SH		SOLE		550	0	0
ITAU CORPBANCA SP ADR REG S	COMMON	45033E105	85	21,453	SH		SOLE		21,453	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	99	1,306	SH		SOLE		1,306	0	0
ITT INC COM USD1	COMMON	45073V108	11	127	SH		SOLE		127	0	0
ITURAN LOCATION & CONTROL COM NPV	COMMON	M6158M104	132	5,207	SH		SOLE		5,207	0	0
J & J SNACK FOODS CORP COM NPV	COMMON	466032109	106	693	SH		SOLE		693	0	0
J JILL INC COMUSD0.01	COMMON	46620W201	1	36	SH		SOLE		36	0	0
J2 GLOBAL INC COM USD.01	COMMON	48123V102	1,534	11,220	SH		SOLE		11,220	0	0
JABIL INC COM USD.001	COMMON	466313103	649	11,112	SH		SOLE		11,112	0	0
JACK IN THE BOX INC COM USD.01 VTG	COMMON	466367109	2	22	SH		SOLE		22	0	0
JACKSON FINANCIAL INC -SPN COM CL A	COMMON	46817M107	9	365	SH		SOLE		365	0	0
JACOBS ENGINEERING GROUP INC COM NPV	COMMON	469814107	324	2,448	SH		SOLE		2,448	0	0
JAKKS PACIFIC INC COM USD.001	COMMON	47012E403	1	62	SH		SOLE		62	0	0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR	COMMON	47030M106	56	1,581	SH		SOLE		1,581	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	784	18,973	SH		SOLE		18,973	0	0
JAZZ PHARMACEUTICALS PLC COM USD.0001	COMMON	G50871105	95	729	SH		SOLE		729	0	0
JBG SMITH PPTYS When Issued	COMMON	46590V100	1	20	SH		SOLE		20	0	0
JD.COM INC ADR	COMMON	47215P106	1,317	18,237	SH		SOLE		18,237	0	0
JEFFERIES FINANCIAL GRP INC COM USD1	COMMON	47233W109	8,532	229,502	SH		SOLE		229,502	0	0
JETBLUE AIRWAYS CORP COM USD.01	COMMON	477143101	14	939	SH		SOLE		939	0	0
JOANN INC COM 0.01	COMMON	47768J101	390	34,926	SH		SOLE		34,926	0	0
JOHN BEAN TECHNOLOGIES COM USD.01	COMMON	477839104	414	2,942	SH		SOLE		2,942	0	0
JOHN HANCOCK MULTI FACT MID	COMMON	47804J206	7	142	SH		SOLE		142	0	0
JOHN HANCOCK T/A DVD INCOME	COMMON	41013V100	52	2,263	SH		SOLE		2,263	0	0
JOHNSON & JOHNSON COM USD1	COMMON	478160104	37,566	232,364	SH		SOLE		232,364	0	0
JOHNSON CONTROLS INTL PLC COM USD16	COMMON	G51502105	76,191	1,118,600	SH		OTR		883,104	235,496	0
JOHNSON OUTDOORS INC -CL A CL A COM USD.05	COMMON	479167108	5	43	SH		SOLE		43	0	0
JOINT CORP (THE) COM USD.001	COMMON	47973J102	152	1,547	SH		SOLE		1,547	0	0
JONES LANG LASALLE INC COM USD.01	COMMON	48020Q107	3,109	12,527	SH		SOLE		12,527	0	0
JOUNCE THERAPEUTICS INC COM USD0.001	COMMON	481116101	0	1	SH		SOLE		1	0	0
JOYY INC -ADR ADR	COMMON	46591M109	152	2,776	SH		SOLE		2,776	0	0
JPM DIVERSIFIED RET INTL EQ	COMMON	46641Q209	31	512	SH		SOLE		512	0	0
JPMORGAN CHASE & CO COM USD12	COMMON	46625H100	19,370	118,278	SH		SOLE		118,278	0	0
JPMORGAN DIV RET US EQ ETF	COMMON	46641Q407	137	1,422	SH		SOLE		1,422	0	0
JUNIPER NETWORKS INC COM USD.00001	COMMON	48203R104	153	5,572	SH		SOLE		5,572	0	0
KADANT INC COM USD.01	COMMON	48282T104	332	1,622	SH		SOLE		1,622	0	0
KAISER ALUMINUM CORP COM PAR $0.01	COMMON	483007704	0	3	SH		SOLE		3	0	0
KAMADA LTD COM ILS1.	COMMON	M6240T109	127	23,995	SH		SOLE		23,995	0	0
KANSAS CITY SOUTHERN COM NPV	COMMON	485170302	138	509	SH		SOLE		509	0	0
KARUNA THERPEUTICS INC COM	COMMON	48576A100	67	546	SH		SOLE		546	0	0
KARYOPHARM THERAPEUTICS INC COM USD.0001	COMMON	48576U106	4	753	SH		SOLE		753	0	0
KASPIEN HOLDINGS INC COM USD.01	COMMON	485837108	0	21	SH		SOLE		21	0	0
KB FINANCIAL GROUP SPON ADR	COMMON	48241A105	10,932	235,546	SH		SOLE		235,546	0	0
KB HOME COM USD1	COMMON	48666K109	35	902	SH		SOLE		902	0	0
KBR INC COM USD.001	COMMON	48242W106	70	1,787	SH		SOLE		1,787	0	0
KE HOLDINGS INC -ADR ADR	COMMON	482497104	0	14	SH		SOLE		14	0	0
KELLOGG CO COM USD.25	COMMON	487836108	4,825	75,489	SH		OTR		54,105	21,384	0
KEMPER CORP/DE COM USD.1	COMMON	488401100	8	124	SH		SOLE		124	0	0
KEPCO-KOREA ELEC POWER CORP SPON ADR	COMMON	500631106	12	1,184	SH		SOLE		1,184	0	0
KEURIG DR PEPPER INC COM	COMMON	49271V100	38	1,110	SH		SOLE		1,110	0	0
KEYCORP COM USD1	COMMON	493267108	4,209	194,685	SH		SOLE		194,685	0	0
KEYSIGHT TECHNOLOGIES INC COM USD.01	COMMON	49338L103	176	1,071	SH		SOLE		1,071	0	0
KFORCE INC COM USD.01	COMMON	493732101	1,626	27,239	SH		SOLE		27,239	0	0
KILROY REALTY CORP COM USD.01	COMMON	49427F108	1	15	SH		SOLE		15	0	0
KIMBALL ELECTRONICS INC COM NPV	COMMON	49428J109	72	2,784	SH		SOLE		2,784	0	0
KIMBERLY-CLARK CORP COM USD1.25	COMMON	494368103	6,958	52,539	SH		OTR		39,353	13,186	0
KIMCO REALTY CORP COM USD.01	COMMON	49446R109	2,423	116,790	SH		SOLE		116,790	0	0
KINDER MORGAN INC CL P COM USD.01	COMMON	49456B101	36,820	2,200,736	SH		OTR		1,549,246	651,490	0
KINGSTONE COS INC COM USD1	COMMON	496719105	8	1,255	SH		SOLE		1,255	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	18	3,389	SH		SOLE		3,389	0	0
KINSALE CAPITAL GROUP INC COM USD0.01	COMMON	49714P108	251	1,547	SH		SOLE		1,547	0	0
KIRBY CORP COM USD.1	COMMON	497266106	0	7	SH		SOLE		7	0	0
KIRKLAND LAKE GOLD LTD COM	COMMON	49741E100	34	826	SH		SOLE		826	0	0
KIRKLAND'S INC COM NPV	COMMON	497498105	45	2,312	SH		SOLE		2,312	0	0
KITE REALTY GROUP TRUST COM USD.01	COMMON	49803T300	3	157	SH		SOLE		157	0	0
KKR & CO INC COM CL A	COMMON	48251W104	111	1,818	SH		SOLE		1,818	0	0
KLA CORP COM USD.001	COMMON	482480100	2,667	7,966	SH		SOLE		7,966	0	0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01	COMMON	499049104	2	39	SH		SOLE		39	0	0
KODIAK SCIENCES INC COM	COMMON	50015M109	76	795	SH		SOLE		795	0	0
KOHL'S CORP COM USD.01	COMMON	500255104	75	1,592	SH		SOLE		1,592	0	0
KONINKLIJKE PHILIPS NV NY SHS ADR	COMMON	500472303	710	15,983	SH		SOLE		15,983	0	0
KONTOOR BRANDS INC COM	COMMON	50050N103	422	8,446	SH		SOLE		8,446	0	0
KORN FERRY COM NPV	COMMON	500643200	50	686	SH		SOLE		686	0	0
KOSMOS ENERGY LTD COM USD.01	COMMON	500688106	0	130	SH		SOLE		130	0	0
KOSS CORP COM USD.01	COMMON	500692108	0	24	SH		SOLE		24	0	0
KRAFT HEINZ CO COM USD.01	COMMON	500754106	161	4,369	SH		SOLE		4,369	0	0
KRANESHARES CSI CHINA INTERN	COMMON	500767306	2	35	SH		SOLE		35	0	0
KRATON CORP COM USD.01	COMMON	50077C106	731	15,981	SH		SOLE		15,981	0	0
KROGER CO COM USD1	COMMON	501044101	58,856	1,455,738	SH		OTR		1,067,571	388,167	0
KT CORP SPON ADR	COMMON	48268K101	454	33,333	SH		SOLE		33,333	0	0
KULICKE & SOFFA INDUSTRIES COM NPV	COMMON	501242101	272	4,664	SH		SOLE		4,664	0	0
KYMERA THERAPEUTIC INC COM	COMMON	501575104	64	1,087	SH		SOLE		1,087	0	0
L3HARRIS TECHNOLOGIES INC COM USD1	COMMON	502431109	71,471	324,502	SH		OTR		229,094	95,408	0
LABORATORY CP OF AMER HLDGS COM USD.01	COMMON	50540R409	2,881	10,238	SH		SOLE		10,238	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	72	SH		SOLE		72	0	0
LAKELAND INDUSTRIES INC COM USD1	COMMON	511795106	145	6,905	SH		SOLE		6,905	0	0
LAM RESEARCH CORP COM NPV	COMMON	512807108	3,413	5,997	SH		SOLE		5,997	0	0
LAMAR ADVERTISING CO -CL A CL A COM NPV	COMMON	512816109	260	2,289	SH		SOLE		2,289	0	0
LAMB WESTON HOLDINGS INC COM USD1	COMMON	513272104	368	5,993	SH		SOLE		5,993	0	0
LANCASTER COLONY CORP COM USD1	COMMON	513847103	50	298	SH		SOLE		298	0	0
LANDMARK BANCORP INC/KS COM USD.1	COMMON	51504L107	25	904	SH		SOLE		904	0	0
LANDSTAR SYSTEM INC COM USD.01	COMMON	515098101	833	5,279	SH		SOLE		5,279	0	0
LANTHEUS HOLDINGS INC COM USD0.01	COMMON	516544103	130	5,056	SH		SOLE		5,056	0	0
LANTRONIX INC COM USD.0001	COMMON	516548203	1	194	SH		SOLE		194	0	0
LAREDO PETROLEUM INC COM USD0.01	COMMON	516806205	98	1,201	SH		SOLE		1,201	0	0
LAS VEGAS SANDS CORP COM USD.001	COMMON	517834107	213	5,824	SH		SOLE		5,824	0	0
LATTICE SEMICONDUCTOR CORP COM USD.01	COMMON	518415104	867	13,387	SH		SOLE		13,387	0	0
LAUREATE EDUCATION INC CL A COM USD0.001	COMMON	518613203	4	217	SH		SOLE		217	0	0
LAWSON PRODUCTS COM NPV	COMMON	520776105	71	1,417	SH		SOLE		1,417	0	0
LA-Z-BOY INC COM USD1	COMMON	505336107	26	797	SH		SOLE		797	0	0
LCI INDUSTRIES COM NPV	COMMON	50189K103	33	242	SH		SOLE		242	0	0
LEAR CORP COM NPV	COMMON	521865204	41	262	SH		SOLE		262	0	0
LEE ENTERPRISES INC COM USD2	COMMON	523768406	594	26,249	SH		SOLE		26,249	0	0
LEGEND BIOTEC COR -ADR ADR	COMMON	52490G102	0	8	SH		SOLE		8	0	0
LEGGETT & PLATT INC COM USD1	COMMON	524660107	3,317	73,870	SH		SOLE		73,870	0	0
LEIDOS HOLDINGS INC COM USD.01	COMMON	525327102	692	7,196	SH		SOLE		7,196	0	0
LEJU HOLDINGS LTD -ADR ADR	COMMON	50187J108	48	43,295	SH		SOLE		43,295	0	0
LEMAITRE VASCULAR INC COM USD	COMMON	525558201	71	1,336	SH		SOLE		1,336	0	0
LEMONADE INC COM	COMMON	52567D107	4	62	SH		SOLE		62	0	0
LENDINGCLUB CORP COM USD0.01	COMMON	52603A208	24	840	SH		SOLE		840	0	0
LENNAR CORP CL A COM USD.1	COMMON	526057104	9,166	97,836	SH		SOLE		97,836	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	54	185	SH		SOLE		185	0	0
LEVEL ONE BANCORP INC COM	COMMON	52730D208	299	10,162	SH		SOLE		10,162	0	0
LEXICON PHARMACEUTICALS INC COM USD.001	COMMON	528872302	7	1,415	SH		SOLE		1,415	0	0
LEXINGTON REALTY TRUST COM USD.0001	COMMON	529043101	1	84	SH		SOLE		84	0	0
LG DISPLAY CO LTD ADR USD	COMMON	50186V102	1,519	191,106	SH		SOLE		191,106	0	0
LGI HOMES INC COM USD.01	COMMON	50187T106	194	1,368	SH		SOLE		1,368	0	0
LHC GROUP INC COM USD.01	COMMON	50187A107	277	1,765	SH		SOLE		1,765	0	0
LI AUTO INC ADR	COMMON	50202M102	9	356	SH		SOLE		356	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	486	2,815	SH		SOLE		2,815	0	0
LIBERTY GLOBAL PLC SR C COM USD .01	COMMON	G5480U120	39,770	1,349,976	SH		OTR		978,950	371,026	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	25	490	SH		SOLE		490	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	394	8,308	SH		SOLE		8,308	0	0
LIFE STORAGE INC COM USD.01	COMMON	53223X107	11	98	SH		SOLE		98	0	0
LIFEVANTAGE CORP COM USD0.001	COMMON	53222K205	106	15,657	SH		SOLE		15,657	0	0
LIGAND PHARMACEUTICAL INC COM USD.001	COMMON	53220K504	242	1,737	SH		SOLE		1,737	0	0
LIGHTINTHEBOX HLDG -ADR ADR	COMMON	53225G102	92	66,692	SH		SOLE		66,692	0	0
LIGHTWAVE LOGIC INC COM	COMMON	532275104	5	478	SH		SOLE		478	0	0
LILLY (ELI) & CO COM USD.625	COMMON	532457108	7,258	31,410	SH		SOLE		31,410	0	0
LIMBACH HOLDINGS INC COM	COMMON	53263P105	80	12,071	SH		SOLE		12,071	0	0
LINCOLN EDUCATIONAL SERVICES COM NPV	COMMON	533535100	96	14,313	SH		SOLE		14,313	0	0
LINCOLN ELECTRIC HLDGS INC COM NPV	COMMON	533900106	11	88	SH		SOLE		88	0	0
LINCOLN NATIONAL CORP COM USD1.25	COMMON	534187109	1,240	18,025	SH		SOLE		18,025	0	0
LINDE PLC COM NPV	COMMON	G5494J103	2,119	7,224	SH		SOLE		7,224	0	0
LINDSAY CORP COM USD1	COMMON	535555106	86	568	SH		SOLE		568	0	0
LINEAGE CELL THERAPEUTICS IN COM NPV	COMMON	53566P109	1	396	SH		SOLE		396	0	0
LIONS GATE ENTERTAINMENT CP CL A VTG	COMMON	535919401	126	8,847	SH		SOLE		8,847	0	0
LIONS GATE ENTERTAINMENT CP CL B NON VTG	COMMON	535919500	0	36	SH		SOLE		36	0	0
LIQUIDIA CORP COM	COMMON	53635D202	0	1	SH		SOLE		1	0	0
LIQUIDITY SERVICES INC COM USD.001	COMMON	53635B107	1	40	SH		SOLE		40	0	0
LITHIA MOTORS INC -CL A CL A COM NPV	COMMON	536797103	61	193	SH		SOLE		193	0	0
LIVANOVA PLC ORD GBP1	COMMON	G5509L101	212	2,675	SH		SOLE		2,675	0	0
LIVE NATION ENTERTAINMENT COM USD	COMMON	538034109	17	189	SH		SOLE		189	0	0
LIVE VENTURES INC COM USD.001	COMMON	538142308	59	1,579	SH		SOLE		1,579	0	0
LIVENT CORP COM	COMMON	53814L108	3	126	SH		SOLE		126	0	0
LIVEPERSON INC COM USD.001	COMMON	538146101	184	3,119	SH		SOLE		3,119	0	0
LIVEXLIVE MEDIA COM USD0.001	COMMON	53839L208	0	1	SH		SOLE		1	0	0
LKQ CORP COM	COMMON	501889208	6,241	124,018	SH		SOLE		124,018	0	0
LLOYDS BANKING GROUP PLC SPONSORED ADR	COMMON	539439109	724	295,546	SH		SOLE		295,546	0	0
LOCKHEED MARTIN CORP COM USD1	COMMON	539830109	1,371	3,972	SH		SOLE		3,972	0	0
LOEWS CORP COM USD1	COMMON	540424108	3,115	57,735	SH		SOLE		57,735	0	0
LOGAN RIDGE FINANCE CORP COM	COMMON	541098109	183	7,109	SH		SOLE		7,109	0	0
LOGITECH INTERNATIONAL SA ORD	COMMON	H50430232	1,012	11,481	SH		SOLE		11,481	0	0
LOUISIANA-PACIFIC CORP COM USD1	COMMON	546347105	1,969	32,072	SH		SOLE		32,072	0	0
LOVESAC CO (THE) COM	COMMON	54738L109	4	63	SH		SOLE		63	0	0
LOWE'S COS INC COM USD.5	COMMON	548661107	20,421	100,664	SH		OTR		75,935	24,729	0
LPL FINANCIAL HOLDINGS INC COM USD.01	COMMON	50212V100	3,772	24,060	SH		SOLE		24,060	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	156	20,157	SH		SOLE		20,157	0	0
LULULEMON ATHLETICA INC COM USD.01	COMMON	550021109	521	1,287	SH		SOLE		1,287	0	0
LUMEN TECHNOLOGIES INC COM USD1	COMMON	550241103	51,332	4,142,932	SH		OTR		3,014,524	1,128,408	0
LUMENT FINANCE TRUST INC COM USD.01	COMMON	55025L108	421	106,192	SH		SOLE		106,192	0	0
LUMENTUM HOLDINGS INC COM USD.001	COMMON	55024U109	17	200	SH		SOLE		200	0	0
LUNA INNOVATIONS INC COM USD.001	COMMON	550351100	2	256	SH		SOLE		256	0	0
LUTHER BURBANK CORP COM	COMMON	550550107	1	101	SH		SOLE		101	0	0
LUXFER HOLDINGS PLC ORD GBP0.50	COMMON	G5698W116	8	405	SH		SOLE		405	0	0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	COMMON	N53745100	26,618	283,604	SH		OTR		202,918	80,686	0
M & T BANK CORP COM USD5	COMMON	55261F104	24	162	SH		SOLE		162	0	0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001	COMMON	55405Y100	406	6,242	SH		SOLE		6,242	0	0
M/I HOMES INC COM USD.01	COMMON	55305B101	20	354	SH		SOLE		354	0	0
MACERICH CO COM USD.01	COMMON	554382101	0	2	SH		SOLE		2	0	0
MACQUARIE INFRASTR HOLD LLC SHS BEN INT	COMMON	55608B105	49	1,211	SH		SOLE		1,211	0	0
MACROGENICS INC COM USD0.01	COMMON	556099109	1	58	SH		SOLE		58	0	0
MACY'S INC COM NPV	COMMON	55616P104	23	1,018	SH		SOLE		1,018	0	0
MADDEN STEVEN LTD COM USD.0001	COMMON	556269108	92	2,289	SH		SOLE		2,289	0	0
MADISON SQUARE GARD ENT COM CL A	COMMON	55826T102	27	375	SH		SOLE		375	0	0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01	COMMON	55825T103	2	10	SH		SOLE		10	0	0
MAGELLAN HEALTH INC COM NEW	COMMON	559079207	10	104	SH		SOLE		104	0	0
MAGELLAN MIDSTREAM PRTNRS LP COM NPV UNITS	COMMON	559080106	73	1,600	SH		SOLE		1,600	0	0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1	COMMON	559166103	898	44,880	SH		SOLE		44,880	0	0
MAGNA INTERNATIONAL INC COM NPV	COMMON	559222401	8,635	114,768	SH		SOLE		114,768	0	0
MAGNITE INC COM USD.00001	COMMON	55955D100	138	4,935	SH		SOLE		4,935	0	0
MAGNOLIA OIL & GAS CORP CL A	COMMON	559663109	134	7,537	SH		SOLE		7,537	0	0
MAINSTREET BANCSHARES INC COM	COMMON	56064Y100	335	13,995	SH		SOLE		13,995	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	807	5,271	SH		SOLE		5,271	0	0
MANITEX INTERNATIONAL INC COM NPV	COMMON	563420108	55	7,686	SH		SOLE		7,686	0	0
MANITOWOC CO COM USD2.5	COMMON	563571405	19	879	SH		SOLE		879	0	0
MANNING & NAPIER INC CL A COM USD.01	COMMON	56382Q102	278	30,459	SH		SOLE		30,459	0	0
MANPOWERGROUP COM NPV	COMMON	56418H100	1,683	15,537	SH		SOLE		15,537	0	0
MANULIFE FINANCIAL CORP COM NPV	COMMON	56501R106	2,621	136,202	SH		SOLE		136,202	0	0
MARATHON OIL CORP COM NPV	COMMON	565849106	1,588	116,202	SH		SOLE		116,202	0	0
MARATHON PETROLEUM CORP COM USD0.01	COMMON	56585A102	7,264	117,517	SH		OTR		88,805	28,712	0
MARCUS & MILLICHAP INC COM USD.0001	COMMON	566324109	16	388	SH		SOLE		388	0	0
MARINE PRODUCTS CORP COM USD.10	COMMON	568427108	12	948	SH		SOLE		948	0	0
MARINEMAX INC COM USD.001	COMMON	567908108	15	311	SH		SOLE		311	0	0
MARKEL CORP COM NPV	COMMON	570535104	214	179	SH		SOLE		179	0	0
MARKETAXESS HOLDINGS INC COM USD.001	COMMON	57060D108	39	92	SH		SOLE		92	0	0
MARLIN BUSINESS SERVICES INC COM USD.01	COMMON	571157106	6	286	SH		SOLE		286	0	0
MARRIOTT INTL INC CL A COM NPV	COMMON	571903202	626	4,230	SH		SOLE		4,230	0	0
MARRIOTT VACATIONS WORLDWIDE COM USD.01	COMMON	57164Y107	307	1,947	SH		SOLE		1,947	0	0
MARRONE BIO INNOVTIONS COM USD0.00001	COMMON	57165B106	0	1	SH		SOLE		1	0	0
MARSH & MCLENNAN COS COM USD1	COMMON	571748102	3,095	20,440	SH		SOLE		20,440	0	0
MARTEN TRANSPORT LTD COM USD.01	COMMON	573075108	3	223	SH		SOLE		223	0	0
MARTIN MARIETTA MATERIALS COM USD.01	COMMON	573284106	142	416	SH		SOLE		416	0	0
MARVELL TECHNOLOGY INC COM USD.002	COMMON	573874104	342	5,673	SH		SOLE		5,673	0	0
MASCO CORP COM USD1	COMMON	574599106	31,231	562,192	SH		OTR		408,296	153,896	0
MASIMO CORP COM USD.001	COMMON	574795100	63	232	SH		SOLE		232	0	0
MASONITE INTERNATIONAL CORP COM NPV	COMMON	575385109	14	135	SH		SOLE		135	0	0
MASTEC INC COM USD.1	COMMON	576323109	896	10,380	SH		SOLE		10,380	0	0
MASTECH DIGITAL INC COM USD.01	COMMON	57633B100	95	5,614	SH		SOLE		5,614	0	0
MASTERCARD INC CL A COM USD.0001	COMMON	57636Q104	4,906	14,109	SH		SOLE		14,109	0	0
MATADOR RESOURCES CO COM USD.01	COMMON	576485205	195	5,122	SH		SOLE		5,122	0	0
MATCH GROUP INC COM USD0.001	COMMON	57667L107	165	1,049	SH		SOLE		1,049	0	0
MATRIX SERVICE CO COM USD.01	COMMON	576853105	2	147	SH		SOLE		147	0	0
MATSON INC COM NPV	COMMON	57686G105	126	1,566	SH		SOLE		1,566	0	0
MATTEL INC COM USD1	COMMON	577081102	46	2,459	SH		SOLE		2,459	0	0
MATTHEWS INTL CORP -CL A CL A COM USD1	COMMON	577128101	180	5,182	SH		SOLE		5,182	0	0
MAXAR TECHNOLOGIES INC COM NPV	COMMON	57778K105	15	534	SH		SOLE		534	0	0
MAXIMUS INC COM NPV	COMMON	577933104	122	1,466	SH		SOLE		1,466	0	0
MAXLINEAR INC CL A COM USD.0001	COMMON	57776J100	197	3,989	SH		SOLE		3,989	0	0
MAYVILLE ENGNERING CMPNY INC COM	COMMON	578605107	396	21,071	SH		SOLE		21,071	0	0
MBIA INC COM USD1	COMMON	55262C100	1	40	SH		SOLE		40	0	0
MCCORMICK & CO INC COM NPV NVTG	COMMON	579780206	88	1,089	SH		SOLE		1,089	0	0
MCDONALD'S CORP COM NPV	COMMON	580135101	5,511	22,855	SH		SOLE		22,855	0	0
MCGRATH RENTCORP COM NPV	COMMON	580589109	11	147	SH		SOLE		147	0	0
MCKESSON CORP COM USD2	COMMON	58155Q103	75,124	376,721	SH		OTR		275,118	101,603	0
MDC HOLDINGS INC COM USD.01	COMMON	552676108	37	789	SH		SOLE		789	0	0
MDU RESOURCES GROUP INC COM USD5	COMMON	552690109	10	326	SH		SOLE		326	0	0
MECHEL PAO ADR NPV	COMMON	583840608	349	85,851	SH		SOLE		85,851	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	24	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	109	5,444	SH		SOLE		5,444	0	0
MEDIFAST INC COM USD.001	COMMON	58470H101	120	624	SH		SOLE		624	0	0
MEDNAX INC COM USD.01	COMMON	58502B106	31	1,096	SH		SOLE		1,096	0	0
MEDPACE HOLDINGS INC COM USD.01	COMMON	58506Q109	707	3,730	SH		SOLE		3,730	0	0
MEDTRONIC PLC COM USD.1	COMMON	G5960L103	3,854	30,745	SH		SOLE		30,745	0	0
MELCO RESORTS & ENTERTAINMEN ADR NPV	COMMON	585464100	2	218	SH		SOLE		218	0	0
MERCADOLIBRE INC COM USD.001	COMMON	58733R102	181	108	SH		SOLE		108	0	0
MERCANTILE BANK CORP COM NPV	COMMON	587376104	5	149	SH		SOLE		149	0	0
MERCHANTS BANCORP COM	COMMON	58844R108	231	5,865	SH		SOLE		5,865	0	0
MERCK & CO COM NPV	COMMON	58933Y105	10,425	138,649	SH		SOLE		138,649	0	0
MERCURY GENERAL CORP COM NPV	COMMON	589400100	339	6,087	SH		SOLE		6,087	0	0
MEREDITH CORP COM USD1	COMMON	589433101	339	6,077	SH		SOLE		6,077	0	0
MERIDIAN BIOSCIENCE INC COM NPV	COMMON	589584101	1	61	SH		SOLE		61	0	0
MERIT MEDICAL SYSTEMS INC COM NPV	COMMON	589889104	249	3,456	SH		SOLE		3,456	0	0
MERITAGE HOMES CORP COM NPV	COMMON	59001A102	383	3,949	SH		SOLE		3,949	0	0
MERITOR INC COM USD1	COMMON	59001K100	4	169	SH		SOLE		169	0	0
MERRIMACK PHARMACEUTICALS COM USD0.01	COMMON	590328209	1	154	SH		SOLE		154	0	0
MERSANA THRPEUTIC INC COM 0.0001USD	COMMON	59045L106	6	651	SH		SOLE		651	0	0
MESA AIR GROUP COM NEW	COMMON	590479135	3	331	SH		SOLE		331	0	0
META FINANCIAL GROUP INC COM USD.01	COMMON	59100U108	85	1,628	SH		SOLE		1,628	0	0
METHANEX CORP COM NPV	COMMON	59151K108	6	130	SH		SOLE		130	0	0
METHODE ELECTRONICS INC COM USD.5	COMMON	591520200	18	439	SH		SOLE		439	0	0
METLIFE INC COM	COMMON	59156R108	3,869	62,628	SH		SOLE		62,628	0	0
METTLER-TOLEDO INTL INC COM USD.01	COMMON	592688105	2,247	1,629	SH		SOLE		1,629	0	0
MFA FINANCIAL INC COM USD.01	COMMON	55272X102	6	1,317	SH		SOLE		1,317	0	0
MGE ENERGY INC COM USD8	COMMON	55277P104	2	21	SH		SOLE		21	0	0
MGIC INVESTMENT CORP/WI COM USD1	COMMON	552848103	22	1,448	SH		SOLE		1,448	0	0
MGM RESORTS INTERNATIONAL COM USD1	COMMON	552953101	12	274	SH		SOLE		274	0	0
MGP INGREDIENTS INC COM NPV	COMMON	55303J106	43	660	SH		SOLE		660	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	455	2,966	SH		SOLE		2,966	0	0
MICRON TECHNOLOGY INC COM USD.1	COMMON	595112103	1,523	21,452	SH		SOLE		21,452	0	0
MICROSOFT CORP COM USD.00000625	COMMON	594918104	51,401	182,288	SH		SOLE		182,288	0	0
MICROSTRATEGY INC CL A COM USD.001	COMMON	594972408	306	528	SH		SOLE		528	0	0
MICROVISION INC COM NPV	COMMON	594960304	27	2,449	SH		SOLE		2,449	0	0
MID PENN BANCORP INC COM USD1	COMMON	59540G107	23	834	SH		SOLE		834	0	0
MID-AMERICA APT CMNTYS INC COM USD.01	COMMON	59522J103	805	4,308	SH		SOLE		4,308	0	0
MIDDLEBY CORP COM USD.01	COMMON	596278101	41	243	SH		SOLE		243	0	0
MIDDLEFIELD BANC CORP COM NPV	COMMON	596304204	5	189	SH		SOLE		189	0	0
MIDDLESEX WATER CO COM NPV	COMMON	596680108	7	72	SH		SOLE		72	0	0
MILLER (HERMAN) INC COM USD.2	COMMON	600544100	13	336	SH		SOLE		336	0	0
MIMECAST LTD ORD USD.01	COMMON	G14838109	197	3,099	SH		SOLE		3,099	0	0
MIMEDX GROUP INC COM USD.001	COMMON	602496101	86	14,094	SH		SOLE		14,094	0	0
MIND CTI LTD ORD NIS.01	COMMON	M70240102	13	4,158	SH		SOLE		4,158	0	0
MINERALS TECHNOLOGIES INC COM USD1	COMMON	603158106	53	757	SH		SOLE		757	0	0
MIRATI THERAPEUTICS INC COM USD.001	COMMON	60468T105	12	68	SH		SOLE		68	0	0
MISTRAS GROUP INC COM USD.01	COMMON	60649T107	146	14,379	SH		SOLE		14,379	0	0
MITEK SYSTEMS INC COM USD.001	COMMON	606710200	224	12,083	SH		SOLE		12,083	0	0
MITSUBISHI UFJ FINANCIAL GRP ADR	COMMON	606822104	1,761	296,990	SH		SOLE		296,990	0	0
MIZUHO FINANCIAL GROUP INC ADR	COMMON	60687Y109	1,247	438,955	SH		SOLE		438,955	0	0
MKS INSTRUMENTS INC COM NPV	COMMON	55306N104	5	30	SH		SOLE		30	0	0
MOBILE TELESYSTEMS PJSC SPONSORED ADR	COMMON	607409109	1,782	184,902	SH		SOLE		184,902	0	0
MODEL N INC COM USD.00015	COMMON	607525102	68	2,033	SH		SOLE		2,033	0	0
MODERNA INC COM	COMMON	60770K107	1,475	3,832	SH		SOLE		3,832	0	0
MODINE MANUFACTURING CO COM USD1.25	COMMON	607828100	201	17,714	SH		SOLE		17,714	0	0
MODIVCARE INC CL A COM USD.001	COMMON	60783X104	448	2,461	SH		SOLE		2,461	0	0
MOELIS & CO CL A COM USD.01	COMMON	60786M105	219	3,536	SH		SOLE		3,536	0	0
MOGO INC COM NPV	COMMON	60800C109	43	9,886	SH		SOLE		9,886	0	0
MOHAWK INDUSTRIES INC COM USD.01	COMMON	608190104	3,327	18,743	SH		SOLE		18,743	0	0
MOLINA HEALTHCARE INC COM USD.001	COMMON	60855R100	29,265	107,864	SH		OTR		79,118	28,746	0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG	COMMON	60871R209	14,231	306,456	SH		SOLE		306,456	0	0
MOMENTIVE GLOBAL INC COM USD 0.00001	COMMON	60878Y108	273	13,915	SH		SOLE		13,915	0	0
MONARCH CASINO & RESORT INC COM USD.01	COMMON	609027107	57	856	SH		SOLE		856	0	0
MONDELEZ INTERNATIONAL INC CL A COM NPV	COMMON	609207105	1,486	25,537	SH		SOLE		25,537	0	0
MONEYGRAM INTERNATIONAL INC COM USD1.5	COMMON	60935Y208	110	13,700	SH		SOLE		13,700	0	0
MONGODB INC CL A COM	COMMON	60937P106	427	905	SH		SOLE		905	0	0
MONOLITHIC POWER SYSTEMS INC COM USD.001	COMMON	609839105	431	889	SH		SOLE		889	0	0
MONSTER BEVERAGE CORP COM USD.005	COMMON	61174X109	274	3,083	SH		SOLE		3,083	0	0
MOODY'S CORP COM USD.01	COMMON	615369105	1,586	4,464	SH		SOLE		4,464	0	0
MORGAN STANLEY COM USD1	COMMON	617446448	25,709	264,187	SH		OTR		206,622	57,565	0
MORNINGSTAR INC COM	COMMON	617700109	216	834	SH		SOLE		834	0	0
MORPHIC HOLDING INC COM	COMMON	61775R105	77	1,349	SH		SOLE		1,349	0	0
MOSAIC CO COM USD.01	COMMON	61945C103	215	6,014	SH		SOLE		6,014	0	0
MOSYS INC COM USD.01	COMMON	619718307	0	82	SH		SOLE		82	0	0
MOTOROLA SOLUTIONS INC COM USD.01	COMMON	620076307	3,922	16,883	SH		SOLE		16,883	0	0
MOVADO GROUP INC COM USD.01	COMMON	624580106	1,430	45,400	SH		SOLE		45,400	0	0
MP MATERIALS CORP COM CL A	COMMON	553368101	83	2,559	SH		SOLE		2,559	0	0
MR COOPER GROUP INC COM USD.00001	COMMON	62482R107	749	18,205	SH		SOLE		18,205	0	0
MSA SAFETY INC COM NPV	COMMON	553498106	1	8	SH		SOLE		8	0	0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001	COMMON	553530106	2	27	SH		SOLE		27	0	0
MSCI INC CL A COM USD.01	COMMON	55354G100	901	1,481	SH		SOLE		1,481	0	0
MUELLER INDUSTRIES COM NPV	COMMON	624756102	302	7,351	SH		SOLE		7,351	0	0
MUELLER WATER PRODUCTS INC SR A COM USD.01	COMMON	624758108	18	1,195	SH		SOLE		1,195	0	0
MURPHY OIL CORP COM USD1	COMMON	626717102	17	668	SH		SOLE		668	0	0
MURPHY USA INC COM USD.01	COMMON	626755102	280	1,672	SH		SOLE		1,672	0	0
MUSTANG BIO INC COM	COMMON	62818Q104	0	2	SH		SOLE		2	0	0
MVB FINANCIAL CORP COM	COMMON	553810102	130	3,028	SH		SOLE		3,028	0	0
MYERS INDUSTRIES INC COM NPV	COMMON	628464109	7	349	SH		SOLE		349	0	0
MYOMO INC COM	COMMON	62857J201	1	57	SH		SOLE		57	0	0
MYR GROUP INC COM USD.01	COMMON	55405W104	1,736	17,437	SH		SOLE		17,437	0	0
NABORS INDUSTRIES LTD COM USD.1	COMMON	G6359F137	2	16	SH		SOLE		16	0	0
NANOSTRING TECHNOLOGIES INC COM USD0.0001	COMMON	63009R109	12	242	SH		SOLE		242	0	0
NAPCO SECURITY TECH INC COM USD.01	COMMON	630402105	15	343	SH		SOLE		343	0	0
NASDAQ INC COM USD.01	COMMON	631103108	428	2,218	SH		SOLE		2,218	0	0
NATERA INC COM USD0.0001	COMMON	632307104	140	1,253	SH		SOLE		1,253	0	0
NATHAN'S FAMOUS INC COM USD.01	COMMON	632347100	2	39	SH		SOLE		39	0	0
NATIONAL BANK HLDGS CORP CL A COM USD.01	COMMON	633707104	5	134	SH		SOLE		134	0	0
NATIONAL BEVERAGE CORP COM USD.01	COMMON	635017106	45	849	SH		SOLE		849	0	0
NATIONAL CINEMEDIA INC COM USD.01	COMMON	635309107	22	6,123	SH		SOLE		6,123	0	0
NATIONAL ENERGY SERVICES REU ORD NPV	COMMON	G6375R107	211	16,880	SH		SOLE		16,880	0	0
NATIONAL FUEL GAS CO COM NPV	COMMON	636180101	3	66	SH		SOLE		66	0	0
NATIONAL GRID SPON ADR	COMMON	636274409	259	4,349	SH		SOLE		4,349	0	0
NATIONAL HEALTH INVESTORS COM USD.01	COMMON	63633D104	1	14	SH		SOLE		14	0	0
NATIONAL HEALTHCARE CORP COM USD.01	COMMON	635906100	145	2,074	SH		SOLE		2,074	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	61	SH		SOLE		61	0	0
NATIONAL RESEARCH CORP COM USD.001	COMMON	637372202	2	53	SH		SOLE		53	0	0
NATIONAL RETAIL PROPERTIES COM USD.01	COMMON	637417106	3	70	SH		SOLE		70	0	0
NATIONAL STORAGE AFFILIATES COM USD0.01	COMMON	637870106	210	3,966	SH		SOLE		3,966	0	0
NATIONAL VISION HLDGS INC COM	COMMON	63845R107	249	4,375	SH		SOLE		4,375	0	0
NATURA &CO HOLDING SA ADS	COMMON	63884N108	2	103	SH		SOLE		103	0	0
NATURAL ALTERNATIVES COM NPV	COMMON	638842302	303	22,429	SH		SOLE		22,429	0	0
NATURAL GROCERS VITAMIN CTGE COM USD.001	COMMON	63888U108	152	13,578	SH		SOLE		13,578	0	0
NATURAL HEALTH TRENDS CORP COM USD.001	COMMON	63888P406	90	12,612	SH		SOLE		12,612	0	0
NATURES SUNSHINE PRODS INC COM NPV	COMMON	639027101	509	34,755	SH		SOLE		34,755	0	0
NATWEST GROUP PLC SP ADR REP SHS	COMMON	639057108	1,364	223,949	SH		SOLE		223,949	0	0
NAVIENT CORP COM0.01	COMMON	63938C108	403	20,424	SH		SOLE		20,424	0	0
NCR CORP COM USD5	COMMON	62886E108	88	2,266	SH		SOLE		2,266	0	0
NEENAH INC COM	COMMON	640079109	1	15	SH		SOLE		15	0	0
NEKTAR THERAPEUTICS COM NPV	COMMON	640268108	1	35	SH		SOLE		35	0	0
NELNET INC CL A COM USD.01	COMMON	64031N108	1	14	SH		SOLE		14	0	0
NEOGAMES S.A COM USD	COMMON	L6673X107	24	663	SH		SOLE		663	0	0
NEOGEN CORP COM USD.16	COMMON	640491106	236	5,417	SH		SOLE		5,417	0	0
NEOGENOMICS INC COM USD.001	COMMON	64049M209	352	7,288	SH		SOLE		7,288	0	0
NETAPP INC COM NPV	COMMON	64110D104	6,072	67,643	SH		OTR		57,013	10,630	0
NETEASE INC SPONSORED ADR	COMMON	64110W102	428	5,017	SH		SOLE		5,017	0	0
NETFLIX INC COM USD.001	COMMON	64110L106	4,351	7,128	SH		SOLE		7,128	0	0
NETGEAR INC COM USD.001	COMMON	64111Q104	265	8,310	SH		SOLE		8,310	0	0
NETSCOUT SYSTEMS INC COM USD.001	COMMON	64115T104	69	2,545	SH		SOLE		2,545	0	0
NETSOL TECHNOLOGIES INC COM USD.001	COMMON	64115A402	113	24,766	SH		SOLE		24,766	0	0
NEUROCRINE BIOSCIENCES INC COM USD.01	COMMON	64125C109	118	1,224	SH		SOLE		1,224	0	0
NEURONETICS INC COM	COMMON	64131A105	1	124	SH		SOLE		124	0	0
NEVRO CORP COM USD0.001	COMMON	64157F103	238	2,041	SH		SOLE		2,041	0	0
NEW ORIENTAL ED & TECH ADR USD	COMMON	647581107	27	13,319	SH		SOLE		13,319	0	0
NEW RESIDENTIAL INV CP COM USD0.01	COMMON	64828T201	244	22,116	SH		SOLE		22,116	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	74	17,336	SH		SOLE		17,336	0	0
NEW YORK TIMES CO -CL A CL A COM USD.1	COMMON	650111107	25	513	SH		SOLE		513	0	0
NEWELL BRANDS INC COM USD1	COMMON	651229106	106	4,810	SH		SOLE		4,810	0	0
NEWMARK GROUP INC Cl A	COMMON	65158N102	108	7,565	SH		SOLE		7,565	0	0
NEWMONT CORP COM USD1.6	COMMON	651639106	811	14,928	SH		SOLE		14,928	0	0
NEWS CORP CL A COM USD0.01	COMMON	65249B109	1,104	46,919	SH		SOLE		46,919	0	0
NEWS CORP CL B COM USD0.01	COMMON	65249B208	8	325	SH		SOLE		325	0	0
NEXPOINT REAL EST FIN COM	COMMON	65342V101	473	24,295	SH		SOLE		24,295	0	0
NEXPOINT RESIDENTIAL TR INC COM USD.01	COMMON	65341D102	11	177	SH		SOLE		177	0	0
NEXSTAR MEDIA GROUP CL A COM USD.01	COMMON	65336K103	400	2,630	SH		SOLE		2,630	0	0
NEXTERA ENERGY INC COM NPV	COMMON	65339F101	8,120	103,337	SH		SOLE		103,337	0	0
NEXTERA ENERGY PARTNERS LP COM LP UNIT	COMMON	65341B106	15	203	SH		SOLE		203	0	0
NEXTIER OILFIELD SOLUTNS INC COM USD.01	COMMON	65290C105	165	35,846	SH		SOLE		35,846	0	0
NI HOLDINGS INC COM	COMMON	65342T106	138	7,839	SH		SOLE		7,839	0	0
NICE LTD SPON ADR	COMMON	653656108	32	112	SH		SOLE		112	0	0
NICHOLAS FINANCIAL INC COM NPV	COMMON	65373J209	104	8,461	SH		SOLE		8,461	0	0
NICOLET BANKSHARES INC COM USD.01	COMMON	65406E102	6	83	SH		SOLE		83	0	0
NIELSEN HOLDINGS PLC COM EUR0.07	COMMON	G6518L108	214	11,137	SH		SOLE		11,137	0	0
NIKE INC -CL B CL B COM NPV	COMMON	654106103	3,921	26,995	SH		SOLE		26,995	0	0
NIO INC -ADR ADS	COMMON	62914V106	354	9,922	SH		SOLE		9,922	0	0
NISOURCE INC COM NPV	COMMON	65473P105	26	1,087	SH		SOLE		1,087	0	0
NL INDUSTRIES COM USD1.25	COMMON	629156407	99	17,220	SH		SOLE		17,220	0	0
NOAH HOLDINGS LTD -ADR ADS	COMMON	65487X102	2	50	SH		SOLE		50	0	0
NOKIA CORP SPON ADR	COMMON	654902204	108	19,781	SH		SOLE		19,781	0	0
NOMAD FOODS LTD ORD	COMMON	G6564A105	163	5,897	SH		SOLE		5,897	0	0
NOMURA HOLDINGS INC SPONSORED ADR	COMMON	65535H208	3,965	802,694	SH		SOLE		802,694	0	0
NORDSON CORP COM USD1	COMMON	655663102	348	1,459	SH		SOLE		1,459	0	0
NORDSTROM INC COM NPV	COMMON	655664100	2	60	SH		SOLE		60	0	0
NORFOLK SOUTHERN CORP COM USD1	COMMON	655844108	1,244	5,201	SH		SOLE		5,201	0	0
NORTHEAST BANK COM NPV	COMMON	66405S100	634	18,791	SH		SOLE		18,791	0	0
NORTHERN TECH INTL COM USD.02	COMMON	665809109	291	19,119	SH		SOLE		19,119	0	0
NORTHERN TRUST CORP COM USD3.17	COMMON	665859104	120	1,116	SH		SOLE		1,116	0	0
NORTHRIM BANCORP INC COM USD1	COMMON	666762109	387	9,097	SH		SOLE		9,097	0	0
NORTHROP GRUMMAN CORP COM NPV	COMMON	666807102	18,599	51,633	SH		OTR		40,449	11,184	0
NORTHWEST PIPE CO COM USD.01	COMMON	667746101	3	106	SH		SOLE		106	0	0
NORTHWESTERN CORP COM NEW	COMMON	668074305	14	247	SH		SOLE		247	0	0
NORTONLIFELOCK INC COM NPV	COMMON	668771108	127	5,004	SH		SOLE		5,004	0	0
NORWEGIAN CRUISE LINE HLDGS COM USD.001	COMMON	G66721104	27	998	SH		SOLE		998	0	0
NOV INC COM USD.01	COMMON	62955J103	2	120	SH		SOLE		120	0	0
NOVA LTD ORD	COMMON	M7516K103	22	213	SH		SOLE		213	0	0
NOVANTA INC COM NPV	COMMON	67000B104	308	1,991	SH		SOLE		1,991	0	0
NOVARTIS AG SPON ADR	COMMON	66987V109	1,941	23,735	SH		SOLE		23,735	0	0
NOVAVAX INC COM USD.01	COMMON	670002401	140	672	SH		SOLE		672	0	0
NOVO NORDISK A/S ADR	COMMON	670100205	3,723	38,772	SH		SOLE		38,772	0	0
NOVOCURE LTD ORD NPV	COMMON	G6674U108	162	1,392	SH		SOLE		1,392	0	0
NRG ENERGY INC COM NEW	COMMON	629377508	98	2,396	SH		SOLE		2,396	0	0
NU SKIN ENTERPRISES -CL A CL A COM USD.001	COMMON	67018T105	139	3,423	SH		SOLE		3,423	0	0
NUANCE COMMUNICATIONS INC COM USD.001	COMMON	67020Y100	913	16,595	SH		SOLE		16,595	0	0
NUCOR CORP COM USD.4	COMMON	670346105	3,252	32,995	SH		SOLE		32,995	0	0
NUTANIX INC CL A COM USD0.000025	COMMON	67059N108	58	1,537	SH		SOLE		1,537	0	0
NUTRIEN LTD COM NPV	COMMON	67077M108	193	2,971	SH		SOLE		2,971	0	0
NUVASIVE INC COM USD.001	COMMON	670704105	8	131	SH		SOLE		131	0	0
NUVEEN MUNI HIGH INC OPP FD	COMMON	670682103	172	11,671	SH		SOLE		11,671	0	0
NV5 GLOBAL INC COM USD.01	COMMON	62945V109	92	933	SH		SOLE		933	0	0
NVENT ELECTRIC PLC When issued	COMMON	G6700G107	18	553	SH		SOLE		553	0	0
NVIDIA CORP COM USD.001	COMMON	67066G104	11,116	53,647	SH		SOLE		53,647	0	0
NVR INC COM USD.01	COMMON	62944T105	211	44	SH		SOLE		44	0	0
NXP SEMICONDUCTORS NV COM EUR.01	COMMON	N6596X109	3,137	16,016	SH		SOLE		16,016	0	0
OCCIDENTAL PETROLEUM CORP COM USD.2	COMMON	674599105	42	1,411	SH		SOLE		1,411	0	0
OCEAN BIO-CHEM INC COM USD.01	COMMON	674631106	6	602	SH		SOLE		602	0	0
OCEANEERING INTERNATIONAL COM USD.25	COMMON	675232102	0	29	SH		SOLE		29	0	0
OCULAR THERAPEUTIX INC COM USD0.0001	COMMON	67576A100	35	3,525	SH		SOLE		3,525	0	0
OCWEN FINANCIAL CORP COM USD.01	COMMON	675746606	12	437	SH		SOLE		437	0	0
ODP CORP COM USD.01	COMMON	88337F105	244	6,072	SH		SOLE		6,072	0	0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI	COMMON	67623C109	490	19,346	SH		SOLE		19,346	0	0
OFG BANCORP COM USD1	COMMON	67103X102	15	583	SH		SOLE		583	0	0
OFS CAPITAL CORP COM USD0.01	COMMON	67103B100	311	30,054	SH		SOLE		30,054	0	0
OGE ENERGY CORP COM USD2.5	COMMON	670837103	12	351	SH		SOLE		351	0	0
OHIO VALLEY BANC CORP COM NPV	COMMON	677719106	18	657	SH		SOLE		657	0	0
O-I GLASS INC COM USD.01	COMMON	67098H104	444	31,063	SH		SOLE		31,063	0	0
OIL DRI CORP AMERICA COM USD.1	COMMON	677864100	136	3,876	SH		SOLE		3,876	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	163	686	SH		SOLE		686	0	0
OLD DOMINION FREIGHT COM USD.1	COMMON	679580100	1,425	4,984	SH		SOLE		4,984	0	0
OLD NATIONAL BANCORP COM NPV	COMMON	680033107	0	15	SH		SOLE		15	0	0
OLD REPUBLIC INTL CORP COM USD1	COMMON	680223104	699	30,207	SH		SOLE		30,207	0	0
OLIN CORP COM USD1	COMMON	680665205	43	893	SH		SOLE		893	0	0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001	COMMON	681116109	7	112	SH		SOLE		112	0	0
OLYMPIC STEEL INC COM NPV	COMMON	68162K106	309	12,687	SH		SOLE		12,687	0	0
OMEGA HEALTHCARE INVS INC COM USD0.1	COMMON	681936100	10	328	SH		SOLE		328	0	0
OMEROS CORP COM USD.01	COMMON	682143102	1	41	SH		SOLE		41	0	0
OMNICELL INC COM NPV	COMMON	68213N109	503	3,382	SH		SOLE		3,382	0	0
OMNICOM GROUP COM USD.5	COMMON	681919106	29,629	408,684	SH		OTR		369,554	39,130	0
ON SEMICONDUCTOR CORP COM USD.01	COMMON	682189105	2,592	56,618	SH		SOLE		56,618	0	0
ONE GAS INC COM	COMMON	68235P108	11	178	SH		SOLE		178	0	0
ONE GP HOSPITALITY (THE) COM USD.0001	COMMON	88338K103	8	718	SH		SOLE		718	0	0
ONE LIBERTY PROPERTIES INC COM USD1	COMMON	682406103	1	40	SH		SOLE		40	0	0
ONE STOP SYSTEMS INC COM	COMMON	68247W109	25	4,892	SH		SOLE		4,892	0	0
ONEMAIN HOLDINGS INC COM	COMMON	68268W103	350	6,319	SH		SOLE		6,319	0	0
ONEOK INC COM NPV	COMMON	682680103	1,521	26,198	SH		SOLE		26,198	0	0
ONEWATER MARINE INC COM CL A	COMMON	68280L101	131	3,254	SH		SOLE		3,254	0	0
ONTO INNOVATION INC COM USD.001	COMMON	683344105	67	929	SH		SOLE		929	0	0
OP BANCORP COM	COMMON	67109R109	48	4,661	SH		SOLE		4,661	0	0
OPEN TEXT CORP COM NPV	COMMON	683715106	45	930	SH		SOLE		930	0	0
OPIANT PHARMACEUTICALS INC COM	COMMON	683750103	1	41	SH		SOLE		41	0	0
OPPENHEIMER HOLDINGS INC CL A COM NPV	COMMON	683797104	109	2,402	SH		SOLE		2,402	0	0
OPTIMIZERX CORP COM	COMMON	68401U204	61	711	SH		SOLE		711	0	0
OPTINOSE INC COM USD0.001	COMMON	68404V100	1	239	SH		SOLE		239	0	0
ORACLE CORP COM USD.01	COMMON	68389X105	90,637	1,040,168	SH		OTR		805,785	234,383	0
ORANGE SPON ADR	COMMON	684060106	628	58,024	SH		SOLE		58,024	0	0
O'REILLY AUTOMOTIVE INC COM USD.01	COMMON	67103H107	22,689	37,127	SH		OTR		26,405	10,722	0
ORGANOGENESIS HOLDINGS INC COM	COMMON	68621F102	20	1,412	SH		SOLE		1,412	0	0
ORGANON & CO COMMON STOCK	COMMON	68622V106	48	1,466	SH		SOLE		1,466	0	0
ORION ENERGY SYSTEMS INC COM NPV	COMMON	686275108	11	2,736	SH		SOLE		2,736	0	0
ORION GROUP HOLDINGS INC COM USD.01	COMMON	68628V308	642	117,956	SH		SOLE		117,956	0	0
ORIX CORP SPONSORED ADR	COMMON	686330101	5,427	57,417	SH		SOLE		57,417	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	137	5,861	SH		SOLE		5,861	0	0
ORTHOPEDIATRICS CORP COM USD0.00025	COMMON	68752L100	11	163	SH		SOLE		163	0	0
OSHKOSH CORP COM USD.01	COMMON	688239201	35	341	SH		SOLE		341	0	0
OSMOTICA PHARMACEUTIC COM	COMMON	G6S41R101	4	1,299	SH		SOLE		1,299	0	0
OTIS WORLDWIDE CORP COM	COMMON	68902V107	247	3,000	SH		SOLE		3,000	0	0
OVERSTOCK.COM INC COM NPV	COMMON	690370101	123	1,580	SH		SOLE		1,580	0	0
OVID THRPUTCS INC COM	COMMON	690469101	6	1,913	SH		SOLE		1,913	0	0
OVINTIV INC COM NPV	COMMON	69047Q102	43	1,297	SH		SOLE		1,297	0	0
OWENS & MINOR INC COM USD2	COMMON	690732102	563	17,992	SH		SOLE		17,992	0	0
OWENS CORNING COM NEW USD.01	COMMON	690742101	921	10,763	SH		SOLE		10,763	0	0
OXFORD INDUSTRIES INC COM USD1	COMMON	691497309	245	2,710	SH		SOLE		2,710	0	0
P.A.M. TRANSPORTATION SVCS COM USD.01	COMMON	693149106	1,003	22,272	SH		SOLE		22,272	0	0
PACCAR INC COM USD12	COMMON	693718108	191	2,426	SH		SOLE		2,426	0	0
PACER BENCHMARK DATA INFRA	COMMON	69374H741	2	50	SH		SOLE		50	0	0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001	COMMON	69404D108	131	5,107	SH		SOLE		5,107	0	0
PACIFIC MERCANTILE BANCORP COM NPV	COMMON	694552100	1	123	SH		SOLE		123	0	0
PACIRA BIOSCIENCES INC COM USD.001	COMMON	695127100	202	3,606	SH		SOLE		3,606	0	0
PACKAGING CORP OF AMERICA COM USD.01	COMMON	695156109	1,398	10,168	SH		SOLE		10,168	0	0
PACWEST BANCORP COM NPV	COMMON	695263103	10	214	SH		SOLE		214	0	0
PAGSEGURO DIGITAL LTD CL A COM NPV	COMMON	G68707101	27	517	SH		SOLE		517	0	0
PALANTIR TECHNOLOG INC COM USD.001	COMMON	69608A108	141	5,881	SH		SOLE		5,881	0	0
PALO ALTO NETWORKS INC COM USD.0001	COMMON	697435105	1,911	3,990	SH		SOLE		3,990	0	0
PANGAEA LOGISTICS SOLUTIONS COM USD1	COMMON	G6891L105	235	46,469	SH		SOLE		46,469	0	0
PAPA JOHNS INTERNATIONAL INC COM USD.01	COMMON	698813102	199	1,561	SH		SOLE		1,561	0	0
PAR TECHNOLOGY CORP COM USD.02	COMMON	698884103	63	1,021	SH		SOLE		1,021	0	0
PARK HOTELS & RESORTS COM USD.01	COMMON	700517105	48	2,495	SH		SOLE		2,495	0	0
PARK NATIONAL CORP COM NPV	COMMON	700658107	5	44	SH		SOLE		44	0	0
PARK OHIO HOLDINGS CORP COM USD1	COMMON	700666100	19	732	SH		SOLE		732	0	0
PARKER-HANNIFIN CORP COM USD.5	COMMON	701094104	626	2,236	SH		SOLE		2,236	0	0
PARTY CITY HOLDCO INC COM USD.01	COMMON	702149105	69	9,688	SH		SOLE		9,688	0	0
PATRICK INDUSTRIES INC COM NPV	COMMON	703343103	9	103	SH		SOLE		103	0	0
PATTERSON COS INC COM USD.01	COMMON	703395103	17	580	SH		SOLE		580	0	0
PATTERSON-UTI ENERGY INC COM USD.01	COMMON	703481101	16	1,763	SH		SOLE		1,763	0	0
PAYCHEX INC COM USD.01	COMMON	704326107	11,074	98,361	SH		SOLE		98,361	0	0
PAYCOM SOFTWARE INC COM USD0.01	COMMON	70432V102	90	182	SH		SOLE		182	0	0
PAYLOCITY HOLDING CORP COM USD0.001	COMMON	70438V106	116	413	SH		SOLE		413	0	0
PAYPAL HOLDINGS INC COM USD.0001	COMMON	70450Y103	5,478	21,052	SH		SOLE		21,052	0	0
PC CONNECTION INC COM USD.01	COMMON	69318J100	4	87	SH		SOLE		87	0	0
PCB BANCORP COM	COMMON	69320M109	46	2,291	SH		SOLE		2,291	0	0
PCTEL INC COM USD.001	COMMON	69325Q105	24	3,831	SH		SOLE		3,831	0	0
PDC ENERGY INC COM USD.01	COMMON	69327R101	48	1,019	SH		SOLE		1,019	0	0
PDF SOLUTIONS INC COM USD.00015	COMMON	693282105	0	3	SH		SOLE		3	0	0
PEARSON PLC SPON ADR	COMMON	705015105	2	217	SH		SOLE		217	0	0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01	COMMON	70509V100	357	15,912	SH		SOLE		15,912	0	0
PEGASYSTEMS INC COM USD.01	COMMON	705573103	18	142	SH		SOLE		142	0	0
PELOTON INTERACTIVE INC COM CL A USD0.000025	COMMON	70614W100	90	1,033	SH		SOLE		1,033	0	0
PEMBINA PIPELINE CORP COM	COMMON	706327103	25	786	SH		SOLE		786	0	0
PENN NATIONAL GAMING INC COM USD.01	COMMON	707569109	123	1,697	SH		SOLE		1,697	0	0
PENN VIRGINIA CORP COM	COMMON	70788V102	63	2,359	SH		SOLE		2,359	0	0
PENNANT GROUP INC (THE) COM	COMMON	70805E109	34	1,213	SH		SOLE		1,213	0	0
PENNSYLVANIA RE INVS TRUST COM USD1	COMMON	709102107	1	415	SH		SOLE		415	0	0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001	COMMON	70932M107	710	11,612	SH		SOLE		11,612	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	25	249	SH		SOLE		249	0	0
PENTAIR PLC COM USD.16	COMMON	G7S00T104	1,121	15,428	SH		SOLE		15,428	0	0
PENUMBRA INC COM USD.001	COMMON	70975L107	21	77	SH		SOLE		77	0	0
PEOPLES BANCORP INC/OH COM NPV	COMMON	709789101	4	123	SH		SOLE		123	0	0
PEOPLES BANCORP NC INC COM NPV	COMMON	710577107	1	39	SH		SOLE		39	0	0
PEOPLES FINANCIAL SERVICES COM	COMMON	711040105	1	28	SH		SOLE		28	0	0
PEOPLE'S UNITED FINL INC COM NPV	COMMON	712704105	33	1,875	SH		SOLE		1,875	0	0
PEPSICO INC COM USD.0166	COMMON	713448108	4,310	28,653	SH		SOLE		28,653	0	0
PERFICIENT INC COM USD.001	COMMON	71375U101	925	7,978	SH		SOLE		7,978	0	0
PERFORMANCE FOOD GROUP CO COM USD.01	COMMON	71377A103	289	6,218	SH		SOLE		6,218	0	0
PERION NETWORK LTD ORD USD	COMMON	M78673114	783	45,169	SH		SOLE		45,169	0	0
PERKINELMER INC COM USD1	COMMON	714046109	1,490	8,598	SH		SOLE		8,598	0	0
PERRIGO CO PLC COM NPV	COMMON	G97822103	6	135	SH		SOLE		135	0	0
PERSONALIS INC COM	COMMON	71535D106	1	59	SH		SOLE		59	0	0
PETIQ INC COM CL A	COMMON	71639T106	22	900	SH		SOLE		900	0	0
PETMED EXPRESS INC COM USD.001	COMMON	716382106	70	2,605	SH		SOLE		2,605	0	0
PETROCHINA CO LTD SPONSORED ADR	COMMON	71646E100	7,851	167,822	SH		SOLE		167,822	0	0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR	COMMON	71654V408	1,169	113,042	SH		SOLE		113,042	0	0
PFIZER INC COM USD.1	COMMON	717081103	26,509	615,663	SH		SOLE		615,663	0	0
PFSWEB INC COM USD.001	COMMON	717098206	81	6,259	SH		SOLE		6,259	0	0
PG&E CORP COM USD5	COMMON	69331C108	2	251	SH		SOLE		251	0	0
PHASEBIO PHARMACEUTIC COM	COMMON	717224109	0	2	SH		SOLE		2	0	0
PHATHOM PHARMA INC COM	COMMON	71722W107	0	14	SH		SOLE		14	0	0
PHENIXFIN CORP COM USD0.001	COMMON	71742W103	122	2,852	SH		SOLE		2,852	0	0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001	COMMON	71742Q106	36	1,682	SH		SOLE		1,682	0	0
PHILIP MORRIS INTERNATIONAL COM NPV	COMMON	718172109	38,129	402,044	SH		OTR		337,509	64,535	0
PHILLIPS 66 COM USD0.01	COMMON	718546104	758	10,805	SH		SOLE		10,805	0	0
PHOTRONICS INC COM NPV	COMMON	719405102	18	1,298	SH		SOLE		1,298	0	0
PHREESIA INC COM USD0.01	COMMON	71944F106	131	2,121	SH		SOLE		2,121	0	0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01	COMMON	720190206	403	23,126	SH		SOLE		23,126	0	0
PILGRIM'S PRIDE CORP COM USD.01	COMMON	72147K108	2	69	SH		SOLE		69	0	0
PINDUODUO INC -ADR ADR	COMMON	722304102	1,253	13,821	SH		SOLE		13,821	0	0
PINNACLE FINL PARTNERS INC COM USD1.	COMMON	72346Q104	10	101	SH		SOLE		101	0	0
PINNACLE WEST CAPITAL CORP COM USD2.5	COMMON	723484101	11	155	SH		SOLE		155	0	0
PINTEREST INC COM CL A	COMMON	72352L106	433	8,491	SH		SOLE		8,491	0	0
PIONEER NATURAL RESOURCES CO COM NPV	COMMON	723787107	235	1,413	SH		SOLE		1,413	0	0
PIPER SANDLER COS COM	COMMON	724078100	14	100	SH		SOLE		100	0	0
PITNEY BOWES INC COM USD2	COMMON	724479100	63	8,785	SH		SOLE		8,785	0	0
PJT PARTNERS INC CL A COM USD0.01	COMMON	69343T107	148	1,867	SH		SOLE		1,867	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	55	2,142	SH		SOLE		2,142	0	0
PLDT INC SPON ADR	COMMON	69344D408	13	384	SH		SOLE		384	0	0
PLUG POWER INC COM USD.01	COMMON	72919P202	54	2,109	SH		SOLE		2,109	0	0
PLUMAS BANCORP COM	COMMON	729273102	1	26	SH		SOLE		26	0	0
PLYMOUTH INDL REIT INC COM USD.01	COMMON	729640102	11	478	SH		SOLE		478	0	0
PNC FINANCIAL SVCS GROUP INC COM USD5	COMMON	693475105	22,540	115,196	SH		OTR		84,775	30,421	0
PNM RESOURCES INC COM USD5	COMMON	69349H107	11	225	SH		SOLE		225	0	0
POINTS INTERNATIONAL LTD COM	COMMON	730843208	221	12,942	SH		SOLE		12,942	0	0
POLARIS INC COM NPV	COMMON	731068102	50	415	SH		SOLE		415	0	0
POOL CORP COM USD.001	COMMON	73278L105	1,237	2,846	SH		SOLE		2,846	0	0
POPULAR INC COM USD5	COMMON	733174700	3,409	43,896	SH		SOLE		43,896	0	0
PORTLAND GENERAL ELECTRIC CO COM USD	COMMON	736508847	1	29	SH		SOLE		29	0	0
PORTMAN RIDGE FINANCE CORP COM USD.01	COMMON	73688F201	1	36	SH		SOLE		36	0	0
POSCO SPON ADR	COMMON	693483109	5,606	81,286	SH		SOLE		81,286	0	0
POST HOLDINGS INC COM USD.01	COMMON	737446104	233	2,110	SH		SOLE		2,110	0	0
POTLATCHDELTIC CORP COM USD1	COMMON	737630103	663	12,848	SH		SOLE		12,848	0	0
POWER INTEGRATIONS INC COM USD.001	COMMON	739276103	374	3,767	SH		SOLE		3,767	0	0
POWER REIT SHS BEN INT NPV	COMMON	73933H101	399	7,980	SH		SOLE		7,980	0	0
PPD INC COM	COMMON	69355F102	48	1,026	SH		SOLE		1,026	0	0
PPG INDUSTRIES INC COM USD1.666	COMMON	693506107	476	3,327	SH		SOLE		3,327	0	0
PPL CORP COM NPV	COMMON	69351T106	56	2,021	SH		SOLE		2,021	0	0
PRECIGEN INC COM NPV	COMMON	74017N105	18	3,635	SH		SOLE		3,635	0	0
PRECISION BIOSCIENCES COM CL A	COMMON	74019P108	81	7,021	SH		SOLE		7,021	0	0
PREFERRED APARTMENT CMNTYS CL A COM USD.01	COMMON	74039L103	1	61	SH		SOLE		61	0	0
PREFORMED LINE PRODUCTS CO CAP USD2	COMMON	740444104	78	1,195	SH		SOLE		1,195	0	0
PREMIER INC CL A COM USD0.01	COMMON	74051N102	1	27	SH		SOLE		27	0	0
PRESTIGE CONSUMER HEALTHCARE COM USD.01	COMMON	74112D101	516	9,203	SH		SOLE		9,203	0	0
PRICE (T. ROWE) GROUP COM USD.2	COMMON	74144T108	22,914	116,493	SH		OTR		87,318	29,175	0
PRICESMART INC COM USD.0001	COMMON	741511109	6	82	SH		SOLE		82	0	0
PRIMERICA INC COM USD.01	COMMON	74164M108	12	80	SH		SOLE		80	0	0
PRINCIPAL FINANCIAL GRP INC COM USD.01	COMMON	74251V102	45	698	SH		SOLE		698	0	0
PRIORITY TECHNLGY HLDNGS INC COM	COMMON	74275G107	113	16,972	SH		SOLE		16,972	0	0
PRIVIA HEALTH GROU INC COM	COMMON	74276R102	80	3,395	SH		SOLE		3,395	0	0
PROCTER & GAMBLE CO COM NPV	COMMON	742718109	31,948	228,291	SH		SOLE		228,291	0	0
PRO-DEX INC/CO COM NPV	COMMON	74265M205	86	3,339	SH		SOLE		3,339	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	242	5,757	SH		SOLE		5,757	0	0
PROGRESS SOFTWARE CORP COM USD.01	COMMON	743312100	6	126	SH		SOLE		126	0	0
PROGRESSIVE CORP-OHIO COM USD1	COMMON	743315103	29,213	323,159	SH		OTR		237,115	86,044	0
PROGYNY INC COM	COMMON	74340E103	136	2,432	SH		SOLE		2,432	0	0
PROLOGIS INC COM USD.01	COMMON	74340W103	2,114	16,854	SH		SOLE		16,854	0	0
PROSHARES TR ONLINE RTL ETF	COMMON	74347B169	1	16	SH		SOLE		16	0	0
PROSHARES TR PET CARE ETF	COMMON	74348A145	23	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	19	274	SH		SOLE		274	0	0
PROTAGONIST THERAPEUTICS INC COM USD.00001	COMMON	74366E102	38	2,162	SH		SOLE		2,162	0	0
PROTHENA CORP PLC ORD NPV	COMMON	G72800108	146	2,048	SH		SOLE		2,048	0	0
PROTO LABS INC COM USD0.001	COMMON	743713109	0	6	SH		SOLE		6	0	0
PROVIDENT FINANCIAL SVCS INC COM USD.01	COMMON	74386T105	5	196	SH		SOLE		196	0	0
PRUDENTIAL FINANCIAL INC COM USD.01	COMMON	744320102	17,011	161,666	SH		OTR		117,595	44,071	0
PRUDENTIAL PLC ADR	COMMON	74435K204	294	7,507	SH		SOLE		7,507	0	0
PS BUSINESS PARKS COM USD.01	COMMON	69360J107	64	405	SH		SOLE		405	0	0
PTC INC COM USD.01	COMMON	69370C100	975	8,139	SH		SOLE		8,139	0	0
PTC THERAPEUTICS INC COM USD.001	COMMON	69366J200	7	197	SH		SOLE		197	0	0
PUBLIC SERVICE ENTRP GRP INC COM NPV	COMMON	744573106	131	2,157	SH		SOLE		2,157	0	0
PUBLIC STORAGE COM USD.1	COMMON	74460D109	790	2,658	SH		SOLE		2,658	0	0
PULTEGROUP INC COM USD.01	COMMON	745867101	17,947	390,827	SH		OTR		298,042	92,785	0
PUMA BIOTECHNOLOGY INC COM USD0.00001	COMMON	74587V107	11	1,560	SH		SOLE		1,560	0	0
PURE STORAGE INC CL A COM USD.0001	COMMON	74624M102	1	58	SH		SOLE		58	0	0
PURPLE INNOVATION INC COM CL A USD.0001	COMMON	74640Y106	6	274	SH		SOLE		274	0	0
PVH CORP COM USD1	COMMON	693656100	4,850	47,125	SH		SOLE		47,125	0	0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01	COMMON	74731Q103	647	65,720	SH		SOLE		65,720	0	0
Q2 HOLDINGS INC COM USD.0001	COMMON	74736L109	1	12	SH		SOLE		12	0	0
QAD INC CL A COM NPV	COMMON	74727D306	181	2,067	SH		SOLE		2,067	0	0
QIAGEN NV COM NLG.03	COMMON	N72482123	34	650	SH		SOLE		650	0	0
QORVO INC COM NPV	COMMON	74736K101	726	4,340	SH		SOLE		4,340	0	0
QUAD/GRAPHICS INC CL A COM USD.025	COMMON	747301109	2	577	SH		SOLE		577	0	0
QUAKER CHEMICAL CORP COM USD1	COMMON	747316107	2	7	SH		SOLE		7	0	0
QUALCOMM INC COM USD.0001	COMMON	747525103	21,630	167,697	SH		OTR		127,309	40,388	0
QUALYS INC COM USD0.001	COMMON	74758T303	419	3,761	SH		SOLE		3,761	0	0
QUANEX BUILDING PRODUCTS COM USD.01	COMMON	747619104	795	37,089	SH		SOLE		37,089	0	0
QUANTA SERVICES INC COM USD.00001	COMMON	74762E102	5,621	49,381	SH		SOLE		49,381	0	0
QUANTERIX CORP COM	COMMON	74766Q101	67	1,335	SH		SOLE		1,335	0	0
QUDIAN INC ADR	COMMON	747798106	578	395,574	SH		SOLE		395,574	0	0
QUEST DIAGNOSTICS INC COM NPV	COMMON	74834L100	17,200	118,358	SH		OTR		89,240	29,118	0
QUEST RESOURCE HOLDING CORP COM USD.001	COMMON	74836W203	311	51,001	SH		SOLE		51,001	0	0
QUIDEL CORP COM NPV	COMMON	74838J101	82	581	SH		SOLE		581	0	0
QUINSTREET INC COM USD.001	COMMON	74874Q100	3	191	SH		SOLE		191	0	0
QUOTIENT LTD ORD SHS	COMMON	G73268107	0	141	SH		SOLE		141	0	0
QUOTIENT TECHNOLOGY INC COM USD.00001	COMMON	749119103	30	5,139	SH		SOLE		5,139	0	0
QURATE RETAIL INC INT COM SER A	COMMON	74915M100	293	28,731	SH		SOLE		28,731	0	0
R F INDUSTRIES LTD COM USD.01	COMMON	749552105	87	10,732	SH		SOLE		10,732	0	0
R1 RCM INC COM USD.01	COMMON	749397105	190	8,609	SH		SOLE		8,609	0	0
RADIAN GROUP INC COM USD.001	COMMON	750236101	155	6,805	SH		SOLE		6,805	0	0
RADIANT LOGISTICS INC COM	COMMON	75025X100	11	1,754	SH		SOLE		1,754	0	0
RADNET INC COM USD.01	COMMON	750491102	78	2,662	SH		SOLE		2,662	0	0
RAFAEL HOLDINGS INC COM CL B USD0.01	COMMON	75062E106	19	616	SH		SOLE		616	0	0
RALPH LAUREN CORP CL A COM USD.01	COMMON	751212101	147	1,320	SH		SOLE		1,320	0	0
RAMACO RESOURCES INC COM USD0.01	COMMON	75134P303	247	20,062	SH		SOLE		20,062	0	0
RAMBUS INC COM USD.001	COMMON	750917106	4	159	SH		SOLE		159	0	0
RANGE RESOURCES CORP COM USD.01	COMMON	75281A109	25	1,095	SH		SOLE		1,095	0	0
RAPID7 INC COM USD.01	COMMON	753422104	344	3,041	SH		SOLE		3,041	0	0
RAPT THERAPEUTICS INC COM	COMMON	75382E109	19	598	SH		SOLE		598	0	0
RAVEN INDUSTRIES INC COM USD1	COMMON	754212108	117	2,023	SH		SOLE		2,023	0	0
RAYMOND JAMES FINANCIAL CORP COM USD.01	COMMON	754730109	1,098	11,894	SH		SOLE		11,894	0	0
RAYTHEON TECHNOLOGIES CORP COM USD5	COMMON	75513E101	2,594	30,179	SH		SOLE		30,179	0	0
RBC BEARINGS INC COM USD.01	COMMON	75524B104	1	5	SH		SOLE		5	0	0
RCM TECHNOLOGIES INC COM USD.05	COMMON	749360400	74	12,114	SH		SOLE		12,114	0	0
RE/MAX HOLDINGS INC CL A COM USD.0001	COMMON	75524W108	10	312	SH		SOLE		312	0	0
READY CAPITAL CORP COM USD.01	COMMON	75574U101	7	470	SH		SOLE		470	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	257	14,630	SH		SOLE		14,630	0	0
REALTY INCOME CORP COM USD1	COMMON	756109104	210	3,233	SH		SOLE		3,233	0	0
REATA PHARMACEUTICALS INC CL A COM NPV	COMMON	75615P103	65	646	SH		SOLE		646	0	0
RECURSION PHARMA INC COM CL A	COMMON	75629V104	5	208	SH		SOLE		208	0	0
RED ROBIN GOURMET BURGERS COM USD.001	COMMON	75689M101	36	1,568	SH		SOLE		1,568	0	0
RED ROCK RESORTS INC CL A COM USD.01	COMMON	75700L108	929	18,095	SH		SOLE		18,095	0	0
REDFIN CORP COM 0.001USD	COMMON	75737F108	128	2,548	SH		SOLE		2,548	0	0
REGAL BELOIT CORP COM NPV	COMMON	758750103	744	4,949	SH		SOLE		4,949	0	0
REGENCY CENTERS CORP COM USD.01	COMMON	758849103	3,330	49,458	SH		SOLE		49,458	0	0
REGENERON PHARMACEUTICALS COM USD.001	COMMON	75886F107	495	817	SH		SOLE		817	0	0
REGIONAL MANAGEMENT CORP COM USD.1	COMMON	75902K106	337	5,794	SH		SOLE		5,794	0	0
REGIONS FINANCIAL CORP COM USD.625	COMMON	7591EP100	24,323	1,139,945	SH		SOLE		1,139,945	0	0
REINSURANCE GROUP AMER INC COM USD.01	COMMON	759351604	627	5,629	SH		SOLE		5,629	0	0
RELIANCE STEEL & ALUMINUM CO COM NPV	COMMON	759509102	1,990	13,973	SH		SOLE		13,973	0	0
RELX PLC SP ADR	COMMON	759530108	877	30,400	SH		SOLE		30,400	0	0
RENAISSANCERE HOLDINGS LTD COM USD1	COMMON	G7496G103	22	157	SH		SOLE		157	0	0
RENESOLA LTD ADS NPV	COMMON	75971T301	1	174	SH		SOLE		174	0	0
RENEWABLE ENERGY GROUP INC COM USD.0001	COMMON	75972A301	388	7,726	SH		SOLE		7,726	0	0
RENT-A-CENTER INC COM USD.01	COMMON	76009N100	1,222	21,729	SH		SOLE		21,729	0	0
REPLIGEN CORP COM USD.01	COMMON	759916109	298	1,029	SH		SOLE		1,029	0	0
REPLIMUNE GROUP INC COM	COMMON	76029N106	36	1,202	SH		SOLE		1,202	0	0
REPUBLIC FIRST BANCORP INC COM NPV	COMMON	760416107	1	221	SH		SOLE		221	0	0
REPUBLIC SERVICES INC COM USD.01	COMMON	760759100	23,377	194,465	SH		SOLE		194,465	0	0
RESIDEO TECHNOLOGIES COM	COMMON	76118Y104	5	195	SH		SOLE		195	0	0
RESMED INC COM USD.004	COMMON	761152107	1,260	4,782	SH		SOLE		4,782	0	0
RESOLUTE FOREST PRODUCTS INC COM USD.001	COMMON	76117W109	1,723	144,820	SH		SOLE		144,820	0	0
RESOURCES CONNECTION INC COM USD.01	COMMON	76122Q105	12	788	SH		SOLE		788	0	0
RESTAURANT BRANDS INTL INC COM USD.01	COMMON	76131D103	487	7,959	SH		SOLE		7,959	0	0
RETAIL OPPORTUNITY INVTS CP COM USD.0001	COMMON	76131N101	10	585	SH		SOLE		585	0	0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001	COMMON	76131V202	232	17,956	SH		SOLE		17,956	0	0
RETAIL VALUE INC COM	COMMON	76133Q102	6	211	SH		SOLE		211	0	0
RETRACTABLE TECHNOLOGIES INC COM NPV	COMMON	76129W105	188	17,036	SH		SOLE		17,036	0	0
REV GROUP INC COM	COMMON	749527107	110	6,387	SH		SOLE		6,387	0	0
REVOLVE GROUP INC COM CL A	COMMON	76156B107	126	2,038	SH		SOLE		2,038	0	0
REXFORD INDUS REALTY COM USD.01	COMMON	76169C100	5	85	SH		SOLE		85	0	0
REXNORD CORP COM USD.01	COMMON	76169B102	221	3,430	SH		SOLE		3,430	0	0
REYNOLDS CONSUMER PRODUCTS COM	COMMON	76171L106	6	217	SH		SOLE		217	0	0
RH COM USD.0001	COMMON	74967X103	444	666	SH		SOLE		666	0	0
RICHARDSON ELECTRONICS LTD COM USD.05	COMMON	763165107	601	62,016	SH		SOLE		62,016	0	0
RIGEL PHARMACEUTICALS INC COM USD.001	COMMON	766559603	38	10,375	SH		SOLE		10,375	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	50	232	SH		SOLE		232	0	0
RIO TINTO GROUP SPON ADR	COMMON	767204100	3,737	55,934	SH		SOLE		55,934	0	0
RIOT BLOCKCHAIN INC COM NPV	COMMON	767292105	37	1,438	SH		SOLE		1,438	0	0
RITCHIE BROS AUCTIONEERS INC COM NPV	COMMON	767744105	1,067	17,312	SH		SOLE		17,312	0	0
RITE AID CORP COM USD1	COMMON	767754872	7	496	SH		SOLE		496	0	0
RLI CORP COM USD1	COMMON	749607107	32	320	SH		SOLE		320	0	0
RLJ LODGING TRUST COM USD.01	COMMON	74965L101	667	44,863	SH		SOLE		44,863	0	0
RMR GROUP INC CL A COM USD0.001	COMMON	74967R106	182	5,453	SH		SOLE		5,453	0	0
ROBERT HALF INTL INC COM USD1	COMMON	770323103	985	9,820	SH		SOLE		9,820	0	0
ROCKWELL AUTOMATION COM USD1	COMMON	773903109	599	2,037	SH		SOLE		2,037	0	0
ROCKY BRANDS INC COM NPV	COMMON	774515100	49	1,025	SH		SOLE		1,025	0	0
ROGERS COMMUNICATIONS -CL B CL B COM NPV	COMMON	775109200	7	159	SH		SOLE		159	0	0
ROGERS CORP COM USD1	COMMON	775133101	2	9	SH		SOLE		9	0	0
ROKU INC CL A COM USD .0001	COMMON	77543R102	219	698	SH		SOLE		698	0	0
ROLLINS INC COM USD1	COMMON	775711104	35	979	SH		SOLE		979	0	0
ROPER TECHNOLOGIES INC COM USD.01	COMMON	776696106	978	2,192	SH		SOLE		2,192	0	0
ROSS STORES INC COM USD.01	COMMON	778296103	363	3,338	SH		SOLE		3,338	0	0
ROYAL BANK OF CANADA COM NPV	COMMON	780087102	3,396	34,133	SH		SOLE		34,133	0	0
ROYAL CARIBBEAN GROUP COM USD.01	COMMON	V7780T103	41	460	SH		SOLE		460	0	0
ROYAL DUTCH SHELL PLC ADR CL A	COMMON	780259206	1,935	43,423	SH		SOLE		43,423	0	0
ROYAL DUTCH SHELL PLC ADR CL B	COMMON	780259107	440	9,936	SH		SOLE		9,936	0	0
ROYAL GOLD INC COM USD.01	COMMON	780287108	9	95	SH		SOLE		95	0	0
RPM INTERNATIONAL INC COM USD.064	COMMON	749685103	146	1,885	SH		SOLE		1,885	0	0
RPT REALTY SHS BEN INT USD.01	COMMON	74971D101	11	891	SH		SOLE		891	0	0
RUSH ENTERPRISES INC CL A COM USD.01	COMMON	781846209	189	4,182	SH		SOLE		4,182	0	0
RUTHS HOSPITALITY GROUP INC COM USD.01	COMMON	783332109	41	1,995	SH		SOLE		1,995	0	0
RYANAIR HOLDINGS PLC SPON ADR	COMMON	783513203	8	77	SH		SOLE		77	0	0
RYDER SYSTEM INC COM USD.5	COMMON	783549108	21,748	262,617	SH		SOLE		262,617	0	0
RYERSON HOLDING CORP COM USD.01	COMMON	783754104	755	33,908	SH		SOLE		33,908	0	0
RYMAN HOSPITALITY PPTYS INC COM USD.01	COMMON	78377T107	224	2,668	SH		SOLE		2,668	0	0
S&P GLOBAL INC COM USD1	COMMON	78409V104	3,628	8,537	SH		SOLE		8,537	0	0
SABRA HEALTH CARE REIT INC COM USD.01	COMMON	78573L106	23	1,559	SH		SOLE		1,559	0	0
SACHEM CAPITAL CORP COM	COMMON	78590A109	64	11,740	SH		SOLE		11,740	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	7	85	SH		SOLE		85	0	0
SAGA COMMUNICATIONS INC CL A COM USD.01	COMMON	786598300	64	2,855	SH		SOLE		2,855	0	0
SAIA INC COM USD.001	COMMON	78709Y105	487	2,044	SH		SOLE		2,044	0	0
SAILPOINT TECHNO HLDG COM	COMMON	78781P105	296	6,901	SH		SOLE		6,901	0	0
SALEM MEDIA GROUP INC CL A COM USD.01	COMMON	794093104	3	894	SH		SOLE		894	0	0
SALESFORCE.COM INC COM USD.001	COMMON	79466L302	4,224	15,573	SH		SOLE		15,573	0	0
SALISBURY BANCORP INC COM USD3.33	COMMON	795226109	16	312	SH		SOLE		312	0	0
SALLY BEAUTY HOLDINGS INC COM USD.01	COMMON	79546E104	34	2,001	SH		SOLE		2,001	0	0
SANDERSON FARMS INC COM USD1	COMMON	800013104	173	920	SH		SOLE		920	0	0
SANDRIDGE ENERGY INC COM USD.001	COMMON	80007P869	23	1,747	SH		SOLE		1,747	0	0
SANDY SPRING BANCORP INC COM USD1	COMMON	800363103	7	160	SH		SOLE		160	0	0
SANFILIPPO JOHN B&SON COM USD.01	COMMON	800422107	212	2,596	SH		SOLE		2,596	0	0
SANGAMO THERAPEUTICS INC COM USD.01	COMMON	800677106	1	158	SH		SOLE		158	0	0
SANMINA CORP COM USD.01	COMMON	801056102	64	1,667	SH		SOLE		1,667	0	0
SANOFI SPONSORED ADR	COMMON	80105N105	1,507	31,266	SH		SOLE		31,266	0	0
SANTANDER CONSUMER USA HLDGS COM USD.01	COMMON	80283M101	30	709	SH		SOLE		709	0	0
SAP SE SPON ADR	COMMON	803054204	2,407	17,826	SH		SOLE		17,826	0	0
SAPIENS INTERNATIONAL CORP COM ANG1	COMMON	G7T16G103	429	14,909	SH		SOLE		14,909	0	0
SAREPTA THERAPEUTICS INC COM USD.0001	COMMON	803607100	41	441	SH		SOLE		441	0	0
SASOL LTD ADR	COMMON	803866300	3	172	SH		SOLE		172	0	0
SAUL CENTERS INC COM USD.01	COMMON	804395101	86	1,956	SH		SOLE		1,956	0	0
SAVARA INC COM USD.001	COMMON	805111101	1	937	SH		SOLE		937	0	0
SB FINANCIAL GROUP INC COM USD2.5	COMMON	78408D105	52	2,875	SH		SOLE		2,875	0	0
SBA COMMUNICATIONS CORP COM USD.01	COMMON	78410G104	1,840	5,561	SH		SOLE		5,561	0	0
SCANSOURCE INC COM NPV	COMMON	806037107	2	46	SH		SOLE		46	0	0
SCHLUMBERGER LTD COM USD.01	COMMON	806857108	17,573	592,152	SH		SOLE		592,152	0	0
SCHNEIDER NATIONAL INC COM CL B	COMMON	80689H102	98	4,300	SH		SOLE		4,300	0	0
SCHOLASTIC CORP COM USD.25	COMMON	807066105	12	343	SH		SOLE		343	0	0
SCHRODINGER INC COM	COMMON	80810D103	113	2,069	SH		SOLE		2,069	0	0
SCHWAB (CHARLES) CORP COM USD.01	COMMON	808513105	1,037	14,242	SH		SOLE		14,242	0	0
SCHWAB FUNDAMENTAL LARGE CAP	COMMON	808524771	68	1,261	SH		SOLE		1,261	0	0
SCHWAB INTL EQUITY ETF	COMMON	808524805	127	3,272	SH		SOLE		3,272	0	0
SCHWAB STRATEGIC TR 1 5YR CORP BD	COMMON	808524714	0	0	SH		SOLE		0	0	0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF	COMMON	808524706	145	4,748	SH		SOLE		4,748	0	0
SCHWAB STRATEGIC TR INTL SCEQT ETF	COMMON	808524888	27	661	SH		SOLE		661	0	0
SCHWAB STRATEGIC TR SCHWAB FDT US SC	COMMON	808524763	21	399	SH		SOLE		399	0	0
SCHWAB STRATEGIC TR SCHWB FDT EMK LG	COMMON	808524730	55	1,708	SH		SOLE		1,708	0	0
SCHWAB STRATEGIC TR SCHWB FDT INT LG	COMMON	808524755	153	4,659	SH		SOLE		4,659	0	0
SCHWAB STRATEGIC TR SCHWB FDT INT SC	COMMON	808524748	23	596	SH		SOLE		596	0	0
SCHWAB U.S. TIPS ETF	COMMON	808524870	1	10	SH		SOLE		10	0	0
SCHWAB US BROAD MARKET ETF	COMMON	808524102	28	274	SH		SOLE		274	0	0
SCHWAB US LARGE-CAP ETF	COMMON	808524201	272	2,615	SH		SOLE		2,615	0	0
SCHWAB US LARGE-CAP VALUE	COMMON	808524409	52	770	SH		SOLE		770	0	0
SCHWAB US MID CAP ETF	COMMON	808524508	159	2,073	SH		SOLE		2,073	0	0
SCHWAB US REIT ETF	COMMON	808524847	6	131	SH		SOLE		131	0	0
SCHWAB US SMALL-CAP ETF	COMMON	808524607	50	502	SH		SOLE		502	0	0
SCHWEITZER-MAUDUIT INTL INC COM USD.1	COMMON	808541106	60	1,738	SH		SOLE		1,738	0	0
SCIENCE APPLICATIONS INTL CP COM USD.0001	COMMON	808625107	37	434	SH		SOLE		434	0	0
SCIENTIFIC GAMES CORP COM USD.01	COMMON	80874P109	546	6,565	SH		SOLE		6,565	0	0
SCIPLAY CORP COM	COMMON	809087109	46	2,234	SH		SOLE		2,234	0	0
SCOTTS MIRACLE-GRO CO CL A COM USD.01	COMMON	810186106	52	354	SH		SOLE		354	0	0
SCULPTOR CAPITAL MANAGEMENT CL A COM NPV	COMMON	811246107	688	24,666	SH		SOLE		24,666	0	0
SEA LTD - ADR ADS	COMMON	81141R100	139	436	SH		SOLE		436	0	0
SEAGATE TECHNOLOGY HOLDINGS COM USD.00001	COMMON	G7997R103	43,336	525,157	SH		OTR		407,878	117,279	0
SEAGEN INC COM USD.001	COMMON	81181C104	32	190	SH		SOLE		190	0	0
SEALED AIR CORP COM USD.01	COMMON	81211K100	43	782	SH		SOLE		782	0	0
SEAWORLD ENTERTAINMENT INC COM USD.01	COMMON	81282V100	69	1,244	SH		SOLE		1,244	0	0
SECUREWORKS CORP CL A COM USD.01	COMMON	81374A105	1	57	SH		SOLE		57	0	0
SECURITY NATL FINL CP -CL A CL A COM NPV	COMMON	814785309	161	19,542	SH		SOLE		19,542	0	0
SEI INVESTMENTS CO COM USD.01	COMMON	784117103	36	604	SH		SOLE		604	0	0
SELECT INTERIOR CONCEPTS INC COM CL A 144	COMMON	816120307	15	1,074	SH		SOLE		1,074	0	0
SELECT MEDICAL HOLDINGS CORP COM USD.001	COMMON	81619Q105	1,840	50,830	SH		SOLE		50,830	0	0
SELECT SECTOR SPDR TR ENERGY	COMMON	81369Y506	88	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	9	123	SH		SOLE		123	0	0
SEMLER SCIENTIFIC INC COM USD.001	COMMON	81684M104	6	47	SH		SOLE		47	0	0
SEMPRA ENERGY COM NPV	COMMON	816851109	358	2,832	SH		SOLE		2,832	0	0
SEMTECH CORP COM USD.01	COMMON	816850101	1	15	SH		SOLE		15	0	0
SENECA FOODS CORP CL A COM NPV	COMMON	817070501	257	5,332	SH		SOLE		5,332	0	0
SENSATA TECHNOLOGES HLDG PLC ORD EUR.01	COMMON	G8060N102	21	384	SH		SOLE		384	0	0
SENSEONICS HLDGS INC COM USD.001	COMMON	81727U105	0	4	SH		SOLE		4	0	0
SENSIENT TECHNOLOGIES CORP COM USD.1	COMMON	81725T100	40	435	SH		SOLE		435	0	0
SERVICE CORP INTERNATIONAL COM USD1	COMMON	817565104	431	7,141	SH		SOLE		7,141	0	0
SERVICE PROPERTIES TRUST COM USD.01	COMMON	81761L102	56	4,952	SH		SOLE		4,952	0	0
SERVICENOW INC COM USD.001	COMMON	81762P102	1,822	2,927	SH		SOLE		2,927	0	0
SERVISFIRST BANCSHARES INC COM	COMMON	81768T108	186	2,387	SH		SOLE		2,387	0	0
SESEN BIO INC COM USD0.001	COMMON	817763105	0	526	SH		SOLE		526	0	0
SHAKE SHACK INC CL A COM USD.01	COMMON	819047101	109	1,384	SH		SOLE		1,384	0	0
SHARPS COMPLIANCE CORP COM	COMMON	820017101	15	1,794	SH		SOLE		1,794	0	0
SHAW COMMUNICATIONS INC-CL B CL B COM NPV	COMMON	82028K200	4	126	SH		SOLE		126	0	0
SHENANDOAH TELECOMMUN CO COM USD10	COMMON	82312B106	119	3,768	SH		SOLE		3,768	0	0
SHERWIN-WILLIAMS CO COM USD1	COMMON	824348106	2,520	9,007	SH		SOLE		9,007	0	0
SHINHAN FINANCIAL GROUP LTD SPON ADR	COMMON	824596100	4,238	125,855	SH		SOLE		125,855	0	0
SHOCKWAVE MEDICAL INC COM	COMMON	82489T104	400	1,941	SH		SOLE		1,941	0	0
SHOE CARNIVAL INC COM USD.1	COMMON	824889109	12	381	SH		SOLE		381	0	0
SHOPIFY INC CL A SUB VTG	COMMON	82509L107	1,814	1,338	SH		SOLE		1,338	0	0
SHUTTERSTOCK INC COM USD.01	COMMON	825690100	265	2,330	SH		SOLE		2,330	0	0
SIBANYE-STILLWATER LIMITED ADR	COMMON	82575P107	848	68,738	SH		SOLE		68,738	0	0
SIERRA ONCOLOGY COM USD.001	COMMON	82640U404	1	41	SH		SOLE		41	0	0
SIFY TECHNOLOGIES LTD -ADR SPONSORED ADR	COMMON	82655M107	3	1,033	SH		SOLE		1,033	0	0
SIGA TECHNOLOGIES INC COM USD.0001	COMMON	826917106	328	44,369	SH		SOLE		44,369	0	0
SIGNATURE BANK/NY COM	COMMON	82669G104	72	263	SH		SOLE		263	0	0
SIGNET JEWELERS LTD COM USD.18	COMMON	G81276100	842	10,649	SH		SOLE		10,649	0	0
SILICON LABORATORIES INC COM USD.0001	COMMON	826919102	1	10	SH		SOLE		10	0	0
SILICON MOTION TECH -ADR ADR	COMMON	82706C108	18	259	SH		SOLE		259	0	0
SILK ROAD MEDICAL INC COM CL A	COMMON	82710M100	81	1,474	SH		SOLE		1,474	0	0
SILVERBOW RESOURCES INC COM NPV	COMMON	82836G102	308	12,580	SH		SOLE		12,580	0	0
SILVERCORP METALS INC COM	COMMON	82835P103	102	26,791	SH		SOLE		26,791	0	0
SILVERCREST ASSET MGT CL A COM USD.01	COMMON	828359109	98	6,317	SH		SOLE		6,317	0	0
SILVERGATE CAPITAL CORP COM CL A USD0.01	COMMON	82837P408	145	1,253	SH		SOLE		1,253	0	0
SIMMONS FIRST NATL CP -CL A CL A COM NPV	COMMON	828730200	12	413	SH		SOLE		413	0	0
SIMON PROPERTY GROUP INC COM USD.0001	COMMON	828806109	46,659	358,998	SH		OTR		256,735	102,263	0
SIMPLY GOOD FOODS COMPANY CL A COM USD.0001	COMMON	82900L102	7	202	SH		SOLE		202	0	0
SIMPSON MANUFACTURING INC COM NPV	COMMON	829073105	40	372	SH		SOLE		372	0	0
SIMULATIONS PLUS INC COM USD.001	COMMON	829214105	14	349	SH		SOLE		349	0	0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01	COMMON	829226109	95	3,005	SH		SOLE		3,005	0	0
SINOPEC SHANGHAI PETROCHEM SPON ADR	COMMON	82935M109	208	8,590	SH		SOLE		8,590	0	0
SIRIUS XM HOLDINGS INC COM USD.001	COMMON	82968B103	41	6,719	SH		SOLE		6,719	0	0
SITE CENTERS CORP COM USD.1	COMMON	82981J109	71	4,619	SH		SOLE		4,619	0	0
SITEONE LANDSCAPE SUPPLY INC COM USD.01	COMMON	82982L103	65	326	SH		SOLE		326	0	0
SITIME CORP COM	COMMON	82982T106	141	690	SH		SOLE		690	0	0
SK TELECOM CO LTD SPON ADR	COMMON	78440P108	2,516	83,599	SH		SOLE		83,599	0	0
SKECHERS U S A INC CL A COM USD.001	COMMON	830566105	1	32	SH		SOLE		32	0	0
SKILLZ INC COM	COMMON	83067L109	12	1,196	SH		SOLE		1,196	0	0
SKYLINE CHAMPION CORP COM USD.0277	COMMON	830830105	162	2,693	SH		SOLE		2,693	0	0
SKYWORKS SOLUTIONS INC COM USD.25	COMMON	83088M102	782	4,744	SH		SOLE		4,744	0	0
SL GREEN REALTY CORP COM USD.01	COMMON	78440X804	840	11,849	SH		SOLE		11,849	0	0
SLEEP NUMBER CORP COM USD.01	COMMON	83125X103	618	6,604	SH		SOLE		6,604	0	0
SLM CORP COM USD.2 VTG	COMMON	78442P106	328	18,630	SH		SOLE		18,630	0	0
SM ENERGY CO COM USD.01	COMMON	78454L100	2	80	SH		SOLE		80	0	0
SMART GLOBAL HOLDINGS INC Ordinary Shares	COMMON	G8232Y101	42	933	SH		SOLE		933	0	0
SMART SAND INC COM USD.001	COMMON	83191H107	332	135,476	SH		SOLE		135,476	0	0
SMARTSHEET INC COM CL A	COMMON	83200N103	43	629	SH		SOLE		629	0	0
SMITH & NEPHEW PLC SPON ADR	COMMON	83175M205	188	5,461	SH		SOLE		5,461	0	0
SMITH & WESSON BRANDS INC COM USD.001	COMMON	831754106	1,045	50,292	SH		SOLE		50,292	0	0
SMITH (A.O.) COM USD1	COMMON	831865209	29	474	SH		SOLE		474	0	0
SMITH-MIDLAND CORP COM USD.01	COMMON	832156103	303	21,861	SH		SOLE		21,861	0	0
SMUCKER (JM) CO COM NPV	COMMON	832696405	38,500	320,746	SH		OTR		224,918	95,828	0
SNAP INC CL A COM USD.00001	COMMON	83304A106	11	148	SH		SOLE		148	0	0
SNAP-ON INC COM USD1	COMMON	833034101	1,903	9,107	SH		SOLE		9,107	0	0
SNOWFLAKE INC COM CL A USD0.0001	COMMON	833445109	98	324	SH		SOLE		324	0	0
SOLAREDGE TECHNOLOGIES INC COM USD0.0001	COMMON	83417M104	44	166	SH		SOLE		166	0	0
SOLARIS OILFIELD IF INC CL A COM USD0.01	COMMON	83418M103	26	3,173	SH		SOLE		3,173	0	0
SONIC AUTOMOTIVE INC -CL A CL A COM USD.01	COMMON	83545G102	8	144	SH		SOLE		144	0	0
SONOCO PRODUCTS CO COM NPV	COMMON	835495102	19	319	SH		SOLE		319	0	0
SONOS INC COM	COMMON	83570H108	288	8,884	SH		SOLE		8,884	0	0
SONY GROUP CORPORATION ADR	COMMON	835699307	7,595	68,684	SH		SOLE		68,684	0	0
SORRENTO THERAPEUTICS INC COM USD0.0001	COMMON	83587F202	47	6,115	SH		SOLE		6,115	0	0
SOUTH STATE CORP COM USD5	COMMON	840441109	14	194	SH		SOLE		194	0	0
SOUTHERN CO COM USD5	COMMON	842587107	760	12,261	SH		SOLE		12,261	0	0
SOUTHERN COPPER CORP COM USD.01	COMMON	84265V105	4	79	SH		SOLE		79	0	0
SOUTHSIDE BANCSHARES INC COM USD1.25	COMMON	84470P109	1	16	SH		SOLE		16	0	0
SOUTHWEST AIRLINES COM USD1	COMMON	844741108	1,053	20,484	SH		SOLE		20,484	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	134	6,096	SH		SOLE		6,096	0	0
SPDR BBG BARC CONVERTIBLE	COMMON	78464A359	17	200	SH		SOLE		200	0	0
SPDR DJIA TRUST	COMMON	78467X109	172	509	SH		SOLE		509	0	0
SPDR GOLD SHARES	COMMON	78463V107	62	376	SH		SOLE		376	0	0
SPDR INDEX SHS FDS PORTFOLIO EMG MK	COMMON	78463X509	2	58	SH		SOLE		58	0	0
SPDR NUV BBG BARC MUNI BOND	COMMON	78468R721	118	2,280	SH		SOLE		2,280	0	0
SPDR PORT LNG TRM TRSRY	COMMON	78464A664	3	73	SH		SOLE		73	0	0
SPDR PORT S&P 500 VALUE	COMMON	78464A508	9	227	SH		SOLE		227	0	0
SPDR PORTFOLIO DEVELOPED WOR	COMMON	78463X889	8	230	SH		SOLE		230	0	0
SPDR PORTFOLIO MORTGAGE BACK	COMMON	78464A383	6	218	SH		SOLE		218	0	0
SPDR PORTFOLIO S&P 500 GROWT	COMMON	78464A409	8	119	SH		SOLE		119	0	0
SPDR S&P 500 ETF TRUST	COMMON	78462F103	9,877	23,016	SH		SOLE		23,016	0	0
SPDR S&P DIVIDEND ETF	COMMON	78464A763	1	6	SH		SOLE		6	0	0
SPDR S&P HOMEBUILDERS ETF	COMMON	78464A888	29	400	SH		SOLE		400	0	0
SPDR S&P KENSHO NEW ECONOMIE	COMMON	78468R648	2	34	SH		SOLE		34	0	0
SPDR S&P MIDCAP 400 ETF TRST	COMMON	78467Y107	7	14	SH		SOLE		14	0	0
SPDR SER TR PORTFOLIO SM ETF	COMMON	78468R853	4	102	SH		SOLE		102	0	0
SPDR SERIES TRUST S&P 600 SMCP VAL	COMMON	78464A300	19	236	SH		SOLE		236	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	27	400	SH		SOLE		400	0	0
SPECTRUM BRND HLDG INC COM USD.25	COMMON	84790A105	225	2,346	SH		SOLE		2,346	0	0
SPIRE INC COM USD2	COMMON	84857L101	8	123	SH		SOLE		123	0	0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01	COMMON	848574109	388	8,771	SH		SOLE		8,771	0	0
SPIRIT REALTY CAPITAL INC COM USD.01	COMMON	84860W300	7	145	SH		SOLE		145	0	0
SPLUNK INC COM USD.001	COMMON	848637104	48	331	SH		SOLE		331	0	0
SPORTSMANS WAREHOUSE HLDGS COM USD.01	COMMON	84920Y106	205	11,656	SH		SOLE		11,656	0	0
SPOTIFY TECHNOLOGY SA COM	COMMON	L8681T102	54	239	SH		SOLE		239	0	0
SPRINGWORKS THERAPEUTICS INC COM	COMMON	85205L107	51	797	SH		SOLE		797	0	0
SPROTT PHYSICAL GOLD & SILVE TR UNIT	COMMON	85208R101	2	139	SH		SOLE		139	0	0
SPROUT SOCIAL INC COM CL A	COMMON	85209W109	308	2,520	SH		SOLE		2,520	0	0
SPROUTS FARMERS MARKET COM USD.001	COMMON	85208M102	343	14,814	SH		SOLE		14,814	0	0
SPRT OF TXS BNCSR INC COM	COMMON	84861D103	62	2,554	SH		SOLE		2,554	0	0
SPS COMMERCE INC COM USD.001	COMMON	78463M107	468	2,896	SH		SOLE		2,896	0	0
SPX CORP COM USD1	COMMON	784635104	888	16,573	SH		SOLE		16,573	0	0
SPX FLOW INC COM USD.01	COMMON	78469X107	27	369	SH		SOLE		369	0	0
SQUARE INC CL A COM USD.0000001	COMMON	852234103	1,328	5,538	SH		SOLE		5,538	0	0
SS&C TECHNOLOGIES HLDGS INC COM USD.01	COMMON	78467J100	14	207	SH		SOLE		207	0	0
ST JOE CO COM USD100	COMMON	790148100	35	828	SH		SOLE		828	0	0
STAAR SURGICAL CO COM USD.01	COMMON	852312305	456	3,544	SH		SOLE		3,544	0	0
STAMPS.COM INC COM USD.001	COMMON	852857200	244	738	SH		SOLE		738	0	0
STANDARD MOTOR PRODS CL A COM USD2	COMMON	853666105	65	1,481	SH		SOLE		1,481	0	0
STANLEY BLACK & DECKER INC COM USD2.5	COMMON	854502101	159	906	SH		SOLE		906	0	0
STANTEC INC COM NPV	COMMON	85472N109	2,077	44,241	SH		SOLE		44,241	0	0
STAR BULK CARRIERS CORP COM USD.0001	COMMON	Y8162K204	23	961	SH		SOLE		961	0	0
STARBUCKS CORP COM NPV	COMMON	855244109	3,978	36,059	SH		SOLE		36,059	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	349	14,274	SH		SOLE		14,274	0	0
STATE STREET CORP COM USD1	COMMON	857477103	2,366	27,909	SH		SOLE		27,909	0	0
STEEL CONNECT INC COM USD.01	COMMON	858098106	105	51,711	SH		SOLE		51,711	0	0
STEEL DYNAMICS INC COM USD.01	COMMON	858119100	133	2,272	SH		SOLE		2,272	0	0
STEELCASE INC CL A COM NPV	COMMON	858155203	33	2,629	SH		SOLE		2,629	0	0
STELLANTIS NV SPON ADR	COMMON	N82405106	820	42,914	SH		SOLE		42,914	0	0
STEM INC COM	COMMON	85859N102	90	3,739	SH		SOLE		3,739	0	0
STEPAN CO COM USD1	COMMON	858586100	8	71	SH		SOLE		71	0	0
STERICYCLE INC COM USD.01	COMMON	858912108	13	185	SH		SOLE		185	0	0
STERIS PLC COM NPV	COMMON	G8473T100	1,951	9,543	SH		SOLE		9,543	0	0
STERLING BANCORP COM USD.1	COMMON	85917A100	106	4,260	SH		SOLE		4,260	0	0
STERLING CONSTRUCTION CO INC COM NPV	COMMON	859241101	14	595	SH		SOLE		595	0	0
STEWART INFORMATION SERVICES COM USD1	COMMON	860372101	1	10	SH		SOLE		10	0	0
STIFEL FINANCIAL CORP COM USD.15	COMMON	860630102	496	7,294	SH		SOLE		7,294	0	0
STITCH FIX INC CL A COM USD.00002	COMMON	860897107	19	484	SH		SOLE		484	0	0
STMICROELECTRONICS NV ADR	COMMON	861012102	129	2,953	SH		SOLE		2,953	0	0
STOCK YARDS BANCORP INC COM NPV	COMMON	861025104	5	85	SH		SOLE		85	0	0
STOKE THERAPEUTICS INC COM	COMMON	86150R107	16	640	SH		SOLE		640	0	0
STONECO LTD COM CL A	COMMON	G85158106	7	212	SH		SOLE		212	0	0
STORE CAPITAL CORP COM USD.01	COMMON	862121100	17	524	SH		SOLE		524	0	0
STRATTEC SECURITY CORP COM USD.01	COMMON	863111100	282	7,254	SH		SOLE		7,254	0	0
STRIDE INC COM USD.0001	COMMON	86333M108	28	788	SH		SOLE		788	0	0
STRONGBRIDGE BIOPHARMA PLC ORD USD.01	COMMON	G85347105	0	186	SH		SOLE		186	0	0
STRYKER CORP COM USD10	COMMON	863667101	1,720	6,522	SH		SOLE		6,522	0	0
STURM RUGER & CO INC COM USD1	COMMON	864159108	363	4,908	SH		SOLE		4,908	0	0
SUMITOMO MITSUI FINANCIAL GR ADR	COMMON	86562M209	6,561	935,888	SH		SOLE		935,888	0	0
SUMMIT HOTEL PROPERTIES INC COM USD.01	COMMON	866082100	184	19,145	SH		SOLE		19,145	0	0
SUMO LOGIC INC COM USD.0001	COMMON	86646P103	21	1,280	SH		SOLE		1,280	0	0
SUN COMMUNITIES INC COM USD.01	COMMON	866674104	57	307	SH		SOLE		307	0	0
SUN LIFE FINANCIAL INC COM NPV	COMMON	866796105	3,625	70,451	SH		SOLE		70,451	0	0
SUNCOKE ENERGY INC COM USD.01	COMMON	86722A103	1,152	183,429	SH		SOLE		183,429	0	0
SUNCOR ENERGY INC COM NPV	COMMON	867224107	717	34,572	SH		SOLE		34,572	0	0
SUNOPTA INC COM NPV	COMMON	8676EP108	1	144	SH		SOLE		144	0	0
SUNPOWER CORP COM USD.001	COMMON	867652406	74	3,256	SH		SOLE		3,256	0	0
SUNRUN INC COM USD0.0001	COMMON	86771W105	22	510	SH		SOLE		510	0	0
SUNSTONE HOTEL INVESTORS INC COM USD.01	COMMON	867892101	82	6,859	SH		SOLE		6,859	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	12	503	SH		SOLE		503	0	0
SUPERIOR INDUSTRIES INTL COM USD.5	COMMON	868168105	85	12,067	SH		SOLE		12,067	0	0
SURGERY PARTNERS INC COM USD.01	COMMON	86881A100	116	2,741	SH		SOLE		2,741	0	0
SURMODICS INC COM USD.05	COMMON	868873100	15	265	SH		SOLE		265	0	0
SUZANO SA SPON ADR	COMMON	86959K105	11	1,061	SH		SOLE		1,061	0	0
SVB FINANCIAL GROUP COM NPV	COMMON	78486Q101	202	313	SH		SOLE		313	0	0
SWITCH INC COM ST CL A	COMMON	87105L104	21	821	SH		SOLE		821	0	0
SWK HOLDINGS CORP COM USD.001	COMMON	78501P203	51	2,830	SH		SOLE		2,830	0	0
SYNAPTICS INC COM NPV	COMMON	87157D109	889	4,938	SH		SOLE		4,938	0	0
SYNCHRONY FINANCIAL COM USD.001	COMMON	87165B103	91,069	1,862,606	SH		OTR		1,488,831	373,775	0
SYNEOS HEALTH INC CL A COM NPV	COMMON	87166B102	134	1,532	SH		SOLE		1,532	0	0
SYNNEX CORP COM USD.001	COMMON	87162W100	2,678	25,725	SH		SOLE		25,725	0	0
SYNOPSYS INC COM USD.01	COMMON	871607107	2,297	7,670	SH		SOLE		7,670	0	0
SYNOVUS FINANCIAL CORP COM USD2.5	COMMON	87161C501	10	231	SH		SOLE		231	0	0
SYSCO CORP COM USD1	COMMON	871829107	1,721	21,927	SH		SOLE		21,927	0	0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR	COMMON	874039100	12,723	113,958	SH		SOLE		113,958	0	0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR	COMMON	874060205	1,814	110,728	SH		SOLE		110,728	0	0
TAKE-TWO INTERACTIVE SFTWR COM USD.01	COMMON	874054109	28	180	SH		SOLE		180	0	0
TAKUNG ART CO LTD COM	COMMON	87407Q207	7	919	SH		SOLE		919	0	0
TAL EDUCATION GROUP ADS	COMMON	874080104	4	795	SH		SOLE		795	0	0
TANDEM DIABETES CARE INC COM USD.001	COMMON	875372203	92	769	SH		SOLE		769	0	0
TANGER FACTORY OUTLET CTRS COM USD.01	COMMON	875465106	230	14,114	SH		SOLE		14,114	0	0
TAPESTRY INC COM USD.01	COMMON	876030107	3,975	107,378	SH		SOLE		107,378	0	0
TARGA RESOURCES CORP COM USD.001	COMMON	87612G101	812	16,506	SH		SOLE		16,506	0	0
TARGET CORP COM USD1	COMMON	87612E106	21,697	94,778	SH		SOLE		94,778	0	0
TASEKO MINES LTD COM NPV	COMMON	876511106	48	25,642	SH		SOLE		25,642	0	0
TATA MOTORS LTD SPONSORED ADR	COMMON	876568502	70	3,127	SH		SOLE		3,127	0	0
TC ENERGY CORP COM NPV	COMMON	87807B107	466	9,694	SH		SOLE		9,694	0	0
TE CONNECTIVITY LTD COM	COMMON	H84989104	168	1,222	SH		SOLE		1,222	0	0
TEAM INC COM USD.3	COMMON	878155100	1	184	SH		SOLE		184	0	0
TECHNOLOGY SELECT SECT SPDR	COMMON	81369Y803	994	6,655	SH		SOLE		6,655	0	0
TECHTARGET INC COM USD.001	COMMON	87874R100	128	1,556	SH		SOLE		1,556	0	0
TECK RESOURCES LTD Cl B Com Npv Svtg	COMMON	878742204	4	141	SH		SOLE		141	0	0
TECNOGLASS INC ORD USD.0001	COMMON	G87264100	5	212	SH		SOLE		212	0	0
TEEKAY TANKERS LTD COM USD.01	COMMON	Y8565N300	491	33,774	SH		SOLE		33,774	0	0
TEGNA INC COM USD1	COMMON	87901J105	368	18,647	SH		SOLE		18,647	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	11	87	SH		SOLE		87	0	0
TELEDYNE TECHNOLOGIES INC COM USD.01	COMMON	879360105	49	113	SH		SOLE		113	0	0
TELEFLEX INC COM USD1	COMMON	879369106	32	84	SH		SOLE		84	0	0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR	COMMON	294821608	225	20,104	SH		SOLE		20,104	0	0
TELEFONICA BRASIL SA ADS COMMON	COMMON	87936R205	3,494	450,319	SH		SOLE		450,319	0	0
TELEFONICA SA ADR	COMMON	879382208	428	90,909	SH		SOLE		90,909	0	0
TELEKOMUNIKASI INDONESIA SPON ADR	COMMON	715684106	1,735	68,310	SH		SOLE		68,310	0	0
TELEPHONE & DATA SYSTEMS INC COM USD1	COMMON	879433829	8	405	SH		SOLE		405	0	0
TELLURIAN INC COM	COMMON	87968A104	51	13,008	SH		SOLE		13,008	0	0
TELOS CORP/MD COM USD0.001	COMMON	87969B101	4	125	SH		SOLE		125	0	0
TELUS CORP COM NPV	COMMON	87971M103	23	1,050	SH		SOLE		1,050	0	0
TEMPUR SEALY INTL INC COM USD.01	COMMON	88023U101	131	2,828	SH		SOLE		2,828	0	0
TENABLE HOLDINGS INC COM	COMMON	88025T102	268	5,804	SH		SOLE		5,804	0	0
TENARIS SA SPONSORED ADR	COMMON	88031M109	11	505	SH		SOLE		505	0	0
TENCENT MUSIC ENNT GRP -ADR ADS	COMMON	88034P109	0	38	SH		SOLE		38	0	0
TENET HEALTHCARE CORP COM USD.15	COMMON	88033G407	1,051	15,811	SH		SOLE		15,811	0	0
TENNANT CO COM USD.375	COMMON	880345103	6	77	SH		SOLE		77	0	0
TENNECO INC COM USD5	COMMON	880349105	112	7,815	SH		SOLE		7,815	0	0
TERADATA CORP COM USD.01	COMMON	88076W103	1,244	21,680	SH		SOLE		21,680	0	0
TERADYNE INC COM USD.125	COMMON	880770102	571	5,234	SH		SOLE		5,234	0	0
TEREX CORP COM USD.01	COMMON	880779103	19	444	SH		SOLE		444	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	4,065	96,100	SH		SOLE		96,100	0	0
TERRENO REALTY CORP COM USD.01	COMMON	88146M101	3	41	SH		SOLE		41	0	0
TESLA INC COM USD.001	COMMON	88160R101	10,386	13,393	SH		SOLE		13,393	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	1,481	9,900	SH		SOLE		9,900	0	0
TETRA TECHNOLOGIES INC/DE COM USD.01	COMMON	88162F105	364	116,694	SH		SOLE		116,694	0	0
TEVA PHARMACEUTICALS ADR	COMMON	881624209	13	1,286	SH		SOLE		1,286	0	0
TEXAS CAPITAL BANCSHARES INC COM	COMMON	88224Q107	26	431	SH		SOLE		431	0	0
TEXAS INSTRUMENTS INC COM USD1	COMMON	882508104	6,195	32,221	SH		SOLE		32,221	0	0
TEXAS PACIFIC LAND CORP COM	COMMON	88262P102	1,621	1,340	SH		SOLE		1,340	0	0
TEXAS ROADHOUSE INC COM USD.001	COMMON	882681109	486	5,316	SH		SOLE		5,316	0	0
TEXTAINER GROUP HOLDINGS LTD COM USD.01	COMMON	G8766E109	9	253	SH		SOLE		253	0	0
TEXTRON INC COM USD.125	COMMON	883203101	1,147	16,431	SH		SOLE		16,431	0	0
TFI INTERNATIONAL INC COM	COMMON	87241L109	5,311	51,973	SH		SOLE		51,973	0	0
TG THERAPEUTICS INC COM USD.001	COMMON	88322Q108	116	3,490	SH		SOLE		3,490	0	0
THE SHYFT GROUP INC COM NPV	COMMON	825698103	119	3,131	SH		SOLE		3,131	0	0
THERMO FISHER SCIENTIFIC INC COM USD1	COMMON	883556102	6,241	10,920	SH		SOLE		10,920	0	0
THOMSON-REUTERS CORP COM NPV	COMMON	884903709	1,129	10,216	SH		SOLE		10,216	0	0
THOR INDUSTRIES INC COM USD.01	COMMON	885160101	173	1,406	SH		SOLE		1,406	0	0
TILE SHOP HOLDINGS INC COM USD0.0001	COMMON	88677Q109	92	11,953	SH		SOLE		11,953	0	0
TILLY'S INC CL A COM NPV	COMMON	886885102	2	111	SH		SOLE		111	0	0
TIM S.A. SPONS ADR	COMMON	88706T108	1,226	114,151	SH		SOLE		114,151	0	0
TIMKEN CO COM NPV	COMMON	887389104	257	3,929	SH		SOLE		3,929	0	0
TIMKENSTEEL CORP COM NPV	COMMON	887399103	2	134	SH		SOLE		134	0	0
TIPTREE INC COM	COMMON	88822Q103	118	11,739	SH		SOLE		11,739	0	0
TITAN INTERNATIONAL INC COM NPV	COMMON	88830M102	1	85	SH		SOLE		85	0	0
TITAN MACHINERY INC COM USD.00001	COMMON	88830R101	10	398	SH		SOLE		398	0	0
TIVITY HEALTH INC COM USD.001	COMMON	88870R102	39	1,706	SH		SOLE		1,706	0	0
TJX COS INC (THE) COM USD1	COMMON	872540109	1,645	24,931	SH		SOLE		24,931	0	0
T-MOBILE US INC COM	COMMON	872590104	2,157	16,880	SH		SOLE		16,880	0	0
TOLL BROTHERS INC COM USD.01	COMMON	889478103	39	702	SH		SOLE		702	0	0
TOMPKINS FINANCIAL CORP COM NPV	COMMON	890110109	0	6	SH		SOLE		6	0	0
TOPBUILD CORP COM USD1	COMMON	89055F103	1,095	5,344	SH		SOLE		5,344	0	0
TORM PLC COM CL A	COMMON	G89479102	1	83	SH		SOLE		83	0	0
TORO CO COM USD1	COMMON	891092108	150	1,539	SH		SOLE		1,539	0	0
TORONTO DOMINION BANK COM NPV	COMMON	891160509	3,791	57,305	SH		SOLE		57,305	0	0
TOTALENERGIES SE SPON ADR	COMMON	89151E109	3,141	65,527	SH		SOLE		65,527	0	0
TOWER SEMICONDUCTOR LTD ORD NIS1	COMMON	M87915274	63	2,110	SH		SOLE		2,110	0	0
TOWNEBANK COM	COMMON	89214P109	7	219	SH		SOLE		219	0	0
TOYOTA MOTOR CORP ADR	COMMON	892331307	5,022	28,253	SH		SOLE		28,253	0	0
TPI COMPOSITES INC COM USD.01	COMMON	87266J104	20	604	SH		SOLE		604	0	0
TRACON PHARMACEUTICALS INC COM USD.001	COMMON	89237H209	0	54	SH		SOLE		54	0	0
TRACTOR SUPPLY CO COM USD.008	COMMON	892356106	454	2,241	SH		SOLE		2,241	0	0
TRADE DESK INC CL A COM USD.000001	COMMON	88339J105	197	2,804	SH		SOLE		2,804	0	0
TRANE TECHNOLOGIES PLC COM USD2	COMMON	G8994E103	2,031	11,756	SH		SOLE		11,756	0	0
TRANSCAT INC COM USD.5	COMMON	893529107	56	869	SH		SOLE		869	0	0
TRANSDIGM GROUP INC COM USD.01	COMMON	893641100	299	479	SH		SOLE		479	0	0
TRANSMEDICS GROUP INC COM	COMMON	89377M109	44	1,318	SH		SOLE		1,318	0	0
TRANSUNION COM USD0.01	COMMON	89400J107	530	4,719	SH		SOLE		4,719	0	0
TRAVEL PLUS LEISURE CO COM USD	COMMON	894164102	1,463	26,806	SH		SOLE		26,806	0	0
TRAVELERS COS INC COM	COMMON	89417E109	11,118	73,131	SH		SOLE		73,131	0	0
TRAVELZOO COM USD.01	COMMON	89421Q205	41	3,555	SH		SOLE		3,555	0	0
TRAVERE THERAPEUTICS INC COM	COMMON	89422G107	19	769	SH		SOLE		769	0	0
TRECORA RESOURCES COM USD.1	COMMON	894648104	1	143	SH		SOLE		143	0	0
TREDEGAR CORP COM NPV	COMMON	894650100	0	26	SH		SOLE		26	0	0
TREEHOUSE FOODS INC COM	COMMON	89469A104	0	1	SH		SOLE		1	0	0
TREX CO INC COM USD.01	COMMON	89531P105	111	1,084	SH		SOLE		1,084	0	0
TRI POINTE HOMES INC COM USD.01	COMMON	87265H109	223	10,613	SH		SOLE		10,613	0	0
TRIMBLE INC COM NPV	COMMON	896239100	2,154	26,183	SH		SOLE		26,183	0	0
TRINET GROUP INC COM USD.000025	COMMON	896288107	245	2,582	SH		SOLE		2,582	0	0
TRINSEO SA ORD NPV	COMMON	L9340P101	162	2,993	SH		SOLE		2,993	0	0
TRIP COM GROUP LTD ADR	COMMON	89677Q107	40	1,305	SH		SOLE		1,305	0	0
TRIPLE-S MANAGEMENT CORP CL B COM USD1.	COMMON	896749108	28	778	SH		SOLE		778	0	0
TRITON INTERNATIONAL LTD COM USD0.01	COMMON	G9078F107	17	321	SH		SOLE		321	0	0
TRIUMPH BANCORP INC COM USD0.01	COMMON	89679E300	18	182	SH		SOLE		182	0	0
TRONOX HOLDINGS PLC CL A ORD USD.01	COMMON	G9087Q102	7	286	SH		SOLE		286	0	0
TRUIST FINANCIAL CORP COM USD5	COMMON	89832Q109	1,622	27,654	SH		SOLE		27,654	0	0
TRUPANION INC COM USD.00001	COMMON	898202106	212	2,728	SH		SOLE		2,728	0	0
TRUSTMARK CORP COM NPV	COMMON	898402102	26	817	SH		SOLE		817	0	0
TTEC HOLDINGS INC COM USD.01	COMMON	89854H102	396	4,227	SH		SOLE		4,227	0	0
TTM TECHNOLOGIES INC COM NPV	COMMON	87305R109	41	3,238	SH		SOLE		3,238	0	0
TUPPERWARE BRANDS CORP COM USD.01	COMMON	899896104	2	115	SH		SOLE		115	0	0
TURKCELL ILETISIM HIZMET SPONSORED ADR	COMMON	900111204	1,190	273,577	SH		SOLE		273,577	0	0
TURNING POINT BRANDS INC COM USD.01	COMMON	90041L105	36	750	SH		SOLE		750	0	0
TURNING POINT THERAPE INC COM	COMMON	90041T108	19	288	SH		SOLE		288	0	0
TURTLE BEACH CORP COM USD.001	COMMON	900450206	225	8,093	SH		SOLE		8,093	0	0
TWILIO INC CL A COM USD0.001	COMMON	90138F102	260	815	SH		SOLE		815	0	0
TWIN DISC INC COM NPV	COMMON	901476101	1	71	SH		SOLE		71	0	0
TWIST BIOSCIENCE CORP COM	COMMON	90184D100	273	2,547	SH		SOLE		2,547	0	0
TWITTER INC COM USD.000005	COMMON	90184L102	277	4,583	SH		SOLE		4,583	0	0
TWO HARBORS INVESTMENT CORP COM USD0.01	COMMON	90187B408	6	946	SH		SOLE		946	0	0
TYLER TECHNOLOGIES INC COM USD.01	COMMON	902252105	34	74	SH		SOLE		74	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	12,878	163,130	SH		SOLE		163,130	0	0
U S GLOBAL INVESTORS INC CL A COM USD.05	COMMON	902952100	58	10,244	SH		SOLE		10,244	0	0
U S LIME & MINERALS COM USD.1	COMMON	911922102	61	504	SH		SOLE		504	0	0
U S PHYSICAL THERAPY INC COM USD.01	COMMON	90337L108	8	74	SH		SOLE		74	0	0
UBER TECHNOLOGIES INC COM	COMMON	90353T100	959	21,402	SH		SOLE		21,402	0	0
UBIQUITI INC COM USD0.001	COMMON	90353W103	41	136	SH		SOLE		136	0	0
UBS GROUP AG ORD SHRS	COMMON	H42097107	1,164	73,004	SH		SOLE		73,004	0	0
UDR INC COM USD.01	COMMON	902653104	6	122	SH		SOLE		122	0	0
UFP INDUSTRIES INC COM NPV	COMMON	90278Q108	290	4,266	SH		SOLE		4,266	0	0
UFP TECHNOLOGIES INC COM USD.01	COMMON	902673102	348	5,633	SH		SOLE		5,633	0	0
UGI CORP COM USD4.5	COMMON	902681105	6	146	SH		SOLE		146	0	0
ULTA BEAUTY INC COM USD.0158	COMMON	90384S303	87	241	SH		SOLE		241	0	0
ULTRA CLEAN HOLDINGS INC COM USD.01	COMMON	90385V107	145	3,393	SH		SOLE		3,393	0	0
ULTRAGENYX PHARMACEUTICAL COM USD.001	COMMON	90400D108	32	351	SH		SOLE		351	0	0
ULTRALIFE CORP COM USD.1	COMMON	903899102	2	232	SH		SOLE		232	0	0
UMB FINANCIAL CORP COM USD12.5	COMMON	902788108	16	165	SH		SOLE		165	0	0
UMH PROPERTIES INC COM USD.1	COMMON	903002103	273	11,903	SH		SOLE		11,903	0	0
UMPQUA HOLDINGS CORP COM USD.833	COMMON	904214103	121	5,990	SH		SOLE		5,990	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	28	SH		SOLE		28	0	0
UNILEVER PLC ADR	COMMON	904767704	1,568	28,926	SH		SOLE		28,926	0	0
UNION BANKSHARES INC COM USD2.0	COMMON	905400107	1	39	SH		SOLE		39	0	0
UNION PACIFIC CORP COM USD2.5	COMMON	907818108	12,763	65,110	SH		OTR		51,488	13,622	0
UNISYS CORP COM USD.01	COMMON	909214306	74	2,926	SH		SOLE		2,926	0	0
UNITED AIRLINES HOLDINGS INC COM NEW	COMMON	910047109	42	893	SH		SOLE		893	0	0
UNITED BANCSHARES INC/OH COM USD1.0	COMMON	909458101	1	48	SH		SOLE		48	0	0
UNITED BANKSHARES INC/WV COM NPV	COMMON	909907107	24	651	SH		SOLE		651	0	0
UNITED COMMUNITY BANKS INC COM USD1	COMMON	90984P303	3	91	SH		SOLE		91	0	0
UNITED MICROELECTRONICS CORP SPON ADR	COMMON	910873405	7,832	685,172	SH		SOLE		685,172	0	0
UNITED NATURAL FOODS INC COM USD.01	COMMON	911163103	13	265	SH		SOLE		265	0	0
UNITED PARCEL SERVICE INC CL B COM USD.01	COMMON	911312106	2,044	11,226	SH		SOLE		11,226	0	0
UNITED RENTALS INC COM USD.01	COMMON	911363109	9,513	27,103	SH		SOLE		27,103	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	979	5,306	SH		SOLE		5,306	0	0
UNITEDHEALTH GROUP INC COM USD.01	COMMON	91324P102	29,113	74,439	SH		SOLE		74,439	0	0
UNITI GROUP INC COM USD.0001	COMMON	91325V108	56	4,559	SH		SOLE		4,559	0	0
UNITY SOFTWARE INC COM USD.000005	COMMON	91332U101	9	75	SH		SOLE		75	0	0
UNIVAR SOLUTIONS INC COM USD.01	COMMON	91336L107	4	166	SH		SOLE		166	0	0
UNIVERSAL CORP/VA COM NPV	COMMON	913456109	6	117	SH		SOLE		117	0	0
UNIVERSAL DISPLAY CORP COM USD.01	COMMON	91347P105	44	256	SH		SOLE		256	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	4	74	SH		SOLE		74	0	0
UNIVERSAL HEALTH SVCS INC CL B COM USD.01	COMMON	913903100	461	3,334	SH		SOLE		3,334	0	0
UNIVERSAL INSURANCE HLDGS COM USD.01	COMMON	91359V107	0	12	SH		SOLE		12	0	0
UNIVERSAL LOGISTICS HLDGS COM	COMMON	91388P105	142	7,094	SH		SOLE		7,094	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	476	18,976	SH		SOLE		18,976	0	0
UPSTART HOLDINGS INC COM USD.0001	COMMON	91680M107	33	103	SH		SOLE		103	0	0
UPWORK INC COM	COMMON	91688F104	193	4,286	SH		SOLE		4,286	0	0
URBAN EDGE PROPERTIES COM USD0.01	COMMON	91704F104	33	1,824	SH		SOLE		1,824	0	0
URBAN ONE INC CL D NON VTG	COMMON	91705J204	451	66,173	SH		SOLE		66,173	0	0
URBAN OUTFITTERS INC COM USD.0001	COMMON	917047102	3	85	SH		SOLE		85	0	0
URSTADT BIDDLE PROPERTIES CL A COM USD.01	COMMON	917286205	723	38,144	SH		SOLE		38,144	0	0
US BANCORP COM USD5	COMMON	902973304	10,808	181,656	SH		OTR		176,891	4,765	0
US FOODS HOLDING CORP COM USD0.01	COMMON	912008109	15	437	SH		SOLE		437	0	0
US WELL SERVICES INC COM	COMMON	91274U101	0	108	SH		SOLE		108	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	463	30,305	SH		SOLE		30,305	0	0
USANA HEALTH SCIENCES INC COM NPV	COMMON	90328M107	1,193	12,936	SH		SOLE		12,936	0	0
UTAH MEDICAL PRODUCTS INC COM USD.01	COMMON	917488108	224	2,407	SH		SOLE		2,407	0	0
VAALCO ENERGY INC COM USD.1	COMMON	91851C201	19	6,527	SH		SOLE		6,527	0	0
VAIL RESORTS INC COM USD.01	COMMON	91879Q109	103	309	SH		SOLE		309	0	0
VALE SA SPONSORED ADR	COMMON	91912E105	3,155	226,131	SH		SOLE		226,131	0	0
VALERO ENERGY CORP COM USD1	COMMON	91913Y100	5,633	79,800	SH		OTR		64,420	15,380	0
VALHI INC COM USD1	COMMON	918905209	196	8,387	SH		SOLE		8,387	0	0
VALLEY NATIONAL BANCORP COM USD2.5	COMMON	919794107	15	1,104	SH		SOLE		1,104	0	0
VALMONT INDUSTRIES INC COM USD1	COMMON	920253101	160	680	SH		SOLE		680	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	19	108	SH		SOLE		108	0	0
VANGUARD DIVIDEND APPREC ETF	COMMON	921908844	6,697	43,600	SH		SOLE		43,600	0	0
VANGUARD FINANCIALS ETF	COMMON	92204A405	15	167	SH		SOLE		167	0	0
VANGUARD FTSE DEVELOPED ETF	COMMON	921943858	203	4,016	SH		SOLE		4,016	0	0
VANGUARD FTSE EUROPE ETF	COMMON	922042874	16	239	SH		SOLE		239	0	0
VANGUARD GROWTH ETF	COMMON	922908736	366	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	310	3,000	SH		SOLE		3,000	0	0
VANGUARD INDEX FDS SM CP VAL ETF	COMMON	922908611	515	3,045	SH		SOLE		3,045	0	0
VANGUARD INFO TECH ETF	COMMON	92204A702	679	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	644	10,570	SH		SOLE		10,570	0	0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF	COMMON	922042858	699	13,970	SH		SOLE		13,970	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	469	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	793	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	221	1,581	SH		SOLE		1,581	0	0
VANGUARD REAL ESTATE ETF	COMMON	922908553	103	1,016	SH		SOLE		1,016	0	0
VANGUARD RUSSELL 1000 GROWTH	COMMON	92206C680	4	63	SH		SOLE		63	0	0
VANGUARD S&P 500 ETF	COMMON	922908363	1,200	3,043	SH		SOLE		3,043	0	0
VANGUARD S&P 500 GROWTH ETF	COMMON	921932505	4	16	SH		SOLE		16	0	0
VANGUARD SMALL-CAP ETF	COMMON	922908751	571	2,613	SH		SOLE		2,613	0	0
VANGUARD SMALL-CAP GRWTH ETF	COMMON	922908595	24	86	SH		SOLE		86	0	0
VANGUARD TAX-EXEMPT BOND ETF	COMMON	922907746	189	3,444	SH		SOLE		3,444	0	0
VANGUARD TOT WORLD STK ETF	COMMON	922042742	596	5,856	SH		SOLE		5,856	0	0
VANGUARD TOTAL STOCK MKT ETF	COMMON	922908769	3,033	13,659	SH		SOLE		13,659	0	0
VANGUARD VALUE ETF	COMMON	922908744	1,996	14,745	SH		SOLE		14,745	0	0
VANGUARD WORLD FDS MATERIALS ETF	COMMON	92204A801	7	42	SH		SOLE		42	0	0
VAREX IMAGING CORP COM USD0.01	COMMON	92214X106	19	668	SH		SOLE		668	0	0
VARONIS SYSTEMS INC COM USD.001	COMMON	922280102	490	8,030	SH		SOLE		8,030	0	0
VECTOR GROUP LTD COM USD1	COMMON	92240M108	158	12,382	SH		SOLE		12,382	0	0
VEDANTA LTD SPON ADR	COMMON	92242Y100	6,648	435,078	SH		SOLE		435,078	0	0
VEEVA SYSTEMS INC CL A COM USD.00001	COMMON	922475108	229	796	SH		SOLE		796	0	0
VELOCITY FINANCIAL INC COM	COMMON	92262D101	1	70	SH		SOLE		70	0	0
VENTAS INC COM USD.25	COMMON	92276F100	31,646	572,977	SH		OTR		463,622	109,355	0
VEON LTD ADR	COMMON	91822M106	122	58,516	SH		SOLE		58,516	0	0
VERA BRADLEY INC COM NPV	COMMON	92335C106	42	4,474	SH		SOLE		4,474	0	0
VERACYTE INC COM USD.001	COMMON	92337F107	9	185	SH		SOLE		185	0	0
VERASTEM INC COM USD.0001	COMMON	92337C104	57	18,526	SH		SOLE		18,526	0	0
VEREIT INC CL A COM USD.01	COMMON	92339V308	58	1,284	SH		SOLE		1,284	0	0
VERICEL CORP COM NPV	COMMON	92346J108	162	3,320	SH		SOLE		3,320	0	0
VERINT SYSTEMS INC COM USD.001	COMMON	92343X100	5	110	SH		SOLE		110	0	0
VERISIGN INC COM USD.01	COMMON	92343E102	79	383	SH		SOLE		383	0	0
VERISK ANALYTICS INC CL A COM USD.001	COMMON	92345Y106	442	2,209	SH		SOLE		2,209	0	0
VERITIV CORP COM USD0.01	COMMON	923454102	1,568	17,485	SH		SOLE		17,485	0	0
VERITONE INC COM USD0.001	COMMON	92347M100	32	1,349	SH		SOLE		1,349	0	0
VERIZON COMMUNICATIONS INC COM USD1	COMMON	92343V104	14,046	259,822	SH		SOLE		259,822	0	0
VERTEX ENERGY INC COM USD.001	COMMON	92534K107	1	235	SH		SOLE		235	0	0
VERTEX PHARMACEUTICALS INC COM USD.01	COMMON	92532F100	182	1,003	SH		SOLE		1,003	0	0
VERTIV HOLDINGS CO COM CL A	COMMON	92537N108	31	1,268	SH		SOLE		1,268	0	0
VF CORP COM NPV	COMMON	918204108	131	1,960	SH		SOLE		1,960	0	0
VIA RENEWABLES INC CL A COM USD.01	COMMON	92556D106	17	1,667	SH		SOLE		1,667	0	0
VIACOMCBS INC CL A COM USD.01	COMMON	92556H107	6	135	SH		SOLE		135	0	0
VIACOMCBS INC CL B COM USD.01 NVTG	COMMON	92556H206	4,745	120,094	SH		SOLE		120,094	0	0
VIAD CORP COM	COMMON	92552R406	26	567	SH		SOLE		567	0	0
VIATRIS INC COM USD.5	COMMON	92556V106	46	3,411	SH		SOLE		3,411	0	0
VICI PROPERTIES INC COM	COMMON	925652109	3,249	114,373	SH		SOLE		114,373	0	0
VICOR CORP COM USD.01	COMMON	925815102	163	1,211	SH		SOLE		1,211	0	0
VICTORIAS SECRET AND CO COM	COMMON	926400102	1,199	21,678	SH		SOLE		21,678	0	0
VICTORY CPTL HLDGS INC COM	COMMON	92645B103	42	1,209	SH		SOLE		1,209	0	0
VIDLER WATER RESOURCES INC COM USD.1	COMMON	92660E107	44	3,847	SH		SOLE		3,847	0	0
VILLAGE SUPER MARKET -CL A CL A COM NPV	COMMON	927107409	101	4,650	SH		SOLE		4,650	0	0
VIMEO INC COM	COMMON	92719V100	210	7,141	SH		SOLE		7,141	0	0
VINCE HOLDING CORP COM USD.01	COMMON	92719W207	0	6	SH		SOLE		6	0	0
VIPSHOP HOLDINGS LTD SPON ADR	COMMON	92763W103	16	1,404	SH		SOLE		1,404	0	0
VIR BIOTECHNOLOGY INC COM USD0.0001	COMMON	92764N102	44	1,012	SH		SOLE		1,012	0	0
VIRGIN GALACTIC HOLDINGS INC COM	COMMON	92766K106	17	680	SH		SOLE		680	0	0
VIRTRA INC COM USD.005	COMMON	92827K301	1	101	SH		SOLE		101	0	0
VIRTU FINANCIAL INC CL A COM USD.00001	COMMON	928254101	4	144	SH		SOLE		144	0	0
VIRTUS INVESTMENT PTNRS INC COM USD.01	COMMON	92828Q109	126	404	SH		SOLE		404	0	0
VISA INC CL A COM USD.0001	COMMON	92826C839	9,154	41,094	SH		SOLE		41,094	0	0
VISHAY INTERTECHNOLOGY INC COM USD.1	COMMON	928298108	62	3,088	SH		SOLE		3,088	0	0
VISTA OUTDOOR INC COM USD.01	COMMON	928377100	687	17,038	SH		SOLE		17,038	0	0
VISTEON CORP COM NEW	COMMON	92839U206	184	1,941	SH		SOLE		1,941	0	0
VISTRA CORP COM USD.01	COMMON	92840M102	11	660	SH		SOLE		660	0	0
VMWARE INC -CL A CL A COM USD.01	COMMON	928563402	17	115	SH		SOLE		115	0	0
VOCERA COMMUNICATIONS INC COM USD0.0003	COMMON	92857F107	142	3,103	SH		SOLE		3,103	0	0
VODAFONE GROUP PLC SPON ADR	COMMON	92857W308	4,654	301,243	SH		SOLE		301,243	0	0
VOLT INFO SCIENCES INC COM USD.1	COMMON	928703107	173	48,663	SH		SOLE		48,663	0	0
VONTIER CORP When Issued	COMMON	928881101	20	583	SH		SOLE		583	0	0
VORNADO REALTY TRUST SH BEN INT USD.04	COMMON	929042109	715	17,012	SH		SOLE		17,012	0	0
VOXX INTERNATIONAL CORP CL A COM USD.01	COMMON	91829F104	10	901	SH		SOLE		901	0	0
VOYA FINANCIAL INC COM USD.01	COMMON	929089100	1,376	22,400	SH		SOLE		22,400	0	0
VSE CORP COM USD.05	COMMON	918284100	0	1	SH		SOLE		1	0	0
VULCAN MATERIALS CO COM USD1	COMMON	929160109	786	4,644	SH		SOLE		4,644	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	42	11,214	SH		SOLE		11,214	0	0
WABASH NATIONAL CORP COM USD.01	COMMON	929566107	62	4,090	SH		SOLE		4,090	0	0
WABTEC CORP COM USD.01	COMMON	929740108	13	146	SH		SOLE		146	0	0
WAITR HOLDINGS INC COM	COMMON	930752100	2	2,684	SH		SOLE		2,684	0	0
WALGREENS BOOTS ALLIANCE INC COM USD1.25	COMMON	931427108	10,255	217,955	SH		OTR		154,965	62,990	0
WALKER & DUNLOP INC COM USD 0.01	COMMON	93148P102	25	217	SH		SOLE		217	0	0
WALMART INC COM USD.1	COMMON	931142103	14,182	101,664	SH		SOLE		101,664	0	0
WARRIOR MET COAL INC COM USD0.01	COMMON	93627C101	9	382	SH		SOLE		382	0	0
WASHINGTON FEDERAL INC COM USD1	COMMON	938824109	1	19	SH		SOLE		19	0	0
WASTE CONNECTIONS INC COM USD.01	COMMON	94106B101	60	475	SH		SOLE		475	0	0
WASTE MANAGEMENT INC COM NPV	COMMON	94106L109	5,752	38,479	SH		SOLE		38,479	0	0
WATERS CORP COM USD.01	COMMON	941848103	33,400	93,474	SH		OTR		68,638	24,836	0
WATSCO INC COM USD.5	COMMON	942622200	60	227	SH		SOLE		227	0	0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1	COMMON	942749102	134	799	SH		SOLE		799	0	0
WAYFAIR INC CL A COM USD.001	COMMON	94419L101	16	62	SH		SOLE		62	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	139	601	SH		SOLE		601	0	0
WEBSTER FINANCIAL CORP COM NPV	COMMON	947890109	0	6	SH		SOLE		6	0	0
WEC ENERGY GROUP INC COM USD10	COMMON	92939U106	126	1,424	SH		SOLE		1,424	0	0
WEIBO CORP ADR	COMMON	948596101	0	2	SH		SOLE		2	0	0
WEIS MARKETS INC COM NPV	COMMON	948849104	233	4,428	SH		SOLE		4,428	0	0
WELBILT INC COM USD.01	COMMON	949090104	173	7,421	SH		SOLE		7,421	0	0
WELLS FARGO & CO COM USD1.67	COMMON	949746101	3,145	67,747	SH		SOLE		67,747	0	0
WELLTOWER INC COM USD1	COMMON	95040Q104	4,724	57,257	SH		SOLE		57,257	0	0
WENDY'S CO CL A COM USD.1	COMMON	95058W100	6	278	SH		SOLE		278	0	0
WERNER ENTERPRISES INC COM USD.01	COMMON	950755108	185	4,182	SH		SOLE		4,182	0	0
WESBANCO INC COM NPV	COMMON	950810101	54	1,594	SH		SOLE		1,594	0	0
WESCO INTL INC CL A COM USD.01	COMMON	95082P105	147	1,272	SH		SOLE		1,272	0	0
WEST FRSER TMBR CO LTD COM NPV	COMMON	952845105	19	229	SH		SOLE		229	0	0
WEST PHARMACEUTICAL SVSC INC COM USD.25	COMMON	955306105	1,734	4,084	SH		SOLE		4,084	0	0
WESTAMERICA BANCORPORATION COM NPV	COMMON	957090103	6	104	SH		SOLE		104	0	0
WESTERN ALLIANCE BANCORP COM USD.0001	COMMON	957638109	111	1,023	SH		SOLE		1,023	0	0
WESTERN ASSET EMRG MRKT DBT	COMMON	95766A101	1	44	SH		SOLE		44	0	0
WESTERN ASSET MANAGED MUNICI	COMMON	95766M105	52	3,890	SH		SOLE		3,890	0	0
WESTERN ASSET MTG CAPITAL CP COM USD.01	COMMON	95790D105	6	2,165	SH		SOLE		2,165	0	0
WESTERN DIGITAL CORP COM USD.1	COMMON	958102105	41	728	SH		SOLE		728	0	0
WESTERN UNION CO COM USD.01	COMMON	959802109	27,300	1,349,752	SH		OTR		1,001,806	347,946	0
WESTLAKE CHEMICAL CORP COM USD.01	COMMON	960413102	1	9	SH		SOLE		9	0	0
WESTPAC BANKING SPON ADR	COMMON	961214301	1,467	79,194	SH		SOLE		79,194	0	0
WESTROCK CO COM USD.01	COMMON	96145D105	14,657	293,768	SH		SOLE		293,768	0	0
WESTWOOD HOLDINGS GROUP INC COM USD.01	COMMON	961765104	0	10	SH		SOLE		10	0	0
WEX INC COM USD.01	COMMON	96208T104	83	468	SH		SOLE		468	0	0
WEYCO GROUP INC COM USD1	COMMON	962149100	198	8,733	SH		SOLE		8,733	0	0
WEYERHAEUSER CO COM USD1.875	COMMON	962166104	14,248	400,497	SH		OTR		359,196	41,301	0
WHEATON PRECIOUS METALS CORP COM	COMMON	962879102	60	1,600	SH		SOLE		1,600	0	0
WHIRLPOOL CORP COM USD1	COMMON	963320106	6,814	33,415	SH		SOLE		33,415	0	0
WHITE MTNS INS GROUP LTD COM USD1	COMMON	G9618E107	135	126	SH		SOLE		126	0	0
WHITESTONE REIT COM USD.001	COMMON	966084204	32	3,241	SH		SOLE		3,241	0	0
WHITING PETROLEUM CORP COM USD0.001	COMMON	966387508	125	2,147	SH		SOLE		2,147	0	0
WIDEOPENWEST INC COM 0.01USD	COMMON	96758W101	47	2,369	SH		SOLE		2,369	0	0
WIDEPOINT CORP COM USD.001	COMMON	967590209	0	60	SH		SOLE		60	0	0
WILEY (JOHN) & SONS -CL A CL A COM USD1	COMMON	968223206	103	1,975	SH		SOLE		1,975	0	0
WILLAMETTE VALLEY VINEYARDS COM NPV	COMMON	969136100	152	11,935	SH		SOLE		11,935	0	0
WILLDAN GROUP INC COM USD.01	COMMON	96924N100	40	1,109	SH		SOLE		1,109	0	0
WILLIAM PENN BANCORP COM USD0.01	COMMON	96927A105	1	103	SH		SOLE		103	0	0
WILLIAMS COS INC COM USD1	COMMON	969457100	44,418	1,712,258	SH		OTR		1,207,459	504,799	0
WILLIAMS INDUSTRIAL SE G INC COM NPV	COMMON	96951A104	265	62,085	SH		SOLE		62,085	0	0
WILLIAMS-SONOMA INC COM NPV	COMMON	969904101	12,557	70,812	SH		OTR		60,514	10,298	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	89	385	SH		SOLE		385	0	0
WILLSCOT MOBILE MINI HOLDING COM USD.01	COMMON	971378104	79	2,480	SH		SOLE		2,480	0	0
WINGSTOP INC COM USD.01	COMMON	974155103	344	2,097	SH		SOLE		2,097	0	0
WINMARK CORP COM NPV	COMMON	974250102	1	6	SH		SOLE		6	0	0
WINNEBAGO INDUSTRIES COM USD.5	COMMON	974637100	376	5,185	SH		SOLE		5,185	0	0
WINTRUST FINANCIAL CORP COM NPV	COMMON	97650W108	11	137	SH		SOLE		137	0	0
WIPRO LTD SPON ADR	COMMON	97651M109	2,753	311,777	SH		SOLE		311,777	0	0
WISDOMTREE INTERNATIONAL HED	COMMON	97717X594	73	1,691	SH		SOLE		1,691	0	0
WISDOMTREE TR DYNAMIC INT EQ	COMMON	97717X271	101	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	42	954	SH		SOLE		954	0	0
WISDOMTREE TR EMG MKTS SMCAP	COMMON	97717W281	71	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	126	1,691	SH		SOLE		1,691	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	90	2,026	SH		SOLE		2,026	0	0
WISDOMTREE TR US SMALLCAP DIVD	COMMON	97717W604	52	1,671	SH		SOLE		1,671	0	0
WISDOMTREE TR US SMALLCP ERNGS	COMMON	97717W562	138	2,865	SH		SOLE		2,865	0	0
WISDOMTREE U.S. QUALITY DIVI	COMMON	97717X669	121	2,049	SH		SOLE		2,049	0	0
WISDOMTREE US HIGH DIVIDEND	COMMON	97717W208	47	606	SH		SOLE		606	0	0
WISDOMTREE US MIDCAP DIVIDEN	COMMON	97717W505	102	2,466	SH		SOLE		2,466	0	0
WIX.COM LTD ORD ILS.01	COMMON	M98068105	3	13	SH		SOLE		13	0	0
WNS (HOLDINGS) LTD -ADR ADR USD.15	COMMON	92932M101	1,425	17,422	SH		SOLE		17,422	0	0
WOLVERINE WORLD WIDE COM USD1	COMMON	978097103	917	30,654	SH		SOLE		30,654	0	0
WOODWARD INC COM USD.0625	COMMON	980745103	2	15	SH		SOLE		15	0	0
WOORI FINANCIAL GROUP INC ADR	COMMON	981064108	20	696	SH		SOLE		696	0	0
WORKDAY INC CL A COM USD.001	COMMON	98138H101	289	1,155	SH		SOLE		1,155	0	0
WORKIVA INC CL A COM USD.001	COMMON	98139A105	825	5,844	SH		SOLE		5,844	0	0
WORLD ACCEPTANCE CORP/DE COM NPV	COMMON	981419104	428	2,256	SH		SOLE		2,256	0	0
WORLD FUEL SERVICES CORP COM USD.01	COMMON	981475106	1,969	58,544	SH		SOLE		58,544	0	0
WORLD WRESTLING ENTMT INC CL A COM USD.01	COMMON	98156Q108	61	1,091	SH		SOLE		1,091	0	0
WORTHINGTON INDUSTRIES COM NPV	COMMON	981811102	342	6,496	SH		SOLE		6,496	0	0
WPP PLC ADR	COMMON	92937A102	1,312	19,569	SH		SOLE		19,569	0	0
WSFS FINANCIAL CORP COM NPV	COMMON	929328102	312	6,062	SH		SOLE		6,062	0	0
WYNDHAM HOTELS & RESRTS When Issued	COMMON	98311A105	14	186	SH		SOLE		186	0	0
WYNN RESORTS LTD COM USD.01	COMMON	983134107	3	33	SH		SOLE		33	0	0
XCEL ENERGY INC COM USD2.5	COMMON	98389B100	204	3,271	SH		SOLE		3,271	0	0
XENIA HOTELS & RESORTS INC COM USD.01	COMMON	984017103	211	11,887	SH		SOLE		11,887	0	0
XEROX HOLDINGS CORP COM USD1	COMMON	98421M106	319	15,814	SH		SOLE		15,814	0	0
XILINX INC COM USD.01	COMMON	983919101	152	1,009	SH		SOLE		1,009	0	0
XOMA CORP COM USD.0005	COMMON	98419J206	47	1,913	SH		SOLE		1,913	0	0
XP INC COM CL A	COMMON	G98239109	7	183	SH		SOLE		183	0	0
XPEL INC COM	COMMON	98379L100	76	1,000	SH		SOLE		1,000	0	0
XPENG INC ADR	COMMON	98422D105	9	251	SH		SOLE		251	0	0
XPERI HOLDING CORP COM USD.001	COMMON	98390M103	641	34,014	SH		SOLE		34,014	0	0
XPO LOGISTICS INC COM USD.001	COMMON	983793100	91	1,139	SH		SOLE		1,139	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	162	1,311	SH		SOLE		1,311	0	0
YANDEX N.V. CL A COM EUR0.01	COMMON	N97284108	442	5,551	SH		SOLE		5,551	0	0
YELLOW CORP COM USD1	COMMON	985510106	199	35,248	SH		SOLE		35,248	0	0
YELP INC COM USD.000001	COMMON	985817105	13	361	SH		SOLE		361	0	0
YETI HOLDINGS INC COM USD0.01	COMMON	98585X104	122	1,424	SH		SOLE		1,424	0	0
YUM BRANDS INC COM NPV	COMMON	988498101	807	6,597	SH		SOLE		6,597	0	0
YUM CHINA HOLDINGS INC COM USD.01	COMMON	98850P109	488	8,398	SH		SOLE		8,398	0	0
ZAI LAB LTD ADS	COMMON	98887Q104	5	47	SH		SOLE		47	0	0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01	COMMON	989207105	4,050	7,858	SH		SOLE		7,858	0	0
ZEDGE INC CL B COM USD.01	COMMON	98923T104	4	310	SH		SOLE		310	0	0
ZENDESK INC COM USD.01	COMMON	98936J101	132	1,131	SH		SOLE		1,131	0	0
ZENTALIS PHARMACEUTICALS INC COM	COMMON	98943L107	78	1,170	SH		SOLE		1,170	0	0
ZILLOW GROUP INC CL A COM USD0.0001	COMMON	98954M101	9	96	SH		SOLE		96	0	0
ZILLOW GROUP INC CL C CAP USD.0001	COMMON	98954M200	1,711	19,417	SH		SOLE		19,417	0	0
ZIMMER BIOMET HOLDINGS INC COM USD.01	COMMON	98956P102	282	1,928	SH		SOLE		1,928	0	0
ZIONS BANCORPORATION NA COM NPV	COMMON	989701107	982	15,847	SH		SOLE		15,847	0	0
ZIOPHARM ONCOLOGY INC COM	COMMON	98973P101	5	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	3,071	15,812	SH		SOLE		15,812	0	0
ZOOM VIDEO COMUNICATIONS INC COM CL A	COMMON	98980L101	297	1,134	SH		SOLE		1,134	0	0
ZSCALER INC COM	COMMON	98980G102	81	310	SH		SOLE		310	0	0
ZTO EXPRESS CAYMAN INC ADR	COMMON	98980A105	40	1,314	SH		SOLE		1,314	0	0
ZUORA INC COM CL A	COMMON	98983V106	89	5,361	SH		SOLE		5,361	0	0
ZYNGA INC COM CL A	COMMON	98986T108	16	2,091	SH		SOLE		2,091	0	0