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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1-800-FLOWERS.COM CL A COM USD.01 COMMON 68243Q106 274 18,893 SH   SOLE   18,893 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 1 SH   SOLE   1 0 0
360 FINANCE INC - ADR ADS COMMON 88557W101 3 358 SH   SOLE   358 0 0
3D SYSTEMS CORP COM NPV COMMON 88554D205 1 160 SH   SOLE   160 0 0
3M CO COM NPV COMMON 88579Y101 173 979 SH   SOLE   979 0 0
AAR CORP COM USD1 COMMON 000361105 26 588 SH   SOLE   588 0 0
AARON'S INC COM USD.5 COMMON 002535300 2,741 48,000 SH   SOLE   48,000 0 0
ABB LTD SPONSORED ADR COMMON 000375204 70 2,904 SH   SOLE   2,904 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 1,093 12,586 SH   SOLE   12,586 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 21,576 243,783 SH   OTR   207,876 35,907 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 603 34,850 SH   SOLE   34,850 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 130 3,445 SH   SOLE   3,445 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830106 0 2 SH   SOLE   2 0 0
ACACIA COMMUNICATIONS INC COM USD.0001 COMMON 00401C108 2 25 SH   SOLE   25 0 0
ACADIA HEALTHCARE CO INC COM USD.01 COMMON 00404A109 10 296 SH   SOLE   296 0 0
ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 15 355 SH   SOLE   355 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 1,371 6,513 SH   SOLE   6,513 0 0
ACCO BRANDS CORP COM COMMON 00081T108 4 408 SH   SOLE   408 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 14 3,593 SH   SOLE   3,593 0 0
ACHILLION PHARMACEUTICALS COM USD.001 COMMON 00448Q201 10 1,602 SH   SOLE   1,602 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 2,243 59,287 SH   SOLE   59,287 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 11 5,826 SH   SOLE   5,826 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M106 0 1 SH   SOLE   1 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 46 768 SH   SOLE   768 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 150 4,631 SH   SOLE   4,631 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 233 6,112 SH   SOLE   6,112 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 19 198 SH   SOLE   198 0 0
ADIENT PLC ORD GBP.01 COMMON G0084W101 6 304 SH   SOLE   304 0 0
ADOBE INC COM NPV COMMON 00724F101 327 990 SH   SOLE   990 0 0
ADURO BIOTECH INC COM USD0.0001 COMMON 00739L101 0 1 SH   SOLE   1 0 0
ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 13 81 SH   SOLE   81 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 3,813 98,350 SH   SOLE   98,350 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 228 21,784 SH   SOLE   21,784 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 55 771 SH   SOLE   771 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 83 1,814 SH   SOLE   1,814 0 0
ADVANSIX INC COM NPV COMMON 00773T101 164 8,226 SH   SOLE   8,226 0 0
AECOM CLB USD.01 COMMON 00766T100 7 169 SH   SOLE   169 0 0
AEGON NV NY SHR ADR COMMON 007924103 670 147,848 SH   SOLE   147,848 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 21 344 SH   SOLE   344 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 241 5,283 SH   SOLE   5,283 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 14 689 SH   SOLE   689 0 0
AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 0 3 SH   SOLE   3 0 0
AFLAC INC COM USD.1 COMMON 001055102 53 1,009 SH   SOLE   1,009 0 0
AGCO CORP COM USD.01 COMMON 001084102 2,871 37,177 SH   SOLE   37,177 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 31 362 SH   SOLE   362 0 0
AGILYSYS INC COM NPV COMMON 00847J105 773 30,466 SH   SOLE   30,466 0 0
AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 1 67 SH   SOLE   67 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 23 380 SH   SOLE   380 0 0
AIR LEASE CORP CL A COM USD.01 COMMON 00912X302 17 360 SH   SOLE   360 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 29 124 SH   SOLE   124 0 0
AIRCASTLE LTD COM USD.01 COMMON G0129K104 20 624 SH   SOLE   624 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 0 4 SH   SOLE   4 0 0
AK STEEL HOLDING CORP COM USD.01 COMMON 001547108 32 9,628 SH   SOLE   9,628 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 15 175 SH   SOLE   175 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 306 7,128 SH   SOLE   7,128 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 37 541 SH   SOLE   541 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 110 61,985 SH   SOLE   61,985 0 0
ALBANY INTL CORP -CL A CL A COM USD.001 COMMON 012348108 24 312 SH   SOLE   312 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 6 85 SH   SOLE   85 0 0
ALCOA CORP COM USD.01 COMMON 013872106 4 207 SH   SOLE   207 0 0
ALCON INC COM COMMON H01301128 26 460 SH   SOLE   460 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 5,112 243,965 SH   SOLE   243,965 0 0
ALEXANDER'S INC COM USD1 COMMON 014752109 57 172 SH   SOLE   172 0 0
ALEXANDRIA R E EQUITIES INC COM USD.01 COMMON 015271109 7 44 SH   SOLE   44 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 2 14 SH   SOLE   14 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 12,068 853,474 SH   SOLE   853,474 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 661 3,118 SH   SOLE   3,118 0 0
ALICO INC COM USD1 COMMON 016230104 184 5,136 SH   SOLE   5,136 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 16 59 SH   SOLE   59 0 0
ALKERMES PLC ORD SHS COMMON G01767105 1 52 SH   SOLE   52 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 122 153 SH   SOLE   153 0 0
ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 9 434 SH   SOLE   434 0 0
ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 2 13 SH   SOLE   13 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 4 31 SH   SOLE   31 0 0
ALLERGAN PLC COM USD.0033 COMMON G0177J108 97 508 SH   SOLE   508 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 4 69 SH   SOLE   69 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 185 3,837 SH   SOLE   3,837 0 0
ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 3 309 SH   SOLE   309 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 925 8,223 SH   SOLE   8,223 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 66,901 2,190,536 SH   OTR   1,700,120 490,416 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 1 10 SH   SOLE   10 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 849 634 SH   SOLE   634 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 906 678 SH   SOLE   678 0 0
ALTERYX INC CL A COM USD0.0001 COMMON 02156B103 2 18 SH   SOLE   18 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 32,398 1,185,648 SH   OTR   906,994 278,654 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 576 29,803 SH   SOLE   29,803 0 0
ALTRA INDUSTRIAL MOTION CORP COM USD.001 COMMON 02208R106 8 222 SH   SOLE   222 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 16,522 331,222 SH   OTR   250,865 80,357 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 34 4,157 SH   SOLE   4,157 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 1,399 757 SH   SOLE   757 0 0
AMBAC FINANCIAL GROUP INC COM USD.01 COMMON 023139884 13 596 SH   SOLE   596 0 0
AMBARELLA INC COM USD.00045 COMMON G037AX101 9 150 SH   SOLE   150 0 0
AMBEV SA SPON ADR COM COMMON 02319V103 17 3,682 SH   SOLE   3,682 0 0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 174 23,975 SH   SOLE   23,975 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 0 10 SH   SOLE   10 0 0
AMCOR PLC ORD COMMON G0250X107 448 41,351 SH   SOLE   41,351 0 0
AMDOCS ORD GBP.01 COMMON G02602103 1 16 SH   SOLE   16 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 851 5,108 SH   SOLE   5,108 0 0
AMERCO COM USD.25 COMMON 023586100 0 1 SH   SOLE   1 0 0
AMEREN CORP COM USD5 COMMON 023608102 3 43 SH   SOLE   43 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 42 2,611 SH   SOLE   2,611 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 1 36 SH   SOLE   36 0 0
AMERICAN ASSETS TRUST INC COM USD.01 COMMON 024013104 5 102 SH   SOLE   102 0 0
AMERICAN AXLE & MFG HOLDINGS COM USD.01 COMMON 024061103 4 395 SH   SOLE   395 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 127 1,349 SH   SOLE   1,349 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 292 2,347 SH   SOLE   2,347 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 10 90 SH   SOLE   90 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 5 205 SH   SOLE   205 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 78 1,524 SH   SOLE   1,524 0 0
AMERICAN NATIONAL INSURANCE COM USD1 COMMON 028591105 308 2,621 SH   SOLE   2,621 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 8 285 SH   SOLE   285 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 335 22,580 SH   SOLE   22,580 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 2,456 10,686 SH   SOLE   10,686 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 4 32 SH   SOLE   32 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 2,401 22,998 SH   SOLE   22,998 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 381 3,483 SH   SOLE   3,483 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 150,740 905,381 SH   OTR   722,171 183,210 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 11,363 133,672 SH   SOLE   133,672 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 1 36 SH   SOLE   36 0 0
AMETEK INC COM USD1 COMMON 031100100 11 109 SH   SOLE   109 0 0
AMGEN INC COM NPV COMMON 031162100 140,751 584,165 SH   OTR   470,837 113,328 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 737 56,697 SH   SOLE   56,697 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 15 235 SH   SOLE   235 0 0
AMPHASTAR PHARMACEUTICLS INC COM USD.0001 COMMON 03209R103 3 143 SH   SOLE   143 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 31 284 SH   SOLE   284 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 308 46,654 SH   SOLE   46,654 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 199 27,751 SH   SOLE   27,751 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 1,550 13,043 SH   SOLE   13,043 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 0 1 SH   SOLE   1 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 358 16,015 SH   SOLE   16,015 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 100 1,222 SH   SOLE   1,222 0 0
ANI PHARMACEUTICALS INC COM USD.0001 COMMON 00182C103 1,065 17,296 SH   SOLE   17,296 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 1,103 21,309 SH   SOLE   21,309 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 3 12 SH   SOLE   12 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 284 60,573 SH   SOLE   60,573 0 0
ANTERIX INC COM USD.0001 COMMON 03676C100 9 215 SH   SOLE   215 0 0
ANTERO MIDSTREAM CORP COM COMMON 03676B102 3 389 SH   SOLE   389 0 0
ANTHEM INC COM USD.01 COMMON 036752103 206 683 SH   SOLE   683 0 0
AON PLC CL A ORD COMMON G0408V102 26 123 SH   SOLE   123 0 0
APACHE CORP COM USD1.25 COMMON 037411105 4 159 SH   SOLE   159 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 19 359 SH   SOLE   359 0 0
APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 1 79 SH   SOLE   79 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 972 8,859 SH   SOLE   8,859 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 62 3,827 SH   SOLE   3,827 0 0
APPLE INC COM NPV COMMON 037833100 4,684 15,950 SH   SOLE   15,950 0 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 1 8 SH   SOLE   8 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 111 1,826 SH   SOLE   1,826 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 1 10 SH   SOLE   10 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 26 269 SH   SOLE   269 0 0
AQUA AMERICA INC COM USD.5 COMMON 03836W103 1 26 SH   SOLE   26 0 0
ARAMARK COM USD.01 COMMON 03852U106 604 13,919 SH   SOLE   13,919 0 0
ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 0 3 SH   SOLE   3 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 41 29,501 SH   SOLE   29,501 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 1,898 68,769 SH   SOLE   68,769 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 20 1,128 SH   SOLE   1,128 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 751 17,501 SH   SOLE   17,501 0 0
ARCH COAL INC COM USD.01 COMMON 039380407 1 13 SH   SOLE   13 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 6 130 SH   SOLE   130 0 0
ARCONIC INC COM USD1 COMMON 03965L100 49,044 1,594,721 SH   OTR   1,218,181 376,540 0
ARDAGH GROUP SA EUR0.01 CL A COMMON L0223L101 410 20,985 SH   SOLE   20,985 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 222 4,896 SH   SOLE   4,896 0 0
ARES COMMERCIAL REAL ESTATE COM USD0.01 COMMON 04013V108 0 30 SH   SOLE   30 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 446 6,794 SH   SOLE   6,794 0 0
ARMOUR RESIDENTIAL REIT INC COM USD.0001 COMMON 042315507 2 90 SH   SOLE   90 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 5,084 54,112 SH   SOLE   54,112 0 0
ARQULE INC COM USD.01 COMMON 04269E107 2 103 SH   SOLE   103 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 18 218 SH   SOLE   218 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 909 14,359 SH   SOLE   14,359 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 128 1,349 SH   SOLE   1,349 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 175 5,411 SH   SOLE   5,411 0 0
ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 10 89 SH   SOLE   89 0 0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 0 56 SH   SOLE   56 0 0
ASGN INC COM USD.01 COMMON 00191U102 2 29 SH   SOLE   29 0 0
ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 2 30 SH   SOLE   30 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 231 779 SH   SOLE   779 0 0
ASSERTIO THERAPEUTICS INC COM NPV COMMON 04545L107 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 57 2,584 SH   SOLE   2,584 0 0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 91 2,313 SH   SOLE   2,313 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 18 137 SH   SOLE   137 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 38 781 SH   SOLE   781 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 715 14,333 SH   SOLE   14,333 0 0
ASTRONICS CORP COM USD.01 COMMON 046433108 120 4,316 SH   SOLE   4,316 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 218 15,913 SH   SOLE   15,913 0 0
ASURE SOFTWARE INC COM USD.01 COMMON 04649U102 10 1,263 SH   SOLE   1,263 0 0
AT&T INC COM USD1 COMMON 00206R102 6,652 170,233 SH   SOLE   170,233 0 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 37 788 SH   SOLE   788 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 1,227 30,341 SH   SOLE   30,341 0 0
ATLANTIC POWER CORP COM COMMON 04878Q863 4 1,739 SH   SOLE   1,739 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 4 143 SH   SOLE   143 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 23 189 SH   SOLE   189 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 11 94 SH   SOLE   94 0 0
ATN INTERNATIONAL INC COM USD.01 COMMON 00215F107 7 134 SH   SOLE   134 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 9 269 SH   SOLE   269 0 0
ATRION CORP COM USD1 COMMON 049904105 194 259 SH   SOLE   259 0 0
AU OPTRONICS CORP SPONSORED ADR COMMON 002255107 37 11,370 SH   SOLE   11,370 0 0
AUBURN NATIONAL BANCORP COM USD.01 COMMON 050473107 4 70 SH   SOLE   70 0 0
AUDENTES THERAPEUTICS INC COM USD.00001 COMMON 05070R104 8 128 SH   SOLE   128 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 349 13,600 SH   SOLE   13,600 0 0
AUTODESK INC COM NPV COMMON 052769106 59 323 SH   SOLE   323 0 0
AUTOLIV INC COM USD1 COMMON 052800109 6 72 SH   SOLE   72 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 4,642 27,227 SH   SOLE   27,227 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 22 449 SH   SOLE   449 0 0
AUTOZONE INC COM NPV COMMON 053332102 28,071 23,571 SH   OTR   19,412 4,159 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 30 144 SH   SOLE   144 0 0
AVEO PHARMACEUTICALS INC COM USD.001 COMMON 053588109 5 8,500 SH   SOLE   8,500 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 5 36 SH   SOLE   36 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 90 6,382 SH   SOLE   6,382 0 0
AVISTA CORP COM NPV COMMON 05379B107 14 288 SH   SOLE   288 0 0
AVNET INC COM USD1 COMMON 053807103 70 1,652 SH   SOLE   1,652 0 0
AXA EQUITABLE HOLDINGS COM COMMON 054561105 4,618 186,364 SH   OTR   137,591 48,773 0
AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 12 202 SH   SOLE   202 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,582 394,537 SH   SOLE   394,537 0 0
BAIDU INC ADR COMMON 056752108 29 230 SH   SOLE   230 0 0
BAKER HUGHES CO COM A COMMON 05722G100 2 84 SH   SOLE   84 0 0
BALL CORP COM NPV COMMON 058498106 346 5,346 SH   SOLE   5,346 0 0
BANCO SANTANDER MEXICO -ADR ADR COMMON 05969B103 172 25,423 SH   SOLE   25,423 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 68 16,511 SH   SOLE   16,511 0 0
BANCORP INC COM COMMON 05969A105 1 97 SH   SOLE   97 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 54,587 1,550,645 SH   OTR   1,234,355 316,290 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 79 6,857 SH   SOLE   6,857 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 1,587 20,480 SH   SOLE   20,480 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 108 2,155 SH   SOLE   2,155 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 66 1,177 SH   SOLE   1,177 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 324 8,749 SH   SOLE   8,749 0 0
BANK OF PRINCETON COM COMMON 064520109 61 1,945 SH   SOLE   1,945 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 139 10,628 SH   SOLE   10,628 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 16 449 SH   SOLE   449 0 0
BANNER CORP COM USD.01 COMMON 06652V208 10 170 SH   SOLE   170 0 0
BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 75 2,954 SH   SOLE   2,954 0 0
BARCLAYS PLC ADR COMMON 06738E204 93 9,806 SH   SOLE   9,806 0 0
BARRETT BUSINESS SVCS INC COM USD.01 COMMON 068463108 1 7 SH   SOLE   7 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 2,216 119,331 SH   SOLE   119,331 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 322 19,298 SH   SOLE   19,298 0 0
BAUDAX BIO INC COM COMMON 07160F107 1 132 SH   SOLE   132 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 78 927 SH   SOLE   927 0 0
BBVA SPON ADR COMMON 05946K101 480 86,099 SH   SOLE   86,099 0 0
BCB BANCORP INC COM COMMON 055298103 181 13,153 SH   SOLE   13,153 0 0
BCE INC COM NPV COMMON 05534B760 6,811 147,072 SH   SOLE   147,072 0 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 2 78 SH   SOLE   78 0 0
BEAZER HOMES USA INC COM USD.01 COMMON 07556Q881 11 813 SH   SOLE   813 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 79 289 SH   SOLE   289 0 0
BED BATH & BEYOND INC COM USD.01 COMMON 075896100 12 718 SH   SOLE   718 0 0
BEL FUSE INC CL B COMMON 077347300 80 3,885 SH   SOLE   3,885 0 0
BELDEN INC COM USD.01 COMMON 077454106 256 4,654 SH   SOLE   4,654 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 1,343 39,145 SH   SOLE   39,145 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 103 1,494 SH   SOLE   1,494 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 695 3,068 SH   SOLE   3,068 0 0
BERKSHIRE HILLS BANCORP INC COM USD.01 COMMON 084680107 118 3,601 SH   SOLE   3,601 0 0
BERRY PETROLEUM COM COMMON 08579X101 44 4,629 SH   SOLE   4,629 0 0
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BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 91 1,583 SH   SOLE   1,583 0 0
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BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 2 32 SH   SOLE   32 0 0
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CARLISLE COS INC COM NPV COMMON 142339100 5,759 35,588 SH   SOLE   35,588 0 0
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CATERPILLAR INC COM USD1 COMMON 149123101 35,557 240,907 SH   OTR   189,279 51,628 0
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CDW CORP COM USD.01 COMMON 12514G108 814 5,699 SH   SOLE   5,699 0 0
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CELANESE CORP COM USD.01 COMMON 150870103 88,066 715,625 SH   OTR   557,022 158,603 0
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CENTENE CORP COM USD.003 COMMON 15135B101 29 460 SH   SOLE   460 0 0
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CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 51,026 1,069,357 SH   OTR   859,594 209,763 0
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CHIMERIX INC COM USD.001 COMMON 16934W106 0 1 SH   SOLE   1 0 0
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CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 48,444 437,039 SH   OTR   353,082 83,957 0
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CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 23 164 SH   SOLE   164 0 0
CUSTOMERS BANCORP INC COM USD1 COMMON 23204G100 2 96 SH   SOLE   96 0 0
CUTERA INC COM USD.001 COMMON 232109108 9 247 SH   SOLE   247 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 8,646 213,967 SH   SOLE   213,967 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 97 1,312 SH   SOLE   1,312 0 0
CYBERARK SOFTWARE LTD ORD NIS.01 COMMON M2682V108 5 42 SH   SOLE   42 0 0
CYBEROPTICS CORP COM NPV COMMON 232517102 62 3,396 SH   SOLE   3,396 0 0
CYCLERION THERAPEUTICS WHEN ISSUED COMMON 23255M105 0 1 SH   SOLE   1 0 0
CYPRESS SEMICONDUCTOR CORP COM NPV COMMON 232806109 3 145 SH   SOLE   145 0 0
D R HORTON INC COM USD.01 COMMON 23331A109 25 469 SH   SOLE   469 0 0
DANA INC COM USD.01 COMMON 235825205 15 797 SH   SOLE   797 0 0
DANAHER CORP COM USD.01 COMMON 235851102 156 1,014 SH   SOLE   1,014 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 5 45 SH   SOLE   45 0 0
DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 1,792 63,819 SH   SOLE   63,819 0 0
DASAN ZHONE SOLUTIONS INC COM COMMON 23305L206 0 33 SH   SOLE   33 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 24,835 331,168 SH   OTR   264,405 66,763 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 10,421 61,770 SH   SOLE   61,770 0 0
DEERE & CO COM USD1 COMMON 244199105 89 513 SH   SOLE   513 0 0
DELEK US HOLDINGS INC COM USD.01 COMMON 24665A103 940 28,022 SH   SOLE   28,022 0 0
DELL TECHNOLOGIES INC CL C COMMON 24703L202 4 70 SH   SOLE   70 0 0
DELPHI TECHNOLOGIES PLC COM USD.01 COMMON G2709G107 49 3,782 SH   SOLE   3,782 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 83,331 1,425,691 SH   OTR   1,103,265 322,426 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 274 8,808 SH   SOLE   8,808 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 576 29,025 SH   SOLE   29,025 0 0
DENTSPLY SIRONA INC COM USD1 COMMON 24906P109 37 660 SH   SOLE   660 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 2,819 65,987 SH   SOLE   65,987 0 0
DESIGNER BRANDS INC COM NPV COMMON 250565108 2 151 SH   SOLE   151 0 0
DESTINATION XL GROUP INC COM USD.01 COMMON 25065K104 0 170 SH   SOLE   170 0 0
DEVON ENERGY CORP COM USD.1 COMMON 25179M103 30,276 1,166,380 SH   OTR   937,003 229,377 0
DEXCOM INC COM USD.001 COMMON 252131107 6 29 SH   SOLE   29 0 0
DHI GROUP INC COM USD.01 COMMON 23331S100 377 125,314 SH   SOLE   125,314 0 0
DHT HOLDINGS INC COM USD.01 COMMON Y2065G121 11 1,308 SH   SOLE   1,308 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 285 1,692 SH   SOLE   1,692 0 0
DIAMONDBACK ENERGY INC COM USD.01 COMMON 25278X109 7 71 SH   SOLE   71 0 0
DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 417 37,647 SH   SOLE   37,647 0 0
DICERNA PHARMACEUTICALS INC COM USD.0001 COMMON 253031108 185 8,402 SH   SOLE   8,402 0 0
DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 16 319 SH   SOLE   319 0 0
DIEBOLD NIXDORF INC COM USD1.25 COMMON 253651103 6 586 SH   SOLE   586 0 0
DIGI INTERNATIONAL INC COM USD.01 COMMON 253798102 6 323 SH   SOLE   323 0 0
DIGITAL REALTY TRUST INC COM USD.01 COMMON 253868103 85 709 SH   SOLE   709 0 0
DIGITAL TURBINE INC COM COMMON 25400W102 305 42,718 SH   SOLE   42,718 0 0
DILLARDS INC -CL A CL A COM NPV COMMON 254067101 1,312 17,862 SH   SOLE   17,862 0 0
DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 16,772 197,782 SH   OTR   141,497 56,285 0
DISCOVERY INC CL A COM COMMON 25470F104 5,373 164,115 SH   SOLE   164,115 0 0
DISH NETWORK CORP CL A COM USD.01 COMMON 25470M109 322 9,076 SH   SOLE   9,076 0 0
DISNEY (WALT) CO COM NPV COMMON 254687106 266 1,836 SH   SOLE   1,836 0 0
DOCUSIGN INC COM USD0.0001 COMMON 256163106 1 19 SH   SOLE   19 0 0
DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 56 362 SH   SOLE   362 0 0
DOLLAR TREE INC COM USD.01 COMMON 256746108 15 162 SH   SOLE   162 0 0
DOMINION ENERGY INC COM NPV COMMON 25746U109 110 1,332 SH   SOLE   1,332 0 0
DOMINO'S PIZZA INC COM USD.01 COMMON 25754A201 3 10 SH   SOLE   10 0 0
DOMTAR CORP COM USD.01 COMMON 257559203 707 18,508 SH   SOLE   18,508 0 0
DONALDSON CO INC COM USD5 COMMON 257651109 5 90 SH   SOLE   90 0 0
DONEGAL GROUP INC CL A COMMON 257701201 224 15,083 SH   SOLE   15,083 0 0
DOVER CORP COM USD1 COMMON 260003108 34,813 302,186 SH   OTR   248,933 53,253 0
DOW INC COM USD 0.01 COMMON 260557103 33 600 SH   SOLE   600 0 0
DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 691 17,034 SH   SOLE   17,034 0 0
DRIL-QUIP INC COM USD.01 COMMON 262037104 12 249 SH   SOLE   249 0 0
DTE ENERGY CO COM USD10 COMMON 233331107 46 358 SH   SOLE   358 0 0
DUKE ENERGY CORP COM NPV COMMON 26441C204 91 994 SH   SOLE   994 0 0
DUKE REALTY CORP COM USD.01 COMMON 264411505 5 136 SH   SOLE   136 0 0
DUPONT DE NEMOURS INC COM USD2.5 COMMON 26614N102 24 371 SH   SOLE   371 0 0
DURECT CORP COM USD.001 COMMON 266605104 21 5,435 SH   SOLE   5,435 0 0
DXC TECHNOLOGY CO COM USD1 COMMON 23355L106 1 18 SH   SOLE   18 0 0
DXP ENTERPRISES INC COM USD.01 COMMON 233377407 4 96 SH   SOLE   96 0 0
DYADIC INTERNATIONAL INC COM USD.001 COMMON 26745T101 45 8,739 SH   SOLE   8,739 0 0
DYNAVAX TECHNOLOGIES CORP COM USD.001 COMMON 268158201 8 1,320 SH   SOLE   1,320 0 0
E TRADE FINANCIAL CORP COM USD.01 COMMON 269246401 638 14,060 SH   OTR   2,148 11,912 0
EAGLE MATERIALS INC COM USD1 COMMON 26969P108 4 40 SH   SOLE   40 0 0
EAGLE PHARMACEUTICALS INC COM USD.001 COMMON 269796108 557 9,295 SH   SOLE   9,295 0 0
EAST WEST BANCORP INC COM USD.001 COMMON 27579R104 2 40 SH   SOLE   40 0 0
EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 1,929 24,334 SH   SOLE   24,334 0 0
EATON CORP PLC COM USD.5 COMMON G29183103 52 547 SH   SOLE   547 0 0
EATON VANCE CORP COM USD.125 COMMON 278265103 6 120 SH   SOLE   120 0 0
EBAY INC COM USD.001 COMMON 278642103 86,639 2,400,538 SH   OTR   1,902,259 498,279 0
ECHOSTAR CORP CL A COM NPV COMMON 278768106 276 6,381 SH   SOLE   6,381 0 0
ECOLAB INC COM USD1 COMMON 278865100 198 1,024 SH   SOLE   1,024 0 0
ECOPETROL SA SPON ADS NPV COMMON 279158109 711 35,604 SH   SOLE   35,604 0 0
EDGEWELL PERSONAL CARE CO COM USD.01 COMMON 28035Q102 150 4,832 SH   SOLE   4,832 0 0
EDISON INTERNATIONAL COM NPV COMMON 281020107 12 164 SH   SOLE   164 0 0
EDITAS MEDICINE INC COM USD.0001 COMMON 28106W103 5 161 SH   SOLE   161 0 0
EDWARDS LIFESCIENCES CORP COM USD1 COMMON 28176E108 74 317 SH   SOLE   317 0 0
EHEALTH INC COM USD.001 COMMON 28238P109 18 191 SH   SOLE   191 0 0
EL PASO ELECTRIC CO COM NPV COMMON 283677854 10 141 SH   SOLE   141 0 0
EL POLLO LOCO HOLDINGS INC COM USD0.01 COMMON 268603107 193 12,767 SH   SOLE   12,767 0 0
ELECTROCORE LLC COM COMMON 28531P103 0 1 SH   SOLE   1 0 0
ELECTROMED INC COM USD.01 COMMON 285409108 100 11,564 SH   SOLE   11,564 0 0
ELECTRONIC ARTS INC COM USD.01 COMMON 285512109 24 224 SH   SOLE   224 0 0
ELEMENT SOLUTIONS INC COM USD.01 COMMON 28618M106 2 210 SH   SOLE   210 0 0
ELEVATE CREDIT INC COM USD0.001 COMMON 28621V101 83 18,700 SH   SOLE   18,700 0 0
ELLINGTON RESIDENTIAL MTG COM USD0.01 COMMON 288578107 324 29,882 SH   SOLE   29,882 0 0
EMCOR GROUP INC COM USD.1 COMMON 29084Q100 2,079 24,087 SH   SOLE   24,087 0 0
EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 7 130 SH   SOLE   130 0 0
EMERSON ELECTRIC CO COM USD1 COMMON 291011104 146 1,917 SH   SOLE   1,917 0 0
EMMIS COMMUNICATIONS CP-CL A CL A COM USD.01 COMMON 291525400 79 19,601 SH   SOLE   19,601 0 0
EMPLOYERS HOLDINGS INC COM USD.01 COMMON 292218104 63 1,511 SH   SOLE   1,511 0 0
ENBRIDGE INC COM NPV COMMON 29250N105 156 3,919 SH   SOLE   3,919 0 0
ENCANA CORP COM NPV COMMON 292505104 1,888 403,507 SH   SOLE   403,507 0 0
ENCORE CAPITAL GROUP INC COM USD.01 COMMON 292554102 14 408 SH   SOLE   408 0 0
ENCORE WIRE CORP COM USD.01 COMMON 292562105 585 10,212 SH   SOLE   10,212 0 0
ENERGIZER HOLDINGS INC COM USD.01 COMMON 29272W109 9 171 SH   SOLE   171 0 0
ENERGOUS CORP COM USD0.00001 COMMON 29272C103 0 2 SH   SOLE   2 0 0
ENERPLUS CORP COM NPV COMMON 292766102 9,297 1,305,664 SH   SOLE   1,305,664 0 0
ENERSYS COM USD.01 COMMON 29275Y102 3 43 SH   SOLE   43 0 0
ENI SPA SPON ADR COMMON 26874R108 1,292 41,731 SH   SOLE   41,731 0 0
ENNIS INC COM USD2.5 COMMON 293389102 344 15,910 SH   SOLE   15,910 0 0
ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 1,473 61,223 SH   SOLE   61,223 0 0
ENSIGN GROUP INC COM USD.001 COMMON 29358P101 523 11,555 SH   SOLE   11,555 0 0
ENTEGRIS INC COM USD.01 COMMON 29362U104 150 3,001 SH   SOLE   3,001 0 0
ENTERGY CORP COM USD5 COMMON 29364G103 50 421 SH   SOLE   421 0 0
ENZO BIOCHEM INC COM USD.01 COMMON 294100102 0 1 SH   SOLE   1 0 0
EOG RESOURCES INC COM NPV COMMON 26875P101 69 820 SH   SOLE   820 0 0
EPAM SYSTEMS INC COM USD0.001 COMMON 29414B104 6 27 SH   SOLE   27 0 0
EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 3 36 SH   SOLE   36 0 0
EQT CORP COM NPV COMMON 26884L109 2 192 SH   SOLE   192 0 0
EQUIFAX INC COM USD2.5 COMMON 294429105 3 21 SH   SOLE   21 0 0
EQUINIX INC COM USD.001 COMMON 29444U700 1,073 1,838 SH   SOLE   1,838 0 0
EQUINOR ASA SPONSORED ADR COMMON 29446M102 132 6,635 SH   SOLE   6,635 0 0
EQUITY BANCSHARES INC CL A COM USD.01 COMMON 29460X109 3 111 SH   SOLE   111 0 0
EQUITY LIFESTYLE PROPERTIES COM USD.01 COMMON 29472R108 838 11,899 SH   SOLE   11,899 0 0
EQUITY RESIDENTIAL SHS BEN INT USD.01 COMMON 29476L107 16 198 SH   SOLE   198 0 0
ERA GROUP INC CL A COM USD0.01 COMMON 26885G109 507 49,847 SH   SOLE   49,847 0 0
EROS INTERNATIONAL PLC CL A COM NPV COMMON G3788M114 0 1 SH   SOLE   1 0 0
ESCALADE INC COM USD1 COMMON 296056104 58 5,931 SH   SOLE   5,931 0 0
ESCO TECHNOLOGIES INC COM NPV COMMON 296315104 1,019 11,028 SH   SOLE   11,028 0 0
ESSA BANCORP INC COM USD.01 COMMON 29667D104 107 6,295 SH   SOLE   6,295 0 0
ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 15 49 SH   SOLE   49 0 0
ETHAN ALLEN INTERIORS INC CL A COM USD.01 COMMON 297602104 14 724 SH   SOLE   724 0 0
EURONET WORLDWIDE INC COM USD.02 COMMON 298736109 167 1,062 SH   SOLE   1,062 0 0
EVANS BANCORP INC COM USD.50 COMMON 29911Q208 45 1,112 SH   SOLE   1,112 0 0
EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 41 149 SH   SOLE   149 0 0
EVERGY INC COM USD5 COMMON 30034W106 9 133 SH   SOLE   133 0 0
EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 1,077 80,357 SH   SOLE   80,357 0 0
EVERSOURCE ENERGY COM USD5 COMMON 30040W108 24 287 SH   SOLE   287 0 0
EVERTEC INC COM USD.01 COMMON 30040P103 855 25,153 SH   SOLE   25,153 0 0
EVOLUTION PETROLEUM CORP COM USD.01 COMMON 30049A107 3 550 SH   SOLE   550 0 0
EW SCRIPPS -CL A CL A COM USD.01 COMMON 811054402 5 288 SH   SOLE   288 0 0
EXACT SCIENCES CORP COM USD.001 COMMON 30063P105 4 42 SH   SOLE   42 0 0
EXANTAS CAPITAL CORP COM USD.001 COMMON 30068N105 19 1,570 SH   SOLE   1,570 0 0
EXELA TECHNOLOGIES INC COM USD.0001 COMMON 30162V102 0 1 SH   SOLE   1 0 0
EXELON CORP COM NPV COMMON 30161N101 82 1,800 SH   SOLE   1,800 0 0
EXPEDIA GROUP INC COM USD.001 COMMON 30212P303 1 13 SH   SOLE   13 0 0
EXPEDITORS INTL WASH INC COM USD.01 COMMON 302130109 3 41 SH   SOLE   41 0 0
EXPRESS INC COM USD.01 COMMON 30219E103 1 176 SH   SOLE   176 0 0
EXTENDED STAY AMERICA INC UNIT (1 COM, 1 CL B) COMMON 30224P200 1 50 SH   SOLE   50 0 0
EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 12 117 SH   SOLE   117 0 0
EXXON MOBIL CORP COM NPV COMMON 30231G102 392 5,620 SH   SOLE   5,620 0 0
EYEPOINT PHARMACEUTICALS INC COM NPV COMMON 30233G100 0 1 SH   SOLE   1 0 0
F N B CORP/FL COM USD.01 COMMON 302520101 55 4,305 SH   SOLE   4,305 0 0
F5 NETWORKS INC COM NPV COMMON 315616102 1 10 SH   SOLE   10 0 0
FABRINET ORD USD.01 COMMON G3323L100 445 6,878 SH   SOLE   6,878 0 0
FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 856 4,170 SH   SOLE   4,170 0 0
FACTSET RESEARCH SYSTEMS INC COM USD.01 COMMON 303075105 14 54 SH   SOLE   54 0 0
FAIR ISAAC CORP COM USD.01 COMMON 303250104 23 62 SH   SOLE   62 0 0
FARMLAND PARTNERS INC COM USD.01 COMMON 31154R109 9 1,336 SH   SOLE   1,336 0 0
FASTENAL CO COM USD.01 COMMON 311900104 3 91 SH   SOLE   91 0 0
FATE THERAPEUTICS INC COM USD0.001 COMMON 31189P102 5 255 SH   SOLE   255 0 0
FEDERAL AGRICULTURE MTG CP CL C COM USD1 NVTG COMMON 313148306 1,020 12,211 SH   SOLE   12,211 0 0
FEDERAL REALTY INVESTMENT TR COM USD.01 SBI COMMON 313747206 0 3 SH   SOLE   3 0 0
FEDERAL SIGNAL CORP COM USD1 COMMON 313855108 1,448 44,959 SH   SOLE   44,959 0 0
FEDERATED INVESTORS INC CL B COM NPV COMMON 314211103 1,836 56,421 SH   SOLE   56,421 0 0
FEDEX CORP COM USD.1 COMMON 31428X106 44 293 SH   SOLE   293 0 0
FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 304 18,254 SH   SOLE   18,254 0 0
FERRARI NV COM EUR.01 COMMON N3167Y103 4 26 SH   SOLE   26 0 0
FGL HOLDINGS ORD NPV COMMON G3402M102 5 457 SH   SOLE   457 0 0
FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 1,353 92,112 SH   SOLE   92,112 0 0
FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 278 2,002 SH   SOLE   2,002 0 0
FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 2 45 SH   SOLE   45 0 0
FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 50,208 1,634,170 SH   OTR   1,315,817 318,353 0
FINANCIAL INSTITUTIONS INC COM USD.01 COMMON 317585404 150 4,666 SH   SOLE   4,666 0 0
FINJAN HOLDINGS INC COM COMMON 31788H303 36 17,706 SH   SOLE   17,706 0 0
FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 54 924 SH   SOLE   924 0 0
FIRST BANCORP P R COM NPV COMMON 318672706 38 3,635 SH   SOLE   3,635 0 0
FIRST BUSINESS FINL SRV INC COM USD.01 COMMON 319390100 99 3,751 SH   SOLE   3,751 0 0
FIRST CAPITAL INC COM USD.01 COMMON 31942S104 129 1,772 SH   SOLE   1,772 0 0
FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 3 5 SH   SOLE   5 0 0
FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 2 70 SH   SOLE   70 0 0
FIRST HAWAIIAN INC COM USD0.01 COMMON 32051X108 11 367 SH   SOLE   367 0 0
FIRST HORIZON NATIONAL CORP COM USD2.5 COMMON 320517105 45 2,707 SH   SOLE   2,707 0 0
FIRST INTERSTATE BANCSYSTEM CL A COM NPV COMMON 32055Y201 4 99 SH   SOLE   99 0 0
FIRST NORTHWEST BANCRP COM COMMON 335834107 187 10,323 SH   SOLE   10,323 0 0
FIRST REPUBLIC BANK NEW COM USD.01 COMMON 33616C100 3 29 SH   SOLE   29 0 0
FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 231 3,438 SH   SOLE   3,438 0 0
FIRST SOLAR INC COM USD.001 COMMON 336433107 22 401 SH   SOLE   401 0 0
FIRST UNITED CORP COM NPV COMMON 33741H107 184 7,628 SH   SOLE   7,628 0 0
FIRSTENERGY CORP COM USD9 COMMON 337932107 43 895 SH   SOLE   895 0 0
FIRSTSERVICE CORP COM COMMON 33767E202 271 2,916 SH   SOLE   2,916 0 0
FISERV INC COM USD.01 COMMON 337738108 100 866 SH   SOLE   866 0 0
FLAGSTAR BANCORP INC COM USD.01 COMMON 337930705 825 21,570 SH   SOLE   21,570 0 0
FLEETCOR TECHNOLOGIES INC COM USD.001 COMMON 339041105 747 2,596 SH   SOLE   2,596 0 0
FLEXSTEEL INDUSTRIES INC COM USD1 COMMON 339382103 3 155 SH   SOLE   155 0 0
FLOTEK INDUSTRIES INC COM COMMON 343389102 0 2 SH   SOLE   2 0 0
FLOWERS FOODS INC COM USD.625 COMMON 343498101 9 406 SH   SOLE   406 0 0
FLOWSERVE CORP COM USD1.25 COMMON 34354P105 0 5 SH   SOLE   5 0 0
FLUENT INC COM USD.0005 COMMON 34380C102 124 49,459 SH   SOLE   49,459 0 0
FMC CORP COM USD.1 COMMON 302491303 4 38 SH   SOLE   38 0 0
FOCUS FINANCL PRTNR LLC COM COMMON 34417P100 15 512 SH   SOLE   512 0 0
FOOT LOCKER INC COM USD3 COMMON 344849104 1,082 27,750 SH   SOLE   27,750 0 0
FORD MOTOR CO COM USD1 COMMON 345370860 36 3,874 SH   SOLE   3,874 0 0
FORESTAR GROUP INC COM USD1 COMMON 346232101 163 7,841 SH   SOLE   7,841 0 0
FORMFACTOR INC COM USD.001 COMMON 346375108 85 3,282 SH   SOLE   3,282 0 0
FORTERRA INC COM USD0.001 COMMON 34960W106 698 60,415 SH   SOLE   60,415 0 0
FORTINET INC COM USD.001 COMMON 34959E109 1 12 SH   SOLE   12 0 0
FORTIS INC COM NPV COMMON 349553107 0 8 SH   SOLE   8 0 0
FORTIVE CORP COM USD.01 COMMON 34959J108 21 275 SH   SOLE   275 0 0
FORTRESS BIOTECH INC COM USD.001 COMMON 34960Q109 12 4,838 SH   SOLE   4,838 0 0
FORTUNE BRANDS HOME & SECUR COM USD.01 COMMON 34964C106 484 7,402 SH   SOLE   7,402 0 0
FORUM ENERGY TECH INC COM USD0.01 COMMON 34984V100 0 1 SH   SOLE   1 0 0
FOSSIL GROUP INC COM USD.01 COMMON 34988V106 108 13,760 SH   SOLE   13,760 0 0
FOSTER (LB) CO COM USD.01 COMMON 350060109 3 153 SH   SOLE   153 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 850 43,912 SH   SOLE   43,912 0 0
FOX CORP COM CL A COMMON 35137L105 1 37 SH   SOLE   37 0 0
FRANCO-NEVADA CORP COM NPV COMMON 351858105 20 190 SH   SOLE   190 0 0
FRANKLIN COVEY CO COM USD.05 COMMON 353469109 548 17,016 SH   SOLE   17,016 0 0
FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 415 7,248 SH   SOLE   7,248 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 42,339 1,630,539 SH   OTR   1,293,379 337,160 0
FRANKLIN STREET PROPERTIES COM COMMON 35471R106 795 92,837 SH   SOLE   92,837 0 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 41 3,113 SH   SOLE   3,113 0 0
FRESENIUS MEDICAL CARE AG&CO SPON ADR COMMON 358029106 4 105 SH   SOLE   105 0 0
FRONTIER COMMUNICATIONS CORP COM USD.25 COMMON 35906A306 0 2 SH   SOLE   2 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 573 5,188 SH   SOLE   5,188 0 0
FUEL TECH INC COM USD.01 COMMON 359523107 19 19,884 SH   SOLE   19,884 0 0
FULLER (H. B.) CO COM USD1 COMMON 359694106 3 65 SH   SOLE   65 0 0
FULTON FINANCIAL CORP COM USD2.5 COMMON 360271100 808 46,348 SH   SOLE   46,348 0 0
FUNKO INC CL A COM USD.0001 COMMON 361008105 13 758 SH   SOLE   758 0 0
FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 151 12,227 SH   SOLE   12,227 0 0
G1 THERAPEUTICS INC COM USD.0001 COMMON 3621LQ109 3 119 SH   SOLE   119 0 0
GAIN CAPITAL HOLDINGS INC COM USD.00001 COMMON 36268W100 43 10,990 SH   SOLE   10,990 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 232 11,879 SH   SOLE   11,879 0 0
GAMESTOP CORP CL A COM USD.001 COMMON 36467W109 3 449 SH   SOLE   449 0 0
GAMING & LEISURE PPTYS COM USD0.01 COMMON 36467J108 10 234 SH   SOLE   234 0 0
GAP INC COM USD.05 COMMON 364760108 0 21 SH   SOLE   21 0 0
GARDNER DENVER HOLDINGS INC COM COMMON 36555P107 240 6,560 SH   SOLE   6,560 0 0
GARMIN LTD COM USD.01 COMMON H2906T109 67 686 SH   SOLE   686 0 0
GARRETT MOTION INC COM COMMON 366505105 1 58 SH   SOLE   58 0 0
GARTNER INC COM COMMON 366651107 0 3 SH   SOLE   3 0 0
GATX CORP COM USD.625 COMMON 361448103 2 20 SH   SOLE   20 0 0
GCI LIBERTY INC CL A COM NPV COMMON 36164V305 143 2,027 SH   SOLE   2,027 0 0
GENCO SHIPPING & TRADING COM NPV COMMON Y2685T131 245 23,079 SH   SOLE   23,079 0 0
GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 103 8,817 SH   SOLE   8,817 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 5 45 SH   SOLE   45 0 0
GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 60 343 SH   SOLE   343 0 0
GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 93 8,296 SH   SOLE   8,296 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 752 14,046 SH   SOLE   14,046 0 0
GENERAL MOTORS CO COM USD.01 COMMON 37045V100 73 1,995 SH   SOLE   1,995 0 0
GENESCO INC COM USD1 COMMON 371532102 650 13,569 SH   SOLE   13,569 0 0
GENESIS HEALTHCARE INC CL A COM USD.001 COMMON 37185X106 4 2,384 SH   SOLE   2,384 0 0
GENIE ENERGY LTD CL B COM USD.01 COMMON 372284208 1 101 SH   SOLE   101 0 0
GENMAB AS SPONSORED ADR COMMON 372303206 19 851 SH   SOLE   851 0 0
GENPACT LTD COM USD.01 COMMON G3922B107 0 11 SH   SOLE   11 0 0
GENTEX CORP COM USD.06 COMMON 371901109 540 18,638 SH   SOLE   18,638 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 185 1,742 SH   SOLE   1,742 0 0
GENWORTH FINANCIAL INC CL A USD.001 COMMON 37247D106 24 5,546 SH   SOLE   5,546 0 0
GEOPARK LTD COM USD.001 COMMON G38327105 16 730 SH   SOLE   730 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 14 275 SH   SOLE   275 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 4,751 160,775 SH   SOLE   160,775 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 112 1,719 SH   SOLE   1,719 0 0
GLADSTONE COMMERCIAL CORP COM USD.001 COMMON 376536108 2 100 SH   SOLE   100 0 0
GLATFELTER COM USD.01 COMMON 377316104 321 17,554 SH   SOLE   17,554 0 0
GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 224 4,763 SH   SOLE   4,763 0 0
GLOBAL BLOOD THERAPEUTICS COM USD0.001 COMMON 37890U108 5 62 SH   SOLE   62 0 0
GLOBAL NET LEASE INC COM USD0.01 COMMON 379378201 14 675 SH   SOLE   675 0 0
GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 116 638 SH   SOLE   638 0 0
GLOBAL WATER RESOURCES INC COM USD.01 COMMON 379463102 1 98 SH   SOLE   98 0 0
GLOBALSCAPE INC COM USD.001 COMMON 37940G109 762 77,495 SH   SOLE   77,495 0 0
GLOBE LIFE INC COM USD1 COMMON 37959E102 44 417 SH   SOLE   417 0 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 7 123 SH   SOLE   123 0 0
GLYCOMIMETICS INC COM USD.001 COMMON 38000Q102 12 2,243 SH   SOLE   2,243 0 0
GMS INC COM USD.01 COMMON 36251C103 6,141 226,913 SH   SOLE   226,913 0 0
GNC HOLDINGS INC CL A COM USD.001 COMMON 36191G107 17 6,139 SH   SOLE   6,139 0 0
GOLDFIELD CORP COM USD.1 COMMON 381370105 46 13,015 SH   SOLE   13,015 0 0
GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 512 2,225 SH   SOLE   2,225 0 0
GOODYEAR TIRE & RUBBER CO COM NPV COMMON 382550101 32 2,060 SH   SOLE   2,060 0 0
GORMAN-RUPP CO COM NPV COMMON 383082104 81 2,166 SH   SOLE   2,166 0 0
GRAHAM HOLDINGS CO CL B COM USD1 COMMON 384637104 1 1 SH   SOLE   1 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 2 5 SH   SOLE   5 0 0
GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 46 2,779 SH   SOLE   2,779 0 0
GRAVITY CO LTD -ADR ADR COMMON 38911N206 117 3,125 SH   SOLE   3,125 0 0
GRAY TELEVISION INC CL B COM NPV COMMON 389375106 25 1,166 SH   SOLE   1,166 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 6,068 536,197 SH   SOLE   536,197 0 0
GREAT WESTERN BANCORP INC COM USD0.01 COMMON 391416104 1,931 55,572 SH   SOLE   55,572 0 0
GREENBRIER COS INC (THE) COM USD.001 COMMON 393657101 53 1,625 SH   SOLE   1,625 0 0
GRIFOLS SA SPON ADR RP .5 CL B COMMON 398438408 8 355 SH   SOLE   355 0 0
GROUP 1 AUTOMOTIVE INC COM USD.01 COMMON 398905109 13 130 SH   SOLE   130 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 91 1,520 SH   SOLE   1,520 0 0
GRUPO AEROPORTUARIO DEL PACI ADR COMMON 400506101 91 770 SH   SOLE   770 0 0
GRUPO AEROPORTUARIO SURESTE SPON ADR COMMON 40051E202 0 1 SH   SOLE   1 0 0
GRUPO SIMEC SA DE CV SPON ADR COMMON 400491106 0 2 SH   SOLE   2 0 0
GULFPORT ENERGY CORP COM USD.01 COMMON 402635304 3 1,014 SH   SOLE   1,014 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 876 7,633 SH   SOLE   7,633 0 0
HAILIANG EDUCATION GRP -ADR ADR COMMON 40522L108 132 2,028 SH   SOLE   2,028 0 0
HAIN CELESTIAL GROUP INC COM USD.01 COMMON 405217100 15 588 SH   SOLE   588 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 162 54,428 SH   SOLE   54,428 0 0
HALLIBURTON CO COM USD2.5 COMMON 406216101 3 138 SH   SOLE   138 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 491 27,993 SH   SOLE   27,993 0 0
HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 340 17,818 SH   SOLE   17,818 0 0
HANCOCK WHITNEY CORP COM USD3.33 COMMON 410120109 2,011 45,830 SH   SOLE   45,830 0 0
HANESBRANDS INC COM USD.01 COMMON 410345102 1 80 SH   SOLE   80 0 0
HANNON ARMSTRONG SUST INFR COM USD0.01 COMMON 41068X100 7 209 SH   SOLE   209 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 408 2,992 SH   SOLE   2,992 0 0
HARMONIC INC COM USD.001 COMMON 413160102 6 733 SH   SOLE   733 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 8,457 139,158 SH   SOLE   139,158 0 0
HASBRO INC COM USD.5 COMMON 418056107 27 255 SH   SOLE   255 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 735 36,464 SH   SOLE   36,464 0 0
HAWAIIAN ELECTRIC INDS COM NPV COMMON 419870100 11 236 SH   SOLE   236 0 0
HAWKINS INC COM USD.1 COMMON 420261109 8 166 SH   SOLE   166 0 0
HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 208 8,161 SH   SOLE   8,161 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 293 1,983 SH   SOLE   1,983 0 0
HCI GROUP INC COM NPV COMMON 40416E103 518 11,349 SH   SOLE   11,349 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 9 220 SH   SOLE   220 0 0
HDFC BANK LTD ADR COMMON 40415F101 137 2,160 SH   SOLE   2,160 0 0
HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 6 164 SH   SOLE   164 0 0
HECLA MINING CO COM USD.25 COMMON 422704106 6 1,886 SH   SOLE   1,886 0 0
HEICO CORP COM USD.166 COMMON 422806109 180 1,580 SH   SOLE   1,580 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 12 64 SH   SOLE   64 0 0
HELMERICH & PAYNE COM USD.1 COMMON 423452101 1 15 SH   SOLE   15 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 58 5,767 SH   SOLE   5,767 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 17 114 SH   SOLE   114 0 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 2,902 43,579 SH   SOLE   43,579 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 1,737 36,457 SH   SOLE   36,457 0 0
HERC HOLDINGS INC COM USD.01 COMMON 42704L104 0 5 SH   SOLE   5 0 0
HERSHEY CO COM USD1. COMMON 427866108 1,656 11,266 SH   SOLE   11,266 0 0
HESS CORP COM USD1 COMMON 42809H107 20,755 310,798 SH   OTR   235,788 75,010 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 8,174 515,520 SH   SOLE   515,520 0 0
HIGHPOINT RESOURCES CORP COM COMMON 43114K108 0 1 SH   SOLE   1 0 0
HILLENBRAND INC COM NPV COMMON 431571108 130 3,916 SH   SOLE   3,916 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 359 3,165 SH   SOLE   3,165 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 1 48 SH   SOLE   48 0 0
HILTON GRAND VACATIONS COM USD.01 COMMON 43283X105 2 52 SH   SOLE   52 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 88 789 SH   SOLE   789 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 265 8,975 SH   SOLE   8,975 0 0
HNI CORP COM USD1 COMMON 404251100 107 2,844 SH   SOLE   2,844 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 11,693 230,698 SH   OTR   186,743 43,955 0
HOLOGIC INC COM USD.01 COMMON 436440101 10 196 SH   SOLE   196 0 0
HOME BANCSHARES INC COM USD.01 COMMON 436893200 5 246 SH   SOLE   246 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 1,027 4,705 SH   SOLE   4,705 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 3,607 127,420 SH   SOLE   127,420 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 493 2,786 SH   SOLE   2,786 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 77 2,981 SH   SOLE   2,981 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 2,432 163,652 SH   SOLE   163,652 0 0
HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 1,172 32,426 SH   SOLE   32,426 0 0
HORMEL FOODS CORP COM USD.2344 COMMON 440452100 4 98 SH   SOLE   98 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 12,549 676,704 SH   OTR   509,371 167,333 0
HOSTESS BRANDS INC CL A COM USD.0001 COMMON 44109J106 4 277 SH   SOLE   277 0 0
HOUSTON WIRE & CABLE CO COM USD.001 COMMON 44244K109 61 13,858 SH   SOLE   13,858 0 0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 75 3,575 SH   SOLE   3,575 0 0
HP INC COM USD1 COMMON 40434L105 40 1,932 SH   SOLE   1,932 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 312 7,972 SH   SOLE   7,972 0 0
HUAMI CORP -ADS ADS COMMON 44331K103 10 804 SH   SOLE   804 0 0
HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 8 158 SH   SOLE   158 0 0
HUBBELL INC COM NPV COMMON 443510607 89 605 SH   SOLE   605 0 0
HUDBAY MINERALS INC COM NPV COMMON 443628102 3,460 835,485 SH   SOLE   835,485 0 0
HUMANA INC COM NPV COMMON 444859102 252 687 SH   SOLE   687 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 1 9 SH   SOLE   9 0 0
HUNT COS FINANCE TRUST INC COM USD.01 COMMON 44558T100 77 23,908 SH   SOLE   23,908 0 0
HUNTINGTON BANCSHARES COM NPV COMMON 446150104 4 243 SH   SOLE   243 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 26,764 106,748 SH   OTR   84,229 22,519 0
HUNTSMAN CORP COM USD.01 COMMON 447011107 36 1,500 SH   SOLE   1,500 0 0
HURCO COS INC COM USD.1 COMMON 447324104 28 727 SH   SOLE   727 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 8 94 SH   SOLE   94 0 0
IAC/INTERACTIVECORP COM USD1 COMMON 44919P508 1 6 SH   SOLE   6 0 0
IBERIABANK CORP COM USD1 COMMON 450828108 9 119 SH   SOLE   119 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 197 5,935 SH   SOLE   5,935 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 54 3,602 SH   SOLE   3,602 0 0
ICU MEDICAL INC COM USD.1 COMMON 44930G107 2 9 SH   SOLE   9 0 0
IDACORP INC COM USD5 COMMON 451107106 2 15 SH   SOLE   15 0 0
IDEANOMICS INC COM USD.001 COMMON 45166V106 0 1 SH   SOLE   1 0 0
IDEX CORP COM USD.01 COMMON 45167R104 2 9 SH   SOLE   9 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 26 100 SH   SOLE   100 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 238 32,947 SH   SOLE   32,947 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 355 13,834 SH   SOLE   13,834 0 0
IHS MARKIT LTD COM USD.01 COMMON G47567105 587 7,784 SH   SOLE   7,784 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 121 672 SH   SOLE   672 0 0
ILLUMINA INC COM USD.01 COMMON 452327109 109 330 SH   SOLE   330 0 0
IMMUNOGEN INC COM USD.01 COMMON 45253H101 10 1,915 SH   SOLE   1,915 0 0
IMMUNOMEDICS INC COM NPV COMMON 452907108 2 92 SH   SOLE   92 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 29,603 1,119,582 SH   SOLE   1,119,582 0 0
IMPINJ INC COM USD.001 COMMON 453204109 3 103 SH   SOLE   103 0 0
INCYTE CORP COM USD.001 COMMON 45337C102 12 132 SH   SOLE   132 0 0
INDEPENDENCE CONTRACT DRLLNG COM USD.01 COMMON 453415309 3 2,688 SH   SOLE   2,688 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 189 4,499 SH   SOLE   4,499 0 0
INDEPENDENCE REALTY TRUST COM USD0.01 COMMON 45378A106 281 20,013 SH   SOLE   20,013 0 0
INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 654 28,869 SH   SOLE   28,869 0 0
INDEPENDENT BK GRP INC COM USD.01 COMMON 45384B106 13 236 SH   SOLE   236 0 0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 126 2,425 SH   SOLE   2,425 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 49 4,769 SH   SOLE   4,769 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 254 29,830 SH   SOLE   29,830 0 0
ING GROEP NV SPON ADR COMMON 456837103 81 6,740 SH   SOLE   6,740 0 0
INGERSOLL-RAND PLC COM USD2 COMMON G47791101 5,838 43,923 SH   SOLE   43,923 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 2,440 51,406 SH   SOLE   51,406 0 0
INGREDION INC COM USD.01 COMMON 457187102 2 23 SH   SOLE   23 0 0
INNOPHOS HOLDINGS INC COM USD.001 COMMON 45774N108 15 458 SH   SOLE   458 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 726 7,026 SH   SOLE   7,026 0 0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001 COMMON 45781V101 3 37 SH   SOLE   37 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 2,277 161,132 SH   SOLE   161,132 0 0
INOGEN INC COM USD.001 COMMON 45780L104 16 235 SH   SOLE   235 0 0
INOVALON HOLDINGS INC CL A COM USD.000005 COMMON 45781D101 4 216 SH   SOLE   216 0 0
INPHI CORP COM USD.001 COMMON 45772F107 265 3,586 SH   SOLE   3,586 0 0
INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 186 2,645 SH   SOLE   2,645 0 0
INSPIRE MEDICAL SYSTEM COM COMMON 457730109 1 15 SH   SOLE   15 0 0
INSPIRED ENTERTAINMENT COM COMMON 45782N108 61 8,990 SH   SOLE   8,990 0 0
INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 112 1,628 SH   SOLE   1,628 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 490 6,099 SH   SOLE   6,099 0 0
INTEGRA LIFESCIENCES HLDGS COM USD.01 COMMON 457985208 29 503 SH   SOLE   503 0 0
INTEL CORP COM NPV COMMON 458140100 526 8,782 SH   SOLE   8,782 0 0
INTELSAT SA COM USD.01 COMMON L5140P101 7 939 SH   SOLE   939 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 479 6,596 SH   SOLE   6,596 0 0
INTERACTIVE BROKERS GROUP CL A COM USD.01 COMMON 45841N107 3 75 SH   SOLE   75 0 0
INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 155 1,671 SH   SOLE   1,671 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 349 5,081 SH   SOLE   5,081 0 0
INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 1 49 SH   SOLE   49 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 20 852 SH   SOLE   852 0 0
INTEST CORP COM USD.01 COMMON 461147100 71 12,005 SH   SOLE   12,005 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 187 1,394 SH   SOLE   1,394 0 0
INTL PAPER CO COM USD1 COMMON 460146103 15,095 327,834 SH   OTR   298,338 29,496 0
INTREXON CORP COM NPV COMMON 46122T102 3 529 SH   SOLE   529 0 0
INTUIT INC COM NPV COMMON 461202103 1,234 4,713 SH   SOLE   4,713 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 113 191 SH   SOLE   191 0 0
INVESCO EXCHNG TRADED FD TR SNP ULTRA DIV COMMON 46138G656 11 269 SH   SOLE   269 0 0
INVESCO MORTGAGE CAPITAL INC COM USD.01 COMMON 46131B100 4 259 SH   SOLE   259 0 0
INVESTORS BANCORP INC COM USD.01 COMMON 46146L101 15 1,287 SH   SOLE   1,287 0 0
INVESTORS REAL ESTATE TRUST COM NPV COMMON 461730509 710 9,803 SH   SOLE   9,803 0 0
INVITATION HOMES INC COM USD0.01 COMMON 46187W107 747 24,924 SH   SOLE   24,924 0 0
ION GEOPHYSICAL CORP COM USD.01 COMMON 462044207 13 1,542 SH   SOLE   1,542 0 0
IONIS PHARMACEUTICALS INC COM USD.001 COMMON 462222100 6 106 SH   SOLE   106 0 0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166 COMMON 462260100 3 106 SH   SOLE   106 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 19 123 SH   SOLE   123 0 0
IRIDIUM COMMUNICATIONS INC COM COMMON 46269C102 38 1,539 SH   SOLE   1,539 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 1 38 SH   SOLE   38 0 0
ISHARES INC CORE MSCI EMKT COMMON 46434G103 4 73 SH   SOLE   73 0 0
ISHARES INC MSCI CDA ETF COMMON 464286509 4 141 SH   SOLE   141 0 0
ISHARES INC MSCI JPN ETF NEW COMMON 46434G822 8 141 SH   SOLE   141 0 0
ISHARES INC MSCI PAC JP ETF COMMON 464286665 4 89 SH   SOLE   89 0 0
ISHARES TR 0-5YR HI YL CP COMMON 46434V407 11 244 SH   SOLE   244 0 0
ISHARES TR 1 3 YR CR BD ETF COMMON 464288646 516 9,613 SH   SOLE   9,613 0 0
ISHARES TR 1 3 YR TREAS BD COMMON 464287457 165 1,947 SH   SOLE   1,947 0 0
ISHARES TR 3 7 YR TREAS BD COMMON 464288661 197 1,567 SH   SOLE   1,567 0 0
ISHARES TR BARCLAYS 7 10 YR COMMON 464287440 65 592 SH   SOLE   592 0 0
ISHARES TR CORE US AGGBD ET COMMON 464287226 1,560 13,884 SH   SOLE   13,884 0 0
ISHARES TR EAFE SML CP ETF COMMON 464288273 18,660 299,621 SH   SOLE   299,621 0 0
ISHARES TR GLOB HLTHCRE ETF COMMON 464287325 507 7,380 SH   SOLE   7,380 0 0
ISHARES TR IBOXX INV CP ETF COMMON 464287242 132 1,035 SH   SOLE   1,035 0 0
ISHARES TR INTL SEL DIV ETF COMMON 464288448 504 15,000 SH   SOLE   15,000 0 0
ISHARES TR MIN VOL EAFE ETF COMMON 46429B689 24 320 SH   SOLE   320 0 0
ISHARES TR MSCI ACWI ETF COMMON 464288257 1,896 23,921 SH   SOLE   23,921 0 0
ISHARES TR MSCI ACWI EX US COMMON 464288240 661 13,457 SH   SOLE   13,457 0 0
ISHARES TR MSCI EAFE ETF COMMON 464287465 15 223 SH   SOLE   223 0 0
ISHARES TR MSCI EMG MKT ETF COMMON 464287234 6 127 SH   SOLE   127 0 0
ISHARES TR RUS 1000 ETF COMMON 464287622 68 379 SH   SOLE   379 0 0
ISHARES TR RUS 1000 VAL ETF COMMON 464287598 10,411 76,280 SH   SOLE   76,280 0 0
ISHARES TR RUS 2000 GRW ETF COMMON 464287648 9 42 SH   SOLE   42 0 0
ISHARES TR RUS 2000 VAL ETF COMMON 464287630 392 3,050 SH   SOLE   3,050 0 0
ISHARES TR RUS MD CP GR ETF COMMON 464287481 29 189 SH   SOLE   189 0 0
ISHARES TR RUS MDCP VAL ETF COMMON 464287473 0 5 SH   SOLE   5 0 0
ISHARES TR RUSSELL 3000 ETF COMMON 464287689 15,336 81,365 SH   SOLE   81,365 0 0
ISHARES TR SHORT TREAS BD COMMON 464288679 296 2,678 SH   SOLE   2,678 0 0
ISHARES TR TIPS BD ETF COMMON 464287176 14 117 SH   SOLE   117 0 0
ISHARES TR USA QUALITY FCTR COMMON 46432F339 18 175 SH   SOLE   175 0 0
ISTAR INC COM USD.001 COMMON 45031U101 430 29,646 SH   SOLE   29,646 0 0
ITRON INC COM USD.01 COMMON 465741106 160 1,908 SH   SOLE   1,908 0 0
ITT INC COM USD1 COMMON 45073V108 1 20 SH   SOLE   20 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 54 47,377 SH   SOLE   47,377 0 0
J2 GLOBAL INC COM USD.01 COMMON 48123V102 504 5,382 SH   SOLE   5,382 0 0
JABIL INC COM USD.001 COMMON 466313103 4,556 110,259 SH   SOLE   110,259 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 7 76 SH   SOLE   76 0 0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR COMMON 47030M106 8 391 SH   SOLE   391 0 0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 137 3,340 SH   SOLE   3,340 0 0
JANUS HENDERSON GROUP PLC ORD COMMON G4474Y214 1 28 SH   SOLE   28 0 0
JAZZ PHARMACEUTICALS PLC COM USD.0001 COMMON G50871105 5 34 SH   SOLE   34 0 0
JBG SMITH PPTYS When Issued COMMON 46590V100 3 85 SH   SOLE   85 0 0
JD.COM INC -ADR ADR COMMON 47215P106 50 1,428 SH   SOLE   1,428 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 24 1,140 SH   SOLE   1,140 0 0
JERNIGAN CAPITAL INC COM USD.01 COMMON 476405105 3 171 SH   SOLE   171 0 0
JETBLUE AIRWAYS CORP COM USD.01 COMMON 477143101 10 550 SH   SOLE   550 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 1,620 11,105 SH   SOLE   11,105 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 22,621 555,920 SH   OTR   414,295 141,625 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 4,461 25,625 SH   SOLE   25,625 0 0
JOUNCE THERAPEUTICS INC COM USD0.001 COMMON 481116101 0 1 SH   SOLE   1 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 2,492 17,898 SH   SOLE   17,898 0 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 5,755 233,790 SH   OTR   184,430 49,360 0
K12 INC COM USD.0001 COMMON 48273U102 810 39,879 SH   SOLE   39,879 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 0 3 SH   SOLE   3 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 112 16,358 SH   SOLE   16,358 0 0
KANSAS CITY SOUTHERN COM NPV COMMON 485170302 7 47 SH   SOLE   47 0 0
KARYOPHARM THERAPEUTICS INC COM USD.0001 COMMON 48576U106 18 915 SH   SOLE   915 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 2,077 50,211 SH   SOLE   50,211 0 0
KB HOME COM USD1 COMMON 48666K109 12 339 SH   SOLE   339 0 0
KBR INC COM USD.001 COMMON 48242W106 125 4,099 SH   SOLE   4,099 0 0
KELLOGG CO COM USD.25 COMMON 487836108 4 60 SH   SOLE   60 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 99 1,275 SH   SOLE   1,275 0 0
KENNAMETAL INC CAP USD1.25 COMMON 489170100 7 200 SH   SOLE   200 0 0
KEYCORP COM USD1 COMMON 493267108 1,997 98,689 SH   SOLE   98,689 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 928 9,042 SH   SOLE   9,042 0 0
KFORCE INC COM USD.01 COMMON 493732101 3,950 99,499 SH   SOLE   99,499 0 0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 1,314 63,609 SH   SOLE   63,609 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 2,650 19,275 SH   SOLE   19,275 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 21 1,024 SH   SOLE   1,024 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 65 3,064 SH   SOLE   3,064 0 0
KINGSTONE COS INC COM USD1 COMMON 496719105 65 8,341 SH   SOLE   8,341 0 0
KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH   SOLE   19 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 4,342 915,682 SH   SOLE   915,682 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 22,557 511,969 SH   SOLE   511,969 0 0
KKR & CO INC COM CL A COMMON 48251W104 23 777 SH   SOLE   777 0 0
KLA CORP COM USD.001 COMMON 482480100 72 405 SH   SOLE   405 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 12,432 244,152 SH   OTR   219,680 24,472 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 353 7,233 SH   SOLE   7,233 0 0
KONTOOR BRANDS INC COM COMMON 50050N103 8 199 SH   SOLE   199 0 0
KOPPERS HOLDINGS INC COM USD.01 COMMON 50060P106 10 272 SH   SOLE   272 0 0
KRAFT HEINZ CO COM USD.01 COMMON 500754106 18 548 SH   SOLE   548 0 0
KRATON CORP COM USD.01 COMMON 50077C106 516 20,384 SH   SOLE   20,384 0 0
KROGER CO COM USD1 COMMON 501044101 47,506 1,639,571 SH   OTR   1,321,920 317,651 0
KT CORP SPON ADR COMMON 48268K101 72 6,222 SH   SOLE   6,222 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 56 2,073 SH   SOLE   2,073 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 1,202 6,079 SH   SOLE   6,079 0 0
LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 29 170 SH   SOLE   170 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 22,420 76,708 SH   OTR   63,124 13,584 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 3 29 SH   SOLE   29 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 201 2,339 SH   SOLE   2,339 0 0
LANCASTER COLONY CORP COM USD1 COMMON 513847103 486 3,041 SH   SOLE   3,041 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 2 63 SH   SOLE   63 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 141 1,234 SH   SOLE   1,234 0 0
LANNETT CO INC COM NPV COMMON 516012101 15 1,750 SH   SOLE   1,750 0 0
LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 481 23,479 SH   SOLE   23,479 0 0
LAREDO PETROLEUM INC COM USD0.01 COMMON 516806106 5 1,646 SH   SOLE   1,646 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 12 181 SH   SOLE   181 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1,341 70,161 SH   SOLE   70,161 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 3,280 15,881 SH   SOLE   15,881 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 887 17,037 SH   SOLE   17,037 0 0
LCI INDUSTRIES COM NPV COMMON 50189K103 10 97 SH   SOLE   97 0 0
LCNB CORP COM NPV COMMON 50181P100 47 2,424 SH   SOLE   2,424 0 0
LEAR CORP COM NPV COMMON 521865204 1,519 11,069 SH   SOLE   11,069 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 130 91,842 SH   SOLE   91,842 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 2 69 SH   SOLE   69 0 0
LEGGETT & PLATT INC COM USD1 COMMON 524660107 1 15 SH   SOLE   15 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 15,748 160,973 SH   SOLE   160,973 0 0
LENDINGTREE INC COM USD.01 COMMON 52603B107 16 52 SH   SOLE   52 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 352 6,301 SH   SOLE   6,301 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 1,384 5,674 SH   SOLE   5,674 0 0
LGI HOMES INC COM USD.01 COMMON 50187T106 13 179 SH   SOLE   179 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 33 241 SH   SOLE   241 0 0
LIBERTY BROADBAND CORP SR A COM USD.01 COMMON 530307107 15 120 SH   SOLE   120 0 0
LIBERTY BROADBAND CORP SR C COM USD.01 COMMON 530307305 3 25 SH   SOLE   25 0 0
LIBERTY LATIN AMERICA LTD CL A ORD NPV COMMON G9001E102 0 8 SH   SOLE   8 0 0
LIBERTY LATIN AMERICA LTD CL C ORD NPV COMMON G9001E128 13 650 SH   SOLE   650 0 0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER C COMMON 531229854 10 212 SH   SOLE   212 0 0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01 COMMON 531229607 47 974 SH   SOLE   974 0 0
LIBERTY OILFIELD SVS COM CL A 0.01USD COMMON 53115L104 971 87,354 SH   SOLE   87,354 0 0
LIBERTY PROPERTY TRUST COM USD.001 COMMON 531172104 3 57 SH   SOLE   57 0 0
LIBERTY TRIPADVISOR HOLDINGS SR A COM USD.01 COMMON 531465102 4 589 SH   SOLE   589 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 3 25 SH   SOLE   25 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 136 8,692 SH   SOLE   8,692 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 464 4,445 SH   SOLE   4,445 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 85,587 651,530 SH   OTR   496,306 155,224 0
LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 5 50 SH   SOLE   50 0 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 10,604 179,757 SH   OTR   140,275 39,482 0
LINDE PLC COM NPV COMMON G5494J103 152 713 SH   SOLE   713 0 0
LINE CORP ADR COMMON 53567X101 5 102 SH   SOLE   102 0 0
LINEAGE CELL THERAPEUTICS IN COM NPV COMMON 53566P109 0 1 SH   SOLE   1 0 0
LIQUIDIA TECHNOLOGIES COM COMMON 53635D202 0 1 SH   SOLE   1 0 0
LIQUIDITY SERVICES INC COM USD.001 COMMON 53635B107 3 577 SH   SOLE   577 0 0
LITHIA MOTORS INC -CL A CL A COM NPV COMMON 536797103 29 200 SH   SOLE   200 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 195 4,056 SH   SOLE   4,056 0 0
LKQ CORP COM COMMON 501889208 223 6,256 SH   SOLE   6,256 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 61 18,571 SH   SOLE   18,571 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 319 819 SH   SOLE   819 0 0
LOEWS CORP COM USD1 COMMON 540424108 4 80 SH   SOLE   80 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 2 63 SH   SOLE   63 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 194 1,618 SH   SOLE   1,618 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 601 6,523 SH   SOLE   6,523 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 355 58,672 SH   SOLE   58,672 0 0
LTC PROPERTIES INC COM USD.01 COMMON 502175102 3 56 SH   SOLE   56 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 18 78 SH   SOLE   78 0 0
LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 11 137 SH   SOLE   137 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 112 15,345 SH   SOLE   15,345 0 0
LUTHER BURBANK CORP COM COMMON 550550107 107 9,292 SH   SOLE   9,292 0 0
LUXFER HOLDINGS PLC ORD GBP0.50 COMMON G5698W116 0 2 SH   SOLE   2 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 9,343 98,929 SH   OTR   79,556 19,373 0
M & T BANK CORP COM USD5 COMMON 55261F104 331 1,953 SH   SOLE   1,953 0 0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 13 500 SH   SOLE   500 0 0
M/I HOMES INC COM USD.01 COMMON 55305B101 1,001 25,455 SH   SOLE   25,455 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 117 5,076 SH   SOLE   5,076 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 81 4,638 SH   SOLE   4,638 0 0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT COMMON 55608B105 7 175 SH   SOLE   175 0 0
MACY'S INC COM NPV COMMON 55616P104 33 1,963 SH   SOLE   1,963 0 0
MADDEN STEVEN LTD COM USD.0001 COMMON 556269108 95 2,206 SH   SOLE   2,206 0 0
MADISON SQUARE GARDEN CO CL A COM USD.01 COMMON 55825T103 3 10 SH   SOLE   10 0 0
MAGELLAN HEALTH INC COM NEW COMMON 559079207 23 289 SH   SOLE   289 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 38,428 701,102 SH   SOLE   701,102 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 518 6,502 SH   SOLE   6,502 0 0
MANITOWOC CO COM USD2.5 COMMON 563571405 0 10 SH   SOLE   10 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 15 156 SH   SOLE   156 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 30,680 1,512,046 SH   SOLE   1,512,046 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 2 120 SH   SOLE   120 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 65 1,084 SH   SOLE   1,084 0 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 432 11,623 SH   SOLE   11,623 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 92 6,407 SH   SOLE   6,407 0 0
MARINUS PHARMACEUTICALS INC COM USD0.001 COMMON 56854Q101 0 2 SH   SOLE   2 0 0
MARKEL CORP COM NPV COMMON 570535104 1 1 SH   SOLE   1 0 0
MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 2 4 SH   SOLE   4 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 155 7,048 SH   SOLE   7,048 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 62 412 SH   SOLE   412 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 153 1,192 SH   SOLE   1,192 0 0
MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH   SOLE   1 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 100 899 SH   SOLE   899 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 158 7,367 SH   SOLE   7,367 0 0
MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 9 32 SH   SOLE   32 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 30 1,112 SH   SOLE   1,112 0 0
MASCO CORP COM USD1 COMMON 574599106 2 51 SH   SOLE   51 0 0
MASIMO CORP COM USD.001 COMMON 574795100 67 424 SH   SOLE   424 0 0
MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 4 59 SH   SOLE   59 0 0
MASTEC INC COM USD.1 COMMON 576323109 4,791 74,792 SH   SOLE   74,792 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 3,796 12,712 SH   SOLE   12,712 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 261 11,405 SH   SOLE   11,405 0 0
MATSON INC COM NPV COMMON 57686G105 3 64 SH   SOLE   64 0 0
MATTEL INC COM USD1 COMMON 577081102 0 22 SH   SOLE   22 0 0
MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 11 680 SH   SOLE   680 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 3 48 SH   SOLE   48 0 0
MAXIMUS INC COM NPV COMMON 577933104 85 1,141 SH   SOLE   1,141 0 0
MAXLINEAR INC CL A COM USD.0001 COMMON 57776J100 579 27,348 SH   SOLE   27,348 0 0
MBIA INC COM USD1 COMMON 55262C100 4 434 SH   SOLE   434 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 7 43 SH   SOLE   43 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 307 1,553 SH   SOLE   1,553 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 46,555 336,802 SH   OTR   265,263 71,539 0
MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 10 324 SH   SOLE   324 0 0
MECHEL PAO ADR NPV COMMON 583840608 358 173,713 SH   SOLE   173,713 0 0
MEDALLIA INC COM USD0.001 COMMON 584021109 1 34 SH   SOLE   34 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 100 4,747 SH   SOLE   4,747 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 1,090 39,221 SH   SOLE   39,221 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 455 5,416 SH   SOLE   5,416 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 219 1,930 SH   SOLE   1,930 0 0
MEI PHARMA INC COM COMMON 55279B202 0 1 SH   SOLE   1 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 3 105 SH   SOLE   105 0 0
MELLANOX TECHNOLOGIES LTD ORD USD.01 COMMON M51363113 9 81 SH   SOLE   81 0 0
MENLO THERAPEUTICS INC COM COMMON 586858102 0 1 SH   SOLE   1 0 0
MERCADOLIBRE INC COM USD.001 COMMON 58733R102 5 8 SH   SOLE   8 0 0
MERCHANTS BANCORP COM COMMON 58844R108 3 166 SH   SOLE   166 0 0
MERCK & CO COM NPV COMMON 58933Y105 9,163 100,768 SH   SOLE   100,768 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 779 15,991 SH   SOLE   15,991 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 1,998 32,709 SH   SOLE   32,709 0 0
MERITOR INC COM USD1 COMMON 59001K100 554 21,157 SH   SOLE   21,157 0 0
MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 4 652 SH   SOLE   652 0 0
MESA AIR GROUP COM NEW COMMON 590479135 3 362 SH   SOLE   362 0 0
MESA LABORATORIES INC COM NPV COMMON 59064R109 522 2,098 SH   SOLE   2,098 0 0
METHANEX CORP COM NPV COMMON 59151K108 21,678 561,556 SH   SOLE   561,556 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 277 7,064 SH   SOLE   7,064 0 0
METLIFE INC COM COMMON 59156R108 147,133 2,888,271 SH   OTR   2,325,346 562,925 0
METROPOLITAN BANK HLDNG COM USD0.01 COMMON 591774104 7 140 SH   SOLE   140 0 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 178 225 SH   SOLE   225 0 0
MFA FINANCIAL INC COM USD.01 COMMON 55272X102 1 95 SH   SOLE   95 0 0
MGE ENERGY INC COM USD8 COMMON 55277P104 2 21 SH   SOLE   21 0 0
MGIC INVESTMENT CORP/WI COM USD1 COMMON 552848103 2 151 SH   SOLE   151 0 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 5 156 SH   SOLE   156 0 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 186 13,285 SH   SOLE   13,285 0 0
MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 20 188 SH   SOLE   188 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 2,184 40,644 SH   SOLE   40,644 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 2,064 13,085 SH   SOLE   13,085 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 122 4,242 SH   SOLE   4,242 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 52 394 SH   SOLE   394 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 50 1,910 SH   SOLE   1,910 0 0
MIDDLESEX WATER CO COM NPV COMMON 596680108 5 72 SH   SOLE   72 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 172 5,942 SH   SOLE   5,942 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1,660 39,882 SH   SOLE   39,882 0 0
MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 2 28 SH   SOLE   28 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 145 26,795 SH   SOLE   26,795 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 45 14,471 SH   SOLE   14,471 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 34 306 SH   SOLE   306 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 236 23,294 SH   SOLE   23,294 0 0
MODEL N INC COM USD.00015 COMMON 607525102 691 19,748 SH   SOLE   19,748 0 0
MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 14 103 SH   SOLE   103 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 34 253 SH   SOLE   253 0 0
MOLSON COORS BREWING CO CL B COM NPV NVTG COMMON 60871R209 274 5,082 SH   SOLE   5,082 0 0
MOMO INC -ADR ADR COMMON 60879B107 0 5 SH   SOLE   5 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 134 2,436 SH   SOLE   2,436 0 0
MONRO INC COM USD.01 COMMON 610236101 2 26 SH   SOLE   26 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 11 170 SH   SOLE   170 0 0
MONTAGE RESOURCES CORP COM USD.01 COMMON 61179L100 7 870 SH   SOLE   870 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 93 391 SH   SOLE   391 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 1,272 24,887 SH   OTR   17,334 7,553 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 34 208 SH   SOLE   208 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 1,348 107,729 SH   SOLE   107,729 0 0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 6 73 SH   SOLE   73 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 33 129 SH   SOLE   129 0 0
MTS SYSTEMS CORP COM USD.25 COMMON 553777103 75 1,571 SH   SOLE   1,571 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 424 13,371 SH   SOLE   13,371 0 0
MURPHY OIL CORP COM USD1 COMMON 626717102 19 702 SH   SOLE   702 0 0
MURPHY USA INC COM USD.01 COMMON 626755102 317 2,712 SH   SOLE   2,712 0 0
MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH   SOLE   2 0 0
MVB FINANCIAL CORP COM COMMON 553810102 318 12,798 SH   SOLE   12,798 0 0
MYLAN NV COM USD.5 COMMON N59465109 1 51 SH   SOLE   51 0 0
NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F103 25 8,744 SH   SOLE   8,744 0 0
NACCO INDUSTRIES -CL A CL A COM USD1 COMMON 629579103 7 153 SH   SOLE   153 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 205 6,973 SH   SOLE   6,973 0 0
NASDAQ INC COM USD.01 COMMON 631103108 5 44 SH   SOLE   44 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 100 1,405 SH   SOLE   1,405 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 874 119,842 SH   SOLE   119,842 0 0
NATIONAL GRID SPON ADR COMMON 636274409 98 1,565 SH   SOLE   1,565 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 5 61 SH   SOLE   61 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 236 2,738 SH   SOLE   2,738 0 0
NATIONAL OILWELL VARCO INC COM USD.01 COMMON 637071101 7 276 SH   SOLE   276 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 627 9,519 SH   SOLE   9,519 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 194 5,795 SH   SOLE   5,795 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 38 4,749 SH   SOLE   4,749 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 38 3,844 SH   SOLE   3,844 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 125 13,981 SH   SOLE   13,981 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 60 4,378 SH   SOLE   4,378 0 0
NCR CORP COM USD5 COMMON 62886E108 9 262 SH   SOLE   262 0 0
NEKTAR THERAPEUTICS COM NPV COMMON 640268108 0 15 SH   SOLE   15 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 5 91 SH   SOLE   91 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 151 2,323 SH   SOLE   2,323 0 0
NETAPP INC COM NPV COMMON 64110D104 8 133 SH   SOLE   133 0 0
NETEASE INC SPONSORED ADR COMMON 64110W102 42 137 SH   SOLE   137 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 288 891 SH   SOLE   891 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 25 6,179 SH   SOLE   6,179 0 0
NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 2 23 SH   SOLE   23 0 0
NEVRO CORP COM USD0.001 COMMON 64157F103 247 2,101 SH   SOLE   2,101 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 337 2,780 SH   SOLE   2,780 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 318 41,681 SH   SOLE   41,681 0 0
NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 10 832 SH   SOLE   832 0 0
NEW YORK MORTGAGE TRUST INC COM USD.01 COMMON 649604501 4 566 SH   SOLE   566 0 0
NEWELL BRANDS INC COM USD1 COMMON 651229106 4 201 SH   SOLE   201 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 1,960 145,886 SH   SOLE   145,886 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 138 285 SH   SOLE   285 0 0
NEWMONT GOLDCORP CORP COM USD1.6 COMMON 651639106 46 1,059 SH   SOLE   1,059 0 0
NEWS CORP CL A COM USD0.01 COMMON 65249B109 1 45 SH   SOLE   45 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 1 35 SH   SOLE   35 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 8 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 6,981 59,558 SH   SOLE   59,558 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 253 1,043 SH   SOLE   1,043 0 0
NI HOLDINGS INC COM COMMON 65342T106 91 5,282 SH   SOLE   5,282 0 0
NICE LTD SPON ADR COMMON 653656108 54 346 SH   SOLE   346 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 329 3,247 SH   SOLE   3,247 0 0
NISOURCE INC COM NPV COMMON 65473P105 5 170 SH   SOLE   170 0 0
NMI HOLDINGS INC CL A COM USD.01 COMMON 629209305 2 53 SH   SOLE   53 0 0
NOBLE ENERGY INC COM USD3.33 COMMON 655044105 5 213 SH   SOLE   213 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 149 28,881 SH   SOLE   28,881 0 0
NORBORD INC COM NPV COMMON 65548P403 10,407 389,277 SH   SOLE   389,277 0 0
NORDIC AMERICAN TANKERS LTD COM USD.01 COMMON G65773106 86 17,512 SH   SOLE   17,512 0 0
NORDSON CORP COM USD1 COMMON 655663102 4 25 SH   SOLE   25 0 0
NORDSTROM INC COM NPV COMMON 655664100 15 377 SH   SOLE   377 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 147 758 SH   SOLE   758 0 0
NORTH AMERICAN CONST GRP LTD COM NPV COMMON 656811106 6 531 SH   SOLE   531 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 291 13,224 SH   SOLE   13,224 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 67 4,797 SH   SOLE   4,797 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 46 429 SH   SOLE   429 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 103 2,699 SH   SOLE   2,699 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 141 411 SH   SOLE   411 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 309 9,306 SH   SOLE   9,306 0 0
NORTHWESTERN CORP COM NEW COMMON 668074305 28 395 SH   SOLE   395 0 0
NORTONLIFELOCK INC COM NPV COMMON 668771108 9 358 SH   SOLE   358 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 471 8,060 SH   SOLE   8,060 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 3 80 SH   SOLE   80 0 0
NOVAGOLD RESOURCES LTD COM NPV COMMON 66987E206 391 43,677 SH   SOLE   43,677 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 1,484 15,676 SH   SOLE   15,676 0 0
NOVO NORDISK A/S ADR COMMON 670100205 229 3,959 SH   SOLE   3,959 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 100 1,194 SH   SOLE   1,194 0 0
NOW INC COM USD.01 COMMON 67011P100 8 740 SH   SOLE   740 0 0
NRG ENERGY INC COM NEW COMMON 629377508 119 2,999 SH   SOLE   2,999 0 0
NUCOR CORP COM USD.4 COMMON 670346105 614 10,903 SH   SOLE   10,903 0 0
NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 3 98 SH   SOLE   98 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 11 236 SH   SOLE   236 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 138 1,788 SH   SOLE   1,788 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 11 427 SH   SOLE   427 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 305 1,296 SH   SOLE   1,296 0 0
NVR INC COM USD.01 COMMON 62944T105 3,254 855 SH   SOLE   855 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 104,127 818,659 SH   OTR   686,950 131,709 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 28 674 SH   SOLE   674 0 0
OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 1 79 SH   SOLE   79 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 0 87 SH   SOLE   87 0 0
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SELECT SECTOR SPDR TR TECHNOLOGY COMMON 81369Y803 25 277 SH   SOLE   277 0 0
SEMPRA ENERGY COM NPV COMMON 816851109 54 358 SH   SOLE   358 0 0
SENECA FOODS CORP CL A COM NPV COMMON 817070501 312 7,650 SH   SOLE   7,650 0 0
SENSEONICS HLDGS INC COM USD.001 COMMON 81727U105 0 2 SH   SOLE   2 0 0
SERVICE CORP INTERNATIONAL COM USD1 COMMON 817565104 10 221 SH   SOLE   221 0 0
SERVICE PROPERTIES TRUST COM USD.01 COMMON 81761L102 36 1,460 SH   SOLE   1,460 0 0
SERVICEMASTER GLOBAL HLDGS COM USD.01 COMMON 81761R109 1 15 SH   SOLE   15 0 0
SERVICENOW INC COM USD.001 COMMON 81762P102 84 297 SH   SOLE   297 0 0
SHENANDOAH TELECOMMUN CO COM USD10 COMMON 82312B106 207 4,992 SH   SOLE   4,992 0 0
SHERWIN-WILLIAMS CO COM USD1 COMMON 824348106 309 529 SH   SOLE   529 0 0
SHINHAN FINANCIAL GROUP LTD SPON ADR COMMON 824596100 2 51 SH   SOLE   51 0 0
SHOE CARNIVAL INC COM USD.1 COMMON 824889109 2,055 55,121 SH   SOLE   55,121 0 0
SHOPIFY INC CL A SUB VTG COMMON 82509L107 1 3 SH   SOLE   3 0 0
SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 249 52,122 SH   SOLE   52,122 0 0
SIGNATURE BANK/NY COM COMMON 82669G104 2 15 SH   SOLE   15 0 0
SIGNET JEWELERS LTD COM USD.18 COMMON G81276100 2 108 SH   SOLE   108 0 0
SILGAN HOLDINGS INC COM USD.01 COMMON 827048109 234 7,532 SH   SOLE   7,532 0 0
SILVERBOW RESOURCES INC COM NPV COMMON 82836G102 3 313 SH   SOLE   313 0 0
SILVERCORP METALS INC COM COMMON 82835P103 12,164 2,155,775 SH   SOLE   2,155,775 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 108 8,591 SH   SOLE   8,591 0 0
SIMMONS FIRST NATL CP -CL A CL A COM NPV COMMON 828730200 902 33,686 SH   SOLE   33,686 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 199 1,335 SH   SOLE   1,335 0 0
SIMPLY GOOD FOODS COMPANY CL A COM USD.0001 COMMON 82900L102 6 194 SH   SOLE   194 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 857 29,531 SH   SOLE   29,531 0 0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01 COMMON 829226109 1,218 36,531 SH   SOLE   36,531 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 754 24,682 SH   SOLE   24,682 0 0
SIRIUS XM HOLDINGS INC COM USD.001 COMMON 82968B103 2 260 SH   SOLE   260 0 0
SITE CENTERS CORP COM USD.1 COMMON 82981J109 1 82 SH   SOLE   82 0 0
SK TELECOM CO LTD SPON ADR COMMON 78440P108 7 308 SH   SOLE   308 0 0
SKECHERS U S A INC CL A COM USD.001 COMMON 830566105 1 15 SH   SOLE   15 0 0
SKYWEST INC COM NPV COMMON 830879102 5 80 SH   SOLE   80 0 0
SKYWORKS SOLUTIONS INC COM USD.25 COMMON 83088M102 142 1,175 SH   SOLE   1,175 0 0
SLEEP NUMBER CORP COM USD.01 COMMON 83125X103 370 7,515 SH   SOLE   7,515 0 0
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SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 990 20,587 SH   SOLE   20,587 0 0
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SMUCKER (JM) CO COM NPV COMMON 832696405 16 157 SH   SOLE   157 0 0
SNAP-ON INC COM USD1 COMMON 833034101 2 12 SH   SOLE   12 0 0
SOLAREDGE TECHNOLOGIES INC COM USD0.0001 COMMON 83417M104 3 35 SH   SOLE   35 0 0
SONOCO PRODUCTS CO COM NPV COMMON 835495102 477 7,739 SH   SOLE   7,739 0 0
SONY CORP ADR COMMON 835699307 1,843 27,103 SH   SOLE   27,103 0 0
SOTHERLY HOTELS INC COM USD.01 COMMON 83600C103 56 8,308 SH   SOLE   8,308 0 0
SOUTH STATE CORP COM USD5 COMMON 840441109 7 83 SH   SOLE   83 0 0
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SOUTHWEST AIRLINES COM USD1 COMMON 844741108 10,925 202,480 SH   SOLE   202,480 0 0
SPDR S&P 500 ETF TR TR UNIT COMMON 78462F103 301 934 SH   SOLE   934 0 0
SPDR SERIES TRUST S&P DIVID ETF COMMON 78464A763 3 25 SH   SOLE   25 0 0
SPECTRUM BRND HLDG INC COM USD.25 COMMON 84790A105 38 596 SH   SOLE   596 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 36,577 502,192 SH   OTR   385,247 116,945 0
SPIRIT AIRLINES INC COM USD0.0001 COMMON 848577102 1 34 SH   SOLE   34 0 0
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SPLUNK INC COM USD.001 COMMON 848637104 15 101 SH   SOLE   101 0 0
SPORTSMANS WAREHOUSE HLDGS COM USD.01 COMMON 84920Y106 286 35,598 SH   SOLE   35,598 0 0
SPOTIFY TECHNOLOGY SA COM COMMON L8681T102 2 16 SH   SOLE   16 0 0
SPRINT CORP COM USD.01 COMMON 85207U105 7 1,341 SH   SOLE   1,341 0 0
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SRC ENERGY INC COM USD0.001 COMMON 78470V108 2 574 SH   SOLE   574 0 0
SSR MINING INC COM NPV COMMON 784730103 6,695 348,060 SH   SOLE   348,060 0 0
ST JOE CO COM USD100 COMMON 790148100 130 6,546 SH   SOLE   6,546 0 0
STAMPS.COM INC COM USD.001 COMMON 852857200 6 75 SH   SOLE   75 0 0
STANDARD MOTOR PRODS CL A COM USD2 COMMON 853666105 344 6,473 SH   SOLE   6,473 0 0
STANLEY BLACK & DECKER INC COM USD2.5 COMMON 854502101 11 69 SH   SOLE   69 0 0
STANTEC INC COM NPV COMMON 85472N109 46 1,624 SH   SOLE   1,624 0 0
STARBUCKS CORP COM NPV COMMON 855244109 63,460 722,102 SH   OTR   570,888 151,214 0
STATE STREET CORP COM USD1 COMMON 857477103 64 810 SH   SOLE   810 0 0
STEEL DYNAMICS INC COM USD.01 COMMON 858119100 34 987 SH   SOLE   987 0 0
STEELCASE INC CL A COM NPV COMMON 858155203 239 11,675 SH   SOLE   11,675 0 0
STEPAN CO COM USD1 COMMON 858586100 321 3,141 SH   SOLE   3,141 0 0
STERICYCLE INC COM USD.01 COMMON 858912108 18 282 SH   SOLE   282 0 0
STERIS PLC COM NPV COMMON G8473T100 2,500 16,404 SH   SOLE   16,404 0 0
STERLING BANCORP COM USD.1 COMMON 85917A100 48 2,265 SH   SOLE   2,265 0 0
STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 2,191 155,578 SH   SOLE   155,578 0 0
STIFEL FINANCIAL CORP COM USD.15 COMMON 860630102 162 2,671 SH   SOLE   2,671 0 0
STMICROELECTRONICS NV ADR COMMON 861012102 66 2,440 SH   SOLE   2,440 0 0
STONERIDGE INC COM NPV COMMON 86183P102 4 126 SH   SOLE   126 0 0
STRATASYS LTD ORD SHR COMMON M85548101 1 28 SH   SOLE   28 0 0
STRATTEC SECURITY CORP COM USD.01 COMMON 863111100 89 4,001 SH   SOLE   4,001 0 0
STRYKER CORP COM USD10 COMMON 863667101 111 527 SH   SOLE   527 0 0
SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 399 53,909 SH   SOLE   53,909 0 0
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SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 41,031 900,268 SH   SOLE   900,268 0 0
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SUNPOWER CORP COM USD.001 COMMON 867652406 3 404 SH   SOLE   404 0 0
SUNRUN INC COM USD0.0001 COMMON 86771W105 6 401 SH   SOLE   401 0 0
SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 1,290 92,659 SH   SOLE   92,659 0 0
SUPERIOR GROUP OF COS INC COM USD1 COMMON 868358102 108 7,954 SH   SOLE   7,954 0 0
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SVB FINANCIAL GROUP COM NPV COMMON 78486Q101 10 38 SH   SOLE   38 0 0
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SYNOPSYS INC COM USD.01 COMMON 871607107 885 6,356 SH   SOLE   6,356 0 0
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SYSCO CORP COM USD1 COMMON 871829107 2,742 32,060 SH   SOLE   32,060 0 0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR COMMON 874039100 952 16,387 SH   SOLE   16,387 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR COMMON 874060205 126 6,380 SH   SOLE   6,380 0 0
TAKE-TWO INTERACTIVE SFTWR COM USD.01 COMMON 874054109 2 17 SH   SOLE   17 0 0
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TARGET CORP COM USD1 COMMON 87612E106 8,576 66,910 SH   SOLE   66,910 0 0
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TC ENERGY CORP COM NPV COMMON 87807B107 120 2,254 SH   SOLE   2,254 0 0
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TD AMERITRADE HOLDING CORP COM USD.01 COMMON 87236Y108 6 115 SH   SOLE   115 0 0
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TELEFONICA BRASIL SA SPONS ADR PFD COMMON 87936R106 47 3,315 SH   SOLE   3,315 0 0
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TIFFANY & CO COM USD.01 COMMON 886547108 14 106 SH   SOLE   106 0 0
TIM PARTICIPACOES SA SPONS ADR COMMON 88706P205 496 25,977 SH   SOLE   25,977 0 0
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