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 54 4,061 SH   SOLE   4,061 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
3M CO COM NPV COMMON 88579Y101 93 680 SH   SOLE   680 0 0
AAR CORP COM USD1 COMMON 000361105 0 22 SH   SOLE   22 0 0
AARON'S INC COM USD.5 COMMON 002535300 592 25,983 SH   SOLE   25,983 0 0
ABB LTD SPONSORED ADR COMMON 000375204 38 2,215 SH   SOLE   2,215 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 246 3,117 SH   SOLE   3,117 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 12,647 165,877 SH   OTR   135,704 30,173 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 36 1,460 SH   SOLE   1,460 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830106 0 4 SH   SOLE   4 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 204 1,246 SH   SOLE   1,246 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 401 16,552 SH   SOLE   16,552 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 82 4,074 SH   SOLE   4,074 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M106 0 1 SH   SOLE   1 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 238 4,008 SH   SOLE   4,008 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 581 22,501 SH   SOLE   22,501 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 155 6,592 SH   SOLE   6,592 0 0
ADOBE INC COM NPV COMMON 00724F101 455 1,431 SH   SOLE   1,431 0 0
ADURO BIOTECH INC COM USD0.0001 COMMON 00739L101 0 1 SH   SOLE   1 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 2,861 96,776 SH   SOLE   96,776 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 107 16,167 SH   SOLE   16,167 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 29 641 SH   SOLE   641 0 0
AEGON NV NY SHR ADR COMMON 007924103 236 94,629 SH   SOLE   94,629 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 0 15 SH   SOLE   15 0 0
AFLAC INC COM USD.1 COMMON 001055102 5 144 SH   SOLE   144 0 0
AGCO CORP COM USD.01 COMMON 001084102 1,164 24,628 SH   SOLE   24,628 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 5 66 SH   SOLE   66 0 0
AGILYSYS INC COM NPV COMMON 00847J105 388 23,167 SH   SOLE   23,167 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 28 139 SH   SOLE   139 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 0 4 SH   SOLE   4 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 2 25 SH   SOLE   25 0 0
AKORN INC COM NPV COMMON 009728106 0 1 SH   SOLE   1 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 39 1,007 SH   SOLE   1,007 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 26 913 SH   SOLE   913 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 187 107,727 SH   SOLE   107,727 0 0
ALBANY INTL CORP -CL A CL A COM USD.001 COMMON 012348108 1 12 SH   SOLE   12 0 0
ALCON INC COM COMMON H01301128 17 343 SH   SOLE   343 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 2,388 212,743 SH   SOLE   212,743 0 0
ALEXANDRIA R E EQUITIES INC COM USD.01 COMMON 015271109 2 11 SH   SOLE   11 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 3 32 SH   SOLE   32 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 10,904 815,604 SH   SOLE   815,604 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 707 3,636 SH   SOLE   3,636 0 0
ALICO INC COM USD1 COMMON 016230104 382 12,338 SH   SOLE   12,338 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 1 3 SH   SOLE   3 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 11 121 SH   SOLE   121 0 0
ALLERGAN PLC COM USD.0033 COMMON G0177J108 58 330 SH   SOLE   330 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 1 14 SH   SOLE   14 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 14 423 SH   SOLE   423 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 1,387 15,120 SH   SOLE   15,120 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 18,929 1,310,240 SH   OTR   964,154 346,086 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 2 21 SH   SOLE   21 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 438 377 SH   SOLE   377 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 440 378 SH   SOLE   378 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 25,439 1,140,201 SH   OTR   861,547 278,654 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 81 2,100 SH   SOLE   2,100 0 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 60 4,855 SH   SOLE   4,855 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 1,746 896 SH   SOLE   896 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 52 2,139 SH   SOLE   2,139 0 0
AMCOR PLC ORD COMMON G0250X107 226 27,870 SH   SOLE   27,870 0 0
AMDOCS ORD GBP.01 COMMON G02602103 27 485 SH   SOLE   485 0 0
AMEREN CORP COM USD5 COMMON 023608102 2 24 SH   SOLE   24 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 11 945 SH   SOLE   945 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 60 749 SH   SOLE   749 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 29 342 SH   SOLE   342 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 8 341 SH   SOLE   341 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 4 169 SH   SOLE   169 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 575 24,015 SH   SOLE   24,015 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 311 21,821 SH   SOLE   21,821 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,947 8,943 SH   SOLE   8,943 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 2 18 SH   SOLE   18 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 939 20,536 SH   SOLE   20,536 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 88,893 866,601 SH   OTR   688,263 178,338 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 10,616 119,902 SH   SOLE   119,902 0 0
AMETEK INC COM USD1 COMMON 031100100 0 4 SH   SOLE   4 0 0
AMGEN INC COM NPV COMMON 031162100 91,601 451,494 SH   OTR   346,372 105,122 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 194 24,960 SH   SOLE   24,960 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 5 92 SH   SOLE   92 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 8 109 SH   SOLE   109 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 5 8,006 SH   SOLE   8,006 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 138 31,647 SH   SOLE   31,647 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 589 6,573 SH   SOLE   6,573 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 108 6,474 SH   SOLE   6,474 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 16 358 SH   SOLE   358 0 0
ANI PHARMACEUTICALS INC COM USD.0001 COMMON 00182C103 525 12,825 SH   SOLE   12,825 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 399 13,732 SH   SOLE   13,732 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 7 32 SH   SOLE   32 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 272 114,829 SH   SOLE   114,829 0 0
ANTHEM INC COM USD.01 COMMON 036752103 52 228 SH   SOLE   228 0 0
AON PLC CL A ORD COMMON G0408V102 20 120 SH   SOLE   120 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 3 81 SH   SOLE   81 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 699 6,277 SH   SOLE   6,277 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 371 40,426 SH   SOLE   40,426 0 0
APPLE INC COM NPV COMMON 037833100 13,200 51,893 SH   OTR   46,714 5,179 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 0 7 SH   SOLE   7 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 28 610 SH   SOLE   610 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 2 39 SH   SOLE   39 0 0
ARAMARK COM USD.01 COMMON 03852U106 57 2,837 SH   SOLE   2,837 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 245 14,009 SH   SOLE   14,009 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 2 55 SH   SOLE   55 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 3 74 SH   SOLE   74 0 0
ARCONIC INC COM USD1 COMMON 03965L100 40,960 2,548,276 SH   OTR   1,991,944 556,332 0
ARDAGH GROUP SA EUR0.01 CL A COMMON L0223L101 201 16,867 SH   SOLE   16,867 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 216 5,131 SH   SOLE   5,131 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 143 3,833 SH   SOLE   3,833 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 2,265 28,512 SH   SOLE   28,512 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 1 25 SH   SOLE   25 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 455 15,742 SH   SOLE   15,742 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 8 94 SH   SOLE   94 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 103 4,797 SH   SOLE   4,797 0 0
ARVINAS INC COM COMMON 04335A105 177 4,377 SH   SOLE   4,377 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 276 1,056 SH   SOLE   1,056 0 0
ASSERTIO THERAPEUTICS INC COM NPV COMMON 04545L107 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 48 3,740 SH   SOLE   3,740 0 0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001 COMMON 045528106 7 235 SH   SOLE   235 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 5 47 SH   SOLE   47 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 554 12,396 SH   SOLE   12,396 0 0
ASTRONICS CORP COM USD.01 COMMON 046433108 0 38 SH   SOLE   38 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 90 11,542 SH   SOLE   11,542 0 0
AT&T INC COM USD1 COMMON 00206R102 6,016 206,380 SH   SOLE   206,380 0 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 24 987 SH   SOLE   987 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 639 30,254 SH   SOLE   30,254 0 0
ATLAS CORP COM COMMON Y0436Q109 73 9,446 SH   SOLE   9,446 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 1 7 SH   SOLE   7 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 2 25 SH   SOLE   25 0 0
ATRION CORP COM USD1 COMMON 049904105 119 183 SH   SOLE   183 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 254 10,616 SH   SOLE   10,616 0 0
AUTODESK INC COM NPV COMMON 052769106 20 129 SH   SOLE   129 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 2,517 18,418 SH   SOLE   18,418 0 0
AUTOZONE INC COM NPV COMMON 053332102 14,098 16,657 SH   OTR   12,498 4,159 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 0 3 SH   SOLE   3 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 118 13,922 SH   SOLE   13,922 0 0
AVNET INC COM USD1 COMMON 053807103 119 4,727 SH   SOLE   4,727 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,828 608,288 SH   SOLE   608,288 0 0
BADGER METER INC COM USD1 COMMON 056525108 69 1,290 SH   SOLE   1,290 0 0
BAIDU INC ADR COMMON 056752108 6 63 SH   SOLE   63 0 0
BALL CORP COM NPV COMMON 058498106 5 75 SH   SOLE   75 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 59 24,899 SH   SOLE   24,899 0 0
BANCORP INC COM COMMON 05969A105 0 80 SH   SOLE   80 0 0
BANCROFT FUND LTD COMMON 059695106 15 756 SH   SOLE   756 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 40,036 1,884,461 SH   OTR   1,537,010 347,451 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 0 27 SH   SOLE   27 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 1,368 27,283 SH   SOLE   27,283 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 5,920 175,761 SH   OTR   147,320 28,441 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 1,842 45,423 SH   SOLE   45,423 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 100 5,843 SH   SOLE   5,843 0 0
BANK OF PRINCETON COM COMMON 064520109 10 423 SH   SOLE   423 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 1 74 SH   SOLE   74 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 20 1,089 SH   SOLE   1,089 0 0
BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 31 1,807 SH   SOLE   1,807 0 0
BARCLAYS PLC ADR COMMON 06738E204 84 18,552 SH   SOLE   18,552 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 0 8 SH   SOLE   8 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 732 40,123 SH   SOLE   40,123 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 89 16,392 SH   SOLE   16,392 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 28 346 SH   SOLE   346 0 0
BBVA SPON ADR COMMON 05946K101 176 57,408 SH   SOLE   57,408 0 0
BCB BANCORP INC COM COMMON 055298103 271 25,558 SH   SOLE   25,558 0 0
BCE INC COM NPV COMMON 05534B760 5,954 146,199 SH   SOLE   146,199 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 63 276 SH   SOLE   276 0 0
BEL FUSE INC CL B COMMON 077347300 96 9,858 SH   SOLE   9,858 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 1,731 86,473 SH   SOLE   86,473 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 19 364 SH   SOLE   364 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 486 2,658 SH   SOLE   2,658 0 0
BERKSHIRE HILLS BANCORP INC COM USD.01 COMMON 084680107 47 3,164 SH   SOLE   3,164 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 31,618 554,264 SH   OTR   461,871 92,393 0
BG STAFFING INC COM COMMON 05544A109 72 9,735 SH   SOLE   9,735 0 0
BHP GROUP LTD ADR COMMON 088606108 92 2,516 SH   SOLE   2,516 0 0
BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 113 105,923 SH   SOLE   105,923 0 0
BIGLARI HOLDINGS INC CL B COMMON 08986R309 165 3,204 SH   SOLE   3,204 0 0
BIODELIVERY SCIENCES INTL COM NPV COMMON 09060J106 152 40,008 SH   SOLE   40,008 0 0
BIOGEN INC COM NPV COMMON 09062X103 32,988 104,173 SH   OTR   85,011 19,162 0
BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 1 15 SH   SOLE   15 0 0
BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 181 515 SH   SOLE   515 0 0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001 COMMON 090931106 95 1,664 SH   SOLE   1,664 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 13 70 SH   SOLE   70 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 1 17 SH   SOLE   17 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 43 97 SH   SOLE   97 0 0
BLACKSTONE GROUP INC COM UNIT COMMON 09260D107 21 465 SH   SOLE   465 0 0
BLOCK H & R INC COM NPV COMMON 093671105 40 2,851 SH   SOLE   2,851 0 0
BLOOM ENERGY CORP COM COMMON 093712107 0 1 SH   SOLE   1 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 167 23,371 SH   SOLE   23,371 0 0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 121 21,629 SH   SOLE   21,629 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 1,001 56,367 SH   SOLE   56,367 0 0
BOEING CO COM USD5 COMMON 097023105 52 350 SH   SOLE   350 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 427 17,883 SH   SOLE   17,883 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 8,385 6,233 SH   OTR   6,033 200 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 15 221 SH   SOLE   221 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 172 7,063 SH   SOLE   7,063 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 267 723 SH   SOLE   723 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 962 134,536 SH   SOLE   134,536 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 5,551 60,131 SH   OTR   55,000 5,131 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 25 774 SH   SOLE   774 0 0
BP PLC ADR COMMON 055622104 152 6,229 SH   SOLE   6,229 0 0
BRADESCO BANCO SPON ADR COMMON 059460402 0 28 SH   SOLE   28 0 0
BRADY CORP CL A COM USD.01 COMMON 104674106 259 5,712 SH   SOLE   5,712 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 86 8,216 SH   SOLE   8,216 0 0
BRASKEM SA SPON ADR PFD A COMMON 105532105 2 263 SH   SOLE   263 0 0
BRF SA SPON ADR NPV COMMON 10552T107 3 995 SH   SOLE   995 0 0
BRIDGFORD FOODS CORP COM USD1 COMMON 108763103 24 1,044 SH   SOLE   1,044 0 0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 5 51 SH   SOLE   51 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 25 2,063 SH   SOLE   2,063 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 2,696 48,372 SH   SOLE   48,372 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 171 4,992 SH   SOLE   4,992 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 30 3,148 SH   SOLE   3,148 0 0
BROADCOM INC ORD NPV COMMON 11135F101 69 293 SH   SOLE   293 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 19 422 SH   SOLE   422 0 0
BROOKS AUTOMATION INC COM USD.01 COMMON 114340102 0 6 SH   SOLE   6 0 0
BROWN & BROWN INC COM USD.1 COMMON 115236101 0 7 SH   SOLE   7 0 0
BRP INC SUB VTG NPV COMMON 05577W200 5,103 315,037 SH   SOLE   315,037 0 0
BRT APARTMENTS CORP SHS BEN INT COMMON 055645303 4 400 SH   SOLE   400 0 0
BUCKLE INC COM USD.05 COMMON 118440106 228 16,553 SH   SOLE   16,553 0 0
BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 977 79,642 SH   SOLE   79,642 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 197 4,948 SH   SOLE   4,948 0 0
CABOT CORP COM USD1 COMMON 127055101 132 5,071 SH   SOLE   5,071 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 2,168 126,092 SH   OTR   88,507 37,585 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 5,128 77,639 SH   SOLE   77,639 0 0
CAE INC COM NPV COMMON 124765108 3,692 294,181 SH   SOLE   294,181 0 0
CALAMP CORP COM NPV COMMON 128126109 26 5,789 SH   SOLE   5,789 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 0 3 SH   SOLE   3 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 3 68 SH   SOLE   68 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 6,988 120,797 SH   SOLE   120,797 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 119 1,537 SH   SOLE   1,537 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 8,117 597,705 SH   SOLE   597,705 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 33 149 SH   SOLE   149 0 0
CANON INC ADR COMMON 138006309 18 845 SH   SOLE   845 0 0
CAPITAL CITY BK GROUP INC COM USD.01 COMMON 139674105 137 6,761 SH   SOLE   6,761 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 85 1,685 SH   SOLE   1,685 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 56,229 1,171,819 SH   OTR   923,593 248,226 0
CARDTRONICS PLC CL A ORD USD0.01 COMMON G1991C105 29 1,399 SH   SOLE   1,399 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 188 12,638 SH   SOLE   12,638 0 0
CARLISLE COS INC COM NPV COMMON 142339100 5,745 45,779 SH   SOLE   45,779 0 0
CARTER'S INC COM USD.01 COMMON 146229109 23 352 SH   SOLE   352 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 4 30 SH   SOLE   30 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 95 1,828 SH   SOLE   1,828 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 39,686 341,705 SH   OTR   271,161 70,544 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 686 64,252 SH   SOLE   64,252 0 0
CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 132 7,138 SH   SOLE   7,138 0 0
CBIZ INC COM COMMON 124805102 164 7,788 SH   SOLE   7,788 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 1 28 SH   SOLE   28 0 0
CDW CORP COM USD.01 COMMON 12514G108 74 790 SH   SOLE   790 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 17 18,288 SH   SOLE   18,288 0 0
CELANESE CORP COM USD.01 COMMON 150870103 64,045 871,967 SH   OTR   692,010 179,957 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 2,902 832,640 SH   SOLE   832,640 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 668 333,213 SH   SOLE   333,213 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 13 215 SH   SOLE   215 0 0
CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 1,115 43,615 SH   SOLE   43,615 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 105 1,693 SH   SOLE   1,693 0 0
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FLOWERS FOODS INC COM USD.625 COMMON 343498101 18 860 SH   SOLE   860 0 0
FLUENT INC COM USD.0005 COMMON 34380C102 28 23,804 SH   SOLE   23,804 0 0
FONAR CORP COM USD.0001 COMMON 344437405 80 5,520 SH   SOLE   5,520 0 0
FORD MOTOR CO COM USD1 COMMON 345370860 3 551 SH   SOLE   551 0 0
FORESTAR GROUP INC COM USD1 COMMON 346232101 57 5,531 SH   SOLE   5,531 0 0
FORMFACTOR INC COM USD.001 COMMON 346375108 67 3,321 SH   SOLE   3,321 0 0
FORTERRA INC COM USD0.001 COMMON 34960W106 241 40,010 SH   SOLE   40,010 0 0
FORTINET INC COM USD.001 COMMON 34959E109 5 49 SH   SOLE   49 0 0
FORTIS INC COM NPV COMMON 349553107 13 334 SH   SOLE   334 0 0
FORTIVE CORP COM USD.01 COMMON 34959J108 0 5 SH   SOLE   5 0 0
FORTUNE BRANDS HOME & SECUR COM USD.01 COMMON 34964C106 1,716 39,682 SH   SOLE   39,682 0 0
FORUM ENERGY TECH INC COM USD0.01 COMMON 34984V100 0 1 SH   SOLE   1 0 0
FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 1,004 97,527 SH   SOLE   97,527 0 0
FOX CORP COM CL A COMMON 35137L105 0 1 SH   SOLE   1 0 0
FRANCO-NEVADA CORP COM NPV COMMON 351858105 945 9,526 SH   SOLE   9,526 0 0
FRANKLIN COVEY CO COM USD.05 COMMON 353469109 213 13,628 SH   SOLE   13,628 0 0
FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 591 12,491 SH   SOLE   12,491 0 0
FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 13,779 824,668 SH   OTR   600,644 224,024 0
FRANKLIN STREET PROPERTIES COM COMMON 35471R106 415 72,384 SH   SOLE   72,384 0 0
FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 18 2,607 SH   SOLE   2,607 0 0
FRONTIER COMMUNICATIONS CORP COM USD.25 COMMON 35906A306 0 3 SH   SOLE   3 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 457 3,797 SH   SOLE   3,797 0 0
FUEL TECH INC COM USD.01 COMMON 359523107 0 885 SH   SOLE   885 0 0
FULTON FINANCIAL CORP COM USD2.5 COMMON 360271100 1,289 112,193 SH   SOLE   112,193 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 40 3,663 SH   SOLE   3,663 0 0
GAMING & LEISURE PPTYS COM USD0.01 COMMON 36467J108 4 150 SH   SOLE   150 0 0
GARMIN LTD COM USD.01 COMMON H2906T109 7 99 SH   SOLE   99 0 0
GCI LIBERTY INC CL A COM NPV COMMON 36164V305 198 3,456 SH   SOLE   3,456 0 0
GENASYS INC COM USD.00001 COMMON 36872P103 9 2,650 SH   SOLE   2,650 0 0
GENCO SHIPPING & TRADING COM NPV COMMON Y2685T131 121 18,835 SH   SOLE   18,835 0 0
GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 66 6,286 SH   SOLE   6,286 0 0
GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 11 86 SH   SOLE   86 0 0
GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 48 6,091 SH   SOLE   6,091 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 775 14,687 SH   SOLE   14,687 0 0
GENERAL MOTORS CO COM USD.01 COMMON 37045V100 9 436 SH   SOLE   436 0 0
GENMAB AS SPONSORED ADR COMMON 372303206 12 564 SH   SOLE   564 0 0
GENPACT LTD COM USD.01 COMMON G3922B107 0 12 SH   SOLE   12 0 0
GENTEX CORP COM USD.06 COMMON 371901109 501 22,554 SH   SOLE   22,554 0 0
GENTHERM INC COM NPV COMMON 37253A103 0 7 SH   SOLE   7 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 30 445 SH   SOLE   445 0 0
GEO GROUP INC COM USD.01 COMMON 36162J106 1 74 SH   SOLE   74 0 0
GEOPARK LTD COM USD.001 COMMON G38327105 7 1,001 SH   SOLE   1,001 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 262 6,077 SH   SOLE   6,077 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 1,141 90,145 SH   SOLE   90,145 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 157 2,103 SH   SOLE   2,103 0 0
GLACIER BANCORP INC COM USD.01 COMMON 37637Q105 5 150 SH   SOLE   150 0 0
GLATFELTER COM USD.01 COMMON 377316104 204 16,664 SH   SOLE   16,664 0 0
GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 226 5,970 SH   SOLE   5,970 0 0
GLOBAL INDEMNITY LTD COM CL A .0001 COMMON G3933F105 120 4,715 SH   SOLE   4,715 0 0
GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 23 159 SH   SOLE   159 0 0
GLOBALSCAPE INC COM USD.001 COMMON 37940G109 552 77,511 SH   SOLE   77,511 0 0
GLOBE LIFE INC COM USD1 COMMON 37959E102 36 500 SH   SOLE   500 0 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 60 1,397 SH   SOLE   1,397 0 0
GMS INC COM USD.01 COMMON 36251C103 3,413 216,639 SH   SOLE   216,639 0 0
GNC HOLDINGS INC CL A COM USD.001 COMMON 36191G107 1 2,115 SH   SOLE   2,115 0 0
GOLDFIELD CORP COM USD.1 COMMON 381370105 88 30,834 SH   SOLE   30,834 0 0
GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 633 4,095 SH   SOLE   4,095 0 0
GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 40 3,243 SH   SOLE   3,243 0 0
GRAVITY CO LTD -ADR ADR COMMON 38911N206 94 3,142 SH   SOLE   3,142 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 3,096 372,008 SH   SOLE   372,008 0 0
GREAT WESTERN BANCORP INC COM USD0.01 COMMON 391416104 885 43,196 SH   SOLE   43,196 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 78 2,884 SH   SOLE   2,884 0 0
GRUPO AEROPORTUARIO DEL PACI ADR COMMON 400506101 89 1,654 SH   SOLE   1,654 0 0
GRUPO AEROPORTUARIO SURESTE SPON ADR COMMON 40051E202 110 1,171 SH   SOLE   1,171 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 380 3,798 SH   SOLE   3,798 0 0
HAILIANG EDUCATION GRP -ADR ADR COMMON 40522L108 79 1,335 SH   SOLE   1,335 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 12 12,689 SH   SOLE   12,689 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 31 7,620 SH   SOLE   7,620 0 0
HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 135 14,135 SH   SOLE   14,135 0 0
HANCOCK WHITNEY CORP COM USD3.33 COMMON 410120109 268 13,745 SH   SOLE   13,745 0 0
HANESBRANDS INC COM USD.01 COMMON 410345102 28 3,558 SH   SOLE   3,558 0 0
HANGER INC COM NPV COMMON 41043F208 125 7,972 SH   SOLE   7,972 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 240 2,645 SH   SOLE   2,645 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 1,516 43,006 SH   SOLE   43,006 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 166 13,972 SH   SOLE   13,972 0 0
HAWKINS INC COM USD.1 COMMON 420261109 18 512 SH   SOLE   512 0 0
HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 103 5,601 SH   SOLE   5,601 0 0
HC2 HOLDINGS INC COM USD0.001 COMMON 404139107 48 30,866 SH   SOLE   30,866 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 31 340 SH   SOLE   340 0 0
HCI GROUP INC COM NPV COMMON 40416E103 167 4,138 SH   SOLE   4,138 0 0
HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 1 41 SH   SOLE   41 0 0
HECLA MINING CO COM USD.25 COMMON 422704106 127 69,317 SH   SOLE   69,317 0 0
HEICO CORP COM USD.166 COMMON 422806109 13 171 SH   SOLE   171 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 0 2 SH   SOLE   2 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 59 7,920 SH   SOLE   7,920 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 2 16 SH   SOLE   16 0 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 3,956 77,984 SH   SOLE   77,984 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 37 1,253 SH   SOLE   1,253 0 0
HERSHEY CO COM USD1. COMMON 427866108 1,684 12,710 SH   SOLE   12,710 0 0
HESS CORP COM USD1 COMMON 42809H107 8,595 257,850 SH   OTR   182,840 75,010 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 3,830 394,229 SH   SOLE   394,229 0 0
HIGHPOINT RESOURCES CORP COM COMMON 43114K108 0 1 SH   SOLE   1 0 0
HIGHWOODS PROPERTIES INC COM USD.01 COMMON 431284108 1 22 SH   SOLE   22 0 0
HILLENBRAND INC COM NPV COMMON 431571108 56 2,951 SH   SOLE   2,951 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 160 1,587 SH   SOLE   1,587 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 0 5 SH   SOLE   5 0 0
HNI CORP COM USD1 COMMON 404251100 1,384 54,947 SH   SOLE   54,947 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 45 1,816 SH   SOLE   1,816 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 381 2,040 SH   SOLE   2,040 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 2,616 116,480 SH   SOLE   116,480 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 170 1,269 SH   SOLE   1,269 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 1,028 125,010 SH   SOLE   125,010 0 0
HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 14 460 SH   SOLE   460 0 0
HORMEL FOODS CORP COM USD.2344 COMMON 440452100 2 39 SH   SOLE   39 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 37,781 3,419,332 SH   OTR   2,728,726 690,606 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 16 311 SH   SOLE   311 0 0
HOUSTON WIRE & CABLE CO COM USD.001 COMMON 44244K109 4 1,875 SH   SOLE   1,875 0 0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 15 1,884 SH   SOLE   1,884 0 0
HP INC COM USD1 COMMON 40434L105 8 485 SH   SOLE   485 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 180 6,443 SH   SOLE   6,443 0 0
HUAMI CORP -ADS ADS COMMON 44331K103 30 2,294 SH   SOLE   2,294 0 0
HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 1,238 27,210 SH   SOLE   27,210 0 0
HUBBELL INC COM NPV COMMON 443510607 28 240 SH   SOLE   240 0 0
HUMANA INC COM NPV COMMON 444859102 805 2,562 SH   SOLE   2,562 0 0
HUNT COS FINANCE TRUST INC COM USD.01 COMMON 44558T100 20 10,797 SH   SOLE   10,797 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 11,896 65,227 SH   OTR   45,896 19,331 0
HUNTSMAN CORP COM USD.01 COMMON 447011107 52 3,592 SH   SOLE   3,592 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 78 1,614 SH   SOLE   1,614 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 1 9 SH   SOLE   9 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 32 1,678 SH   SOLE   1,678 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 0 25 SH   SOLE   25 0 0
IDEX CORP COM USD.01 COMMON 45167R104 0 2 SH   SOLE   2 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 1 5 SH   SOLE   5 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 82 15,035 SH   SOLE   15,035 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 492 27,849 SH   SOLE   27,849 0 0
IHS MARKIT LTD COM USD.01 COMMON G47567105 542 9,031 SH   SOLE   9,031 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 31 219 SH   SOLE   219 0 0
ILLUMINA INC COM USD.01 COMMON 452327109 29 105 SH   SOLE   105 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 15,981 1,423,739 SH   SOLE   1,423,739 0 0
INCYTE CORP COM USD.001 COMMON 45337C102 2 23 SH   SOLE   23 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 91 3,559 SH   SOLE   3,559 0 0
INDEPENDENCE REALTY TRUST COM USD0.01 COMMON 45378A106 165 18,401 SH   SOLE   18,401 0 0
INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 350 27,158 SH   SOLE   27,158 0 0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 57 1,682 SH   SOLE   1,682 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 166 64,868 SH   SOLE   64,868 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 10 1,277 SH   SOLE   1,277 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 278 32,724 SH   SOLE   32,724 0 0
ING GROEP NV SPON ADR COMMON 456837103 128 24,929 SH   SOLE   24,929 0 0
INGERSOLL RAND INC COM COMMON 45687V106 119 4,795 SH   SOLE   4,795 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 2,480 68,434 SH   SOLE   68,434 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 468 6,709 SH   SOLE   6,709 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 35 3,008 SH   SOLE   3,008 0 0
INOVALON HOLDINGS INC CL A COM USD.000005 COMMON 45781D101 590 35,276 SH   SOLE   35,276 0 0
INPHI CORP COM USD.001 COMMON 45772F107 269 3,388 SH   SOLE   3,388 0 0
INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 61 1,442 SH   SOLE   1,442 0 0
INSPIRED ENTERTAINMENT COM COMMON 45782N108 20 5,771 SH   SOLE   5,771 0 0
INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 53 1,322 SH   SOLE   1,322 0 0
INSULET CORP COM USD.001 COMMON 45784P101 0 2 SH   SOLE   2 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 183 2,902 SH   SOLE   2,902 0 0
INTEGRA LIFESCIENCES HLDGS COM USD.01 COMMON 457985208 23 503 SH   SOLE   503 0 0
INTEL CORP COM NPV COMMON 458140100 672 12,411 SH   SOLE   12,411 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 76 1,642 SH   SOLE   1,642 0 0
INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 31 382 SH   SOLE   382 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 140 3,309 SH   SOLE   3,309 0 0
INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 2 187 SH   SOLE   187 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 129 7,986 SH   SOLE   7,986 0 0
INTEST CORP COM USD.01 COMMON 461147100 0 16 SH   SOLE   16 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 138 1,247 SH   SOLE   1,247 0 0
INTL FLAVORS & FRAGRANCES COM USD.125 COMMON 459506101 2 15 SH   SOLE   15 0 0
INTL PAPER CO COM USD1 COMMON 460146103 8,601 276,150 SH   OTR   254,864 21,286 0
INTUIT INC COM NPV COMMON 461202103 44 192 SH   SOLE   192 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 37 75 SH   SOLE   75 0 0
INVESCO QQQ TRUST SERIES 1 COMMON 46090E103 32 170 SH   SOLE   170 0 0
INVESTORS BANCORP INC COM USD.01 COMMON 46146L101 279 34,895 SH   SOLE   34,895 0 0
INVESTORS REAL ESTATE TRUST COM NPV COMMON 461730509 527 9,543 SH   SOLE   9,543 0 0
INVESTORS TITLE CO COM USD1.25 COMMON 461804106 0 3 SH   SOLE   3 0 0
INVITATION HOMES INC COM USD0.01 COMMON 46187W107 28 1,294 SH   SOLE   1,294 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 0 3 SH   SOLE   3 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 0 1 SH   SOLE   1 0 0
ISHARES 0-5 YR HY CORP BOND COMMON 46434V407 78 1,904 SH   SOLE   1,904 0 0
ISHARES 1-3 YEAR TREASURY BO COMMON 464287457 970 11,186 SH   SOLE   11,186 0 0
ISHARES 20 Plus YEAR TREASURY BO COMMON 464287432 185 1,124 SH   SOLE   1,124 0 0
ISHARES 3-7 YEAR TREASURY BO COMMON 464288661 1,378 10,334 SH   SOLE   10,334 0 0
ISHARES 7-10 YEAR TREASURY B COMMON 464287440 676 5,567 SH   SOLE   5,567 0 0
ISHARES BROAD USD HIGH YIELD COMMON 46435U853 18 508 SH   SOLE   508 0 0
ISHARES CORE S&P 500 ETF COMMON 464287200 45 173 SH   SOLE   173 0 0
ISHARES CORE U.S. AGGREGATE COMMON 464287226 7,120 61,703 SH   SOLE   61,703 0 0
ISHARES CORE US REIT ETF COMMON 464288521 9 220 SH   SOLE   220 0 0
ISHARES EDGE MSCI MIN VOL EA COMMON 46429B689 1 11 SH   SOLE   11 0 0
ISHARES EXPONENTIAL TECH ETF COMMON 46434V381 95 2,667 SH   SOLE   2,667 0 0
ISHARES GOLD TRUST COMMON 464285105 1 84 SH   SOLE   84 0 0
ISHARES IBOXX INVESTMENT GRA COMMON 464287242 730 5,913 SH   SOLE   5,913 0 0
ISHARES INC CORE MSCI EMKT COMMON 46434G103 19 470 SH   SOLE   470 0 0
ISHARES LONG-TERM CORPORATE COMMON 464289511 24 374 SH   SOLE   374 0 0
ISHARES MSCI ACWI ETF COMMON 464288257 174 2,787 SH   SOLE   2,787 0 0
ISHARES NATIONAL MUNI BOND E COMMON 464288414 93 820 SH   SOLE   820 0 0
ISHARES PREFERRED & INCOME S COMMON 464288687 4 131 SH   SOLE   131 0 0
ISHARES RUSSELL 1000 ETF COMMON 464287622 54 379 SH   SOLE   379 0 0
ISHARES RUSSELL 1000 GROWTH COMMON 464287614 21 137 SH   SOLE   137 0 0
ISHARES RUSSELL 1000 VALUE E COMMON 464287598 1,760 17,747 SH   SOLE   17,747 0 0
ISHARES RUSSELL MID-CAP GROW COMMON 464287481 23 189 SH   SOLE   189 0 0
ISHARES S&P MID-CAP 400 GROW COMMON 464287606 71 400 SH   SOLE   400 0 0
ISHARES SHORT TREASURY BOND COMMON 464288679 1,317 11,864 SH   SOLE   11,864 0 0
ISHARES SHORT-TERM CORPORATE COMMON 464288646 2,674 51,067 SH   SOLE   51,067 0 0
ISHARES TIPS BOND ETF COMMON 464287176 45 381 SH   SOLE   381 0 0
ISHARES TR EAFE SML CP ETF COMMON 464288273 0 3 SH   SOLE   3 0 0
ISHARES TR MSCI ACWI EX US COMMON 464288240 18 465 SH   SOLE   465 0 0
ISHARES TR MSCI EMG MKT ETF COMMON 464287234 4 127 SH   SOLE   127 0 0
ISTAR INC COM USD.001 COMMON 45031U101 258 24,203 SH   SOLE   24,203 0 0
ITRON INC COM USD.01 COMMON 465741106 106 1,894 SH   SOLE   1,894 0 0
IVERIC BIO INC COM USD0.001 COMMON 46583P102 239 69,066 SH   SOLE   69,066 0 0
J JILL INC COMUSD0.01 COMMON 46620W102 6 9,983 SH   SOLE   9,983 0 0
J2 GLOBAL INC COM USD.01 COMMON 48123V102 318 4,234 SH   SOLE   4,234 0 0
JABIL INC COM USD.001 COMMON 466313103 2,311 93,954 SH   SOLE   93,954 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 1 9 SH   SOLE   9 0 0
JAZZ PHARMACEUTICALS PLC COM USD.0001 COMMON G50871105 0 5 SH   SOLE   5 0 0
JD.COM INC -ADR ADR COMMON 47215P106 184 4,556 SH   SOLE   4,556 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 46 3,320 SH   SOLE   3,320 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 1,446 11,025 SH   SOLE   11,025 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 37,299 1,382,438 SH   OTR   1,094,256 288,182 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 1,880 18,617 SH   SOLE   18,617 0 0
JOYY INC -ADR ADR COMMON 46591M109 133 2,508 SH   SOLE   2,508 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 13,655 151,612 SH   OTR   128,153 23,459 0
JUMEI INTL HOLDING LTD -ADR ADR COMMON 48138L206 11 589 SH   SOLE   589 0 0
K12 INC COM USD.0001 COMMON 48273U102 1 63 SH   SOLE   63 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 186 31,966 SH   SOLE   31,966 0 0
KANSAS CITY SOUTHERN COM NPV COMMON 485170302 1 9 SH   SOLE   9 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 1,227 45,125 SH   SOLE   45,125 0 0
KBR INC COM USD.001 COMMON 48242W106 62 2,984 SH   SOLE   2,984 0 0
KELLOGG CO COM USD.25 COMMON 487836108 3 52 SH   SOLE   52 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 9 124 SH   SOLE   124 0 0
KEYCORP COM USD1 COMMON 493267108 861 82,980 SH   SOLE   82,980 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 59 709 SH   SOLE   709 0 0
KFORCE INC COM USD.01 COMMON 493732101 2,033 79,521 SH   SOLE   79,521 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 0 19 SH   SOLE   19 0 0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 719 60,202 SH   SOLE   60,202 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 1,717 13,412 SH   SOLE   13,412 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 0 46 SH   SOLE   46 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 11 787 SH   SOLE   787 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 4,082 1,023,965 SH   SOLE   1,023,965 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 7,671 262,311 SH   SOLE   262,311 0 0
KKR & CO INC COM CL A COMMON 48251W104 14 608 SH   SOLE   608 0 0
KLA CORP COM USD.001 COMMON 482480100 4 31 SH   SOLE   31 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 310 21,265 SH   SOLE   21,265 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 355 8,838 SH   SOLE   8,838 0 0
KONTOOR BRANDS INC COM COMMON 50050N103 0 6 SH   SOLE   6 0 0
KRAFT HEINZ CO COM USD.01 COMMON 500754106 2 83 SH   SOLE   83 0 0
KROGER CO COM USD1 COMMON 501044101 5,660 187,914 SH   SOLE   187,914 0 0
KT CORP SPON ADR COMMON 48268K101 79 10,195 SH   SOLE   10,195 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 52 2,476 SH   SOLE   2,476 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 401 2,228 SH   SOLE   2,228 0 0
LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 1 8 SH   SOLE   8 0 0
LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 177 11,382 SH   SOLE   11,382 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 5,639 23,483 SH   OTR   20,301 3,182 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 1 25 SH   SOLE   25 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 16 274 SH   SOLE   274 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 95 4,651 SH   SOLE   4,651 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 112 1,168 SH   SOLE   1,168 0 0
LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 233 18,200 SH   SOLE   18,200 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 0 6 SH   SOLE   6 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 821 45,896 SH   SOLE   45,896 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 1,885 11,832 SH   SOLE   11,832 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 394 14,701 SH   SOLE   14,701 0 0
LCNB CORP COM NPV COMMON 50181P100 30 2,424 SH   SOLE   2,424 0 0
LEAR CORP COM NPV COMMON 521865204 500 6,156 SH   SOLE   6,156 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 29 29,314 SH   SOLE   29,314 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 12,906 140,580 SH   SOLE   140,580 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 1,741 45,580 SH   SOLE   45,580 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 22 122 SH   SOLE   122 0 0
LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 4 1,926 SH   SOLE   1,926 0 0
LEXINGTON REALTY TRUST COM USD.0001 COMMON 529043101 4 416 SH   SOLE   416 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 257 1,826 SH   SOLE   1,826 0 0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01 COMMON 531229607 13 411 SH   SOLE   411 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 3 27 SH   SOLE   27 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 61 5,917 SH   SOLE   5,917 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 264 3,628 SH   SOLE   3,628 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 109,012 785,186 SH   OTR   612,970 172,216 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 3 121 SH   SOLE   121 0 0
LINDE PLC COM NPV COMMON G5494J103 104 601 SH   SOLE   601 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
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 3 103 SH   SOLE   103 0 0
LKQ CORP COM COMMON 501889208 214 10,458 SH   SOLE   10,458 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 187 123,947 SH   SOLE   123,947 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 245 723 SH   SOLE   723 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 0 17 SH   SOLE   17 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 52 603 SH   SOLE   603 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 156 2,868 SH   SOLE   2,868 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 273 72,461 SH   SOLE   72,461 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 6 33 SH   SOLE   33 0 0
LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 220 2,974 SH   SOLE   2,974 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 222 8,020 SH   SOLE   8,020 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 78 12,643 SH   SOLE   12,643 0 0
LUTHER BURBANK CORP COM COMMON 550550107 1 67 SH   SOLE   67 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 5,473 110,210 SH   OTR   75,982 34,228 0
M & T BANK CORP COM USD5 COMMON 55261F104 4,600 44,476 SH   OTR   38,133 6,343 0
M/I HOMES INC COM USD.01 COMMON 55305B101 290 17,479 SH   SOLE   17,479 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 85 5,565 SH   SOLE   5,565 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 82 7,993 SH   SOLE   7,993 0 0
MADDEN STEVEN LTD COM USD.0001 COMMON 556269108 110 4,697 SH   SOLE   4,697 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 23,692 747,160 SH   SOLE   747,160 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 298 10,355 SH   SOLE   10,355 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 255 5,109 SH   SOLE   5,109 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 1 10 SH   SOLE   10 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 19,870 1,593,466 SH   SOLE   1,593,466 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 10 407 SH   SOLE   407 0 0
MARCUS & MILLICHAP INC COM USD.0001 COMMON 566324109 195 7,164 SH   SOLE   7,164 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 85 10,462 SH   SOLE   10,462 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 29 87 SH   SOLE   87 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 48 4,281 SH   SOLE   4,281 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 9 119 SH   SOLE   119 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 142 2,548 SH   SOLE   2,548 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 39 451 SH   SOLE   451 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 152 7,367 SH   SOLE   7,367 0 0
MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 2 8 SH   SOLE   8 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 2 89 SH   SOLE   89 0 0
MASIMO CORP COM USD.001 COMMON 574795100 57 321 SH   SOLE   321 0 0
MASTEC INC COM USD.1 COMMON 576323109 3,563 108,585 SH   SOLE   108,585 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 80 6,249 SH   SOLE   6,249 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 2,350 9,730 SH   SOLE   9,730 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 242 25,538 SH   SOLE   25,538 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 1 21 SH   SOLE   21 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 2 15 SH   SOLE   15 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 158 954 SH   SOLE   954 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 57,364 423,586 SH   OTR   340,274 83,312 0
MECHEL PAO ADR NPV COMMON 583840608 253 177,745 SH   SOLE   177,745 0 0
MEDIACO HOLDING INC COM CL A COMMON 58450D104 0 22 SH   SOLE   22 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 62 3,568 SH   SOLE   3,568 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 366 31,413 SH   SOLE   31,413 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 417 5,665 SH   SOLE   5,665 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 770 8,534 SH   SOLE   8,534 0 0
MEI PHARMA INC COM COMMON 55279B202 0 1 SH   SOLE   1 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 1 105 SH   SOLE   105 0 0
MERCHANTS BANCORP COM COMMON 58844R108 186 12,372 SH   SOLE   12,372 0 0
MERCK & CO COM NPV COMMON 58933Y105 204 2,652 SH   SOLE   2,652 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 1,080 26,505 SH   SOLE   26,505 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 1,294 35,408 SH   SOLE   35,408 0 0
MERITOR INC COM USD1 COMMON 59001K100 28 2,112 SH   SOLE   2,112 0 0
MESA LABORATORIES INC COM NPV COMMON 59064R109 305 1,344 SH   SOLE   1,344 0 0
METHANEX CORP COM NPV COMMON 59151K108 1,688 139,677 SH   SOLE   139,677 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 224 8,429 SH   SOLE   8,429 0 0
METLIFE INC COM COMMON 59156R108 69,085 2,257,797 SH   OTR   1,694,872 562,925 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 3 4 SH   SOLE   4 0 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 0 43 SH   SOLE   43 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 1,126 26,731 SH   SOLE   26,731 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 3,509 22,246 SH   SOLE   22,246 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 101 5,013 SH   SOLE   5,013 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 36 345 SH   SOLE   345 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 33 2,067 SH   SOLE   2,067 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 259 14,797 SH   SOLE   14,797 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 393 17,659 SH   SOLE   17,659 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 120 32,764 SH   SOLE   32,764 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 36 15,513 SH   SOLE   15,513 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1 11 SH   SOLE   11 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 182 24,002 SH   SOLE   24,002 0 0
MODEL N INC COM USD.00015 COMMON 607525102 429 19,260 SH   SOLE   19,260 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 0 2 SH   SOLE   2 0 0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 47 1,212 SH   SOLE   1,212 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 78 1,551 SH   SOLE   1,551 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 3 56 SH   SOLE   56 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 5 24 SH   SOLE   24 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 25,879 760,663 SH   OTR   632,902 127,761 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 16 121 SH   SOLE   121 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 555 75,753 SH   SOLE   75,753 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 25 85 SH   SOLE   85 0 0
MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 499 48,937 SH   SOLE   48,937 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 178 7,404 SH   SOLE   7,404 0 0
MURPHY USA INC COM USD.01 COMMON 626755102 239 2,829 SH   SOLE   2,829 0 0
MVB FINANCIAL CORP COM COMMON 553810102 139 10,886 SH   SOLE   10,886 0 0
NACCO INDUSTRIES -CL A CL A COM USD1 COMMON 629579103 1 18 SH   SOLE   18 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 76 5,019 SH   SOLE   5,019 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 55 905 SH   SOLE   905 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 121 37,176 SH   SOLE   37,176 0 0
NATIONAL GRID SPON ADR COMMON 636274409 68 1,166 SH   SOLE   1,166 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 26 356 SH   SOLE   356 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 370 8,093 SH   SOLE   8,093 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 0 6 SH   SOLE   6 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 5 174 SH   SOLE   174 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 4 695 SH   SOLE   695 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 180 21,191 SH   SOLE   21,191 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 115 14,459 SH   SOLE   14,459 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 97 12,802 SH   SOLE   12,802 0 0
NCR CORP COM USD5 COMMON 62886E108 4 242 SH   SOLE   242 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 156 2,323 SH   SOLE   2,323 0 0
NETAPP INC COM NPV COMMON 64110D104 28 683 SH   SOLE   683 0 0
NETEASE INC SPONSORED ADR COMMON 64110W102 19 58 SH   SOLE   58 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 225 599 SH   SOLE   599 0 0
NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 21 867 SH   SOLE   867 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 0 69 SH   SOLE   69 0 0
NEVRO CORP COM USD0.001 COMMON 64157F103 628 6,255 SH   SOLE   6,255 0 0
NEW HOME CO INC COM USD.01 COMMON 645370107 28 20,524 SH   SOLE   20,524 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 234 2,163 SH   SOLE   2,163 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 58 22,540 SH   SOLE   22,540 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 61 1,994 SH   SOLE   1,994 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 2,011 471,497 SH   SOLE   471,497 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 81 211 SH   SOLE   211 0 0
NEWMONT CORP COM USD1.6 COMMON 651639106 884 19,509 SH   SOLE   19,509 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 2,207 38,198 SH   SOLE   38,198 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 141 584 SH   SOLE   584 0 0
NI HOLDINGS INC COM COMMON 65342T106 14 1,055 SH   SOLE   1,055 0 0
NICE LTD SPON ADR COMMON 653656108 7 46 SH   SOLE   46 0 0
NICOLET BANKSHARES INC COM USD.01 COMMON 65406E102 0 7 SH   SOLE   7 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 124 1,501 SH   SOLE   1,501 0 0
NOKIA CORP SPON ADR COMMON 654902204 1 245 SH   SOLE   245 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 396 92,757 SH   SOLE   92,757 0 0
NORBORD INC COM NPV COMMON 65548P403 3,263 277,805 SH   SOLE   277,805 0 0
NORDIC AMERICAN TANKERS LTD COM USD.01 COMMON G65773106 80 17,584 SH   SOLE   17,584 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 23 156 SH   SOLE   156 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 38 3,267 SH   SOLE   3,267 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 84 11,350 SH   SOLE   11,350 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 2 26 SH   SOLE   26 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 183 6,771 SH   SOLE   6,771 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 52 173 SH   SOLE   173 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 1 109 SH   SOLE   109 0 0
NORWOOD FINANCIAL CORP COM USD.1 COMMON 669549107 1 32 SH   SOLE   32 0 0
NOVAGOLD RESOURCES LTD COM NPV COMMON 66987E206 222 29,996 SH   SOLE   29,996 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 1,147 13,908 SH   SOLE   13,908 0 0
NOVO NORDISK A/S ADR COMMON 670100205 191 3,168 SH   SOLE   3,168 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 81 1,194 SH   SOLE   1,194 0 0
NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 187 11,108 SH   SOLE   11,108 0 0
NUCOR CORP COM USD.4 COMMON 670346105 75 2,082 SH   SOLE   2,082 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 1 37 SH   SOLE   37 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 151 2,973 SH   SOLE   2,973 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 670 2,542 SH   SOLE   2,542 0 0
NVR INC COM USD.01 COMMON 62944T105 21 8 SH   SOLE   8 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 46,785 563,540 SH   OTR   442,272 121,268 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 0 8 SH   SOLE   8 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 1,403 51,464 SH   SOLE   51,464 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 362 10,853 SH   SOLE   10,853 0 0
OKTA INC CL A COM USD0.0001 COMMON 679295105 3 22 SH   SOLE   22 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 509 3,877 SH   SOLE   3,877 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 61 4,018 SH   SOLE   4,018 0 0
OLIN CORP COM USD1 COMMON 680665205 54 4,660 SH   SOLE   4,660 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 336 32,502 SH   SOLE   32,502 0 0
OMNICELL INC COM NPV COMMON 68213N109 0 4 SH   SOLE   4 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 1,041 18,957 SH   SOLE   18,957 0 0
ON DECK CAPITAL INC COM USD.01 COMMON 682163100 2 991 SH   SOLE   991 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 60 4,804 SH   SOLE   4,804 0 0
ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 7 5,056 SH   SOLE   5,056 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 1 36 SH   SOLE   36 0 0
ONEOK INC COM NPV COMMON 682680103 2 80 SH   SOLE   80 0 0
OP BANCORP COM COMMON 67109R109 201 27,376 SH   SOLE   27,376 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 386 19,568 SH   SOLE   19,568 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 40,751 842,610 SH   OTR   701,153 141,457 0
ORANGE SPON ADR COMMON 684060106 25 2,045 SH   SOLE   2,045 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 4 13 SH   SOLE   13 0 0
ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 210 56,670 SH   SOLE   56,670 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 278 4,708 SH   SOLE   4,708 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 0 20 SH   SOLE   20 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 0 5 SH   SOLE   5 0 0
OSI SYSTEMS INC COM NPV COMMON 671044105 509 7,356 SH   SOLE   7,356 0 0
OUTFRONT MEDIA INC COM USD.01 COMMON 69007J106 0 27 SH   SOLE   27 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 149 4,829 SH   SOLE   4,829 0 0
PACCAR INC COM USD12 COMMON 693718108 3 50 SH   SOLE   50 0 0
PACIFIC PREMIER BANCORP INC COM USD8 COMMON 69478X105 604 32,066 SH   SOLE   32,066 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 742 8,544 SH   SOLE   8,544 0 0
PAN AMERICAN SILVER CORP COM NPV COMMON 697900108 3,742 261,956 SH   SOLE   261,956 0 0
PARETEUM CORP COM NPV COMMON 69946T207 0 1 SH   SOLE   1 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 2 13 SH   SOLE   13 0 0
PARTY CITY HOLDCO INC COM USD.01 COMMON 702149105 0 1 SH   SOLE   1 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 105 6,812 SH   SOLE   6,812 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 18 288 SH   SOLE   288 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 13 62 SH   SOLE   62 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 277 3,120 SH   SOLE   3,120 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 110 1,148 SH   SOLE   1,148 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 142 20,087 SH   SOLE   20,087 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 60 1,448 SH   SOLE   1,448 0 0
PCB BANCORP COM COMMON 69320M109 0 26 SH   SOLE   26 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 378 56,791 SH   SOLE   56,791 0 0
PDL BIOPHARMA INC COM USD.01 COMMON 69329Y104 231 81,761 SH   SOLE   81,761 0 0
PEABODY ENERGY CORP WHEN ISSUED COMMON 704551100 5 1,879 SH   SOLE   1,879 0 0
PENNS WOODS BANCORP INC COM USD10. COMMON 708430103 29 1,187 SH   SOLE   1,187 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 213 9,595 SH   SOLE   9,595 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 23 1,154 SH   SOLE   1,154 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 928 7,729 SH   SOLE   7,729 0 0
PERDOCEO EDUCATION CORP COM USD.01 COMMON 71363P106 135 12,447 SH   SOLE   12,447 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 500 18,397 SH   SOLE   18,397 0 0
PERION NETWORK LTD ORD USD COMMON M78673114 87 17,756 SH   SOLE   17,756 0 0
PERKINELMER INC COM USD1 COMMON 714046109 0 3 SH   SOLE   3 0 0
PERMA-PIPE INTERNATIONAL HOL COM USD.01 COMMON 714167103 21 3,360 SH   SOLE   3,360 0 0
PERSPECTA INC When Issued COMMON 715347100 501 27,374 SH   SOLE   27,374 0 0
PETMED EXPRESS INC COM USD.001 COMMON 716382106 294 10,183 SH   SOLE   10,183 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 73 2,027 SH   SOLE   2,027 0 0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 169 30,756 SH   SOLE   30,756 0 0
PFIZER INC COM USD.1 COMMON 717081103 41,701 1,276,677 SH   OTR   1,017,225 259,452 0
PFSWEB INC COM USD.001 COMMON 717098206 70 23,531 SH   SOLE   23,531 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 344 4,721 SH   SOLE   4,721 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 9,889 184,136 SH   OTR   128,703 55,433 0
PICO HOLDINGS INC COM USD.1 COMMON 693366205 191 24,542 SH   SOLE   24,542 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 1,011 57,244 SH   SOLE   57,244 0 0
PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 132 7,258 SH   SOLE   7,258 0 0
PINDUODUO INC -ADR ADR COMMON 722304102 113 3,126 SH   SOLE   3,126 0 0
PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 0 4 SH   SOLE   4 0 0
PLYMOUTH INDL REIT INC COM USD.01 COMMON 729640102 17 1,567 SH   SOLE   1,567 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 4,582 47,867 SH   OTR   46,017 1,850 0
POINTS INTERNATIONAL LTD COM COMMON 730843208 80 9,765 SH   SOLE   9,765 0 0
POOL CORP COM USD.001 COMMON 73278L105 0 1 SH   SOLE   1 0 0
POPULAR INC COM USD5 COMMON 733174700 33 943 SH   SOLE   943 0 0
POSCO SPON ADR COMMON 693483109 1,431 43,820 SH   SOLE   43,820 0 0
POTBELLY CORP COM USD.01 COMMON 73754Y100 70 22,817 SH   SOLE   22,817 0 0
POWELL INDUSTRIES INC COM USD.01 COMMON 739128106 247 9,590 SH   SOLE   9,590 0 0
PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 3 38 SH   SOLE   38 0 0
PPL CORP COM NPV COMMON 69351T106 0 12 SH   SOLE   12 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 219 4,401 SH   SOLE   4,401 0 0
PRESTIGE CONSUMER HEALTHCARE COM USD.01 COMMON 74112D101 3,473 94,581 SH   SOLE   94,581 0 0
PRETIUM RESOURCES INC COM NPV COMMON 74139C102 542 95,603 SH   SOLE   95,603 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 7 70 SH   SOLE   70 0 0
PRIMEENERGY RESOURCES CORP COM USD.1 COMMON 74158E104 47 627 SH   SOLE   627 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 2,106 19,143 SH   SOLE   19,143 0 0
PRO-DEX INC/CO COM NPV COMMON 74265M205 88 5,450 SH   SOLE   5,450 0 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 16 20,611 SH   SOLE   20,611 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 1,137 15,391 SH   SOLE   15,391 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 37 460 SH   SOLE   460 0 0
PROSPERITY BANCSHARES INC COM NPV COMMON 743606105 5 112 SH   SOLE   112 0 0
PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 5 328 SH   SOLE   328 0 0
PROVIDENT FINANCIAL HOLDINGS COM USD.01 COMMON 743868101 4 237 SH   SOLE   237 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 501 9,611 SH   SOLE   9,611 0 0
PRUDENTIAL PLC ADR COMMON 74435K204 34 1,389 SH   SOLE   1,389 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 14 102 SH   SOLE   102 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 66 10,936 SH   SOLE   10,936 0 0
PUBLIC SERVICE ENTRP GRP INC COM NPV COMMON 744573106 9 190 SH   SOLE   190 0 0
PUBLIC STORAGE COM USD.1 COMMON 74460D109 15 77 SH   SOLE   77 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 2,145 96,083 SH   SOLE   96,083 0 0
PURPLE INNOVATION INC COM CL A USD.0001 COMMON 74640Y106 24 4,247 SH   SOLE   4,247 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 135 30,124 SH   SOLE   30,124 0 0
QCR HOLDINGS INC COM USD1 COMMON 74727A104 54 1,978 SH   SOLE   1,978 0 0
QIAGEN NV COM NLG.03 COMMON N72482123 7 166 SH   SOLE   166 0 0
QORVO INC COM NPV COMMON 74736K101 805 9,981 SH   SOLE   9,981 0 0
QTS REALTY TRUST INC CL A COM USD0.01 COMMON 74736A103 5 86 SH   SOLE   86 0 0
QUAD/GRAPHICS INC CL A COM USD.025 COMMON 747301109 0 108 SH   SOLE   108 0 0
QUALCOMM INC COM USD.0001 COMMON 747525103 48,716 719,523 SH   OTR   560,004 159,519 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 4 44 SH   SOLE   44 0 0
QUIDEL CORP COM NPV COMMON 74838J101 904 9,204 SH   SOLE   9,204 0 0
RADIANT LOGISTICS INC UNIT COMMON 75025X100 572 147,750 SH   SOLE   147,750 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 17 254 SH   SOLE   254 0 0
RAYMOND JAMES FINANCIAL CORP COM USD.01 COMMON 754730109 1,100 17,400 SH   SOLE   17,400 0 0
RAYTHEON CO COM USD1 COMMON 755111507 18 134 SH   SOLE   134 0 0
RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 91 4,162 SH   SOLE   4,162 0 0
REALTY INCOME CORP COM USD1 COMMON 756109104 0 9 SH   SOLE   9 0 0
REATA PHARMACEUTICALS INC CL A COM NPV COMMON 75615P103 201 1,388 SH   SOLE   1,388 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 131 2,077 SH   SOLE   2,077 0 0
REGENCY CENTERS CORP COM USD.01 COMMON 758849103 19,501 507,160 SH   OTR   372,087 135,073 0
REGENERON PHARMACEUTICALS COM USD.001 COMMON 75886F107 43 88 SH   SOLE   88 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 20,346 2,265,764 SH   OTR   1,729,692 536,072 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 48 574 SH   SOLE   574 0 0
RELIANCE STEEL & ALUMINUM CO COM NPV COMMON 759509102 3,692 42,145 SH   SOLE   42,145 0 0
RELX PLC SP ADR COMMON 759530108 72 3,348 SH   SOLE   3,348 0 0
RENASANT CORP COM USD5 COMMON 75970E107 403 18,440 SH   SOLE   18,440 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 88 4,258 SH   SOLE   4,258 0 0
RENT-A-CENTER INC COM USD.01 COMMON 76009N100 1,821 128,702 SH   SOLE   128,702 0 0
REPLIGEN CORP COM USD.01 COMMON 759916109 658 6,791 SH   SOLE   6,791 0 0
REPRO MEDSYSTEMS INC COM USD.01 COMMON 759910102 262 34,725 SH   SOLE   34,725 0 0
REPUBLIC BANCORP INC/KY CL A COM NPV COMMON 760281204 295 8,946 SH   SOLE   8,946 0 0
REPUBLIC SERVICES INC COM USD.01 COMMON 760759100 8 107 SH   SOLE   107 0 0
RESIDEO TECHNOLOGIES COM COMMON 76118Y104 0 6 SH   SOLE   6 0 0
RESMED INC COM USD.004 COMMON 761152107 1,792 12,169 SH   SOLE   12,169 0 0
RESTAURANT BRANDS INTL INC COM USD.01 COMMON 76131D103 79 1,965 SH   SOLE   1,965 0 0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 1 115 SH   SOLE   115 0 0
RETAIL VALUE INC COM COMMON 76133Q102 410 33,421 SH   SOLE   33,421 0 0
RETRACTABLE TECHNOLOGIES INC COM NPV COMMON 76129W105 174 111,767 SH   SOLE   111,767 0 0
REX AMERICAN RESOURCES CORP COM USD.01 COMMON 761624105 239 5,146 SH   SOLE   5,146 0 0
RH COM USD.0001 COMMON 74967X103 203 2,014 SH   SOLE   2,014 0 0
RING ENERGY INC COM USD.001 COMMON 76680V108 0 1 SH   SOLE   1 0 0
RINGCENTRAL INC CL A COM USD.0001 COMMON 76680R206 6 28 SH   SOLE   28 0 0
RIO TINTO GROUP SPON ADR COMMON 767204100 1,361 29,882 SH   SOLE   29,882 0 0
RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 3,752 110,313 SH   SOLE   110,313 0 0
RLI CORP COM USD1 COMMON 749607107 0 4 SH   SOLE   4 0 0
RLJ LODGING TRUST COM USD.01 COMMON 74965L101 76 9,785 SH   SOLE   9,785 0 0
RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 495 18,336 SH   SOLE   18,336 0 0
ROCKWELL AUTOMATION COM USD1 COMMON 773903109 16,897 111,848 SH   OTR   82,210 29,638 0
ROCKY BRANDS INC COM NPV COMMON 774515100 208 10,746 SH   SOLE   10,746 0 0
ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 11 268 SH   SOLE   268 0 0
ROPER TECHNOLOGIES INC COM USD.01 COMMON 776696106 19 60 SH   SOLE   60 0 0
ROSS STORES INC COM USD.01 COMMON 778296103 5 63 SH   SOLE   63 0 0
ROYAL BANK OF CANADA COM NPV COMMON 780087102 184 2,994 SH   SOLE   2,994 0 0
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS COMMON 780097689 383 140,806 SH   SOLE   140,806 0 0
ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 248 7,105 SH   SOLE   7,105 0 0
ROYAL GOLD INC COM USD.01 COMMON 780287108 76 861 SH   SOLE   861 0 0
RPT REALTY SHS BEN INT USD.01 COMMON 74971D101 1 229 SH   SOLE   229 0 0
RYERSON HOLDING CORP COM USD.01 COMMON 783754104 319 59,980 SH   SOLE   59,980 0 0
RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 2 67 SH   SOLE   67 0 0
S&P GLOBAL INC COM USD1 COMMON 78409V104 63 256 SH   SOLE   256 0 0
SAFE BULKERS INC COM USD.001 COMMON Y7388L103 0 1 SH   SOLE   1 0 0
SAGA COMMUNICATIONS -CL A CL A COM USD.01 COMMON 786598300 118 4,290 SH   SOLE   4,290 0 0
SALESFORCE.COM INC COM USD.001 COMMON 79466L302 118 822 SH   SOLE   822 0 0
SALISBURY BANCORP INC COM USD3.33 COMMON 795226109 48 1,564 SH   SOLE   1,564 0 0
SALLY BEAUTY HOLDINGS INC COM USD.01 COMMON 79546E104 47 5,841 SH   SOLE   5,841 0 0
SANDSTORM GOLD LTD COM NPV COMMON 80013R206 533 107,245 SH   SOLE   107,245 0 0
SANDY SPRING BANCORP INC COM USD1 COMMON 800363103 364 16,065 SH   SOLE   16,065 0 0
SANFILIPPO JOHN B&SON COM USD.01 COMMON 800422107 7,119 79,448 SH   SOLE   79,448 0 0
SANMINA CORP COM USD.01 COMMON 801056102 1,142 41,819 SH   SOLE   41,819 0 0
SANOFI SPONSORED ADR COMMON 80105N105 226 5,176 SH   SOLE   5,176 0 0
SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 14 1,010 SH   SOLE   1,010 0 0
SAP SE SPON ADR COMMON 803054204 217 1,962 SH   SOLE   1,962 0 0
SAPIENS INTERNATIONAL CORP COM ANG1 COMMON G7T16G103 196 10,322 SH   SOLE   10,322 0 0
SASOL LTD ADR COMMON 803866300 5 2,583 SH   SOLE   2,583 0 0
SB FINANCIAL GROUP INC COM USD2.5 COMMON 78408D105 0 23 SH   SOLE   23 0 0
SB ONE BANCORP COM NPV COMMON 78413T103 7 417 SH   SOLE   417 0 0
SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 1,446 5,358 SH   SOLE   5,358 0 0
SCANSOURCE INC COM NPV COMMON 806037107 105 4,891 SH   SOLE   4,891 0 0
SCHLUMBERGER LTD COM USD.01 COMMON 806857108 3 222 SH   SOLE   222 0 0
SCHNEIDER NATIONAL INC COM CL B COMMON 80689H102 291 15,057 SH   SOLE   15,057 0 0
SCHWAB (CHARLES) CORP COM USD.01 COMMON 808513105 25 742 SH   SOLE   742 0 0
SCHWAB INTL EQUITY ETF COMMON 808524805 1 49 SH   SOLE   49 0 0
SCHWAB SHORT-TERM US TREAS COMMON 808524862 3 65 SH   SOLE   65 0 0
SCHWAB STRATEGIC TR EMRG MKTEQ ETF COMMON 808524706 1 41 SH   SOLE   41 0 0
SCHWAB STRATEGIC TR SCHWB FDT EMK LG COMMON 808524730 1 34 SH   SOLE   34 0 0
SCHWAB STRATEGIC TR SCHWB FDT INT LG COMMON 808524755 1 50 SH   SOLE   50 0 0
SCHWAB STRATEGIC TR SCHWB FDT INT SC COMMON 808524748 2 68 SH   SOLE   68 0 0
SCHWAB U.S. TIPS ETF COMMON 808524870 1 19 SH   SOLE   19 0 0
SCHWAB US BROAD MARKET ETF COMMON 808524102 7 119 SH   SOLE   119 0 0
SCHWAB US LARGE-CAP VALUE COMMON 808524409 4 99 SH   SOLE   99 0 0
SCHWAB US SMALL-CAP ETF COMMON 808524607 10 188 SH   SOLE   188 0 0
SCHWEITZER-MAUDUIT INTL INC COM USD.1 COMMON 808541106 496 17,821 SH   SOLE   17,821 0 0
SCOTTS MIRACLE-GRO CO CL A COM USD.01 COMMON 810186106 80 774 SH   SOLE   774 0 0
SEADRILL LTD COM COMMON G7998G106 0 1 SH   SOLE   1 0 0
SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 33,870 693,641 SH   OTR   599,347 94,294 0
SEATTLE GENETICS INC COM USD.001 COMMON 812578102 3 22 SH   SOLE   22 0 0
SELECT MEDICAL HOLDINGS CORP COM USD.001 COMMON 81619Q105 143 9,518 SH   SOLE   9,518 0 0
SEMPRA ENERGY COM NPV COMMON 816851109 9 76 SH   SOLE   76 0 0
SENECA FOODS CORP CL A COM NPV COMMON 817070501 703 17,668 SH   SOLE   17,668 0 0
SENSEONICS HLDGS INC COM USD.001 COMMON 81727U105 0 4 SH   SOLE   4 0 0
SERVICE CORP INTERNATIONAL COM USD1 COMMON 817565104 0 6 SH   SOLE   6 0 0
SERVICE PROPERTIES TRUST COM USD.01 COMMON 81761L102 6 1,116 SH   SOLE   1,116 0 0
SERVICEMASTER GLOBAL HLDGS COM USD.01 COMMON 81761R109 0 15 SH   SOLE   15 0 0
SERVICENOW INC COM USD.001 COMMON 81762P102 33 115 SH   SOLE   115 0 0
SHARPS COMPLIANCE CORP COM COMMON 820017101 191 24,191 SH   SOLE   24,191 0 0
SHERWIN-WILLIAMS CO COM USD1 COMMON 824348106 56 122 SH   SOLE   122 0 0
SHINHAN FINANCIAL GROUP LTD SPON ADR COMMON 824596100 83 3,558 SH   SOLE   3,558 0 0
SHOPIFY INC CL A SUB VTG COMMON 82509L107 23 55 SH   SOLE   55 0 0
SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 39 8,215 SH   SOLE   8,215 0 0
SILGAN HOLDINGS INC COM USD.01 COMMON 827048109 10 353 SH   SOLE   353 0 0
SILVERCORP METALS INC COM COMMON 82835P103 7,952 2,444,952 SH   SOLE   2,444,952 0 0
SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 70 7,417 SH   SOLE   7,417 0 0
SIMMONS FIRST NATL CP -CL A CL A COM NPV COMMON 828730200 500 27,191 SH   SOLE   27,191 0 0
SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 3,332 60,680 SH   OTR   44,408 16,272 0
SIMPSON MANUFACTURING INC COM NPV COMMON 829073105 0 5 SH   SOLE   5 0 0
SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 798 22,764 SH   SOLE   22,764 0 0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01 COMMON 829226109 19 1,189 SH   SOLE   1,189 0 0
SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 486 19,875 SH   SOLE   19,875 0 0
SITE CENTERS CORP COM USD.1 COMMON 82981J109 1 225 SH   SOLE   225 0 0
SKYWORKS SOLUTIONS INC COM USD.25 COMMON 83088M102 1,383 15,472 SH   SOLE   15,472 0 0
SLEEP NUMBER CORP COM USD.01 COMMON 83125X103 59 3,101 SH   SOLE   3,101 0 0
SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 393 10,958 SH   SOLE   10,958 0 0
SMUCKER (JM) CO COM NPV COMMON 832696405 905 8,156 SH   SOLE   8,156 0 0
SONOCO PRODUCTS CO COM NPV COMMON 835495102 77 1,658 SH   SOLE   1,658 0 0
SONY CORP ADR COMMON 835699307 1,785 30,162 SH   SOLE   30,162 0 0
SOTHERLY HOTELS INC COM USD.01 COMMON 83600C103 3 1,732 SH   SOLE   1,732 0 0
SOUTHERN CO COM USD5 COMMON 842587107 31 573 SH   SOLE   573 0 0
SOUTHWEST AIRLINES COM USD1 COMMON 844741108 6,006 168,488 SH   SOLE   168,488 0 0
SPDR BBG BARC EM LOCAL BOND COMMON 78464A391 1 36 SH   SOLE   36 0 0
SPDR DJ GLOBAL REAL ESTATE E COMMON 78463X749 2 58 SH   SOLE   58 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK COMMON 78463X509 87 3,040 SH   SOLE   3,040 0 0
SPDR NUV BBG BARC MUNI BOND COMMON 78468R721 14 271 SH   SOLE   271 0 0
SPDR PORTFOLIO TIPS ETF COMMON 78464A656 88 3,030 SH   SOLE   3,030 0 0
SPDR S&P 500 ETF TRUST COMMON 78462F103 70 270 SH   SOLE   270 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL COMMON 78464A300 31 770 SH   SOLE   770 0 0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01 COMMON 848574109 2 67 SH   SOLE   67 0 0
SPIRIT REALTY CAPITAL INC COM USD.01 COMMON 84860W300 5 178 SH   SOLE   178 0 0
SPLUNK INC COM USD.001 COMMON 848637104 2 15 SH   SOLE   15 0 0
SPORTSMANS WAREHOUSE HLDGS COM USD.01 COMMON 84920Y106 128 20,806 SH   SOLE   20,806 0 0
SPOTIFY TECHNOLOGY SA COM COMMON L8681T102 0 2 SH   SOLE   2 0 0
SPX CORP COM USD1 COMMON 784635104 857 26,144 SH   SOLE   26,144 0 0
SQUARE INC CL A COM USD.0000001 COMMON 852234103 1 12 SH   SOLE   12 0 0
ST JOE CO COM USD100 COMMON 790148100 110 6,546 SH   SOLE   6,546 0 0
STANTEC INC COM NPV COMMON 85472N109 4,444 174,907 SH   SOLE   174,907 0 0
STARBUCKS CORP COM NPV COMMON 855244109 57,735 877,654 SH   OTR   688,983 188,671 0
STATE STREET CORP COM USD1 COMMON 857477103 7,363 138,182 SH   OTR   135,137 3,045 0
STEEL DYNAMICS INC COM USD.01 COMMON 858119100 2 71 SH   SOLE   71 0 0
STEELCASE INC CL A COM NPV COMMON 858155203 115 11,606 SH   SOLE   11,606 0 0
STEPAN CO COM USD1 COMMON 858586100 278 3,132 SH   SOLE   3,132 0 0
STERIS PLC COM NPV COMMON G8473T100 1,968 14,050 SH   SOLE   14,050 0 0
STERLING BANCORP COM USD.1 COMMON 85917A100 20 1,911 SH   SOLE   1,911 0 0
STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 30 3,134 SH   SOLE   3,134 0 0
STIFEL FINANCIAL CORP COM USD.15 COMMON 860630102 863 20,916 SH   SOLE   20,916 0 0
STMICROELECTRONICS NV ADR COMMON 861012102 10 491 SH   SOLE   491 0 0
STONERIDGE INC COM NPV COMMON 86183P102 0 22 SH   SOLE   22 0 0
STORE CAPITAL CORP COM USD.01 COMMON 862121100 3 185 SH   SOLE   185 0 0
STRATEGIC EDUCATION INC COM USD.01 COMMON 86272C103 1 4 SH   SOLE   4 0 0
STRATTEC SECURITY CORP COM USD.01 COMMON 863111100 38 2,632 SH   SOLE   2,632 0 0
STRYKER CORP COM USD10 COMMON 863667101 26 154 SH   SOLE   154 0 0
SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 343 71,627 SH   SOLE   71,627 0 0
SUMMIT HOTEL PROPERTIES INC COM USD.01 COMMON 866082100 1,139 269,844 SH   SOLE   269,844 0 0
SUN COMMUNITIES INC COM USD.01 COMMON 866674104 0 1 SH   SOLE   1 0 0
SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 19,882 622,488 SH   SOLE   622,488 0 0
SUNCOR ENERGY INC COM NPV COMMON 867224107 8,286 522,947 SH   SOLE   522,947 0 0
SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 990 113,664 SH   SOLE   113,664 0 0
SUPERIOR GROUP OF COS INC COM USD1 COMMON 868358102 49 5,787 SH   SOLE   5,787 0 0
SUPERIOR INDUSTRIES INTL COM USD.5 COMMON 868168105 45 37,546 SH   SOLE   37,546 0 0
SYKES ENTERPRISES INC COM USD.01 COMMON 871237103 557 20,499 SH   SOLE   20,499 0 0
SYNAPTICS INC COM NPV COMMON 87157D109 3,818 65,858 SH   SOLE   65,858 0 0
SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 39,747 2,468,248 SH   OTR   1,970,965 497,283 0
SYNEOS HEALTH INC CL A COM NPV COMMON 87166B102 45 1,127 SH   SOLE   1,127 0 0
SYNNEX CORP COM USD.001 COMMON 87162W100 169 2,311 SH   SOLE   2,311 0 0
SYNOPSYS INC COM USD.01 COMMON 871607107 869 6,746 SH   SOLE   6,746 0 0
SYSCO CORP COM USD1 COMMON 871829107 1,370 30,019 SH   SOLE   30,019 0 0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR COMMON 874039100 935 19,570 SH   SOLE   19,570 0 0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR COMMON 874060205 63 4,145 SH   SOLE   4,145 0 0
TAKE-TWO INTERACTIVE SFTWR COM USD.01 COMMON 874054109 2 21 SH   SOLE   21 0 0
TAL EDUCATION GROUP ADS COMMON 874080104 1 14 SH   SOLE   14 0 0
TANGER FACTORY OUTLET CTRS COM USD.01 COMMON 875465106 423 84,622 SH   SOLE   84,622 0 0
TARGET CORP COM USD1 COMMON 87612E106 5,098 54,807 SH   SOLE   54,807 0 0
TARO PHARMACEUTICL INDS LTD ORD NIS.0001 COMMON M8737E108 14 223 SH   SOLE   223 0 0
TATA MOTORS LTD SPONSORED ADR COMMON 876568502 1 107 SH   SOLE   107 0 0
TAYLOR MORRISON HOME CORP COM USD.01 COMMON 87724P106 0 38 SH   SOLE   38 0 0
TC ENERGY CORP COM NPV COMMON 87807B107 42 938 SH   SOLE   938 0 0
TCF FINANCIAL CORP COM USD.01 COMMON 872307103 84 3,690 SH   SOLE   3,690 0 0
TECHNOLOGY SELECT SECT SPDR COMMON 81369Y803 22 277 SH   SOLE   277 0 0
TECK RESOURCES LTD CL B COM NPV SVTG COMMON 878742204 2,086 277,147 SH   SOLE   277,147 0 0
TEGNA INC COM USD1 COMMON 87901J105 297 27,360 SH   SOLE   27,360 0 0
TELADOC HEALTH INC COM USD.001 COMMON 87918A105 566 3,637 SH   SOLE   3,637 0 0
TELEDYNE TECHNOLOGIES INC COM USD.01 COMMON 879360105 31 104 SH   SOLE   104 0 0
TELEFLEX INC COM USD1 COMMON 879369106 157 537 SH   SOLE   537 0 0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR COMMON 294821608 3 359 SH   SOLE   359 0 0
TELEFONICA BRASIL SA SPONS ADR PFD COMMON 87936R106 27 2,879 SH   SOLE   2,879 0 0
TELEFONICA SA ADR COMMON 879382208 23 4,997 SH   SOLE   4,997 0 0
TERADYNE INC COM USD.125 COMMON 880770102 23,387 431,252 SH   OTR   340,324 90,928 0
TERNIUM SA -ADR ADS USD COMMON 880890108 27 2,287 SH   SOLE   2,287 0 0
TESLA INC COM USD.001 COMMON 88160R101 53 101 SH   SOLE   101 0 0
TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 72 14,786 SH   SOLE   14,786 0 0
TETRA TECH INC COM USD.01 COMMON 88162G103 1,033 14,576 SH   SOLE   14,576 0 0
TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 102 1,017 SH   SOLE   1,017 0 0
TEXAS ROADHOUSE INC COM USD.001 COMMON 882681109 39 929 SH   SOLE   929 0 0
TEXTRON INC COM USD.125 COMMON 883203101 12,549 470,488 SH   OTR   288,768 181,720 0
TFI INTERNATIONAL INC COM COMMON 87241L109 14,074 642,464 SH   SOLE   642,464 0 0
THE UNILEVER GROUP NY SHS USD20 ADR COMMON 904784709 279 5,712 SH   SOLE   5,712 0 0
THERMO FISHER SCIENTIFIC INC COM USD1 COMMON 883556102 5,778 20,373 SH   SOLE   20,373 0 0
THOMSON-REUTERS CORP COM NPV COMMON 884903709 18,136 268,077 SH   SOLE   268,077 0 0
THOR INDUSTRIES INC COM USD.01 COMMON 885160101 2 45 SH   SOLE   45 0 0
TIFFANY & CO COM USD.01 COMMON 886547108 2 17 SH   SOLE   17 0 0
TILLY'S INC CL A COM NPV COMMON 886885102 0 68 SH   SOLE   68 0 0
TIM PARTICIPACOES SA SPONS ADR COMMON 88706P205 193 15,895 SH   SOLE   15,895 0 0
TIMKEN CO COM NPV COMMON 887389104 0 9 SH   SOLE   9 0 0
TIPTREE INC COM COMMON 88822Q103 152 29,130 SH   SOLE   29,130 0 0
TITAN INTERNATIONAL INC COM NPV COMMON 88830M102 0 1 SH   SOLE   1 0 0
TJX COS INC (THE) COM USD1 COMMON 872540109 45 944 SH   SOLE   944 0 0
T-MOBILE US INC COM COMMON 872590104 1,696 20,217 SH   SOLE   20,217 0 0
TOPBUILD CORP COM USD1 COMMON 89055F103 1,093 15,203 SH   SOLE   15,203 0 0
TORONTO DOMINION BANK COM NPV COMMON 891160509 80 1,880 SH   SOLE   1,880 0 0
TOTAL SA SPON ADR COMMON 89151E109 945 25,381 SH   SOLE   25,381 0 0
TOWNSQUARE MEDIA INC CL A COM USD0.01 COMMON 892231101 2 347 SH   SOLE   347 0 0
TOYOTA MOTOR CORP ADR COMMON 892331307 345 2,874 SH   SOLE   2,874 0 0
TRACTOR SUPPLY CO COM USD.008 COMMON 892356106 0 4 SH   SOLE   4 0 0
TRANE TECHNOLOGIES PLC COM USD2 COMMON G8994E103 5 56 SH   SOLE   56 0 0
TRANSALTA CORP COM NPV COMMON 89346D107 5,578 1,074,219 SH   SOLE   1,074,219 0 0
TRANSCAT INC COM USD.5 COMMON 893529107 276 10,413 SH   SOLE   10,413 0 0
TRANSUNION COM USD0.01 COMMON 89400J107 1 15 SH   SOLE   15 0 0
TRAVELERS COS INC COM COMMON 89417E109 1,571 15,805 SH   SOLE   15,805 0 0
TRAVELZOO COM USD.01 COMMON 89421Q205 2 417 SH   SOLE   417 0 0
TREDEGAR CORP COM NPV COMMON 894650100 546 34,917 SH   SOLE   34,917 0 0
TRI POINTE GROUP INC COM USD.01 COMMON 87265H109 341 38,932 SH   SOLE   38,932 0 0
TRIBUNE PUBLISHING CO COM USD.01 COMMON 89609W107 301 37,058 SH   SOLE   37,058 0 0
TRINSEO SA ORD NPV COMMON L9340P101 15 842 SH   SOLE   842 0 0
TRITON INTERNATIONAL LTD COM USD0.01 COMMON G9078F107 0 16 SH   SOLE   16 0 0
TRUEBLUE INC COM NPV COMMON 89785X101 143 11,216 SH   SOLE   11,216 0 0
TRUIST FINANCIAL CORP COM USD5 COMMON 89832Q109 30 962 SH   SOLE   962 0 0
TTEC HOLDINGS INC COM USD.01 COMMON 89854H102 278 7,536 SH   SOLE   7,536 0 0
TTM TECHNOLOGIES INC COM NPV COMMON 87305R109 1 81 SH   SOLE   81 0 0
TURTLE BEACH CORP COM USD.001 COMMON 900450206 7 1,187 SH   SOLE   1,187 0 0
TWITTER INC COM USD.000005 COMMON 90184L102 3 113 SH   SOLE   113 0 0
TYLER TECHNOLOGIES INC COM USD.01 COMMON 902252105 243 817 SH   SOLE   817 0 0
TYME TECHNOLOGIES INC COM COMMON 90238J103 0 1 SH   SOLE   1 0 0
TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 13 225 SH   SOLE   225 0 0
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