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
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
3M CO COM NPV COMMON 88579Y101 486 3,113 SH   SOLE   3,113 0 0
AARON'S INC COM USD.5 COMMON 002535300 502 11,047 SH   SOLE   11,047 0 0
ABB LTD SPONSORED ADR COMMON 000375204 189 8,398 SH   SOLE   8,398 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 1,821 19,917 SH   SOLE   19,917 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 2,477 25,219 SH   SOLE   25,219 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 0 9 SH   SOLE   9 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830106 0 7 SH   SOLE   7 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 1 23 SH   SOLE   23 0 0
ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 13 261 SH   SOLE   261 0 0
ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 1 7 SH   SOLE   7 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 1,409 6,560 SH   SOLE   6,560 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH   SOLE   225 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 2 1,352 SH   SOLE   1,352 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 81 3,543 SH   SOLE   3,543 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M106 0 1 SH   SOLE   1 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 1,080 14,232 SH   SOLE   14,232 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 775 22,246 SH   SOLE   22,246 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 118 4,423 SH   SOLE   4,423 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 13 138 SH   SOLE   138 0 0
ADOBE INC COM NPV COMMON 00724F101 3,482 7,998 SH   SOLE   7,998 0 0
ADT INC COM USD.01 COMMON 00090Q103 179 22,416 SH   SOLE   22,416 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 14 98 SH   SOLE   98 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 4,250 85,915 SH   SOLE   85,915 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 1 133 SH   SOLE   133 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 38 560 SH   SOLE   560 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 325 6,177 SH   SOLE   6,177 0 0
ADVANSIX INC COM NPV COMMON 00773T101 0 21 SH   SOLE   21 0 0
AECOM CLB USD.01 COMMON 00766T100 8 218 SH   SOLE   218 0 0
AEGON NV NY SHR ADR COMMON 007924103 509 173,179 SH   SOLE   173,179 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 1 40 SH   SOLE   40 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 17 1,189 SH   SOLE   1,189 0 0
AFLAC INC COM USD.1 COMMON 001055102 189 5,239 SH   SOLE   5,239 0 0
AGCO CORP COM USD.01 COMMON 001084102 327 5,888 SH   SOLE   5,888 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 143 1,621 SH   SOLE   1,621 0 0
AGILYSYS INC COM NPV COMMON 00847J105 309 17,176 SH   SOLE   17,176 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 2 31 SH   SOLE   31 0 0
AIR LEASE CORP CL A COM USD.01 COMMON 00912X302 1 45 SH   SOLE   45 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 225 930 SH   SOLE   930 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 23 215 SH   SOLE   215 0 0
AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 1 56 SH   SOLE   56 0 0
AKORN INC COM NPV COMMON 009728106 0 1 SH   SOLE   1 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 270 7,447 SH   SOLE   7,447 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 380 136,354 SH   SOLE   136,354 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 8 100 SH   SOLE   100 0 0
ALCON INC COM COMMON H01301128 75 1,315 SH   SOLE   1,315 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 746 61,199 SH   SOLE   61,199 0 0
ALEXANDER'S INC COM USD1 COMMON 014752109 0 1 SH   SOLE   1 0 0
ALEXANDRIA R E EQUITIES INC COM USD.01 COMMON 015271109 18 110 SH   SOLE   110 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 34 306 SH   SOLE   306 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 5,865 454,562 SH   SOLE   454,562 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 2,231 10,341 SH   SOLE   10,341 0 0
ALICO INC COM USD1 COMMON 016230104 464 14,871 SH   SOLE   14,871 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 14 50 SH   SOLE   50 0 0
ALKERMES PLC ORD SHS COMMON G01767105 1 27 SH   SOLE   27 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 28 58 SH   SOLE   58 0 0
ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 2 190 SH   SOLE   190 0 0
ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 0 4 SH   SOLE   4 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 30 290 SH   SOLE   290 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 3 56 SH   SOLE   56 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 11 223 SH   SOLE   223 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 63 1,700 SH   SOLE   1,700 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 4,182 43,117 SH   SOLE   43,117 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 18,716 943,479 SH   OTR   678,077 265,402 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 20 138 SH   SOLE   138 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 3,189 2,249 SH   SOLE   2,249 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 3,053 2,160 SH   SOLE   2,160 0 0
ALTERYX INC CL A COM USD0.0001 COMMON 02156B103 3 18 SH   SOLE   18 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 22,481 997,088 SH   OTR   730,075 267,013 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 209 14,166 SH   SOLE   14,166 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 22,726 578,841 SH   OTR   427,724 151,117 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 242 12,699 SH   SOLE   12,699 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 10,337 3,747 SH   SOLE   3,747 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 28 1,218 SH   SOLE   1,218 0 0
AMCOR PLC ORD COMMON G0250X107 342 33,454 SH   SOLE   33,454 0 0
AMDOCS ORD GBP.01 COMMON G02602103 130 2,137 SH   SOLE   2,137 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 185 931 SH   SOLE   931 0 0
AMERCO COM USD.25 COMMON 023586100 0 1 SH   SOLE   1 0 0
AMEREN CORP COM USD5 COMMON 023608102 12 164 SH   SOLE   164 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 365 28,778 SH   SOLE   28,778 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 0 3 SH   SOLE   3 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 243 3,053 SH   SOLE   3,053 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 556 5,843 SH   SOLE   5,843 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 1 20 SH   SOLE   20 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 9 341 SH   SOLE   341 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 89 2,855 SH   SOLE   2,855 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 1,131 38,168 SH   SOLE   38,168 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 403 25,535 SH   SOLE   25,535 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,319 5,101 SH   SOLE   5,101 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 29 228 SH   SOLE   228 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 226 2,988 SH   SOLE   2,988 0 0
AMERICOLD REALTY TRUST COM COMMON 03064D108 1 38 SH   SOLE   38 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 108,161 720,669 SH   OTR   547,377 173,292 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 10,737 106,532 SH   SOLE   106,532 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 0 36 SH   SOLE   36 0 0
AMETEK INC COM USD1 COMMON 031100100 27 303 SH   SOLE   303 0 0
AMGEN INC COM NPV COMMON 031162100 87,956 372,814 SH   OTR   273,420 99,394 0
AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 1 55 SH   SOLE   55 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 1,212 98,473 SH   SOLE   98,473 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 92 2,027 SH   SOLE   2,027 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 131 1,366 SH   SOLE   1,366 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 2 1,736 SH   SOLE   1,736 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 120 24,658 SH   SOLE   24,658 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 281 2,293 SH   SOLE   2,293 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 0 1 SH   SOLE   1 0 0
ANGI HOMESERVICES INC COM COMMON 00183L102 148 12,170 SH   SOLE   12,170 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 543 18,399 SH   SOLE   18,399 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 173 3,519 SH   SOLE   3,519 0 0
ANI PHARMACEUTICALS INC COM USD.0001 COMMON 00182C103 107 3,297 SH   SOLE   3,297 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 487 12,891 SH   SOLE   12,891 0 0
ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 3 488 SH   SOLE   488 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 53 180 SH   SOLE   180 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 228 82,871 SH   SOLE   82,871 0 0
ANTERIX INC COM USD.0001 COMMON 03676C100 6 131 SH   SOLE   131 0 0
ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 1 327 SH   SOLE   327 0 0
ANTHEM INC COM USD.01 COMMON 036752103 525 1,995 SH   SOLE   1,995 0 0
AON PLC CL A ORD COMMON G0403H108 231 1,199 SH   SOLE   1,199 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 7 197 SH   SOLE   197 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 921 5,656 SH   SOLE   5,656 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 160 16,577 SH   SOLE   16,577 0 0
APPLE INC COM NPV COMMON 037833100 31,445 86,186 SH   OTR   79,555 6,631 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 2 28 SH   SOLE   28 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 336 5,561 SH   SOLE   5,561 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 1 10 SH   SOLE   10 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 32 414 SH   SOLE   414 0 0
ARAMARK COM USD.01 COMMON 03852U106 274 12,125 SH   SOLE   12,125 0 0
ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 0 3 SH   SOLE   3 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 105 3,951 SH   SOLE   3,951 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 1 130 SH   SOLE   130 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 19 483 SH   SOLE   483 0 0
ARCONIC CORP COM COMMON 03966V107 1 77 SH   SOLE   77 0 0
ARDAGH GROUP SA EUR0.01 CL A COMMON L0223L101 218 16,847 SH   SOLE   16,847 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 688 10,922 SH   SOLE   10,922 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 24 500 SH   SOLE   500 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 10 286 SH   SOLE   286 0 0
ARISTA NETWORKS INC COM USD0.0001 COMMON 040413106 4 19 SH   SOLE   19 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 12 159 SH   SOLE   159 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 11 161 SH   SOLE   161 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 555 12,845 SH   SOLE   12,845 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 147 1,511 SH   SOLE   1,511 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 160 4,929 SH   SOLE   4,929 0 0
ARVINAS INC COM COMMON 04335A105 125 3,720 SH   SOLE   3,720 0 0
ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 0 2 SH   SOLE   2 0 0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 1 125 SH   SOLE   125 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 1,330 3,613 SH   SOLE   3,613 0 0
ASPEN AEROGELS INC COM USD.00001 COMMON 04523Y105 0 27 SH   SOLE   27 0 0
ASPEN GROUP INC COM USD0.001 COMMON 04530L203 0 20 SH   SOLE   20 0 0
ASSERTIO HOLDINGS INC COM NPV COMMON 04546C106 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 93 6,827 SH   SOLE   6,827 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 71 688 SH   SOLE   688 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 0 20 SH   SOLE   20 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 1,626 30,735 SH   SOLE   30,735 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 29 3,684 SH   SOLE   3,684 0 0
AT&T INC COM USD1 COMMON 00206R102 17,731 586,403 SH   OTR   475,116 111,287 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 94 2,999 SH   SOLE   2,999 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 1,004 36,688 SH   SOLE   36,688 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 7 167 SH   SOLE   167 0 0
ATLAS CORP COM COMMON Y0436Q109 109 14,353 SH   SOLE   14,353 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 7 40 SH   SOLE   40 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 14 138 SH   SOLE   138 0 0
ATN INTERNATIONAL INC COM USD.01 COMMON 00215F107 8 134 SH   SOLE   134 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 12 269 SH   SOLE   269 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 417 13,110 SH   SOLE   13,110 0 0
AUTODESK INC COM NPV COMMON 052769106 686 2,866 SH   SOLE   2,866 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 719 4,829 SH   SOLE   4,829 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 1 20 SH   SOLE   20 0 0
AUTOZONE INC COM NPV COMMON 053332102 1,658 1,469 SH   SOLE   1,469 0 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 24 152 SH   SOLE   152 0 0
AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 3 113 SH   SOLE   113 0 0
AVANTOR INC COM COMMON 05352A100 1 33 SH   SOLE   33 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 8 69 SH   SOLE   69 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 273 14,972 SH   SOLE   14,972 0 0
AVNET INC COM USD1 COMMON 053807103 190 6,823 SH   SOLE   6,823 0 0
AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 1 21 SH   SOLE   21 0 0
AXOS FINANCIAL INC COM USD.01 COMMON 05465C100 5 208 SH   SOLE   208 0 0
AXT INC COM NPV COMMON 00246W103 0 49 SH   SOLE   49 0 0
AZZ INC COM USD1 COMMON 002474104 36 1,047 SH   SOLE   1,047 0 0
B COMMUNICATIONS LTD COM NIS.01 COMMON M15629104 37 18,590 SH   SOLE   18,590 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 6,871 1,210,531 SH   SOLE   1,210,531 0 0
BADGER METER INC COM USD1 COMMON 056525108 319 5,071 SH   SOLE   5,071 0 0
BAIDU INC ADR COMMON 056752108 72 597 SH   SOLE   597 0 0
BAKER HUGHES CO COM A COMMON 05722G100 4 260 SH   SOLE   260 0 0
BALL CORP COM NPV COMMON 058498106 40 569 SH   SOLE   569 0 0
BANCO DE CHILE SP ADR COMMON 059520106 2 134 SH   SOLE   134 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 189 78,366 SH   SOLE   78,366 0 0
BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 2 82 SH   SOLE   82 0 0
BANCORP INC COM COMMON 05969A105 1 72 SH   SOLE   72 0 0
BANCROFT FUND LTD COMMON 059695106 17 701 SH   SOLE   701 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 58,026 2,442,503 SH   OTR   1,872,514 569,989 0
BANK OF MONTREAL COM NPV COMMON 063671101 1,577 29,680 SH   SOLE   29,680 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 6,769 175,130 SH   OTR   138,265 36,865 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 2,968 71,868 SH   SOLE   71,868 0 0
BANK OF NT BUTTERFIELD & SON COM BMD0.01 COMMON G0772R208 27 1,097 SH   SOLE   1,097 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 1 114 SH   SOLE   114 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 17 821 SH   SOLE   821 0 0
BARCLAYS PLC ADR COMMON 06738E204 274 48,484 SH   SOLE   48,484 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 0 9 SH   SOLE   9 0 0
BARRETT BUSINESS SVCS INC COM USD.01 COMMON 068463108 0 7 SH   SOLE   7 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 5,844 217,566 SH   SOLE   217,566 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 34 4,609 SH   SOLE   4,609 0 0
BAUDAX BIO INC COM COMMON 07160F107 1 132 SH   SOLE   132 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 183 2,124 SH   SOLE   2,124 0 0
BBVA SPON ADR COMMON 05946K101 47 13,827 SH   SOLE   13,827 0 0
BCB BANCORP INC COM COMMON 055298103 230 24,833 SH   SOLE   24,833 0 0
BCE INC COM NPV COMMON 05534B760 1,849 44,424 SH   SOLE   44,424 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 308 1,288 SH   SOLE   1,288 0 0
BEIGENE LTD ADR COMMON 07725L102 1 3 SH   SOLE   3 0 0
BEL FUSE INC CL B COMMON 077347300 97 9,015 SH   SOLE   9,015 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 1,156 53,463 SH   SOLE   53,463 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 6 111 SH   SOLE   111 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 1,627 9,117 SH   SOLE   9,117 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 17,752 203,375 SH   SOLE   203,375 0 0
BG STAFFING INC COM COMMON 05544A109 122 10,795 SH   SOLE   10,795 0 0
BHP GROUP LTD ADR COMMON 05545E209 6 143 SH   SOLE   143 0 0
BHP GROUP LTD ADR COMMON 088606108 982 19,741 SH   SOLE   19,741 0 0
BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 214 110,465 SH   SOLE   110,465 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 446 10,600 SH   SOLE   10,600 0 0
BIGLARI HOLDINGS INC CL B COMMON 08986R309 272 3,950 SH   SOLE   3,950 0 0
BIODELIVERY SCIENCES INTL COM NPV COMMON 09060J106 173 39,713 SH   SOLE   39,713 0 0
BIOGEN INC COM NPV COMMON 09062X103 35,543 132,804 SH   OTR   104,859 27,945 0
BIOHAVEN PHRMCUTCL HLD COM COMMON G11196105 2 21 SH   SOLE   21 0 0
BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 7 56 SH   SOLE   56 0 0
BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 1,214 2,689 SH   SOLE   2,689 0 0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001 COMMON 090931106 464 7,558 SH   SOLE   7,558 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 111 421 SH   SOLE   421 0 0
BIOTELEMETRY INC COM USD.001 COMMON 090672106 12 261 SH   SOLE   261 0 0
BLACK HILLS CORP COM USD1 COMMON 092113109 14 249 SH   SOLE   249 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 103 1,413 SH   SOLE   1,413 0 0
BLACKLINE INC COM USD.01 COMMON 09239B109 164 1,974 SH   SOLE   1,974 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 505 929 SH   SOLE   929 0 0
BLACKSTONE GROUP INC COM UNIT COMMON 09260D107 454 8,018 SH   SOLE   8,018 0 0
BLOCK H & R INC COM NPV COMMON 093671105 69 4,844 SH   SOLE   4,844 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 69 6,460 SH   SOLE   6,460 0 0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 176 21,805 SH   SOLE   21,805 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 682 27,106 SH   SOLE   27,106 0 0
BOEING CO COM USD5 COMMON 097023105 755 4,119 SH   SOLE   4,119 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 687 18,235 SH   SOLE   18,235 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 16,894 10,608 SH   OTR   9,162 1,446 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 2 97 SH   SOLE   97 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 46 592 SH   SOLE   592 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 1,292 36,596 SH   SOLE   36,596 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 392 730 SH   SOLE   730 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 215 31,294 SH   SOLE   31,294 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 15,790 174,671 SH   OTR   138,781 35,890 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 377 10,728 SH   SOLE   10,728 0 0
BOX INC CL A COM USD.0001 COMMON 10316T104 240 11,526 SH   SOLE   11,526 0 0
BP PLC ADR COMMON 055622104 501 21,479 SH   SOLE   21,479 0 0
BRAINSTORM CELL THERAPEUTICS COM USD.00005 COMMON 10501E201 1 47 SH   SOLE   47 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 86 7,886 SH   SOLE   7,886 0 0
BRF SA SPON ADR NPV COMMON 10552T107 125 31,417 SH   SOLE   31,417 0 0
BRIDGFORD FOODS CORP COM USD1 COMMON 108763103 0 14 SH   SOLE   14 0 0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 1 7 SH   SOLE   7 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 162 6,761 SH   SOLE   6,761 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 3,049 51,855 SH   SOLE   51,855 0 0
BRISTOW GROUP INC COM COMMON 11040G103 100 7,187 SH   SOLE   7,187 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 640 16,496 SH   SOLE   16,496 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 119 9,296 SH   SOLE   9,296 0 0
BROADCOM INC ORD NPV COMMON 11135F101 981 3,109 SH   SOLE   3,109 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 7 58 SH   SOLE   58 0 0
BROADWIND INC COM USD.001 COMMON 11161T207 30 8,078 SH   SOLE   8,078 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 252 7,666 SH   SOLE   7,666 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 3 79 SH   SOLE   79 0 0
BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 6 99 SH   SOLE   99 0 0
BRP INC SUB VTG NPV COMMON 05577W200 7,867 184,803 SH   SOLE   184,803 0 0
BRUKER CORP COM USD.01 COMMON 116794108 3 70 SH   SOLE   70 0 0
BRUNSWICK CORP COM USD.75 COMMON 117043109 2 28 SH   SOLE   28 0 0
BUCKLE INC COM USD.05 COMMON 118440106 269 17,123 SH   SOLE   17,123 0 0
BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1,200 57,905 SH   SOLE   57,905 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 13 68 SH   SOLE   68 0 0
BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 1 20 SH   SOLE   20 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 36 451 SH   SOLE   451 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 202 6,064 SH   SOLE   6,064 0 0
CABLE ONE INC COM USD.01 COMMON 12685J105 192 108 SH   SOLE   108 0 0
CABOT CORP COM USD1 COMMON 127055101 122 3,294 SH   SOLE   3,294 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 295 17,196 SH   SOLE   17,196 0 0
CADENCE BANCORPORATION CL A COM COMMON 12739A100 0 18 SH   SOLE   18 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 2,303 23,995 SH   SOLE   23,995 0 0
CAE INC COM NPV COMMON 124765108 1,937 119,632 SH   SOLE   119,632 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 3 38 SH   SOLE   38 0 0
CAMECO CORP COM NPV COMMON 13321L108 2,430 237,468 SH   SOLE   237,468 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 12 235 SH   SOLE   235 0 0
CAMPING WORLD HOLDINGS INC CL A COM USD.01 COMMON 13462K109 150 5,525 SH   SOLE   5,525 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 8,119 121,697 SH   SOLE   121,697 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 440 4,968 SH   SOLE   4,968 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 7,463 431,017 SH   SOLE   431,017 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 153 601 SH   SOLE   601 0 0
CANADIAN SOLAR INC COM NPV COMMON 136635109 92 4,750 SH   SOLE   4,750 0 0
CANON INC ADR COMMON 138006309 37 1,853 SH   SOLE   1,853 0 0
CAPITAL CITY BK GROUP INC COM USD.01 COMMON 139674105 141 6,718 SH   SOLE   6,718 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 900 14,375 SH   SOLE   14,375 0 0
CAPRI HOLDINGS LTD ORD NPV COMMON G1890L107 1 43 SH   SOLE   43 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 10,187 195,106 SH   SOLE   195,106 0 0
CARDIOVASCULAR SYSTEMS INC COM NPV COMMON 141619106 4 117 SH   SOLE   117 0 0
CARDTRONICS PLC CL A ORD USD0.01 COMMON G1991C105 48 1,998 SH   SOLE   1,998 0 0
CAREDX INC COM USD.001 COMMON 14167L103 1 23 SH   SOLE   23 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 2 107 SH   SOLE   107 0 0
CARLISLE COS INC COM NPV COMMON 142339100 3,030 25,291 SH   SOLE   25,291 0 0
CARMAX INC COM NPV COMMON 143130102 8 92 SH   SOLE   92 0 0
CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 1 54 SH   SOLE   54 0 0
CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 5 286 SH   SOLE   286 0 0
CARRIER GLOBAL CORP COM COMMON 14448C104 22 975 SH   SOLE   975 0 0
CARS.COM INC COM USD.01 COMMON 14575E105 0 33 SH   SOLE   33 0 0
CARTER'S INC COM USD.01 COMMON 146229109 185 2,288 SH   SOLE   2,288 0 0
CARVANA CO CL A COM USD .001 COMMON 146869102 6 50 SH   SOLE   50 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 16 106 SH   SOLE   106 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 44 606 SH   SOLE   606 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 43,848 346,529 SH   OTR   258,340 88,189 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 187 22,837 SH   SOLE   22,837 0 0
CAVCO INDUSTRIES INC COM USD.01 COMMON 149568107 3 18 SH   SOLE   18 0 0
CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 172 7,925 SH   SOLE   7,925 0 0
CBDMD INC COM USD.001 COMMON 12482W101 0 1 SH   SOLE   1 0 0
CBIZ INC COM COMMON 124805102 157 6,560 SH   SOLE   6,560 0 0
CBOE GLOBAL MARKETS INC COM USD0.01 COMMON 12503M108 2 25 SH   SOLE   25 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 242 5,360 SH   SOLE   5,360 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 2 52 SH   SOLE   52 0 0
CDW CORP COM USD.01 COMMON 12514G108 416 3,583 SH   SOLE   3,583 0 0
CECO ENVIRONMENTAL CORP COM NPV COMMON 125141101 56 8,438 SH   SOLE   8,438 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 100 101,342 SH   SOLE   101,342 0 0
CELANESE CORP COM USD.01 COMMON 150870103 78,800 912,432 SH   OTR   693,096 219,336 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 4,282 625,491 SH   SOLE   625,491 0 0
CELLCOM ISRAEL LTD ORD USD.01 COMMON M2196U109 1 336 SH   SOLE   336 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 1,554 332,963 SH   SOLE   332,963 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 235 3,692 SH   SOLE   3,692 0 0
CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 4 196 SH   SOLE   196 0 0
CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 1,207 35,719 SH   SOLE   35,719 0 0
CENTRUS ENERGY CORP CL A COM USD.1 COMMON 15643U104 39 3,899 SH   SOLE   3,899 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 228 2,939 SH   SOLE   2,939 0 0
CENTURY COMMUNITIES INC COM USD.01 COMMON 156504300 3 100 SH   SOLE   100 0 0
CENTURYLINK INC COM USD1 COMMON 156700106 11,037 1,100,168 SH   OTR   914,478 185,690 0
CERNER CORP COM USD.01 COMMON 156782104 484 7,061 SH   SOLE   7,061 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 25,371 901,266 SH   OTR   689,838 211,428 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 4,683 74,465 SH   SOLE   74,465 0 0
CHAMPIONX CORP COM COMMON 15872M104 0 9 SH   SOLE   9 0 0
CHANNELADVISOR CORP COM USD.001 COMMON 159179100 532 33,542 SH   SOLE   33,542 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 13 75 SH   SOLE   75 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 715 1,401 SH   SOLE   1,401 0 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 3 31 SH   SOLE   31 0 0
CHECKPOINT THERAPEUTICS INC COM COMMON 162828107 0 1 SH   SOLE   1 0 0
CHEETAH MOBILE INC -ADR ADR COMMON 163075104 317 184,498 SH   SOLE   184,498 0 0
CHEFS' WAREHOUSE INC COM USD.01 COMMON 163086101 1 68 SH   SOLE   68 0 0
CHEMED CORP COM USD1 COMMON 16359R103 225 499 SH   SOLE   499 0 0
CHEMOCENTRYX INC COM USD.001 COMMON 16383L106 319 5,537 SH   SOLE   5,537 0 0
CHEMOURS CO COM USD0.01 COMMON 163851108 1 83 SH   SOLE   83 0 0
CHENIERE ENERGY INC COM USD.03 COMMON 16411R208 0 5 SH   SOLE   5 0 0
CHEVRON CORP COM USD3 COMMON 166764100 2,684 30,076 SH   SOLE   30,076 0 0
CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 20 2,055 SH   SOLE   2,055 0 0
CHIMERIX INC COM USD.001 COMMON 16934W106 1 288 SH   SOLE   288 0 0
CHINA DISTANCE EDUCATION-ADR ADS NPV COMMON 16944W104 616 71,407 SH   SOLE   71,407 0 0
CHINA INDEX HLD LTD -ADR ADR COMMON 16954W101 41 19,081 SH   SOLE   19,081 0 0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H COMMON 16939P106 12 1,142 SH   SOLE   1,142 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 2,557 76,023 SH   SOLE   76,023 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 1,074 25,593 SH   SOLE   25,593 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 1,310 46,679 SH   SOLE   46,679 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR COMMON 16945R104 726 133,154 SH   SOLE   133,154 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 870 60,512 SH   SOLE   60,512 0 0
CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 2,147 94,690 SH   SOLE   94,690 0 0
CHIPOTLE MEXICAN GRILL INC COM USD.01 COMMON 169656105 87 83 SH   SOLE   83 0 0
CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 39 490 SH   SOLE   490 0 0
CHUBB LTD ORD KYD.125 COMMON H1467J104 297 2,342 SH   SOLE   2,342 0 0
CHUNGHWA TELECOM LTD SPON ADR COMMON 17133Q502 100 2,530 SH   SOLE   2,530 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 49 634 SH   SOLE   634 0 0
CIENA CORP COM USD.01 COMMON 171779309 259 4,787 SH   SOLE   4,787 0 0
CIGNA CORP COM USD1 COMMON 125523100 605 3,226 SH   SOLE   3,226 0 0
CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 0 32 SH   SOLE   32 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 16 243 SH   SOLE   243 0 0
CINTAS CORP COM NPV COMMON 172908105 982 3,685 SH   SOLE   3,685 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 1,076 17,406 SH   SOLE   17,406 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 23,427 502,165 SH   OTR   404,773 97,392 0
CIT GROUP INC COM USD.01 COMMON 125581801 3 154 SH   SOLE   154 0 0
CITI TRENDS INC COM COMMON 17306X102 34 1,695 SH   SOLE   1,695 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 91,287 1,785,844 SH   OTR   1,415,417 370,427 0
CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 922 36,526 SH   SOLE   36,526 0 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 7,450 50,368 SH   SOLE   50,368 0 0
CIVISTA BANCSHARES INC COM NPV COMMON 178867107 15 959 SH   SOLE   959 0 0
CLARUS CORP COM USD.0001 COMMON 18270P109 0 39 SH   SOLE   39 0 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 30 2,146 SH   SOLE   2,146 0 0
CLEARWAY ENERGY INC CL C COM NPV COMMON 18539C204 5 234 SH   SOLE   234 0 0
CLEVELAND-CLIFFS INC COM USD1 COMMON 185899101 16 2,922 SH   SOLE   2,922 0 0
CLOROX CO/DE COM USD1 COMMON 189054109 439 2,000 SH   SOLE   2,000 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 277 1,707 SH   SOLE   1,707 0 0
CMS ENERGY CORP COM USD.01 COMMON 125896100 29 499 SH   SOLE   499 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 1 20 SH   SOLE   20 0 0
CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 571 36,676 SH   SOLE   36,676 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 2,906 25,753 SH   SOLE   25,753 0 0
CNX RESOURCES CORPORATION COM USD.01 COMMON 12653C108 1 93 SH   SOLE   93 0 0
COCA COLA CONSOLIDATED INC COM USD1 COMMON 191098102 2 8 SH   SOLE   8 0 0
COCA-COLA CO COM USD.5 COMMON 191216100 1,077 24,108 SH   SOLE   24,108 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 791 20,962 SH   SOLE   20,962 0 0
CODEXIS INC COM USD.0001 COMMON 192005106 1 130 SH   SOLE   130 0 0
COEUR MINING INC COM USD1 COMMON 192108504 0 22 SH   SOLE   22 0 0
COGENT COMMUNICATIONS HLDGS COM USD.001 COMMON 19239V302 631 8,142 SH   SOLE   8,142 0 0
COGNEX CORP COM USD.002 COMMON 192422103 6 105 SH   SOLE   105 0 0
COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 99 1,746 SH   SOLE   1,746 0 0
COHEN & STEERS INC COM USD.01 COMMON 19247A100 1,189 17,456 SH   SOLE   17,456 0 0
COHERENT INC COM USD.22 COMMON 192479103 2 15 SH   SOLE   15 0 0
COHERUS BIOSCIENCES INC COM USD.0001 COMMON 19249H103 4 227 SH   SOLE   227 0 0
COLFAX CORP COM USD.001 COMMON 194014106 18 642 SH   SOLE   642 0 0
COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 399 5,444 SH   SOLE   5,444 0 0
COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 2,747 80,057 SH   SOLE   80,057 0 0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001 COMMON 19459J104 178 10,156 SH   SOLE   10,156 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 1,207 21,080 SH   SOLE   21,080 0 0
COLUMBUS MCKINNON CORP COM USD.01 COMMON 199333105 1,033 30,868 SH   SOLE   30,868 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 863 22,138 SH   SOLE   22,138 0 0
COMERICA INC COM USD5 COMMON 200340107 8,869 232,686 SH   OTR   154,681 78,005 0
COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 89 1,493 SH   SOLE   1,493 0 0
COMMERCIAL METALS COM USD5 COMMON 201723103 1,080 52,952 SH   SOLE   52,952 0 0
COMMUNICATIONS SYSTEMS INC COM USD.05 COMMON 203900105 205 40,339 SH   SOLE   40,339 0 0
COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 2 82 SH   SOLE   82 0 0
COMMUNITY HEALTHCARE TRUST COM USD0.01 COMMON 20369C106 8 198 SH   SOLE   198 0 0
COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 1 35 SH   SOLE   35 0 0
COMPASS MINERALS INTL INC COM COMMON 20451N101 0 4 SH   SOLE   4 0 0
COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 104 25,802 SH   SOLE   25,802 0 0
COMSCORE INC COM USD.001 COMMON 20564W105 7 2,158 SH   SOLE   2,158 0 0
COMSTOCK RESOURCES INC COM USD.5 COMMON 205768302 18 4,144 SH   SOLE   4,144 0 0
COMTECH TELECOMMUN COM NPV COMMON 205826209 106 6,278 SH   SOLE   6,278 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 21 592 SH   SOLE   592 0 0
CONCHO RESOURCES INC COM USD.001 COMMON 20605P101 4 72 SH   SOLE   72 0 0
CONFORMIS INC COM USD.00001 COMMON 20717E101 0 2 SH   SOLE   2 0 0
CONMED CORP COM USD.01 COMMON 207410101 834 11,575 SH   SOLE   11,575 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 1,525 36,284 SH   SOLE   36,284 0 0
CONSOL ENERGY INC COM COMMON 20854L108 0 59 SH   SOLE   59 0 0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01 COMMON 209034107 237 34,965 SH   SOLE   34,965 0 0
CONSOLIDATED EDISON INC COM USD5 COMMON 209115104 22 307 SH   SOLE   307 0 0
CONSTELLATION BRANDS CL A COM USD.01 COMMON 21036P108 137 785 SH   SOLE   785 0 0
CONSTRUCTION PRTNR INC COM COMMON 21044C107 81 4,582 SH   SOLE   4,582 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 2 514 SH   SOLE   514 0 0
COOPER COS INC (THE) COM USD.1 COMMON 216648402 412 1,454 SH   SOLE   1,454 0 0
COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 90 3,256 SH   SOLE   3,256 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 55 1,079 SH   SOLE   1,079 0 0
COPART INC COM NPV COMMON 217204106 21 253 SH   SOLE   253 0 0
CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 167 9,922 SH   SOLE   9,922 0 0
CORE MARK HOLDING CO INC COM COMMON 218681104 61 2,442 SH   SOLE   2,442 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 1 99 SH   SOLE   99 0 0
CORENERGY INFRASTRUCTURE TR COM COMMON 21870U502 32 3,531 SH   SOLE   3,531 0 0
CORESITE REALTY CORP COM USD.01 COMMON 21870Q105 0 3 SH   SOLE   3 0 0
CORNING INC COM USD5 COMMON 219350105 31 1,186 SH   SOLE   1,186 0 0
CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 77 3,040 SH   SOLE   3,040 0 0
CORTEVA INC COM COMMON 22052L104 25 947 SH   SOLE   947 0 0
CORVEL CORP COM USD.0001 COMMON 221006109 102 1,442 SH   SOLE   1,442 0 0
COSAN LTD CL A COM USD.01 COMMON G25343107 237 15,766 SH   SOLE   15,766 0 0
COSTAR GROUP INC COM USD.01 COMMON 22160N109 170 239 SH   SOLE   239 0 0
COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 1,382 4,559 SH   SOLE   4,559 0 0
COTY INC CL A COM USD.01 COMMON 222070203 1 126 SH   SOLE   126 0 0
COUNTY BANCORP INC COM USD.01 COMMON 221907108 168 8,021 SH   SOLE   8,021 0 0
COUPA SOFTWARE INC COM USD.0001 COMMON 22266L106 2 7 SH   SOLE   7 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795502 0 5 SH   SOLE   5 0 0
COVENANT TRANSPORTATION GRP CL A COM USD.01 COMMON 22284P105 2 120 SH   SOLE   120 0 0
COVIA HOLDINGS CORP CL A COM USD.01 COMMON 22305A103 0 2 SH   SOLE   2 0 0
CRANE CO COM USD6.25 COMMON 224399105 2 30 SH   SOLE   30 0 0
CRAWFORD & CO CL A COM NPV COMMON 224633206 20 2,578 SH   SOLE   2,578 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 110 15,581 SH   SOLE   15,581 0 0
CREDICORP LTD COM USD5 COMMON G2519Y108 6 42 SH   SOLE   42 0 0
CREDIT SUISSE GROUP SPON ADR COMMON 225401108 222 21,486 SH   SOLE   21,486 0 0
CREE INC COM USD.01 COMMON 225447101 3 48 SH   SOLE   48 0 0
CRH MEDICAL CORP COM NPV COMMON 12626F105 221 106,486 SH   SOLE   106,486 0 0
CRH PLC ADR COMMON 12626K203 201 5,867 SH   SOLE   5,867 0 0
CRITEO SA ADR COMMON 226718104 96 8,412 SH   SOLE   8,412 0 0
CROSS COUNTRY HEALTHCARE INC COM USD.01 COMMON 227483104 116 18,870 SH   SOLE   18,870 0 0
CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 471 2,817 SH   SOLE   2,817 0 0
CROWN CRAFTS INC COM USD1 COMMON 228309100 155 31,715 SH   SOLE   31,715 0 0
CROWN HOLDINGS INC COM USD5 COMMON 228368106 14 213 SH   SOLE   213 0 0
CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 206 4,971 SH   SOLE   4,971 0 0
CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 514 7,429 SH   SOLE   7,429 0 0
CSX CORP COM USD1 COMMON 126408103 42,552 609,951 SH   OTR   441,366 168,585 0
CTI BIOPHARMA CORP COM NPV COMMON 12648L601 0 136 SH   SOLE   136 0 0
CTO REALTY GROWTH INC COM USD1 COMMON 22948P103 0 9 SH   SOLE   9 0 0
CULLEN/FROST BANKERS INC COM USD5 COMMON 229899109 2 32 SH   SOLE   32 0 0
CULP INC COM USD.05 COMMON 230215105 11 1,229 SH   SOLE   1,229 0 0
CUMMINS INC COM USD2.5 COMMON 231021106 36,396 210,015 SH   OTR   171,994 38,021 0
CURO GROUP HLDGS CORP COM COMMON 23131L107 41 5,023 SH   SOLE   5,023 0 0
CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 82 918 SH   SOLE   918 0 0
CVR ENERGY INC COM USD.01 COMMON 12662P108 118 5,887 SH   SOLE   5,887 0 0
CVS HEALTH CORP COM USD1 COMMON 126650100 609 9,378 SH   SOLE   9,378 0 0
CYBEROPTICS CORP COM NPV COMMON 232517102 271 8,427 SH   SOLE   8,427 0 0
CYCLERION THERAPEUTICS WHEN ISSUED COMMON 23255M105 0 1 SH   SOLE   1 0 0
CYRUSONE INC COM USD.01 COMMON 23283R100 8 112 SH   SOLE   112 0 0
D R HORTON INC COM USD.01 COMMON 23331A109 40 722 SH   SOLE   722 0 0
DANAHER CORP COM USD.01 COMMON 235851102 854 4,827 SH   SOLE   4,827 0 0
DARDEN RESTAURANTS INC COM NPV COMMON 237194105 8 104 SH   SOLE   104 0 0
DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 1,643 66,715 SH   SOLE   66,715 0 0
DAVITA INC CL A COM NPV VTG COMMON 23918K108 32,158 406,181 SH   OTR   331,245 74,936 0
DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 2,545 12,945 SH   SOLE   12,945 0 0
DEERE & CO COM USD1 COMMON 244199105 203 1,289 SH   SOLE   1,289 0 0
DELEK US HOLDINGS INC COM USD.01 COMMON 24665A103 16 947 SH   SOLE   947 0 0
DELL TECHNOLOGIES INC CL C COMMON 24703L202 10 176 SH   SOLE   176 0 0
DELTA AIR LINES INC COM USD.0001 COMMON 247361702 39,105 1,393,694 SH   OTR   995,735 397,959 0
DELTA APPAREL INC COM USD.01 COMMON 247368103 35 2,916 SH   SOLE   2,916 0 0
DENALI THERAPEUTCS INC COM COMMON 24823R105 1 25 SH   SOLE   25 0 0
DENNYS CORP COM USD.1 COMMON 24869P104 174 17,211 SH   SOLE   17,211 0 0
DENTSPLY SIRONA INC COM USD1 COMMON 24906P109 13 298 SH   SOLE   298 0 0
DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 1,799 34,135 SH   SOLE   34,135 0 0
DEUTSCHE BANK AG ORD COMMON D18190898 9 984 SH   SOLE   984 0 0
DEVON ENERGY CORP COM USD.1 COMMON 25179M103 5 436 SH   SOLE   436 0 0
DEXCOM INC COM USD.001 COMMON 252131107 432 1,066 SH   SOLE   1,066 0 0
DHI GROUP INC COM USD.01 COMMON 23331S100 115 54,936 SH   SOLE   54,936 0 0
DHT HOLDINGS INC COM USD.01 COMMON Y2065G121 145 28,313 SH   SOLE   28,313 0 0
DIAGEO PLC SPON ADR COMMON 25243Q205 609 4,535 SH   SOLE   4,535 0 0
DIAMOND S SHIPPING INC COM COMMON Y20676105 122 15,327 SH   SOLE   15,327 0 0
DIAMONDBACK ENERGY INC COM USD.01 COMMON 25278X109 1 23 SH   SOLE   23 0 0
DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 343 62,030 SH   SOLE   62,030 0 0
DICERNA PHARMACEUTICALS INC COM USD.0001 COMMON 253031108 428 16,835 SH   SOLE   16,835 0 0
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HALLIBURTON CO COM USD2.5 COMMON 406216101 6 440 SH   SOLE   440 0 0
HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 2 431 SH   SOLE   431 0 0
HALOZYME THERAPEUTICS INC COM USD.001 COMMON 40637H109 1 25 SH   SOLE   25 0 0
HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 21 1,777 SH   SOLE   1,777 0 0
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HANESBRANDS INC COM USD.01 COMMON 410345102 156 13,803 SH   SOLE   13,803 0 0
HANGER INC COM NPV COMMON 41043F208 132 7,972 SH   SOLE   7,972 0 0
HANNON ARMSTRONG SUST INFR COM USD0.01 COMMON 41068X100 6 209 SH   SOLE   209 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 399 3,936 SH   SOLE   3,936 0 0
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HARMONIC INC COM USD.001 COMMON 413160102 3 733 SH   SOLE   733 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 2,369 61,443 SH   SOLE   61,443 0 0
HASBRO INC COM USD.5 COMMON 418056107 10 136 SH   SOLE   136 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 110 6,855 SH   SOLE   6,855 0 0
HAWAIIAN ELECTRIC INDS COM NPV COMMON 419870100 5 149 SH   SOLE   149 0 0
HAWKINS INC COM USD.1 COMMON 420261109 43 1,013 SH   SOLE   1,013 0 0
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HC2 HOLDINGS INC COM USD0.001 COMMON 404139107 85 25,587 SH   SOLE   25,587 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 320 3,297 SH   SOLE   3,297 0 0
HCI GROUP INC COM NPV COMMON 40416E103 1,223 26,474 SH   SOLE   26,474 0 0
HD SUPPLY HOLDINGS INC COM USD.01 COMMON 40416M105 8 220 SH   SOLE   220 0 0
HDFC BANK LTD ADR COMMON 40415F101 8 173 SH   SOLE   173 0 0
HEALTH CARE SELECT SECTOR COMMON 81369Y209 265 2,650 SH   SOLE   2,650 0 0
HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 18 651 SH   SOLE   651 0 0
HECLA MINING CO COM USD.25 COMMON 422704106 157 47,899 SH   SOLE   47,899 0 0
HEICO CORP COM USD.166 COMMON 422806109 240 2,410 SH   SOLE   2,410 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 10 51 SH   SOLE   51 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 86 10,914 SH   SOLE   10,914 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 899 4,884 SH   SOLE   4,884 0 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 4,667 79,825 SH   SOLE   79,825 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 85 1,893 SH   SOLE   1,893 0 0
HERC HOLDINGS INC COM USD.01 COMMON 42704L104 0 5 SH   SOLE   5 0 0
HERITAGE INSURANCE HOLDINGS COM USD0.0001 COMMON 42727J102 9 671 SH   SOLE   671 0 0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 COMMON 427825500 265 45,965 SH   SOLE   45,965 0 0
HERSHEY CO COM USD1. COMMON 427866108 2,080 16,047 SH   SOLE   16,047 0 0
HESS CORP COM USD1 COMMON 42809H107 3 65 SH   SOLE   65 0 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 2,314 237,699 SH   SOLE   237,699 0 0
HIBBETT SPORTS INC COM USD.01 COMMON 428567101 1 55 SH   SOLE   55 0 0
HIGHWOODS PROPERTIES INC COM USD.01 COMMON 431284108 1 22 SH   SOLE   22 0 0
HILLENBRAND INC COM NPV COMMON 431571108 5 168 SH   SOLE   168 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 126 1,144 SH   SOLE   1,144 0 0
HILTON GRAND VACATIONS COM USD.01 COMMON 43283X105 1 52 SH   SOLE   52 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 60 811 SH   SOLE   811 0 0
HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 16 479 SH   SOLE   479 0 0
HNI CORP COM USD1 COMMON 404251100 1,310 42,860 SH   SOLE   42,860 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 129 4,408 SH   SOLE   4,408 0 0
HOLOGIC INC COM USD.01 COMMON 436440101 10 184 SH   SOLE   184 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 2,751 10,982 SH   SOLE   10,982 0 0
HOMETRUST BANCSHARES INC COM USD.01 COMMON 437872104 6 396 SH   SOLE   396 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 4,241 165,913 SH   SOLE   165,913 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 742 5,134 SH   SOLE   5,134 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 80 4,111 SH   SOLE   4,111 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 276 29,897 SH   SOLE   29,897 0 0
HORIZON BANCORP INC COM NPV COMMON 440407104 28 2,636 SH   SOLE   2,636 0 0
HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 1,116 20,068 SH   SOLE   20,068 0 0
HORMEL FOODS CORP COM USD.2344 COMMON 440452100 7 151 SH   SOLE   151 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 41,301 3,826,733 SH   OTR   2,967,565 859,168 0
HOSTESS BRANDS INC CL A COM USD.0001 COMMON 44109J106 3 277 SH   SOLE   277 0 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 1,106 19,856 SH   SOLE   19,856 0 0
HOUSTON WIRE & CABLE CO COM USD.001 COMMON 44244K109 1 603 SH   SOLE   603 0 0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 8 363 SH   SOLE   363 0 0
HOWMET AEROSPACE INC COM USD1 COMMON 443201108 40,673 2,565,439 SH   OTR   1,895,019 670,420 0
HP INC COM USD1 COMMON 40434L105 66 3,803 SH   SOLE   3,803 0 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 513 21,998 SH   SOLE   21,998 0 0
HUAMI CORP -ADS ADS COMMON 44331K103 26 2,067 SH   SOLE   2,067 0 0
HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 1,641 34,269 SH   SOLE   34,269 0 0
HUBBELL INC COM NPV COMMON 443510607 98 779 SH   SOLE   779 0 0
HUBSPOT INC COM USD.001 COMMON 443573100 2 7 SH   SOLE   7 0 0
HUDSON LTD CL A ORD USD0.001 COMMON G46408103 0 38 SH   SOLE   38 0 0
HUMANA INC COM NPV COMMON 444859102 1,375 3,545 SH   SOLE   3,545 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 52 431 SH   SOLE   431 0 0
HUNT COS FINANCE TRUST INC COM USD.01 COMMON 44558T100 12 4,366 SH   SOLE   4,366 0 0
HUNTINGTON BANCSHARES COM NPV COMMON 446150104 2 203 SH   SOLE   203 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 265 1,520 SH   SOLE   1,520 0 0
HUNTSMAN CORP COM USD.01 COMMON 447011107 53 2,947 SH   SOLE   2,947 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 157 3,111 SH   SOLE   3,111 0 0
IAC/INTERACTIVECORP COM USD1 COMMON 44919P508 18 57 SH   SOLE   57 0 0
ICAD INC COM USD.01 COMMON 44934S206 0 26 SH   SOLE   26 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 1 12 SH   SOLE   12 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 28 1,040 SH   SOLE   1,040 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 79 8,462 SH   SOLE   8,462 0 0
ICL GROUP LTD ORD ILS1 COMMON M53213100 0 51 SH   SOLE   51 0 0
ICU MEDICAL INC COM USD.1 COMMON 44930G107 0 1 SH   SOLE   1 0 0
IDEX CORP COM USD.01 COMMON 45167R104 12 77 SH   SOLE   77 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 79 240 SH   SOLE   240 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 53 8,178 SH   SOLE   8,178 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 758 32,693 SH   SOLE   32,693 0 0
IHS MARKIT LTD COM USD.01 COMMON G47567105 2,054 27,212 SH   SOLE   27,212 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 314 1,796 SH   SOLE   1,796 0 0
ILLUMINA INC COM USD.01 COMMON 452327109 388 1,049 SH   SOLE   1,049 0 0
IMMUNOGEN INC COM USD.01 COMMON 45253H101 6 1,240 SH   SOLE   1,240 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 11,726 730,314 SH   SOLE   730,314 0 0
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INCYTE CORP COM USD.001 COMMON 45337C102 26 248 SH   SOLE   248 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 32 1,054 SH   SOLE   1,054 0 0
INDEPENDENCE REALTY TRUST COM USD0.01 COMMON 45378A106 215 18,718 SH   SOLE   18,718 0 0
INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 111 7,451 SH   SOLE   7,451 0 0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 258 7,343 SH   SOLE   7,343 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 119 57,432 SH   SOLE   57,432 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 115 11,946 SH   SOLE   11,946 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 269 23,279 SH   SOLE   23,279 0 0
ING GROEP NV SPON ADR COMMON 456837103 895 129,647 SH   SOLE   129,647 0 0
INGERSOLL RAND INC COM COMMON 45687V106 65 2,297 SH   SOLE   2,297 0 0
INGEVITY CORP COM USD.01 COMMON 45688C107 0 5 SH   SOLE   5 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 2,250 52,203 SH   SOLE   52,203 0 0
INGREDION INC COM USD.01 COMMON 457187102 32 387 SH   SOLE   387 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 466 6,026 SH   SOLE   6,026 0 0
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INNOVIVA INC COM USD.01 COMMON 45781M101 500 35,787 SH   SOLE   35,787 0 0
INOVALON HOLDINGS INC CL A COM USD.000005 COMMON 45781D101 842 43,673 SH   SOLE   43,673 0 0
INPHI CORP COM USD.001 COMMON 45772F107 402 3,418 SH   SOLE   3,418 0 0
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INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 9 131 SH   SOLE   131 0 0
INSULET CORP COM USD.001 COMMON 45784P101 2 10 SH   SOLE   10 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 230 3,139 SH   SOLE   3,139 0 0
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INTEL CORP COM NPV COMMON 458140100 3,110 51,974 SH   SOLE   51,974 0 0
INTELSAT SA COM USD.01 COMMON L5140P101 1 938 SH   SOLE   938 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 372 4,060 SH   SOLE   4,060 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 384 8,654 SH   SOLE   8,654 0 0
INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 3 204 SH   SOLE   204 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 1,071 62,416 SH   SOLE   62,416 0 0
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INTL FLAVORS & FRAGRANCES COM USD.125 COMMON 459506101 8 68 SH   SOLE   68 0 0
INTL PAPER CO COM USD1 COMMON 460146103 8,836 250,911 SH   OTR   229,625 21,286 0
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INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 455 799 SH   SOLE   799 0 0
INVESCO LTD COM USD.2 COMMON G491BT108 3 237 SH   SOLE   237 0 0
INVESCO QQQ TRUST SERIES 1 COMMON 46090E103 42 170 SH   SOLE   170 0 0
INVESTORS BANCORP INC COM USD.01 COMMON 46146L101 34 3,976 SH   SOLE   3,976 0 0
INVESTORS REAL ESTATE TRUST COM NPV COMMON 461730509 647 9,173 SH   SOLE   9,173 0 0
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INVITATION HOMES INC COM USD0.01 COMMON 46187W107 499 18,109 SH   SOLE   18,109 0 0
IONIS PHARMACEUTICALS INC COM USD.001 COMMON 462222100 19 326 SH   SOLE   326 0 0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166 COMMON 462260100 3 106 SH   SOLE   106 0 0
IPG PHOTONICS CORP COM USD.0001 COMMON 44980X109 2 10 SH   SOLE   10 0 0
IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 68 482 SH   SOLE   482 0 0
IRHYTHM TECHNOLOGIES INC COM USD.001 COMMON 450056106 1 6 SH   SOLE   6 0 0
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IROBOT CORP COM USD.001 COMMON 462726100 161 1,914 SH   SOLE   1,914 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 2 87 SH   SOLE   87 0 0
IRONWOOD PHARMACEUTICALS INC CL A COM USD.001 COMMON 46333X108 111 10,780 SH   SOLE   10,780 0 0
ISHARES 0-5 YR HY CORP BOND COMMON 46434V407 370 8,630 SH   SOLE   8,630 0 0
ISHARES 1-3 YEAR TREASURY BO COMMON 464287457 2,149 24,814 SH   SOLE   24,814 0 0
ISHARES 20 PLUS YEAR TREASURY BO COMMON 464287432 142 866 SH   SOLE   866 0 0
ISHARES 3-7 YEAR TREASURY BO COMMON 464288661 2,448 18,315 SH   SOLE   18,315 0 0
ISHARES 7-10 YEAR TREASURY B COMMON 464287440 1,116 9,154 SH   SOLE   9,154 0 0
ISHARES BROAD USD HIGH YIELD COMMON 46435U853 29 766 SH   SOLE   766 0 0
ISHARES CORE S&P 500 ETF COMMON 464287200 54 173 SH   SOLE   173 0 0
ISHARES CORE U.S. AGGREGATE COMMON 464287226 17,454 147,656 SH   SOLE   147,656 0 0
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ISHARES GOLD TRUST COMMON 464285105 1 84 SH   SOLE   84 0 0
ISHARES IBOXX INVESTMENT GRA COMMON 464287242 1,768 13,142 SH   SOLE   13,142 0 0
ISHARES INC CORE MSCI EMKT COMMON 46434G103 59 1,230 SH   SOLE   1,230 0 0
ISHARES LONG-TERM CORPORATE COMMON 464289511 32 458 SH   SOLE   458 0 0
ISHARES MSCI EAFE ETF COMMON 464287465 17 273 SH   SOLE   273 0 0
ISHARES RUSSELL 1000 ETF COMMON 464287622 1,392 8,109 SH   SOLE   8,109 0 0
ISHARES RUSSELL 1000 GROWTH COMMON 464287614 68 353 SH   SOLE   353 0 0
ISHARES RUSSELL 1000 VALUE E COMMON 464287598 316 2,806 SH   SOLE   2,806 0 0
ISHARES RUSSELL 2000 ETF COMMON 464287655 175 1,225 SH   SOLE   1,225 0 0
ISHARES RUSSELL 2000 GROWTH COMMON 464287648 6 28 SH   SOLE   28 0 0
ISHARES RUSSELL MID-CAP GROW COMMON 464287481 30 189 SH   SOLE   189 0 0
ISHARES S&P MID-CAP 400 GROW COMMON 464287606 90 400 SH   SOLE   400 0 0
ISHARES SHORT TREASURY BOND COMMON 464288679 2,928 26,442 SH   SOLE   26,442 0 0
ISHARES SHORT-TERM CORPORATE COMMON 464288646 6,188 113,096 SH   SOLE   113,096 0 0
ISHARES TIPS BOND ETF COMMON 464287176 48 392 SH   SOLE   392 0 0
ISHARES TR MSCI ACWI EX US COMMON 464288240 20 462 SH   SOLE   462 0 0
ISHARES TR NASDAQ BIOTECH COMMON 464287556 35 255 SH   SOLE   255 0 0
ISTAR INC COM USD.001 COMMON 45031U101 278 22,502 SH   SOLE   22,502 0 0
ITAU UNIBANCO HLDG SA SP ADR REP PFD COMMON 465562106 0 11 SH   SOLE   11 0 0
ITRON INC COM USD.01 COMMON 465741106 115 1,730 SH   SOLE   1,730 0 0
ITT INC COM USD1 COMMON 45073V108 1 20 SH   SOLE   20 0 0
IVERIC BIO INC COM USD0.001 COMMON 46583P102 301 58,978 SH   SOLE   58,978 0 0
J2 GLOBAL INC COM USD.01 COMMON 48123V102 168 2,650 SH   SOLE   2,650 0 0
JABIL INC COM USD.001 COMMON 466313103 1,758 54,784 SH   SOLE   54,784 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 21 247 SH   SOLE   247 0 0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR COMMON 47030M106 7 387 SH   SOLE   387 0 0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 3 65 SH   SOLE   65 0 0
JAZZ PHARMACEUTICALS PLC COM USD.0001 COMMON G50871105 91 822 SH   SOLE   822 0 0
JBG SMITH PPTYS When Issued COMMON 46590V100 2 78 SH   SOLE   78 0 0
JD.COM INC -ADR ADR COMMON 47215P106 709 11,776 SH   SOLE   11,776 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 62 3,981 SH   SOLE   3,981 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 3,497 24,868 SH   SOLE   24,868 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 63,302 1,853,662 SH   OTR   1,408,158 445,504 0
JOUNCE THERAPEUTICS INC COM USD0.001 COMMON 481116101 0 1 SH   SOLE   1 0 0
JOYY INC -ADR ADR COMMON 46591M109 798 9,017 SH   SOLE   9,017 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 22,396 238,060 SH   OTR   197,364 40,696 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 151 6,625 SH   SOLE   6,625 0 0
K12 INC COM USD.0001 COMMON 48273U102 41 1,506 SH   SOLE   1,506 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 0 3 SH   SOLE   3 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 606 78,067 SH   SOLE   78,067 0 0
KANSAS CITY SOUTHERN COM NPV COMMON 485170302 33 224 SH   SOLE   224 0 0
KARYOPHARM THERAPEUTICS INC COM USD.0001 COMMON 48576U106 14 753 SH   SOLE   753 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 3,163 113,701 SH   SOLE   113,701 0 0
KB HOME COM USD1 COMMON 48666K109 3 97 SH   SOLE   97 0 0
KBR INC COM USD.001 COMMON 48242W106 1 66 SH   SOLE   66 0 0
KELLOGG CO COM USD.25 COMMON 487836108 10 149 SH   SOLE   149 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 9 124 SH   SOLE   124 0 0
KEYCORP COM USD1 COMMON 493267108 296 24,341 SH   SOLE   24,341 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 30 302 SH   SOLE   302 0 0
KFORCE INC COM USD.01 COMMON 493732101 662 22,626 SH   SOLE   22,626 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 390 33,694 SH   SOLE   33,694 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 1,188 8,397 SH   SOLE   8,397 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 0 27 SH   SOLE   27 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 148 9,725 SH   SOLE   9,725 0 0
KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH   SOLE   19 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 8,707 1,208,563 SH   SOLE   1,208,563 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 3,659 89,019 SH   SOLE   89,019 0 0
KITE REALTY GROUP TRUST COM USD.01 COMMON 49803T300 1 45 SH   SOLE   45 0 0
KLA CORP COM USD.001 COMMON 482480100 104 534 SH   SOLE   534 0 0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01 COMMON 499049104 1 16 SH   SOLE   16 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 1 51 SH   SOLE   51 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 1,087 23,201 SH   SOLE   23,201 0 0
KONTOOR BRANDS INC COM COMMON 50050N103 3 149 SH   SOLE   149 0 0
KORN FERRY COM NPV COMMON 500643200 1 22 SH   SOLE   22 0 0
KOSMOS ENERGY LTD COM USD.01 COMMON 500688106 0 130 SH   SOLE   130 0 0
KRAFT HEINZ CO COM USD.01 COMMON 500754106 22 699 SH   SOLE   699 0 0
KRANESHARES CSI CHINA INTERN COMMON 500767306 7 118 SH   SOLE   118 0 0
KRATON CORP COM USD.01 COMMON 50077C106 1 65 SH   SOLE   65 0 0
KROGER CO COM USD1 COMMON 501044101 3,930 116,104 SH   SOLE   116,104 0 0
KT CORP SPON ADR COMMON 48268K101 497 51,003 SH   SOLE   51,003 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 66 3,167 SH   SOLE   3,167 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 160 945 SH   SOLE   945 0 0
LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 30 182 SH   SOLE   182 0 0
LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 282 12,589 SH   SOLE   12,589 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 14,018 43,326 SH   OTR   32,176 11,150 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 3 45 SH   SOLE   45 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 334 5,230 SH   SOLE   5,230 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 143 5,768 SH   SOLE   5,768 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 696 6,200 SH   SOLE   6,200 0 0
LANNETT CO INC COM NPV COMMON 516012101 8 1,125 SH   SOLE   1,125 0 0
LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 142 9,944 SH   SOLE   9,944 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 6 130 SH   SOLE   130 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1,045 36,761 SH   SOLE   36,761 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 1,143 6,057 SH   SOLE   6,057 0 0
LAUREATE EDUCATION INC CL A COM USD0.001 COMMON 518613203 18 1,824 SH   SOLE   1,824 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 222 6,872 SH   SOLE   6,872 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 45 1,647 SH   SOLE   1,647 0 0
LCI INDUSTRIES COM NPV COMMON 50189K103 11 97 SH   SOLE   97 0 0
LEAR CORP COM NPV COMMON 521865204 2 17 SH   SOLE   17 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 17 17,119 SH   SOLE   17,119 0 0
LEGG MASON INC COM USD.1 COMMON 524901105 3 69 SH   SOLE   69 0 0
LEGGETT & PLATT INC COM USD1 COMMON 524660107 0 3 SH   SOLE   3 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 11,611 123,892 SH   SOLE   123,892 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 5,079 82,424 SH   SOLE   82,424 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 2 7 SH   SOLE   7 0 0
LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 15 7,317 SH   SOLE   7,317 0 0
LEXINGTON REALTY TRUST COM USD.0001 COMMON 529043101 4 361 SH   SOLE   361 0 0
LGI HOMES INC COM USD.01 COMMON 50187T106 5 56 SH   SOLE   56 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 380 2,176 SH   SOLE   2,176 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 5 42 SH   SOLE   42 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 11,715 544,501 SH   OTR   409,169 135,332 0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01 COMMON 531229607 30 874 SH   SOLE   874 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 4 46 SH   SOLE   46 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 98 7,279 SH   SOLE   7,279 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 118 1,056 SH   SOLE   1,056 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01 COMMON 532257805 157 47,076 SH   SOLE   47,076 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 113,720 692,459 SH   OTR   528,374 164,085 0
LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 4 50 SH   SOLE   50 0 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 12 334 SH   SOLE   334 0 0
LINDE PLC COM NPV COMMON G5494J103 740 3,487 SH   SOLE   3,487 0 0
LINE CORP ADR COMMON 53567X101 3 63 SH   SOLE   63 0 0
LINEAGE CELL THERAPEUTICS IN COM NPV COMMON 53566P109 0 1 SH   SOLE   1 0 0
LIQUIDIA TECHNOLOGIES COM COMMON 53635D202 0 1 SH   SOLE   1 0 0
LITHIA MOTORS INC -CL A CL A COM NPV COMMON 536797103 18 117 SH   SOLE   117 0 0
LIVENT CORP COM COMMON 53814L108 0 28 SH   SOLE   28 0 0
LIVEXLIVE MEDIA COM USD0.001 COMMON 53839L208 0 1 SH   SOLE   1 0 0
LIVONGO HEALTH INC COM COMMON 539183103 2 22 SH   SOLE   22 0 0
LKQ CORP COM COMMON 501889208 694 26,496 SH   SOLE   26,496 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 571 380,905 SH   SOLE   380,905 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 714 1,956 SH   SOLE   1,956 0 0
LOEWS CORP COM USD1 COMMON 540424108 3 80 SH   SOLE   80 0 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 25 378 SH   SOLE   378 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 954 7,060 SH   SOLE   7,060 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 822 10,479 SH   SOLE   10,479 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 634 97,986 SH   SOLE   97,986 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 157 504 SH   SOLE   504 0 0
LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 336 4,115 SH   SOLE   4,115 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 457 14,027 SH   SOLE   14,027 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 62 10,586 SH   SOLE   10,586 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 9,598 146,019 SH   OTR   110,583 35,436 0
M & T BANK CORP COM USD5 COMMON 55261F104 6,105 58,715 SH   OTR   48,640 10,075 0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 17 500 SH   SOLE   500 0 0
M/I HOMES INC COM USD.01 COMMON 55305B101 230 6,679 SH   SOLE   6,679 0 0
MACERICH CO COM USD.01 COMMON 554382101 0 2 SH   SOLE   2 0 0
MACK-CALI REALTY CORP COM USD.01 COMMON 554489104 6 415 SH   SOLE   415 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 146 14,048 SH   SOLE   14,048 0 0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT COMMON 55608B105 0 7 SH   SOLE   7 0 0
MACROGENICS INC COM USD0.01 COMMON 556099109 2 58 SH   SOLE   58 0 0
MACY'S INC COM NPV COMMON 55616P104 1 94 SH   SOLE   94 0 0
MADDEN STEVEN LTD COM USD.0001 COMMON 556269108 66 2,663 SH   SOLE   2,663 0 0
MADISON SQUARE GARD ENT COM CL A COMMON 55826T102 1 10 SH   SOLE   10 0 0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01 COMMON 55825T103 1 10 SH   SOLE   10 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM NPV UNITS COMMON 559080106 48 1,102 SH   SOLE   1,102 0 0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1 COMMON 559166103 138 12,224 SH   SOLE   12,224 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 25,369 570,488 SH   SOLE   570,488 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 99 1,913 SH   SOLE   1,913 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 168 1,777 SH   SOLE   1,777 0 0
MANITOWOC CO COM USD2.5 COMMON 563571405 0 10 SH   SOLE   10 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 782 11,377 SH   SOLE   11,377 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 18,015 1,325,956 SH   SOLE   1,325,956 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 5 844 SH   SOLE   844 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 34 918 SH   SOLE   918 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 132 9,563 SH   SOLE   9,563 0 0
MARINUS PHARMACEUTICALS INC COM USD0.001 COMMON 56854Q101 0 1 SH   SOLE   1 0 0
MARKEL CORP COM NPV COMMON 570535104 96 104 SH   SOLE   104 0 0
MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 112 224 SH   SOLE   224 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 19 2,230 SH   SOLE   2,230 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 94 1,093 SH   SOLE   1,093 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 199 2,415 SH   SOLE   2,415 0 0
MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH   SOLE   1 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 333 3,102 SH   SOLE   3,102 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 220 8,742 SH   SOLE   8,742 0 0
MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 8 39 SH   SOLE   39 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 40 1,135 SH   SOLE   1,135 0 0
MASCO CORP COM USD1 COMMON 574599106 14,662 291,898 SH   OTR   226,967 64,931 0
MASIMO CORP COM USD.001 COMMON 574795100 100 437 SH   SOLE   437 0 0
MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 5 59 SH   SOLE   59 0 0
MASTEC INC COM USD.1 COMMON 576323109 4,194 93,376 SH   SOLE   93,376 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 439 16,930 SH   SOLE   16,930 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 3,089 10,446 SH   SOLE   10,446 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 44 4,566 SH   SOLE   4,566 0 0
MATSON INC COM NPV COMMON 57686G105 2 64 SH   SOLE   64 0 0
MAUI LAND & PINEAPPLE CO COM NPV COMMON 577345101 0 17 SH   SOLE   17 0 0
MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 10 534 SH   SOLE   534 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 3 57 SH   SOLE   57 0 0
MAXIMUS INC COM NPV COMMON 577933104 72 1,024 SH   SOLE   1,024 0 0
MBIA INC COM USD1 COMMON 55262C100 0 40 SH   SOLE   40 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 21 119 SH   SOLE   119 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 1,125 6,101 SH   SOLE   6,101 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 65,294 425,430 SH   OTR   322,806 102,624 0
MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 1 60 SH   SOLE   60 0 0
MECHEL PAO ADR NPV COMMON 583840608 813 472,786 SH   SOLE   472,786 0 0
MEDIACO HOLDING INC COM CL A COMMON 58450D104 0 6 SH   SOLE   6 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 9 489 SH   SOLE   489 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 93 5,420 SH   SOLE   5,420 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 612 6,572 SH   SOLE   6,572 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 1,800 19,625 SH   SOLE   19,625 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 0 10 SH   SOLE   10 0 0
MERCADOLIBRE INC COM USD.001 COMMON 58733R102 17 17 SH   SOLE   17 0 0
MERCHANTS BANCORP COM COMMON 58844R108 414 22,415 SH   SOLE   22,415 0 0
MERCK & CO COM NPV COMMON 58933Y105 1,001 12,949 SH   SOLE   12,949 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 289 7,092 SH   SOLE   7,092 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 362 15,511 SH   SOLE   15,511 0 0
MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 1 14 SH   SOLE   14 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 904 11,878 SH   SOLE   11,878 0 0
MERITOR INC COM USD1 COMMON 59001K100 13 664 SH   SOLE   664 0 0
MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 15 651 SH   SOLE   651 0 0
META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 50 2,771 SH   SOLE   2,771 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 269 8,603 SH   SOLE   8,603 0 0
METLIFE INC COM COMMON 59156R108 74,122 2,028,972 SH   OTR   1,493,209 535,763 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 155 192 SH   SOLE   192 0 0
MGE ENERGY INC COM USD8 COMMON 55277P104 1 21 SH   SOLE   21 0 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 0 9 SH   SOLE   9 0 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 0 23 SH   SOLE   23 0 0
MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 40 378 SH   SOLE   378 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 1,708 33,142 SH   SOLE   33,142 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 14,480 71,153 SH   SOLE   71,153 0 0
MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 1 9 SH   SOLE   9 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 159 8,618 SH   SOLE   8,618 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 1,548 13,499 SH   SOLE   13,499 0 0
MIDDLEBY CORP COM USD.01 COMMON 596278101 5 60 SH   SOLE   60 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 44 2,118 SH   SOLE   2,118 0 0
MIDDLESEX WATER CO COM NPV COMMON 596680108 5 72 SH   SOLE   72 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 79 5,308 SH   SOLE   5,308 0 0
MILESTONE SCIENTIFIC INC COM USD.001 COMMON 59935P209 0 98 SH   SOLE   98 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 307 12,991 SH   SOLE   12,991 0 0
MITEK SYSTEMS INC COM USD.001 COMMON 606710200 161 16,687 SH   SOLE   16,687 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 469 119,234 SH   SOLE   119,234 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 92 37,354 SH   SOLE   37,354 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 0 2 SH   SOLE   2 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 423 45,976 SH   SOLE   45,976 0 0
MODEL N INC COM USD.00015 COMMON 607525102 704 20,219 SH   SOLE   20,219 0 0
MODERNA INC COM COMMON 60770K107 7 109 SH   SOLE   109 0 0
MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 78 763 SH   SOLE   763 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 105 587 SH   SOLE   587 0 0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 98 2,839 SH   SOLE   2,839 0 0
MOMO INC -ADR ADR COMMON 60879B107 0 23 SH   SOLE   23 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 435 8,499 SH   SOLE   8,499 0 0
MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 2 8 SH   SOLE   8 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 83 1,191 SH   SOLE   1,191 0 0
MONTAGE RESOURCES CORP COM USD.01 COMMON 61179L100 61 15,508 SH   SOLE   15,508 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 373 1,357 SH   SOLE   1,357 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 47,744 988,268 SH   OTR   794,495 193,773 0
MOSAIC CO COM USD.01 COMMON 61945C103 1 45 SH   SOLE   45 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 84 596 SH   SOLE   596 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 222 17,849 SH   SOLE   17,849 0 0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 22 296 SH   SOLE   296 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 146 438 SH   SOLE   438 0 0
MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 185 18,549 SH   SOLE   18,549 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 89 3,342 SH   SOLE   3,342 0 0
MURPHY USA INC COM USD.01 COMMON 626755102 394 3,491 SH   SOLE   3,491 0 0
MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH   SOLE   2 0 0
MVB FINANCIAL CORP COM COMMON 553810102 83 6,269 SH   SOLE   6,269 0 0
MYLAN NV COM USD.5 COMMON N59465109 1 49 SH   SOLE   49 0 0
MYOKARDIA INC COM USD.0001 COMMON 62857M105 2 18 SH   SOLE   18 0 0
NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F137 0 7 SH   SOLE   7 0 0
NANTKWEST INC COM USD0.0001 COMMON 63016Q102 1 43 SH   SOLE   43 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 8 343 SH   SOLE   343 0 0
NASDAQ INC COM USD.01 COMMON 631103108 18 147 SH   SOLE   147 0 0
NATERA INC COM USD0.0001 COMMON 632307104 1 14 SH   SOLE   14 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 106 1,878 SH   SOLE   1,878 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 67 22,461 SH   SOLE   22,461 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 94 4,361 SH   SOLE   4,361 0 0
NATIONAL GRID SPON ADR COMMON 636274409 202 3,328 SH   SOLE   3,328 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 0 6 SH   SOLE   6 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 6 93 SH   SOLE   93 0 0
NATIONAL OILWELL VARCO INC COM USD.01 COMMON 637071101 1 122 SH   SOLE   122 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 414 7,107 SH   SOLE   7,107 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 5 174 SH   SOLE   174 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 1 106 SH   SOLE   106 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 497 33,396 SH   SOLE   33,396 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 138 15,396 SH   SOLE   15,396 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 170 24,230 SH   SOLE   24,230 0 0
NAVISTAR INTERNATIONAL CORP COM USD1 COMMON 63934E108 228 8,058 SH   SOLE   8,058 0 0
NCR CORP COM USD5 COMMON 62886E108 5 262 SH   SOLE   262 0 0
NEKTAR THERAPEUTICS COM NPV COMMON 640268108 2 93 SH   SOLE   93 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 181 2,323 SH   SOLE   2,323 0 0
NEOLEUKIN THERAPEUTICS INC COM USD0.000001 COMMON 64049K104 0 20 SH   SOLE   20 0 0
NETAPP INC COM NPV COMMON 64110D104 16,445 370,533 SH   OTR   277,774 92,759 0
NETEASE INC SPONSORED ADR COMMON 64110W102 134 311 SH   SOLE   311 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 1,639 3,602 SH   SOLE   3,602 0 0
NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 396 15,501 SH   SOLE   15,501 0 0
NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 148 1,215 SH   SOLE   1,215 0 0
NEVRO CORP COM USD0.001 COMMON 64157F103 661 5,528 SH   SOLE   5,528 0 0
NEW HOME CO INC COM USD.01 COMMON 645370107 104 30,972 SH   SOLE   30,972 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 619 4,750 SH   SOLE   4,750 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 81 22,234 SH   SOLE   22,234 0 0
NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 0 1 SH   SOLE   1 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 139 3,300 SH   SOLE   3,300 0 0
NEWELL BRANDS INC COM USD1 COMMON 651229106 0 9 SH   SOLE   9 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 2,053 421,884 SH   SOLE   421,884 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 96 240 SH   SOLE   240 0 0
NEWMONT CORP COM USD1.6 COMMON 651639106 1,969 31,893 SH   SOLE   31,893 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 0 35 SH   SOLE   35 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 6 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 41 494 SH   SOLE   494 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 935 3,894 SH   SOLE   3,894 0 0
NI HOLDINGS INC COM COMMON 65342T106 42 2,810 SH   SOLE   2,810 0 0
NIC INC COM NPV COMMON 62914B100 406 17,647 SH   SOLE   17,647 0 0
NICE LTD SPON ADR COMMON 653656108 13 68 SH   SOLE   68 0 0
NICOLET BANKSHARES INC COM USD.01 COMMON 65406E102 0 7 SH   SOLE   7 0 0
NIELSEN HOLDINGS PLC COM EUR0.07 COMMON G6518L108 1 51 SH   SOLE   51 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 1,055 10,762 SH   SOLE   10,762 0 0
NISOURCE INC COM NPV COMMON 65473P105 11 493 SH   SOLE   493 0 0
NOBLE ENERGY INC COM USD3.33 COMMON 655044105 4 398 SH   SOLE   398 0 0
NOKIA CORP SPON ADR COMMON 654902204 69 15,581 SH   SOLE   15,581 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 1,085 244,288 SH   SOLE   244,288 0 0
NORBORD INC COM NPV COMMON 65548P403 1,073 47,114 SH   SOLE   47,114 0 0
NORDIC AMERICAN TANKERS LTD COM USD.01 COMMON G65773106 72 17,694 SH   SOLE   17,694 0 0
NORDSON CORP COM USD1 COMMON 655663102 164 866 SH   SOLE   866 0 0
NORDSTROM INC COM NPV COMMON 655664100 2 99 SH   SOLE   99 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 370 2,109 SH   SOLE   2,109 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 3 168 SH   SOLE   168 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 86 10,800 SH   SOLE   10,800 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 11 140 SH   SOLE   140 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 124 4,929 SH   SOLE   4,929 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 236 769 SH   SOLE   769 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 3 106 SH   SOLE   106 0 0
NORTHWESTERN CORP COM NEW COMMON 668074305 22 395 SH   SOLE   395 0 0
NORTONLIFELOCK INC COM NPV COMMON 668771108 2 125 SH   SOLE   125 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 3 179 SH   SOLE   179 0 0
NOVAGOLD RESOURCES LTD COM NPV COMMON 66987E206 276 29,996 SH   SOLE   29,996 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 2,523 28,889 SH   SOLE   28,889 0 0
NOVO NORDISK A/S ADR COMMON 670100205 855 13,056 SH   SOLE   13,056 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 71 1,194 SH   SOLE   1,194 0 0
NRG ENERGY INC COM NEW COMMON 629377508 12 382 SH   SOLE   382 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 1 18 SH   SOLE   18 0 0
NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 531 20,980 SH   SOLE   20,980 0 0
NUCOR CORP COM USD.4 COMMON 670346105 1,008 24,347 SH   SOLE   24,347 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 30 923 SH   SOLE   923 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 136 2,441 SH   SOLE   2,441 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 1 72 SH   SOLE   72 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 2,917 7,677 SH   SOLE   7,677 0 0
NVR INC COM USD.01 COMMON 62944T105 65 20 SH   SOLE   20 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 4,774 41,839 SH   SOLE   41,839 0 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 6 325 SH   SOLE   325 0 0
OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 175 12,529 SH   SOLE   12,529 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 1 87 SH   SOLE   87 0 0
OFFICE DEPOT INC COM USD.01 COMMON 676220106 319 83,981 SH   SOLE   83,981 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 1,856 71,425 SH   SOLE   71,425 0 0
OFG BANCORP COM USD1 COMMON 67103X102 8 583 SH   SOLE   583 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 416 11,997 SH   SOLE   11,997 0 0
OIL STATES INTL INC COM USD.01 COMMON 678026105 1 184 SH   SOLE   184 0 0
OKTA INC CL A COM USD0.0001 COMMON 679295105 50 252 SH   SOLE   252 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,295 7,636 SH   SOLE   7,636 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 266 16,293 SH   SOLE   16,293 0 0
OLIN CORP COM USD1 COMMON 680665205 45 3,877 SH   SOLE   3,877 0 0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 1 11 SH   SOLE   11 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 426 36,223 SH   SOLE   36,223 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 3 96 SH   SOLE   96 0 0
OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH   SOLE   41 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 1,947 35,665 SH   SOLE   35,665 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 320 16,126 SH   SOLE   16,126 0 0
ONE GAS INC COM COMMON 68235P108 1 13 SH   SOLE   13 0 0
ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 2 1,053 SH   SOLE   1,053 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 0 15 SH   SOLE   15 0 0
ONEOK INC COM NPV COMMON 682680103 10 303 SH   SOLE   303 0 0
ONTO INNOVATION INC COM USD.001 COMMON 683344105 4 110 SH   SOLE   110 0 0
OP BANCORP COM COMMON 67109R109 196 28,407 SH   SOLE   28,407 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 6 132 SH   SOLE   132 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 273 12,537 SH   SOLE   12,537 0 0
OPTINOSE INC COM USD0.001 COMMON 68404V100 2 239 SH   SOLE   239 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 48,567 878,494 SH   OTR   706,088 172,406 0
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