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
10X GENOMICS INC COM CL A USD0.00001 COMMON 88025U109 1 8 SH   SOLE   8 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
3M CO COM NPV COMMON 88579Y101 875 5,462 SH   SOLE   5,462 0 0
AARON'S INC COM USD.5 COMMON 002535300 367 6,475 SH   SOLE   6,475 0 0
ABB LTD SPONSORED ADR COMMON 000375204 311 12,224 SH   SOLE   12,224 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 1,793 16,477 SH   SOLE   16,477 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 1,737 19,821 SH   SOLE   19,821 0 0
ABIOMED INC COM USD.01 COMMON 003654100 3 10 SH   SOLE   10 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
ACACIA RESEARCH CORP COM NPV COMMON 003881307 1 250 SH   SOLE   250 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 11 261 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 1,773 7,847 SH   SOLE   7,847 0 0
ACCO BRANDS CORP COM COMMON 00081T108 31 5,408 SH   SOLE   5,408 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH   SOLE   225 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 3 1,352 SH   SOLE   1,352 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 76 3,313 SH   SOLE   3,313 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M106 0 1 SH   SOLE   1 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 2,236 27,619 SH   SOLE   27,619 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 16 154 SH   SOLE   154 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 735 21,815 SH   SOLE   21,815 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 46 2,300 SH   SOLE   2,300 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 13 138 SH   SOLE   138 0 0
ADICET BIO INC COM COMMON 007002108 1 50 SH   SOLE   50 0 0
ADOBE INC COM NPV COMMON 00724F101 6,088 12,414 SH   SOLE   12,414 0 0
ADT INC COM USD.01 COMMON 00090Q103 184 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 16 102 SH   SOLE   102 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 82 1,312 SH   SOLE   1,312 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 1 163 SH   SOLE   163 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 35 560 SH   SOLE   560 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 768 9,364 SH   SOLE   9,364 0 0
ADVANSIX INC COM NPV COMMON 00773T101 0 21 SH   SOLE   21 0 0
AECOM CLB USD.01 COMMON 00766T100 11 257 SH   SOLE   257 0 0
AEGON NV NY SHR ADR COMMON 007924103 505 197,146 SH   SOLE   197,146 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 1 33 SH   SOLE   33 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 22 1,210 SH   SOLE   1,210 0 0
AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 7 104 SH   SOLE   104 0 0
AFLAC INC COM USD.1 COMMON 001055102 252 6,919 SH   SOLE   6,919 0 0
AGCO CORP COM USD.01 COMMON 001084102 349 4,702 SH   SOLE   4,702 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 195 1,935 SH   SOLE   1,935 0 0
AGILYSYS INC COM NPV COMMON 00847J105 337 13,933 SH   SOLE   13,933 0 0
AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 4 270 SH   SOLE   270 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 838 10,522 SH   SOLE   10,522 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 1,028 3,450 SH   SOLE   3,450 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 195 14,617 SH   SOLE   14,617 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 25 225 SH   SOLE   225 0 0
AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 0 56 SH   SOLE   56 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 254 6,944 SH   SOLE   6,944 0 0
ALASKA COMMUNICATIONS SYS GP COM USD.01 COMMON 01167P101 353 176,611 SH   SOLE   176,611 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 14 161 SH   SOLE   161 0 0
ALCON INC COM COMMON H01301128 72 1,272 SH   SOLE   1,272 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 31 2,730 SH   SOLE   2,730 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 26 163 SH   SOLE   163 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 39 345 SH   SOLE   345 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 1,419 97,778 SH   SOLE   97,778 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 3,920 13,335 SH   SOLE   13,335 0 0
ALICO INC COM USD1 COMMON 016230104 388 13,552 SH   SOLE   13,552 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 34 104 SH   SOLE   104 0 0
ALKERMES PLC ORD SHS COMMON G01767105 0 27 SH   SOLE   27 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 95 183 SH   SOLE   183 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 40 401 SH   SOLE   401 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 6 153 SH   SOLE   153 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 12 226 SH   SOLE   226 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 77 2,186 SH   SOLE   2,186 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 4,128 43,842 SH   SOLE   43,842 0 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 20,737 826,555 SH   OTR   649,588 176,967 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 19 130 SH   SOLE   130 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 4,305 2,937 SH   SOLE   2,937 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 4,190 2,851 SH   SOLE   2,851 0 0
ALTERYX INC CL A COM USD0.0001 COMMON 02156B103 2 18 SH   SOLE   18 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 11,540 443,555 SH   OTR   333,085 110,470 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 115 9,040 SH   SOLE   9,040 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 45,419 1,174,771 SH   OTR   914,997 259,774 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 453 13,444 SH   SOLE   13,444 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 13,949 4,430 SH   SOLE   4,430 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 26 1,041 SH   SOLE   1,041 0 0
AMCOR PLC ORD COMMON G0250X107 6,151 556,345 SH   OTR   423,909 132,436 0
AMDOCS ORD GBP.01 COMMON G02602103 165 2,877 SH   SOLE   2,877 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 288 1,217 SH   SOLE   1,217 0 0
AMERCO COM USD.25 COMMON 023586100 0 1 SH   SOLE   1 0 0
AMEREN CORP COM USD5 COMMON 023608102 14 172 SH   SOLE   172 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 301 24,110 SH   SOLE   24,110 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 5 407 SH   SOLE   407 0 0
AMERICAN CAMPUS COMMUNITIES COM USD.01 COMMON 024835100 1 15 SH   SOLE   15 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 201 2,462 SH   SOLE   2,462 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 839 8,370 SH   SOLE   8,370 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 2 30 SH   SOLE   30 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 33 1,165 SH   SOLE   1,165 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 51 1,861 SH   SOLE   1,861 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 1,094 38,729 SH   SOLE   38,729 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 354 25,130 SH   SOLE   25,130 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,373 5,680 SH   SOLE   5,680 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 41 280 SH   SOLE   280 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 192 2,447 SH   SOLE   2,447 0 0
AMERICOLD REALTY TRUST COM COMMON 03064D108 3 78 SH   SOLE   78 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 102,204 662,773 SH   OTR   514,580 148,193 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 6,840 70,545 SH   SOLE   70,545 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 1 36 SH   SOLE   36 0 0
AMETEK INC COM USD1 COMMON 031100100 75 751 SH   SOLE   751 0 0
AMGEN INC COM NPV COMMON 031162100 47,650 187,374 SH   OTR   146,824 40,550 0
AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 1 55 SH   SOLE   55 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 1,304 116,369 SH   SOLE   116,369 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 122 2,089 SH   SOLE   2,089 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 178 1,641 SH   SOLE   1,641 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 0 280 SH   SOLE   280 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 118 24,180 SH   SOLE   24,180 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 515 4,408 SH   SOLE   4,408 0 0
ANAPLAN INC COM COMMON 03272L108 1 9 SH   SOLE   9 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 0 1 SH   SOLE   1 0 0
ANGI HOMESERVICES INC COM COMMON 00183L102 198 17,794 SH   SOLE   17,794 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 300 11,369 SH   SOLE   11,369 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 231 4,288 SH   SOLE   4,288 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 209 5,891 SH   SOLE   5,891 0 0
ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 16,949 2,379,029 SH   OTR   1,804,634 574,395 0
ANSYS INC COM USD.01 COMMON 03662Q105 179 546 SH   SOLE   546 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 224 82,871 SH   SOLE   82,871 0 0
ANTERIX INC COM USD.0001 COMMON 03676C100 4 131 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 787 2,932 SH   SOLE   2,932 0 0
AON PLC CL A ORD COMMON G0403H108 680 3,297 SH   SOLE   3,297 0 0
APACHE CORP COM USD1.25 COMMON 037411105 0 35 SH   SOLE   35 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R754 5 163 SH   SOLE   163 0 0
APOGEE ENTERPRISES INC COM USD.33 COMMON 037598109 43 2,011 SH   SOLE   2,011 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 483 3,397 SH   SOLE   3,397 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 156 16,226 SH   SOLE   16,226 0 0
APPLE INC COM NPV COMMON 037833100 43,640 376,725 SH   OTR   351,549 25,176 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 10 184 SH   SOLE   184 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 389 6,545 SH   SOLE   6,545 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 33 293 SH   SOLE   293 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 48 519 SH   SOLE   519 0 0
ARAMARK COM USD.01 COMMON 03852U106 144 5,440 SH   SOLE   5,440 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 120 3,873 SH   SOLE   3,873 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 2 130 SH   SOLE   130 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 0 6 SH   SOLE   6 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 168 3,614 SH   SOLE   3,614 0 0
ARCONIC CORP COM COMMON 03966V107 1 77 SH   SOLE   77 0 0
ARDAGH GROUP SA EUR0.01 CL A COMMON L0223L101 127 9,000 SH   SOLE   9,000 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 443 5,920 SH   SOLE   5,920 0 0
ARES MANAGEMENT CORP COM COMMON 03990B101 0 4 SH   SOLE   4 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 40 955 SH   SOLE   955 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 3 13 SH   SOLE   13 0 0
ARK INNOVATION ETF COMMON 00214Q104 46 500 SH   SOLE   500 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 2 36 SH   SOLE   36 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 150 1,906 SH   SOLE   1,906 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 504 11,670 SH   SOLE   11,670 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 170 1,607 SH   SOLE   1,607 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 177 4,540 SH   SOLE   4,540 0 0
ARVINAS INC COM COMMON 04335A105 75 3,177 SH   SOLE   3,177 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
ASGN INC COM USD.01 COMMON 00191U102 2 32 SH   SOLE   32 0 0
ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 3 36 SH   SOLE   36 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 2,152 5,828 SH   SOLE   5,828 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
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 8 60 SH   SOLE   60 0 0
ASSERTIO HOLDINGS INC COM NPV COMMON 04546C106 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 148 11,736 SH   SOLE   11,736 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 42 343 SH   SOLE   343 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 0 20 SH   SOLE   20 0 0
ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 111 2,044 SH   SOLE   2,044 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 1,793 32,725 SH   SOLE   32,725 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 0 40 SH   SOLE   40 0 0
AT&T INC COM USD1 COMMON 00206R102 25,895 907,873 SH   OTR   714,499 193,374 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 118 3,474 SH   SOLE   3,474 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 721 31,659 SH   SOLE   31,659 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 10 167 SH   SOLE   167 0 0
ATLAS CORP COM COMMON Y0436Q109 74 8,301 SH   SOLE   8,301 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 7 38 SH   SOLE   38 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 7 77 SH   SOLE   77 0 0
ATN INTERNATIONAL INC COM USD.01 COMMON 00215F107 7 134 SH   SOLE   134 0 0
ATOMERA INC COM USD0.001 COMMON 04965B100 0 16 SH   SOLE   16 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 11 269 SH   SOLE   269 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 456 14,510 SH   SOLE   14,510 0 0
AURORA CANNABIS INC COM NPV COMMON 05156X884 0 62 SH   SOLE   62 0 0
AUTODESK INC COM NPV COMMON 052769106 2,124 9,193 SH   SOLE   9,193 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 668 4,792 SH   SOLE   4,792 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 52 978 SH   SOLE   978 0 0
AUTOZONE INC COM NPV COMMON 053332102 369 313 SH   SOLE   313 0 0
AVALARA INC COM COMMON 05338G106 5 40 SH   SOLE   40 0 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 7 49 SH   SOLE   49 0 0
AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 4 113 SH   SOLE   113 0 0
AVANTOR INC COM COMMON 05352A100 9 411 SH   SOLE   411 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 15 115 SH   SOLE   115 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 380 17,307 SH   SOLE   17,307 0 0
AVNET INC COM USD1 COMMON 053807103 202 7,829 SH   SOLE   7,829 0 0
AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 2 78 SH   SOLE   78 0 0
AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 1 21 SH   SOLE   21 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 1 6 SH   SOLE   6 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 43 1,246 SH   SOLE   1,246 0 0
B COMMUNICATIONS LTD COM NIS.01 COMMON M15629104 115 45,666 SH   SOLE   45,666 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 7,607 1,169,004 SH   SOLE   1,169,004 0 0
BADGER METER INC COM USD1 COMMON 056525108 332 5,071 SH   SOLE   5,071 0 0
BAIDU INC ADR COMMON 056752108 93 737 SH   SOLE   737 0 0
BAKER HUGHES CO COM A COMMON 05722G100 3 260 SH   SOLE   260 0 0
BALL CORP COM NPV COMMON 058498106 56 670 SH   SOLE   670 0 0
BANCO DE CHILE SP ADR COMMON 059520106 2 134 SH   SOLE   134 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 412 83,469 SH   SOLE   83,469 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 124 67,168 SH   SOLE   67,168 0 0
BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 2 82 SH   SOLE   82 0 0
BANCORP INC COM COMMON 05969A105 3 345 SH   SOLE   345 0 0
BANCROFT FUND LTD COMMON 059695106 17 701 SH   SOLE   701 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 56,931 2,361,907 SH   OTR   1,789,875 572,032 0
BANK OF MONTREAL COM NPV COMMON 063671101 1,782 30,503 SH   SOLE   30,503 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 5,871 170,956 SH   OTR   134,965 35,991 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 3,566 85,877 SH   SOLE   85,877 0 0
BANKFINANCIAL CORP COM USD.01 COMMON 06643P104 1 101 SH   SOLE   101 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 12 532 SH   SOLE   532 0 0
BAOZUN INC ADR COMMON 06684L103 32 1,000 SH   SOLE   1,000 0 0
BARCLAYS PLC ADR COMMON 06738E204 183 36,622 SH   SOLE   36,622 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 0 7 SH   SOLE   7 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 6,261 223,013 SH   SOLE   223,013 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 74 5,383 SH   SOLE   5,383 0 0
BAUDAX BIO INC COM COMMON 07160F107 0 132 SH   SOLE   132 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 210 2,613 SH   SOLE   2,613 0 0
BBVA SPON ADR COMMON 05946K101 24 8,751 SH   SOLE   8,751 0 0
BCB BANCORP INC COM COMMON 055298103 190 23,802 SH   SOLE   23,802 0 0
BCE INC COM NPV COMMON 05534B760 1,353 32,654 SH   SOLE   32,654 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 384 1,649 SH   SOLE   1,649 0 0
BEIGENE LTD ADR COMMON 07725L102 3 10 SH   SOLE   10 0 0
BEL FUSE INC CL B COMMON 077347300 81 7,588 SH   SOLE   7,588 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 954 47,275 SH   SOLE   47,275 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 12 203 SH   SOLE   203 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 3,437 16,140 SH   SOLE   16,140 0 0
BERRY GLOBAL GROUP INC COM USD.001 COMMON 08579W103 3 54 SH   SOLE   54 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 23,988 215,400 SH   SOLE   215,400 0 0
BEYOND MEAT INC COM USD 0.0001 COMMON 08862E109 1 8 SH   SOLE   8 0 0
BG STAFFING INC COM COMMON 05544A109 78 9,153 SH   SOLE   9,153 0 0
BHP GROUP LTD ADR COMMON 05545E209 6 143 SH   SOLE   143 0 0
BHP GROUP LTD ADR COMMON 088606108 1,227 23,735 SH   SOLE   23,735 0 0
BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 846 113,108 SH   SOLE   113,108 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 532 11,896 SH   SOLE   11,896 0 0
BIGLARI HOLDINGS INC CL B COMMON 08986R309 262 2,946 SH   SOLE   2,946 0 0
BIODELIVERY SCIENCES INTL COM NPV COMMON 09060J106 148 39,567 SH   SOLE   39,567 0 0
BIOGEN INC COM NPV COMMON 09062X103 64,189 226,125 SH   OTR   179,034 47,091 0
BIOHAVEN PHRMCUTCL HLD COM COMMON G11196105 1 21 SH   SOLE   21 0 0
BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 1 18 SH   SOLE   18 0 0
BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 4,399 8,530 SH   SOLE   8,530 0 0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001 COMMON 090931106 518 9,786 SH   SOLE   9,786 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 186 750 SH   SOLE   750 0 0
BIOTELEMETRY INC COM USD.001 COMMON 090672106 12 261 SH   SOLE   261 0 0
BLACK HILLS CORP COM USD1 COMMON 092113109 13 249 SH   SOLE   249 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 264 3,029 SH   SOLE   3,029 0 0
BLACKBAUD INC COM COMMON 09227Q100 28 497 SH   SOLE   497 0 0
BLACKLINE INC COM USD.01 COMMON 09239B109 177 1,974 SH   SOLE   1,974 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 705 1,251 SH   SOLE   1,251 0 0
BLACKROCK MULTI-SECTOR INCOM COMMON 09258A107 0 5 SH   SOLE   5 0 0
BLACKSTONE GROUP INC COM UNIT COMMON 09260D107 418 8,012 SH   SOLE   8,012 0 0
BLOCK H & R INC COM NPV COMMON 093671105 24 1,452 SH   SOLE   1,452 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 82 5,377 SH   SOLE   5,377 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 101 4,680 SH   SOLE   4,680 0 0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 58 7,592 SH   SOLE   7,592 0 0
BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 158 3,691 SH   SOLE   3,691 0 0
BOEING CO COM USD5 COMMON 097023105 898 5,436 SH   SOLE   5,436 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 1,015 25,394 SH   SOLE   25,394 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 17,042 9,959 SH   OTR   8,560 1,399 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 3 97 SH   SOLE   97 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 55 658 SH   SOLE   658 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 1,823 47,053 SH   SOLE   47,053 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 6 7 SH   SOLE   7 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 95 17,139 SH   SOLE   17,139 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 19,372 241,144 SH   OTR   180,241 60,903 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 523 13,680 SH   SOLE   13,680 0 0
BOX INC CL A COM USD.0001 COMMON 10316T104 201 11,572 SH   SOLE   11,572 0 0
BP PLC ADR COMMON 055622104 213 12,227 SH   SOLE   12,227 0 0
BRADESCO BANCO SPON ADR COMMON 059460402 155 48,482 SH   SOLE   48,482 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 284 27,490 SH   SOLE   27,490 0 0
BRF SA SPON ADR NPV COMMON 10552T107 191 58,190 SH   SOLE   58,190 0 0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 5 31 SH   SOLE   31 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 274 6,422 SH   SOLE   6,422 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 3,029 50,241 SH   SOLE   50,241 0 0
BRISTOW GROUP INC COM COMMON 11040G103 153 7,223 SH   SOLE   7,223 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 525 14,530 SH   SOLE   14,530 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 229 19,596 SH   SOLE   19,596 0 0
BROADCOM INC ORD NPV COMMON 11135F101 1,467 4,027 SH   SOLE   4,027 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 46 345 SH   SOLE   345 0 0
BROADWIND INC COM USD.001 COMMON 11161T207 63 21,882 SH   SOLE   21,882 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 220 6,656 SH   SOLE   6,656 0 0
BROOKFIELD RENEWABLE CORP COM CLA COMMON 11284V105 6 105 SH   SOLE   105 0 0
BROOKS AUTOMATION INC COM USD.01 COMMON 114340102 103 2,211 SH   SOLE   2,211 0 0
BROWN & BROWN INC COM USD.1 COMMON 115236101 13 286 SH   SOLE   286 0 0
BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 8 101 SH   SOLE   101 0 0
BRP INC SUB VTG NPV COMMON 05577W200 9,257 175,299 SH   SOLE   175,299 0 0
BRUKER CORP COM USD.01 COMMON 116794108 3 70 SH   SOLE   70 0 0
BRUNSWICK CORP COM USD.75 COMMON 117043109 2 31 SH   SOLE   31 0 0
BUCKLE INC COM USD.05 COMMON 118440106 359 17,576 SH   SOLE   17,576 0 0
BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1,844 56,434 SH   SOLE   56,434 0 0
BUNGE LTD COM USD.01 COMMON G16962105 1 17 SH   SOLE   17 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 10 50 SH   SOLE   50 0 0
BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 2 38 SH   SOLE   38 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 293 2,872 SH   SOLE   2,872 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 132 4,460 SH   SOLE   4,460 0 0
CABLE ONE INC COM USD.01 COMMON 12685J105 213 113 SH   SOLE   113 0 0
CABOT CORP COM USD1 COMMON 127055101 147 4,072 SH   SOLE   4,072 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 318 18,309 SH   SOLE   18,309 0 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 1 4 SH   SOLE   4 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 1,090 10,218 SH   SOLE   10,218 0 0
CAMBIUM NETWORKS CORP ORD USD 0.0001 COMMON G17766109 121 7,146 SH   SOLE   7,146 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 7 83 SH   SOLE   83 0 0
CAMECO CORP COM NPV COMMON 13321L108 2,398 237,506 SH   SOLE   237,506 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 13 263 SH   SOLE   263 0 0
CAMPING WORLD HOLDINGS INC CL A COM USD.01 COMMON 13462K109 236 7,928 SH   SOLE   7,928 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 8,865 118,669 SH   SOLE   118,669 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 874 8,212 SH   SOLE   8,212 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 6,914 431,669 SH   SOLE   431,669 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 231 760 SH   SOLE   760 0 0
CANADIAN SOLAR INC COM NPV COMMON 136635109 570 16,232 SH   SOLE   16,232 0 0
CANON INC ADR COMMON 138006309 4 239 SH   SOLE   239 0 0
CAPITAL CITY BK GROUP INC COM USD.01 COMMON 139674105 34 1,816 SH   SOLE   1,816 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 1,185 16,495 SH   SOLE   16,495 0 0
CAPRI HOLDINGS LTD ORD NPV COMMON G1890L107 3 153 SH   SOLE   153 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 6,203 131,946 SH   SOLE   131,946 0 0
CARDIOVASCULAR SYSTEMS INC COM NPV COMMON 141619106 5 117 SH   SOLE   117 0 0
CARDTRONICS PLC CL A ORD USD0.01 COMMON G1991C105 36 1,829 SH   SOLE   1,829 0 0
CAREDX INC COM USD.001 COMMON 14167L103 1 23 SH   SOLE   23 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 3 141 SH   SOLE   141 0 0
CARLISLE COS INC COM NPV COMMON 142339100 2,851 23,246 SH   SOLE   23,246 0 0
CARMAX INC COM NPV COMMON 143130102 42 459 SH   SOLE   459 0 0
CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 3 235 SH   SOLE   235 0 0
CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 3 188 SH   SOLE   188 0 0
CARPARTS COM INC COM USD.001 COMMON 14427M107 1 58 SH   SOLE   58 0 0
CARRIER GLOBAL CORP COM COMMON 14448C104 48 1,576 SH   SOLE   1,576 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 167 1,924 SH   SOLE   1,924 0 0
CARVANA CO CL A COM USD .001 COMMON 146869102 11 50 SH   SOLE   50 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 19 105 SH   SOLE   105 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 21 250 SH   SOLE   250 0 0
CATCHMARK TIMBER TRUST CL A COM USD.01 COMMON 14912Y202 114 12,707 SH   SOLE   12,707 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 43,656 292,505 SH   OTR   227,575 64,930 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 22 2,774 SH   SOLE   2,774 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 103 5,423 SH   SOLE   5,423 0 0
CBDMD INC COM USD.001 COMMON 12482W101 0 1 SH   SOLE   1 0 0
CBIZ INC COM COMMON 124805102 74 3,210 SH   SOLE   3,210 0 0
CBOE GLOBAL MARKETS INC COM USD0.01 COMMON 12503M108 2 20 SH   SOLE   20 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 202 4,300 SH   SOLE   4,300 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 4 102 SH   SOLE   102 0 0
CDW CORP COM USD.01 COMMON 12514G108 788 6,596 SH   SOLE   6,596 0 0
CECO ENVIRONMENTAL CORP COM NPV COMMON 125141101 88 12,091 SH   SOLE   12,091 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602209 76 93,505 SH   SOLE   93,505 0 0
CELANESE CORP COM USD.01 COMMON 150870103 90,805 844,592 SH   OTR   649,007 195,585 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 4,233 613,169 SH   SOLE   613,169 0 0
CELLCOM ISRAEL LTD ORD USD.01 COMMON M2196U109 2 453 SH   SOLE   453 0 0
CELLDEX THERAPEUTICS INC COM COMMON 15117B202 0 17 SH   SOLE   17 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 1,299 333,449 SH   SOLE   333,449 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 205 3,519 SH   SOLE   3,519 0 0
CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 4 203 SH   SOLE   203 0 0
CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 1,124 31,076 SH   SOLE   31,076 0 0
CENTRUS ENERGY CORP CL A COM USD.1 COMMON 15643U104 201 24,072 SH   SOLE   24,072 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 339 5,154 SH   SOLE   5,154 0 0
CENTURY COMMUNITIES INC COM USD.01 COMMON 156504300 4 100 SH   SOLE   100 0 0
CENTURYLINK INC COM USD1 COMMON 156700106 28,361 2,809,374 SH   OTR   2,220,899 588,475 0
CERIDIAN HCM HOLDING COM USD0.01 COMMON 15677J108 4 53 SH   SOLE   53 0 0
CERNER CORP COM USD.01 COMMON 156782104 418 5,783 SH   SOLE   5,783 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 19,675 640,239 SH   OTR   495,606 144,633 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 2,239 33,011 SH   SOLE   33,011 0 0
CHAMPIONX CORP COM COMMON 15872M104 1 159 SH   SOLE   159 0 0
CHANNELADVISOR CORP COM USD.001 COMMON 159179100 777 53,589 SH   SOLE   53,589 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 115 509 SH   SOLE   509 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 2,459 3,939 SH   OTR   3,536 403 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 302 2,504 SH   SOLE   2,504 0 0
CHECKPOINT THERAPEUTICS INC COM COMMON 162828107 0 1 SH   SOLE   1 0 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 2 63 SH   SOLE   63 0 0
CHEETAH MOBILE INC -ADR ADR COMMON 163075104 357 173,115 SH   SOLE   173,115 0 0
CHEFS' WAREHOUSE INC COM USD.01 COMMON 163086101 1 68 SH   SOLE   68 0 0
CHEGG INC COM USD0.001 COMMON 163092109 38 538 SH   SOLE   538 0 0
CHEMED CORP COM USD1 COMMON 16359R103 233 485 SH   SOLE   485 0 0
CHEMOCENTRYX INC COM USD.001 COMMON 16383L106 304 5,537 SH   SOLE   5,537 0 0
CHEMOURS CO COM USD0.01 COMMON 163851108 2 83 SH   SOLE   83 0 0
CHENIERE ENERGY INC COM USD.03 COMMON 16411R208 0 8 SH   SOLE   8 0 0
CHEVRON CORP COM USD3 COMMON 166764100 1,465 20,346 SH   SOLE   20,346 0 0
CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 16 2,009 SH   SOLE   2,009 0 0
CHIMERIX INC COM USD.001 COMMON 16934W106 1 288 SH   SOLE   288 0 0
CHINA DISTANCE EDUCATION-ADR ADS NPV COMMON 16944W104 791 82,552 SH   SOLE   82,552 0 0
CHINA EASTERN AIRLINES CORP SPON ADR CL H COMMON 16937R104 427 19,776 SH   SOLE   19,776 0 0
CHINA INDEX HLD LTD -ADR ADR COMMON 16954W101 32 22,075 SH   SOLE   22,075 0 0
CHINA LIFE INSURANCE (CHN) SPON ADR REP H COMMON 16939P106 31 2,730 SH   SOLE   2,730 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 2,663 82,804 SH   SOLE   82,804 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 833 20,578 SH   SOLE   20,578 0 0
CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 1,858 61,894 SH   SOLE   61,894 0 0
CHINA UNICOM (HONG KONG) LTD SPONSORED ADR COMMON 16945R104 1,033 157,978 SH   SOLE   157,978 0 0
CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 1,196 66,449 SH   SOLE   66,449 0 0
CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 1,400 72,667 SH   SOLE   72,667 0 0
CHIPOTLE MEXICAN GRILL INC COM USD.01 COMMON 169656105 138 111 SH   SOLE   111 0 0
CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 38 440 SH   SOLE   440 0 0
CHUBB LTD ORD KYD.125 COMMON H1467J104 485 4,177 SH   SOLE   4,177 0 0
CHUNGHWA TELECOM LTD SPON ADR COMMON 17133Q502 87 2,397 SH   SOLE   2,397 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 1,393 14,860 SH   SOLE   14,860 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 0 3 SH   SOLE   3 0 0
CIENA CORP COM USD.01 COMMON 171779309 194 4,877 SH   SOLE   4,877 0 0
CIGNA CORP COM USD1 COMMON 125523100 564 3,330 SH   SOLE   3,330 0 0
CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 0 1 SH   SOLE   1 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 50 645 SH   SOLE   645 0 0
CINTAS CORP COM NPV COMMON 172908105 1,059 3,183 SH   SOLE   3,183 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 884 13,074 SH   SOLE   13,074 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 16,417 416,508 SH   OTR   338,643 77,865 0
CIT GROUP INC COM USD.01 COMMON 125581801 5 286 SH   SOLE   286 0 0
CITI TRENDS INC COM COMMON 17306X102 47 1,866 SH   SOLE   1,866 0 0
CITIGROUP INC COM USD.01 COMMON 172967424 63,619 1,474,825 SH   OTR   1,188,218 286,607 0
CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 857 33,889 SH   SOLE   33,889 0 0
CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 6,137 44,567 SH   SOLE   44,567 0 0
CIVISTA BANCSHARES INC COM NPV COMMON 178867107 9 684 SH   SOLE   684 0 0
CLARUS CORP COM USD.0001 COMMON 18270P109 1 39 SH   SOLE   39 0 0
CLEARFIELD INC COM USD.01 COMMON 18482P103 106 5,273 SH   SOLE   5,273 0 0
CLEARWAY ENERGY INC CL C COM NPV COMMON 18539C204 6 234 SH   SOLE   234 0 0
CLEVELAND-CLIFFS INC COM USD1 COMMON 185899101 19 2,922 SH   SOLE   2,922 0 0
CLOROX CO/DE COM USD1 COMMON 189054109 681 3,238 SH   SOLE   3,238 0 0
CME GROUP INC CL A COM USD.01 COMMON 12572Q105 344 2,055 SH   SOLE   2,055 0 0
CMS ENERGY CORP COM USD.01 COMMON 125896100 38 617 SH   SOLE   617 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 829 51,668 SH   SOLE   51,668 0 0
CNOOC LTD SPONSORED ADR COMMON 126132109 1,979 20,605 SH   SOLE   20,605 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 1,752 35,488 SH   SOLE   35,488 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 762 19,625 SH   SOLE   19,625 0 0
COCA-COLA FEMSA SAB DE CV SPON ADR COMMON 191241108 98 2,411 SH   SOLE   2,411 0 0
CODEXIS INC COM USD.0001 COMMON 192005106 2 130 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 482 8,003 SH   SOLE   8,003 0 0
COGNEX CORP COM USD.002 COMMON 192422103 17 255 SH   SOLE   255 0 0
COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 159 2,294 SH   SOLE   2,294 0 0
COHEN & STEERS INC COM USD.01 COMMON 19247A100 542 9,703 SH   SOLE   9,703 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 20 642 SH   SOLE   642 0 0
COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 831 10,774 SH   SOLE   10,774 0 0
COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 1,284 25,897 SH   SOLE   25,897 0 0
COLLEGIUM PHARMACEUTICAL INC COM USD0.001 COMMON 19459J104 179 8,577 SH   SOLE   8,577 0 0
COLLIERS INTL GROUP INC COM NPV SVTG COMMON 194693107 1,403 21,080 SH   SOLE   21,080 0 0
COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 25 290 SH   SOLE   290 0 0
COLUMBUS MCKINNON CORP COM USD.01 COMMON 199333105 696 21,018 SH   SOLE   21,018 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 1,674 36,184 SH   SOLE   36,184 0 0
COMERICA INC COM USD5 COMMON 200340107 410 10,707 SH   SOLE   10,707 0 0
COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 72 1,389 SH   SOLE   1,389 0 0
COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 85 1,507 SH   SOLE   1,507 0 0
COMMERCIAL METALS COM USD5 COMMON 201723103 1,073 53,673 SH   SOLE   53,673 0 0
COMMUNICATIONS SYSTEMS INC COM USD.05 COMMON 203900105 113 29,430 SH   SOLE   29,430 0 0
COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 0 21 SH   SOLE   21 0 0
COMMUNITY HEALTHCARE TRUST COM USD0.01 COMMON 20369C106 9 198 SH   SOLE   198 0 0
COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 0 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 50 10,115 SH   SOLE   10,115 0 0
COMSCORE INC COM USD.001 COMMON 20564W105 4 2,158 SH   SOLE   2,158 0 0
COMSTOCK RESOURCES INC COM USD.5 COMMON 205768302 0 74 SH   SOLE   74 0 0
COMTECH TELECOMMUN COM NPV COMMON 205826209 0 24 SH   SOLE   24 0 0
CONAGRA BRANDS INC COM USD5 COMMON 205887102 77 2,162 SH   SOLE   2,162 0 0
CONCHO RESOURCES INC COM USD.001 COMMON 20605P101 4 88 SH   SOLE   88 0 0
CONFORMIS INC COM USD.00001 COMMON 20717E101 0 2 SH   SOLE   2 0 0
CONMED CORP COM USD.01 COMMON 207410101 716 9,073 SH   SOLE   9,073 0 0
CONN'S INC COM USD.01 COMMON 208242107 3 252 SH   SOLE   252 0 0
CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 4,386 133,553 SH   OTR   110,221 23,332 0
CONSOL ENERGY INC COM COMMON 20854L108 1 144 SH   SOLE   144 0 0
CONSOLIDATED COMM HLDGS INC CL A COM USD.01 COMMON 209034107 293 51,474 SH   SOLE   51,474 0 0
CONSOLIDATED EDISON INC COM USD5 COMMON 209115104 26 330 SH   SOLE   330 0 0
CONSTELLATION BRANDS CL A COM USD.01 COMMON 21036P108 147 773 SH   SOLE   773 0 0
CONSTRUCTION PRTNR INC COM COMMON 21044C107 78 4,259 SH   SOLE   4,259 0 0
CONSUMER DISCRETIONARY SELT COMMON 81369Y407 104 705 SH   SOLE   705 0 0
CONTAINER STORE GROUP COM USD.01 COMMON 210751103 1 163 SH   SOLE   163 0 0
CONTROLADORA VUELA COMPANIA ADR COMMON 21240E105 139 19,271 SH   SOLE   19,271 0 0
COOPER COS INC (THE) COM USD.1 COMMON 216648402 16 46 SH   SOLE   46 0 0
COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 301 9,473 SH   SOLE   9,473 0 0
COPA HOLDINGS SA CL A COM USD COMMON P31076105 42 834 SH   SOLE   834 0 0
COPART INC COM NPV COMMON 217204106 33 317 SH   SOLE   317 0 0
CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 508 29,120 SH   SOLE   29,120 0 0
CORE MARK HOLDING CO INC COM COMMON 218681104 255 8,804 SH   SOLE   8,804 0 0
CORECIVIC INC COM USD.01 COMMON 21871N101 1 99 SH   SOLE   99 0 0
CORESITE REALTY CORP COM USD.01 COMMON 21870Q105 0 3 SH   SOLE   3 0 0
CORNING INC COM USD5 COMMON 219350105 66 2,032 SH   SOLE   2,032 0 0
CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 24 1,003 SH   SOLE   1,003 0 0
CORTEVA INC COM COMMON 22052L104 33 1,135 SH   SOLE   1,135 0 0
CORVEL CORP COM USD.0001 COMMON 221006109 7 82 SH   SOLE   82 0 0
COSAN LTD CL A COM USD.01 COMMON G25343107 153 10,279 SH   SOLE   10,279 0 0
COSTAR GROUP INC COM USD.01 COMMON 22160N109 259 305 SH   SOLE   305 0 0
COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 1,409 3,969 SH   SOLE   3,969 0 0
COTY INC CL A COM USD.01 COMMON 222070203 0 126 SH   SOLE   126 0 0
COUNTY BANCORP INC COM USD.01 COMMON 221907108 97 5,161 SH   SOLE   5,161 0 0
COUPA SOFTWARE INC COM USD.0001 COMMON 22266L106 4 16 SH   SOLE   16 0 0
COUSINS PROPERTIES INC COM USD1 COMMON 222795502 1 20 SH   SOLE   20 0 0
COVENANT LOGISTICS GROUP INC CL A COM USD.01 COMMON 22284P105 1 58 SH   SOLE   58 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 1 10 SH   SOLE   10 0 0
CRAWFORD & CO CL A COM NPV COMMON 224633206 9 1,443 SH   SOLE   1,443 0 0
CRAWFORD & CO CL B COM NPV COMMON 224633107 101 15,759 SH   SOLE   15,759 0 0
CREDIT SUISSE GROUP SPON ADR COMMON 225401108 307 30,813 SH   SOLE   30,813 0 0
CREE INC COM USD.01 COMMON 225447101 4 59 SH   SOLE   59 0 0
CRH MEDICAL CORP COM NPV COMMON 12626F105 135 62,309 SH   SOLE   62,309 0 0
CRH PLC ADR COMMON 12626K203 1,034 28,662 SH   SOLE   28,662 0 0
CRITEO SA ADR COMMON 226718104 243 19,914 SH   SOLE   19,914 0 0
CROWDSTRIKE HOLDINGS INC COM CL A USD0.0005 COMMON 22788C105 0 3 SH   SOLE   3 0 0
CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 580 3,481 SH   SOLE   3,481 0 0
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JABIL INC COM USD.001 COMMON 466313103 1,391 40,587 SH   SOLE   40,587 0 0
JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 39 416 SH   SOLE   416 0 0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR COMMON 47030M106 16 655 SH   SOLE   655 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 93 655 SH   SOLE   655 0 0
JBG SMITH PPTYS When Issued COMMON 46590V100 1 24 SH   SOLE   24 0 0
JD.COM INC ADR COMMON 47215P106 1,010 13,012 SH   SOLE   13,012 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 99 5,492 SH   SOLE   5,492 0 0
JELD-WEN HOLDING INC COM USD.01 COMMON 47580P103 2 67 SH   SOLE   67 0 0
JOHNSON & JOHNSON COM USD1 COMMON 478160104 4,527 30,409 SH   SOLE   30,409 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 73,312 1,793,644 SH   OTR   1,360,112 433,532 0
JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 0 2 SH   SOLE   2 0 0
JOUNCE THERAPEUTICS INC COM USD0.001 COMMON 481116101 0 1 SH   SOLE   1 0 0
JOYY INC -ADR ADR COMMON 46591M109 744 9,226 SH   SOLE   9,226 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 23,394 242,929 SH   OTR   196,911 46,018 0
JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 194 9,016 SH   SOLE   9,016 0 0
K12 INC COM USD.0001 COMMON 48273U102 39 1,481 SH   SOLE   1,481 0 0
KADANT INC COM USD.01 COMMON 48282T104 101 921 SH   SOLE   921 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 0 3 SH   SOLE   3 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 718 85,892 SH   SOLE   85,892 0 0
KANSAS CITY SOUTHERN COM NPV COMMON 485170302 52 285 SH   SOLE   285 0 0
KARYOPHARM THERAPEUTICS INC COM USD.0001 COMMON 48576U106 11 753 SH   SOLE   753 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 4,777 148,731 SH   SOLE   148,731 0 0
KB HOME COM USD1 COMMON 48666K109 4 97 SH   SOLE   97 0 0
KBR INC COM USD.001 COMMON 48242W106 5 203 SH   SOLE   203 0 0
KELLOGG CO COM USD.25 COMMON 487836108 11 165 SH   SOLE   165 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 8 126 SH   SOLE   126 0 0
KEYCORP COM USD1 COMMON 493267108 20 1,673 SH   SOLE   1,673 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 30 300 SH   SOLE   300 0 0
KFORCE INC COM USD.01 COMMON 493732101 521 16,205 SH   SOLE   16,205 0 0
KILROY REALTY CORP COM USD.01 COMMON 49427F108 1 28 SH   SOLE   28 0 0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 226 21,388 SH   SOLE   21,388 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 658 4,453 SH   SOLE   4,453 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 1 69 SH   SOLE   69 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 48 3,918 SH   SOLE   3,918 0 0
KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH   SOLE   19 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 9,369 1,062,297 SH   SOLE   1,062,297 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 79 1,617 SH   SOLE   1,617 0 0
KITE REALTY GROUP TRUST COM USD.01 COMMON 49803T300 1 95 SH   SOLE   95 0 0
KKR & CO INC COM CL A COMMON 48251W104 4 102 SH   SOLE   102 0 0
KLA CORP COM USD.001 COMMON 482480100 117 603 SH   SOLE   603 0 0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01 COMMON 499049104 1 20 SH   SOLE   20 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 886 18,796 SH   SOLE   18,796 0 0
KONTOOR BRANDS INC COM COMMON 50050N103 2 68 SH   SOLE   68 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 24 809 SH   SOLE   809 0 0
KRANESHARES CSI CHINA INTERN COMMON 500767306 8 118 SH   SOLE   118 0 0
KRATON CORP COM USD.01 COMMON 50077C106 462 25,932 SH   SOLE   25,932 0 0
KROGER CO COM USD1 COMMON 501044101 6,378 187,958 SH   SOLE   187,958 0 0
KT CORP SPON ADR COMMON 48268K101 538 55,978 SH   SOLE   55,978 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 11 484 SH   SOLE   484 0 0
L BRANDS INC COM USD.5 COMMON 501797104 1 47 SH   SOLE   47 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 273 1,606 SH   SOLE   1,606 0 0
LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 43 231 SH   SOLE   231 0 0
LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 346 17,474 SH   SOLE   17,474 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 13,719 41,332 SH   OTR   30,995 10,337 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 4 57 SH   SOLE   57 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 438 6,610 SH   SOLE   6,610 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 123 5,758 SH   SOLE   5,758 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 799 6,364 SH   SOLE   6,364 0 0
LANNETT CO INC COM NPV COMMON 516012101 7 1,125 SH   SOLE   1,125 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 7 147 SH   SOLE   147 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1,054 36,314 SH   SOLE   36,314 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 411 1,881 SH   SOLE   1,881 0 0
LAUREATE EDUCATION INC CL A COM USD0.001 COMMON 518613203 84 6,343 SH   SOLE   6,343 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 143 3,496 SH   SOLE   3,496 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 40 1,274 SH   SOLE   1,274 0 0
LCI INDUSTRIES COM NPV COMMON 50189K103 10 97 SH   SOLE   97 0 0
LEAR CORP COM NPV COMMON 521865204 6 56 SH   SOLE   56 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 2 2,573 SH   SOLE   2,573 0 0
LEGGETT & PLATT INC COM USD1 COMMON 524660107 4 93 SH   SOLE   93 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 3,730 41,826 SH   SOLE   41,826 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 7,576 92,756 SH   SOLE   92,756 0 0
LENNAR CORP CL B COM USD.1 COMMON 526057302 2 26 SH   SOLE   26 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 11 40 SH   SOLE   40 0 0
LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 22 15,589 SH   SOLE   15,589 0 0
LEXINGTON REALTY TRUST COM USD.0001 COMMON 529043101 4 372 SH   SOLE   372 0 0
LGI HOMES INC COM USD.01 COMMON 50187T106 7 56 SH   SOLE   56 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 457 2,143 SH   SOLE   2,143 0 0
LIBERTY BROADBAND CORP SR A COM USD.01 COMMON 530307107 17 120 SH   SOLE   120 0 0
LIBERTY BROADBAND CORP SR C COM USD.01 COMMON 530307305 9 60 SH   SOLE   60 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 34,064 1,657,876 SH   OTR   1,260,056 397,820 0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER C COMMON 531229854 6 157 SH   SOLE   157 0 0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01 COMMON 531229607 11 334 SH   SOLE   334 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 5 46 SH   SOLE   46 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 103 8,522 SH   SOLE   8,522 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 20 210 SH   SOLE   210 0 0
LIGHTINTHEBOX HLDG -ADR ADR COMMON 53225G102 95 48,972 SH   SOLE   48,972 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01 COMMON 532257805 198 82,208 SH   SOLE   82,208 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 81,901 552,998 SH   OTR   425,696 127,302 0
LINCOLN EDUCATIONAL SERVICES COM NPV COMMON 533535100 80 14,549 SH   SOLE   14,549 0 0
LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 6 65 SH   SOLE   65 0 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 16 500 SH   SOLE   500 0 0
LINDE PLC COM NPV COMMON G5494J103 1,549 6,504 SH   SOLE   6,504 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 81 354 SH   SOLE   354 0 0
LITTELFUSE INC COM USD.01 COMMON 537008104 1 3 SH   SOLE   3 0 0
LIVENT CORP COM COMMON 53814L108 1 108 SH   SOLE   108 0 0
LIVEXLIVE MEDIA COM USD0.001 COMMON 53839L208 0 1 SH   SOLE   1 0 0
LIVONGO HEALTH INC COM COMMON 539183103 4 30 SH   SOLE   30 0 0
LKQ CORP COM COMMON 501889208 1,216 43,863 SH   SOLE   43,863 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 315 242,562 SH   SOLE   242,562 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 1,104 2,881 SH   SOLE   2,881 0 0
LOEWS CORP COM USD1 COMMON 540424108 9 245 SH   SOLE   245 0 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 451 5,836 SH   SOLE   5,836 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 1,738 10,478 SH   SOLE   10,478 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 860 11,213 SH   SOLE   11,213 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 577 85,435 SH   SOLE   85,435 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 200 607 SH   SOLE   607 0 0
LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 344 4,573 SH   SOLE   4,573 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 359 13,632 SH   SOLE   13,632 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 55 9,128 SH   SOLE   9,128 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 31,099 440,957 SH   OTR   331,763 109,194 0
M & T BANK CORP COM USD5 COMMON 55261F104 4,589 49,832 SH   OTR   40,121 9,711 0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 66 1,940 SH   SOLE   1,940 0 0
M/I HOMES INC COM USD.01 COMMON 55305B101 234 5,076 SH   SOLE   5,076 0 0
MACERICH CO COM USD.01 COMMON 554382101 0 2 SH   SOLE   2 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 137 14,222 SH   SOLE   14,222 0 0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT COMMON 55608B105 0 7 SH   SOLE   7 0 0
MACROGENICS INC COM USD0.01 COMMON 556099109 1 58 SH   SOLE   58 0 0
MACY'S INC COM NPV COMMON 55616P104 1 94 SH   SOLE   94 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 2 10 SH   SOLE   10 0 0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1 COMMON 559166103 699 52,887 SH   SOLE   52,887 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 25,217 551,338 SH   SOLE   551,338 0 0
MAGNITE INC COM USD.00001 COMMON 55955D100 0 2 SH   SOLE   2 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 67 1,358 SH   SOLE   1,358 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 59 617 SH   SOLE   617 0 0
MANITOWOC CO COM USD2.5 COMMON 563571405 45 5,308 SH   SOLE   5,308 0 0
MANNING & NAPIER INC CL A COM USD.01 COMMON 56382Q102 61 14,330 SH   SOLE   14,330 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 889 12,130 SH   SOLE   12,130 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 18,649 1,341,386 SH   SOLE   1,341,386 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 3 844 SH   SOLE   844 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 32 1,085 SH   SOLE   1,085 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 118 7,571 SH   SOLE   7,571 0 0
MARINEMAX INC COM USD.001 COMMON 567908108 325 12,644 SH   SOLE   12,644 0 0
MARKEL CORP COM NPV COMMON 570535104 201 206 SH   SOLE   206 0 0
MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 102 211 SH   SOLE   211 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 320 3,460 SH   SOLE   3,460 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 210 2,308 SH   SOLE   2,308 0 0
MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH   SOLE   1 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 468 4,082 SH   SOLE   4,082 0 0
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MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 14 58 SH   SOLE   58 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 53 1,327 SH   SOLE   1,327 0 0
MASCO CORP COM USD1 COMMON 574599106 28,427 515,213 SH   OTR   412,980 102,233 0
MASIMO CORP COM USD.001 COMMON 574795100 30 125 SH   SOLE   125 0 0
MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 6 59 SH   SOLE   59 0 0
MASTEC INC COM USD.1 COMMON 576323109 3,295 77,935 SH   SOLE   77,935 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 360 19,981 SH   SOLE   19,981 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 3,260 9,641 SH   SOLE   9,641 0 0
MATCH GROUP INC COM USD0.001 COMMON 57667L107 20 185 SH   SOLE   185 0 0
MATERION CORP COM USD1 COMMON 576690101 2 45 SH   SOLE   45 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 25 3,003 SH   SOLE   3,003 0 0
MATSON INC COM NPV COMMON 57686G105 3 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 13 534 SH   SOLE   534 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 7 99 SH   SOLE   99 0 0
MAXIMUS INC COM NPV COMMON 577933104 263 3,839 SH   SOLE   3,839 0 0
MBIA INC COM USD1 COMMON 55262C100 0 40 SH   SOLE   40 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 29 150 SH   SOLE   150 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 2,457 11,192 SH   SOLE   11,192 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 74,401 499,225 SH   OTR   383,189 116,036 0
MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 2 88 SH   SOLE   88 0 0
MECHEL PAO ADR NPV COMMON 583840608 498 329,772 SH   SOLE   329,772 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 19 1,073 SH   SOLE   1,073 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 17 1,071 SH   SOLE   1,071 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 878 7,841 SH   SOLE   7,841 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 2,308 22,206 SH   SOLE   22,206 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 1 88 SH   SOLE   88 0 0
MERCADOLIBRE INC COM USD.001 COMMON 58733R102 18 17 SH   SOLE   17 0 0
MERCHANTS BANCORP COM COMMON 58844R108 483 24,496 SH   SOLE   24,496 0 0
MERCK & CO COM NPV COMMON 58933Y105 1,589 19,151 SH   SOLE   19,151 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 301 7,264 SH   SOLE   7,264 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 265 15,564 SH   SOLE   15,564 0 0
MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 1 14 SH   SOLE   14 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 1,521 13,774 SH   SOLE   13,774 0 0
MERITOR INC COM USD1 COMMON 59001K100 4 169 SH   SOLE   169 0 0
MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 12 651 SH   SOLE   651 0 0
META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 86 4,494 SH   SOLE   4,494 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 248 8,665 SH   SOLE   8,665 0 0
METLIFE INC COM COMMON 59156R108 74,111 1,992,578 SH   OTR   1,497,279 495,299 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 334 346 SH   SOLE   346 0 0
MGE ENERGY INC COM USD8 COMMON 55277P104 1 21 SH   SOLE   21 0 0
MGM GROWTH PROPERTIES LLC CL A COM NPV COMMON 55303A105 240 8,573 SH   SOLE   8,573 0 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 3 159 SH   SOLE   159 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 41 397 SH   SOLE   397 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 577 12,280 SH   SOLE   12,280 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 18,219 86,620 SH   SOLE   86,620 0 0
MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 62 409 SH   SOLE   409 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 132 7,613 SH   SOLE   7,613 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 1,487 12,825 SH   SOLE   12,825 0 0
MIDDLEBY CORP COM USD.01 COMMON 596278101 7 74 SH   SOLE   74 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 25 1,274 SH   SOLE   1,274 0 0
MIDDLESEX WATER CO COM NPV COMMON 596680108 4 72 SH   SOLE   72 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 58 4,475 SH   SOLE   4,475 0 0
MIDWESTONE FINANCIAL GROUP COM COMMON 598511103 5 260 SH   SOLE   260 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 1 25 SH   SOLE   25 0 0
MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 11 214 SH   SOLE   214 0 0
MITEK SYSTEMS INC COM USD.001 COMMON 606710200 727 56,887 SH   SOLE   56,887 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 431 107,473 SH   SOLE   107,473 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 133 52,167 SH   SOLE   52,167 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 545 62,447 SH   SOLE   62,447 0 0
MODEL N INC COM USD.00015 COMMON 607525102 626 17,703 SH   SOLE   17,703 0 0
MODERNA INC COM COMMON 60770K107 8 113 SH   SOLE   113 0 0
MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 141 1,447 SH   SOLE   1,447 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 456 2,489 SH   SOLE   2,489 0 0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 4 112 SH   SOLE   112 0 0
MOMO INC -ADR ADR COMMON 60879B107 0 23 SH   SOLE   23 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 838 14,588 SH   SOLE   14,588 0 0
MONGODB INC CL A COM COMMON 60937P106 7 30 SH   SOLE   30 0 0
MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 19 67 SH   SOLE   67 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 117 1,465 SH   SOLE   1,465 0 0
MONTAGE RESOURCES CORP COM USD.01 COMMON 61179L100 5 1,108 SH   SOLE   1,108 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 477 1,646 SH   SOLE   1,646 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 46,466 960,615 SH   OTR   772,260 188,355 0
MORNINGSTAR INC COM COMMON 617700109 80 495 SH   SOLE   495 0 0
MOSAIC CO COM USD.01 COMMON 61945C103 3 176 SH   SOLE   176 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 365 2,326 SH   SOLE   2,326 0 0
MOVADO GROUP INC COM USD.01 COMMON 624580106 0 32 SH   SOLE   32 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 228 10,195 SH   SOLE   10,195 0 0
MRC GLOBAL INC COM USD.01 COMMON 55345K103 9 2,094 SH   SOLE   2,094 0 0
MSA SAFETY INC COM NPV COMMON 553498106 0 1 SH   SOLE   1 0 0
MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 31 483 SH   SOLE   483 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 160 447 SH   SOLE   447 0 0
MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 177 18,537 SH   SOLE   18,537 0 0
MTBC INC COM USD.001 COMMON 55378G102 0 16 SH   SOLE   16 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 219 8,097 SH   SOLE   8,097 0 0
MURPHY USA INC COM USD.01 COMMON 626755102 439 3,411 SH   SOLE   3,411 0 0
MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH   SOLE   2 0 0
MVB FINANCIAL CORP COM COMMON 553810102 97 6,082 SH   SOLE   6,082 0 0
MYLAN NV COM USD.5 COMMON N59465109 1 49 SH   SOLE   49 0 0
MYOKARDIA INC COM USD.0001 COMMON 62857M105 3 23 SH   SOLE   23 0 0
MYR GROUP INC COM USD.01 COMMON 55405W104 8 220 SH   SOLE   220 0 0
NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F137 0 7 SH   SOLE   7 0 0
NABRIVA THERAPEUTICS PLC ORD USD0.01 COMMON G63637105 20 38,000 SH   SOLE   38,000 0 0
NANTKWEST INC COM USD0.0001 COMMON 63016Q102 0 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 20 162 SH   SOLE   162 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 67 1,310 SH   SOLE   1,310 0 0
NATIONAL BEVERAGE CORP COM USD.01 COMMON 635017106 413 6,064 SH   SOLE   6,064 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 48 17,797 SH   SOLE   17,797 0 0
NATIONAL FUEL GAS CO COM NPV COMMON 636180101 3 66 SH   SOLE   66 0 0
NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 1 37 SH   SOLE   37 0 0
NATIONAL GRID SPON ADR COMMON 636274409 149 2,582 SH   SOLE   2,582 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 3 55 SH   SOLE   55 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 2 177 SH   SOLE   177 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 255 5,161 SH   SOLE   5,161 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 83 SH   SOLE   83 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 6 174 SH   SOLE   174 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 327 33,190 SH   SOLE   33,190 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 160 13,842 SH   SOLE   13,842 0 0
NATWEST GROUP PLC SP ADR REP SHS COMMON 639057108 838 311,596 SH   SOLE   311,596 0 0
NAUTILUS INC COM NPV COMMON 63910B102 163 9,491 SH   SOLE   9,491 0 0
NAVIDEA BIOPHARMACEUTICALS COM USD.001 COMMON 63937X202 0 51 SH   SOLE   51 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 181 21,368 SH   SOLE   21,368 0 0
NAVISTAR INTERNATIONAL CORP COM USD1 COMMON 63934E108 315 7,210 SH   SOLE   7,210 0 0
NCR CORP COM USD5 COMMON 62886E108 6 262 SH   SOLE   262 0 0
NEKTAR THERAPEUTICS COM NPV COMMON 640268108 1 50 SH   SOLE   50 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 82 1,046 SH   SOLE   1,046 0 0
NEOLEUKIN THERAPEUTICS INC COM USD0.000001 COMMON 64049K104 0 20 SH   SOLE   20 0 0
NEOPHOTONICS CORP COM USD.0025 COMMON 64051T100 4 621 SH   SOLE   621 0 0
NETAPP INC COM NPV COMMON 64110D104 21,127 481,662 SH   OTR   364,948 116,714 0
NETEASE INC SPONSORED ADR COMMON 64110W102 182 401 SH   SOLE   401 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 2,148 4,295 SH   SOLE   4,295 0 0
NETGEAR INC COM USD.001 COMMON 64111Q104 262 8,473 SH   SOLE   8,473 0 0
NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 195 8,931 SH   SOLE   8,931 0 0
NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 172 1,785 SH   SOLE   1,785 0 0
NEVRO CORP COM USD0.001 COMMON 64157F103 568 4,070 SH   SOLE   4,070 0 0
NEW HOME CO INC COM USD.01 COMMON 645370107 159 29,315 SH   SOLE   29,315 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 797 5,334 SH   SOLE   5,334 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 1 273 SH   SOLE   273 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 208 4,849 SH   SOLE   4,849 0 0
NEWELL BRANDS INC COM USD1 COMMON 651229106 1 71 SH   SOLE   71 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 32 7,495 SH   SOLE   7,495 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 78 228 SH   SOLE   228 0 0
NEWMONT CORP COM USD1.6 COMMON 651639106 2,244 35,366 SH   SOLE   35,366 0 0
NEWS CORP CL A COM USD0.01 COMMON 65249B109 20 1,418 SH   SOLE   1,418 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 3 197 SH   SOLE   197 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 8 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 43 483 SH   SOLE   483 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 1,525 5,495 SH   SOLE   5,495 0 0
NI HOLDINGS INC COM COMMON 65342T106 113 6,668 SH   SOLE   6,668 0 0
NIC INC COM NPV COMMON 62914B100 349 17,647 SH   SOLE   17,647 0 0
NICE LTD SPON ADR COMMON 653656108 20 90 SH   SOLE   90 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 60 SH   SOLE   60 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 2,289 18,232 SH   SOLE   18,232 0 0
NIO INC -ADR ADS COMMON 62914V106 31 1,483 SH   SOLE   1,483 0 0
NISOURCE INC COM NPV COMMON 65473P105 13 591 SH   SOLE   591 0 0
NOBLE ENERGY INC COM USD3.33 COMMON 655044105 6 663 SH   SOLE   663 0 0
NOKIA CORP SPON ADR COMMON 654902204 67 17,067 SH   SOLE   17,067 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 1,563 341,244 SH   SOLE   341,244 0 0
NORBORD INC COM NPV COMMON 65548P403 1,010 34,205 SH   SOLE   34,205 0 0
NORDIC AMERICAN TANKERS LTD COM USD.01 COMMON G65773106 84 23,986 SH   SOLE   23,986 0 0
NORDSON CORP COM USD1 COMMON 655663102 184 957 SH   SOLE   957 0 0
NORDSTROM INC COM NPV COMMON 655664100 1 64 SH   SOLE   64 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 604 2,821 SH   SOLE   2,821 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 31 1,666 SH   SOLE   1,666 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 66 7,925 SH   SOLE   7,925 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 14 177 SH   SOLE   177 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 138 5,407 SH   SOLE   5,407 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 423 1,340 SH   SOLE   1,340 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 3 106 SH   SOLE   106 0 0
NORTHWESTERN CORP COM NEW COMMON 668074305 12 247 SH   SOLE   247 0 0
NORTONLIFELOCK INC COM NPV COMMON 668771108 3 155 SH   SOLE   155 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 3 189 SH   SOLE   189 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 2,190 25,186 SH   SOLE   25,186 0 0
NOVAVAX INC COM USD.01 COMMON 670002401 229 2,107 SH   SOLE   2,107 0 0
NOVO NORDISK A/S ADR COMMON 670100205 1,116 16,069 SH   SOLE   16,069 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 6 53 SH   SOLE   53 0 0
NRG ENERGY INC COM NEW COMMON 629377508 24 783 SH   SOLE   783 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 592 11,821 SH   SOLE   11,821 0 0
NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 1,238 37,254 SH   SOLE   37,254 0 0
NUCOR CORP COM USD.4 COMMON 670346105 1,224 27,282 SH   SOLE   27,282 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 23 588 SH   SOLE   588 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 110 2,261 SH   SOLE   2,261 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 2 113 SH   SOLE   113 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 4,890 9,034 SH   SOLE   9,034 0 0
NVR INC COM USD.01 COMMON 62944T105 90 22 SH   SOLE   22 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 2,305 18,467 SH   SOLE   18,467 0 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 1 123 SH   SOLE   123 0 0
OCCIDENTAL PETROLEUM CORP WT EXP 080327 COMMON 674599162 0 54 SH   SOLE   54 0 0
OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 257 17,952 SH   SOLE   17,952 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 1 87 SH   SOLE   87 0 0
OCWEN FINANCIAL CORP COM USD.01 COMMON 675746606 121 5,750 SH   SOLE   5,750 0 0
ODP CORP COM USD.01 COMMON 88337F105 391 20,075 SH   SOLE   20,075 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 1,283 61,870 SH   SOLE   61,870 0 0
OFG BANCORP COM USD1 COMMON 67103X102 7 583 SH   SOLE   583 0 0
OGE ENERGY CORP COM USD2.5 COMMON 670837103 1 21 SH   SOLE   21 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 402 11,227 SH   SOLE   11,227 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 47 218 SH   SOLE   218 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,819 10,052 SH   SOLE   10,052 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 273 18,480 SH   SOLE   18,480 0 0
OLIN CORP COM USD1 COMMON 680665205 15 1,224 SH   SOLE   1,224 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 359 31,592 SH   SOLE   31,592 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 7 221 SH   SOLE   221 0 0
OMEROS CORP COM USD.01 COMMON 682143102 0 41 SH   SOLE   41 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 2,458 49,651 SH   SOLE   49,651 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 335 15,427 SH   SOLE   15,427 0 0
ONE GAS INC COM COMMON 68235P108 1 13 SH   SOLE   13 0 0
ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 1 633 SH   SOLE   633 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 0 15 SH   SOLE   15 0 0
ONEOK INC COM NPV COMMON 682680103 10 367 SH   SOLE   367 0 0
ONTO INNOVATION INC COM USD.001 COMMON 683344105 3 110 SH   SOLE   110 0 0
OP BANCORP COM COMMON 67109R109 162 28,254 SH   SOLE   28,254 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 9 216 SH   SOLE   216 0 0
OPKO HEALTH INC COM USD.01 COMMON 68375N103 119 32,057 SH   SOLE   32,057 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 227 10,151 SH   SOLE   10,151 0 0
OPTINOSE INC COM USD0.001 COMMON 68404V100 1 239 SH   SOLE   239 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 51,555 863,132 SH   OTR   696,758 166,374 0
ORANGE SPON ADR COMMON 684060106 35 3,333 SH   SOLE   3,333 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 266 576 SH   SOLE   576 0 0
ORGENESIS INC COM USD0.0001 COMMON 68619K204 0 26 SH   SOLE   26 0 0
ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 538 71,122 SH   SOLE   71,122 0 0
ORION GROUP HOLDINGS INC COM USD.01 COMMON 68628V308 1 269 SH   SOLE   269 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 1,681 26,864 SH   SOLE   26,864 0 0
ORMAT TECHNOLOGIES INC COM USD.001 COMMON 686688102 0 4 SH   SOLE   4 0 0
ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 54 4,208 SH   SOLE   4,208 0 0
ORTHOPEDIATRICS CORP COM USD0.00025 COMMON 68752L100 7 163 SH   SOLE   163 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 2 28 SH   SOLE   28 0 0
OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 7 1,299 SH   SOLE   1,299 0 0
OTIS WORLDWIDE CORP COM COMMON 68902V107 50 797 SH   SOLE   797 0 0
OVERSTOCK.COM INC COM NPV COMMON 690370101 174 2,392 SH   SOLE   2,392 0 0
OVID THRPUTCS INC COM COMMON 690469101 10 1,728 SH   SOLE   1,728 0 0
OVINTIV INC COM NPV COMMON 69047Q102 1 174 SH   SOLE   174 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 1,199 47,647 SH   SOLE   47,647 0 0
OWENS CORNING COM NEW USD.01 COMMON 690742101 129 1,875 SH   SOLE   1,875 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 6 153 SH   SOLE   153 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 99 2,635 SH   SOLE   2,635 0 0
PACCAR INC COM USD12 COMMON 693718108 186 2,184 SH   SOLE   2,184 0 0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001 COMMON 69404D108 282 28,522 SH   SOLE   28,522 0 0
PACIFIC PREMIER BANCORP INC COM USD8 COMMON 69478X105 115 5,710 SH   SOLE   5,710 0 0
PACIRA BIOSCIENCES INC COM USD.001 COMMON 695127100 262 4,347 SH   SOLE   4,347 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1,620 14,859 SH   SOLE   14,859 0 0
PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 3 84 SH   SOLE   84 0 0
PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 20 81 SH   SOLE   81 0 0
PALOMAR HOLDINGS INC COM COMMON 69753M105 70 667 SH   SOLE   667 0 0
PAN AMERICAN SILVER CORP COM NPV COMMON 697900108 5,496 171,037 SH   SOLE   171,037 0 0
PAPA JOHNS INTERNATIONAL INC COM USD.01 COMMON 698813102 689 8,354 SH   SOLE   8,354 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 2 38 SH   SOLE   38 0 0
PARETEUM CORP COM NPV COMMON 69946T207 0 3 SH   SOLE   3 0 0
PARK NATIONAL CORP COM NPV COMMON 700658107 0 3 SH   SOLE   3 0 0
PARK OHIO HOLDINGS CORP COM USD1 COMMON 700666100 27 1,679 SH   SOLE   1,679 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 104 513 SH   SOLE   513 0 0
PARTY CITY HOLDCO INC COM USD.01 COMMON 702149105 0 1 SH   SOLE   1 0 0
PATRICK INDUSTRIES INC COM NPV COMMON 703343103 6 103 SH   SOLE   103 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 380 15,726 SH   SOLE   15,726 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 71 888 SH   SOLE   888 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 6 19 SH   SOLE   19 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 1 5 SH   SOLE   5 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 1,959 9,943 SH   SOLE   9,943 0 0
PBF ENERGY INC CL A COM USD0.001 COMMON 69318G106 7 1,288 SH   SOLE   1,288 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 4 87 SH   SOLE   87 0 0
PCB BANCORP COM COMMON 69320M109 67 7,652 SH   SOLE   7,652 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 161 28,524 SH   SOLE   28,524 0 0
PDF SOLUTIONS INC COM USD.00015 COMMON 693282105 191 10,205 SH   SOLE   10,205 0 0
PDL BIOPHARMA INC COM USD.01 COMMON 69329Y104 95 29,975 SH   SOLE   29,975 0 0
PEARSON PLC SPON ADR COMMON 705015105 0 37 SH   SOLE   37 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 218 17,415 SH   SOLE   17,415 0 0
PEGASYSTEMS INC COM USD.01 COMMON 705573103 0 4 SH   SOLE   4 0 0
PELOTON INTERACTIVE INC COM CL A USD0.000025 COMMON 70614W100 92 925 SH   SOLE   925 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 2 29 SH   SOLE   29 0 0
PENN VIRGINIA CORP COM COMMON 70788V102 1 73 SH   SOLE   73 0 0
PENNANT GROUP INC (THE) COM COMMON 70805E109 1 36 SH   SOLE   36 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 604 10,364 SH   SOLE   10,364 0 0
PENTAIR PLC COM USD.16 COMMON G7S00T104 10 208 SH   SOLE   208 0 0
PENUMBRA INC COM USD.001 COMMON 70975L107 2 10 SH   SOLE   10 0 0
PEOPLE'S UNITED FINL INC COM NPV COMMON 712704105 2 213 SH   SOLE   213 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 2,075 14,970 SH   SOLE   14,970 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 255 5,954 SH   SOLE   5,954 0 0
PERION NETWORK LTD ORD USD COMMON M78673114 435 62,332 SH   SOLE   62,332 0 0
PERKINELMER INC COM USD1 COMMON 714046109 1,270 10,114 SH   SOLE   10,114 0 0
PERMA-FIX ENVIRONMENTAL SVCS COM USD.001 COMMON 714157203 0 25 SH   SOLE   25 0 0
PERRIGO CO PLC COM NPV COMMON G97822103 5 116 SH   SOLE   116 0 0
PERSONALIS INC COM COMMON 71535D106 1 59 SH   SOLE   59 0 0
PERSPECTA INC When Issued COMMON 715347100 341 17,467 SH   SOLE   17,467 0 0
PETMED EXPRESS INC COM USD.001 COMMON 716382106 928 29,281 SH   SOLE   29,281 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 29 999 SH   SOLE   999 0 0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 2 279 SH   SOLE   279 0 0
PFENEX INC COM USD0.001 COMMON 717071104 51 4,000 SH   SOLE   4,000 0 0
PFIZER INC COM USD.1 COMMON 717081103 40,234 1,095,653 SH   OTR   845,254 250,399 0
PFSWEB INC COM USD.001 COMMON 717098206 423 63,252 SH   SOLE   63,252 0 0
PG&E CORP COM USD5 COMMON 69331C108 5 552 SH   SOLE   552 0 0
PHASEBIO PHARMACEUTIC COM COMMON 717224109 0 122 SH   SOLE   122 0 0
PHATHOM PHARMA INC COM COMMON 71722W107 1 14 SH   SOLE   14 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 1,488 19,839 SH   SOLE   19,839 0 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 179 3,461 SH   SOLE   3,461 0 0
PHOTRONICS INC COM NPV COMMON 719405102 129 12,982 SH   SOLE   12,982 0 0
PICO HOLDINGS INC COM USD.1 COMMON 693366205 185 20,695 SH   SOLE   20,695 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 81 5,950 SH   SOLE   5,950 0 0
PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 2 114 SH   SOLE   114 0 0
PINDUODUO INC -ADR ADR COMMON 722304102 737 9,939 SH   SOLE   9,939 0 0
PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 8 113 SH   SOLE   113 0 0
PIONEER NATURAL RESOURCES CO COM NPV COMMON 723787107 61 715 SH   SOLE   715 0 0
PIPER SANDLER COS COM COMMON 724078100 0 4 SH   SOLE   4 0 0
PLANET FITNESS INC CL A COM USD0.0001 COMMON 72703H101 0 2 SH   SOLE   2 0 0
PLUMAS BANCORP COM COMMON 729273102 0 9 SH   SOLE   9 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 13,659 124,243 SH   OTR   99,471 24,772 0
POINTS INTERNATIONAL LTD COM COMMON 730843208 189 19,533 SH   SOLE   19,533 0 0
POLARIS INC COM NPV COMMON 731068102 1 6 SH   SOLE   6 0 0
POOL CORP COM USD.001 COMMON 73278L105 709 2,118 SH   SOLE   2,118 0 0
POPULAR INC COM USD5 COMMON 733174700 167 4,598 SH   SOLE   4,598 0 0
PORTLAND GENERAL ELECTRIC CO COM USD COMMON 736508847 0 9 SH   SOLE   9 0 0
POSCO SPON ADR COMMON 693483109 3,351 80,060 SH   SOLE   80,060 0 0
POST HOLDINGS INC COM USD.01 COMMON 737446104 11 133 SH   SOLE   133 0 0
POTBELLY CORP COM USD.01 COMMON 73754Y100 41 10,758 SH   SOLE   10,758 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 2 46 SH   SOLE   46 0 0
POWELL INDUSTRIES INC COM USD.01 COMMON 739128106 231 9,549 SH   SOLE   9,549 0 0
POWER INTEGRATIONS INC COM USD.001 COMMON 739276103 7 124 SH   SOLE   124 0 0
PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 137 1,123 SH   SOLE   1,123 0 0
PPL CORP COM NPV COMMON 69351T106 17 635 SH   SOLE   635 0 0
PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 1 9 SH   SOLE   9 0 0
PRECISION DRILLING CORP COM NPV COMMON 74022D308 488 783,401 SH   SOLE   783,401 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 105 2,163 SH   SOLE   2,163 0 0
PRESTIGE CONSUMER HEALTHCARE COM USD.01 COMMON 74112D101 2,381 65,280 SH   SOLE   65,280 0 0
PRGX GLOBAL INC COM USD.01 COMMON 69357C503 80 16,769 SH   SOLE   16,769 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 149 1,161 SH   SOLE   1,161 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 1 5 SH   SOLE   5 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 16 389 SH   SOLE   389 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 4,023 28,947 SH   SOLE   28,947 0 0
PRO-DEX INC/CO COM NPV COMMON 74265M205 113 3,949 SH   SOLE   3,949 0 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 0 70 SH   SOLE   70 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 2,030 21,446 SH   SOLE   21,446 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 805 7,998 SH   SOLE   7,998 0 0
PROSHARES ULTRASHORT EURO COMMON 74347W882 5 201 SH   SOLE   201 0 0
PROSIGHT GLOBAL INC COM COMMON 74349J103 0 36 SH   SOLE   36 0 0
PROSPERITY BANCSHARES INC COM NPV COMMON 743606105 0 9 SH   SOLE   9 0 0
PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 2 185 SH   SOLE   185 0 0
PROTO LABS INC COM USD0.001 COMMON 743713109 301 2,318 SH   SOLE   2,318 0 0
PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 814 8,736 SH   SOLE   8,736 0 0
PROVIDENT FINANCIAL SVCS INC COM USD.01 COMMON 74386T105 2 196 SH   SOLE   196 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 11,594 182,435 SH   OTR   138,364 44,071 0
PRUDENTIAL PLC ADR COMMON 74435K204 217 7,591 SH   SOLE   7,591 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 12 99 SH   SOLE   99 0 0
PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 34 7,698 SH   SOLE   7,698 0 0
PTC INC COM USD.01 COMMON 69370C100 9 113 SH   SOLE   113 0 0
PUBLIC SERVICE ENTRP GRP INC COM NPV COMMON 744573106 79 1,435 SH   SOLE   1,435 0 0
PUBLIC STORAGE COM USD.1 COMMON 74460D109 98 441 SH   SOLE   441 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 2,884 62,301 SH   SOLE   62,301 0 0
PURPLE INNOVATION INC COM CL A USD.0001 COMMON 74640Y106 139 5,587 SH   SOLE   5,587 0 0
PVH CORP COM USD1 COMMON 693656100 1 15 SH   SOLE   15 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 156 29,095 SH   SOLE   29,095 0 0
QCR HOLDINGS INC COM USD1 COMMON 74727A104 1 26 SH   SOLE   26 0 0
QIAGEN NV COM NLG.03 COMMON N72482123 61 1,172 SH   SOLE   1,172 0 0
QORVO INC COM NPV COMMON 74736K101 231 1,787 SH   SOLE   1,787 0 0
QTS REALTY TRUST INC CL A COM USD0.01 COMMON 74736A103 11 179 SH   SOLE   179 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 84,166 714,798 SH   OTR   554,171 160,627 0
QUALYS INC COM USD0.001 COMMON 74758T303 786 7,998 SH   SOLE   7,998 0 0
QUANTA SERVICES INC COM USD.00001 COMMON 74762E102 223 4,222 SH   SOLE   4,222 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 42 371 SH   SOLE   371 0 0
QUIDEL CORP COM NPV COMMON 74838J101 2,248 10,222 SH   SOLE   10,222 0 0
QUINSTREET INC COM USD.001 COMMON 74874Q100 2 154 SH   SOLE   154 0 0
QUOTIENT LTD ORD SHS COMMON G73268107 1 141 SH   SOLE   141 0 0
QURATE RETAIL INC INT COM SER A COMMON 74915M100 3 365 SH   SOLE   365 0 0
R1 RCM INC COM USD.01 COMMON 749397105 2 137 SH   SOLE   137 0 0
RADIAN GROUP INC COM USD.001 COMMON 750236101 139 9,531 SH   SOLE   9,531 0 0
RADIANT LOGISTICS INC UNIT COMMON 75025X100 42 8,129 SH   SOLE   8,129 0 0
RADNET INC COM USD.01 COMMON 750491102 3 206 SH   SOLE   206 0 0
RAFAEL HOLDINGS INC COM CL B USD0.01 COMMON 75062E106 2 147 SH   SOLE   147 0 0
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