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 71 499 SH   SOLE   499 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
3M CO COM NPV COMMON 88579Y101 24,098 137,883 SH   SOLE   137,883 0 0
AARONS CO INC (THE) -SPN COM COMMON 00258W108 49 2,560 SH   SOLE   2,560 0 0
ABB LTD SPONSORED ADR COMMON 000375204 426 15,223 SH   SOLE   15,223 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 9,107 83,185 SH   SOLE   83,185 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 2,441 22,783 SH   SOLE   22,783 0 0
ABIOMED INC COM USD.01 COMMON 003654100 6 19 SH   SOLE   19 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830304 0 4 SH   SOLE   4 0 0
ACACIA COMMUNICATIONS INC COM USD.0001 COMMON 00401C108 2 25 SH   SOLE   25 0 0
ACACIA RESEARCH CORP COM NPV COMMON 003881307 1 311 SH   SOLE   311 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 14 261 SH   SOLE   261 0 0
ACADIA REALTY TRUST SHS BEN INT USD.001 COMMON 004239109 0 28 SH   SOLE   28 0 0
ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 1 7 SH   SOLE   7 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 3,344 12,802 SH   SOLE   12,802 0 0
ACCO BRANDS CORP COM COMMON 00081T108 18 2,141 SH   SOLE   2,141 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH   SOLE   225 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 11 1,676 SH   SOLE   1,676 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 183 6,062 SH   SOLE   6,062 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M106 0 1 SH   SOLE   1 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 2,781 29,954 SH   SOLE   29,954 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 27 226 SH   SOLE   226 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 755 18,639 SH   SOLE   18,639 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 7 309 SH   SOLE   309 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 16 140 SH   SOLE   140 0 0
ADICET BIO INC COM COMMON 007002108 1 50 SH   SOLE   50 0 0
ADOBE INC COM NPV COMMON 00724F101 6,898 13,792 SH   SOLE   13,792 0 0
ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 18 117 SH   SOLE   117 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 375 4,482 SH   SOLE   4,482 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 1 95 SH   SOLE   95 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 51 527 SH   SOLE   527 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 1,014 11,054 SH   SOLE   11,054 0 0
ADVANSIX INC COM NPV COMMON 00773T101 0 22 SH   SOLE   22 0 0
AECOM CLB USD.01 COMMON 00766T100 15 303 SH   SOLE   303 0 0
AEGLEA BIOTHERAPEUTICS INC COM USD.0001 COMMON 00773J103 13 1,654 SH   SOLE   1,654 0 0
AEGON NV NY SHR ADR COMMON 007924103 1,094 277,084 SH   SOLE   277,084 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 2 33 SH   SOLE   33 0 0
AERPIO PHARMACEUTICALS INC COM COMMON 00810B105 0 228 SH   SOLE   228 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 39 1,650 SH   SOLE   1,650 0 0
AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 8,931 87,828 SH   SOLE   87,828 0 0
AFFIMED NV COM EUR.01 COMMON N01045108 27 4,713 SH   SOLE   4,713 0 0
AFLAC INC COM USD.1 COMMON 001055102 1,546 34,760 SH   SOLE   34,760 0 0
AGCO CORP COM USD.01 COMMON 001084102 478 4,637 SH   SOLE   4,637 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 429 3,620 SH   SOLE   3,620 0 0
AGILYSYS INC COM NPV COMMON 00847J105 650 16,940 SH   SOLE   16,940 0 0
AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 5 334 SH   SOLE   334 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 24 336 SH   SOLE   336 0 0
AIR LEASE CORP CL A COM USD.01 COMMON 00912X302 2 45 SH   SOLE   45 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 1,491 5,458 SH   SOLE   5,458 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 367 20,638 SH   SOLE   20,638 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 29 276 SH   SOLE   276 0 0
AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 0 56 SH   SOLE   56 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 309 2,984 SH   SOLE   2,984 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 421 8,099 SH   SOLE   8,099 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 34 229 SH   SOLE   229 0 0
ALCON INC COM COMMON H01301128 110 1,674 SH   SOLE   1,674 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 29 1,682 SH   SOLE   1,682 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 36 201 SH   SOLE   201 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 172 1,098 SH   SOLE   1,098 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 3,282 14,102 SH   SOLE   14,102 0 0
ALICO INC COM USD1 COMMON 016230104 318 10,250 SH   SOLE   10,250 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 261 488 SH   SOLE   488 0 0
ALKERMES PLC ORD SHS COMMON G01767105 1 27 SH   SOLE   27 0 0
ALLAKOS INC COM COMMON 01671P100 124 885 SH   SOLE   885 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 128 212 SH   SOLE   212 0 0
ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 3 190 SH   SOLE   190 0 0
ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 1 4 SH   SOLE   4 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 48 410 SH   SOLE   410 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 142 1,923 SH   SOLE   1,923 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 53 1,036 SH   SOLE   1,036 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 122 2,836 SH   SOLE   2,836 0 0
ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 188 13,051 SH   SOLE   13,051 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 14,336 130,413 SH   OTR   108,378 22,035 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 31,056 870,952 SH   OTR   696,559 174,393 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 17 128 SH   SOLE   128 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 8,458 4,826 SH   SOLE   4,826 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 6,585 3,759 SH   SOLE   3,759 0 0
ALPINE INCOME PROPERTY TRUST COM COMMON 02083X103 116 7,756 SH   SOLE   7,756 0 0
ALTAIR ENGINEERING INC CL A COM USD.0001 COMMON 021369103 153 2,624 SH   SOLE   2,624 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 4,225 111,566 SH   OTR   71,662 39,904 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 207 16,050 SH   SOLE   16,050 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 70,600 1,721,998 SH   OTR   1,264,555 457,443 0
AMALGAMATED BK NEW YORK N Y COM COMMON 022663108 3 194 SH   SOLE   194 0 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 585 22,812 SH   SOLE   22,812 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 18,932 5,813 SH   SOLE   5,813 0 0
AMBARELLA INC COM USD.00045 COMMON G037AX101 47 509 SH   SOLE   509 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 19 538 SH   SOLE   538 0 0
AMCOR PLC ORD COMMON G0250X107 21,651 1,839,480 SH   OTR   1,255,136 584,344 0
AMDOCS ORD GBP.01 COMMON G02602103 181 2,552 SH   SOLE   2,552 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 175 595 SH   SOLE   595 0 0
AMERCO COM USD.25 COMMON 023586100 0 1 SH   SOLE   1 0 0
AMEREN CORP COM USD5 COMMON 023608102 13 168 SH   SOLE   168 0 0
AMERESCO INC CL A COM USD.0001 COMMON 02361E108 77 1,474 SH   SOLE   1,474 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 500 34,384 SH   SOLE   34,384 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 6 398 SH   SOLE   398 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 225 2,698 SH   SOLE   2,698 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 1,137 9,401 SH   SOLE   9,401 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 163 1,855 SH   SOLE   1,855 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 10 348 SH   SOLE   348 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 90 2,390 SH   SOLE   2,390 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 1,092 35,826 SH   SOLE   35,826 0 0
AMERICAN RENAL ASSOCS HLDGS COM USD.01 COMMON 029227105 23 2,046 SH   SOLE   2,046 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 538 31,322 SH   SOLE   31,322 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,077 4,797 SH   SOLE   4,797 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 83 541 SH   SOLE   541 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 85 908 SH   SOLE   908 0 0
AMERICOLD REALTY TRUST COM COMMON 03064D108 1 38 SH   SOLE   38 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 89,327 459,674 SH   OTR   335,476 124,198 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 2,823 28,876 SH   SOLE   28,876 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 2 75 SH   SOLE   75 0 0
AMETEK INC COM USD1 COMMON 031100100 105 867 SH   SOLE   867 0 0
AMGEN INC COM NPV COMMON 031162100 6,072 26,411 SH   OTR   22,263 4,148 0
AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 360 15,605 SH   SOLE   15,605 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 1,765 117,073 SH   SOLE   117,073 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 176 2,581 SH   SOLE   2,581 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 1,592 12,172 SH   SOLE   12,172 0 0
AMPIO PHARMACEUTICALS INC COM USD.0001 COMMON 03209T109 1 525 SH   SOLE   525 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 0 280 SH   SOLE   280 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 90 14,129 SH   SOLE   14,129 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 723 4,891 SH   SOLE   4,891 0 0
ANAPLAN INC COM COMMON 03272L108 12 166 SH   SOLE   166 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 0 1 SH   SOLE   1 0 0
ANGI HOMESERVICES INC COM COMMON 00183L102 26 1,960 SH   SOLE   1,960 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 150 6,620 SH   SOLE   6,620 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 359 5,132 SH   SOLE   5,132 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 0 7 SH   SOLE   7 0 0
ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 30,574 3,618,417 SH   OTR   2,768,274 850,143 0
ANSYS INC COM USD.01 COMMON 03662Q105 258 709 SH   SOLE   709 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 345 86,470 SH   SOLE   86,470 0 0
ANTERIX INC COM USD.0001 COMMON 03676C100 5 131 SH   SOLE   131 0 0
ANTERO MIDSTREAM CORP COM COMMON 03676B102 160 20,812 SH   SOLE   20,812 0 0
ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 2 327 SH   SOLE   327 0 0
ANTHEM INC COM USD.01 COMMON 036752103 1,870 5,825 SH   SOLE   5,825 0 0
AON PLC CL A ORD COMMON G0403H108 816 3,864 SH   SOLE   3,864 0 0
APARTMENT INCM REIT CRP -SPN COM COMMON 03750L109 4 109 SH   SOLE   109 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R747 0 77 SH   SOLE   77 0 0
APOGEE ENTERPRISES INC COM USD.33 COMMON 037598109 318 10,028 SH   SOLE   10,028 0 0
APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 1 64 SH   SOLE   64 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 757 4,206 SH   SOLE   4,206 0 0
APPIAN CORP CL A COM COMMON 03782L101 371 2,288 SH   SOLE   2,288 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 162 12,583 SH   SOLE   12,583 0 0
APPLE INC COM NPV COMMON 037833100 58,880 443,752 SH   OTR   418,576 25,176 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 16 205 SH   SOLE   205 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 1,161 13,450 SH   SOLE   13,450 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 47 341 SH   SOLE   341 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 92 708 SH   SOLE   708 0 0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001 COMMON 03842K200 4 428 SH   SOLE   428 0 0
ARAMARK COM USD.01 COMMON 03852U106 102 2,663 SH   SOLE   2,663 0 0
ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 0 32 SH   SOLE   32 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 1 447 SH   SOLE   447 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 159 3,727 SH   SOLE   3,727 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 4 163 SH   SOLE   163 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 19 528 SH   SOLE   528 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 192 3,816 SH   SOLE   3,816 0 0
ARCONIC CORP COM COMMON 03966V107 3 93 SH   SOLE   93 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 448 5,828 SH   SOLE   5,828 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 2 41 SH   SOLE   41 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 12 286 SH   SOLE   286 0 0
ARISTA NETWORKS INC COM USD0.0001 COMMON 040413106 6 20 SH   SOLE   20 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 2 32 SH   SOLE   32 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 741 7,616 SH   SOLE   7,616 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 512 6,675 SH   SOLE   6,675 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 212 1,714 SH   SOLE   1,714 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 605 12,020 SH   SOLE   12,020 0 0
ARVINAS INC COM COMMON 04335A105 139 1,632 SH   SOLE   1,632 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 18 3,042 SH   SOLE   3,042 0 0
ASGN INC COM USD.01 COMMON 00191U102 4 43 SH   SOLE   43 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 3,401 6,973 SH   SOLE   6,973 0 0
ASPEN AEROGELS INC COM USD.00001 COMMON 04523Y105 1 58 SH   SOLE   58 0 0
ASPEN GROUP INC COM USD0.001 COMMON 04530L203 0 42 SH   SOLE   42 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 12 90 SH   SOLE   90 0 0
ASSERTIO HOLDINGS INC COM NPV COMMON 04546C106 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 276 16,214 SH   SOLE   16,214 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 134 986 SH   SOLE   986 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 106 3,351 SH   SOLE   3,351 0 0
ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 2 26 SH   SOLE   26 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 1,198 23,973 SH   SOLE   23,973 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 0 14 SH   SOLE   14 0 0
AT&T INC COM USD1 COMMON 00206R102 47,369 1,647,102 SH   OTR   1,287,808 359,294 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 89 2,074 SH   SOLE   2,074 0 0
ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 367 8,931 SH   SOLE   8,931 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 9 167 SH   SOLE   167 0 0
ATLAS CORP COM COMMON Y0436Q109 74 6,835 SH   SOLE   6,835 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 13 55 SH   SOLE   55 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 7 77 SH   SOLE   77 0 0
ATOMERA INC COM USD0.001 COMMON 04965B100 1 88 SH   SOLE   88 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 15 269 SH   SOLE   269 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 324 11,759 SH   SOLE   11,759 0 0
AUTODESK INC COM NPV COMMON 052769106 3,059 10,017 SH   SOLE   10,017 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 1,732 9,827 SH   SOLE   9,827 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 675 9,677 SH   SOLE   9,677 0 0
AUTOZONE INC COM NPV COMMON 053332102 373 315 SH   SOLE   315 0 0
AVALARA INC COM COMMON 05338G106 149 901 SH   SOLE   901 0 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 20 123 SH   SOLE   123 0 0
AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 5 113 SH   SOLE   113 0 0
AVANTOR INC COM COMMON 05352A100 13 455 SH   SOLE   455 0 0
AVAYA HLDGS CORP COM COMMON 05351X101 371 19,381 SH   SOLE   19,381 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 28 180 SH   SOLE   180 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 472 13,822 SH   SOLE   13,822 0 0
AVID BIOSERVICES INC COM NPV COMMON 05368M106 54 4,723 SH   SOLE   4,723 0 0
AVID TECHNOLOGY INC COM USD.01 COMMON 05367P100 1 73 SH   SOLE   73 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 369 9,901 SH   SOLE   9,901 0 0
AVNET INC COM USD1 COMMON 053807103 370 10,541 SH   SOLE   10,541 0 0
AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 2 55 SH   SOLE   55 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 12 SH   SOLE   12 0 0
AXOS FINANCIAL INC COM USD.01 COMMON 05465C100 10 257 SH   SOLE   257 0 0
AXT INC COM NPV COMMON 00246W103 1 129 SH   SOLE   129 0 0
AZZ INC COM USD1 COMMON 002474104 20 428 SH   SOLE   428 0 0
BADGER METER INC COM USD1 COMMON 056525108 616 6,550 SH   SOLE   6,550 0 0
BAIDU INC ADR COMMON 056752108 239 1,103 SH   SOLE   1,103 0 0
BAKER HUGHES CO COM A COMMON 05722G100 9 410 SH   SOLE   410 0 0
BALL CORP COM NPV COMMON 058498106 152 1,636 SH   SOLE   1,636 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 1,389 160,751 SH   SOLE   160,751 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 165 54,033 SH   SOLE   54,033 0 0
BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 3 82 SH   SOLE   82 0 0
BANCORP INC COM COMMON 05969A105 5 345 SH   SOLE   345 0 0
BANCROFT FUND LTD COMMON 059695106 21 701 SH   SOLE   701 0 0
BANDWIDTH INC CL A COM USD.001 COMMON 05988J103 176 1,148 SH   SOLE   1,148 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 73,281 2,417,812 SH   OTR   1,900,533 517,279 0
BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 0 23 SH   SOLE   23 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 324 4,260 SH   SOLE   4,260 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 7,762 182,888 SH   OTR   146,897 35,991 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 579 10,714 SH   SOLE   10,714 0 0
BANK OZK COM USD.01 COMMON 06417N103 13,054 417,522 SH   SOLE   417,522 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 10 298 SH   SOLE   298 0 0
BANNER CORP COM USD.01 COMMON 06652V208 1 14 SH   SOLE   14 0 0
BAOZUN INC ADR COMMON 06684L103 4 123 SH   SOLE   123 0 0
BARCLAYS PLC ADR COMMON 06738E204 423 52,998 SH   SOLE   52,998 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 3 63 SH   SOLE   63 0 0
BARRETT BUSINESS SVCS INC COM USD.01 COMMON 068463108 1 21 SH   SOLE   21 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 263 11,546 SH   SOLE   11,546 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 300 14,950 SH   SOLE   14,950 0 0
BAUDAX BIO INC COM COMMON 07160F107 0 132 SH   SOLE   132 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 2 103 SH   SOLE   103 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 191 2,384 SH   SOLE   2,384 0 0
BBVA SPON ADR COMMON 05946K101 64 13,029 SH   SOLE   13,029 0 0
BCB BANCORP INC COM COMMON 055298103 150 13,573 SH   SOLE   13,573 0 0
BCE INC COM NPV COMMON 05534B760 4 83 SH   SOLE   83 0 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 0 9 SH   SOLE   9 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 3,692 14,757 SH   SOLE   14,757 0 0
BED BATH & BEYOND INC COM USD.01 COMMON 075896100 259 14,561 SH   SOLE   14,561 0 0
BEIGENE LTD ADR COMMON 07725L102 11 43 SH   SOLE   43 0 0
BEL FUSE INC CL B COMMON 077347300 167 11,106 SH   SOLE   11,106 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 231 8,554 SH   SOLE   8,554 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 13 194 SH   SOLE   194 0 0
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BROADWIND INC COM USD.001 COMMON 11161T207 175 22,050 SH   SOLE   22,050 0 0
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BROOKFIELD RENEWABLE PRTS LP TR UNIT COMMON G16258108 0 1 SH   SOLE   1 0 0
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BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1,349 33,052 SH   SOLE   33,052 0 0
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CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 86 3,590 SH   SOLE   3,590 0 0
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CANADIAN SOLAR INC COM NPV COMMON 136635109 1,027 20,047 SH   SOLE   20,047 0 0
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CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 2,479 25,083 SH   SOLE   25,083 0 0
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CARDINAL HEALTH INC COM NPV COMMON 14149Y108 361 6,744 SH   SOLE   6,744 0 0
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CARLISLE COS INC COM NPV COMMON 142339100 265 1,694 SH   SOLE   1,694 0 0
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CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 4 216 SH   SOLE   216 0 0
CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 5 251 SH   SOLE   251 0 0
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CARPENTER TECHNOLOGY CORP COM USD5 COMMON 144285103 0 10 SH   SOLE   10 0 0
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CASEYS GENERAL STORES INC COM NPV COMMON 147528103 19 107 SH   SOLE   107 0 0
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CASTLIGHT HEALTH INC CL B COM USD.0001 COMMON 14862Q100 0 1 SH   SOLE   1 0 0
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CATERPILLAR INC COM USD1 COMMON 149123101 31,563 173,411 SH   OTR   146,863 26,548 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 3 318 SH   SOLE   318 0 0
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CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 110 5,480 SH   SOLE   5,480 0 0
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CBIZ INC COM COMMON 124805102 96 3,607 SH   SOLE   3,607 0 0
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CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 260 4,141 SH   SOLE   4,141 0 0
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CDW CORP COM USD.01 COMMON 12514G108 946 7,175 SH   SOLE   7,175 0 0
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CELANESE CORP COM USD.01 COMMON 150870103 83,104 639,577 SH   OTR   489,507 150,070 0
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CELLDEX THERAPEUTICS INC COM COMMON 15117B202 1 71 SH   SOLE   71 0 0
CEL-SCI CORP COM USD.001 COMMON 150837607 32 2,708 SH   SOLE   2,708 0 0
CELSIUS HOLDINGS INC COM USD.001 COMMON 15118V207 100 1,990 SH   SOLE   1,990 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 212 3,530 SH   SOLE   3,530 0 0
CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 6 295 SH   SOLE   295 0 0
CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 906 24,942 SH   SOLE   24,942 0 0
CENTRAL PACIFIC FINANCIAL CP COM NPV COMMON 154760409 5 247 SH   SOLE   247 0 0
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CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 469 6,067 SH   SOLE   6,067 0 0
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CENTURYLINK INC COM USD1 COMMON 156700106 20,556 2,108,313 SH   OTR   1,502,865 605,448 0
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CERNER CORP COM USD.01 COMMON 156782104 346 4,407 SH   SOLE   4,407 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 708 18,294 SH   SOLE   18,294 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 305 3,841 SH   SOLE   3,841 0 0
CHAMPIONS ONCOLOGY INC COM USD.00001 COMMON 15870P307 0 25 SH   SOLE   25 0 0
CHAMPIONX CORP COM COMMON 15872M104 0 9 SH   SOLE   9 0 0
CHANNELADVISOR CORP COM USD.001 COMMON 159179100 70 4,352 SH   SOLE   4,352 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 203 814 SH   SOLE   814 0 0
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CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 29,110 44,004 SH   OTR   31,034 12,970 0
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CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 3 75 SH   SOLE   75 0 0
CHEETAH MOBILE INC -ADR ADR COMMON 163075104 347 193,034 SH   SOLE   193,034 0 0
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CHEMOURS CO COM USD0.01 COMMON 163851108 3,352 135,248 SH   SOLE   135,248 0 0
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CHICKEN SOUP FOR SOUL ENTNT CL A COM COMMON 16842Q100 1 50 SH   SOLE   50 0 0
CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 8 751 SH   SOLE   751 0 0
CHIMERIX INC COM USD.001 COMMON 16934W106 1 288 SH   SOLE   288 0 0
CHINA DISTANCE EDUCATION-ADR ADS NPV COMMON 16944W104 685 71,082 SH   SOLE   71,082 0 0
CHINA EASTERN AIRLINES CORP SPON ADR CL H COMMON 16937R104 437 20,314 SH   SOLE   20,314 0 0
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CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 1,092 66,808 SH   SOLE   66,808 0 0
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CHIPOTLE MEXICAN GRILL INC COM USD.01 COMMON 169656105 172 124 SH   SOLE   124 0 0
CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 3 32 SH   SOLE   32 0 0
CHUBB LTD ORD KYD.125 COMMON H1467J104 1,893 12,299 SH   SOLE   12,299 0 0
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CHURCH & DWIGHT INC COM NPV COMMON 171340102 1,645 18,860 SH   SOLE   18,860 0 0
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CIGNA CORP COM USD1 COMMON 125523100 1,181 5,674 SH   SOLE   5,674 0 0
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CINTAS CORP COM NPV COMMON 172908105 1,618 4,579 SH   SOLE   4,579 0 0
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CITIGROUP INC COM USD.01 COMMON 172967424 51,351 832,825 SH   OTR   618,137 214,688 0
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CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 8,075 62,070 SH   OTR   50,817 11,253 0
CLARUS CORP COM USD.0001 COMMON 18270P109 1 39 SH   SOLE   39 0 0
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CLEARFIELD INC COM USD.01 COMMON 18482P103 151 6,094 SH   SOLE   6,094 0 0
CLEARWAY ENERGY INC CL C COM NPV COMMON 18539C204 8 254 SH   SOLE   254 0 0
CLEVELAND-CLIFFS INC COM USD1 COMMON 185899101 43 2,979 SH   SOLE   2,979 0 0
CLOROX CO/DE COM USD1 COMMON 189054109 491 2,433 SH   SOLE   2,433 0 0
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CME GROUP INC CL A COM USD.01 COMMON 12572Q105 432 2,373 SH   SOLE   2,373 0 0
CMS ENERGY CORP COM USD.01 COMMON 125896100 43 706 SH   SOLE   706 0 0
CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 1 20 SH   SOLE   20 0 0
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COCA-COLA CO COM USD.5 COMMON 191216100 6,551 119,459 SH   SOLE   119,459 0 0
COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 631 12,669 SH   SOLE   12,669 0 0
COCA-COLA FEMSA SAB DE CV SPON ADR COMMON 191241108 553 11,986 SH   SOLE   11,986 0 0
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COGNEX CORP COM USD.002 COMMON 192422103 20 253 SH   SOLE   253 0 0
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COHU INC COM USD1 COMMON 192576106 1 25 SH   SOLE   25 0 0
COLFAX CORP COM USD.001 COMMON 194014106 21 537 SH   SOLE   537 0 0
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COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 25 290 SH   SOLE   290 0 0
COLUMBUS MCKINNON CORP COM USD.01 COMMON 199333105 673 17,503 SH   SOLE   17,503 0 0
COMCAST CORP CL A COM USD1 COMMON 20030N101 25,099 479,038 SH   SOLE   479,038 0 0
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COMM SERV SELECT SECTOR SPDR COMMON 81369Y852 12 175 SH   SOLE   175 0 0
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INPHI CORP COM USD.001 COMMON 45772F107 165 1,030 SH   SOLE   1,030 0 0
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INTEL CORP COM NPV COMMON 458140100 12,634 253,625 SH   SOLE   253,625 0 0
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INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 1,164 10,096 SH   SOLE   10,096 0 0
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INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 142 9,152 SH   SOLE   9,152 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 1,581 67,198 SH   SOLE   67,198 0 0
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INTUIT INC COM NPV COMMON 461202103 1,374 3,617 SH   SOLE   3,617 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 1,122 1,372 SH   SOLE   1,372 0 0
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INVITAE CORP COM USD.0001 COMMON 46185L103 290 6,934 SH   SOLE   6,934 0 0
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IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 125 695 SH   SOLE   695 0 0
IRHYTHM TECHNOLOGIES INC COM USD.001 COMMON 450056106 454 1,914 SH   SOLE   1,914 0 0
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IROBOT CORP COM USD.001 COMMON 462726100 335 4,168 SH   SOLE   4,168 0 0
IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 5 171 SH   SOLE   171 0 0
IRONWOOD PHARMACEUTICALS INC CL A COM USD.001 COMMON 46333X108 151 13,289 SH   SOLE   13,289 0 0
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ISHARES MSCI EAFE ETF COMMON 464287465 115 1,573 SH   SOLE   1,573 0 0
ISHARES MSCI KLD 400 SOCIAL COMMON 464288570 44 615 SH   SOLE   615 0 0
ISHARES PREFERRED & INCOME S COMMON 464288687 26 686 SH   SOLE   686 0 0
ISHARES RUSSELL 1000 ETF COMMON 464287622 1,718 8,109 SH   SOLE   8,109 0 0
ISHARES RUSSELL 1000 GROWTH COMMON 464287614 2,673 11,085 SH   SOLE   11,085 0 0
ISHARES RUSSELL 1000 VALUE E COMMON 464287598 1,985 14,516 SH   SOLE   14,516 0 0
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ITT INC COM USD1 COMMON 45073V108 3 33 SH   SOLE   33 0 0
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JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 138 1,262 SH   SOLE   1,262 0 0
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JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 3 65 SH   SOLE   65 0 0
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JAZZ PHARMACEUTICALS PLC COM USD.0001 COMMON G50871105 318 1,929 SH   SOLE   1,929 0 0
JBG SMITH PPTYS When Issued COMMON 46590V100 1 24 SH   SOLE   24 0 0
JD.COM INC ADR COMMON 47215P106 1,188 13,520 SH   SOLE   13,520 0 0
JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 747 30,368 SH   SOLE   30,368 0 0
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JOHNSON & JOHNSON COM USD1 COMMON 478160104 32,511 206,598 SH   SOLE   206,598 0 0
JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 81,276 1,744,567 SH   OTR   1,309,014 435,553 0
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JOUNCE THERAPEUTICS INC COM USD0.001 COMMON 481116101 0 1 SH   SOLE   1 0 0
JOYY INC -ADR ADR COMMON 46591M109 729 9,112 SH   SOLE   9,112 0 0
JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 35,000 275,448 SH   OTR   229,329 46,119 0
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KADANT INC COM USD.01 COMMON 48282T104 161 1,142 SH   SOLE   1,142 0 0
KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 0 3 SH   SOLE   3 0 0
KAMADA LTD COM ILS1. COMMON M6240T109 403 62,126 SH   SOLE   62,126 0 0
KANSAS CITY SOUTHERN COM NPV COMMON 485170302 70 341 SH   SOLE   341 0 0
KARYOPHARM THERAPEUTICS INC COM USD.0001 COMMON 48576U106 12 753 SH   SOLE   753 0 0
KB FINANCIAL GROUP SPON ADR COMMON 48241A105 6,842 172,766 SH   SOLE   172,766 0 0
KB HOME COM USD1 COMMON 48666K109 3 97 SH   SOLE   97 0 0
KBR INC COM USD.001 COMMON 48242W106 5 172 SH   SOLE   172 0 0
KELLOGG CO COM USD.25 COMMON 487836108 8 124 SH   SOLE   124 0 0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG COMMON 488152208 1 41 SH   SOLE   41 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 10 124 SH   SOLE   124 0 0
KEYCORP COM USD1 COMMON 493267108 53 3,214 SH   SOLE   3,214 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 43 327 SH   SOLE   327 0 0
KFORCE INC COM USD.01 COMMON 493732101 553 13,146 SH   SOLE   13,146 0 0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 0 4 SH   SOLE   4 0 0
KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 668 4,951 SH   SOLE   4,951 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 6 374 SH   SOLE   374 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 1,139 83,302 SH   SOLE   83,302 0 0
KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH   SOLE   19 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 6 781 SH   SOLE   781 0 0
KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 266 1,327 SH   SOLE   1,327 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 55 1,327 SH   SOLE   1,327 0 0
KIRKLAND'S INC COM NPV COMMON 497498105 1 55 SH   SOLE   55 0 0
KITE REALTY GROUP TRUST COM USD.01 COMMON 49803T300 3 183 SH   SOLE   183 0 0
KKR & CO INC COM CL A COMMON 48251W104 3 75 SH   SOLE   75 0 0
KLA CORP COM USD.001 COMMON 482480100 1,774 6,854 SH   SOLE   6,854 0 0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01 COMMON 499049104 1 16 SH   SOLE   16 0 0
KODIAK SCIENCES INC COM COMMON 50015M109 299 2,035 SH   SOLE   2,035 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 4 95 SH   SOLE   95 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 1,021 18,839 SH   SOLE   18,839 0 0
KONTOOR BRANDS INC COM COMMON 50050N103 3 77 SH   SOLE   77 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 29 847 SH   SOLE   847 0 0
KRANESHARES CSI CHINA INTERN COMMON 500767306 3 35 SH   SOLE   35 0 0
KRATON CORP COM USD.01 COMMON 50077C106 1,458 52,458 SH   SOLE   52,458 0 0
KROGER CO COM USD1 COMMON 501044101 8,687 273,532 SH   SOLE   273,532 0 0
KT CORP SPON ADR COMMON 48268K101 503 45,680 SH   SOLE   45,680 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 7 212 SH   SOLE   212 0 0
KURA ONCOLOGY INC COM USD.0001 COMMON 50127T109 104 3,178 SH   SOLE   3,178 0 0
L BRANDS INC COM USD.5 COMMON 501797104 2,377 63,919 SH   SOLE   63,919 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 4,416 23,364 SH   OTR   19,131 4,233 0
LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 69 341 SH   SOLE   341 0 0
LADDER CAPITAL CORP CL A COM USD.001 COMMON 505743104 0 30 SH   SOLE   30 0 0
LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 567 20,801 SH   SOLE   20,801 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 12,983 27,490 SH   OTR   17,869 9,621 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 3 36 SH   SOLE   36 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 518 6,574 SH   SOLE   6,574 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 136 5,945 SH   SOLE   5,945 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 719 5,343 SH   SOLE   5,343 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 204 3,431 SH   SOLE   3,431 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1,216 26,533 SH   SOLE   26,533 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 731 2,747 SH   SOLE   2,747 0 0
LAUREATE EDUCATION INC CL A COM USD0.001 COMMON 518613203 34 2,352 SH   SOLE   2,352 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 161 3,154 SH   SOLE   3,154 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 20 506 SH   SOLE   506 0 0
LCI INDUSTRIES COM NPV COMMON 50189K103 13 97 SH   SOLE   97 0 0
LEAR CORP COM NPV COMMON 521865204 16 100 SH   SOLE   100 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768109 2 1,706 SH   SOLE   1,706 0 0
LEGGETT & PLATT INC COM USD1 COMMON 524660107 2 42 SH   SOLE   42 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 1,105 10,508 SH   SOLE   10,508 0 0
LEJU HOLDINGS LTD -ADR ADR COMMON 50187J108 94 40,994 SH   SOLE   40,994 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 7,324 96,074 SH   SOLE   96,074 0 0
LENNAR CORP CL B COM USD.1 COMMON 526057302 3 42 SH   SOLE   42 0 0
LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 12 42 SH   SOLE   42 0 0
LENSAR INC -SPN COM COMMON 52634L108 1 119 SH   SOLE   119 0 0
LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 40 11,797 SH   SOLE   11,797 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 6 56 SH   SOLE   56 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 350 1,643 SH   SOLE   1,643 0 0
LIBERTY BROADBAND CORP SR A COM USD.01 COMMON 530307107 19 122 SH   SOLE   122 0 0
LIBERTY BROADBAND CORP SR C COM USD.01 COMMON 530307305 399 2,517 SH   SOLE   2,517 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 47,590 2,012,276 SH   OTR   1,305,715 706,561 0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER A COMMON 531229870 0 2 SH   SOLE   2 0 0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER C COMMON 531229854 7 157 SH   SOLE   157 0 0
LIBERTY MEDIA SIRIUSXM GROUP SR A COM USD0.01 COMMON 531229409 0 7 SH   SOLE   7 0 0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01 COMMON 531229607 15 351 SH   SOLE   351 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 5 39 SH   SOLE   39 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 5 498 SH   SOLE   498 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 386 3,882 SH   SOLE   3,882 0 0
LIGHTINTHEBOX HLDG -ADR ADR COMMON 53225G102 324 127,585 SH   SOLE   127,585 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01 COMMON 532257805 256 65,418 SH   SOLE   65,418 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 37,077 219,601 SH   OTR   158,110 61,491 0
LIMBACH HOLDINGS INC COM COMMON 53263P105 288 23,351 SH   SOLE   23,351 0 0
LINCOLN EDUCATIONAL SERVICES COM NPV COMMON 533535100 140 21,533 SH   SOLE   21,533 0 0
LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 7 59 SH   SOLE   59 0 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 813 16,171 SH   SOLE   16,171 0 0
LINDE PLC COM NPV COMMON G5494J103 1,918 7,280 SH   SOLE   7,280 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
LIONS GATE ENTERTAINMENT CP CL A VTG COMMON 535919401 0 34 SH   SOLE   34 0 0
LIONS GATE ENTERTAINMENT CP CL B NON VTG COMMON 535919500 0 36 SH   SOLE   36 0 0
LIQUIDIA CORP COM COMMON 53635D202 0 1 SH   SOLE   1 0 0
LITHIA MOTORS INC -CL A CL A COM NPV COMMON 536797103 249 852 SH   SOLE   852 0 0
LIVENT CORP COM COMMON 53814L108 2 126 SH   SOLE   126 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 245 3,347 SH   SOLE   3,347 0 0
LIVEXLIVE MEDIA COM USD0.001 COMMON 53839L208 0 1 SH   SOLE   1 0 0
LKQ CORP COM COMMON 501889208 2,218 62,927 SH   SOLE   62,927 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 631 321,852 SH   SOLE   321,852 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 835 2,353 SH   SOLE   2,353 0 0
LOEWS CORP COM USD1 COMMON 540424108 1,116 24,790 SH   SOLE   24,790 0 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 1,066 10,964 SH   SOLE   10,964 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 19 508 SH   SOLE   508 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 2,134 13,298 SH   SOLE   13,298 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 1,125 10,795 SH   SOLE   10,795 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 630 73,592 SH   SOLE   73,592 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 219 629 SH   SOLE   629 0 0
LUMENT FINANCE TRUST INC COM USD.01 COMMON 55025L108 12 3,821 SH   SOLE   3,821 0 0
LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 6 61 SH   SOLE   61 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 43 1,868 SH   SOLE   1,868 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 4 367 SH   SOLE   367 0 0
LUTHER BURBANK CORP COM COMMON 550550107 0 27 SH   SOLE   27 0 0
LYDALL INC COM USD.1 COMMON 550819106 1 33 SH   SOLE   33 0 0
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 36,457 397,745 SH   OTR   257,556 140,189 0
M & T BANK CORP COM USD5 COMMON 55261F104 4,487 35,246 SH   OTR   25,535 9,711 0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 328 5,964 SH   SOLE   5,964 0 0
MACERICH CO COM USD.01 COMMON 554382101 0 2 SH   SOLE   2 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 142 11,125 SH   SOLE   11,125 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 9 85 SH   SOLE   85 0 0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01 COMMON 55825T103 2 10 SH   SOLE   10 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM NPV UNITS COMMON 559080106 39 911 SH   SOLE   911 0 0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1 COMMON 559166103 718 45,890 SH   SOLE   45,890 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 11,351 160,324 SH   SOLE   160,324 0 0
MAGNITE INC COM USD.00001 COMMON 55955D100 127 4,140 SH   SOLE   4,140 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 31 500 SH   SOLE   500 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 6 55 SH   SOLE   55 0 0
MANITOWOC CO COM USD2.5 COMMON 563571405 48 3,604 SH   SOLE   3,604 0 0
MANNING & NAPIER INC CL A COM USD.01 COMMON 56382Q102 87 13,894 SH   SOLE   13,894 0 0
MANNKIND CORP COM USD.01 COMMON 56400P706 34 10,976 SH   SOLE   10,976 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 1,287 14,272 SH   SOLE   14,272 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 4,243 238,094 SH   SOLE   238,094 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 4 580 SH   SOLE   580 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 150 3,622 SH   SOLE   3,622 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 122 8,367 SH   SOLE   8,367 0 0
MARINEMAX INC COM USD.001 COMMON 567908108 9 244 SH   SOLE   244 0 0
MARKEL CORP COM NPV COMMON 570535104 222 215 SH   SOLE   215 0 0
MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 91 159 SH   SOLE   159 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 391 2,962 SH   SOLE   2,962 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 473 3,445 SH   SOLE   3,445 0 0
MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH   SOLE   1 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 1,083 9,257 SH   SOLE   9,257 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 291 16,875 SH   SOLE   16,875 0 0
MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 23 80 SH   SOLE   80 0 0
MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 97 2,049 SH   SOLE   2,049 0 0
MASCO CORP COM USD1 COMMON 574599106 30,667 558,298 SH   OTR   400,335 157,963 0
MASIMO CORP COM USD.001 COMMON 574795100 35 129 SH   SOLE   129 0 0
MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 6 59 SH   SOLE   59 0 0
MASTEC INC COM USD.1 COMMON 576323109 1,674 24,553 SH   SOLE   24,553 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 223 14,037 SH   SOLE   14,037 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 3,747 10,498 SH   SOLE   10,498 0 0
MATCH GROUP INC COM USD0.001 COMMON 57667L107 124 817 SH   SOLE   817 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 10 932 SH   SOLE   932 0 0
MATSON INC COM NPV COMMON 57686G105 7 121 SH   SOLE   121 0 0
MATTHEWS INTL CORP -CL A CL A COM USD1 COMMON 577128101 0 11 SH   SOLE   11 0 0
MAUI LAND & PINEAPPLE CO COM NPV COMMON 577345101 1 58 SH   SOLE   58 0 0
MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 21 534 SH   SOLE   534 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 23 254 SH   SOLE   254 0 0
MAXIMUS INC COM NPV COMMON 577933104 178 2,429 SH   SOLE   2,429 0 0
MAYVILLE ENGNERING CMPNY INC COM COMMON 578605107 145 10,776 SH   SOLE   10,776 0 0
MBIA INC COM USD1 COMMON 55262C100 0 40 SH   SOLE   40 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 101 1,059 SH   SOLE   1,059 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 2,529 11,786 SH   SOLE   11,786 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 79,276 455,837 SH   OTR   340,078 115,759 0
MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 3 110 SH   SOLE   110 0 0
MECHEL PAO ADR NPV COMMON 583840608 427 208,334 SH   SOLE   208,334 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 23 1,037 SH   SOLE   1,037 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 146 746 SH   SOLE   746 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 0 20 SH   SOLE   20 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 1,061 7,622 SH   SOLE   7,622 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 3,459 29,532 SH   SOLE   29,532 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 1 48 SH   SOLE   48 0 0
MERCADOLIBRE INC COM USD.001 COMMON 58733R102 85 51 SH   SOLE   51 0 0
MERCANTILE BANK CORP COM NPV COMMON 587376104 1 30 SH   SOLE   30 0 0
MERCHANTS BANCORP COM COMMON 58844R108 693 25,096 SH   SOLE   25,096 0 0
MERCK & CO COM NPV COMMON 58933Y105 2,138 26,136 SH   SOLE   26,136 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 94 1,806 SH   SOLE   1,806 0 0
MEREDITH CORP COM USD1 COMMON 589433101 281 14,655 SH   SOLE   14,655 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 2 95 SH   SOLE   95 0 0
MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 1 16 SH   SOLE   16 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 1,163 14,039 SH   SOLE   14,039 0 0
MERITOR INC COM USD1 COMMON 59001K100 5 169 SH   SOLE   169 0 0
MERRIMACK PHARMACEUTICALS COM USD0.01 COMMON 590328209 1 88 SH   SOLE   88 0 0
MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 97 3,663 SH   SOLE   3,663 0 0
META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 75 2,040 SH   SOLE   2,040 0 0
METHANEX CORP COM NPV COMMON 59151K108 6 130 SH   SOLE   130 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 455 11,876 SH   SOLE   11,876 0 0
METLIFE INC COM COMMON 59156R108 76,407 1,627,470 SH   OTR   1,216,261 411,209 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 1,456 1,278 SH   SOLE   1,278 0 0
MGE ENERGY INC COM USD8 COMMON 55277P104 1 21 SH   SOLE   21 0 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 5 159 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 633 4,586 SH   SOLE   4,586 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 5,403 71,880 SH   SOLE   71,880 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 26,153 117,585 SH   SOLE   117,585 0 0
MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 172 442 SH   SOLE   442 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 159 7,242 SH   SOLE   7,242 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 1,606 12,676 SH   SOLE   12,676 0 0
MIDDLEBY CORP COM USD.01 COMMON 596278101 9 73 SH   SOLE   73 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 4 189 SH   SOLE   189 0 0
MIDDLESEX WATER CO COM NPV COMMON 596680108 5 72 SH   SOLE   72 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 22 1,249 SH   SOLE   1,249 0 0
MIDWESTONE FINANCIAL GROUP COM COMMON 598511103 1 31 SH   SOLE   31 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1 25 SH   SOLE   25 0 0
MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 57 922 SH   SOLE   922 0 0
MIRATI THERAPEUTICS INC COM USD.001 COMMON 60468T105 599 2,726 SH   SOLE   2,726 0 0
MITEK SYSTEMS INC COM USD.001 COMMON 606710200 1,036 58,262 SH   SOLE   58,262 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 470 106,085 SH   SOLE   106,085 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 119 46,776 SH   SOLE   46,776 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1 8 SH   SOLE   8 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 613 68,503 SH   SOLE   68,503 0 0
MODEL N INC COM USD.00015 COMMON 607525102 638 17,882 SH   SOLE   17,882 0 0
MODERNA INC COM COMMON 60770K107 77 734 SH   SOLE   734 0 0
MODINE MANUFACTURING CO COM USD1.25 COMMON 607828100 230 18,288 SH   SOLE   18,288 0 0
MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 413 2,928 SH   SOLE   2,928 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 8,657 40,703 SH   OTR   35,911 4,792 0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 13 296 SH   SOLE   296 0 0
MOMO INC -ADR ADR COMMON 60879B107 1 65 SH   SOLE   65 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 883 15,103 SH   SOLE   15,103 0 0
MONEYGRAM INTERNATIONAL INC COM USD1.5 COMMON 60935Y208 172 31,468 SH   SOLE   31,468 0 0
MONGODB INC CL A COM COMMON 60937P106 118 329 SH   SOLE   329 0 0
MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 167 455 SH   SOLE   455 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 159 1,714 SH   SOLE   1,714 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 498 1,715 SH   SOLE   1,715 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 56,234 820,590 SH   OTR   624,524 196,066 0
MORNINGSTAR INC COM COMMON 617700109 177 765 SH   SOLE   765 0 0
MOSAIC CO COM USD.01 COMMON 61945C103 7 296 SH   SOLE   296 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 446 2,624 SH   SOLE   2,624 0 0
MOVADO GROUP INC COM USD.01 COMMON 624580106 1 32 SH   SOLE   32 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 119 3,824 SH   SOLE   3,824 0 0
MRC GLOBAL INC COM USD.01 COMMON 55345K103 5 782 SH   SOLE   782 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 1 16 SH   SOLE   16 0 0
MSCI INC CL A COM USD.01 COMMON 55354G100 206 462 SH   SOLE   462 0 0
MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 130 8,849 SH   SOLE   8,849 0 0
MTBC INC COM USD.001 COMMON 55378G102 1 118 SH   SOLE   118 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 335 9,551 SH   SOLE   9,551 0 0
MUELLER WATER PRODUCTS INC SR A COM USD.01 COMMON 624758108 5 439 SH   SOLE   439 0 0
MURPHY USA INC COM USD.01 COMMON 626755102 345 2,638 SH   SOLE   2,638 0 0
MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH   SOLE   2 0 0
MVB FINANCIAL CORP COM COMMON 553810102 125 5,518 SH   SOLE   5,518 0 0
MYR GROUP INC COM USD.01 COMMON 55405W104 863 14,365 SH   SOLE   14,365 0 0
NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F137 0 7 SH   SOLE   7 0 0
NANTKWEST INC COM USD0.0001 COMMON 63016Q102 2 154 SH   SOLE   154 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 9 343 SH   SOLE   343 0 0
NASDAQ INC COM USD.01 COMMON 631103108 51 381 SH   SOLE   381 0 0
NATERA INC COM USD0.0001 COMMON 632307104 453 4,553 SH   SOLE   4,553 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 4 73 SH   SOLE   73 0 0
NATIONAL BEVERAGE CORP COM USD.01 COMMON 635017106 513 6,049 SH   SOLE   6,049 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 79 21,263 SH   SOLE   21,263 0 0
NATIONAL ENERGY SERVICES REU ORD NPV COMMON G6375R107 211 21,207 SH   SOLE   21,207 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 178 3,007 SH   SOLE   3,007 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 4 55 SH   SOLE   55 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 6 93 SH   SOLE   93 0 0
NATIONAL INSTRUMENTS CORP COM USD.01 COMMON 636518102 1 13 SH   SOLE   13 0 0
NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 2 53 SH   SOLE   53 0 0
NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 64 SH   SOLE   64 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 6 174 SH   SOLE   174 0 0
NATURA &CO HOLDING SA ADS COMMON 63884N108 0 9 SH   SOLE   9 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 91 8,665 SH   SOLE   8,665 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 536 38,982 SH   SOLE   38,982 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 324 21,689 SH   SOLE   21,689 0 0
NATWEST GROUP PLC SP ADR REP SHS COMMON 639057108 446 98,639 SH   SOLE   98,639 0 0
NAUTILUS INC COM NPV COMMON 63910B102 2 111 SH   SOLE   111 0 0
NAVIDEA BIOPHARMACEUTICALS COM USD.001 COMMON 63937X202 0 141 SH   SOLE   141 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 189 19,266 SH   SOLE   19,266 0 0
NCR CORP COM USD5 COMMON 62886E108 21 548 SH   SOLE   548 0 0
NEKTAR THERAPEUTICS COM NPV COMMON 640268108 1 40 SH   SOLE   40 0 0
NELNET INC CL A COM USD.01 COMMON 64031N108 0 5 SH   SOLE   5 0 0
NEOGEN CORP COM USD.16 COMMON 640491106 113 1,419 SH   SOLE   1,419 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 302 5,607 SH   SOLE   5,607 0 0
NEOPHOTONICS CORP COM USD.0025 COMMON 64051T100 4 414 SH   SOLE   414 0 0
NETAPP INC COM NPV COMMON 64110D104 23,302 351,786 SH   OTR   244,028 107,758 0
NETEASE INC SPONSORED ADR COMMON 64110W102 212 2,212 SH   SOLE   2,212 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 2,615 4,836 SH   SOLE   4,836 0 0
NETGEAR INC COM USD.001 COMMON 64111Q104 381 9,386 SH   SOLE   9,386 0 0
NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 186 6,798 SH   SOLE   6,798 0 0
NEUROBO PHARMACEUTICALS INC COM USD0.001 COMMON 64132R107 24 4,563 SH   SOLE   4,563 0 0
NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 242 2,523 SH   SOLE   2,523 0 0
NEURONETICS INC COM COMMON 64131A105 1 92 SH   SOLE   92 0 0
NEVRO CORP COM USD0.001 COMMON 64157F103 745 4,303 SH   SOLE   4,303 0 0
NEW HOME CO INC COM USD.01 COMMON 645370107 135 28,771 SH   SOLE   28,771 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 818 4,401 SH   SOLE   4,401 0 0
NEW RESIDENTIAL INV CP COM USD0.01 COMMON 64828T201 212 21,332 SH   SOLE   21,332 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 2 371 SH   SOLE   371 0 0
NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 112 10,609 SH   SOLE   10,609 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 28 544 SH   SOLE   544 0 0
NEWELL BRANDS INC COM USD1 COMMON 651229106 6 260 SH   SOLE   260 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 25 3,437 SH   SOLE   3,437 0 0
NEWMARKET CORP COM USD1 COMMON 651587107 3 7 SH   SOLE   7 0 0
NEWMONT CORP COM USD1.6 COMMON 651639106 2,057 34,343 SH   SOLE   34,343 0 0
NEWS CORP CL A COM USD0.01 COMMON 65249B109 17 946 SH   SOLE   946 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 4 231 SH   SOLE   231 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 7 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 53 481 SH   SOLE   481 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 7,326 94,962 SH   SOLE   94,962 0 0
NI HOLDINGS INC COM COMMON 65342T106 208 12,639 SH   SOLE   12,639 0 0
NIC INC COM NPV COMMON 62914B100 613 23,754 SH   SOLE   23,754 0 0
NICE LTD SPON ADR COMMON 653656108 33 118 SH   SOLE   118 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 3,388 23,947 SH   SOLE   23,947 0 0
NIO INC -ADR ADS COMMON 62914V106 431 8,835 SH   SOLE   8,835 0 0
NISOURCE INC COM NPV COMMON 65473P105 24 1,045 SH   SOLE   1,045 0 0
NOKIA CORP SPON ADR COMMON 654902204 61 15,600 SH   SOLE   15,600 0 0
NOMAD FOODS LTD ORD COMMON G6564A105 109 4,280 SH   SOLE   4,280 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 2,255 423,163 SH   SOLE   423,163 0 0
NORBORD INC COM NPV COMMON 65548P403 15 343 SH   SOLE   343 0 0
NORDIC AMERICAN TANKERS LTD COM USD.01 COMMON G65773106 35 11,712 SH   SOLE   11,712 0 0
NORDSON CORP COM USD1 COMMON 655663102 265 1,319 SH   SOLE   1,319 0 0
NORDSTROM INC COM NPV COMMON 655664100 2 64 SH   SOLE   64 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 914 3,845 SH   SOLE   3,845 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 352 15,648 SH   SOLE   15,648 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 53 5,064 SH   SOLE   5,064 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 27 289 SH   SOLE   289 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 534 15,743 SH   SOLE   15,743 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 378 1,241 SH   SOLE   1,241 0 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 3 106 SH   SOLE   106 0 0
NORTHWESTERN CORP COM NEW COMMON 668074305 14 247 SH   SOLE   247 0 0
NORTONLIFELOCK INC COM NPV COMMON 668771108 3 123 SH   SOLE   123 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 5 208 SH   SOLE   208 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 2,417 25,591 SH   SOLE   25,591 0 0
NOVAVAX INC COM USD.01 COMMON 670002401 75 677 SH   SOLE   677 0 0
NOVO NORDISK A/S ADR COMMON 670100205 1,278 18,294 SH   SOLE   18,294 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 229 1,322 SH   SOLE   1,322 0 0
NRG ENERGY INC COM NEW COMMON 629377508 34 897 SH   SOLE   897 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 939 17,186 SH   SOLE   17,186 0 0
NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 1,085 24,600 SH   SOLE   24,600 0 0
NUCOR CORP COM USD.4 COMMON 670346105 1,581 29,723 SH   SOLE   29,723 0 0
NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 1 31 SH   SOLE   31 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 49 1,007 SH   SOLE   1,007 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 123 2,181 SH   SOLE   2,181 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 3 113 SH   SOLE   113 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 6,271 12,008 SH   SOLE   12,008 0 0
NVR INC COM USD.01 COMMON 62944T105 82 20 SH   SOLE   20 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 2,454 15,430 SH   SOLE   15,430 0 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 2 102 SH   SOLE   102 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 217 16,265 SH   SOLE   16,265 0 0
OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 0 29 SH   SOLE   29 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 84 4,058 SH   SOLE   4,058 0 0
OCWEN FINANCIAL CORP COM USD.01 COMMON 675746606 167 5,770 SH   SOLE   5,770 0 0
ODP CORP COM USD.01 COMMON 88337F105 572 19,535 SH   SOLE   19,535 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 853 37,556 SH   SOLE   37,556 0 0
OFG BANCORP COM USD1 COMMON 67103X102 11 583 SH   SOLE   583 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 273 8,002 SH   SOLE   8,002 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 66 260 SH   SOLE   260 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 2,019 10,346 SH   SOLE   10,346 0 0
OLD NATIONAL BANCORP COM NPV COMMON 680033107 0 15 SH   SOLE   15 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 209 10,623 SH   SOLE   10,623 0 0
OLIN CORP COM USD1 COMMON 680665205 33 1,339 SH   SOLE   1,339 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 311 23,306 SH   SOLE   23,306 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 5 134 SH   SOLE   134 0 0
OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH   SOLE   41 0 0
OMNICELL INC COM NPV COMMON 68213N109 320 2,663 SH   SOLE   2,663 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 3,637 58,317 SH   SOLE   58,317 0 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 464 14,189 SH   SOLE   14,189 0 0
ONE GAS INC COM COMMON 68235P108 13 170 SH   SOLE   170 0 0
ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 3 760 SH   SOLE   760 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 1 15 SH   SOLE   15 0 0
ONEOK INC COM NPV COMMON 682680103 22 577 SH   SOLE   577 0 0
ONEWATER MARINE INC COM CL A COMMON 68280L101 43 1,480 SH   SOLE   1,480 0 0
ONTO INNOVATION INC COM USD.001 COMMON 683344105 5 111 SH   SOLE   111 0 0
OP BANCORP COM COMMON 67109R109 177 22,982 SH   SOLE   22,982 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 10 216 SH   SOLE   216 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 293 9,314 SH   SOLE   9,314 0 0
OPTIMIZERX CORP COM COMMON 68401U204 22 711 SH   SOLE   711 0 0
OPTINOSE INC COM USD0.001 COMMON 68404V100 1 239 SH   SOLE   239 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 56,670 876,023 SH   OTR   644,248 231,775 0
ORAMED PHARMACEUTICALS INC COM USD.001 COMMON 68403P203 1 141 SH   SOLE   141 0 0
ORANGE SPON ADR COMMON 684060106 36 2,998 SH   SOLE   2,998 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 272 601 SH   SOLE   601 0 0
ORGENESIS INC COM USD0.0001 COMMON 68619K204 1 128 SH   SOLE   128 0 0
ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 748 75,800 SH   SOLE   75,800 0 0
ORION GROUP HOLDINGS INC COM USD.01 COMMON 68628V308 63 12,786 SH   SOLE   12,786 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 2,611 33,768 SH   SOLE   33,768 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 77 4,676 SH   SOLE   4,676 0 0
ORTHOPEDIATRICS CORP COM USD0.00025 COMMON 68752L100 7 163 SH   SOLE   163 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 2 20 SH   SOLE   20 0 0
OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 5 1,299 SH   SOLE   1,299 0 0
OTIS WORLDWIDE CORP COM COMMON 68902V107 81 1,198 SH   SOLE   1,198 0 0
OVERSTOCK.COM INC COM NPV COMMON 690370101 153 3,192 SH   SOLE   3,192 0 0
OVID THRPUTCS INC COM COMMON 690469101 4 1,728 SH   SOLE   1,728 0 0
OVINTIV INC COM NPV COMMON 69047Q102 2 166 SH   SOLE   166 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 353 13,041 SH   SOLE   13,041 0 0
OWENS CORNING COM NEW USD.01 COMMON 690742101 177 2,331 SH   SOLE   2,331 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 3 51 SH   SOLE   51 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 31 639 SH   SOLE   639 0 0
PACCAR INC COM USD12 COMMON 693718108 198 2,293 SH   SOLE   2,293 0 0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001 COMMON 69404D108 1,107 42,679 SH   SOLE   42,679 0 0
PACIFIC ETHANOL INC COM COMMON 69423U305 5 969 SH   SOLE   969 0 0
PACIFIC PREMIER BANCORP INC COM USD8 COMMON 69478X105 49 1,556 SH   SOLE   1,556 0 0
PACIRA BIOSCIENCES INC COM USD.001 COMMON 695127100 285 4,756 SH   SOLE   4,756 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 2,276 16,501 SH   SOLE   16,501 0 0
PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 6 106 SH   SOLE   106 0 0
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