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 73 498 SH   SOLE   498 0 0
1LIFE HEALTHCARE INC COM COMMON 68269G107 37 1,804 SH   SOLE   1,804 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
2U INC COM USD.001 COMMON 90214J101 66 1,954 SH   SOLE   1,954 0 0
360 DIGITECH INC -ADR ADS COMMON 88557W101 1 63 SH   SOLE   63 0 0
3D SYSTEMS CORP COM NPV COMMON 88554D205 205 7,408 SH   SOLE   7,408 0 0
3M CO COM NPV COMMON 88579Y101 22,708 129,294 SH   SOLE   129,294 0 0
8X8 INC COM USD.001 COMMON 282914100 142 6,041 SH   SOLE   6,041 0 0
A10 NETWORKS INC COM USD0.00001 COMMON 002121101 129 9,563 SH   SOLE   9,563 0 0
AADI BIOSCIENCE INC COM COMMON 00032Q104 0 15 SH   SOLE   15 0 0
AAON INC COM USD.001 COMMON 000360206 7 101 SH   SOLE   101 0 0
AAR CORP COM USD1 COMMON 000361105 6 188 SH   SOLE   188 0 0
AARONS CO INC (THE) COM COMMON 00258W108 375 13,578 SH   SOLE   13,578 0 0
ABB LTD SPONSORED ADR COMMON 000375204 1,287 38,570 SH   SOLE   38,570 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 10,215 86,410 SH   SOLE   86,410 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 2,956 27,404 SH   SOLE   27,404 0 0
ABERCROMBIE & FITCH -CL A CL A COM USD.01 COMMON 002896207 126 3,336 SH   SOLE   3,336 0 0
ABIOMED INC COM USD.01 COMMON 003654100 5 16 SH   SOLE   16 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 1,138 25,274 SH   SOLE   25,274 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830304 0 4 SH   SOLE   4 0 0
ACADIA HEALTHCARE CO INC COM USD.01 COMMON 00404A109 4,379 68,564 SH   SOLE   68,564 0 0
ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 4 261 SH   SOLE   261 0 0
ACADIA REALTY TRUST SHS BEN INT USD.001 COMMON 004239109 9 430 SH   SOLE   430 0 0
ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 33 191 SH   SOLE   191 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 10,021 31,319 SH   SOLE   31,319 0 0
ACCURAY INC COM USD.001 COMMON 004397105 92 23,182 SH   SOLE   23,182 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH   SOLE   225 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 5 288 SH   SOLE   288 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 23 716 SH   SOLE   716 0 0
ACNB CORP COM USD2.5 COMMON 000868109 0 16 SH   SOLE   16 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M601 0 1 SH   SOLE   1 0 0
ACRES COMMERCIAL REALTY CORP COM USD.001 COMMON 00489Q102 500 30,948 SH   SOLE   30,948 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 781 10,091 SH   SOLE   10,091 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 402 2,314 SH   SOLE   2,314 0 0
ACUITYADS HOLDINGS INC COM NPV COMMON 00510L106 4 614 SH   SOLE   614 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 720 15,382 SH   SOLE   15,382 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 129 4,246 SH   SOLE   4,246 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 11 138 SH   SOLE   138 0 0
ADECOAGRO SA COM USD1.5 COMMON L00849106 166 18,357 SH   SOLE   18,357 0 0
ADICET BIO INC COM COMMON 007002108 0 50 SH   SOLE   50 0 0
ADIENT PLC ORD GBP.01 COMMON G0084W101 0 3 SH   SOLE   3 0 0
ADOBE INC COM NPV COMMON 00724F101 8,793 15,271 SH   SOLE   15,271 0 0
ADTALEM GLOBAL EDUCATION INC COM USD.01 COMMON 00737L103 71 1,881 SH   SOLE   1,881 0 0
ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 8,994 43,044 SH   OTR   34,548 8,496 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 223 2,061 SH   SOLE   2,061 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 176 27,510 SH   SOLE   27,510 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 46 527 SH   SOLE   527 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 1,864 18,114 SH   SOLE   18,114 0 0
ADVANSIX INC COM NPV COMMON 00773T101 311 7,823 SH   SOLE   7,823 0 0
AECOM CLB USD.01 COMMON 00766T100 724 11,459 SH   SOLE   11,459 0 0
AEGON NV NY SHR ADR COMMON 007924103 675 132,589 SH   SOLE   132,589 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 4 62 SH   SOLE   62 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 69 1,576 SH   SOLE   1,576 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 48 2,085 SH   SOLE   2,085 0 0
AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 10,776 71,233 SH   SOLE   71,233 0 0
AFFIMED NV COM EUR.01 COMMON N01045108 29 4,713 SH   SOLE   4,713 0 0
AFLAC INC COM USD.1 COMMON 001055102 2,597 49,784 SH   SOLE   49,784 0 0
AGCO CORP COM USD.01 COMMON 001084102 1,047 8,544 SH   SOLE   8,544 0 0
AGENUS INC COM USD.01 COMMON 00847G705 54 10,243 SH   SOLE   10,243 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 1,227 7,789 SH   SOLE   7,789 0 0
AGILYSYS INC COM NPV COMMON 00847J105 530 10,102 SH   SOLE   10,102 0 0
AGIOS PHARMACEUTICALS COM USD0.001 COMMON 00847X104 2 40 SH   SOLE   40 0 0
AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 211 13,377 SH   SOLE   13,377 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 1 12 SH   SOLE   12 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 1,663 6,493 SH   SOLE   6,493 0 0
AIR TRANSPORT SERVICES GROUP COM COMMON 00922R105 5 184 SH   SOLE   184 0 0
AIRBNB INC COM CL A COMMON 009066101 28 165 SH   SOLE   165 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 17 1,364 SH   SOLE   1,364 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 55 525 SH   SOLE   525 0 0
AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 10 3,379 SH   SOLE   3,379 0 0
ALAMO GROUP INC COM USD.1 COMMON 011311107 1 6 SH   SOLE   6 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 275 3,514 SH   SOLE   3,514 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 410 6,998 SH   SOLE   6,998 0 0
ALBANY INTL CORP -CL A CL A COM USD.001 COMMON 012348108 156 2,031 SH   SOLE   2,031 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 142 649 SH   SOLE   649 0 0
ALBERTSONS COS INC COM COMMON 013091103 297 9,530 SH   SOLE   9,530 0 0
ALCOA CORP COM USD.01 COMMON 013872106 308 6,283 SH   SOLE   6,283 0 0
ALCON INC COM COMMON H01301128 198 2,462 SH   SOLE   2,462 0 0
ALECTOR INC COM COMMON 014442107 75 3,281 SH   SOLE   3,281 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 41 1,764 SH   SOLE   1,764 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 171 893 SH   SOLE   893 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 2,626 17,739 SH   SOLE   17,739 0 0
ALICO INC COM USD1 COMMON 016230104 10 300 SH   SOLE   300 0 0
ALIGHT INC COM CL A COMMON 01626W101 257 22,428 SH   SOLE   22,428 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 794 1,192 SH   SOLE   1,192 0 0
ALIGOS THERAPEUTICS INC COM USD.0001 COMMON 01626L105 51 3,261 SH   SOLE   3,261 0 0
ALKERMES PLC ORD SHS COMMON G01767105 372 12,030 SH   SOLE   12,030 0 0
ALLAKOS INC COM COMMON 01671P100 71 674 SH   SOLE   674 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 155 249 SH   SOLE   249 0 0
ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 90 5,400 SH   SOLE   5,400 0 0
ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 1 4 SH   SOLE   4 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 214 1,615 SH   SOLE   1,615 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 6,865 67,974 SH   SOLE   67,974 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 44 784 SH   SOLE   784 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 37 1,054 SH   SOLE   1,054 0 0
ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 738 55,231 SH   SOLE   55,231 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 60,219 472,986 SH   OTR   342,224 130,762 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 4,334 84,900 SH   SOLE   84,900 0 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 42 220 SH   SOLE   220 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 20,389 7,623 SH   SOLE   7,623 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 15,869 5,954 SH   SOLE   5,954 0 0
ALPHATEC HOLDINGS INC COM USD.00001 COMMON 02081G201 62 5,065 SH   SOLE   5,065 0 0
ALPINE INCOME PROPERTY TRUST COM COMMON 02083X103 257 14,016 SH   SOLE   14,016 0 0
ALTAIR ENGINEERING INC CL A COM USD.0001 COMMON 021369103 219 3,169 SH   SOLE   3,169 0 0
ALTERYX INC CL A COM USD0.0001 COMMON 02156B103 1 18 SH   SOLE   18 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 7,003 337,979 SH   OTR   228,498 109,481 0
ALTRA INDUSTRIAL MOTION CORP COM USD.001 COMMON 02208R106 5 96 SH   SOLE   96 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 62,930 1,381,967 SH   OTR   1,068,326 313,641 0
ALTUS MIDSTREAM COMPANY COM CL A COMMON 02215L209 62 901 SH   SOLE   901 0 0
ALUMINUM CORP CHINA LTD SPON ADR COMMON 022276109 5 291 SH   SOLE   291 0 0
ALX ONCOLOGY HOLDI INC COM USD0.001 COMMON 00166B105 98 1,319 SH   SOLE   1,319 0 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 828 13,792 SH   SOLE   13,792 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 23,395 7,121 SH   SOLE   7,121 0 0
AMBARELLA INC COM USD.00045 COMMON G037AX101 92 590 SH   SOLE   590 0 0
AMBEV SA SPON ADR COM COMMON 02319V103 20 7,398 SH   SOLE   7,398 0 0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 51 1,342 SH   SOLE   1,342 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 255 5,464 SH   SOLE   5,464 0 0
AMCOR PLC ORD COMMON G0250X107 46,635 4,023,711 SH   OTR   2,730,468 1,293,243 0
AMDOCS ORD GBP.01 COMMON G02602103 609 8,033 SH   SOLE   8,033 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 106 713 SH   SOLE   713 0 0
AMERCO COM USD.25 COMMON 023586100 1 2 SH   SOLE   2 0 0
AMEREN CORP COM USD5 COMMON 023608102 20 252 SH   SOLE   252 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 4,202 237,826 SH   SOLE   237,826 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 51 2,504 SH   SOLE   2,504 0 0
AMERICAN ASSETS TRUST INC COM USD.01 COMMON 024013104 2 45 SH   SOLE   45 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 3,197 39,340 SH   SOLE   39,340 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 3,206 19,132 SH   SOLE   19,132 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 1,432 11,378 SH   SOLE   11,378 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 76 2,005 SH   SOLE   2,005 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 1,459 26,568 SH   SOLE   26,568 0 0
AMERICAN NATIONAL GROUP INC COM USD1 COMMON 02772A109 1 6 SH   SOLE   6 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 25 994 SH   SOLE   994 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 367 15,442 SH   SOLE   15,442 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,961 7,389 SH   SOLE   7,389 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 132 778 SH   SOLE   778 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 59 899 SH   SOLE   899 0 0
AMERICA'S CAR-MART INC COM USD.01 COMMON 03062T105 4 36 SH   SOLE   36 0 0
AMERICOLD REALTY TRUST COM COMMON 03064D108 1 38 SH   SOLE   38 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 78,486 297,151 SH   OTR   217,588 79,563 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 1,358 11,371 SH   SOLE   11,371 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 232 8,981 SH   SOLE   8,981 0 0
AMETEK INC COM USD1 COMMON 031100100 195 1,574 SH   SOLE   1,574 0 0
AMGEN INC COM NPV COMMON 031162100 39,447 185,493 SH   OTR   134,938 50,555 0
AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 130 13,558 SH   SOLE   13,558 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 3,384 135,645 SH   SOLE   135,645 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 437 3,803 SH   SOLE   3,803 0 0
AMPCO-PITTSBURGH CORP COM USD1 COMMON 032037103 57 12,156 SH   SOLE   12,156 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 531 7,250 SH   SOLE   7,250 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 2 455 SH   SOLE   455 0 0
AMREP CORP COM USD.1 COMMON 032159105 177 11,295 SH   SOLE   11,295 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 52 4,587 SH   SOLE   4,587 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 1,299 7,758 SH   SOLE   7,758 0 0
ANAPLAN INC COM COMMON 03272L108 43 705 SH   SOLE   705 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 78 4,332 SH   SOLE   4,332 0 0
ANGI INC COM COMMON 00183L102 0 38 SH   SOLE   38 0 0
ANGIODYNAMICS INC COM USD.01 COMMON 03475V101 27 1,029 SH   SOLE   1,029 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 60 3,740 SH   SOLE   3,740 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 525 9,308 SH   SOLE   9,308 0 0
ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 31,223 3,708,148 SH   OTR   2,612,414 1,095,734 0
ANNOVIS BIO INC COM COMMON 03615A108 1 32 SH   SOLE   32 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 202 594 SH   SOLE   594 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 36 9,792 SH   SOLE   9,792 0 0
ANTERIX INC COM USD.0001 COMMON 03676C100 8 131 SH   SOLE   131 0 0
ANTERO MIDSTREAM CORP COM COMMON 03676B102 192 18,365 SH   SOLE   18,365 0 0
ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 94 4,990 SH   SOLE   4,990 0 0
ANTHEM INC COM USD.01 COMMON 036752103 23,468 62,880 SH   SOLE   62,880 0 0
AON PLC CL A ORD COMMON G0403H108 2,362 8,266 SH   SOLE   8,266 0 0
APA CORP COM USD1.25 COMMON 03743Q108 5,320 247,963 SH   SOLE   247,963 0 0
APARTMENT INCM REIT CRP -SPN COM COMMON 03750L109 2 42 SH   SOLE   42 0 0
APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R747 1 77 SH   SOLE   77 0 0
APELLIS PHARMACEUTICALS COM USD.0001 COMMON 03753U106 99 3,006 SH   SOLE   3,006 0 0
API GROUP CORP COM COMMON 00187Y100 3 149 SH   SOLE   149 0 0
APOGEE ENTERPRISES INC COM USD.33 COMMON 037598109 990 26,206 SH   SOLE   26,206 0 0
APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 14 959 SH   SOLE   959 0 0
APOLLO MEDICAL HOLDING INC COM USD.001 COMMON 03763A207 456 4,996 SH   SOLE   4,996 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 172 1,428 SH   SOLE   1,428 0 0
APPIAN CORP CL A COM COMMON 03782L101 194 2,096 SH   SOLE   2,096 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 156 9,934 SH   SOLE   9,934 0 0
APPLE INC COM NPV COMMON 037833100 59,699 421,810 SH   SOLE   421,810 0 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 108 1,197 SH   SOLE   1,197 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 3,031 23,545 SH   SOLE   23,545 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 39 328 SH   SOLE   328 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 1,737 11,659 SH   SOLE   11,659 0 0
AQUA METALS INC COM USD.001 COMMON 03837J101 0 159 SH   SOLE   159 0 0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001 COMMON 03842K200 1 219 SH   SOLE   219 0 0
ARAMARK COM USD.01 COMMON 03852U106 89 2,710 SH   SOLE   2,710 0 0
ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 5 293 SH   SOLE   293 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 512 173,601 SH   SOLE   173,601 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 485 5,937 SH   SOLE   5,937 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 926 30,719 SH   SOLE   30,719 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 15,258 399,122 SH   SOLE   399,122 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 360 6,003 SH   SOLE   6,003 0 0
ARCONIC CORP COM COMMON 03966V107 15 463 SH   SOLE   463 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 145 2,433 SH   SOLE   2,433 0 0
ARES CAPITAL CORP COM COMMON 04010L103 26 1,294 SH   SOLE   1,294 0 0
ARES MANAGEMENT CORP COM COMMON 03990B101 98 1,331 SH   SOLE   1,331 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 15 286 SH   SOLE   286 0 0
ARISTA NETWORKS INC COM USD0.0001 COMMON 040413106 11 33 SH   SOLE   33 0 0
ARK INNOVATION ETF COMMON 00214Q104 3 31 SH   SOLE   31 0 0
ARK NEXT GENERATION INTERNET COMMON 00214Q401 2 16 SH   SOLE   16 0 0
ARMADA HOFFLER PROPERTIES COM USD.01 COMMON 04208T108 1 112 SH   SOLE   112 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 20 207 SH   SOLE   207 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 1,138 10,130 SH   SOLE   10,130 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 378 6,040 SH   SOLE   6,040 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 628 4,225 SH   SOLE   4,225 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 409 8,350 SH   SOLE   8,350 0 0
ARVINAS INC COM COMMON 04335A105 94 1,139 SH   SOLE   1,139 0 0
ASANA INC CL A COMMON 04342Y104 161 1,545 SH   SOLE   1,545 0 0
ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 110 559 SH   SOLE   559 0 0
ASCENDIS PHARMA AS ADR COMMON 04351P101 1 8 SH   SOLE   8 0 0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 115 14,684 SH   SOLE   14,684 0 0
ASENSUS SURGICAL INC COM USD.001 COMMON 04367G103 0 1 SH   SOLE   1 0 0
ASGN INC COM USD.01 COMMON 00191U102 264 2,326 SH   SOLE   2,326 0 0
ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 5 51 SH   SOLE   51 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 6,811 9,141 SH   SOLE   9,141 0 0
ASPEN AEROGELS INC COM USD.00001 COMMON 04523Y105 49 1,054 SH   SOLE   1,054 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 84 686 SH   SOLE   686 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 293 13,700 SH   SOLE   13,700 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 221 1,398 SH   SOLE   1,398 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 167 3,567 SH   SOLE   3,567 0 0
ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 1 19 SH   SOLE   19 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 2,509 41,777 SH   SOLE   41,777 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 231 15,325 SH   SOLE   15,325 0 0
AT&T INC COM USD1 COMMON 00206R102 46,198 1,709,929 SH   OTR   1,329,229 380,700 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 193 2,802 SH   SOLE   2,802 0 0
ATKORE INC COM USD.01 COMMON 047649108 2,925 33,645 SH   SOLE   33,645 0 0
ATLANTIC UNION BANKSHRS CRP COM USD4 COMMON 04911A107 8 220 SH   SOLE   220 0 0
ATLANTICA SUSTAINABLE INFRA ORD USD0.1 COMMON G0751N103 1 17 SH   SOLE   17 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 23 287 SH   SOLE   287 0 0
ATLAS CORP COM COMMON Y0436Q109 58 3,837 SH   SOLE   3,837 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 762 1,948 SH   SOLE   1,948 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 5 60 SH   SOLE   60 0 0
ATOMERA INC COM USD0.001 COMMON 04965B100 1 38 SH   SOLE   38 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 265 3,803 SH   SOLE   3,803 0 0
ATRION CORP COM USD1 COMMON 049904105 6 8 SH   SOLE   8 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 247 7,601 SH   SOLE   7,601 0 0
AUTODESK INC COM NPV COMMON 052769106 1,080 3,788 SH   SOLE   3,788 0 0
AUTOLIV INC COM USD1 COMMON 052800109 1 17 SH   SOLE   17 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 9,754 48,746 SH   SOLE   48,746 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 2,085 17,123 SH   SOLE   17,123 0 0
AUTOZONE INC COM NPV COMMON 053332102 19,349 11,394 SH   OTR   8,248 3,146 0
AVALARA INC COM COMMON 05338G106 210 1,201 SH   SOLE   1,201 0 0
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AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 4 114 SH   SOLE   114 0 0
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CATO CORP -CL A CL A COM USD.333 COMMON 149205106 5 318 SH   SOLE   318 0 0
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CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 263 6,116 SH   SOLE   6,116 0 0
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CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 157 1,360 SH   SOLE   1,360 0 0
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CERENCE INC COM COMMON 156727109 96 994 SH   SOLE   994 0 0
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CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 543 9,734 SH   SOLE   9,734 0 0
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FS KKR CAPITAL CORP COM USD0.001 COMMON 302635206 6 250 SH   SOLE   250 0 0
FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 14 102 SH   SOLE   102 0 0
FT-PREFERRED SECUR & INC ETF COMMON 33739E108 1 73 SH   SOLE   73 0 0
FUBOTV INC COM COMMON 35953D104 123 5,111 SH   SOLE   5,111 0 0
FUEL TECH INC COM USD.01 COMMON 359523107 0 153 SH   SOLE   153 0 0
FUELCELL ENERGY INC COM NPV COMMON 35952H601 55 8,131 SH   SOLE   8,131 0 0
FULGENT GENETICS INC COM USD0.0001 COMMON 359664109 11 122 SH   SOLE   122 0 0
FULLER (H. B.) CO COM USD1 COMMON 359694106 175 2,710 SH   SOLE   2,710 0 0
FUNKO INC CL A COM USD.0001 COMMON 361008105 1 45 SH   SOLE   45 0 0
FUTU HOLDINGS LTD -ADR ADS COMMON 36118L106 3 36 SH   SOLE   36 0 0
G1 THERAPEUTICS INC COM USD.0001 COMMON 3621LQ109 18 1,347 SH   SOLE   1,347 0 0
GABELLI DIVIDEND & INCOME TR COMMON 36242H104 75 2,914 SH   SOLE   2,914 0 0
GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 348 13,205 SH   SOLE   13,205 0 0
GAMESTOP CORP CL A COM USD.001 COMMON 36467W109 65 371 SH   SOLE   371 0 0
GAMING & LEISURE PPTYS COM USD0.01 COMMON 36467J108 35 762 SH   SOLE   762 0 0
GAP INC COM USD.05 COMMON 364760108 376 16,546 SH   SOLE   16,546 0 0
GARMIN LTD COM USD.01 COMMON H2906T109 142 910 SH   SOLE   910 0 0
GARRETT MOTION INC COM COMMON 366505105 2 223 SH   SOLE   223 0 0
GARTNER INC COM COMMON 366651107 16,350 53,791 SH   OTR   50,720 3,071 0
GATES INDUSTRIAL CORP PLC COM COMMON G39108108 0 21 SH   SOLE   21 0 0
GATX CORP COM USD.625 COMMON 361448103 26 291 SH   SOLE   291 0 0
GDS HOLDINGS LIMITED ADR COMMON 36165L108 0 7 SH   SOLE   7 0 0
GENASYS INC COM USD.00001 COMMON 36872P103 14 2,715 SH   SOLE   2,715 0 0
GENCO SHIPPING & TRADING COM NPV COMMON Y2685T131 18 881 SH   SOLE   881 0 0
GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 13 1,186 SH   SOLE   1,186 0 0
GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 4,116 10,071 SH   SOLE   10,071 0 0
GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 662 3,378 SH   SOLE   3,378 0 0
GENERAL ELECTRIC CO COM USD.63 COMMON 369604301 1,506 14,620 SH   SOLE   14,620 0 0
GENERAL MILLS INC COM USD.75 COMMON 370334104 486 8,125 SH   SOLE   8,125 0 0
GENERAL MOTORS CO COM USD.01 COMMON 37045V100 868 16,458 SH   SOLE   16,458 0 0
GENESCO INC COM USD1 COMMON 371532102 1 21 SH   SOLE   21 0 0
GENMAB AS SPONSORED ADR COMMON 372303206 118 2,692 SH   SOLE   2,692 0 0
GENPACT LTD COM USD.01 COMMON G3922B107 27 572 SH   SOLE   572 0 0
GENTEX CORP COM USD.06 COMMON 371901109 347 10,517 SH   SOLE   10,517 0 0
GENTHERM INC COM NPV COMMON 37253A103 220 2,717 SH   SOLE   2,717 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 7,600 62,613 SH   SOLE   62,613 0 0
GENWORTH FINANCIAL INC CL A USD.001 COMMON 37247D106 0 133 SH   SOLE   133 0 0
GEO GROUP INC COM USD.01 COMMON 36162J106 60 8,095 SH   SOLE   8,095 0 0
GEOPARK LTD COM USD.001 COMMON G38327105 1 64 SH   SOLE   64 0 0
GEOSPACE TECHNOLOGIES CORP COM USD.01 COMMON 37364X109 1 105 SH   SOLE   105 0 0
GEVO INC COM USD.01 COMMON 374396406 11 1,700 SH   SOLE   1,700 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 53 755 SH   SOLE   755 0 0
G-III APPAREL GROUP LTD COM USD.01 COMMON 36237H101 88 3,100 SH   SOLE   3,100 0 0
GILAT SATELLITE NETWORKS LTD ORD NIS.01 COMMON M51474118 738 82,102 SH   SOLE   82,102 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 236 6,462 SH   SOLE   6,462 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 6,239 89,319 SH   OTR   68,010 21,309 0
GLACIER BANCORP INC COM USD.01 COMMON 37637Q105 38 688 SH   SOLE   688 0 0
GLAUKOS CORP COM USD0.001 COMMON 377322102 118 2,437 SH   SOLE   2,437 0 0
GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 2,871 75,144 SH   SOLE   75,144 0 0
GLOBAL BLOOD THERAPEUTICS COM USD0.001 COMMON 37890U108 0 6 SH   SOLE   6 0 0
GLOBAL NET LEASE INC COM USD0.01 COMMON 379378201 5 335 SH   SOLE   335 0 0
GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 348 2,209 SH   SOLE   2,209 0 0
GLOBAL WATER RESOURCES INC COM USD.01 COMMON 379463102 2 98 SH   SOLE   98 0 0
GLOBAL X FDS CHINA FINL ETF COMMON 37950E606 2 107 SH   SOLE   107 0 0
GLOBAL X FDS US INFR DEV ETF COMMON 37954Y673 82 3,220 SH   SOLE   3,220 0 0
GLOBALSTAR INC COM USD.00001 COMMON 378973408 84 50,143 SH   SOLE   50,143 0 0
GLOBANT SA COM USD.1 COMMON L44385109 526 1,873 SH   SOLE   1,873 0 0
GLOBE LIFE INC COM USD1 COMMON 37959E102 285 3,202 SH   SOLE   3,202 0 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 18 236 SH   SOLE   236 0 0
GMS INC COM USD.01 COMMON 36251C103 155 3,535 SH   SOLE   3,535 0 0
GODADDY INC CL A COM USD.001 COMMON 380237107 11 164 SH   SOLE   164 0 0
GOLD FIELDS LTD SPON ADR COMMON 38059T106 1 102 SH   SOLE   102 0 0
GOLDEN ENTERTAINMENT INC COM USD.01 COMMON 381013101 162 3,297 SH   SOLE   3,297 0 0
GOLDMAN ACTIVEBETA US LC ETF COMMON 381430503 73 849 SH   SOLE   849 0 0
GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 5,012 13,257 SH   SOLE   13,257 0 0
GOOD TIMES RESTAURANTS INC COM USD.001 COMMON 382140879 90 17,636 SH   SOLE   17,636 0 0
GOODRICH PETROLEUM CORP COM PAR COMMON 382410843 1 53 SH   SOLE   53 0 0
GOODYEAR TIRE & RUBBER CO COM NPV COMMON 382550101 28 1,573 SH   SOLE   1,573 0 0
GOPRO INC CL A COM USD.0001 COMMON 38268T103 85 9,098 SH   SOLE   9,098 0 0
GORMAN-RUPP CO COM NPV COMMON 383082104 4 125 SH   SOLE   125 0 0
GP STRATEGIES CORP COM USD.01 COMMON 36225V104 27 1,312 SH   SOLE   1,312 0 0
GRACO INC COM USD1 COMMON 384109104 80 1,149 SH   SOLE   1,149 0 0
GRAFTECH INTERNATIONAL LTD COM USD0.01 COMMON 384313508 389 37,705 SH   SOLE   37,705 0 0
GRAHAM HOLDINGS CO CL B COM USD1 COMMON 384637104 369 627 SH   SOLE   627 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 172 437 SH   SOLE   437 0 0
GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 1 6 SH   SOLE   6 0 0
GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 336 17,626 SH   SOLE   17,626 0 0
GRAVITY CO LTD -ADR ADR COMMON 38911N206 414 4,575 SH   SOLE   4,575 0 0
GRAY TELEVISION INC CL B COM NPV COMMON 389375106 24 1,040 SH   SOLE   1,040 0 0
GREAT AJAX CORP COM USD0.01 COMMON 38983D300 7 549 SH   SOLE   549 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 54 3,573 SH   SOLE   3,573 0 0
GREEN BRICK PARTNERS INC COM NPV COMMON 392709101 2 92 SH   SOLE   92 0 0
GREEN DOT CORP CL A COM USD.001 COMMON 39304D102 0 6 SH   SOLE   6 0 0
GREEN PLAINS INC COM USD.001 COMMON 393222104 14 439 SH   SOLE   439 0 0
GREENBRIER COS INC (THE) COM USD.001 COMMON 393657101 20 465 SH   SOLE   465 0 0
GREENHILL & CO INC COM USD.01 COMMON 395259104 152 10,381 SH   SOLE   10,381 0 0
GREIF INC -CL A CL A COM NPV COMMON 397624107 694 10,736 SH   SOLE   10,736 0 0
GRID DYNAMICS HOLDGS INC COM COMMON 39813G109 43 1,471 SH   SOLE   1,471 0 0
GROUP 1 AUTOMOTIVE INC COM USD.01 COMMON 398905109 13 70 SH   SOLE   70 0 0
GROUPON INC COM USD0.0001 COMMON 399473206 17 728 SH   SOLE   728 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 764 16,313 SH   SOLE   16,313 0 0
GRUPO AEROPORTUARIO DEL PACI ADR COMMON 400506101 867 7,457 SH   SOLE   7,457 0 0
GRUPO AEROPORTUARIO SURESTE SPON ADR COMMON 40051E202 502 2,684 SH   SOLE   2,684 0 0
GRUPO TELEVISA SAB SPON ADR COMMON 40049J206 10 867 SH   SOLE   867 0 0
GUARDANT HEALTH INC COM COMMON 40131M109 21 167 SH   SOLE   167 0 0
GUIDEWIRE SOFTWARE INC COM USD0.0001 COMMON 40171V100 7 62 SH   SOLE   62 0 0
GXO LOGISTIC INC COM COMMON 36262G101 78 993 SH   SOLE   993 0 0
H&E EQUIPMENT SERVICES INC COM USD COMMON 404030108 86 2,473 SH   SOLE   2,473 0 0
HACKETT GROUP INC COM USD.001 COMMON 404609109 2 104 SH   SOLE   104 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 19 263 SH   SOLE   263 0 0
HAILIANG EDUCATION GRP -ADR ADR COMMON 40522L108 3 98 SH   SOLE   98 0 0
HAIN CELESTIAL GROUP INC COM USD.01 COMMON 405217100 20 458 SH   SOLE   458 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 623 210,582 SH   SOLE   210,582 0 0
HALLIBURTON CO COM USD2.5 COMMON 406216101 97 4,499 SH   SOLE   4,499 0 0
HALOZYME THERAPEUTICS INC COM USD.001 COMMON 40637H109 418 10,243 SH   SOLE   10,243 0 0
HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 24 1,519 SH   SOLE   1,519 0 0
HANESBRANDS INC COM USD.01 COMMON 410345102 455 26,510 SH   SOLE   26,510 0 0
HANGER INC COM NPV COMMON 41043F208 273 12,424 SH   SOLE   12,424 0 0
HANMI FINANCIAL CORP COM NPV COMMON 410495204 124 6,187 SH   SOLE   6,187 0 0
HANNON ARMSTRONG SUST INFR COM USD0.01 COMMON 41068X100 11 209 SH   SOLE   209 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 465 3,584 SH   SOLE   3,584 0 0
HARLEY-DAVIDSON INC COM USD.01 COMMON 412822108 53 1,439 SH   SOLE   1,439 0 0
HARMONIC INC COM USD.001 COMMON 413160102 4 470 SH   SOLE   470 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 3,456 49,194 SH   SOLE   49,194 0 0
HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 2 353 SH   SOLE   353 0 0
HASBRO INC COM USD.5 COMMON 418056107 15 165 SH   SOLE   165 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 126 3,730 SH   SOLE   3,730 0 0
HAWAIIAN ELECTRIC INDS COM NPV COMMON 419870100 1,548 37,855 SH   SOLE   37,855 0 0
HAWKINS INC COM USD.1 COMMON 420261109 64 1,846 SH   SOLE   1,846 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 13,721 56,522 SH   SOLE   56,522 0 0
HCI GROUP INC COM NPV COMMON 40416E103 18 162 SH   SOLE   162 0 0
HDFC BANK LTD ADR COMMON 40415F101 270 3,696 SH   SOLE   3,696 0 0
HEADHUNTER GROUP PLC -ADR ADR COMMON 42207L106 695 14,244 SH   SOLE   14,244 0 0
HEALTH CARE SELECT SECTOR COMMON 81369Y209 191 1,503 SH   SOLE   1,503 0 0
HEALTH CATALYST INC COM COMMON 42225T107 123 2,452 SH   SOLE   2,452 0 0
HEALTHCARE SERVICES GROUP COM USD1 COMMON 421906108 97 3,872 SH   SOLE   3,872 0 0
HEALTHEQUITY INC COM USD.0001 COMMON 42226A107 485 7,477 SH   SOLE   7,477 0 0
HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 79 2,374 SH   SOLE   2,374 0 0
HEALTHSTREAM INC COM NPV COMMON 42222N103 3 115 SH   SOLE   115 0 0
HEARTLAND FINANCIAL USA INC COM USD1. COMMON 42234Q102 8 157 SH   SOLE   157 0 0
HECLA MINING CO COM USD.25 COMMON 422704106 3 492 SH   SOLE   492 0 0
HEICO CORP COM USD.166 COMMON 422806109 227 1,722 SH   SOLE   1,722 0 0
HEIDRICK & STRUGGLES INTL COM USD.01 COMMON 422819102 1,081 24,183 SH   SOLE   24,183 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 48 212 SH   SOLE   212 0 0
HELIOS TECHNOLOGIES INC COM USD.001 COMMON 42328H109 150 1,826 SH   SOLE   1,826 0 0
HELIX ENERGY SOLUTIONS GROUP COM NPV COMMON 42330P107 31 7,899 SH   SOLE   7,899 0 0
HELLO GROUP INC -ADR ADR COMMON 423403104 487 46,018 SH   SOLE   46,018 0 0
HELMERICH & PAYNE COM USD.1 COMMON 423452101 6 225 SH   SOLE   225 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 3 291 SH   SOLE   291 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 6,639 40,469 SH   OTR   29,389 11,080 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 158 2,073 SH   SOLE   2,073 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 88 2,077 SH   SOLE   2,077 0 0
HERC HOLDINGS INC COM USD.01 COMMON 42704L104 1,063 6,490 SH   SOLE   6,490 0 0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 COMMON 427825500 83 8,893 SH   SOLE   8,893 0 0
HERSHEY CO COM USD1. COMMON 427866108 1,935 11,419 SH   SOLE   11,419 0 0
HESKA CORP COM USD.001 COMMON 42805E306 135 522 SH   SOLE   522 0 0
HESS CORP COM USD1 COMMON 42809H107 50 634 SH   SOLE   634 0 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 202 14,208 SH   SOLE   14,208 0 0
HEXCEL CORP COM NPV COMMON 428291108 12 203 SH   SOLE   203 0 0
HF FOODS GROUP INC COM USD.0001 COMMON 40417F109 1 230 SH   SOLE   230 0 0
HIBBETT INC COM USD.01 COMMON 428567101 211 2,977 SH   SOLE   2,977 0 0
HIGHWOODS PROPERTIES INC COM USD.01 COMMON 431284108 1,007 22,953 SH   SOLE   22,953 0 0
HILL INTERNATIONAL INC COM USD COMMON 431466101 104 50,421 SH   SOLE   50,421 0 0
HILLENBRAND INC COM NPV COMMON 431571108 471 11,034 SH   SOLE   11,034 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 77 511 SH   SOLE   511 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 14 436 SH   SOLE   436 0 0
HILTON GRAND VACATIONS COM USD.01 COMMON 43283X105 226 4,750 SH   SOLE   4,750 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 366 2,770 SH   SOLE   2,770 0 0
HIMAX TECHNOLOGIES INC ADR USD.001 COMMON 43289P106 834 78,185 SH   SOLE   78,185 0 0
HIREQUEST INC COM USD.001 COMMON 433535101 269 13,924 SH   SOLE   13,924 0 0
HNI CORP COM USD1 COMMON 404251100 1,014 27,613 SH   SOLE   27,613 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 32 979 SH   SOLE   979 0 0
HOLLYSYS AUTOMATION TECH LTD COM COMMON G45667105 10 477 SH   SOLE   477 0 0
HOLOGIC INC COM USD.01 COMMON 436440101 5,331 72,222 SH   SOLE   72,222 0 0
HOME BANCORP INC COM USD.01 COMMON 43689E107 17 443 SH   SOLE   443 0 0
HOME BANCSHARES INC COM USD.01 COMMON 436893200 4 153 SH   SOLE   153 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 11,364 34,614 SH   SOLE   34,614 0 0
HOMESTREET INC COM NPV COMMON 43785V102 58 1,399 SH   SOLE   1,399 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 8,280 269,956 SH   SOLE   269,956 0 0
HONEST COMPANY INC COM COMMON 438333106 16 1,578 SH   SOLE   1,578 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 5,481 25,819 SH   SOLE   25,819 0 0
HOOKER FURNISHINGS CORP COM NPV COMMON 439038100 252 9,331 SH   SOLE   9,331 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 46 3,189 SH   SOLE   3,189 0 0
HORIZON BANCORP INC COM NPV COMMON 440407104 3 190 SH   SOLE   190 0 0
HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 199 1,817 SH   SOLE   1,817 0 0
HORMEL FOODS CORP COM USD.2344 COMMON 440452100 19 465 SH   SOLE   465 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 2,478 151,753 SH   SOLE   151,753 0 0
HOSTESS BRANDS INC CL A COM USD.0001 COMMON 44109J106 5 277 SH   SOLE   277 0 0
HOUGHTON MIFFLIN HARCOURT CO COM USD.01 COMMON 44157R109 208 15,456 SH   SOLE   15,456 0 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 1,128 12,227 SH   SOLE   12,227 0 0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 423 4,393 SH   SOLE   4,393 0 0
HOWARD HUGHES CORP COM USD0.01 COMMON 44267D107 0 4 SH   SOLE   4 0 0
HOWMET AEROSPACE INC COM USD1 COMMON 443201108 401 12,848 SH   SOLE   12,848 0 0
HP INC COM USD1 COMMON 40434L105 32,886 1,201,854 SH   OTR   977,114 224,740 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 784 29,970 SH   SOLE   29,970 0 0
HUANENG POWER INTERNATIONAL SPON ADR N SHS COMMON 443304100 1 66 SH   SOLE   66 0 0
HUAZHU GROUP LTD ADR COMMON 44332N106 5 104 SH   SOLE   104 0 0
HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 55 800 SH   SOLE   800 0 0
HUBBELL INC COM NPV COMMON 443510607 155 860 SH   SOLE   860 0 0
HUBSPOT INC COM USD.001 COMMON 443573100 249 368 SH   SOLE   368 0 0
HUDSON PACIFIC PPTYS INC COM USD.01 COMMON 444097109 0 1 SH   SOLE   1 0 0
HUDSON TECHNOLOGIES INC COM USD.01 COMMON 444144109 278 78,847 SH   SOLE   78,847 0 0
HUMANA INC COM NPV COMMON 444859102 2,853 7,329 SH   SOLE   7,329 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 366 2,190 SH   SOLE   2,190 0 0
HUNTINGTON BANCSHARES COM NPV COMMON 446150104 1,172 75,708 SH   SOLE   75,708 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 121 627 SH   SOLE   627 0 0
HUNTSMAN CORP COM USD.01 COMMON 447011107 350 11,828 SH   SOLE   11,828 0 0
HUTTIG BUILDING PRODUCTS INC COM NPV COMMON 448451104 437 82,089 SH   SOLE   82,089 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 32 412 SH   SOLE   412 0 0
HYRECAR INC COM COMMON 44916T107 16 1,930 SH   SOLE   1,930 0 0
IAA INC COM USD0.01 COMMON 449253103 17 320 SH   SOLE   320 0 0
IAC/INTERACTIVECORP COM COMMON 44891N208 151 1,161 SH   SOLE   1,161 0 0
IBEX LTD COM COMMON G4690M101 24 1,395 SH   SOLE   1,395 0 0
ICAHN ENTERPRISES LP CL B LP DEP UNTS NPV COMMON 451100101 0 9 SH   SOLE   9 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 95 2,305 SH   SOLE   2,305 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 1,090 57,778 SH   SOLE   57,778 0 0
ICL GROUP LTD ORD ILS1 COMMON M53213100 5 756 SH   SOLE   756 0 0
ICON PLC COM EUR.06 COMMON G4705A100 11 41 SH   SOLE   41 0 0
ICU MEDICAL INC COM USD.1 COMMON 44930G107 1 5 SH   SOLE   5 0 0
IDEAYA BIOSCIENCES INC COM USD0.0001 COMMON 45166A102 56 2,196 SH   SOLE   2,196 0 0
IDENTIV INC COM USD.001 COMMON 45170X205 1 54 SH   SOLE   54 0 0
IDEX CORP COM USD.01 COMMON 45167R104 277 1,339 SH   SOLE   1,339 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 7,171 11,530 SH   SOLE   11,530 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 598 14,252 SH   SOLE   14,252 0 0
IEC ELECTRONICS CORP COM USD.01 COMMON 44949L105 13 866 SH   SOLE   866 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 576 12,598 SH   SOLE   12,598 0 0
IHEARTMEDIA INC CL A COM COMMON 45174J509 73 2,908 SH   SOLE   2,908 0 0
IHS MARKIT LTD COM USD.01 COMMON G47567105 2,206 18,919 SH   SOLE   18,919 0 0
II-VI INC COM NPV COMMON 902104108 417 7,020 SH   SOLE   7,020 0 0
IKONICS CORP COM USD.1 COMMON 45172K102 74 2,610 SH   SOLE   2,610 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 1,798 8,701 SH   SOLE   8,701 0 0
ILLUMINA INC COM USD.01 COMMON 452327109 741 1,827 SH   SOLE   1,827 0 0
I-MAB -ADS ADS COMMON 44975P103 0 5 SH   SOLE   5 0 0
IMAX CORP COM NPV COMMON 45245E109 1 40 SH   SOLE   40 0 0
IMMERSION CORP COM USD.001 COMMON 452521107 1 74 SH   SOLE   74 0 0
IMMUCELL CORP COM USD.1 COMMON 452525306 14 1,443 SH   SOLE   1,443 0 0
IMMUNITYBIO INC COM COMMON 45256X103 14 1,396 SH   SOLE   1,396 0 0
IMMUNOGEN INC COM USD.01 COMMON 45253H101 43 7,505 SH   SOLE   7,505 0 0
IMPAC MORTGAGE HOLDINGS INC COM USD.01 SBI COMMON 45254P508 0 94 SH   SOLE   94 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 279 8,855 SH   SOLE   8,855 0 0
IMPINJ INC COM USD.001 COMMON 453204109 61 1,069 SH   SOLE   1,069 0 0
INARI MEDICAL INC COM COMMON 45332Y109 9 116 SH   SOLE   116 0 0
INCYTE CORP COM USD.001 COMMON 45337C102 18 256 SH   SOLE   256 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 9 172 SH   SOLE   172 0 0
INDEPENDENCE REALTY TRUST COM USD0.01 COMMON 45378A106 7 359 SH   SOLE   359 0 0
INDEPENDENT BANK CORP/MA COM NPV COMMON 453836108 0 5 SH   SOLE   5 0 0
INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 302 14,045 SH   SOLE   14,045 0 0
INDEPENDENT BK GRP INC COM USD.01 COMMON 45384B106 12 174 SH   SOLE   174 0 0
INDSTRL LGST PRPT TRST COM COMMON 456237106 3 121 SH   SOLE   121 0 0
INDUS REALTY TRUST INC COM USD.01 COMMON 45580R103 1 11 SH   SOLE   11 0 0
INDUSTRIAL SELECT SECT SPDR COMMON 81369Y704 137 1,401 SH   SOLE   1,401 0 0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 2,480 56,119 SH   SOLE   56,119 0 0
INFINERA CORP COM USD.001 COMMON 45667G103 55 6,655 SH   SOLE   6,655 0 0
INFINITY PHARMACEUTICALS INC COM USD COMMON 45665G303 3 797 SH   SOLE   797 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 1,281 178,439 SH   SOLE   178,439 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 3,964 178,108 SH   SOLE   178,108 0 0
INFRASTRUCTR & ENRGY ALT INC COM USD.0001 COMMON 45686J104 146 12,810 SH   SOLE   12,810 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 98 7,527 SH   SOLE   7,527 0 0
ING GROEP NV SPON ADR COMMON 456837103 1,736 119,773 SH   SOLE   119,773 0 0
INGERSOLL RAND INC COM COMMON 45687V106 39 775 SH   SOLE   775 0 0
INGEVITY CORP COM USD.01 COMMON 45688C107 18 256 SH   SOLE   256 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 987 14,952 SH   SOLE   14,952 0 0
INGREDION INC COM USD.01 COMMON 457187102 112 1,253 SH   SOLE   1,253 0 0
INMODE LTD COM USD0.01 COMMON M5425M103 30 378 SH   SOLE   378 0 0
INNODATA INC COM USD.01 COMMON 457642205 303 31,788 SH   SOLE   31,788 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 499 5,916 SH   SOLE   5,916 0 0
INNOVATE CORP COM USD0.001 COMMON 45784J105 5 1,307 SH   SOLE   1,307 0 0
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MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 8,635 114,768 SH   SOLE   114,768 0 0
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MATCH GROUP INC COM USD0.001 COMMON 57667L107 165 1,049 SH   SOLE   1,049 0 0
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MATTHEWS INTL CORP -CL A CL A COM USD1 COMMON 577128101 180 5,182 SH   SOLE   5,182 0 0
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MCKESSON CORP COM USD2 COMMON 58155Q103 75,124 376,721 SH   OTR   275,118 101,603 0
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MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 10 326 SH   SOLE   326 0 0
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MEDTRONIC PLC COM USD.1 COMMON G5960L103 3,854 30,745 SH   SOLE   30,745 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 2 218 SH   SOLE   218 0 0
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MERCANTILE BANK CORP COM NPV COMMON 587376104 5 149 SH   SOLE   149 0 0
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METLIFE INC COM COMMON 59156R108 3,869 62,628 SH   SOLE   62,628 0 0
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MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 12 274 SH   SOLE   274 0 0
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MILLER (HERMAN) INC COM USD.2 COMMON 600544100 13 336 SH   SOLE   336 0 0
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MODEL N INC COM USD.00015 COMMON 607525102 68 2,033 SH   SOLE   2,033 0 0
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MOGO INC COM NPV COMMON 60800C109 43 9,886 SH   SOLE   9,886 0 0
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MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 29,265 107,864 SH   OTR   79,118 28,746 0
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MP MATERIALS CORP COM CL A COMMON 553368101 83 2,559 SH   SOLE   2,559 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 749 18,205 SH   SOLE   18,205 0 0
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NANOSTRING TECHNOLOGIES INC COM USD0.0001 COMMON 63009R109 12 242 SH   SOLE   242 0 0
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NATIONAL BANK HLDGS CORP CL A COM USD.01 COMMON 633707104 5 134 SH   SOLE   134 0 0
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NATURAL HEALTH TRENDS CORP COM USD.001 COMMON 63888P406 90 12,612 SH   SOLE   12,612 0 0
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NATWEST GROUP PLC SP ADR REP SHS COMMON 639057108 1,364 223,949 SH   SOLE   223,949 0 0
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NCR CORP COM USD5 COMMON 62886E108 88 2,266 SH   SOLE   2,266 0 0
NEENAH INC COM COMMON 640079109 1 15 SH   SOLE   15 0 0
NEKTAR THERAPEUTICS COM NPV COMMON 640268108 1 35 SH   SOLE   35 0 0
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NETAPP INC COM NPV COMMON 64110D104 6,072 67,643 SH   OTR   57,013 10,630 0
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NEWELL BRANDS INC COM USD1 COMMON 651229106 106 4,810 SH   SOLE   4,810 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 108 7,565 SH   SOLE   7,565 0 0
NEWMONT CORP COM USD1.6 COMMON 651639106 811 14,928 SH   SOLE   14,928 0 0
NEWS CORP CL A COM USD0.01 COMMON 65249B109 1,104 46,919 SH   SOLE   46,919 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 8 325 SH   SOLE   325 0 0
NEXPOINT REAL EST FIN COM COMMON 65342V101 473 24,295 SH   SOLE   24,295 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 11 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 400 2,630 SH   SOLE   2,630 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 8,120 103,337 SH   SOLE   103,337 0 0
NEXTERA ENERGY PARTNERS LP COM LP UNIT COMMON 65341B106 15 203 SH   SOLE   203 0 0
NEXTIER OILFIELD SOLUTNS INC COM USD.01 COMMON 65290C105 165 35,846 SH   SOLE   35,846 0 0
NI HOLDINGS INC COM COMMON 65342T106 138 7,839 SH   SOLE   7,839 0 0
NICE LTD SPON ADR COMMON 653656108 32 112 SH   SOLE   112 0 0
NICHOLAS FINANCIAL INC COM NPV COMMON 65373J209 104 8,461 SH   SOLE   8,461 0 0
NICOLET BANKSHARES INC COM USD.01 COMMON 65406E102 6 83 SH   SOLE   83 0 0
NIELSEN HOLDINGS PLC COM EUR0.07 COMMON G6518L108 214 11,137 SH   SOLE   11,137 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 3,921 26,995 SH   SOLE   26,995 0 0
NIO INC -ADR ADS COMMON 62914V106 354 9,922 SH   SOLE   9,922 0 0
NISOURCE INC COM NPV COMMON 65473P105 26 1,087 SH   SOLE   1,087 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 99 17,220 SH   SOLE   17,220 0 0
NOAH HOLDINGS LTD -ADR ADS COMMON 65487X102 2 50 SH   SOLE   50 0 0
NOKIA CORP SPON ADR COMMON 654902204 108 19,781 SH   SOLE   19,781 0 0
NOMAD FOODS LTD ORD COMMON G6564A105 163 5,897 SH   SOLE   5,897 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 3,965 802,694 SH   SOLE   802,694 0 0
NORDSON CORP COM USD1 COMMON 655663102 348 1,459 SH   SOLE   1,459 0 0
NORDSTROM INC COM NPV COMMON 655664100 2 60 SH   SOLE   60 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 1,244 5,201 SH   SOLE   5,201 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 634 18,791 SH   SOLE   18,791 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 291 19,119 SH   SOLE   19,119 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 120 1,116 SH   SOLE   1,116 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 387 9,097 SH   SOLE   9,097 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 18,599 51,633 SH   OTR   40,449 11,184 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 127 5,004 SH   SOLE   5,004 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 27 998 SH   SOLE   998 0 0
NOV INC COM USD.01 COMMON 62955J103 2 120 SH   SOLE   120 0 0
NOVA LTD ORD COMMON M7516K103 22 213 SH   SOLE   213 0 0
NOVANTA INC COM NPV COMMON 67000B104 308 1,991 SH   SOLE   1,991 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 1,941 23,735 SH   SOLE   23,735 0 0
NOVAVAX INC COM USD.01 COMMON 670002401 140 672 SH   SOLE   672 0 0
NOVO NORDISK A/S ADR COMMON 670100205 3,723 38,772 SH   SOLE   38,772 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 162 1,392 SH   SOLE   1,392 0 0
NRG ENERGY INC COM NEW COMMON 629377508 98 2,396 SH   SOLE   2,396 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 139 3,423 SH   SOLE   3,423 0 0
NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 913 16,595 SH   SOLE   16,595 0 0
NUCOR CORP COM USD.4 COMMON 670346105 3,252 32,995 SH   SOLE   32,995 0 0
NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 58 1,537 SH   SOLE   1,537 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 193 2,971 SH   SOLE   2,971 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 8 131 SH   SOLE   131 0 0
NUVEEN MUNI HIGH INC OPP FD COMMON 670682103 172 11,671 SH   SOLE   11,671 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 92 933 SH   SOLE   933 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 18 553 SH   SOLE   553 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 11,116 53,647 SH   SOLE   53,647 0 0
NVR INC COM USD.01 COMMON 62944T105 211 44 SH   SOLE   44 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 3,137 16,016 SH   SOLE   16,016 0 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 42 1,411 SH   SOLE   1,411 0 0
OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 6 602 SH   SOLE   602 0 0
OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 0 29 SH   SOLE   29 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 35 3,525 SH   SOLE   3,525 0 0
OCWEN FINANCIAL CORP COM USD.01 COMMON 675746606 12 437 SH   SOLE   437 0 0
ODP CORP COM USD.01 COMMON 88337F105 244 6,072 SH   SOLE   6,072 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 490 19,346 SH   SOLE   19,346 0 0
OFG BANCORP COM USD1 COMMON 67103X102 15 583 SH   SOLE   583 0 0
OFS CAPITAL CORP COM USD0.01 COMMON 67103B100 311 30,054 SH   SOLE   30,054 0 0
OGE ENERGY CORP COM USD2.5 COMMON 670837103 12 351 SH   SOLE   351 0 0
OHIO VALLEY BANC CORP COM NPV COMMON 677719106 18 657 SH   SOLE   657 0 0
O-I GLASS INC COM USD.01 COMMON 67098H104 444 31,063 SH   SOLE   31,063 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 136 3,876 SH   SOLE   3,876 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 163 686 SH   SOLE   686 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,425 4,984 SH   SOLE   4,984 0 0
OLD NATIONAL BANCORP COM NPV COMMON 680033107 0 15 SH   SOLE   15 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 699 30,207 SH   SOLE   30,207 0 0
OLIN CORP COM USD1 COMMON 680665205 43 893 SH   SOLE   893 0 0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 7 112 SH   SOLE   112 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 309 12,687 SH   SOLE   12,687 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 10 328 SH   SOLE   328 0 0
OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH   SOLE   41 0 0
OMNICELL INC COM NPV COMMON 68213N109 503 3,382 SH   SOLE   3,382 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 29,629 408,684 SH   OTR   369,554 39,130 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 2,592 56,618 SH   SOLE   56,618 0 0
ONE GAS INC COM COMMON 68235P108 11 178 SH   SOLE   178 0 0
ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 8 718 SH   SOLE   718 0 0
ONE LIBERTY PROPERTIES INC COM USD1 COMMON 682406103 1 40 SH   SOLE   40 0 0
ONE STOP SYSTEMS INC COM COMMON 68247W109 25 4,892 SH   SOLE   4,892 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 350 6,319 SH   SOLE   6,319 0 0
ONEOK INC COM NPV COMMON 682680103 1,521 26,198 SH   SOLE   26,198 0 0
ONEWATER MARINE INC COM CL A COMMON 68280L101 131 3,254 SH   SOLE   3,254 0 0
ONTO INNOVATION INC COM USD.001 COMMON 683344105 67 929 SH   SOLE   929 0 0
OP BANCORP COM COMMON 67109R109 48 4,661 SH   SOLE   4,661 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 45 930 SH   SOLE   930 0 0
OPIANT PHARMACEUTICALS INC COM COMMON 683750103 1 41 SH   SOLE   41 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 109 2,402 SH   SOLE   2,402 0 0
OPTIMIZERX CORP COM COMMON 68401U204 61 711 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 90,637 1,040,168 SH   OTR   805,785 234,383 0
ORANGE SPON ADR COMMON 684060106 628 58,024 SH   SOLE   58,024 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 22,689 37,127 SH   OTR   26,405 10,722 0
ORGANOGENESIS HOLDINGS INC COM COMMON 68621F102 20 1,412 SH   SOLE   1,412 0 0
ORGANON & CO COMMON STOCK COMMON 68622V106 48 1,466 SH   SOLE   1,466 0 0
ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 11 2,736 SH   SOLE   2,736 0 0
ORION GROUP HOLDINGS INC COM USD.01 COMMON 68628V308 642 117,956 SH   SOLE   117,956 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 5,427 57,417 SH   SOLE   57,417 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 137 5,861 SH   SOLE   5,861 0 0
ORTHOPEDIATRICS CORP COM USD0.00025 COMMON 68752L100 11 163 SH   SOLE   163 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 35 341 SH   SOLE   341 0 0
OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 4 1,299 SH   SOLE   1,299 0 0
OTIS WORLDWIDE CORP COM COMMON 68902V107 247 3,000 SH   SOLE   3,000 0 0
OVERSTOCK.COM INC COM NPV COMMON 690370101 123 1,580 SH   SOLE   1,580 0 0
OVID THRPUTCS INC COM COMMON 690469101 6 1,913 SH   SOLE   1,913 0 0
OVINTIV INC COM NPV COMMON 69047Q102 43 1,297 SH   SOLE   1,297 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 563 17,992 SH   SOLE   17,992 0 0
OWENS CORNING COM NEW USD.01 COMMON 690742101 921 10,763 SH   SOLE   10,763 0 0
OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 245 2,710 SH   SOLE   2,710 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 1,003 22,272 SH   SOLE   22,272 0 0
PACCAR INC COM USD12 COMMON 693718108 191 2,426 SH   SOLE   2,426 0 0
PACER BENCHMARK DATA INFRA COMMON 69374H741 2 50 SH   SOLE   50 0 0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001 COMMON 69404D108 131 5,107 SH   SOLE   5,107 0 0
PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 1 123 SH   SOLE   123 0 0
PACIRA BIOSCIENCES INC COM USD.001 COMMON 695127100 202 3,606 SH   SOLE   3,606 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1,398 10,168 SH   SOLE   10,168 0 0
PACWEST BANCORP COM NPV COMMON 695263103 10 214 SH   SOLE   214 0 0
PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 27 517 SH   SOLE   517 0 0
PALANTIR TECHNOLOG INC COM USD.001 COMMON 69608A108 141 5,881 SH   SOLE   5,881 0 0
PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 1,911 3,990 SH   SOLE   3,990 0 0
PANGAEA LOGISTICS SOLUTIONS COM USD1 COMMON G6891L105 235 46,469 SH   SOLE   46,469 0 0
PAPA JOHNS INTERNATIONAL INC COM USD.01 COMMON 698813102 199 1,561 SH   SOLE   1,561 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 63 1,021 SH   SOLE   1,021 0 0
PARK HOTELS & RESORTS COM USD.01 COMMON 700517105 48 2,495 SH   SOLE   2,495 0 0
PARK NATIONAL CORP COM NPV COMMON 700658107 5 44 SH   SOLE   44 0 0
PARK OHIO HOLDINGS CORP COM USD1 COMMON 700666100 19 732 SH   SOLE   732 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 626 2,236 SH   SOLE   2,236 0 0
PARTY CITY HOLDCO INC COM USD.01 COMMON 702149105 69 9,688 SH   SOLE   9,688 0 0
PATRICK INDUSTRIES INC COM NPV COMMON 703343103 9 103 SH   SOLE   103 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 17 580 SH   SOLE   580 0 0
PATTERSON-UTI ENERGY INC COM USD.01 COMMON 703481101 16 1,763 SH   SOLE   1,763 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 11,074 98,361 SH   SOLE   98,361 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 90 182 SH   SOLE   182 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 116 413 SH   SOLE   413 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 5,478 21,052 SH   SOLE   21,052 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 4 87 SH   SOLE   87 0 0
PCB BANCORP COM COMMON 69320M109 46 2,291 SH   SOLE   2,291 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 24 3,831 SH   SOLE   3,831 0 0
PDC ENERGY INC COM USD.01 COMMON 69327R101 48 1,019 SH   SOLE   1,019 0 0
PDF SOLUTIONS INC COM USD.00015 COMMON 693282105 0 3 SH   SOLE   3 0 0
PEARSON PLC SPON ADR COMMON 705015105 2 217 SH   SOLE   217 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 357 15,912 SH   SOLE   15,912 0 0
PEGASYSTEMS INC COM USD.01 COMMON 705573103 18 142 SH   SOLE   142 0 0
PELOTON INTERACTIVE INC COM CL A USD0.000025 COMMON 70614W100 90 1,033 SH   SOLE   1,033 0 0
PEMBINA PIPELINE CORP COM COMMON 706327103 25 786 SH   SOLE   786 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 123 1,697 SH   SOLE   1,697 0 0
PENN VIRGINIA CORP COM COMMON 70788V102 63 2,359 SH   SOLE   2,359 0 0
PENNANT GROUP INC (THE) COM COMMON 70805E109 34 1,213 SH   SOLE   1,213 0 0
PENNSYLVANIA RE INVS TRUST COM USD1 COMMON 709102107 1 415 SH   SOLE   415 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 710 11,612 SH   SOLE   11,612 0 0
PENNYMAC MORTGAGE INVEST TR COM SHS BEN COMMON 70931T103 0 21 SH   SOLE   21 0 0
PENSKE AUTOMOTIVE GROUP INC COM USD.0001 VTG COMMON 70959W103 25 249 SH   SOLE   249 0 0
PENTAIR PLC COM USD.16 COMMON G7S00T104 1,121 15,428 SH   SOLE   15,428 0 0
PENUMBRA INC COM USD.001 COMMON 70975L107 21 77 SH   SOLE   77 0 0
PEOPLES BANCORP INC/OH COM NPV COMMON 709789101 4 123 SH   SOLE   123 0 0
PEOPLES BANCORP NC INC COM NPV COMMON 710577107 1 39 SH   SOLE   39 0 0
PEOPLES FINANCIAL SERVICES COM COMMON 711040105 1 28 SH   SOLE   28 0 0
PEOPLE'S UNITED FINL INC COM NPV COMMON 712704105 33 1,875 SH   SOLE   1,875 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 4,310 28,653 SH   SOLE   28,653 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 925 7,978 SH   SOLE   7,978 0 0
PERFORMANCE FOOD GROUP CO COM USD.01 COMMON 71377A103 289 6,218 SH   SOLE   6,218 0 0
PERION NETWORK LTD ORD USD COMMON M78673114 783 45,169 SH   SOLE   45,169 0 0
PERKINELMER INC COM USD1 COMMON 714046109 1,490 8,598 SH   SOLE   8,598 0 0
PERRIGO CO PLC COM NPV COMMON G97822103 6 135 SH   SOLE   135 0 0
PERSONALIS INC COM COMMON 71535D106 1 59 SH   SOLE   59 0 0
PETIQ INC COM CL A COMMON 71639T106 22 900 SH   SOLE   900 0 0
PETMED EXPRESS INC COM USD.001 COMMON 716382106 70 2,605 SH   SOLE   2,605 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 7,851 167,822 SH   SOLE   167,822 0 0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 1,169 113,042 SH   SOLE   113,042 0 0
PFIZER INC COM USD.1 COMMON 717081103 26,509 615,663 SH   SOLE   615,663 0 0
PFSWEB INC COM USD.001 COMMON 717098206 81 6,259 SH   SOLE   6,259 0 0
PG&E CORP COM USD5 COMMON 69331C108 2 251 SH   SOLE   251 0 0
PHASEBIO PHARMACEUTIC COM COMMON 717224109 0 2 SH   SOLE   2 0 0
PHATHOM PHARMA INC COM COMMON 71722W107 0 14 SH   SOLE   14 0 0
PHENIXFIN CORP COM USD0.001 COMMON 71742W103 122 2,852 SH   SOLE   2,852 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 COMMON 71742Q106 36 1,682 SH   SOLE   1,682 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 38,129 402,044 SH   OTR   337,509 64,535 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 758 10,805 SH   SOLE   10,805 0 0
PHOTRONICS INC COM NPV COMMON 719405102 18 1,298 SH   SOLE   1,298 0 0
PHREESIA INC COM USD0.01 COMMON 71944F106 131 2,121 SH   SOLE   2,121 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 403 23,126 SH   SOLE   23,126 0 0
PILGRIM'S PRIDE CORP COM USD.01 COMMON 72147K108 2 69 SH   SOLE   69 0 0
PINDUODUO INC -ADR ADR COMMON 722304102 1,253 13,821 SH   SOLE   13,821 0 0
PINNACLE FINL PARTNERS INC COM USD1. COMMON 72346Q104 10 101 SH   SOLE   101 0 0
PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 11 155 SH   SOLE   155 0 0
PINTEREST INC COM CL A COMMON 72352L106 433 8,491 SH   SOLE   8,491 0 0
PIONEER NATURAL RESOURCES CO COM NPV COMMON 723787107 235 1,413 SH   SOLE   1,413 0 0
PIPER SANDLER COS COM COMMON 724078100 14 100 SH   SOLE   100 0 0
PITNEY BOWES INC COM USD2 COMMON 724479100 63 8,785 SH   SOLE   8,785 0 0
PJT PARTNERS INC CL A COM USD0.01 COMMON 69343T107 148 1,867 SH   SOLE   1,867 0 0
PLANET FITNESS INC CL A COM USD0.0001 COMMON 72703H101 8 106 SH   SOLE   106 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 55 2,142 SH   SOLE   2,142 0 0
PLDT INC SPON ADR COMMON 69344D408 13 384 SH   SOLE   384 0 0
PLUG POWER INC COM USD.01 COMMON 72919P202 54 2,109 SH   SOLE   2,109 0 0
PLUMAS BANCORP COM COMMON 729273102 1 26 SH   SOLE   26 0 0
PLYMOUTH INDL REIT INC COM USD.01 COMMON 729640102 11 478 SH   SOLE   478 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 22,540 115,196 SH   OTR   84,775 30,421 0
PNM RESOURCES INC COM USD5 COMMON 69349H107 11 225 SH   SOLE   225 0 0
POINTS INTERNATIONAL LTD COM COMMON 730843208 221 12,942 SH   SOLE   12,942 0 0
POLARIS INC COM NPV COMMON 731068102 50 415 SH   SOLE   415 0 0
POOL CORP COM USD.001 COMMON 73278L105 1,237 2,846 SH   SOLE   2,846 0 0
POPULAR INC COM USD5 COMMON 733174700 3,409 43,896 SH   SOLE   43,896 0 0
PORTLAND GENERAL ELECTRIC CO COM USD COMMON 736508847 1 29 SH   SOLE   29 0 0
PORTMAN RIDGE FINANCE CORP COM USD.01 COMMON 73688F201 1 36 SH   SOLE   36 0 0
POSCO SPON ADR COMMON 693483109 5,606 81,286 SH   SOLE   81,286 0 0
POST HOLDINGS INC COM USD.01 COMMON 737446104 233 2,110 SH   SOLE   2,110 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 663 12,848 SH   SOLE   12,848 0 0
POWER INTEGRATIONS INC COM USD.001 COMMON 739276103 374 3,767 SH   SOLE   3,767 0 0
POWER REIT SHS BEN INT NPV COMMON 73933H101 399 7,980 SH   SOLE   7,980 0 0
PPD INC COM COMMON 69355F102 48 1,026 SH   SOLE   1,026 0 0
PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 476 3,327 SH   SOLE   3,327 0 0
PPL CORP COM NPV COMMON 69351T106 56 2,021 SH   SOLE   2,021 0 0
PRECIGEN INC COM NPV COMMON 74017N105 18 3,635 SH   SOLE   3,635 0 0
PRECISION BIOSCIENCES COM CL A COMMON 74019P108 81 7,021 SH   SOLE   7,021 0 0
PREFERRED APARTMENT CMNTYS CL A COM USD.01 COMMON 74039L103 1 61 SH   SOLE   61 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 78 1,195 SH   SOLE   1,195 0 0
PREMIER INC CL A COM USD0.01 COMMON 74051N102 1 27 SH   SOLE   27 0 0
PRESTIGE CONSUMER HEALTHCARE COM USD.01 COMMON 74112D101 516 9,203 SH   SOLE   9,203 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 22,914 116,493 SH   OTR   87,318 29,175 0
PRICESMART INC COM USD.0001 COMMON 741511109 6 82 SH   SOLE   82 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 12 80 SH   SOLE   80 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 45 698 SH   SOLE   698 0 0
PRIORITY TECHNLGY HLDNGS INC COM COMMON 74275G107 113 16,972 SH   SOLE   16,972 0 0
PRIVIA HEALTH GROU INC COM COMMON 74276R102 80 3,395 SH   SOLE   3,395 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 31,948 228,291 SH   SOLE   228,291 0 0
PRO-DEX INC/CO COM NPV COMMON 74265M205 86 3,339 SH   SOLE   3,339 0 0
PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 0 70 SH   SOLE   70 0 0
PROG HOLDINGS INC COM USD.5 COMMON 74319R101 242 5,757 SH   SOLE   5,757 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 6 126 SH   SOLE   126 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 29,213 323,159 SH   OTR   237,115 86,044 0
PROGYNY INC COM COMMON 74340E103 136 2,432 SH   SOLE   2,432 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 2,114 16,854 SH   SOLE   16,854 0 0
PROSHARES TR ONLINE RTL ETF COMMON 74347B169 1 16 SH   SOLE   16 0 0
PROSHARES TR PET CARE ETF COMMON 74348A145 23 300 SH   SOLE   300 0 0
PROSHARES ULTRASHORT EURO COMMON 74347W882 5 201 SH   SOLE   201 0 0
PROSPERITY BANCSHARES INC COM NPV COMMON 743606105 19 274 SH   SOLE   274 0 0
PROTAGONIST THERAPEUTICS INC COM USD.00001 COMMON 74366E102 38 2,162 SH   SOLE   2,162 0 0
PROTHENA CORP PLC ORD NPV COMMON G72800108 146 2,048 SH   SOLE   2,048 0 0
PROTO LABS INC COM USD0.001 COMMON 743713109 0 6 SH   SOLE   6 0 0
PROVIDENT FINANCIAL SVCS INC COM USD.01 COMMON 74386T105 5 196 SH   SOLE   196 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 17,011 161,666 SH   OTR   117,595 44,071 0
PRUDENTIAL PLC ADR COMMON 74435K204 294 7,507 SH   SOLE   7,507 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 64 405 SH   SOLE   405 0 0
PTC INC COM USD.01 COMMON 69370C100 975 8,139 SH   SOLE   8,139 0 0
PTC THERAPEUTICS INC COM USD.001 COMMON 69366J200 7 197 SH   SOLE   197 0 0
PUBLIC SERVICE ENTRP GRP INC COM NPV COMMON 744573106 131 2,157 SH   SOLE   2,157 0 0
PUBLIC STORAGE COM USD.1 COMMON 74460D109 790 2,658 SH   SOLE   2,658 0 0
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XTRACKERS USD HIGH YIELD COR COMMON 233051432 2 43 SH   SOLE   43 0 0
XYLEM INC COM USD.01 COMMON 98419M100 162 1,311 SH   SOLE   1,311 0 0
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YELP INC COM USD.000001 COMMON 985817105 13 361 SH   SOLE   361 0 0
YETI HOLDINGS INC COM USD0.01 COMMON 98585X104 122 1,424 SH   SOLE   1,424 0 0
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YUM CHINA HOLDINGS INC COM USD.01 COMMON 98850P109 488 8,398 SH   SOLE   8,398 0 0
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ZEDGE INC CL B COM USD.01 COMMON 98923T104 4 310 SH   SOLE   310 0 0
ZENDESK INC COM USD.01 COMMON 98936J101 132 1,131 SH   SOLE   1,131 0 0
ZENTALIS PHARMACEUTICALS INC COM COMMON 98943L107 78 1,170 SH   SOLE   1,170 0 0
ZILLOW GROUP INC CL A COM USD0.0001 COMMON 98954M101 9 96 SH   SOLE   96 0 0
ZILLOW GROUP INC CL C CAP USD.0001 COMMON 98954M200 1,711 19,417 SH   SOLE   19,417 0 0
ZIMMER BIOMET HOLDINGS INC COM USD.01 COMMON 98956P102 282 1,928 SH   SOLE   1,928 0 0
ZIONS BANCORPORATION NA COM NPV COMMON 989701107 982 15,847 SH   SOLE   15,847 0 0
ZIOPHARM ONCOLOGY INC COM COMMON 98973P101 5 2,583 SH   SOLE   2,583 0 0
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ZOETIS INC CL A COM USD.01 COMMON 98978V103 3,071 15,812 SH   SOLE   15,812 0 0
ZOOM VIDEO COMUNICATIONS INC COM CL A COMMON 98980L101 297 1,134 SH   SOLE   1,134 0 0
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ZTO EXPRESS CAYMAN INC ADR COMMON 98980A105 40 1,314 SH   SOLE   1,314 0 0
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