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
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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 78 398 SH   SOLE   398 0 0
1LIFE HEALTHCARE INC COM COMMON 68269G107 66 2,000 SH   SOLE   2,000 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
360 DIGITECH INC -ADR ADS COMMON 88557W101 2 48 SH   SOLE   48 0 0
3M CO COM NPV COMMON 88579Y101 31,891 160,612 SH   SOLE   160,612 0 0
8X8 INC COM USD.001 COMMON 282914100 156 5,612 SH   SOLE   5,612 0 0
A10 NETWORKS INC COM USD0.00001 COMMON 002121101 93 8,243 SH   SOLE   8,243 0 0
AAON INC COM USD.001 COMMON 000360206 6 92 SH   SOLE   92 0 0
AARONS CO INC (THE) COM COMMON 00258W108 552 17,258 SH   SOLE   17,258 0 0
ABB LTD SPONSORED ADR COMMON 000375204 828 24,357 SH   SOLE   24,357 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 9,285 80,107 SH   SOLE   80,107 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 3,050 27,077 SH   SOLE   27,077 0 0
ABIOMED INC COM USD.01 COMMON 003654100 6 19 SH   SOLE   19 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 1,032 23,270 SH   SOLE   23,270 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830304 0 4 SH   SOLE   4 0 0
ABSOLUTE SOFTWARE CORP COM NPV COMMON 00386B109 1 82 SH   SOLE   82 0 0
ACACIA RESEARCH CORP COM NPV COMMON 003881307 2 280 SH   SOLE   280 0 0
ACADIA HEALTHCARE CO INC COM USD.01 COMMON 00404A109 2,045 32,606 SH   SOLE   32,606 0 0
ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 6 261 SH   SOLE   261 0 0
ACADIA REALTY TRUST SHS BEN INT USD.001 COMMON 004239109 1 28 SH   SOLE   28 0 0
ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 24 190 SH   SOLE   190 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 5,625 19,082 SH   SOLE   19,082 0 0
ACCO BRANDS CORP COM COMMON 00081T108 9 1,047 SH   SOLE   1,047 0 0
ACCURAY INC COM USD.001 COMMON 004397105 105 23,182 SH   SOLE   23,182 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH   SOLE   225 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 1 14 SH   SOLE   14 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 6 323 SH   SOLE   323 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 32 728 SH   SOLE   728 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 211 13,135 SH   SOLE   13,135 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 2,658 27,847 SH   SOLE   27,847 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 449 2,399 SH   SOLE   2,399 0 0
ACUITYADS HOLDINGS INC COM NPV COMMON 00510L106 2 188 SH   SOLE   188 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 839 16,991 SH   SOLE   16,991 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 1 53 SH   SOLE   53 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 12 138 SH   SOLE   138 0 0
ADECOAGRO SA COM USD1.5 COMMON L00849106 211 21,029 SH   SOLE   21,029 0 0
ADICET BIO INC COM COMMON 007002108 1 50 SH   SOLE   50 0 0
ADIENT PLC ORD GBP.01 COMMON G0084W101 1 21 SH   SOLE   21 0 0
ADOBE INC COM NPV COMMON 00724F101 8,630 14,737 SH   SOLE   14,737 0 0
ADTALEM GLOBAL EDUCATION INC COM USD.01 COMMON 00737L103 72 2,031 SH   SOLE   2,031 0 0
ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 7,067 34,453 SH   OTR   25,957 8,496 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 587 5,036 SH   SOLE   5,036 0 0
ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 95 12,872 SH   SOLE   12,872 0 0
ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 59 527 SH   SOLE   527 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 1,211 12,888 SH   SOLE   12,888 0 0
ADVANSIX INC COM NPV COMMON 00773T101 25 853 SH   SOLE   853 0 0
AECOM CLB USD.01 COMMON 00766T100 579 9,143 SH   SOLE   9,143 0 0
AEGLEA BIOTHERAPEUTICS INC COM USD.0001 COMMON 00773J103 12 1,654 SH   SOLE   1,654 0 0
AEGON NV NY SHR ADR COMMON 007924103 862 208,820 SH   SOLE   208,820 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 1 28 SH   SOLE   28 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 76 1,576 SH   SOLE   1,576 0 0
AERPIO PHARMACEUTICALS INC COM COMMON 00810B105 0 228 SH   SOLE   228 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 54 2,084 SH   SOLE   2,084 0 0
AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 18,678 121,161 SH   SOLE   121,161 0 0
AFFIMED NV COM EUR.01 COMMON N01045108 40 4,713 SH   SOLE   4,713 0 0
AFLAC INC COM USD.1 COMMON 001055102 2,779 51,799 SH   SOLE   51,799 0 0
AGCO CORP COM USD.01 COMMON 001084102 984 7,546 SH   SOLE   7,546 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 649 4,392 SH   SOLE   4,392 0 0
AGILYSYS INC COM NPV COMMON 00847J105 480 8,452 SH   SOLE   8,452 0 0
AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 106 6,290 SH   SOLE   6,290 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 698 11,537 SH   SOLE   11,537 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 3 42 SH   SOLE   42 0 0
AGREE REALTY CORP COM USD.0001 COMMON 008492100 1 14 SH   SOLE   14 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 1,776 6,173 SH   SOLE   6,173 0 0
AIR TRANSPORT SERVICES GROUP COM COMMON 00922R105 4 184 SH   SOLE   184 0 0
AIRBNB INC COM CL A COMMON 009066101 25 165 SH   SOLE   165 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 275 13,329 SH   SOLE   13,329 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 59 509 SH   SOLE   509 0 0
AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 56 14,693 SH   SOLE   14,693 0 0
ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 253 2,984 SH   SOLE   2,984 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 420 6,964 SH   SOLE   6,964 0 0
ALBANY INTL CORP -CL A CL A COM USD.001 COMMON 012348108 147 1,644 SH   SOLE   1,644 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 79 467 SH   SOLE   467 0 0
ALCOA CORP COM USD.01 COMMON 013872106 219 5,958 SH   SOLE   5,958 0 0
ALCON INC COM COMMON H01301128 147 2,087 SH   SOLE   2,087 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 32 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 113 621 SH   SOLE   621 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 163 886 SH   SOLE   886 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 2,520 169,038 SH   SOLE   169,038 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 4,286 18,899 SH   SOLE   18,899 0 0
ALICO INC COM USD1 COMMON 016230104 11 300 SH   SOLE   300 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 502 821 SH   SOLE   821 0 0
ALKERMES PLC ORD SHS COMMON G01767105 1 27 SH   SOLE   27 0 0
ALLAKOS INC COM COMMON 01671P100 119 1,394 SH   SOLE   1,394 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 169 254 SH   SOLE   254 0 0
ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 4 190 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 94 672 SH   SOLE   672 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 1,157 11,104 SH   SOLE   11,104 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 58 1,036 SH   SOLE   1,036 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 69 1,746 SH   SOLE   1,746 0 0
ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 1,315 71,037 SH   SOLE   71,037 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 49,077 376,244 SH   OTR   280,463 95,781 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 3,067 61,546 SH   SOLE   61,546 0 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 22 128 SH   SOLE   128 0 0
ALPHA AND OMEGA SEMICONDUCTO COM USD.002 COMMON G6331P104 1 36 SH   SOLE   36 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 15,550 6,369 SH   SOLE   6,369 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 12,873 5,136 SH   SOLE   5,136 0 0
ALPHATEC HOLDINGS INC COM USD.00001 COMMON 02081G201 147 9,569 SH   SOLE   9,569 0 0
ALPINE INCOME PROPERTY TRUST COM COMMON 02083X103 348 18,286 SH   SOLE   18,286 0 0
ALTABANCORP COM USD0.01 COMMON 021347109 0 7 SH   SOLE   7 0 0
ALTAIR ENGINEERING INC CL A COM USD.0001 COMMON 021369103 181 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 11,441 335,111 SH   OTR   225,630 109,481 0
ALTO INGREDIENTS INC COM COMMON 021513106 1 87 SH   SOLE   87 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 77,780 1,631,442 SH   OTR   1,216,108 415,334 0
ALX ONCOLOGY HOLDI INC COM USD0.001 COMMON 00166B105 74 1,362 SH   SOLE   1,362 0 0
AMALGAMATED FINANCIAL CORP COM COMMON 022671101 2 113 SH   SOLE   113 0 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 692 14,886 SH   SOLE   14,886 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 22,829 6,636 SH   SOLE   6,636 0 0
AMBARELLA INC COM USD.00045 COMMON G037AX101 62 582 SH   SOLE   582 0 0
AMBEV SA SPON ADR COM COMMON 02319V103 0 75 SH   SOLE   75 0 0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 48 844 SH   SOLE   844 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 413 6,190 SH   SOLE   6,190 0 0
AMCOR PLC ORD COMMON G0250X107 43,931 3,833,485 SH   OTR   2,643,864 1,189,621 0
AMDOCS ORD GBP.01 COMMON G02602103 142 1,836 SH   SOLE   1,836 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 147 602 SH   SOLE   602 0 0
AMERCO COM USD.25 COMMON 023586100 1 2 SH   SOLE   2 0 0
AMEREN CORP COM USD5 COMMON 023608102 18 219 SH   SOLE   219 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 1,275 85,029 SH   SOLE   85,029 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 29 1,351 SH   SOLE   1,351 0 0
AMERICAN CAMPUS COMMUNITIES COM USD.01 COMMON 024835100 1 31 SH   SOLE   31 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 3,106 36,734 SH   SOLE   36,734 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 2,588 15,666 SH   SOLE   15,666 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 244 1,959 SH   SOLE   1,959 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 46 1,175 SH   SOLE   1,175 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 210 4,417 SH   SOLE   4,417 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 112 3,941 SH   SOLE   3,941 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 688 31,362 SH   SOLE   31,362 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,610 5,959 SH   SOLE   5,959 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 72 469 SH   SOLE   469 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 74 903 SH   SOLE   903 0 0
AMERICOLD REALTY TRUST COM COMMON 03064D108 3 92 SH   SOLE   92 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 75,441 303,127 SH   OTR   217,191 85,936 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 1,445 12,621 SH   SOLE   12,621 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 3 75 SH   SOLE   75 0 0
AMETEK INC COM USD1 COMMON 031100100 184 1,375 SH   SOLE   1,375 0 0
AMGEN INC COM NPV COMMON 031162100 24,491 100,475 SH   OTR   76,437 24,038 0
AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 150 15,605 SH   SOLE   15,605 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 3,356 141,789 SH   SOLE   141,789 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 289 2,983 SH   SOLE   2,983 0 0
AMNEAL PHARMACEUTICALS INC CL A COM COMMON 03168L105 0 61 SH   SOLE   61 0 0
AMPCO-PITTSBURGH CORP COM USD1 COMMON 032037103 99 16,229 SH   SOLE   16,229 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 335 4,898 SH   SOLE   4,898 0 0
AMPIO PHARMACEUTICALS INC COM USD.0001 COMMON 03209T109 0 267 SH   SOLE   267 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 1 169 SH   SOLE   169 0 0
AMREP CORP COM USD.1 COMMON 032159105 56 4,777 SH   SOLE   4,777 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 46 4,723 SH   SOLE   4,723 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 920 5,344 SH   SOLE   5,344 0 0
ANAPLAN INC COM COMMON 03272L108 2 33 SH   SOLE   33 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 178 7,800 SH   SOLE   7,800 0 0
ANGI INC COM COMMON 00183L102 14 1,061 SH   SOLE   1,061 0 0
ANGIODYNAMICS INC COM USD.01 COMMON 03475V101 23 842 SH   SOLE   842 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 101 5,445 SH   SOLE   5,445 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 404 5,610 SH   SOLE   5,610 0 0
ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 0 10 SH   SOLE   10 0 0
ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 28,388 3,196,902 SH   OTR   2,226,463 970,439 0
ANNEXON INC COM COMMON 03589W102 51 2,267 SH   SOLE   2,267 0 0
ANNOVIS BIO INC COM COMMON 03615A108 3 32 SH   SOLE   32 0 0
ANSYS INC COM USD.01 COMMON 03662Q105 163 469 SH   SOLE   469 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 43 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 186 17,881 SH   SOLE   17,881 0 0
ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 5 327 SH   SOLE   327 0 0
ANTHEM INC COM USD.01 COMMON 036752103 4,774 12,506 SH   SOLE   12,506 0 0
AON PLC CL A ORD COMMON G0403H108 1,384 5,796 SH   SOLE   5,796 0 0
APA CORP COM USD1.25 COMMON 03743Q108 11,826 546,933 SH   SOLE   546,933 0 0
APARTMENT INCM REIT CRP -SPN COM COMMON 03750L109 3 67 SH   SOLE   67 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 156 2,469 SH   SOLE   2,469 0 0
APOGEE ENTERPRISES INC COM USD.33 COMMON 037598109 1,055 25,892 SH   SOLE   25,892 0 0
APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 1 64 SH   SOLE   64 0 0
APOLLO MEDICAL HOLDING INC COM USD.001 COMMON 03763A207 262 4,170 SH   SOLE   4,170 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 163 1,152 SH   SOLE   1,152 0 0
APPIAN CORP CL A COM COMMON 03782L101 312 2,264 SH   SOLE   2,264 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 139 9,087 SH   SOLE   9,087 0 0
APPLE INC COM NPV COMMON 037833100 55,712 406,804 SH   SOLE   406,804 0 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 105 1,155 SH   SOLE   1,155 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 3,030 21,278 SH   SOLE   21,278 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 44 310 SH   SOLE   310 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 1,766 11,225 SH   SOLE   11,225 0 0
AQUA METALS INC COM USD.001 COMMON 03837J101 1 222 SH   SOLE   222 0 0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001 COMMON 03842K200 3 483 SH   SOLE   483 0 0
ARAMARK COM USD.01 COMMON 03852U106 104 2,782 SH   SOLE   2,782 0 0
ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 1 32 SH   SOLE   32 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 375 174,496 SH   SOLE   174,496 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 557 9,571 SH   SOLE   9,571 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 10 327 SH   SOLE   327 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 14,812 380,521 SH   SOLE   380,521 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 354 5,840 SH   SOLE   5,840 0 0
ARCONIC CORP COM COMMON 03966V107 4 101 SH   SOLE   101 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 222 3,259 SH   SOLE   3,259 0 0
ARES CAPITAL CORP COM COMMON 04010L103 25 1,294 SH   SOLE   1,294 0 0
ARES MANAGEMENT CORP COM COMMON 03990B101 1 13 SH   SOLE   13 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 2 40 SH   SOLE   40 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 12 34 SH   SOLE   34 0 0
ARMADA HOFFLER PROPERTIES COM USD.01 COMMON 04208T108 1 95 SH   SOLE   95 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 20 183 SH   SOLE   183 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 1,168 10,261 SH   SOLE   10,261 0 0
ARROW FINANCIAL CORP COM NPV COMMON 042744102 0 9 SH   SOLE   9 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 544 6,572 SH   SOLE   6,572 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 493 3,516 SH   SOLE   3,516 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 452 8,897 SH   SOLE   8,897 0 0
ARVINAS INC COM COMMON 04335A105 88 1,139 SH   SOLE   1,139 0 0
ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 81 470 SH   SOLE   470 0 0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 47 5,844 SH   SOLE   5,844 0 0
ASENSUS SURGICAL INC COM USD.001 COMMON 04367G103 0 1 SH   SOLE   1 0 0
ASGN INC COM USD.01 COMMON 00191U102 182 1,876 SH   SOLE   1,876 0 0
ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 4 42 SH   SOLE   42 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 5,635 8,156 SH   SOLE   8,156 0 0
ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 30 221 SH   SOLE   221 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 423 20,657 SH   SOLE   20,657 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 196 1,256 SH   SOLE   1,256 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 560 11,794 SH   SOLE   11,794 0 0
ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 2 26 SH   SOLE   26 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 1,897 31,672 SH   SOLE   31,672 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 215 15,421 SH   SOLE   15,421 0 0
AT&T INC COM USD1 COMMON 00206R102 48,474 1,684,410 SH   OTR   1,303,710 380,700 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 141 2,095 SH   SOLE   2,095 0 0
ATKORE INC COM USD.01 COMMON 047649108 1,433 20,186 SH   SOLE   20,186 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 11 167 SH   SOLE   167 0 0
ATLAS CORP COM COMMON Y0436Q109 55 3,837 SH   SOLE   3,837 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 315 1,227 SH   SOLE   1,227 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 6 60 SH   SOLE   60 0 0
ATN INTERNATIONAL INC COM USD.01 COMMON 00215F107 27 600 SH   SOLE   600 0 0
ATOMERA INC COM USD0.001 COMMON 04965B100 1 38 SH   SOLE   38 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 250 3,148 SH   SOLE   3,148 0 0
ATRION CORP COM USD1 COMMON 049904105 4 7 SH   SOLE   7 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 297 8,990 SH   SOLE   8,990 0 0
AUTODESK INC COM NPV COMMON 052769106 2,648 9,073 SH   SOLE   9,073 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 2,725 13,717 SH   SOLE   13,717 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 1,383 14,584 SH   SOLE   14,584 0 0
AUTOZONE INC COM NPV COMMON 053332102 15,498 10,386 SH   OTR   7,240 3,146 0
AVALARA INC COM COMMON 05338G106 163 1,006 SH   SOLE   1,006 0 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 32 155 SH   SOLE   155 0 0
AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 4 113 SH   SOLE   113 0 0
AVANTOR INC COM COMMON 05352A100 160 4,513 SH   SOLE   4,513 0 0
AVAYA HLDGS CORP COM COMMON 05351X101 593 22,046 SH   SOLE   22,046 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 141 671 SH   SOLE   671 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 644 19,639 SH   SOLE   19,639 0 0
AVID BIOSERVICES INC COM NPV COMMON 05368M106 451 17,588 SH   SOLE   17,588 0 0
AVID TECHNOLOGY INC COM USD.01 COMMON 05367P100 174 4,457 SH   SOLE   4,457 0 0
AVIENT CORP COM USD.1 COMMON 05368V106 1 12 SH   SOLE   12 0 0
AVINGER INC COM USD.001 COMMON 053734604 1 1,007 SH   SOLE   1,007 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 426 5,472 SH   SOLE   5,472 0 0
AVNET INC COM USD1 COMMON 053807103 312 7,787 SH   SOLE   7,787 0 0
AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 1 31 SH   SOLE   31 0 0
AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 2 31 SH   SOLE   31 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 95 535 SH   SOLE   535 0 0
AXOS FINANCIAL INC COM USD.01 COMMON 05465C100 12 257 SH   SOLE   257 0 0
AXSOME THERAPEUTICS INC COM USD.0001 COMMON 05464T104 90 1,336 SH   SOLE   1,336 0 0
AZEK COMPANY INC (THE) COM CL A COMMON 05478C105 1 22 SH   SOLE   22 0 0
AZIYO BIOLOGICS INC COM CL A COMMON 05479K106 28 2,871 SH   SOLE   2,871 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,182 281,610 SH   SOLE   281,610 0 0
BADGER METER INC COM USD1 COMMON 056525108 673 6,863 SH   SOLE   6,863 0 0
BAIDU INC ADR COMMON 056752108 457 2,242 SH   SOLE   2,242 0 0
BAKER HUGHES CO COM A COMMON 05722G100 20 862 SH   SOLE   862 0 0
BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 11 87 SH   SOLE   87 0 0
BALL CORP COM NPV COMMON 058498106 77 955 SH   SOLE   955 0 0
BALLANTYNE STRONG INC COM USD.01 COMMON 058516105 1 204 SH   SOLE   204 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 2,294 279,692 SH   SOLE   279,692 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 413 105,747 SH   SOLE   105,747 0 0
BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 2 82 SH   SOLE   82 0 0
BANCORP INC COM COMMON 05969A105 8 345 SH   SOLE   345 0 0
BANCROFT FUND LTD COMMON 059695106 22 701 SH   SOLE   701 0 0
BANDWIDTH INC CL A COM USD.001 COMMON 05988J103 45 326 SH   SOLE   326 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 65,937 1,599,574 SH   OTR   1,449,682 149,892 0
BANK OF MONTREAL COM NPV COMMON 063671101 17,014 165,898 SH   SOLE   165,898 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 841 8,199 SH   SOLE   8,199 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 1,948 38,044 SH   SOLE   38,044 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 15,033 231,029 SH   SOLE   231,029 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 1,216 18,695 SH   SOLE   18,695 0 0
BANK OZK COM USD.01 COMMON 06417N103 17,324 411,064 SH   SOLE   411,064 0 0
BANNER CORP COM USD.01 COMMON 06652V208 2 44 SH   SOLE   44 0 0
BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 27 946 SH   SOLE   946 0 0
BARCLAYS BK PLC DJUBS CMDT ETN36 COMMON 06738C778 3 122 SH   SOLE   122 0 0
BARCLAYS PLC ADR COMMON 06738E204 1,370 141,969 SH   SOLE   141,969 0 0
BARNES GROUP INC COM USD1 COMMON 067806109 4 69 SH   SOLE   69 0 0
BARRETT BUSINESS SVCS INC COM USD.01 COMMON 068463108 2 21 SH   SOLE   21 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 12,323 595,445 SH   SOLE   595,445 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 390 18,840 SH   SOLE   18,840 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 372 15,263 SH   SOLE   15,263 0 0
BAUDAX BIO INC COM COMMON 07160F107 0 132 SH   SOLE   132 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 3 103 SH   SOLE   103 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 275 3,416 SH   SOLE   3,416 0 0
BAYCOM CORP COM COMMON 07272M107 174 9,678 SH   SOLE   9,678 0 0
BBQ HOLDINGS INC COM USD.01 COMMON 05551A109 1 69 SH   SOLE   69 0 0
BBVA SPON ADR COMMON 05946K101 118 19,062 SH   SOLE   19,062 0 0
BCB BANCORP INC COM COMMON 055298103 8 588 SH   SOLE   588 0 0
BCE INC COM NPV COMMON 05534B760 30 609 SH   SOLE   609 0 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 11 199 SH   SOLE   199 0 0
BEAM THERAPEUTICS INC COM COMMON 07373V105 311 2,416 SH   SOLE   2,416 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 3,490 14,356 SH   SOLE   14,356 0 0
BED BATH & BEYOND INC COM USD.01 COMMON 075896100 1 28 SH   SOLE   28 0 0
BEIGENE LTD ADR COMMON 07725L102 8 23 SH   SOLE   23 0 0
BEL FUSE INC CL B COMMON 077347300 232 16,122 SH   SOLE   16,122 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 160 5,625 SH   SOLE   5,625 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 50 669 SH   SOLE   669 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 33,333 119,974 SH   SOLE   119,974 0 0
BERRY GLOBAL GROUP INC COM USD.001 COMMON 08579W103 3 39 SH   SOLE   39 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 15,460 134,463 SH   SOLE   134,463 0 0
BEYOND MEAT INC COM USD 0.0001 COMMON 08862E109 0 2 SH   SOLE   2 0 0
BGSF INC COM COMMON 05601C105 73 5,942 SH   SOLE   5,942 0 0
BHP GROUP LTD ADR COMMON 05545E209 24 404 SH   SOLE   404 0 0
BHP GROUP LTD ADR COMMON 088606108 3,959 54,356 SH   SOLE   54,356 0 0
BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 1,719 66,926 SH   SOLE   66,926 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 61 917 SH   SOLE   917 0 0
BIGCOMMERCE HOLDIN INC COM USD0.0001 COMMON 08975P108 9 145 SH   SOLE   145 0 0
BIGLARI HOLDINGS INC CL B COMMON 08986R309 138 864 SH   SOLE   864 0 0
BILIBILI INC ADS COMMON 090040106 9 71 SH   SOLE   71 0 0
BILL.COM HOLDINGS INC COM COMMON 090043100 75 411 SH   SOLE   411 0 0
BIOCRYST PHARMACEUTICALS INC COM USD.01 COMMON 09058V103 137 8,663 SH   SOLE   8,663 0 0
BIOGEN INC COM NPV COMMON 09062X103 32,407 93,592 SH   OTR   70,972 22,620 0
BIOHAVEN PHRMCUTCL HLD COM COMMON G11196105 256 2,643 SH   SOLE   2,643 0 0
BIOLIFE SOLUTIONS INC COM USD.001 COMMON 09062W204 41 929 SH   SOLE   929 0 0
BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 1 6 SH   SOLE   6 0 0
BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 3,342 5,187 SH   SOLE   5,187 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 1,753 3,893 SH   SOLE   3,893 0 0
BJS WHSL CLUB HLDGS INC COM COMMON 05550J101 409 8,608 SH   SOLE   8,608 0 0
BLACK HILLS CORP COM USD1 COMMON 092113109 16 249 SH   SOLE   249 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 1,667 21,377 SH   SOLE   21,377 0 0
BLACKBAUD INC COM COMMON 09227Q100 38 497 SH   SOLE   497 0 0
BLACKBERRY LTD COM NPV COMMON 09228F103 1,634 133,617 SH   SOLE   133,617 0 0
BLACKLINE INC COM USD.01 COMMON 09239B109 371 3,332 SH   SOLE   3,332 0 0
BLACKROCK ENH CAP AND INC COMMON 09256A109 22 1,090 SH   SOLE   1,090 0 0
BLACKROCK ENHANCED EQT DIV T COM COMMON 09251A104 44 4,326 SH   SOLE   4,326 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 3,882 4,437 SH   SOLE   4,437 0 0
BLACKROCK MULTI-SECTOR INCOM COMMON 09258A107 9 505 SH   SOLE   505 0 0
BLACKROCK RES & COMM STRAT T SHS COMMON 09257A108 1 91 SH   SOLE   91 0 0
BLACKSTONE GROUP INC COM USD.00001 COMMON 09260D107 1,938 19,953 SH   SOLE   19,953 0 0
BLACKSTONE MORTGAGE TR INC CL A COM USD.01 COMMON 09257W100 1 44 SH   SOLE   44 0 0
BLOCK H & R INC COM NPV COMMON 093671105 7,784 331,617 SH   SOLE   331,617 0 0
BLOOM ENERGY CORP COM COMMON 093712107 36 1,322 SH   SOLE   1,322 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 153 5,630 SH   SOLE   5,630 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 2 99 SH   SOLE   99 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 1,326 26,372 SH   SOLE   26,372 0 0
BLUEPRINT MEDICINES CORP COM USD.001 COMMON 09627Y109 310 3,527 SH   SOLE   3,527 0 0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 185 18,175 SH   SOLE   18,175 0 0
BOEING CO COM USD5 COMMON 097023105 2,423 10,113 SH   SOLE   10,113 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 1,410 24,174 SH   SOLE   24,174 0 0
BONANZA CREEK ENERGY INC COM USD0.001 COMMON 097793400 26 557 SH   SOLE   557 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 2,958 1,352 SH   SOLE   1,352 0 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 273 3,254 SH   SOLE   3,254 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 172 2,022 SH   SOLE   2,022 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 2,697 55,567 SH   SOLE   55,567 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 100 98 SH   SOLE   98 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 4 296 SH   SOLE   296 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 18,676 162,988 SH   OTR   122,188 40,800 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 616 14,399 SH   SOLE   14,399 0 0
BOX INC CL A COM USD.0001 COMMON 10316T104 252 9,856 SH   SOLE   9,856 0 0
BOYD GAMING CORP COM USD.01 COMMON 103304101 1 10 SH   SOLE   10 0 0
BP PLC ADR COMMON 055622104 726 27,474 SH   SOLE   27,474 0 0
BRADESCO BANCO SPON ADR COMMON 059460402 409 93,764 SH   SOLE   93,764 0 0
BRADESCO BANCO SPONS ADR PFD COMMON 059460303 12 2,422 SH   SOLE   2,422 0 0
BRADY CORP CL A COM USD.01 COMMON 104674106 12 221 SH   SOLE   221 0 0
BRAEMAR HOTELS & RESORTS INC COM COMMON 10482B101 8 1,209 SH   SOLE   1,209 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 510 37,179 SH   SOLE   37,179 0 0
BRF SA SPON ADR NPV COMMON 10552T107 1,287 235,269 SH   SOLE   235,269 0 0
BRIDGEBIO PHARMA INC COM COMMON 10806X102 275 4,512 SH   SOLE   4,512 0 0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 5 35 SH   SOLE   35 0 0
BRIGHTCOVE INC COM USD0.001 COMMON 10921T101 89 6,218 SH   SOLE   6,218 0 0
BRIGHTHOUSE FINANL INC COM COMMON 10922N103 96 2,118 SH   SOLE   2,118 0 0
BRIGHTSPHERE INVEST GRP INC ORD COMMON 10948W103 234 9,968 SH   SOLE   9,968 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 409 6,609 SH   SOLE   6,609 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 16,356 244,779 SH   OTR   182,330 62,449 0
BRISTOW GROUP INC COM COMMON 11040G103 71 2,761 SH   SOLE   2,761 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 2,984 75,903 SH   SOLE   75,903 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 1,868 81,594 SH   SOLE   81,594 0 0
BROADCOM INC ORD NPV COMMON 11135F101 3,422 7,176 SH   SOLE   7,176 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 747 4,624 SH   SOLE   4,624 0 0
BROADWIND INC COM USD.001 COMMON 11161T207 51 11,167 SH   SOLE   11,167 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 706 13,852 SH   SOLE   13,852 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 18,246 357,455 SH   SOLE   357,455 0 0
BROOKFIELD ASST MGM REI PRTN ORD CL A COMMON G16169107 2 38 SH   SOLE   38 0 0
BROOKFIELD RENEWABLE CORP COM CLA COMMON 11284V105 8 185 SH   SOLE   185 0 0
BROOKFIELD RENEWABLE PRTS LP TR UNIT COMMON G16258108 0 1 SH   SOLE   1 0 0
BROOKS AUTOMATION INC COM USD.01 COMMON 114340102 464 4,875 SH   SOLE   4,875 0 0
BROWN & BROWN INC COM USD.1 COMMON 115236101 77 1,452 SH   SOLE   1,452 0 0
BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 21 284 SH   SOLE   284 0 0
BRP GROUP INC COM CL A COMMON 05589G102 57 2,124 SH   SOLE   2,124 0 0
BRP INC SUB VTG NPV COMMON 05577W200 841 10,747 SH   SOLE   10,747 0 0
BRUKER CORP COM USD.01 COMMON 116794108 31 410 SH   SOLE   410 0 0
BRUNSWICK CORP COM USD.75 COMMON 117043109 455 4,571 SH   SOLE   4,571 0 0
BUCKLE INC COM USD.05 COMMON 118440106 908 18,256 SH   SOLE   18,256 0 0
BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 2 101 SH   SOLE   101 0 0
BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1,019 23,885 SH   SOLE   23,885 0 0
BUNGE LTD COM USD.01 COMMON G16962105 11 145 SH   SOLE   145 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 36 111 SH   SOLE   111 0 0
BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 2 32 SH   SOLE   32 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 1,155 12,328 SH   SOLE   12,328 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 236 4,622 SH   SOLE   4,622 0 0
C4 THERAPEUTICS INC COM COMMON 12529R107 39 1,037 SH   SOLE   1,037 0 0
CABLE ONE INC COM USD.01 COMMON 12685J105 275 144 SH   SOLE   144 0 0
CABOT CORP COM USD1 COMMON 127055101 178 3,118 SH   SOLE   3,118 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 165 9,463 SH   SOLE   9,463 0 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 234 919 SH   SOLE   919 0 0
CACTUS INC COM CL A USD0.01 COMMON 127203107 45 1,231 SH   SOLE   1,231 0 0
CADENCE BANCORPORATION CL A COM COMMON 12739A100 1 50 SH   SOLE   50 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 1,606 11,738 SH   SOLE   11,738 0 0
CAESARS ENTERTAINMENT INC COM USD.0001 COMMON 12769G100 629 6,062 SH   SOLE   6,062 0 0
CALERES INC COM USD3.75 COMMON 129500104 109 4,000 SH   SOLE   4,000 0 0
CALIX INC COM USD.025 COMMON 13100M509 207 4,363 SH   SOLE   4,363 0 0
CAMBIUM NETWORKS CORP ORD USD 0.0001 COMMON G17766109 1,556 32,176 SH   SOLE   32,176 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 25 189 SH   SOLE   189 0 0
CAMECO CORP COM NPV COMMON 13321L108 1,966 102,517 SH   SOLE   102,517 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 3 60 SH   SOLE   60 0 0
CAMPING WORLD HOLDINGS INC CL A COM USD.01 COMMON 13462K109 72 1,760 SH   SOLE   1,760 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 23,163 203,371 SH   SOLE   203,371 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 406 3,563 SH   SOLE   3,563 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 1,015 9,615 SH   SOLE   9,615 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 16,235 153,787 SH   SOLE   153,787 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 15,971 439,711 SH   SOLE   439,711 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 376 10,376 SH   SOLE   10,376 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 467 6,077 SH   SOLE   6,077 0 0
CANADIAN SOLAR INC COM NPV COMMON 136635109 700 15,622 SH   SOLE   15,622 0 0
CANON INC ADR COMMON 138006309 820 36,243 SH   SOLE   36,243 0 0
CANOPY GROWTH CORP COM COMMON 138035100 0 2 SH   SOLE   2 0 0
CANTALOUPE INC COM NPV COMMON 138103106 1 106 SH   SOLE   106 0 0
CAPITAL BANCORP INC COM COMMON 139737100 1 54 SH   SOLE   54 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 3,634 23,494 SH   SOLE   23,494 0 0
CAPITAL SENIOR LIVING CORP COM USD.01 COMMON 140475203 2 32 SH   SOLE   32 0 0
CAPITALA FINANCE CORP COM COMMON 14054R502 90 3,663 SH   SOLE   3,663 0 0
CAPRI HOLDINGS LTD ORD NPV COMMON G1890L107 10 168 SH   SOLE   168 0 0
CARA THERAPEUTICS INC COM USD.001 COMMON 140755109 37 2,620 SH   SOLE   2,620 0 0
CARDIFF ONCOLOGY INC COM USD.0001 COMMON 14147L108 7 1,014 SH   SOLE   1,014 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 500 8,752 SH   SOLE   8,752 0 0
CARDIOVASCULAR SYSTEMS INC COM NPV COMMON 141619106 5 117 SH   SOLE   117 0 0
CARDLYTICS INC COM COMMON 14161W105 109 856 SH   SOLE   856 0 0
CARECLOUD INC COM USD.001 COMMON 14167R100 1 137 SH   SOLE   137 0 0
CAREDX INC COM USD.001 COMMON 14167L103 439 4,801 SH   SOLE   4,801 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 3 144 SH   SOLE   144 0 0
CARLISLE COS INC COM NPV COMMON 142339100 741 3,871 SH   SOLE   3,871 0 0
CARLYLE GROUP INC COM COMMON 14316J108 1 15 SH   SOLE   15 0 0
CARMAX INC COM NPV COMMON 143130102 59 460 SH   SOLE   460 0 0
CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 4 182 SH   SOLE   182 0 0
CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 40 1,506 SH   SOLE   1,506 0 0
CARPENTER TECHNOLOGY CORP COM USD5 COMMON 144285103 0 10 SH   SOLE   10 0 0
CARRIER GLOBAL CORP COM COMMON 14448C104 344 7,080 SH   SOLE   7,080 0 0
CARS.COM INC COM USD.01 COMMON 14575E105 186 12,969 SH   SOLE   12,969 0 0
CARTER'S INC COM USD.01 COMMON 146229109 159 1,538 SH   SOLE   1,538 0 0
CARVANA CO CL A COM USD .001 COMMON 146869102 21 70 SH   SOLE   70 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 25 129 SH   SOLE   129 0 0
CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 28 688 SH   SOLE   688 0 0
CASTLE BIOSCIENCES INC COM COMMON 14843C105 44 606 SH   SOLE   606 0 0
CASTLIGHT HEALTH INC CL B COM USD.0001 COMMON 14862Q100 0 1 SH   SOLE   1 0 0
CATALENT INC COM USD.01 COMMON 148806102 134 1,235 SH   SOLE   1,235 0 0
CATALYST PHARMACEUTICALS INC COM USD.001 COMMON 14888U101 592 103,042 SH   SOLE   103,042 0 0
CATCHMARK TIMBER TRUST CL A COM USD.01 COMMON 14912Y202 174 14,865 SH   SOLE   14,865 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 20,146 92,600 SH   SOLE   92,600 0 0
CATHAY GENERAL BANCORP COM USD.01 COMMON 149150104 12 309 SH   SOLE   309 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 5 318 SH   SOLE   318 0 0
CAVCO INDUSTRIES INC COM USD.01 COMMON 149568107 4 18 SH   SOLE   18 0 0
CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 11 491 SH   SOLE   491 0 0
CBDMD INC COM USD.001 COMMON 12482W101 0 1 SH   SOLE   1 0 0
CBIZ INC COM COMMON 124805102 127 3,884 SH   SOLE   3,884 0 0
CBOE GLOBAL MARKETS INC COM USD0.01 COMMON 12503M108 31 262 SH   SOLE   262 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 16,407 191,443 SH   SOLE   191,443 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 8 169 SH   SOLE   169 0 0
CDW CORP COM USD.01 COMMON 12514G108 982 5,625 SH   SOLE   5,625 0 0
CECO ENVIRONMENTAL CORP COM NPV COMMON 125141101 54 7,562 SH   SOLE   7,562 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602605 580 34,418 SH   SOLE   34,418 0 0
CELANESE CORP COM USD.01 COMMON 150870103 87,165 575,031 SH   OTR   441,331 133,700 0
CELCUITY INC COM COMMON 15102K100 1 59 SH   SOLE   59 0 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 288 36,722 SH   SOLE   36,722 0 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 1,732 220,667 SH   SOLE   220,667 0 0
CELLDEX THERAPEUTICS INC COM COMMON 15117B202 2 65 SH   SOLE   65 0 0
CEL-SCI CORP COM USD.001 COMMON 150837607 14 1,592 SH   SOLE   1,592 0 0
CELSIUS HOLDINGS INC COM USD.001 COMMON 15118V207 151 1,990 SH   SOLE   1,990 0 0
CEMEX SAB DE CV SPON ADR 5 ORD COMMON 151290889 6 723 SH   SOLE   723 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 3,020 315,494 SH   SOLE   315,494 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 2 191 SH   SOLE   191 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 334 4,578 SH   SOLE   4,578 0 0
CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 24 989 SH   SOLE   989 0 0
CENTERRA GOLD INC COM COMMON 152006102 423 55,663 SH   SOLE   55,663 0 0
CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 656 13,596 SH   SOLE   13,596 0 0
CENTRAL PACIFIC FINANCIAL CP COM NPV COMMON 154760409 11 438 SH   SOLE   438 0 0
CENTRESPACE COM NPV COMMON 15202L107 0 5 SH   SOLE   5 0 0
CENTRUS ENERGY CORP CL A COM USD.1 COMMON 15643U104 550 21,690 SH   SOLE   21,690 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 155 1,364 SH   SOLE   1,364 0 0
CENTURY COMMUNITIES INC COM USD.01 COMMON 156504300 14 212 SH   SOLE   212 0 0
CERENCE INC COM COMMON 156727109 2 18 SH   SOLE   18 0 0
CERIDIAN HCM HOLDING COM USD0.01 COMMON 15677J108 36 377 SH   SOLE   377 0 0
CERNER CORP COM USD.01 COMMON 156782104 46 584 SH   SOLE   584 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 1,061 20,634 SH   SOLE   20,634 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 380 4,194 SH   SOLE   4,194 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 11,451 126,234 SH   SOLE   126,234 0 0
CHAMPIONX CORP COM COMMON 15872M104 0 1 SH   SOLE   1 0 0
CHANGE HEALTHCARE INC COM COMMON 15912K100 26 1,132 SH   SOLE   1,132 0 0
CHANNELADVISOR CORP COM USD.001 COMMON 159179100 61 2,477 SH   SOLE   2,477 0 0
CHARLES & COLVARD LTD COM NPV COMMON 159765106 102 34,072 SH   SOLE   34,072 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 514 1,391 SH   SOLE   1,391 0 0
CHART INDUSTRIES INC COM USD.01 COMMON 16115Q308 1 7 SH   SOLE   7 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 45,128 62,552 SH   OTR   42,327 20,225 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 360 3,104 SH   SOLE   3,104 0 0
CHECKPOINT THERAPEUTICS INC COM COMMON 162828107 0 1 SH   SOLE   1 0 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 4 75 SH   SOLE   75 0 0
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GENTEX CORP COM USD.06 COMMON 371901109 349 10,534 SH   SOLE   10,534 0 0
GENTHERM INC COM NPV COMMON 37253A103 154 2,169 SH   SOLE   2,169 0 0
GENUINE PARTS CO COM USD1 COMMON 372460105 7,585 59,994 SH   SOLE   59,994 0 0
GENWORTH FINANCIAL INC CL A USD.001 COMMON 37247D106 1 133 SH   SOLE   133 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 69 SH   SOLE   69 0 0
GEVO INC COM USD.01 COMMON 374396406 12 1,700 SH   SOLE   1,700 0 0
GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 62 819 SH   SOLE   819 0 0
G-III APPAREL GROUP LTD COM USD.01 COMMON 36237H101 122 3,706 SH   SOLE   3,706 0 0
GILAT SATELLITE NETWORKS LTD ORD NIS.01 COMMON M51474118 423 41,511 SH   SOLE   41,511 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 620 16,787 SH   SOLE   16,787 0 0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 145 3,919 SH   SOLE   3,919 0 0
GILEAD SCIENCES INC COM USD.001 COMMON 375558103 4,861 70,588 SH   OTR   60,196 10,392 0
GLACIER BANCORP INC COM USD.01 COMMON 37637Q105 38 688 SH   SOLE   688 0 0
GLAUKOS CORP COM USD0.001 COMMON 377322102 221 2,603 SH   SOLE   2,603 0 0
GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 2,088 52,426 SH   SOLE   52,426 0 0
GLOBAL BLOOD THERAPEUTICS COM USD0.001 COMMON 37890U108 0 6 SH   SOLE   6 0 0
GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 385 2,055 SH   SOLE   2,055 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 CLOUD COMPUTNG COMMON 37954Y442 13 463 SH   SOLE   463 0 0
GLOBAL X FDS US INFR DEV ETF COMMON 37954Y673 83 3,220 SH   SOLE   3,220 0 0
GLOBANT SA COM USD.1 COMMON L44385109 253 1,153 SH   SOLE   1,153 0 0
GLOBE LIFE INC COM USD1 COMMON 37959E102 307 3,218 SH   SOLE   3,218 0 0
GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 2 26 SH   SOLE   26 0 0
GMS INC COM USD.01 COMMON 36251C103 170 3,535 SH   SOLE   3,535 0 0
GODADDY INC CL A COM USD.001 COMMON 380237107 14 163 SH   SOLE   163 0 0
GOGO INC COM USD0.0001 COMMON 38046C109 1 119 SH   SOLE   119 0 0
GOLDEN ENTERTAINMENT INC COM USD.01 COMMON 381013101 88 1,967 SH   SOLE   1,967 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 4,611 12,149 SH   SOLE   12,149 0 0
GOOD TIMES RESTAURANTS INC COM USD.001 COMMON 382140879 67 16,343 SH   SOLE   16,343 0 0
GOODYEAR TIRE & RUBBER CO COM NPV COMMON 382550101 19 1,114 SH   SOLE   1,114 0 0
GOPRO INC CL A COM USD.0001 COMMON 38268T103 106 9,098 SH   SOLE   9,098 0 0
GORMAN-RUPP CO COM NPV COMMON 383082104 4 106 SH   SOLE   106 0 0
GP STRATEGIES CORP COM USD.01 COMMON 36225V104 21 1,310 SH   SOLE   1,310 0 0
GRACO INC COM USD1 COMMON 384109104 67 888 SH   SOLE   888 0 0
GRAFTECH INTERNATIONAL LTD COM USD0.01 COMMON 384313508 357 30,756 SH   SOLE   30,756 0 0
GRAHAM HOLDINGS CO CL B COM USD1 COMMON 384637104 565 891 SH   SOLE   891 0 0
GRAINGER (W W) INC COM USD1 COMMON 384802104 119 271 SH   SOLE   271 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 431 23,783 SH   SOLE   23,783 0 0
GRAVITY CO LTD -ADR ADR COMMON 38911N206 536 4,944 SH   SOLE   4,944 0 0
GRAY TELEVISION INC CL B COM NPV COMMON 389375106 16 697 SH   SOLE   697 0 0
GREAT AJAX CORP COM USD0.01 COMMON 38983D300 1 80 SH   SOLE   80 0 0
GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 52 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
GREENHILL & CO INC COM USD.01 COMMON 395259104 194 12,441 SH   SOLE   12,441 0 0
GREENLANE HOLDINGS INC COM CL A COMMON 395330103 81 18,180 SH   SOLE   18,180 0 0
GREIF INC -CL A CL A COM NPV COMMON 397624107 65 1,068 SH   SOLE   1,068 0 0
GRID DYNAMICS HOLDGS INC COM COMMON 39813G109 22 1,471 SH   SOLE   1,471 0 0
GROUP 1 AUTOMOTIVE INC COM USD.01 COMMON 398905109 250 1,622 SH   SOLE   1,622 0 0
GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 895 17,133 SH   SOLE   17,133 0 0
GRUPO AEROPORTUARIO DEL PACI ADR COMMON 400506101 808 7,563 SH   SOLE   7,563 0 0
GRUPO AEROPORTUARIO SURESTE SPON ADR COMMON 40051E202 512 2,771 SH   SOLE   2,771 0 0
GUARDANT HEALTH INC COM COMMON 40131M109 8 62 SH   SOLE   62 0 0
GUIDEWIRE SOFTWARE INC COM USD0.0001 COMMON 40171V100 4 33 SH   SOLE   33 0 0
HAEMONETICS CORP COM USD.01 COMMON 405024100 26 385 SH   SOLE   385 0 0
HAILIANG EDUCATION GRP -ADR ADR COMMON 40522L108 9 219 SH   SOLE   219 0 0
HAIN CELESTIAL GROUP INC COM USD.01 COMMON 405217100 32 804 SH   SOLE   804 0 0
HALLADOR ENERGY CO COM NPV COMMON 40609P105 440 163,414 SH   SOLE   163,414 0 0
HALLIBURTON CO COM USD2.5 COMMON 406216101 498 21,534 SH   SOLE   21,534 0 0
HALOZYME THERAPEUTICS INC COM USD.001 COMMON 40637H109 386 8,503 SH   SOLE   8,503 0 0
HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 34 1,533 SH   SOLE   1,533 0 0
HANESBRANDS INC COM USD.01 COMMON 410345102 841 45,045 SH   SOLE   45,045 0 0
HANGER INC COM NPV COMMON 41043F208 253 10,023 SH   SOLE   10,023 0 0
HANMI FINANCIAL CORP COM NPV COMMON 410495204 2 87 SH   SOLE   87 0 0
HANNON ARMSTRONG SUST INFR COM USD0.01 COMMON 41068X100 12 209 SH   SOLE   209 0 0
HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 471 3,475 SH   SOLE   3,475 0 0
HARLEY-DAVIDSON INC COM USD.01 COMMON 412822108 39 855 SH   SOLE   855 0 0
HARMONIC INC COM USD.001 COMMON 413160102 4 470 SH   SOLE   470 0 0
HARPOON THERAPEUTICS COM COMMON 41358P106 9 624 SH   SOLE   624 0 0
HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 2,940 47,451 SH   SOLE   47,451 0 0
HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 2 211 SH   SOLE   211 0 0
HASBRO INC COM USD.5 COMMON 418056107 16 165 SH   SOLE   165 0 0
HAVERTY FURNITURE COM USD1 COMMON 419596101 181 4,233 SH   SOLE   4,233 0 0
HAWAIIAN ELECTRIC INDS COM NPV COMMON 419870100 1,600 37,855 SH   SOLE   37,855 0 0
HAWKINS INC COM USD.1 COMMON 420261109 61 1,867 SH   SOLE   1,867 0 0
HBT FINANCIAL INC COM COMMON 404111106 0 18 SH   SOLE   18 0 0
HC2 HOLDINGS INC COM USD0.001 COMMON 404139107 32 8,005 SH   SOLE   8,005 0 0
HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 12,711 61,485 SH   SOLE   61,485 0 0
HCI GROUP INC COM NPV COMMON 40416E103 16 162 SH   SOLE   162 0 0
HDFC BANK LTD ADR COMMON 40415F101 82 1,123 SH   SOLE   1,123 0 0
HEADHUNTER GROUP PLC -ADR ADR COMMON 42207L106 154 3,635 SH   SOLE   3,635 0 0
HEALTH CARE SELECT SECTOR COMMON 81369Y209 331 2,630 SH   SOLE   2,630 0 0
HEALTH CATALYST INC COM COMMON 42225T107 110 1,989 SH   SOLE   1,989 0 0
HEALTHCARE SERVICES GROUP COM USD1 COMMON 421906108 127 4,014 SH   SOLE   4,014 0 0
HEALTHCARE TRUST OF AMERICA CL A COM USD0.01 COMMON 42225P501 1 50 SH   SOLE   50 0 0
HEALTHEQUITY INC COM USD.0001 COMMON 42226A107 477 5,932 SH   SOLE   5,932 0 0
HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 66 1,988 SH   SOLE   1,988 0 0
HECLA MINING CO COM USD.25 COMMON 422704106 4 547 SH   SOLE   547 0 0
HEICO CORP COM USD.166 COMMON 422806109 243 1,741 SH   SOLE   1,741 0 0
HEIDRICK & STRUGGLES INTL COM USD.01 COMMON 422819102 456 10,228 SH   SOLE   10,228 0 0
HELEN OF TROY LTD COM USD.1 COMMON G4388N106 29 129 SH   SOLE   129 0 0
HELIOS TECHNOLOGIES INC COM USD.001 COMMON 42328H109 53 679 SH   SOLE   679 0 0
HELIX ENERGY SOLUTIONS GROUP COM NPV COMMON 42330P107 46 8,084 SH   SOLE   8,084 0 0
HELMERICH & PAYNE COM USD.1 COMMON 423452101 289 8,855 SH   SOLE   8,855 0 0
HENNESSY ADVISORS INC COM NPV COMMON 425885100 3 291 SH   SOLE   291 0 0
HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 5,868 35,888 SH   OTR   24,879 11,009 0
HENRY SCHEIN INC COM USD.01 COMMON 806407102 174 2,349 SH   SOLE   2,349 0 0
HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 151 2,857 SH   SOLE   2,857 0 0
HERC HOLDINGS INC COM USD.01 COMMON 42704L104 577 5,155 SH   SOLE   5,155 0 0
HERITAGE INSURANCE HOLDINGS COM USD0.0001 COMMON 42727J102 1 100 SH   SOLE   100 0 0
HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 COMMON 427825500 97 9,043 SH   SOLE   9,043 0 0
HERSHEY CO COM USD1. COMMON 427866108 1,908 10,955 SH   SOLE   10,955 0 0
HESS CORP COM USD1 COMMON 42809H107 84 967 SH   SOLE   967 0 0
HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 202 13,840 SH   SOLE   13,840 0 0
HEXCEL CORP COM NPV COMMON 428291108 1 19 SH   SOLE   19 0 0
HIBBETT INC COM USD.01 COMMON 428567101 179 1,997 SH   SOLE   1,997 0 0
HIGHWOODS PROPERTIES INC COM USD.01 COMMON 431284108 993 21,983 SH   SOLE   21,983 0 0
HILL INTERNATIONAL INC COM USD COMMON 431466101 142 56,867 SH   SOLE   56,867 0 0
HILLENBRAND INC COM NPV COMMON 431571108 52 1,190 SH   SOLE   1,190 0 0
HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 144 1,270 SH   SOLE   1,270 0 0
HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 40 1,088 SH   SOLE   1,088 0 0
HILTON GRAND VACATIONS COM USD.01 COMMON 43283X105 221 5,348 SH   SOLE   5,348 0 0
HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 268 2,223 SH   SOLE   2,223 0 0
HIMAX TECHNOLOGIES INC ADR USD.001 COMMON 43289P106 700 42,039 SH   SOLE   42,039 0 0
HIREQUEST INC COM USD.001 COMMON 433535101 244 13,168 SH   SOLE   13,168 0 0
HNI CORP COM USD1 COMMON 404251100 1,529 34,779 SH   SOLE   34,779 0 0
HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 30 921 SH   SOLE   921 0 0
HOLLYSYS AUTOMATION TECH LTD COM COMMON G45667105 5 317 SH   SOLE   317 0 0
HOLOGIC INC COM USD.01 COMMON 436440101 3,101 46,478 SH   SOLE   46,478 0 0
HOME BANCORP INC COM USD.01 COMMON 43689E107 17 452 SH   SOLE   452 0 0
HOME BANCSHARES INC COM USD.01 COMMON 436893200 5 200 SH   SOLE   200 0 0
HOME DEPOT INC COM USD.05 COMMON 437076102 8,475 26,577 SH   SOLE   26,577 0 0
HOMESTREET INC COM NPV COMMON 43785V102 60 1,461 SH   SOLE   1,461 0 0
HOMETRUST BANCSHARES INC COM USD.01 COMMON 437872104 4 145 SH   SOLE   145 0 0
HONDA MOTOR CO LTD ADR COMMON 438128308 7,212 224,127 SH   SOLE   224,127 0 0
HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 4,909 22,378 SH   SOLE   22,378 0 0
HOOKER FURNITURE CORP COM NPV COMMON 439038100 536 15,486 SH   SOLE   15,486 0 0
HOPE BANCORP INC COM USD3 COMMON 43940T109 115 8,106 SH   SOLE   8,106 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 251 2,682 SH   SOLE   2,682 0 0
HORMEL FOODS CORP COM USD.2344 COMMON 440452100 45 943 SH   SOLE   943 0 0
HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 2,837 165,983 SH   SOLE   165,983 0 0
HOSTESS BRANDS INC CL A COM USD.0001 COMMON 44109J106 4 277 SH   SOLE   277 0 0
HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 950 11,615 SH   SOLE   11,615 0 0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 488 4,594 SH   SOLE   4,594 0 0
HOWARD HUGHES CORP COM USD0.01 COMMON 44267D107 0 4 SH   SOLE   4 0 0
HOWMET AEROSPACE INC COM USD1 COMMON 443201108 374 10,853 SH   SOLE   10,853 0 0
HP INC COM USD1 COMMON 40434L105 11,952 395,922 SH   OTR   353,109 42,813 0
HSBC HLDGS PLC SPON ADR COMMON 404280406 874 30,281 SH   SOLE   30,281 0 0
HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 42 630 SH   SOLE   630 0 0
HUBBELL INC COM NPV COMMON 443510607 142 758 SH   SOLE   758 0 0
HUBSPOT INC COM USD.001 COMMON 443573100 486 835 SH   SOLE   835 0 0
HUDBAY MINERALS INC COM NPV COMMON 443628102 507 76,072 SH   SOLE   76,072 0 0
HUDSON PACIFIC PPTYS INC COM USD.01 COMMON 444097109 0 1 SH   SOLE   1 0 0
HUMANA INC COM NPV COMMON 444859102 2,753 6,218 SH   SOLE   6,218 0 0
HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 271 1,661 SH   SOLE   1,661 0 0
HUNTINGTON BANCSHARES COM NPV COMMON 446150104 4,526 317,251 SH   SOLE   317,251 0 0
HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 152 720 SH   SOLE   720 0 0
HUNTSMAN CORP COM USD.01 COMMON 447011107 312 11,773 SH   SOLE   11,773 0 0
HUTTIG BUILDING PRODUCTS INC COM NPV COMMON 448451104 338 58,423 SH   SOLE   58,423 0 0
HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 30 386 SH   SOLE   386 0 0
HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 2 21 SH   SOLE   21 0 0
IAA INC COM USD0.01 COMMON 449253103 18 338 SH   SOLE   338 0 0
IAC/INTERACTIVECORP COM COMMON 44891N208 9 57 SH   SOLE   57 0 0
IBEX LTD COM COMMON G4690M101 73 3,743 SH   SOLE   3,743 0 0
ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 150 1,703 SH   SOLE   1,703 0 0
ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 124 2,305 SH   SOLE   2,305 0 0
ICICI BANK LTD SPONSORED ADR COMMON 45104G104 734 42,909 SH   SOLE   42,909 0 0
ICL GROUP LTD ORD ILS1 COMMON M53213100 5 756 SH   SOLE   756 0 0
ICON PLC COM EUR.06 COMMON G4705A100 5 22 SH   SOLE   22 0 0
ICU MEDICAL INC COM USD.1 COMMON 44930G107 0 1 SH   SOLE   1 0 0
IDEAYA BIOSCIENCES INC COM USD0.0001 COMMON 45166A102 99 4,722 SH   SOLE   4,722 0 0
IDENTIV INC COM USD.001 COMMON 45170X205 1 57 SH   SOLE   57 0 0
IDEX CORP COM USD.01 COMMON 45167R104 212 963 SH   SOLE   963 0 0
IDEXX LABS INC COM USD.1 COMMON 45168D104 5,651 8,948 SH   SOLE   8,948 0 0
IDT CORP CL B COM USD.01 COMMON 448947507 67 1,821 SH   SOLE   1,821 0 0
IEC ELECTRONICS CORP COM USD.01 COMMON 44949L105 61 5,826 SH   SOLE   5,826 0 0
IES HOLDINGS INC COM USD.01 COMMON 44951W106 958 18,660 SH   SOLE   18,660 0 0
IHEARTMEDIA INC CL A COM COMMON 45174J509 1 26 SH   SOLE   26 0 0
IHS MARKIT LTD COM USD.01 COMMON G47567105 1,993 17,690 SH   SOLE   17,690 0 0
II-VI INC COM NPV COMMON 902104108 644 8,880 SH   SOLE   8,880 0 0
ILLINOIS TOOL WORKS COM NPV COMMON 452308109 1,733 7,752 SH   SOLE   7,752 0 0
ILLUMINA INC COM USD.01 COMMON 452327109 759 1,604 SH   SOLE   1,604 0 0
IMAX CORP COM NPV COMMON 45245E109 1 40 SH   SOLE   40 0 0
IMMERSION CORP COM USD.001 COMMON 452521107 27 3,043 SH   SOLE   3,043 0 0
IMMUCELL CORP COM USD.1 COMMON 452525306 15 1,565 SH   SOLE   1,565 0 0
IMMUNIC INC COM COMMON 4525EP101 0 24 SH   SOLE   24 0 0
IMMUNITYBIO INC COM COMMON 45256X103 20 1,396 SH   SOLE   1,396 0 0
IMMUNOGEN INC COM USD.01 COMMON 45253H101 106 16,052 SH   SOLE   16,052 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 6,118 200,642 SH   SOLE   200,642 0 0
IMPERIAL OIL LTD COM NPV COMMON 453038408 1 45 SH   SOLE   45 0 0
IMPINJ INC COM USD.001 COMMON 453204109 55 1,069 SH   SOLE   1,069 0 0
INCYTE CORP COM USD.001 COMMON 45337C102 15 173 SH   SOLE   173 0 0
INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 48 1,045 SH   SOLE   1,045 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 4 58 SH   SOLE   58 0 0
INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 188 8,651 SH   SOLE   8,651 0 0
INDEPENDENT BK GRP INC COM USD.01 COMMON 45384B106 11 147 SH   SOLE   147 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 15 SH   SOLE   15 0 0
INDUSTRIAL SELECT SECT SPDR COMMON 81369Y704 143 1,401 SH   SOLE   1,401 0 0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 1,631 35,222 SH   SOLE   35,222 0 0
INFINITY PHARMACEUTICALS INC COM USD COMMON 45665G303 2 797 SH   SOLE   797 0 0
INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 552 94,280 SH   SOLE   94,280 0 0
INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 2,460 116,107 SH   SOLE   116,107 0 0
INFRASTRUCTR & ENRGY ALT INC COM USD.0001 COMMON 45686J104 220 17,130 SH   SOLE   17,130 0 0
INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 164 7,874 SH   SOLE   7,874 0 0
ING GROEP NV SPON ADR COMMON 456837103 1,523 115,028 SH   SOLE   115,028 0 0
INGERSOLL RAND INC COM COMMON 45687V106 35 709 SH   SOLE   709 0 0
INGEVITY CORP COM USD.01 COMMON 45688C107 2 25 SH   SOLE   25 0 0
INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 801 13,752 SH   SOLE   13,752 0 0
INGREDION INC COM USD.01 COMMON 457187102 111 1,231 SH   SOLE   1,231 0 0
INMODE LTD COM USD0.01 COMMON M5425M103 6 59 SH   SOLE   59 0 0
INNODATA INC COM USD.01 COMMON 457642205 422 60,324 SH   SOLE   60,324 0 0
INNOSPEC INC COM USD.01 COMMON 45768S105 433 4,783 SH   SOLE   4,783 0 0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001 COMMON 45781V101 104 545 SH   SOLE   545 0 0
INNOVATIVE SOLTNS & SUPP INC COM USD.001 COMMON 45769N105 1 141 SH   SOLE   141 0 0
INNOVIVA INC COM USD.01 COMMON 45781M101 1,560 116,324 SH   SOLE   116,324 0 0
INOGEN INC COM USD.001 COMMON 45780L104 70 1,074 SH   SOLE   1,074 0 0
INOTIV INC COM NPV COMMON 45783Q100 218 8,174 SH   SOLE   8,174 0 0
INOVALON HOLDINGS INC CL A COM USD.000005 COMMON 45781D101 447 13,112 SH   SOLE   13,112 0 0
INSEEGO CORP COM USD.001 COMMON 45782B104 101 10,000 SH   SOLE   10,000 0 0
INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 1,227 12,267 SH   SOLE   12,267 0 0
INSMED INC COM USD.01 COMMON 457669307 85 2,995 SH   SOLE   2,995 0 0
INSPERITY INC COM USD.01 COMMON 45778Q107 4 48 SH   SOLE   48 0 0
INSPIRE MEDICAL SYSTEM COM COMMON 457730109 326 1,688 SH   SOLE   1,688 0 0
INSPIRED ENTERTAINMENT COM COMMON 45782N108 145 11,365 SH   SOLE   11,365 0 0
INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 21 173 SH   SOLE   173 0 0
INSULET CORP COM USD.001 COMMON 45784P101 2 9 SH   SOLE   9 0 0
INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 388 4,118 SH   SOLE   4,118 0 0
INTEGRA LIFESCIENCES HOLDNGS COM USD.01 COMMON 457985208 1 14 SH   SOLE   14 0 0
INTEL CORP COM NPV COMMON 458140100 36,705 653,891 SH   OTR   578,050 75,841 0
INTELLIA THERAPEUTICS INC COM USD0.0001 COMMON 45826J105 456 2,817 SH   SOLE   2,817 0 0
INTER PARFUMS INC COM NPV COMMON 458334109 82 1,138 SH   SOLE   1,138 0 0
INTERACTIVE BROKERS GROUP CL A COM USD.01 COMMON 45841N107 5 77 SH   SOLE   77 0 0
INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 1,144 9,642 SH   SOLE   9,642 0 0
INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 539 8,082 SH   SOLE   8,082 0 0
INTERDIGITAL INC COM USD.01 COMMON 45867G101 45 621 SH   SOLE   621 0 0
INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 74 4,995 SH   SOLE   4,995 0 0
INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 1,617 49,780 SH   SOLE   49,780 0 0
INTEST CORP COM USD.01 COMMON 461147100 709 42,304 SH   SOLE   42,304 0 0
INTEVAC INC COM NPV COMMON 461148108 6 838 SH   SOLE   838 0 0
INTL BANCSHARES CORP COM USD1 COMMON 459044103 1 27 SH   SOLE   27 0 0
INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 27,037 184,493 SH   SOLE   184,493 0 0
INTL FLAVORS & FRAGRANCES COM USD.125 COMMON 459506101 28 189 SH   SOLE   189 0 0
INTL PAPER CO COM USD1 COMMON 460146103 17,021 277,671 SH   SOLE   277,671 0 0
INTRUSION INC COM NPV COMMON 46121E205 138 8,960 SH   SOLE   8,960 0 0
INTUIT INC COM NPV COMMON 461202103 2,352 4,799 SH   SOLE   4,799 0 0
INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 1,583 1,721 SH   SOLE   1,721 0 0
INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV COMMON 46137V308 36 402 SH   SOLE   402 0 0
INVESCO EXCHANGE TRADED FD T DYNMC PHRMCTLS COMMON 46137V662 73 909 SH   SOLE   909 0 0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500 COMMON 46137V597 187 1,003 SH   SOLE   1,003 0 0
Invesco FTSE RAFI Emerging Market COMMON 46138E727 10 412 SH   SOLE   412 0 0
INVESCO FTSE RAFI US 1000 ET COMMON 46137V613 252 1,573 SH   SOLE   1,573 0 0
INVESCO LTD COM USD.2 COMMON G491BT108 331 12,373 SH   SOLE   12,373 0 0
INVESCO QQQ TRUST SERIES 1 COMMON 46090E103 1,009 2,847 SH   SOLE   2,847 0 0
INVESCO S&P 500 EQUAL WEIGHT COMMON 46137V282 219 756 SH   SOLE   756 0 0
INVESCO S&P SMALLCAP LOW VOL COMMON 46138G102 17 355 SH   SOLE   355 0 0
INVESCO WATER RESOURCES ETF COMMON 46137V142 27 500 SH   SOLE   500 0 0
INVESTORS BANCORP INC COM USD.01 COMMON 46146L101 97 6,818 SH   SOLE   6,818 0 0
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MAINSTREET BANCSHARES INC COM COMMON 56064Y100 222 9,850 SH   SOLE   9,850 0 0
MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 1 286 SH   SOLE   286 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 78 538 SH   SOLE   538 0 0
MANITEX INTERNATIONAL INC COM NPV COMMON 563420108 70 9,537 SH   SOLE   9,537 0 0
MANITOWOC CO COM USD2.5 COMMON 563571405 83 3,390 SH   SOLE   3,390 0 0
MANNING & NAPIER INC CL A COM USD.01 COMMON 56382Q102 153 19,502 SH   SOLE   19,502 0 0
MANNKIND CORP COM USD.01 COMMON 56400P706 96 17,571 SH   SOLE   17,571 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 1,888 15,879 SH   SOLE   15,879 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 18,272 927,768 SH   SOLE   927,768 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 2,945 149,480 SH   SOLE   149,480 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 1,521 111,704 SH   SOLE   111,704 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 292 4,825 SH   SOLE   4,825 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 27 1,759 SH   SOLE   1,759 0 0
MARINEMAX INC COM USD.001 COMMON 567908108 11 216 SH   SOLE   216 0 0
MARKEL CORP COM NPV COMMON 570535104 230 194 SH   SOLE   194 0 0
MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 58 126 SH   SOLE   126 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 7 286 SH   SOLE   286 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 495 3,623 SH   SOLE   3,623 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 1,008 6,334 SH   SOLE   6,334 0 0
MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH   SOLE   1 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 2,240 15,921 SH   SOLE   15,921 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 274 16,614 SH   SOLE   16,614 0 0
MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 93 263 SH   SOLE   263 0 0
MARVELL TECHNOLOGY INC COM USD.002 COMMON 573874104 153 2,619 SH   SOLE   2,619 0 0
MASCO CORP COM USD1 COMMON 574599106 33,828 574,232 SH   OTR   412,883 161,349 0
MASIMO CORP COM USD.001 COMMON 574795100 31 129 SH   SOLE   129 0 0
MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 8 74 SH   SOLE   74 0 0
MASTEC INC COM USD.1 COMMON 576323109 1,918 18,076 SH   SOLE   18,076 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 54 3,583 SH   SOLE   3,583 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 4,965 13,599 SH   SOLE   13,599 0 0
MATCH GROUP INC COM USD0.001 COMMON 57667L107 88 543 SH   SOLE   543 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 4 392 SH   SOLE   392 0 0
MATSON INC COM NPV COMMON 57686G105 34 527 SH   SOLE   527 0 0
MATTEL INC COM USD1 COMMON 577081102 40 2,011 SH   SOLE   2,011 0 0
MATTHEWS INTL CORP -CL A CL A COM USD1 COMMON 577128101 187 5,214 SH   SOLE   5,214 0 0
MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 21 534 SH   SOLE   534 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 44 416 SH   SOLE   416 0 0
MAXIMUS INC COM NPV COMMON 577933104 140 1,586 SH   SOLE   1,586 0 0
MAYVILLE ENGNERING CMPNY INC COM COMMON 578605107 395 19,661 SH   SOLE   19,661 0 0
MBIA INC COM USD1 COMMON 55262C100 0 40 SH   SOLE   40 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 92 1,042 SH   SOLE   1,042 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 3,976 17,211 SH   SOLE   17,211 0 0
MCGRATH RENTCORP COM NPV COMMON 580589109 9 112 SH   SOLE   112 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 77,403 404,763 SH   OTR   291,294 113,469 0
MDC HOLDINGS INC COM USD.01 COMMON 552676108 26 523 SH   SOLE   523 0 0
MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 5 153 SH   SOLE   153 0 0
MECHEL PAO ADR NPV COMMON 583840608 165 81,049 SH   SOLE   81,049 0 0
MEDALLION FINANCIAL CORP COM USD.01 COMMON 583928106 1 118 SH   SOLE   118 0 0
MEDIAALPHA INC COM CL A USD.01 COMMON 58450V104 54 1,281 SH   SOLE   1,281 0 0
MEDIACO HOLDING INC COM CL A COMMON 58450D104 0 1 SH   SOLE   1 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 43 2,126 SH   SOLE   2,126 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 334 1,181 SH   SOLE   1,181 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 1 20 SH   SOLE   20 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 770 4,359 SH   SOLE   4,359 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 3,197 25,756 SH   SOLE   25,756 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 4 218 SH   SOLE   218 0 0
MERCADOLIBRE INC COM USD.001 COMMON 58733R102 56 36 SH   SOLE   36 0 0
MERCANTILE BANK CORP COM NPV COMMON 587376104 5 149 SH   SOLE   149 0 0
MERCHANTS BANCORP COM COMMON 58844R108 284 7,229 SH   SOLE   7,229 0 0
MERCK & CO COM NPV COMMON 58933Y105 1,953 25,108 SH   SOLE   25,108 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 344 5,298 SH   SOLE   5,298 0 0
MEREDITH CORP COM USD1 COMMON 589433101 415 9,548 SH   SOLE   9,548 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 1 61 SH   SOLE   61 0 0
MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 169 2,611 SH   SOLE   2,611 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 641 6,809 SH   SOLE   6,809 0 0
MERITOR INC COM USD1 COMMON 59001K100 4 169 SH   SOLE   169 0 0
MERRIMACK PHARMACEUTICALS COM USD0.01 COMMON 590328209 1 141 SH   SOLE   141 0 0
MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 9 651 SH   SOLE   651 0 0
MESA AIR GROUP COM NEW COMMON 590479135 8 812 SH   SOLE   812 0 0
META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 119 2,342 SH   SOLE   2,342 0 0
META MATERIALS INC COM COMMON 59134N104 3 391 SH   SOLE   391 0 0
METHANEX CORP COM NPV COMMON 59151K108 4 130 SH   SOLE   130 0 0
METHANEX CORP COM NPV COMMON 59151K108 739 22,277 SH   SOLE   22,277 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 556 11,313 SH   SOLE   11,313 0 0
METLIFE INC COM COMMON 59156R108 34,828 581,932 SH   OTR   390,135 191,797 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 2,081 1,503 SH   SOLE   1,503 0 0
MGE ENERGY INC COM USD8 COMMON 55277P104 2 21 SH   SOLE   21 0 0
MGIC INVESTMENT CORP/WI COM USD1 COMMON 552848103 1 75 SH   SOLE   75 0 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 12 277 SH   SOLE   277 0 0
MGP INGREDIENTS INC COM NPV COMMON 55303J106 45 659 SH   SOLE   659 0 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 0 21 SH   SOLE   21 0 0
MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 291 1,941 SH   SOLE   1,941 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 1,593 18,751 SH   SOLE   18,751 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 39,317 145,137 SH   SOLE   145,137 0 0
MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 363 547 SH   SOLE   547 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 24 876 SH   SOLE   876 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 626 3,718 SH   SOLE   3,718 0 0
MIDDLEBY CORP COM USD.01 COMMON 596278101 16 90 SH   SOLE   90 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 4 189 SH   SOLE   189 0 0
MIDDLESEX WATER CO COM NPV COMMON 596680108 6 72 SH   SOLE   72 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 6 245 SH   SOLE   245 0 0
MILESTONE SCIENTIFIC INC COM USD.001 COMMON 59935P209 0 134 SH   SOLE   134 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1 25 SH   SOLE   25 0 0
MIND CTI LTD ORD NIS.01 COMMON M70240102 8 2,722 SH   SOLE   2,722 0 0
MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 84 1,069 SH   SOLE   1,069 0 0
MIRATI THERAPEUTICS INC COM USD.001 COMMON 60468T105 341 2,115 SH   SOLE   2,115 0 0
MISTRAS GROUP INC COM USD.01 COMMON 60649T107 140 14,237 SH   SOLE   14,237 0 0
MITEK SYSTEMS INC COM USD.001 COMMON 606710200 513 26,632 SH   SOLE   26,632 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 1,137 209,770 SH   SOLE   209,770 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 1,006 352,936 SH   SOLE   352,936 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 6 32 SH   SOLE   32 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 1,745 188,470 SH   SOLE   188,470 0 0
MODEL N INC COM USD.00015 COMMON 607525102 70 2,033 SH   SOLE   2,033 0 0
MODERNA INC COM COMMON 60770K107 413 1,759 SH   SOLE   1,759 0 0
MODINE MANUFACTURING CO COM USD1.25 COMMON 607828100 1,710 103,095 SH   SOLE   103,095 0 0
MODIVCARE INC CL A COM USD.001 COMMON 60783X104 857 5,044 SH   SOLE   5,044 0 0
MOELIS & CO CL A COM USD.01 COMMON 60786M105 168 2,960 SH   SOLE   2,960 0 0
MOGO INC COM NPV COMMON 60800C109 2 209 SH   SOLE   209 0 0
MOGO INC COM NPV COMMON 60800C109 94 11,911 SH   SOLE   11,911 0 0
MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 3,459 17,999 SH   SOLE   17,999 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 27,783 109,787 SH   OTR   78,253 31,534 0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 15,219 283,569 SH   SOLE   283,569 0 0
MOMENTIVE GLOBAL INC COM USD 0.00001 COMMON 60878Y108 268 12,743 SH   SOLE   12,743 0 0
MOMO INC -ADR ADR COMMON 60879B107 575 37,535 SH   SOLE   37,535 0 0
MONARCH CASINO & RESORT INC COM USD.01 COMMON 609027107 42 637 SH   SOLE   637 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 1,422 22,781 SH   SOLE   22,781 0 0
MONEYGRAM INTERNATIONAL INC COM USD1.5 COMMON 60935Y208 216 21,462 SH   SOLE   21,462 0 0
MONGODB INC CL A COM COMMON 60937P106 309 855 SH   SOLE   855 0 0
MONMOUTH RE INVESTMENT CP COM USD.01 COMMON 609720107 51 2,725 SH   SOLE   2,725 0 0
MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 240 643 SH   SOLE   643 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 171 1,867 SH   SOLE   1,867 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 1,149 3,172 SH   SOLE   3,172 0 0
MORGAN STANLEY COM USD1 COMMON 617446448 26,426 288,213 SH   OTR   230,648 57,565 0
MORNINGSTAR INC COM COMMON 617700109 197 766 SH   SOLE   766 0 0
MORPHIC HOLDING INC COM COMMON 61775R105 77 1,349 SH   SOLE   1,349 0 0
MOSAIC CO COM USD.01 COMMON 61945C103 64 2,007 SH   SOLE   2,007 0 0
MOSYS INC COM USD.01 COMMON 619718307 1 82 SH   SOLE   82 0 0
MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 915 4,220 SH   SOLE   4,220 0 0
MOVADO GROUP INC COM USD.01 COMMON 624580106 495 15,717 SH   SOLE   15,717 0 0
MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 353 10,666 SH   SOLE   10,666 0 0
MRC GLOBAL INC COM USD.01 COMMON 55345K103 5 491 SH   SOLE   491 0 0
MSA SAFETY INC COM NPV COMMON 553498106 2 11 SH   SOLE   11 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 511 959 SH   SOLE   959 0 0
MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 26 1,808 SH   SOLE   1,808 0 0
MUELLER INDUSTRIES COM NPV COMMON 624756102 500 11,538 SH   SOLE   11,538 0 0
MUELLER WATER PRODUCTS INC SR A COM USD.01 COMMON 624758108 15 1,008 SH   SOLE   1,008 0 0
MURPHY OIL CORP COM USD1 COMMON 626717102 2 100 SH   SOLE   100 0 0
MURPHY USA INC COM USD.01 COMMON 626755102 277 2,077 SH   SOLE   2,077 0 0
MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH   SOLE   2 0 0
MVB FINANCIAL CORP COM COMMON 553810102 128 3,009 SH   SOLE   3,009 0 0
MYERS INDUSTRIES INC COM NPV COMMON 628464109 8 368 SH   SOLE   368 0 0
MYOMO INC COM COMMON 62857J201 1 77 SH   SOLE   77 0 0
MYR GROUP INC COM USD.01 COMMON 55405W104 1,716 18,872 SH   SOLE   18,872 0 0
NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F137 7 58 SH   SOLE   58 0 0
NANOSTRING TECHNOLOGIES INC COM USD0.0001 COMMON 63009R109 19 301 SH   SOLE   301 0 0
NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 12 343 SH   SOLE   343 0 0
NASDAQ INC COM USD.01 COMMON 631103108 355 2,021 SH   SOLE   2,021 0 0
NATERA INC COM USD0.0001 COMMON 632307104 512 4,516 SH   SOLE   4,516 0 0
NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 5 77 SH   SOLE   77 0 0
NATIONAL BANK HLDGS CORP CL A COM USD.01 COMMON 633707104 4 114 SH   SOLE   114 0 0
NATIONAL BEVERAGE CORP COM USD.01 COMMON 635017106 438 9,278 SH   SOLE   9,278 0 0
NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 66 12,984 SH   SOLE   12,984 0 0
NATIONAL ENERGY SERVICES REU ORD NPV COMMON G6375R107 256 17,935 SH   SOLE   17,935 0 0
NATIONAL FUEL GAS CO COM NPV COMMON 636180101 3 66 SH   SOLE   66 0 0
NATIONAL GRID SPON ADR COMMON 636274409 258 4,029 SH   SOLE   4,029 0 0
NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 2 36 SH   SOLE   36 0 0
NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 78 1,121 SH   SOLE   1,121 0 0
NATIONAL INSTRUMENTS CORP COM USD.01 COMMON 636518102 2 42 SH   SOLE   42 0 0
NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 5 54 SH   SOLE   54 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 5 111 SH   SOLE   111 0 0
NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 31 607 SH   SOLE   607 0 0
NATURA &CO HOLDING SA ADS COMMON 63884N108 0 9 SH   SOLE   9 0 0
NATURAL ALTERNATIVES COM NPV COMMON 638842302 162 9,607 SH   SOLE   9,607 0 0
NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 259 24,122 SH   SOLE   24,122 0 0
NATURAL HEALTH TRENDS CORP COM USD.001 COMMON 63888P406 82 11,687 SH   SOLE   11,687 0 0
NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 690 39,731 SH   SOLE   39,731 0 0
NATWEST GROUP PLC SP ADR REP SHS COMMON 639057108 518 91,757 SH   SOLE   91,757 0 0
NAVIENT CORP COM0.01 COMMON 63938C108 317 16,422 SH   SOLE   16,422 0 0
NCR CORP COM USD5 COMMON 62886E108 127 2,784 SH   SOLE   2,784 0 0
NEKTAR THERAPEUTICS COM NPV COMMON 640268108 1 35 SH   SOLE   35 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 201 4,370 SH   SOLE   4,370 0 0
NEOGENOMICS INC COM USD.001 COMMON 64049M209 254 5,631 SH   SOLE   5,631 0 0
NEOPHOTONICS CORP COM USD.0025 COMMON 64051T100 100 9,792 SH   SOLE   9,792 0 0
NETAPP INC COM NPV COMMON 64110D104 16,458 201,153 SH   OTR   150,658 50,495 0
NETEASE INC SPONSORED ADR COMMON 64110W102 714 6,197 SH   SOLE   6,197 0 0
NETFLIX INC COM USD.001 COMMON 64110L106 2,816 5,331 SH   SOLE   5,331 0 0
NETGEAR INC COM USD.001 COMMON 64111Q104 689 17,976 SH   SOLE   17,976 0 0
NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 81 2,849 SH   SOLE   2,849 0 0
NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 177 37,602 SH   SOLE   37,602 0 0
NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 224 2,301 SH   SOLE   2,301 0 0
NEURONETICS INC COM COMMON 64131A105 2 124 SH   SOLE   124 0 0
NEVRO CORP COM USD0.001 COMMON 64157F103 418 2,525 SH   SOLE   2,525 0 0
NEW HOME CO INC COM USD.01 COMMON 645370107 14 2,300 SH   SOLE   2,300 0 0
NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 115 14,002 SH   SOLE   14,002 0 0
NEW RESIDENTIAL INV CP COM USD0.01 COMMON 64828T201 226 21,386 SH   SOLE   21,386 0 0
NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 6 736 SH   SOLE   736 0 0
NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 1 103 SH   SOLE   103 0 0
NEW YORK MORTGAGE TRUST INC COM USD.01 COMMON 649604501 33 7,345 SH   SOLE   7,345 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 2 57 SH   SOLE   57 0 0
NEWELL BRANDS INC COM USD1 COMMON 651229106 59 2,147 SH   SOLE   2,147 0 0
NEWMARK GROUP INC Cl A COMMON 65158N102 20 1,681 SH   SOLE   1,681 0 0
NEWMONT CORP COM USD1.6 COMMON 651639106 824 12,993 SH   SOLE   12,993 0 0
NEWS CORP CL A COM USD0.01 COMMON 65249B109 963 37,356 SH   SOLE   37,356 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 8 325 SH   SOLE   325 0 0
NEXGEN ENERGY LTD COM COMMON 65340P106 486 117,972 SH   SOLE   117,972 0 0
NEXPOINT REAL EST FIN COM COMMON 65342V101 354 16,945 SH   SOLE   16,945 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 10 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 107 724 SH   SOLE   724 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 6,923 94,486 SH   SOLE   94,486 0 0
NEXTERA ENERGY PARTNERS LP COM LP UNIT COMMON 65341B106 16 203 SH   SOLE   203 0 0
NI HOLDINGS INC COM COMMON 65342T106 139 7,289 SH   SOLE   7,289 0 0
NICE LTD SPON ADR COMMON 653656108 21 86 SH   SOLE   86 0 0
NIELSEN HOLDINGS PLC COM EUR0.07 COMMON G6518L108 3 133 SH   SOLE   133 0 0
NIKE INC -CL B CL B COM NPV COMMON 654106103 3,610 23,368 SH   SOLE   23,368 0 0
NIO INC -ADR ADS COMMON 62914V106 478 8,987 SH   SOLE   8,987 0 0
NISOURCE INC COM NPV COMMON 65473P105 31 1,278 SH   SOLE   1,278 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 114 17,535 SH   SOLE   17,535 0 0
NOKIA CORP SPON ADR COMMON 654902204 94 17,599 SH   SOLE   17,599 0 0
NOMAD FOODS LTD ORD COMMON G6564A105 199 7,034 SH   SOLE   7,034 0 0
NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 2,890 567,845 SH   SOLE   567,845 0 0
NORDSON CORP COM USD1 COMMON 655663102 223 1,014 SH   SOLE   1,014 0 0
NORDSTROM INC COM NPV COMMON 655664100 2 60 SH   SOLE   60 0 0
NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 1,292 4,868 SH   SOLE   4,868 0 0
NORTHEAST BANK COM NPV COMMON 66405S100 610 20,433 SH   SOLE   20,433 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 369 21,305 SH   SOLE   21,305 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 45 393 SH   SOLE   393 0 0
NORTHRIM BANCORP INC COM USD1 COMMON 666762109 512 11,982 SH   SOLE   11,982 0 0
NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 12,121 33,352 SH   OTR   25,423 7,929 0
NORTHWEST PIPE CO COM USD.01 COMMON 667746101 3 106 SH   SOLE   106 0 0
NORTHWESTERN CORP COM NEW COMMON 668074305 15 247 SH   SOLE   247 0 0
NORTONLIFELOCK INC COM NPV COMMON 668771108 59 2,151 SH   SOLE   2,151 0 0
NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 535 18,193 SH   SOLE   18,193 0 0
NOV INC COM USD.01 COMMON 62955J103 1 82 SH   SOLE   82 0 0
NOVANTA INC COM NPV COMMON 67000B104 139 1,029 SH   SOLE   1,029 0 0
NOVARTIS AG SPON ADR COMMON 66987V109 2,866 31,416 SH   SOLE   31,416 0 0
NOVAVAX INC COM USD.01 COMMON 670002401 136 640 SH   SOLE   640 0 0
NOVO NORDISK A/S ADR COMMON 670100205 2,042 24,374 SH   SOLE   24,374 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 1,159 5,224 SH   SOLE   5,224 0 0
NRG ENERGY INC COM NEW COMMON 629377508 39 976 SH   SOLE   976 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 839 14,804 SH   SOLE   14,804 0 0
NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 882 16,210 SH   SOLE   16,210 0 0
NUCOR CORP COM USD.4 COMMON 670346105 1,868 19,476 SH   SOLE   19,476 0 0
NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 46 1,216 SH   SOLE   1,216 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 9,158 151,054 SH   SOLE   151,054 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 107 1,758 SH   SOLE   1,758 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 9 131 SH   SOLE   131 0 0
NUVEEN MUNI HIGH INC OPP FD COMMON 670682103 177 11,525 SH   SOLE   11,525 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 68 725 SH   SOLE   725 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 8 242 SH   SOLE   242 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 8,352 10,438 SH   SOLE   10,438 0 0
NVR INC COM USD.01 COMMON 62944T105 229 46 SH   SOLE   46 0 0
NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 3,025 14,705 SH   SOLE   14,705 0 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 33 1,055 SH   SOLE   1,055 0 0
OCCIDENTAL PETROLEUM CORP WT EXP 080327 COMMON 674599162 1 100 SH   SOLE   100 0 0
OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 9 736 SH   SOLE   736 0 0
OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 0 29 SH   SOLE   29 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 58 4,058 SH   SOLE   4,058 0 0
OCWEN FINANCIAL CORP COM USD.01 COMMON 675746606 95 3,051 SH   SOLE   3,051 0 0
ODP CORP COM USD.01 COMMON 88337F105 286 5,955 SH   SOLE   5,955 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 670 22,864 SH   SOLE   22,864 0 0
OFG BANCORP COM USD1 COMMON 67103X102 13 583 SH   SOLE   583 0 0
OFS CAPITAL CORP COM USD0.01 COMMON 67103B100 232 23,256 SH   SOLE   23,256 0 0
OHIO VALLEY BANC CORP COM NPV COMMON 677719106 1 52 SH   SOLE   52 0 0
O-I GLASS INC COM USD.01 COMMON 67098H104 382 23,420 SH   SOLE   23,420 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 112 3,278 SH   SOLE   3,278 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 96 392 SH   SOLE   392 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1,654 6,519 SH   SOLE   6,519 0 0
OLD NATIONAL BANCORP COM NPV COMMON 680033107 0 15 SH   SOLE   15 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 627 25,173 SH   SOLE   25,173 0 0
OLIN CORP COM USD1 COMMON 680665205 41 893 SH   SOLE   893 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 508 17,296 SH   SOLE   17,296 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 11 312 SH   SOLE   312 0 0
OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH   SOLE   41 0 0
OMNICELL INC COM NPV COMMON 68213N109 406 2,679 SH   SOLE   2,679 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 25,986 324,917 SH   OTR   302,716 22,201 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1,645 42,979 SH   SOLE   42,979 0 0
ONE GAS INC COM COMMON 68235P108 13 178 SH   SOLE   178 0 0
ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 8 730 SH   SOLE   730 0 0
ONE LIBERTY PROPERTIES INC COM USD1 COMMON 682406103 1 28 SH   SOLE   28 0 0
ONE STOP SYSTEMS INC COM COMMON 68247W109 66 11,331 SH   SOLE   11,331 0 0
ONEMAIN HOLDINGS INC COM COMMON 68268W103 3 56 SH   SOLE   56 0 0
ONEOK INC COM NPV COMMON 682680103 59 1,057 SH   SOLE   1,057 0 0
ONEWATER MARINE INC COM CL A COMMON 68280L101 126 2,997 SH   SOLE   2,997 0 0
ONTO INNOVATION INC COM USD.001 COMMON 683344105 68 935 SH   SOLE   935 0 0
OP BANCORP COM COMMON 67109R109 112 11,116 SH   SOLE   11,116 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 217 4,278 SH   SOLE   4,278 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 28 550 SH   SOLE   550 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 99 1,939 SH   SOLE   1,939 0 0
OPTIMIZERX CORP COM COMMON 68401U204 44 711 SH   SOLE   711 0 0
OPTINOSE INC COM USD0.001 COMMON 68404V100 1 239 SH   SOLE   239 0 0
OPTION CARE HEALTH INC COM COMMON 68404L201 205 9,362 SH   SOLE   9,362 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 74,570 957,999 SH   OTR   722,414 235,585 0
ORANGE SPON ADR COMMON 684060106 384 33,544 SH   SOLE   33,544 0 0
ORBCOMM INC COM USD.001 COMMON 68555P100 328 29,239 SH   SOLE   29,239 0 0
O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 18,417 32,526 SH   OTR   22,141 10,385 0
ORGANOGENESIS HOLDINGS INC COM COMMON 68621F102 23 1,412 SH   SOLE   1,412 0 0
ORGANON & CO COMMON STOCK COMMON 68622V106 56 1,856 SH   SOLE   1,856 0 0
ORGENESIS INC COM USD0.0001 COMMON 68619K204 0 62 SH   SOLE   62 0 0
ORIC PHARMACEUTICALS COM COMMON 68622P109 27 1,544 SH   SOLE   1,544 0 0
ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 39 6,828 SH   SOLE   6,828 0 0
ORION GROUP HOLDINGS INC COM USD.01 COMMON 68628V308 497 86,480 SH   SOLE   86,480 0 0
ORIX CORP SPONSORED ADR COMMON 686330101 4,212 49,757 SH   SOLE   49,757 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 246 10,666 SH   SOLE   10,666 0 0
ORTHO CLINICAL DIAG HLDG PLC COM COMMON G6829J107 58 2,714 SH   SOLE   2,714 0 0
ORTHOPEDIATRICS CORP COM USD0.00025 COMMON 68752L100 10 163 SH   SOLE   163 0 0
OSHKOSH CORP COM USD.01 COMMON 688239201 9 72 SH   SOLE   72 0 0
OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 4 1,299 SH   SOLE   1,299 0 0
OTIS WORLDWIDE CORP COM COMMON 68902V107 141 1,721 SH   SOLE   1,721 0 0
OVERSTOCK.COM INC COM NPV COMMON 690370101 114 1,240 SH   SOLE   1,240 0 0
OVID THRPUTCS INC COM COMMON 690469101 7 1,728 SH   SOLE   1,728 0 0
OVINTIV INC COM NPV COMMON 69047Q102 7 223 SH   SOLE   223 0 0
OWENS & MINOR INC COM USD2 COMMON 690732102 776 18,336 SH   SOLE   18,336 0 0
OWENS CORNING COM NEW USD.01 COMMON 690742101 601 6,139 SH   SOLE   6,139 0 0
P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 41 772 SH   SOLE   772 0 0
PACCAR INC COM USD12 COMMON 693718108 211 2,361 SH   SOLE   2,361 0 0
PACIFIC BIOSCIENCES OF CALIF COM USD.0001 COMMON 69404D108 390 11,145 SH   SOLE   11,145 0 0
PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 1 123 SH   SOLE   123 0 0
PACIRA BIOSCIENCES INC COM USD.001 COMMON 695127100 286 4,710 SH   SOLE   4,710 0 0
PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1,058 7,812 SH   SOLE   7,812 0 0
PACWEST BANCORP COM NPV COMMON 695263103 1 15 SH   SOLE   15 0 0
PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 22 388 SH   SOLE   388 0 0
PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 1,210 3,262 SH   SOLE   3,262 0 0
PAN AMERICAN SILVER CORP COM NPV COMMON 697900108 1 29 SH   SOLE   29 0 0
PAPA JOHNS INTERNATIONAL INC COM USD.01 COMMON 698813102 125 1,198 SH   SOLE   1,198 0 0
PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 71 1,012 SH   SOLE   1,012 0 0
PARK HOTELS & RESORTS COM USD.01 COMMON 700517105 1 61 SH   SOLE   61 0 0
PARK NATIONAL CORP COM NPV COMMON 700658107 5 43 SH   SOLE   43 0 0
PARK OHIO HOLDINGS CORP COM USD1 COMMON 700666100 44 1,365 SH   SOLE   1,365 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 582 1,895 SH   SOLE   1,895 0 0
PARTY CITY HOLDCO INC COM USD.01 COMMON 702149105 0 1 SH   SOLE   1 0 0
PATRICK INDUSTRIES INC COM NPV COMMON 703343103 8 103 SH   SOLE   103 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 24 779 SH   SOLE   779 0 0
PATTERSON-UTI ENERGY INC COM USD.01 COMMON 703481101 23 2,349 SH   SOLE   2,349 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 2,195 20,465 SH   SOLE   20,465 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 8 22 SH   SOLE   22 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 58 305 SH   SOLE   305 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 5,397 18,516 SH   SOLE   18,516 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 4 87 SH   SOLE   87 0 0
PCB BANCORP COM COMMON 69320M109 135 8,415 SH   SOLE   8,415 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 37 5,612 SH   SOLE   5,612 0 0
PDC ENERGY INC COM USD.01 COMMON 69327R101 13 284 SH   SOLE   284 0 0
PDF SOLUTIONS INC COM USD.00015 COMMON 693282105 0 3 SH   SOLE   3 0 0
PEARSON PLC SPON ADR COMMON 705015105 2 180 SH   SOLE   180 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 460 19,521 SH   SOLE   19,521 0 0
PEGASYSTEMS INC COM USD.01 COMMON 705573103 1 6 SH   SOLE   6 0 0
PELOTON INTERACTIVE INC COM CL A USD0.000025 COMMON 70614W100 177 1,426 SH   SOLE   1,426 0 0
PEMBINA PIPELINE CORP COM COMMON 706327103 6 176 SH   SOLE   176 0 0
PEMBINA PIPELINE CORP COM COMMON 706327103 26 824 SH   SOLE   824 0 0
PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 388 5,081 SH   SOLE   5,081 0 0
PENN VIRGINIA CORP COM COMMON 70788V102 122 5,150 SH   SOLE   5,150 0 0
PENNANT GROUP INC (THE) COM COMMON 70805E109 50 1,213 SH   SOLE   1,213 0 0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 1,034 16,752 SH   SOLE   16,752 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 4 50 SH   SOLE   50 0 0
PENTAIR PLC COM USD.16 COMMON G7S00T104 48 711 SH   SOLE   711 0 0
PENUMBRA INC COM USD.001 COMMON 70975L107 22 81 SH   SOLE   81 0 0
PEOPLES FINANCIAL SERVICES COM COMMON 711040105 1 28 SH   SOLE   28 0 0
PEOPLE'S UNITED FINL INC COM NPV COMMON 712704105 21 1,242 SH   SOLE   1,242 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 3,117 21,036 SH   SOLE   21,036 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 542 6,738 SH   SOLE   6,738 0 0
PERFORMANCE FOOD GROUP CO COM USD.01 COMMON 71377A103 0 9 SH   SOLE   9 0 0
PERION NETWORK LTD ORD USD COMMON M78673114 1,030 48,080 SH   SOLE   48,080 0 0
PERKINELMER INC COM USD1 COMMON 714046109 2,015 13,050 SH   SOLE   13,050 0 0
PERRIGO CO PLC COM NPV COMMON G97822103 9 206 SH   SOLE   206 0 0
PERSHING SQ TN HOL LTD COM CL A COMMON 71531R109 46 2,000 SH   SOLE   2,000 0 0
PERSONALIS INC COM COMMON 71535D106 1 59 SH   SOLE   59 0 0
PETIQ INC COM CL A COMMON 71639T106 35 900 SH   SOLE   900 0 0
PETMED EXPRESS INC COM USD.001 COMMON 716382106 240 7,530 SH   SOLE   7,530 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 2,050 41,804 SH   SOLE   41,804 0 0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 285 23,293 SH   SOLE   23,293 0 0
PFIZER INC COM USD.1 COMMON 717081103 13,476 344,223 SH   SOLE   344,223 0 0
PFSWEB INC COM USD.001 COMMON 717098206 46 6,259 SH   SOLE   6,259 0 0
PG&E CORP COM USD5 COMMON 69331C108 6 544 SH   SOLE   544 0 0
PHASEBIO PHARMACEUTIC COM COMMON 717224109 0 122 SH   SOLE   122 0 0
PHATHOM PHARMA INC COM COMMON 71722W107 0 14 SH   SOLE   14 0 0
PHENIXFIN CORP COM USD0.001 COMMON 71742W103 74 1,828 SH   SOLE   1,828 0 0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 COMMON 71742Q106 49 1,682 SH   SOLE   1,682 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 37,376 377,174 SH   OTR   312,261 64,913 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 2,104 24,524 SH   SOLE   24,524 0 0
PHOTRONICS INC COM NPV COMMON 719405102 25 1,923 SH   SOLE   1,923 0 0
PHREESIA INC COM USD0.01 COMMON 71944F106 110 1,789 SH   SOLE   1,789 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 146 7,890 SH   SOLE   7,890 0 0
PINDUODUO INC -ADR ADR COMMON 722304102 1,839 14,479 SH   SOLE   14,479 0 0
PINNACLE FINL PARTNERS INC COM USD1. COMMON 72346Q104 2 17 SH   SOLE   17 0 0
PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 23 280 SH   SOLE   280 0 0
PINTEREST INC COM CL A COMMON 72352L106 132 1,679 SH   SOLE   1,679 0 0
PIONEER NATURAL RESOURCES CO COM NPV COMMON 723787107 160 986 SH   SOLE   986 0 0
PIPER SANDLER COS COM COMMON 724078100 1 4 SH   SOLE   4 0 0
PITNEY BOWES INC COM USD2 COMMON 724479100 92 10,488 SH   SOLE   10,488 0 0
PJT PARTNERS INC CL A COM USD0.01 COMMON 69343T107 107 1,506 SH   SOLE   1,506 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 70 1,671 SH   SOLE   1,671 0 0
PLUG POWER INC COM USD.01 COMMON 72919P202 672 19,670 SH   SOLE   19,670 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 21,071 110,459 SH   OTR   78,998 31,461 0
PNM RESOURCES INC COM USD5 COMMON 69349H107 11 225 SH   SOLE   225 0 0
POINTS INTERNATIONAL LTD COM COMMON 730843208 227 13,049 SH   SOLE   13,049 0 0
POLARIS INC COM NPV COMMON 731068102 2,501 18,268 SH   SOLE   18,268 0 0
POOL CORP COM USD.001 COMMON 73278L105 1,912 4,168 SH   SOLE   4,168 0 0
POPULAR INC COM USD5 COMMON 733174700 2,126 28,329 SH   SOLE   28,329 0 0
PORTLAND GENERAL ELECTRIC CO COM USD COMMON 736508847 0 9 SH   SOLE   9 0 0
PORTMAN RIDGE FINANCE CORP COM USD.01 COMMON 73688F102 1 371 SH   SOLE   371 0 0
POSCO SPON ADR COMMON 693483109 5,351 69,705 SH   SOLE   69,705 0 0
POST HOLDINGS INC COM USD.01 COMMON 737446104 229 2,113 SH   SOLE   2,113 0 0
POTLATCHDELTIC CORP COM USD1 COMMON 737630103 519 9,766 SH   SOLE   9,766 0 0
POWER INTEGRATIONS INC COM USD.001 COMMON 739276103 306 3,734 SH   SOLE   3,734 0 0
POWER REIT SHS BEN INT NPV COMMON 73933H101 251 6,253 SH   SOLE   6,253 0 0
PPD INC COM COMMON 69355F102 59 1,274 SH   SOLE   1,274 0 0
PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 664 3,911 SH   SOLE   3,911 0 0
PPL CORP COM NPV COMMON 69351T106 53 1,891 SH   SOLE   1,891 0 0
PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 174 1,056 SH   SOLE   1,056 0 0
PRAXIS PRECIS MEDI INC COM USD.0001 COMMON 74006W108 18 1,004 SH   SOLE   1,004 0 0
PRECIGEN INC COM NPV COMMON 74017N105 31 4,777 SH   SOLE   4,777 0 0
PRECISION DRILLING CORP COM NPV COMMON 74022D407 1 25 SH   SOLE   25 0 0
PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 35 465 SH   SOLE   465 0 0
PRESTIGE CONSUMER HEALTHCARE COM USD.01 COMMON 74112D101 358 6,866 SH   SOLE   6,866 0 0
PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 12,431 62,799 SH   SOLE   62,799 0 0
PRICESMART INC COM USD.0001 COMMON 741511109 7 76 SH   SOLE   76 0 0
PRIMERICA INC COM USD.01 COMMON 74164M108 6 36 SH   SOLE   36 0 0
PRIMORIS SERVICES CORP COM USD.0001 COMMON 74164F103 85 2,885 SH   SOLE   2,885 0 0
PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 44 697 SH   SOLE   697 0 0
PRIORITY TECHNLGY HLDNGS INC COM COMMON 74275G107 315 41,304 SH   SOLE   41,304 0 0
PROCTER & GAMBLE CO COM NPV COMMON 742718109 25,362 188,018 SH   SOLE   188,018 0 0
PRO-DEX INC/CO COM NPV COMMON 74265M205 179 5,861 SH   SOLE   5,861 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 319 6,620 SH   SOLE   6,620 0 0
PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 7 149 SH   SOLE   149 0 0
PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 16,370 166,687 SH   OTR   136,185 30,502 0
PROGYNY INC COM COMMON 74340E103 118 2,006 SH   SOLE   2,006 0 0
PROLOGIS INC COM USD.01 COMMON 74340W103 6,117 51,185 SH   SOLE   51,185 0 0
PROOFPOINT INC COM USD.0001 COMMON 743424103 98 565 SH   SOLE   565 0 0
PROSHARES TR ONLINE RTL ETF COMMON 74347B169 1 16 SH   SOLE   16 0 0
PROSHARES TR PET CARE ETF COMMON 74348A145 24 300 SH   SOLE   300 0 0
PROSHARES ULTRASHORT EURO COMMON 74347W882 5 201 SH   SOLE   201 0 0
PROSPERITY BANCSHARES INC COM NPV COMMON 743606105 7 92 SH   SOLE   92 0 0
PROTAGONIST THERAPEUTICS INC COM USD.00001 COMMON 74366E102 108 2,403 SH   SOLE   2,403 0 0
PROTO LABS INC COM USD0.001 COMMON 743713109 151 1,644 SH   SOLE   1,644 0 0
PROVIDENT FINANCIAL SVCS INC COM USD.01 COMMON 74386T105 4 196 SH   SOLE   196 0 0
PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 15,180 148,148 SH   OTR   104,077 44,071 0
PRUDENTIAL PLC ADR COMMON 74435K204 290 7,601 SH   SOLE   7,601 0 0
PS BUSINESS PARKS COM USD.01 COMMON 69360J107 99 668 SH   SOLE   668 0 0
PTC INC COM USD.01 COMMON 69370C100 1,093 7,737 SH   SOLE   7,737 0 0
PTC THERAPEUTICS INC COM USD.001 COMMON 69366J200 8 197 SH   SOLE   197 0 0
PUBLIC SERVICE ENTRP GRP INC COM NPV COMMON 744573106 84 1,412 SH   SOLE   1,412 0 0
PUBLIC STORAGE COM USD.1 COMMON 74460D109 489 1,627 SH   SOLE   1,627 0 0
PULTEGROUP INC COM USD.01 COMMON 745867101 18,780 344,151 SH   OTR   263,662 80,489 0
PUMA BIOTECHNOLOGY INC COM USD0.00001 COMMON 74587V107 46 5,060 SH   SOLE   5,060 0 0
PURE STORAGE INC CL A COM USD.0001 COMMON 74624M102 1 55 SH   SOLE   55 0 0
PURPLE INNOVATION INC COM CL A USD.0001 COMMON 74640Y106 7 274 SH   SOLE   274 0 0
PVH CORP COM USD1 COMMON 693656100 5,061 47,055 SH   SOLE   47,055 0 0
PYROGENESIS CANADA INC COM NPV COMMON 74734T104 1 157 SH   SOLE   157 0 0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 657 59,646 SH   SOLE   59,646 0 0
QAD INC CL A COM NPV COMMON 74727D306 142 1,630 SH   SOLE   1,630 0 0
QIAGEN NV COM NLG.03 COMMON N72482123 18 370 SH   SOLE   370 0 0
QORVO INC COM NPV COMMON 74736K101 829 4,239 SH   SOLE   4,239 0 0
QTS REALTY TRUST INC CL A COM USD0.01 COMMON 74736A103 9 119 SH   SOLE   119 0 0
QUAD/GRAPHICS INC CL A COM USD.025 COMMON 747301109 3 700 SH   SOLE   700 0 0
QUALCOMM INC COM USD.0001 COMMON 747525103 39,803 278,481 SH   OTR   205,049 73,432 0
QUALYS INC COM USD0.001 COMMON 74758T303 890 8,839 SH   SOLE   8,839 0 0
QUANEX BUILDING PRODUCTS COM USD.01 COMMON 747619104 1,065 42,897 SH   SOLE   42,897 0 0
QUANTA SERVICES INC COM USD.00001 COMMON 74762E102 4,158 45,910 SH   SOLE   45,910 0 0
QUANTERIX CORP COM COMMON 74766Q101 78 1,335 SH   SOLE   1,335 0 0
QUDIAN INC ADR COMMON 747798106 1,047 434,594 SH   SOLE   434,594 0 0
QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 54 406 SH   SOLE   406 0 0
QUEST RESOURCE HOLDING CORP COM USD.001 COMMON 74836W203 92 14,507 SH   SOLE   14,507 0 0
QUIDEL CORP COM NPV COMMON 74838J101 1 4 SH   SOLE   4 0 0
QUINSTREET INC COM USD.001 COMMON 74874Q100 4 204 SH   SOLE   204 0 0
QUOTIENT LTD ORD SHS COMMON G73268107 1 141 SH   SOLE   141 0 0
QUOTIENT TECHNOLOGY INC COM USD.00001 COMMON 749119103 115 10,645 SH   SOLE   10,645 0 0
QURATE RETAIL INC INT COM SER A COMMON 74915M100 814 62,164 SH   SOLE   62,164 0 0
R F INDUSTRIES LTD COM USD.01 COMMON 749552105 0 48 SH   SOLE   48 0 0
R1 RCM INC COM USD.01 COMMON 749397105 159 7,164 SH   SOLE   7,164 0 0
RADIAN GROUP INC COM USD.001 COMMON 750236101 133 5,999 SH   SOLE   5,999 0 0
RADIANT LOGISTICS INC COM COMMON 75025X100 12 1,754 SH   SOLE   1,754 0 0
RADNET INC COM USD.01 COMMON 750491102 78 2,320 SH   SOLE   2,320 0 0
RAFAEL HOLDINGS INC COM CL B USD0.01 COMMON 75062E106 8 147 SH   SOLE   147 0 0
RALPH LAUREN CORP CL A COM USD.01 COMMON 751212101 163 1,387 SH   SOLE   1,387 0 0
RAMACO RESOURCES INC COM USD0.01 COMMON 75134P303 1 192 SH   SOLE   192 0 0
RAMBUS INC COM USD.001 COMMON 750917106 4 159 SH   SOLE   159 0 0
RAPID7 INC COM USD.01 COMMON 753422104 41 432 SH   SOLE   432 0 0
RAPT THERAPEUTICS INC COM COMMON 75382E109 19 598 SH   SOLE   598 0 0
RAYMOND JAMES FINANCIAL CORP COM USD.01 COMMON 754730109 1,026 7,901 SH   SOLE   7,901 0 0
RAYTHEON TECHNOLOGIES CORP COM USD5 COMMON 75513E101 1,880 22,043 SH   SOLE   22,043 0 0
RBC BEARINGS INC COM USD.01 COMMON 75524B104 1 5 SH   SOLE   5 0 0
RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 13 379 SH   SOLE   379 0 0
REAL ESTATE SELECT SECT SPDR COMMON 81369Y860 18 416 SH   SOLE   416 0 0
REALOGY HOLDINGS CORP CL A COM USD.01 COMMON 75605Y106 87 4,754 SH   SOLE   4,754 0 0
REALTY INCOME CORP COM USD1 COMMON 756109104 158 2,361 SH   SOLE   2,361 0 0
REATA PHARMACEUTICALS INC CL A COM NPV COMMON 75615P103 1 10 SH   SOLE   10 0 0
RECRO PHARMA INC COM USD.01 COMMON 75629F109 1 239 SH   SOLE   239 0 0
RED ROCK RESORTS INC CL A COM USD.01 COMMON 75700L108 411 9,685 SH   SOLE   9,685 0 0
REDFIN CORP COM 0.001USD COMMON 75737F108 201 3,168 SH   SOLE   3,168 0 0
REGAL BELOIT CORP COM NPV COMMON 758750103 776 5,810 SH   SOLE   5,810 0 0
REGENCY CENTERS CORP COM USD.01 COMMON 758849103 334 5,211 SH   SOLE   5,211 0 0
REGENERON PHARMACEUTICALS COM USD.001 COMMON 75886F107 313 561 SH   SOLE   561 0 0
REGIONAL MANAGEMENT CORP COM USD.1 COMMON 75902K106 243 5,216 SH   SOLE   5,216 0 0
REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 23,070 1,143,607 SH   OTR   1,122,428 21,179 0
REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 541 4,748 SH   SOLE   4,748 0 0
REKOR SYSTEMS INC COM COMMON 759419104 0 38 SH   SOLE   38 0 0
RELIANCE STEEL & ALUMINUM CO COM NPV COMMON 759509102 2,059 13,643 SH   SOLE   13,643 0 0
RELX PLC SP ADR COMMON 759530108 591 22,177 SH   SOLE   22,177 0 0
RENAISSANCERE HOLDINGS LTD COM USD1 COMMON G7496G103 22 148 SH   SOLE   148 0 0
RENESOLA LTD ADS NPV COMMON 75971T301 3 307 SH   SOLE   307 0 0
RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 911 14,610 SH   SOLE   14,610 0 0
RENT-A-CENTER INC COM USD.01 COMMON 76009N100 1,165 21,955 SH   SOLE   21,955 0 0
REPLIGEN CORP COM USD.01 COMMON 759916109 144 723 SH   SOLE   723 0 0
REPLIMUNE GROUP INC COM COMMON 76029N106 46 1,202 SH   SOLE   1,202 0 0
REPUBLIC FIRST BANCORP INC COM NPV COMMON 760416107 1 290 SH   SOLE   290 0 0
REPUBLIC SERVICES INC COM USD.01 COMMON 760759100 388 3,527 SH   SOLE   3,527 0 0
RESIDEO TECHNOLOGIES COM COMMON 76118Y104 6 195 SH   SOLE   195 0 0
RESMED INC COM USD.004 COMMON 761152107 987 4,002 SH   SOLE   4,002 0 0
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