0001423442-20-000003.txt : 20200212
0001423442-20-000003.hdr.sgml : 20200212
20200212134014
ACCESSION NUMBER: 0001423442-20-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200212
DATE AS OF CHANGE: 20200212
EFFECTIVENESS DATE: 20200212
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: O'SHAUGHNESSY ASSET MANAGEMENT, LLC
CENTRAL INDEX KEY: 0001423442
IRS NUMBER: 208958799
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-12966
FILM NUMBER: 20603098
BUSINESS ADDRESS:
STREET 1: 6 SUBURBAN AVENUE
CITY: STAMFORD
STATE: CT
ZIP: 06901-2012
BUSINESS PHONE: 203-975-3333
MAIL ADDRESS:
STREET 1: 6 SUBURBAN AVENUE
CITY: STAMFORD
STATE: CT
ZIP: 06901-2012
13F-HR
1
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0001423442
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12-31-2019
12-31-2019
O'SHAUGHNESSY ASSET MANAGEMENT, LLC
6 SUBURBAN AVENUE
STAMFORD
CT
06901-2012
13F HOLDINGS REPORT
028-12966
N
RAYMOND AMOROSO III ESQ.
CHIEF COMPLIANCE OFFICER
203-975-3318
/s/ RAYMOND AMOROSO III ESQ.
STAMFORD
CT
02-12-2020
1
1898
4501393
false
1
0001409728
028-12567
Mercer Investments LLC
INFORMATION TABLE
2
13F4thqtr2019finl4.xml
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1
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1
0
0
360 FINANCE INC - ADR ADS
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3
358
SH
SOLE
358
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0
3D SYSTEMS CORP COM NPV
COMMON
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1
160
SH
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160
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0
3M CO COM NPV
COMMON
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173
979
SH
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COMMON
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26
588
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0
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2904
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1093
12586
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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ARMSTRONG WORLD INDUSTRIES COM
COMMON
04247X102
5084
54112
SH
SOLE
54112
0
0
ARQULE INC COM USD.01
COMMON
04269E107
2
103
SH
SOLE
103
0
0
ARROW ELECTRONICS INC COM USD1
COMMON
042735100
18
218
SH
SOLE
218
0
0
ARROWHEAD PHARMACEUTICALS COM USD.001
COMMON
04280A100
909
14359
SH
SOLE
14359
0
0
ARTHUR J GALLAGHER & CO COM USD1
COMMON
363576109
128
1349
SH
SOLE
1349
0
0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01
COMMON
04316A108
175
5411
SH
SOLE
5411
0
0
ASBURY AUTOMOTIVE GROUP INC COM USD.01
COMMON
043436104
10
89
SH
SOLE
89
0
0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR
COMMON
00215W100
0
56
SH
SOLE
56
0
0
ASGN INC COM USD.01
COMMON
00191U102
2
29
SH
SOLE
29
0
0
ASHLAND GLOBAL HOLDINGS INC COM USD1
COMMON
044186104
2
30
SH
SOLE
30
0
0
ASML HOLDING NV ADR NY SHS
COMMON
N07059210
231
779
SH
SOLE
779
0
0
ASSERTIO THERAPEUTICS INC COM NPV
COMMON
04545L107
0
1
SH
SOLE
1
0
0
ASSOCIATED BANC-CORP COM USD.1
COMMON
045487105
57
2584
SH
SOLE
2584
0
0
ASSOCIATED CAPITAL GROUP INC CL A COM USD.001
COMMON
045528106
91
2313
SH
SOLE
2313
0
0
ASSURANT INC COM USD.01
COMMON
04621X108
18
137
SH
SOLE
137
0
0
ASSURED GUARANTY LTD COM
COMMON
G0585R106
38
781
SH
SOLE
781
0
0
ASTRAZENECA PLC SPON ADR
COMMON
046353108
715
14333
SH
SOLE
14333
0
0
ASTRONICS CORP COM USD.01
COMMON
046433108
120
4316
SH
SOLE
4316
0
0
ASTRONOVA INC COM USD.05
COMMON
04638F108
218
15913
SH
SOLE
15913
0
0
ASURE SOFTWARE INC COM USD.01
COMMON
04649U102
10
1263
SH
SOLE
1263
0
0
AT&T INC COM USD1
COMMON
00206R102
6652
170233
SH
SOLE
170233
0
0
ATHENE HOLDING LTD COM CL A USD.001
COMMON
G0684D107
37
788
SH
SOLE
788
0
0
ATKORE INTL GROUP INC COM USD.01
COMMON
047649108
1227
30341
SH
SOLE
30341
0
0
ATLANTIC POWER CORP COM
COMMON
04878Q863
4
1739
SH
SOLE
1739
0
0
ATLAS AIR WORLDWIDE HLDG INC COM NEW
COMMON
049164205
4
143
SH
SOLE
143
0
0
ATLASSIAN CORP PLC CL A ORD USD.1
COMMON
G06242104
23
189
SH
SOLE
189
0
0
ATMOS ENERGY CORP COM NPV
COMMON
049560105
11
94
SH
SOLE
94
0
0
ATN INTERNATIONAL INC COM USD.01
COMMON
00215F107
7
134
SH
SOLE
134
0
0
ATRICURE INC COM USD.001
COMMON
04963C209
9
269
SH
SOLE
269
0
0
ATRION CORP COM USD1
COMMON
049904105
194
259
SH
SOLE
259
0
0
AU OPTRONICS CORP SPONSORED ADR
COMMON
002255107
37
11370
SH
SOLE
11370
0
0
AUBURN NATIONAL BANCORP COM USD.01
COMMON
050473107
4
70
SH
SOLE
70
0
0
AUDENTES THERAPEUTICS INC COM USD.00001
COMMON
05070R104
8
128
SH
SOLE
128
0
0
AUDIOCODES LTD ORD NIS.01
COMMON
M15342104
349
13600
SH
SOLE
13600
0
0
AUTODESK INC COM NPV
COMMON
052769106
59
323
SH
SOLE
323
0
0
AUTOLIV INC COM USD1
COMMON
052800109
6
72
SH
SOLE
72
0
0
AUTOMATIC DATA PROCESSING COM NPV
COMMON
053015103
4642
27227
SH
SOLE
27227
0
0
AUTONATION INC COM USD.01
COMMON
05329W102
22
449
SH
SOLE
449
0
0
AUTOZONE INC COM NPV
COMMON
053332102
28071
23571
SH
OTR
19412
4159
0
AVALONBAY COMMUNITIES INC COM USD.01
COMMON
053484101
30
144
SH
SOLE
144
0
0
AVEO PHARMACEUTICALS INC COM USD.001
COMMON
053588109
5
8500
SH
SOLE
8500
0
0
AVERY DENNISON CORP COM USD1
COMMON
053611109
5
36
SH
SOLE
36
0
0
AVIAT NETWORKS INC COM USD.01
COMMON
05366Y201
90
6382
SH
SOLE
6382
0
0
AVISTA CORP COM NPV
COMMON
05379B107
14
288
SH
SOLE
288
0
0
AVNET INC COM USD1
COMMON
053807103
70
1652
SH
SOLE
1652
0
0
AXA EQUITABLE HOLDINGS COM
COMMON
054561105
4618
186364
SH
OTR
137591
48773
0
AXIS CAPITAL HOLDINGS LTD COM USD.1
COMMON
G0692U109
12
202
SH
SOLE
202
0
0
B2GOLD CORP COM NPV
COMMON
11777Q209
1582
394537
SH
SOLE
394537
0
0
BAIDU INC ADR
COMMON
056752108
29
230
SH
SOLE
230
0
0
BAKER HUGHES CO COM A
COMMON
05722G100
2
84
SH
SOLE
84
0
0
BALL CORP COM NPV
COMMON
058498106
346
5346
SH
SOLE
5346
0
0
BANCO SANTANDER MEXICO -ADR ADR
COMMON
05969B103
172
25423
SH
SOLE
25423
0
0
BANCO SANTANDER SA ADR
COMMON
05964H105
68
16511
SH
SOLE
16511
0
0
BANCORP INC COM
COMMON
05969A105
1
97
SH
SOLE
97
0
0
BANK OF AMERICA CORP COM USD2.5
COMMON
060505104
54587
1550645
SH
OTR
1234355
316290
0
BANK OF COMMERCE HOLDINGS COM NPV
COMMON
06424J103
79
6857
SH
SOLE
6857
0
0
BANK OF MONTREAL COM NPV
COMMON
063671101
1587
20480
SH
SOLE
20480
0
0
BANK OF NEW YORK MELLON CORP COM USD7.5
COMMON
064058100
108
2155
SH
SOLE
2155
0
0
BANK OF NOVA SCOTIA COM NPV
COMMON
064149107
66
1177
SH
SOLE
1177
0
0
BANK OF NT BUTTERFIELD & SON COM BMD0.01
COMMON
G0772R208
324
8749
SH
SOLE
8749
0
0
BANK OF PRINCETON COM
COMMON
064520109
61
1945
SH
SOLE
1945
0
0
BANKFINANCIAL CORP COM USD.01
COMMON
06643P104
139
10628
SH
SOLE
10628
0
0
BANKUNITED INC COM USD.01
COMMON
06652K103
16
449
SH
SOLE
449
0
0
BANNER CORP COM USD.01
COMMON
06652V208
10
170
SH
SOLE
170
0
0
BAR HARBOR BANKSHARES COM USD2
COMMON
066849100
75
2954
SH
SOLE
2954
0
0
BARCLAYS PLC ADR
COMMON
06738E204
93
9806
SH
SOLE
9806
0
0
BARRETT BUSINESS SVCS INC COM USD.01
COMMON
068463108
1
7
SH
SOLE
7
0
0
BARRICK GOLD CORP COM NPV
COMMON
067901108
2216
119331
SH
SOLE
119331
0
0
BASSETT FURNITURE INDS COM USD5
COMMON
070203104
322
19298
SH
SOLE
19298
0
0
BAUDAX BIO INC COM
COMMON
07160F107
1
132
SH
SOLE
132
0
0
BAXTER INTERNATIONAL INC COM USD1
COMMON
071813109
78
927
SH
SOLE
927
0
0
BBVA SPON ADR
COMMON
05946K101
480
86099
SH
SOLE
86099
0
0
BCB BANCORP INC COM
COMMON
055298103
181
13153
SH
SOLE
13153
0
0
BCE INC COM NPV
COMMON
05534B760
6811
147072
SH
SOLE
147072
0
0
BEACON ROOFING SUPPLY INC COM USD.01
COMMON
073685109
2
78
SH
SOLE
78
0
0
BEAZER HOMES USA INC COM USD.01
COMMON
07556Q881
11
813
SH
SOLE
813
0
0
BECTON DICKINSON & CO COM USD1
COMMON
075887109
79
289
SH
SOLE
289
0
0
BED BATH & BEYOND INC COM USD.01
COMMON
075896100
12
718
SH
SOLE
718
0
0
BEL FUSE INC CL B
COMMON
077347300
80
3885
SH
SOLE
3885
0
0
BELDEN INC COM USD.01
COMMON
077454106
256
4654
SH
SOLE
4654
0
0
BENCHMARK ELECTRONICS INC COM USD.01
COMMON
08160H101
1343
39145
SH
SOLE
39145
0
0
BERKLEY (W R) CORP COM USD.2
COMMON
084423102
103
1494
SH
SOLE
1494
0
0
BERKSHIRE HATHAWAY CL B COM USD.0033
COMMON
084670702
695
3068
SH
SOLE
3068
0
0
BERKSHIRE HILLS BANCORP INC COM USD.01
COMMON
084680107
118
3601
SH
SOLE
3601
0
0
BERRY PETROLEUM COM
COMMON
08579X101
44
4629
SH
SOLE
4629
0
0
BEST BUY CO INC COM USD.1
COMMON
086516101
53639
611199
SH
OTR
512081
99118
0
BG STAFFING INC COM
COMMON
05544A109
345
15769
SH
SOLE
15769
0
0
BHP GROUP LTD ADR
COMMON
05545E209
64
1367
SH
SOLE
1367
0
0
BHP GROUP LTD ADR
COMMON
088606108
272
4980
SH
SOLE
4980
0
0
BIG 5 SPORTING GOODS CORP COM USD.01
COMMON
08915P101
360
119971
SH
SOLE
119971
0
0
BIGLARI HOLDINGS INC CL B
COMMON
08986R309
231
2018
SH
SOLE
2018
0
0
BIODELIVERY SCIENCES INTL COM NPV
COMMON
09060J106
252
39909
SH
SOLE
39909
0
0
BIOGEN INC COM NPV
COMMON
09062X103
6153
20741
SH
OTR
17280
3461
0
BIOHAVEN PHRMCUTCL HLD COM
COMMON
G11196105
2
30
SH
SOLE
30
0
0
BIOMARIN PHARMACEUTICAL INC COM USD.001
COMMON
09061G101
1
15
SH
SOLE
15
0
0
BIO-RAD LABORATORIES INC CL A COM USD1
COMMON
090572207
104
281
SH
SOLE
281
0
0
BIOSPECIFICS TECHNOLOGIES CP COM USD.001
COMMON
090931106
5
93
SH
SOLE
93
0
0
BIOTELEMETRY INC COM USD.001
COMMON
090672106
12
261
SH
SOLE
261
0
0
BLACK HILLS CORP COM USD1
COMMON
092113109
43
549
SH
SOLE
549
0
0
BLACK KNIGHT INC CL A COM USD.0001
COMMON
09215C105
2
29
SH
SOLE
29
0
0
BLACKROCK INC COM USD.01
COMMON
09247X101
176
350
SH
SOLE
350
0
0
BLACKSTONE GROUP INC COM UNIT
COMMON
09260D107
144
2583
SH
SOLE
2583
0
0
BLOCK H & R INC COM NPV
COMMON
093671105
593
25271
SH
SOLE
25271
0
0
BLOOM ENERGY CORP COM
COMMON
093712107
0
1
SH
SOLE
1
0
0
BLUEPRINT MEDICINES CORP COM USD.001
COMMON
09627Y109
4
55
SH
SOLE
55
0
0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01
COMMON
09627J102
262
21805
SH
SOLE
21805
0
0
BMC STOCK HOLDINGS INC COM USD.01
COMMON
05591B109
2708
94438
SH
SOLE
94438
0
0
BOEING CO COM USD5
COMMON
097023105
191
585
SH
SOLE
585
0
0
BOISE CASCADE CO COM USD.01
COMMON
09739D100
276
7560
SH
SOLE
7560
0
0
BOOKING HOLDINGS INC COM USD.008
COMMON
09857L108
5911
2878
SH
OTR
2678
200
0
BOOT BARN HOLDINGS INC COM USD.001
COMMON
099406100
4
97
SH
SOLE
97
0
0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01
COMMON
099502106
30
422
SH
SOLE
422
0
0
BORGWARNER INC COM USD.01
COMMON
099724106
2687
61938
SH
SOLE
61938
0
0
BOSTON BEER INC -CL A CL A COM USD.01
COMMON
100557107
551
1461
SH
SOLE
1461
0
0
BOSTON PRIVATE FINL HOLDINGS COM USD1
COMMON
101119105
2304
191520
SH
SOLE
191520
0
0
BOSTON PROPERTIES INC COM USD.01
COMMON
101121101
10158
73712
SH
OTR
68581
5131
0
BOSTON SCIENTIFIC CORP COM USD.01
COMMON
101137107
113
2504
SH
SOLE
2504
0
0
BP PLC ADR
COMMON
055622104
94
2490
SH
SOLE
2490
0
0
BRADESCO BANCO SPON ADR
COMMON
059460402
99
11435
SH
SOLE
11435
0
0
BRADY CORP CL A COM USD.01
COMMON
104674106
1375
24059
SH
SOLE
24059
0
0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01
COMMON
105368203
52
3279
SH
SOLE
3279
0
0
BRASKEM SA SPON ADR PFD A
COMMON
105532105
10
645
SH
SOLE
645
0
0
BRF SA SPON ADR NPV
COMMON
10552T107
128
14693
SH
SOLE
14693
0
0
BRIDGFORD FOODS CORP COM USD1
COMMON
108763103
54
2198
SH
SOLE
2198
0
0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001
COMMON
109194100
9
58
SH
SOLE
58
0
0
BRIGHTHOUSE FINANL INC When Issued
COMMON
10922N103
35
893
SH
SOLE
893
0
0
BRIGHTSPHERE INVEST GRP INC ORD
COMMON
10948W103
354
34645
SH
SOLE
34645
0
0
BRINKER INTL INC COM USD.1
COMMON
109641100
3576
85153
SH
SOLE
85153
0
0
BRISTOL-MYERS SQUIBB CO COM USD.1
COMMON
110122108
497
7740
SH
SOLE
7740
0
0
BRITISH AMER TOBACCO PLC SPON ADR
COMMON
110448107
232
5467
SH
SOLE
5467
0
0
BRIXMOR PROPERTY GROUP INC COM USD.01
COMMON
11120U105
63
2894
SH
SOLE
2894
0
0
BROADCOM INC ORD NPV
COMMON
11135F101
323
1022
SH
SOLE
1022
0
0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01
COMMON
11133T103
21
171
SH
SOLE
171
0
0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV
COMMON
112585104
91
1583
SH
SOLE
1583
0
0
BROWN & BROWN INC COM USD.1
COMMON
115236101
1
29
SH
SOLE
29
0
0
BROWN FORMAN CORP CL B COM USD.15
COMMON
115637209
2
32
SH
SOLE
32
0
0
BRP INC SUB VTG NPV
COMMON
05577W200
13389
294014
SH
SOLE
294014
0
0
BRT APARTMENTS CORP SHS BEN INT
COMMON
055645303
303
17853
SH
SOLE
17853
0
0
BRUKER CORP COM USD.01
COMMON
116794108
394
7738
SH
SOLE
7738
0
0
BUCKLE INC COM USD.05
COMMON
118440106
388
14365
SH
SOLE
14365
0
0
BUILDERS FIRSTSOURCE COM USD.01
COMMON
12008R107
1681
66267
SH
SOLE
66267
0
0
BUNGE LTD COM USD.01
COMMON
G16962105
1
17
SH
SOLE
17
0
0
BURLINGTON STORES INC COM USD0.0001
COMMON
122017106
115
503
SH
SOLE
503
0
0
BWX TECHNOLOGIES INC COM USD.01
COMMON
05605H100
1
20
SH
SOLE
20
0
0
C&F FINANCIAL CORP COM USD1
COMMON
12466Q104
174
3139
SH
SOLE
3139
0
0
CABLE ONE INC COM USD.01
COMMON
12685J105
152
102
SH
SOLE
102
0
0
CABOT MICROELECTRONICS CORP COM USD.001
COMMON
12709P103
7
48
SH
SOLE
48
0
0
CABOT OIL & GAS CORP COM USD.1
COMMON
127097103
2415
138719
SH
OTR
101134
37585
0
CACI INTL INC -CL A CL A COM USD.1
COMMON
127190304
268
1073
SH
SOLE
1073
0
0
CADENCE BANCORPORATION CL A COM
COMMON
12739A100
1
80
SH
SOLE
80
0
0
CADENCE DESIGN SYSTEMS INC COM USD.01
COMMON
127387108
7748
111714
SH
SOLE
111714
0
0
CAE INC COM NPV
COMMON
124765108
8597
324841
SH
SOLE
324841
0
0
CALAMP CORP COM NPV
COMMON
128126109
78
8172
SH
SOLE
8172
0
0
CALLAWAY GOLF CO COM USD.01
COMMON
131193104
8
359
SH
SOLE
359
0
0
CALLON PETROLEUM CO/DE COM USD.01
COMMON
13123X102
5
1134
SH
SOLE
1134
0
0
CAL-MAINE FOODS INC COM USD.01
COMMON
128030202
474
11077
SH
SOLE
11077
0
0
CAMPBELL SOUP CO COM USD.3
COMMON
134429109
1
23
SH
SOLE
23
0
0
CANADIAN IMPERIAL BANK COM NPV
COMMON
136069101
7901
94990
SH
SOLE
94990
0
0
CANADIAN NATIONAL RAILWAY CO COM NPV
COMMON
136375102
53
581
SH
SOLE
581
0
0
CANADIAN NATURAL RESOURCES COM NPV
COMMON
136385101
19831
613402
SH
SOLE
613402
0
0
CANADIAN PACIFIC RAILWAY LTD COM CAD5
COMMON
13645T100
63
249
SH
SOLE
249
0
0
CANON INC ADR
COMMON
138006309
51
1848
SH
SOLE
1848
0
0
CAPITAL CITY BK GROUP INC COM USD.01
COMMON
139674105
187
6133
SH
SOLE
6133
0
0
CAPITAL ONE FINANCIAL CORP COM USD.01
COMMON
14040H105
1138
11059
SH
SOLE
11059
0
0
CAPRI HOLDINGS LTD ORD NPV
COMMON
G1890L107
0
9
SH
SOLE
9
0
0
CARDINAL HEALTH INC COM NPV
COMMON
14149Y108
97456
1927828
SH
OTR
1564239
363589
0
CARDIOVASCULAR SYSTEMS INC COM NPV
COMMON
141619106
6
117
SH
SOLE
117
0
0
CARDTRONICS PLC CL A ORD USD0.01
COMMON
G1991C105
74
1650
SH
SOLE
1650
0
0
CAREER EDUCATION CORP COM USD.01
COMMON
141665109
228
12447
SH
SOLE
12447
0
0
CARETRUST REIT INC COM USD.01
COMMON
14174T107
405
19666
SH
SOLE
19666
0
0
CARLISLE COS INC COM NPV
COMMON
142339100
5759
35588
SH
SOLE
35588
0
0
CARMAX INC COM NPV
COMMON
143130102
5
54
SH
SOLE
54
0
0
CARNIVAL CORPORATION & PLC COM USD.01
COMMON
143658300
3
53
SH
SOLE
53
0
0
CARPENTER TECHNOLOGY CORP COM USD5
COMMON
144285103
3
54
SH
SOLE
54
0
0
CARS.COM INC COM USD.01
COMMON
14575E105
0
33
SH
SOLE
33
0
0
CARTER'S INC COM USD.01
COMMON
146229109
32
293
SH
SOLE
293
0
0
CARVANA CO CL A COM USD .001
COMMON
146869102
5
50
SH
SOLE
50
0
0
CASEYS GENERAL STORES INC COM NPV
COMMON
147528103
32
202
SH
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0
0
FLUENT INC COM USD.0005
COMMON
34380C102
124
49459
SH
SOLE
49459
0
0
FMC CORP COM USD.1
COMMON
302491303
4
38
SH
SOLE
38
0
0
FOCUS FINANCL PRTNR LLC COM
COMMON
34417P100
15
512
SH
SOLE
512
0
0
FOOT LOCKER INC COM USD3
COMMON
344849104
1082
27750
SH
SOLE
27750
0
0
FORD MOTOR CO COM USD1
COMMON
345370860
36
3874
SH
SOLE
3874
0
0
FORESTAR GROUP INC COM USD1
COMMON
346232101
163
7841
SH
SOLE
7841
0
0
FORMFACTOR INC COM USD.001
COMMON
346375108
85
3282
SH
SOLE
3282
0
0
FORTERRA INC COM USD0.001
COMMON
34960W106
698
60415
SH
SOLE
60415
0
0
FORTINET INC COM USD.001
COMMON
34959E109
1
12
SH
SOLE
12
0
0
FORTIS INC COM NPV
COMMON
349553107
0
8
SH
SOLE
8
0
0
FORTIVE CORP COM USD.01
COMMON
34959J108
21
275
SH
SOLE
275
0
0
FORTRESS BIOTECH INC COM USD.001
COMMON
34960Q109
12
4838
SH
SOLE
4838
0
0
FORTUNE BRANDS HOME & SECUR COM USD.01
COMMON
34964C106
484
7402
SH
SOLE
7402
0
0
FORUM ENERGY TECH INC COM USD0.01
COMMON
34984V100
0
1
SH
SOLE
1
0
0
FOSSIL GROUP INC COM USD.01
COMMON
34988V106
108
13760
SH
SOLE
13760
0
0
FOSTER (LB) CO COM USD.01
COMMON
350060109
3
153
SH
SOLE
153
0
0
FOUNDATION BLDG MRL INC COM USD0.001
COMMON
350392106
850
43912
SH
SOLE
43912
0
0
FOX CORP COM CL A
COMMON
35137L105
1
37
SH
SOLE
37
0
0
FRANCO-NEVADA CORP COM NPV
COMMON
351858105
20
190
SH
SOLE
190
0
0
FRANKLIN COVEY CO COM USD.05
COMMON
353469109
548
17016
SH
SOLE
17016
0
0
FRANKLIN ELECTRIC CO INC COM USD.1
COMMON
353514102
415
7248
SH
SOLE
7248
0
0
FRANKLIN RESOURCES INC COM USD.1
COMMON
354613101
42339
1630539
SH
OTR
1293379
337160
0
FRANKLIN STREET PROPERTIES COM
COMMON
35471R106
795
92837
SH
SOLE
92837
0
0
FREEPORT-MCMORAN INC COM NPV
COMMON
35671D857
41
3113
SH
SOLE
3113
0
0
FRESENIUS MEDICAL CARE AG&CO SPON ADR
COMMON
358029106
4
105
SH
SOLE
105
0
0
FRONTIER COMMUNICATIONS CORP COM USD.25
COMMON
35906A306
0
2
SH
SOLE
2
0
0
FTI CONSULTING INC CL A COM USD.01
COMMON
302941109
573
5188
SH
SOLE
5188
0
0
FUEL TECH INC COM USD.01
COMMON
359523107
19
19884
SH
SOLE
19884
0
0
FULLER (H. B.) CO COM USD1
COMMON
359694106
3
65
SH
SOLE
65
0
0
FULTON FINANCIAL CORP COM USD2.5
COMMON
360271100
808
46348
SH
SOLE
46348
0
0
FUNKO INC CL A COM USD.0001
COMMON
361008105
13
758
SH
SOLE
758
0
0
FUTUREFUEL CORP COM USD.0001
COMMON
36116M106
151
12227
SH
SOLE
12227
0
0
G1 THERAPEUTICS INC COM USD.0001
COMMON
3621LQ109
3
119
SH
SOLE
119
0
0
GAIN CAPITAL HOLDINGS INC COM USD.00001
COMMON
36268W100
43
10990
SH
SOLE
10990
0
0
GAMCO INVESTORS INC CL A COM USD.001
COMMON
361438104
232
11879
SH
SOLE
11879
0
0
GAMESTOP CORP CL A COM USD.001
COMMON
36467W109
3
449
SH
SOLE
449
0
0
GAMING & LEISURE PPTYS COM USD0.01
COMMON
36467J108
10
234
SH
SOLE
234
0
0
GAP INC COM USD.05
COMMON
364760108
0
21
SH
SOLE
21
0
0
GARDNER DENVER HOLDINGS INC COM
COMMON
36555P107
240
6560
SH
SOLE
6560
0
0
GARMIN LTD COM USD.01
COMMON
H2906T109
67
686
SH
SOLE
686
0
0
GARRETT MOTION INC COM
COMMON
366505105
1
58
SH
SOLE
58
0
0
GARTNER INC COM
COMMON
366651107
0
3
SH
SOLE
3
0
0
GATX CORP COM USD.625
COMMON
361448103
2
20
SH
SOLE
20
0
0
GCI LIBERTY INC CL A COM NPV
COMMON
36164V305
143
2027
SH
SOLE
2027
0
0
GENCO SHIPPING & TRADING COM NPV
COMMON
Y2685T131
245
23079
SH
SOLE
23079
0
0
GENCOR INDUSTRIES INC COM USD.1
COMMON
368678108
103
8817
SH
SOLE
8817
0
0
GENERAC HOLDINGS INC COM USD0.01
COMMON
368736104
5
45
SH
SOLE
45
0
0
GENERAL DYNAMICS CORP COM USD1
COMMON
369550108
60
343
SH
SOLE
343
0
0
GENERAL ELECTRIC CO COM USD.63
COMMON
369604103
93
8296
SH
SOLE
8296
0
0
GENERAL MILLS INC COM USD.75
COMMON
370334104
752
14046
SH
SOLE
14046
0
0
GENERAL MOTORS CO COM USD.01
COMMON
37045V100
73
1995
SH
SOLE
1995
0
0
GENESCO INC COM USD1
COMMON
371532102
650
13569
SH
SOLE
13569
0
0
GENESIS HEALTHCARE INC CL A COM USD.001
COMMON
37185X106
4
2384
SH
SOLE
2384
0
0
GENIE ENERGY LTD CL B COM USD.01
COMMON
372284208
1
101
SH
SOLE
101
0
0
GENMAB AS SPONSORED ADR
COMMON
372303206
19
851
SH
SOLE
851
0
0
GENPACT LTD COM USD.01
COMMON
G3922B107
0
11
SH
SOLE
11
0
0
GENTEX CORP COM USD.06
COMMON
371901109
540
18638
SH
SOLE
18638
0
0
GENUINE PARTS CO COM USD1
COMMON
372460105
185
1742
SH
SOLE
1742
0
0
GENWORTH FINANCIAL INC CL A USD.001
COMMON
37247D106
24
5546
SH
SOLE
5546
0
0
GEOPARK LTD COM USD.001
COMMON
G38327105
16
730
SH
SOLE
730
0
0
GIBRALTAR INDUSTRIES INC COM USD.01
COMMON
374689107
14
275
SH
SOLE
275
0
0
GILDAN ACTIVEWEAR INC CL A SUBVTG NPV
COMMON
375916103
4751
160775
SH
SOLE
160775
0
0
GILEAD SCIENCES INC COM USD.001
COMMON
375558103
112
1719
SH
SOLE
1719
0
0
GLADSTONE COMMERCIAL CORP COM USD.001
COMMON
376536108
2
100
SH
SOLE
100
0
0
GLATFELTER COM USD.01
COMMON
377316104
321
17554
SH
SOLE
17554
0
0
GLAXOSMITHKLINE PLC SPON ADR
COMMON
37733W105
224
4763
SH
SOLE
4763
0
0
GLOBAL BLOOD THERAPEUTICS COM USD0.001
COMMON
37890U108
5
62
SH
SOLE
62
0
0
GLOBAL NET LEASE INC COM USD0.01
COMMON
379378201
14
675
SH
SOLE
675
0
0
GLOBAL PAYMENTS INC COM NPV
COMMON
37940X102
116
638
SH
SOLE
638
0
0
GLOBAL WATER RESOURCES INC COM USD.01
COMMON
379463102
1
98
SH
SOLE
98
0
0
GLOBALSCAPE INC COM USD.001
COMMON
37940G109
762
77495
SH
SOLE
77495
0
0
GLOBE LIFE INC COM USD1
COMMON
37959E102
44
417
SH
SOLE
417
0
0
GLOBUS MEDICAL INC CL A COM USD.001
COMMON
379577208
7
123
SH
SOLE
123
0
0
GLYCOMIMETICS INC COM USD.001
COMMON
38000Q102
12
2243
SH
SOLE
2243
0
0
GMS INC COM USD.01
COMMON
36251C103
6141
226913
SH
SOLE
226913
0
0
GNC HOLDINGS INC CL A COM USD.001
COMMON
36191G107
17
6139
SH
SOLE
6139
0
0
GOLDFIELD CORP COM USD.1
COMMON
381370105
46
13015
SH
SOLE
13015
0
0
GOLDMAN SACHS GROUP INC COM USD.01
COMMON
38141G104
512
2225
SH
SOLE
2225
0
0
GOODYEAR TIRE & RUBBER CO COM NPV
COMMON
382550101
32
2060
SH
SOLE
2060
0
0
GORMAN-RUPP CO COM NPV
COMMON
383082104
81
2166
SH
SOLE
2166
0
0
GRAHAM HOLDINGS CO CL B COM USD1
COMMON
384637104
1
1
SH
SOLE
1
0
0
GRAINGER (W W) INC COM USD1
COMMON
384802104
2
5
SH
SOLE
5
0
0
GRAPHIC PACKAGING HOLDING CO COM
COMMON
388689101
46
2779
SH
SOLE
2779
0
0
GRAVITY CO LTD -ADR ADR
COMMON
38911N206
117
3125
SH
SOLE
3125
0
0
GRAY TELEVISION INC CL B COM NPV
COMMON
389375106
25
1166
SH
SOLE
1166
0
0
GREAT LAKES DREDGE & DOCK CP COM USD.01
COMMON
390607109
6068
536197
SH
SOLE
536197
0
0
GREAT WESTERN BANCORP INC COM USD0.01
COMMON
391416104
1931
55572
SH
SOLE
55572
0
0
GREENBRIER COS INC (THE) COM USD.001
COMMON
393657101
53
1625
SH
SOLE
1625
0
0
GRIFOLS SA SPON ADR RP .5 CL B
COMMON
398438408
8
355
SH
SOLE
355
0
0
GROUP 1 AUTOMOTIVE INC COM USD.01
COMMON
398905109
13
130
SH
SOLE
130
0
0
GRUPO AEROPORTUARIO DEL CENT ADR NPV
COMMON
400501102
91
1520
SH
SOLE
1520
0
0
GRUPO AEROPORTUARIO DEL PACI ADR
COMMON
400506101
91
770
SH
SOLE
770
0
0
GRUPO AEROPORTUARIO SURESTE SPON ADR
COMMON
40051E202
0
1
SH
SOLE
1
0
0
GRUPO SIMEC SA DE CV SPON ADR
COMMON
400491106
0
2
SH
SOLE
2
0
0
GULFPORT ENERGY CORP COM USD.01
COMMON
402635304
3
1014
SH
SOLE
1014
0
0
HAEMONETICS CORP COM USD.01
COMMON
405024100
876
7633
SH
SOLE
7633
0
0
HAILIANG EDUCATION GRP -ADR ADR
COMMON
40522L108
132
2028
SH
SOLE
2028
0
0
HAIN CELESTIAL GROUP INC COM USD.01
COMMON
405217100
15
588
SH
SOLE
588
0
0
HALLADOR ENERGY CO COM NPV
COMMON
40609P105
162
54428
SH
SOLE
54428
0
0
HALLIBURTON CO COM USD2.5
COMMON
406216101
3
138
SH
SOLE
138
0
0
HALLMARK FINANCIAL SERVICES COM USD.03
COMMON
40624Q203
491
27993
SH
SOLE
27993
0
0
HAMILTON BEACH BND HDNG CL A COM USD.01
COMMON
40701T104
340
17818
SH
SOLE
17818
0
0
HANCOCK WHITNEY CORP COM USD3.33
COMMON
410120109
2011
45830
SH
SOLE
45830
0
0
HANESBRANDS INC COM USD.01
COMMON
410345102
1
80
SH
SOLE
80
0
0
HANNON ARMSTRONG SUST INFR COM USD0.01
COMMON
41068X100
7
209
SH
SOLE
209
0
0
HANOVER INSURANCE GROUP INC COM USD.01
COMMON
410867105
408
2992
SH
SOLE
2992
0
0
HARMONIC INC COM USD.001
COMMON
413160102
6
733
SH
SOLE
733
0
0
HARTFORD FINANCIAL SERVICES COM NPV
COMMON
416515104
8457
139158
SH
SOLE
139158
0
0
HASBRO INC COM USD.5
COMMON
418056107
27
255
SH
SOLE
255
0
0
HAVERTY FURNITURE COM USD1
COMMON
419596101
735
36464
SH
SOLE
36464
0
0
HAWAIIAN ELECTRIC INDS COM NPV
COMMON
419870100
11
236
SH
SOLE
236
0
0
HAWKINS INC COM USD.1
COMMON
420261109
8
166
SH
SOLE
166
0
0
HAWTHORN BANCSHARES INC COM USD1.0
COMMON
420476103
208
8161
SH
SOLE
8161
0
0
HCA HEALTHCARE INC COM USD0.01
COMMON
40412C101
293
1983
SH
SOLE
1983
0
0
HCI GROUP INC COM NPV
COMMON
40416E103
518
11349
SH
SOLE
11349
0
0
HD SUPPLY HOLDINGS INC COM USD.01
COMMON
40416M105
9
220
SH
SOLE
220
0
0
HDFC BANK LTD ADR
COMMON
40415F101
137
2160
SH
SOLE
2160
0
0
HEALTHPEAK PROPERTIES INC COM USD1
COMMON
42250P103
6
164
SH
SOLE
164
0
0
HECLA MINING CO COM USD.25
COMMON
422704106
6
1886
SH
SOLE
1886
0
0
HEICO CORP COM USD.166
COMMON
422806109
180
1580
SH
SOLE
1580
0
0
HELEN OF TROY LTD COM USD.1
COMMON
G4388N106
12
64
SH
SOLE
64
0
0
HELMERICH & PAYNE COM USD.1
COMMON
423452101
1
15
SH
SOLE
15
0
0
HENNESSY ADVISORS INC COM NPV
COMMON
425885100
58
5767
SH
SOLE
5767
0
0
HENRY (JACK) & ASSOCIATES COM USD.01
COMMON
426281101
17
114
SH
SOLE
114
0
0
HENRY SCHEIN INC COM USD.01
COMMON
806407102
2902
43579
SH
SOLE
43579
0
0
HERBALIFE NUTRITION LTD COM USD.001
COMMON
G4412G101
1737
36457
SH
SOLE
36457
0
0
HERC HOLDINGS INC COM USD.01
COMMON
42704L104
0
5
SH
SOLE
5
0
0
HERSHEY CO COM USD1.
COMMON
427866108
1656
11266
SH
SOLE
11266
0
0
HESS CORP COM USD1
COMMON
42809H107
20755
310798
SH
OTR
235788
75010
0
HEWLETT PACKARD ENTERPRISE COM USD.01
COMMON
42824C109
8174
515520
SH
SOLE
515520
0
0
HIGHPOINT RESOURCES CORP COM
COMMON
43114K108
0
1
SH
SOLE
1
0
0
HILLENBRAND INC COM NPV
COMMON
431571108
130
3916
SH
SOLE
3916
0
0
HILL-ROM HOLDINGS INC COM NPV
COMMON
431475102
359
3165
SH
SOLE
3165
0
0
HILLTOP HOLDINGS INC COM USD.01
COMMON
432748101
1
48
SH
SOLE
48
0
0
HILTON GRAND VACATIONS COM USD.01
COMMON
43283X105
2
52
SH
SOLE
52
0
0
HILTON WORLDWIDE HOLDINGS COM USD.01
COMMON
43300A203
88
789
SH
SOLE
789
0
0
HMS HOLDINGS CORP COM USD.01
COMMON
40425J101
265
8975
SH
SOLE
8975
0
0
HNI CORP COM USD1
COMMON
404251100
107
2844
SH
SOLE
2844
0
0
HOLLYFRONTIER CORP COM USD.01
COMMON
436106108
11693
230698
SH
OTR
186743
43955
0
HOLOGIC INC COM USD.01
COMMON
436440101
10
196
SH
SOLE
196
0
0
HOME BANCSHARES INC COM USD.01
COMMON
436893200
5
246
SH
SOLE
246
0
0
HOME DEPOT INC COM USD.05
COMMON
437076102
1027
4705
SH
SOLE
4705
0
0
HONDA MOTOR CO LTD ADR
COMMON
438128308
3607
127420
SH
SOLE
127420
0
0
HONEYWELL INTERNATIONAL INC COM USD1
COMMON
438516106
493
2786
SH
SOLE
2786
0
0
HOOKER FURNITURE CORP COM NPV
COMMON
439038100
77
2981
SH
SOLE
2981
0
0
HOPE BANCORP INC COM USD3
COMMON
43940T109
2432
163652
SH
SOLE
163652
0
0
HORIZON THERAPEUTICS PUB LTD ORD USD.01
COMMON
G46188101
1172
32426
SH
SOLE
32426
0
0
HORMEL FOODS CORP COM USD.2344
COMMON
440452100
4
98
SH
SOLE
98
0
0
HOST HOTELS & RESORTS INC COM USD1
COMMON
44107P104
12549
676704
SH
OTR
509371
167333
0
HOSTESS BRANDS INC CL A COM USD.0001
COMMON
44109J106
4
277
SH
SOLE
277
0
0
HOUSTON WIRE & CABLE CO COM USD.001
COMMON
44244K109
61
13858
SH
SOLE
13858
0
0
HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01
COMMON
442487401
75
3575
SH
SOLE
3575
0
0
HP INC COM USD1
COMMON
40434L105
40
1932
SH
SOLE
1932
0
0
HSBC HLDGS PLC SPON ADR
COMMON
404280406
312
7972
SH
SOLE
7972
0
0
HUAMI CORP -ADS ADS
COMMON
44331K103
10
804
SH
SOLE
804
0
0
HUB GROUP INC -CL A CL A COM USD.01
COMMON
443320106
8
158
SH
SOLE
158
0
0
HUBBELL INC COM NPV
COMMON
443510607
89
605
SH
SOLE
605
0
0
HUDBAY MINERALS INC COM NPV
COMMON
443628102
3460
835485
SH
SOLE
835485
0
0
HUMANA INC COM NPV
COMMON
444859102
252
687
SH
SOLE
687
0
0
HUNT (JB) TRANSPRT SVCS INC COM USD.01
COMMON
445658107
1
9
SH
SOLE
9
0
0
HUNT COS FINANCE TRUST INC COM USD.01
COMMON
44558T100
77
23908
SH
SOLE
23908
0
0
HUNTINGTON BANCSHARES COM NPV
COMMON
446150104
4
243
SH
SOLE
243
0
0
HUNTINGTON INGALLS IND INC COM USD1
COMMON
446413106
26764
106748
SH
OTR
84229
22519
0
HUNTSMAN CORP COM USD.01
COMMON
447011107
36
1500
SH
SOLE
1500
0
0
HURCO COS INC COM USD.1
COMMON
447324104
28
727
SH
SOLE
727
0
0
HYATT HOTELS CORP CL A COM USD0.01
COMMON
448579102
8
94
SH
SOLE
94
0
0
IAC/INTERACTIVECORP COM USD1
COMMON
44919P508
1
6
SH
SOLE
6
0
0
IBERIABANK CORP COM USD1
COMMON
450828108
9
119
SH
SOLE
119
0
0
ICHOR HOLDINGS LTD COM USD.0001
COMMON
G4740B105
197
5935
SH
SOLE
5935
0
0
ICICI BANK LTD SPONSORED ADR
COMMON
45104G104
54
3602
SH
SOLE
3602
0
0
ICU MEDICAL INC COM USD.1
COMMON
44930G107
2
9
SH
SOLE
9
0
0
IDACORP INC COM USD5
COMMON
451107106
2
15
SH
SOLE
15
0
0
IDEANOMICS INC COM USD.001
COMMON
45166V106
0
1
SH
SOLE
1
0
0
IDEX CORP COM USD.01
COMMON
45167R104
2
9
SH
SOLE
9
0
0
IDEXX LABS INC COM USD.1
COMMON
45168D104
26
100
SH
SOLE
100
0
0
IDT CORP CL B COM USD.01
COMMON
448947507
238
32947
SH
SOLE
32947
0
0
IES HOLDINGS INC COM USD.01
COMMON
44951W106
355
13834
SH
SOLE
13834
0
0
IHS MARKIT LTD COM USD.01
COMMON
G47567105
587
7784
SH
SOLE
7784
0
0
ILLINOIS TOOL WORKS COM NPV
COMMON
452308109
121
672
SH
SOLE
672
0
0
ILLUMINA INC COM USD.01
COMMON
452327109
109
330
SH
SOLE
330
0
0
IMMUNOGEN INC COM USD.01
COMMON
45253H101
10
1915
SH
SOLE
1915
0
0
IMMUNOMEDICS INC COM NPV
COMMON
452907108
2
92
SH
SOLE
92
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
29603
1119582
SH
SOLE
1119582
0
0
IMPINJ INC COM USD.001
COMMON
453204109
3
103
SH
SOLE
103
0
0
INCYTE CORP COM USD.001
COMMON
45337C102
12
132
SH
SOLE
132
0
0
INDEPENDENCE CONTRACT DRLLNG COM USD.01
COMMON
453415309
3
2688
SH
SOLE
2688
0
0
INDEPENDENCE HOLDING CO COM USD1
COMMON
453440307
189
4499
SH
SOLE
4499
0
0
INDEPENDENCE REALTY TRUST COM USD0.01
COMMON
45378A106
281
20013
SH
SOLE
20013
0
0
INDEPENDENT BANK CORP/MI COM NPV
COMMON
453838609
654
28869
SH
SOLE
28869
0
0
INDEPENDENT BK GRP INC COM USD.01
COMMON
45384B106
13
236
SH
SOLE
236
0
0
INDUSTRIAS BACHOCO SAB DE CV SPON ADR
COMMON
456463108
126
2425
SH
SOLE
2425
0
0
INFOSYS LTD SPN ADR 1/4 SH
COMMON
456788108
49
4769
SH
SOLE
4769
0
0
INFUSYSTEM HOLDINGS INC COM USD0.0001
COMMON
45685K102
254
29830
SH
SOLE
29830
0
0
ING GROEP NV SPON ADR
COMMON
456837103
81
6740
SH
SOLE
6740
0
0
INGERSOLL-RAND PLC COM USD2
COMMON
G47791101
5838
43923
SH
SOLE
43923
0
0
INGLES MARKETS INC -CL A CL A COM USD.05
COMMON
457030104
2440
51406
SH
SOLE
51406
0
0
INGREDION INC COM USD.01
COMMON
457187102
2
23
SH
SOLE
23
0
0
INNOPHOS HOLDINGS INC COM USD.001
COMMON
45774N108
15
458
SH
SOLE
458
0
0
INNOSPEC INC COM USD.01
COMMON
45768S105
726
7026
SH
SOLE
7026
0
0
INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001
COMMON
45781V101
3
37
SH
SOLE
37
0
0
INNOVIVA INC COM USD.01
COMMON
45781M101
2277
161132
SH
SOLE
161132
0
0
INOGEN INC COM USD.001
COMMON
45780L104
16
235
SH
SOLE
235
0
0
INOVALON HOLDINGS INC CL A COM USD.000005
COMMON
45781D101
4
216
SH
SOLE
216
0
0
INPHI CORP COM USD.001
COMMON
45772F107
265
3586
SH
SOLE
3586
0
0
INSIGHT ENTERPRISES INC COM NPV
COMMON
45765U103
186
2645
SH
SOLE
2645
0
0
INSPIRE MEDICAL SYSTEM COM
COMMON
457730109
1
15
SH
SOLE
15
0
0
INSPIRED ENTERTAINMENT COM
COMMON
45782N108
61
8990
SH
SOLE
8990
0
0
INSTALLED BLDG PRODUCTS INC COM USD0.01
COMMON
45780R101
112
1628
SH
SOLE
1628
0
0
INTEGER HOLDINGS CORP COM USD.001
COMMON
45826H109
490
6099
SH
SOLE
6099
0
0
INTEGRA LIFESCIENCES HLDGS COM USD.01
COMMON
457985208
29
503
SH
SOLE
503
0
0
INTEL CORP COM NPV
COMMON
458140100
526
8782
SH
SOLE
8782
0
0
INTELSAT SA COM USD.01
COMMON
L5140P101
7
939
SH
SOLE
939
0
0
INTER PARFUMS INC COM NPV
COMMON
458334109
479
6596
SH
SOLE
6596
0
0
INTERACTIVE BROKERS GROUP CL A COM USD.01
COMMON
45841N107
3
75
SH
SOLE
75
0
0
INTERCONTINENTAL EXCHANGE COM USD.01
COMMON
45866F104
155
1671
SH
SOLE
1671
0
0
INTERCONTINENTAL HOTELS GRP SPON ADR
COMMON
45857P806
349
5081
SH
SOLE
5081
0
0
INTERNATIONAL MONEY EXPR INC COM
COMMON
46005L101
1
49
SH
SOLE
49
0
0
INTERPUBLIC GROUP OF COS COM USD.1
COMMON
460690100
20
852
SH
SOLE
852
0
0
INTEST CORP COM USD.01
COMMON
461147100
71
12005
SH
SOLE
12005
0
0
INTL BUSINESS MACHINES CORP COM USD.2
COMMON
459200101
187
1394
SH
SOLE
1394
0
0
INTL PAPER CO COM USD1
COMMON
460146103
15095
327834
SH
OTR
298338
29496
0
INTREXON CORP COM NPV
COMMON
46122T102
3
529
SH
SOLE
529
0
0
INTUIT INC COM NPV
COMMON
461202103
1234
4713
SH
SOLE
4713
0
0
INTUITIVE SURGICAL INC COM USD.001
COMMON
46120E602
113
191
SH
SOLE
191
0
0
INVESCO EXCHNG TRADED FD TR SNP ULTRA DIV
COMMON
46138G656
11
269
SH
SOLE
269
0
0
INVESCO MORTGAGE CAPITAL INC COM USD.01
COMMON
46131B100
4
259
SH
SOLE
259
0
0
INVESTORS BANCORP INC COM USD.01
COMMON
46146L101
15
1287
SH
SOLE
1287
0
0
INVESTORS REAL ESTATE TRUST COM NPV
COMMON
461730509
710
9803
SH
SOLE
9803
0
0
INVITATION HOMES INC COM USD0.01
COMMON
46187W107
747
24924
SH
SOLE
24924
0
0
ION GEOPHYSICAL CORP COM USD.01
COMMON
462044207
13
1542
SH
SOLE
1542
0
0
IONIS PHARMACEUTICALS INC COM USD.001
COMMON
462222100
6
106
SH
SOLE
106
0
0
IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166
COMMON
462260100
3
106
SH
SOLE
106
0
0
IQVIA HOLDINGS INC COM USD.01
COMMON
46266C105
19
123
SH
SOLE
123
0
0
IRIDIUM COMMUNICATIONS INC COM
COMMON
46269C102
38
1539
SH
SOLE
1539
0
0
IRON MOUNTAIN INC COM USD.01
COMMON
46284V101
1
38
SH
SOLE
38
0
0
ISHARES INC CORE MSCI EMKT
COMMON
46434G103
4
73
SH
SOLE
73
0
0
ISHARES INC MSCI CDA ETF
COMMON
464286509
4
141
SH
SOLE
141
0
0
ISHARES INC MSCI JPN ETF NEW
COMMON
46434G822
8
141
SH
SOLE
141
0
0
ISHARES INC MSCI PAC JP ETF
COMMON
464286665
4
89
SH
SOLE
89
0
0
ISHARES TR 0-5YR HI YL CP
COMMON
46434V407
11
244
SH
SOLE
244
0
0
ISHARES TR 1 3 YR CR BD ETF
COMMON
464288646
516
9613
SH
SOLE
9613
0
0
ISHARES TR 1 3 YR TREAS BD
COMMON
464287457
165
1947
SH
SOLE
1947
0
0
ISHARES TR 3 7 YR TREAS BD
COMMON
464288661
197
1567
SH
SOLE
1567
0
0
ISHARES TR BARCLAYS 7 10 YR
COMMON
464287440
65
592
SH
SOLE
592
0
0
ISHARES TR CORE US AGGBD ET
COMMON
464287226
1560
13884
SH
SOLE
13884
0
0
ISHARES TR EAFE SML CP ETF
COMMON
464288273
18660
299621
SH
SOLE
299621
0
0
ISHARES TR GLOB HLTHCRE ETF
COMMON
464287325
507
7380
SH
SOLE
7380
0
0
ISHARES TR IBOXX INV CP ETF
COMMON
464287242
132
1035
SH
SOLE
1035
0
0
ISHARES TR INTL SEL DIV ETF
COMMON
464288448
504
15000
SH
SOLE
15000
0
0
ISHARES TR MIN VOL EAFE ETF
COMMON
46429B689
24
320
SH
SOLE
320
0
0
ISHARES TR MSCI ACWI ETF
COMMON
464288257
1896
23921
SH
SOLE
23921
0
0
ISHARES TR MSCI ACWI EX US
COMMON
464288240
661
13457
SH
SOLE
13457
0
0
ISHARES TR MSCI EAFE ETF
COMMON
464287465
15
223
SH
SOLE
223
0
0
ISHARES TR MSCI EMG MKT ETF
COMMON
464287234
6
127
SH
SOLE
127
0
0
ISHARES TR RUS 1000 ETF
COMMON
464287622
68
379
SH
SOLE
379
0
0
ISHARES TR RUS 1000 VAL ETF
COMMON
464287598
10411
76280
SH
SOLE
76280
0
0
ISHARES TR RUS 2000 GRW ETF
COMMON
464287648
9
42
SH
SOLE
42
0
0
ISHARES TR RUS 2000 VAL ETF
COMMON
464287630
392
3050
SH
SOLE
3050
0
0
ISHARES TR RUS MD CP GR ETF
COMMON
464287481
29
189
SH
SOLE
189
0
0
ISHARES TR RUS MDCP VAL ETF
COMMON
464287473
0
5
SH
SOLE
5
0
0
ISHARES TR RUSSELL 3000 ETF
COMMON
464287689
15336
81365
SH
SOLE
81365
0
0
ISHARES TR SHORT TREAS BD
COMMON
464288679
296
2678
SH
SOLE
2678
0
0
ISHARES TR TIPS BD ETF
COMMON
464287176
14
117
SH
SOLE
117
0
0
ISHARES TR USA QUALITY FCTR
COMMON
46432F339
18
175
SH
SOLE
175
0
0
ISTAR INC COM USD.001
COMMON
45031U101
430
29646
SH
SOLE
29646
0
0
ITRON INC COM USD.01
COMMON
465741106
160
1908
SH
SOLE
1908
0
0
ITT INC COM USD1
COMMON
45073V108
1
20
SH
SOLE
20
0
0
J JILL INC COMUSD0.01
COMMON
46620W102
54
47377
SH
SOLE
47377
0
0
J2 GLOBAL INC COM USD.01
COMMON
48123V102
504
5382
SH
SOLE
5382
0
0
JABIL INC COM USD.001
COMMON
466313103
4556
110259
SH
SOLE
110259
0
0
JACOBS ENGINEERING GROUP INC COM NPV
COMMON
469814107
7
76
SH
SOLE
76
0
0
JAMES HARDIE INDUSTRIES PLC SPONSORED ADR
COMMON
47030M106
8
391
SH
SOLE
391
0
0
JAMES RIVER GROUP HLDGS LTD COM USD0.0002
COMMON
G5005R107
137
3340
SH
SOLE
3340
0
0
JANUS HENDERSON GROUP PLC ORD
COMMON
G4474Y214
1
28
SH
SOLE
28
0
0
JAZZ PHARMACEUTICALS PLC COM USD.0001
COMMON
G50871105
5
34
SH
SOLE
34
0
0
JBG SMITH PPTYS When Issued
COMMON
46590V100
3
85
SH
SOLE
85
0
0
JD.COM INC -ADR ADR
COMMON
47215P106
50
1428
SH
SOLE
1428
0
0
JEFFERIES FINANCIAL GRP INC COM USD1
COMMON
47233W109
24
1140
SH
SOLE
1140
0
0
JERNIGAN CAPITAL INC COM USD.01
COMMON
476405105
3
171
SH
SOLE
171
0
0
JETBLUE AIRWAYS CORP COM USD.01
COMMON
477143101
10
550
SH
SOLE
550
0
0
JOHNSON & JOHNSON COM USD1
COMMON
478160104
1620
11105
SH
SOLE
11105
0
0
JOHNSON CONTROLS INTL PLC COM USD16
COMMON
G51502105
22621
555920
SH
OTR
414295
141625
0
JONES LANG LASALLE INC COM USD.01
COMMON
48020Q107
4461
25625
SH
SOLE
25625
0
0
JOUNCE THERAPEUTICS INC COM USD0.001
COMMON
481116101
0
1
SH
SOLE
1
0
0
JPMORGAN CHASE & CO COM USD12
COMMON
46625H100
2492
17898
SH
SOLE
17898
0
0
JUNIPER NETWORKS INC COM USD.00001
COMMON
48203R104
5755
233790
SH
OTR
184430
49360
0
K12 INC COM USD.0001
COMMON
48273U102
810
39879
SH
SOLE
39879
0
0
KAISER ALUMINUM CORP COM PAR $0.01
COMMON
483007704
0
3
SH
SOLE
3
0
0
KAMADA LTD COM ILS1.
COMMON
M6240T109
112
16358
SH
SOLE
16358
0
0
KANSAS CITY SOUTHERN COM NPV
COMMON
485170302
7
47
SH
SOLE
47
0
0
KARYOPHARM THERAPEUTICS INC COM USD.0001
COMMON
48576U106
18
915
SH
SOLE
915
0
0
KB FINANCIAL GROUP SPON ADR
COMMON
48241A105
2077
50211
SH
SOLE
50211
0
0
KB HOME COM USD1
COMMON
48666K109
12
339
SH
SOLE
339
0
0
KBR INC COM USD.001
COMMON
48242W106
125
4099
SH
SOLE
4099
0
0
KELLOGG CO COM USD.25
COMMON
487836108
4
60
SH
SOLE
60
0
0
KEMPER CORP/DE COM USD.1
COMMON
488401100
99
1275
SH
SOLE
1275
0
0
KENNAMETAL INC CAP USD1.25
COMMON
489170100
7
200
SH
SOLE
200
0
0
KEYCORP COM USD1
COMMON
493267108
1997
98689
SH
SOLE
98689
0
0
KEYSIGHT TECHNOLOGIES INC COM USD.01
COMMON
49338L103
928
9042
SH
SOLE
9042
0
0
KFORCE INC COM USD.01
COMMON
493732101
3950
99499
SH
SOLE
99499
0
0
KIMBALL INTERNATIONAL -CL B CL B COM USD.625
COMMON
494274103
1314
63609
SH
SOLE
63609
0
0
KIMBERLY-CLARK CORP COM USD1.25
COMMON
494368103
2650
19275
SH
SOLE
19275
0
0
KIMCO REALTY CORP COM USD.01
COMMON
49446R109
21
1024
SH
SOLE
1024
0
0
KINDER MORGAN INC CL P COM USD.01
COMMON
49456B101
65
3064
SH
SOLE
3064
0
0
KINGSTONE COS INC COM USD1
COMMON
496719105
65
8341
SH
SOLE
8341
0
0
KINIKSA PHRMCETCLS LTD COM CL A
COMMON
G5269C101
0
19
SH
SOLE
19
0
0
KINROSS GOLD CORP COM NPV
COMMON
496902404
4342
915682
SH
SOLE
915682
0
0
KIRKLAND LAKE GOLD LTD COM
COMMON
49741E100
22557
511969
SH
SOLE
511969
0
0
KKR & CO INC COM CL A
COMMON
48251W104
23
777
SH
SOLE
777
0
0
KLA CORP COM USD.001
COMMON
482480100
72
405
SH
SOLE
405
0
0
KOHL'S CORP COM USD.01
COMMON
500255104
12432
244152
SH
OTR
219680
24472
0
KONINKLIJKE PHILIPS NV NY SHS ADR
COMMON
500472303
353
7233
SH
SOLE
7233
0
0
KONTOOR BRANDS INC COM
COMMON
50050N103
8
199
SH
SOLE
199
0
0
KOPPERS HOLDINGS INC COM USD.01
COMMON
50060P106
10
272
SH
SOLE
272
0
0
KRAFT HEINZ CO COM USD.01
COMMON
500754106
18
548
SH
SOLE
548
0
0
KRATON CORP COM USD.01
COMMON
50077C106
516
20384
SH
SOLE
20384
0
0
KROGER CO COM USD1
COMMON
501044101
47506
1639571
SH
OTR
1321920
317651
0
KT CORP SPON ADR
COMMON
48268K101
72
6222
SH
SOLE
6222
0
0
KULICKE & SOFFA INDUSTRIES COM NPV
COMMON
501242101
56
2073
SH
SOLE
2073
0
0
L3HARRIS TECHNOLOGIES INC COM USD1
COMMON
502431109
1202
6079
SH
SOLE
6079
0
0
LABORATORY CP OF AMER HLDGS COM USD.01
COMMON
50540R409
29
170
SH
SOLE
170
0
0
LAM RESEARCH CORP COM NPV
COMMON
512807108
22420
76708
SH
OTR
63124
13584
0
LAMAR ADVERTISING CO -CL A CL A COM NPV
COMMON
512816109
3
29
SH
SOLE
29
0
0
LAMB WESTON HOLDINGS INC COM USD1
COMMON
513272104
201
2339
SH
SOLE
2339
0
0
LANCASTER COLONY CORP COM USD1
COMMON
513847103
486
3041
SH
SOLE
3041
0
0
LANDMARK BANCORP INC/KS COM USD.1
COMMON
51504L107
2
63
SH
SOLE
63
0
0
LANDSTAR SYSTEM INC COM USD.01
COMMON
515098101
141
1234
SH
SOLE
1234
0
0
LANNETT CO INC COM NPV
COMMON
516012101
15
1750
SH
SOLE
1750
0
0
LANTHEUS HOLDINGS INC COM USD0.01
COMMON
516544103
481
23479
SH
SOLE
23479
0
0
LAREDO PETROLEUM INC COM USD0.01
COMMON
516806106
5
1646
SH
SOLE
1646
0
0
LAS VEGAS SANDS CORP COM USD.001
COMMON
517834107
12
181
SH
SOLE
181
0
0
LATTICE SEMICONDUCTOR CORP COM USD.01
COMMON
518415104
1341
70161
SH
SOLE
70161
0
0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01
COMMON
518439104
3280
15881
SH
SOLE
15881
0
0
LAWSON PRODUCTS COM NPV
COMMON
520776105
887
17037
SH
SOLE
17037
0
0
LCI INDUSTRIES COM NPV
COMMON
50189K103
10
97
SH
SOLE
97
0
0
LCNB CORP COM NPV
COMMON
50181P100
47
2424
SH
SOLE
2424
0
0
LEAR CORP COM NPV
COMMON
521865204
1519
11069
SH
SOLE
11069
0
0
LEE ENTERPRISES INC COM USD2
COMMON
523768109
130
91842
SH
SOLE
91842
0
0
LEGG MASON INC COM USD.1
COMMON
524901105
2
69
SH
SOLE
69
0
0
LEGGETT & PLATT INC COM USD1
COMMON
524660107
1
15
SH
SOLE
15
0
0
LEIDOS HOLDINGS INC COM USD.01
COMMON
525327102
15748
160973
SH
SOLE
160973
0
0
LENDINGTREE INC COM USD.01
COMMON
52603B107
16
52
SH
SOLE
52
0
0
LENNAR CORP CL A COM USD.1
COMMON
526057104
352
6301
SH
SOLE
6301
0
0
LENNOX INTERNATIONAL INC COM USD.01
COMMON
526107107
1384
5674
SH
SOLE
5674
0
0
LGI HOMES INC COM USD.01
COMMON
50187T106
13
179
SH
SOLE
179
0
0
LHC GROUP INC COM USD.01
COMMON
50187A107
33
241
SH
SOLE
241
0
0
LIBERTY BROADBAND CORP SR A COM USD.01
COMMON
530307107
15
120
SH
SOLE
120
0
0
LIBERTY BROADBAND CORP SR C COM USD.01
COMMON
530307305
3
25
SH
SOLE
25
0
0
LIBERTY LATIN AMERICA LTD CL A ORD NPV
COMMON
G9001E102
0
8
SH
SOLE
8
0
0
LIBERTY LATIN AMERICA LTD CL C ORD NPV
COMMON
G9001E128
13
650
SH
SOLE
650
0
0
LIBERTY MEDIA FORMULA ONE MEDIA COM SER C
COMMON
531229854
10
212
SH
SOLE
212
0
0
LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01
COMMON
531229607
47
974
SH
SOLE
974
0
0
LIBERTY OILFIELD SVS COM CL A 0.01USD
COMMON
53115L104
971
87354
SH
SOLE
87354
0
0
LIBERTY PROPERTY TRUST COM USD.001
COMMON
531172104
3
57
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SOLE
57
0
0
LIBERTY TRIPADVISOR HOLDINGS SR A COM USD.01
COMMON
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4
589
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0
0
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COMMON
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3
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0
0
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136
8692
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0
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464
4445
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4445
0
0
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COMMON
532457108
85587
651530
SH
OTR
496306
155224
0
LINCOLN ELECTRIC HLDGS INC COM NPV
COMMON
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5
50
SH
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0
0
LINCOLN NATIONAL CORP COM USD1.25
COMMON
534187109
10604
179757
SH
OTR
140275
39482
0
LINDE PLC COM NPV
COMMON
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152
713
SH
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713
0
0
LINE CORP ADR
COMMON
53567X101
5
102
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102
0
0
LINEAGE CELL THERAPEUTICS IN COM NPV
COMMON
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0
1
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LIQUIDIA TECHNOLOGIES COM
COMMON
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1
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0
LIQUIDITY SERVICES INC COM USD.001
COMMON
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3
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0
LITHIA MOTORS INC -CL A CL A COM NPV
COMMON
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29
200
SH
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0
0
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COMMON
53815P108
195
4056
SH
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4056
0
0
LKQ CORP COM
COMMON
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223
6256
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6256
0
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LLOYDS BANKING GROUP PLC SPONSORED ADR
COMMON
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61
18571
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0
0
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COMMON
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319
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0
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COMMON
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0
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COMMON
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2
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COMMON
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194
1618
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COMMON
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601
6523
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COMMON
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355
58672
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COMMON
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COMMON
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18
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COMMON
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COMMON
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107
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COMMON
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COMMON
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331
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COMMON
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117
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COMMON
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81
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0
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MACQUARIE INFRASTRUCTURE CP SHS BEN INT
COMMON
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7
175
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MACY'S INC COM NPV
COMMON
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33
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COMMON
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95
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COMMON
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23
289
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COMMON
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38428
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COMMON
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518
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COMMON
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15
156
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COMMON
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30680
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432
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COMMON
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COMMON
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4791
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261
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COMMON
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0
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COMMON
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MECHEL PAO ADR NPV
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219
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COMMON
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COMMON
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MERCHANTS BANCORP COM
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779
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COMMON
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522
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COMMON
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COMMON
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COMMON
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2184
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COMMON
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COMMON
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COMMON
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COMMON
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45
0
0
NEWS CORP CL B COM USD0.01
COMMON
65249B208
1
35
SH
SOLE
35
0
0
NEXPOINT RESIDENTIAL TR INC COM USD.01
COMMON
65341D102
8
177
SH
SOLE
177
0
0
NEXSTAR MEDIA GROUP CL A COM USD.01
COMMON
65336K103
6981
59558
SH
SOLE
59558
0
0
NEXTERA ENERGY INC COM NPV
COMMON
65339F101
253
1043
SH
SOLE
1043
0
0
NI HOLDINGS INC COM
COMMON
65342T106
91
5282
SH
SOLE
5282
0
0
NICE LTD SPON ADR
COMMON
653656108
54
346
SH
SOLE
346
0
0
NIKE INC -CL B CL B COM NPV
COMMON
654106103
329
3247
SH
SOLE
3247
0
0
NISOURCE INC COM NPV
COMMON
65473P105
5
170
SH
SOLE
170
0
0
NMI HOLDINGS INC CL A COM USD.01
COMMON
629209305
2
53
SH
SOLE
53
0
0
NOBLE ENERGY INC COM USD3.33
COMMON
655044105
5
213
SH
SOLE
213
0
0
NOMURA HOLDINGS INC SPONSORED ADR
COMMON
65535H208
149
28881
SH
SOLE
28881
0
0
NORBORD INC COM NPV
COMMON
65548P403
10407
389277
SH
SOLE
389277
0
0
NORDIC AMERICAN TANKERS LTD COM USD.01
COMMON
G65773106
86
17512
SH
SOLE
17512
0
0
NORDSON CORP COM USD1
COMMON
655663102
4
25
SH
SOLE
25
0
0
NORDSTROM INC COM NPV
COMMON
655664100
15
377
SH
SOLE
377
0
0
NORFOLK SOUTHERN CORP COM USD1
COMMON
655844108
147
758
SH
SOLE
758
0
0
NORTH AMERICAN CONST GRP LTD COM NPV
COMMON
656811106
6
531
SH
SOLE
531
0
0
NORTHEAST BANK COM NPV
COMMON
66405S100
291
13224
SH
SOLE
13224
0
0
NORTHERN TECH INTL COM USD.02
COMMON
665809109
67
4797
SH
SOLE
4797
0
0
NORTHERN TRUST CORP COM USD3.17
COMMON
665859104
46
429
SH
SOLE
429
0
0
NORTHRIM BANCORP INC COM USD1
COMMON
666762109
103
2699
SH
SOLE
2699
0
0
NORTHROP GRUMMAN CORP COM NPV
COMMON
666807102
141
411
SH
SOLE
411
0
0
NORTHWEST PIPE CO COM USD.01
COMMON
667746101
309
9306
SH
SOLE
9306
0
0
NORTHWESTERN CORP COM NEW
COMMON
668074305
28
395
SH
SOLE
395
0
0
NORTONLIFELOCK INC COM NPV
COMMON
668771108
9
358
SH
SOLE
358
0
0
NORWEGIAN CRUISE LINE HLDGS COM USD.001
COMMON
G66721104
471
8060
SH
SOLE
8060
0
0
NORWOOD FINANCIAL CORP COM USD.1
COMMON
669549107
3
80
SH
SOLE
80
0
0
NOVAGOLD RESOURCES LTD COM NPV
COMMON
66987E206
391
43677
SH
SOLE
43677
0
0
NOVARTIS AG SPON ADR
COMMON
66987V109
1484
15676
SH
SOLE
15676
0
0
NOVO NORDISK A/S ADR
COMMON
670100205
229
3959
SH
SOLE
3959
0
0
NOVOCURE LTD ORD NPV
COMMON
G6674U108
100
1194
SH
SOLE
1194
0
0
NOW INC COM USD.01
COMMON
67011P100
8
740
SH
SOLE
740
0
0
NRG ENERGY INC COM NEW
COMMON
629377508
119
2999
SH
SOLE
2999
0
0
NUCOR CORP COM USD.4
COMMON
670346105
614
10903
SH
SOLE
10903
0
0
NUTANIX INC CL A COM USD0.000025
COMMON
67059N108
3
98
SH
SOLE
98
0
0
NUTRIEN LTD COM NPV
COMMON
67077M108
11
236
SH
SOLE
236
0
0
NUVASIVE INC COM USD.001
COMMON
670704105
138
1788
SH
SOLE
1788
0
0
NVENT ELECTRIC PLC When issued
COMMON
G6700G107
11
427
SH
SOLE
427
0
0
NVIDIA CORP COM USD.001
COMMON
67066G104
305
1296
SH
SOLE
1296
0
0
NVR INC COM USD.01
COMMON
62944T105
3254
855
SH
SOLE
855
0
0
NXP SEMICONDUCTORS NV COM EUR.01
COMMON
N6596X109
104127
818659
SH
OTR
686950
131709
0
OCCIDENTAL PETROLEUM CORP COM USD.2
COMMON
674599105
28
674
SH
SOLE
674
0
0
OCEANEERING INTERNATIONAL COM USD.25
COMMON
675232102
1
79
SH
SOLE
79
0
0
OCULAR THERAPEUTIX INC COM USD0.0001
COMMON
67576A100
0
87
SH
SOLE
87
0
0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI
COMMON
67623C109
5
146
SH
SOLE
146
0
0
OFG BANCORP COM USD1
COMMON
67103X102
18
756
SH
SOLE
756
0
0
OGE ENERGY CORP COM USD2.5
COMMON
670837103
8
174
SH
SOLE
174
0
0
OIL DRI CORP AMERICA COM USD.1
COMMON
677864100
171
4723
SH
SOLE
4723
0
0
OIL STATES INTL INC COM USD.01
COMMON
678026105
3
184
SH
SOLE
184
0
0
OKTA INC CL A COM USD0.0001
COMMON
679295105
2
18
SH
SOLE
18
0
0
OLD DOMINION FREIGHT COM USD.1
COMMON
679580100
4
20
SH
SOLE
20
0
0
OLD REPUBLIC INTL CORP COM USD1
COMMON
680223104
106
4752
SH
SOLE
4752
0
0
OLIN CORP COM USD1
COMMON
680665205
30
1725
SH
SOLE
1725
0
0
OLYMPIC STEEL INC COM NPV
COMMON
68162K106
461
25708
SH
SOLE
25708
0
0
OMEGA HEALTHCARE INVS INC COM USD0.1
COMMON
681936100
25
580
SH
SOLE
580
0
0
OMNICELL INC COM NPV
COMMON
68213N109
222
2721
SH
SOLE
2721
0
0
OMNICOM GROUP COM USD.5
COMMON
681919106
9300
114791
SH
SOLE
114791
0
0
ON DECK CAPITAL INC COM USD.01
COMMON
682163100
470
113486
SH
SOLE
113486
0
0
ON SEMICONDUCTOR CORP COM USD.01
COMMON
682189105
1447
59346
SH
SOLE
59346
0
0
ONE LIBERTY PROPERTIES INC COM USD1
COMMON
682406103
5
179
SH
SOLE
179
0
0
ONEMAIN HOLDINGS INC COM
COMMON
68268W103
1
23
SH
SOLE
23
0
0
ONEOK INC COM NPV
COMMON
682680103
32
425
SH
SOLE
425
0
0
ONTO INNOVATION INC COM USD.001
COMMON
683344105
577
15787
SH
SOLE
15787
0
0
OP BANCORP COM
COMMON
67109R109
184
17757
SH
SOLE
17757
0
0
OPEN TEXT CORP COM NPV
COMMON
683715106
30
686
SH
SOLE
686
0
0
OPPENHEIMER HOLDINGS INC CL A COM NPV
COMMON
683797104
513
18664
SH
SOLE
18664
0
0
OPTINOSE INC COM USD0.001
COMMON
68404V100
2
239
SH
SOLE
239
0
0
OPUS BANK COM
COMMON
684000102
244
9443
SH
SOLE
9443
0
0
ORACLE CORP COM USD.01
COMMON
68389X105
35905
677923
SH
OTR
574608
103315
0
ORANGE SPON ADR
COMMON
684060106
42
2896
SH
SOLE
2896
0
0
O'REILLY AUTOMOTIVE INC COM USD.01
COMMON
67103H107
72
165
SH
SOLE
165
0
0
ORION GROUP HOLDINGS INC COM USD.01
COMMON
68628V308
14
2655
SH
SOLE
2655
0
0
ORIX CORP SPONSORED ADR
COMMON
686330101
305
3659
SH
SOLE
3659
0
0
ORMAT TECHNOLOGIES INC COM USD.001
COMMON
686688102
5
73
SH
SOLE
73
0
0
ORTHOPEDIATRICS CORP COM USD0.00025
COMMON
68752L100
8
163
SH
SOLE
163
0
0
OSHKOSH CORP COM USD.01
COMMON
688239201
19
206
SH
SOLE
206
0
0
OSI SYSTEMS INC COM NPV
COMMON
671044105
978
9725
SH
SOLE
9725
0
0
OSMOTICA PHARMACEUTIC COM
COMMON
G6S41R101
20
2834
SH
SOLE
2834
0
0
OUTFRONT MEDIA INC COM USD.01
COMMON
69007J106
4
150
SH
SOLE
150
0
0
OVERSEAS SHIPHOLDING GROUP CL A COM USD0.01
COMMON
69036R863
1
499
SH
SOLE
499
0
0
OVID THRPUTCS INC COM
COMMON
690469101
21
4966
SH
SOLE
4966
0
0
OWENS & MINOR INC COM USD2
COMMON
690732102
32
6206
SH
SOLE
6206
0
0
OWENS CORNING COM NEW USD.01
COMMON
690742101
6
99
SH
SOLE
99
0
0
P.A.M. TRANSPORTATION SVCS COM USD.01
COMMON
693149106
323
5597
SH
SOLE
5597
0
0
PACCAR INC COM USD12
COMMON
693718108
31
392
SH
SOLE
392
0
0
PACIFIC MERCANTILE BANCORP COM NPV
COMMON
694552100
45
5503
SH
SOLE
5503
0
0
PACIFIC PREMIER BANCORP INC COM USD8
COMMON
69478X105
427
13088
SH
SOLE
13088
0
0
PACKAGING CORP OF AMERICA COM USD.01
COMMON
695156109
59
529
SH
SOLE
529
0
0
PACWEST BANCORP COM NPV
COMMON
695263103
11
280
SH
SOLE
280
0
0
PALO ALTO NETWORKS INC COM USD.0001
COMMON
697435105
3
13
SH
SOLE
13
0
0
PAN AMERICAN SILVER CORP COM NPV
COMMON
697900108
1640
69262
SH
SOLE
69262
0
0
PAR TECHNOLOGY CORP COM USD.02
COMMON
698884103
1
38
SH
SOLE
38
0
0
PARETEUM CORP COM NPV
COMMON
69946T207
0
1
SH
SOLE
1
0
0
PARK HOTELS & RESORTS COM USD.01
COMMON
700517105
2
88
SH
SOLE
88
0
0
PARK NATIONAL CORP COM NPV
COMMON
700658107
0
3
SH
SOLE
3
0
0
PARKER-HANNIFIN CORP COM USD.5
COMMON
701094104
91
442
SH
SOLE
442
0
0
PARSLEY ENERGY INC CL A COM USD.01
COMMON
701877102
2
80
SH
SOLE
80
0
0
PARTNER COMMUNICATIONS CO ADR
COMMON
70211M109
0
25
SH
SOLE
25
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
15
280
SH
SOLE
280
0
0
PATTERN ENERGY GROUP INC CL A COM USD.01
COMMON
70338P100
3
130
SH
SOLE
130
0
0
PATTERSON COS INC COM USD.01
COMMON
703395103
15
737
SH
SOLE
737
0
0
PAYCHEX INC COM USD.01
COMMON
704326107
430
5058
SH
SOLE
5058
0
0
PAYCOM SOFTWARE INC COM USD0.01
COMMON
70432V102
248
939
SH
SOLE
939
0
0
PAYLOCITY HOLDING CORP COM USD0.001
COMMON
70438V106
958
7938
SH
SOLE
7938
0
0
PAYPAL HOLDINGS INC COM USD.0001
COMMON
70450Y103
191
1769
SH
SOLE
1769
0
0
PBF ENERGY INC CL A COM USD0.001
COMMON
69318G106
5
153
SH
SOLE
153
0
0
PC CONNECTION INC COM USD.01
COMMON
69318J100
204
4104
SH
SOLE
4104
0
0
PCTEL INC COM USD.001
COMMON
69325Q105
513
60592
SH
SOLE
60592
0
0
PDF SOLUTIONS INC COM USD.00015
COMMON
693282105
5
290
SH
SOLE
290
0
0
PDL BIOPHARMA INC COM USD.01
COMMON
69329Y104
512
158066
SH
SOLE
158066
0
0
PEABODY ENERGY CORP WHEN ISSUED
COMMON
704551100
5
533
SH
SOLE
533
0
0
PEMBINA PIPELINE CORP COM
COMMON
706327103
30
799
SH
SOLE
799
0
0
PENNANT GROUP INC (THE) COM
COMMON
70805E109
6
171
SH
SOLE
171
0
0
PENNS WOODS BANCORP INC COM USD10.
COMMON
708430103
59
1654
SH
SOLE
1654
0
0
PENNYMAC FINANCIAL SERVICES CL A COM USD.0001
COMMON
70932M107
10
284
SH
SOLE
284
0
0
PENNYMAC MORTGAGE INVEST TR COM SHS BEN
COMMON
70931T103
5
235
SH
SOLE
235
0
0
PENSKE AUTOMOTIVE GROUP INC COM USD.0001 VTG
COMMON
70959W103
17
340
SH
SOLE
340
0
0
PENTAIR PLC COM USD.16
COMMON
G7S00T104
3
60
SH
SOLE
60
0
0
PEOPLES BANCORP NC INC COM NPV
COMMON
710577107
125
3795
SH
SOLE
3795
0
0
PEOPLE'S UNITED FINL INC COM NPV
COMMON
712704105
13
767
SH
SOLE
767
0
0
PEPSICO INC COM USD.0166
COMMON
713448108
1217
8906
SH
SOLE
8906
0
0
PERFICIENT INC COM USD.001
COMMON
71375U101
1326
28830
SH
SOLE
28830
0
0
PERFORMANCE FOOD GROUP CO COM USD.01
COMMON
71377A103
4
76
SH
SOLE
76
0
0
PERKINELMER INC COM USD1
COMMON
714046109
6
66
SH
SOLE
66
0
0
PERMA-PIPE INTERNATIONAL HOL COM USD.01
COMMON
714167103
33
3528
SH
SOLE
3528
0
0
PERRIGO CO PLC COM NPV
COMMON
G97822103
8
157
SH
SOLE
157
0
0
PERSPECTA INC When Issued
COMMON
715347100
874
33096
SH
SOLE
33096
0
0
PETIQ INC COM CL A
COMMON
71639T106
2
87
SH
SOLE
87
0
0
PETMED EXPRESS INC COM USD.001
COMMON
716382106
0
19
SH
SOLE
19
0
0
PETROCHINA CO LTD SPONSORED ADR
COMMON
71646E100
95
1881
SH
SOLE
1881
0
0
PETROLEO BRASILEIRO SA- PETR SPON ADR NON-VTG
COMMON
71654V101
36
2393
SH
SOLE
2393
0
0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR
COMMON
71654V408
626
39296
SH
SOLE
39296
0
0
PFIZER INC COM USD.1
COMMON
717081103
16741
427405
SH
OTR
324771
102634
0
PHASEBIO PHARMACEUTIC COM
COMMON
717224109
0
2
SH
SOLE
2
0
0
PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001
COMMON
71742Q106
3
101
SH
SOLE
101
0
0
PHILIP MORRIS INTERNATIONAL COM NPV
COMMON
718172109
195
2291
SH
SOLE
2291
0
0
PHILLIPS 66 COM USD0.01
COMMON
718546104
56874
510736
SH
OTR
410695
100041
0
PHOTRONICS INC COM NPV
COMMON
719405102
985
62578
SH
SOLE
62578
0
0
PICO HOLDINGS INC COM USD.1
COMMON
693366205
230
20656
SH
SOLE
20656
0
0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01
COMMON
720190206
1013
45553
SH
SOLE
45553
0
0
PILGRIM'S PRIDE CORP COM USD.01
COMMON
72147K108
1490
45567
SH
SOLE
45567
0
0
PINDUODUO INC -ADR ADR
COMMON
722304102
116
3067
SH
SOLE
3067
0
0
PINNACLE WEST CAPITAL CORP COM USD2.5
COMMON
723484101
12
131
SH
SOLE
131
0
0
PIONEER NATURAL RESOURCES CO COM NPV
COMMON
723787107
3
22
SH
SOLE
22
0
0
PIPER JAFFRAY COS COM
COMMON
724078100
1
7
SH
SOLE
7
0
0
PITNEY BOWES INC COM USD2
COMMON
724479100
136
33780
SH
SOLE
33780
0
0
PLAINS GP HOLDINGS LP CL A LP NPV
COMMON
72651A207
247
13065
SH
SOLE
13065
0
0
PLUMAS BANCORP COM
COMMON
729273102
2
57
SH
SOLE
57
0
0
PLYMOUTH INDL REIT INC COM USD.01
COMMON
729640102
130
7059
SH
SOLE
7059
0
0
PNC FINANCIAL SVCS GROUP INC COM USD5
COMMON
693475105
71
442
SH
SOLE
442
0
0
PNM RESOURCES INC COM USD5
COMMON
69349H107
7
146
SH
SOLE
146
0
0
POLARIS INC COM NPV
COMMON
731068102
3
29
SH
SOLE
29
0
0
POPULAR INC COM USD5
COMMON
733174700
219
3736
SH
SOLE
3736
0
0
PORTLAND GENERAL ELECTRIC CO COM USD
COMMON
736508847
49
879
SH
SOLE
879
0
0
POSCO SPON ADR
COMMON
693483109
2195
43358
SH
SOLE
43358
0
0
POST HOLDINGS INC COM USD.01
COMMON
737446104
18
162
SH
SOLE
162
0
0
POTLATCHDELTIC CORP COM USD1
COMMON
737630103
10
236
SH
SOLE
236
0
0
POWELL INDUSTRIES INC COM USD.01
COMMON
739128106
261
5328
SH
SOLE
5328
0
0
POWER INTEGRATIONS INC COM USD.001
COMMON
739276103
24
244
SH
SOLE
244
0
0
PPG INDUSTRIES INC COM USD1.666
COMMON
693506107
34
258
SH
SOLE
258
0
0
PPL CORP COM NPV
COMMON
69351T106
9
258
SH
SOLE
258
0
0
PREFERRED BANK LOS ANGELES COM
COMMON
740367404
17
286
SH
SOLE
286
0
0
PREFORMED LINE PRODUCTS CO CAP USD2
COMMON
740444104
259
4299
SH
SOLE
4299
0
0
PRESTIGE CONSUMER HEALTHCARE COM USD.01
COMMON
74112D101
890
22017
SH
SOLE
22017
0
0
PRETIUM RESOURCES INC COM NPV
COMMON
74139C102
1063
95603
SH
SOLE
95603
0
0
PRICE (T. ROWE) GROUP COM USD.2
COMMON
74144T108
50
409
SH
SOLE
409
0
0
PRIMEENERGY RESOURCES CORP COM USD.1
COMMON
74158E104
112
743
SH
SOLE
743
0
0
PRINCIPAL FINANCIAL GRP INC COM USD.01
COMMON
74251V102
29
530
SH
SOLE
530
0
0
PROCTER & GAMBLE CO COM NPV
COMMON
742718109
7686
61542
SH
SOLE
61542
0
0
PRO-DEX INC/CO COM NPV
COMMON
74265M205
312
17753
SH
SOLE
17753
0
0
PROFIRE ENERGY INC COM USD.001
COMMON
74316X101
70
48049
SH
SOLE
48049
0
0
PROGRESS SOFTWARE CORP COM USD.01
COMMON
743312100
123
2970
SH
SOLE
2970
0
0
PROGRESSIVE CORP-OHIO COM USD1
COMMON
743315103
63
875
SH
SOLE
875
0
0
PROLOGIS INC COM USD.01
COMMON
74340W103
89
995
SH
SOLE
995
0
0
PROTECTIVE INSURANCE CORP CL B COM NPV
COMMON
74368L203
49
3075
SH
SOLE
3075
0
0
PROVIDENT FINANCIAL HOLDINGS COM USD.01
COMMON
743868101
22
1001
SH
SOLE
1001
0
0
PRUDENTIAL BANCORP INC COM USD.01
COMMON
74431A101
37
1973
SH
SOLE
1973
0
0
PRUDENTIAL FINANCIAL INC COM USD.01
COMMON
744320102
1390
14823
SH
SOLE
14823
0
0
PRUDENTIAL PLC ADR
COMMON
74435K204
48
1270
SH
SOLE
1270
0
0
PS BUSINESS PARKS COM USD.01
COMMON
69360J107
213
1294
SH
SOLE
1294
0
0
PSYCHEMEDICS CORP COM USD.005
COMMON
744375205
0
52
SH
SOLE
52
0
0
PUBLIC SERVICE ENTRP GRP INC COM NPV
COMMON
744573106
65
1093
SH
SOLE
1093
0
0
PUBLIC STORAGE COM USD.1
COMMON
74460D109
24
111
SH
SOLE
111
0
0
PULTEGROUP INC COM USD.01
COMMON
745867101
6195
159678
SH
SOLE
159678
0
0
PVH CORP COM USD1
COMMON
693656100
6
59
SH
SOLE
59
0
0
PZENA INVESTMENT MANAGEMENT CL A COM USD.01
COMMON
74731Q103
267
30919
SH
SOLE
30919
0
0
QEP RESOURCES INC COM USD.01
COMMON
74733V100
0
51
SH
SOLE
51
0
0
QORVO INC COM NPV
COMMON
74736K101
1060
9124
SH
SOLE
9124
0
0
QTS REALTY TRUST INC CL A COM USD0.01
COMMON
74736A103
15
283
SH
SOLE
283
0
0
QUAKER CHEMICAL CORP COM USD1
COMMON
747316107
427
2599
SH
SOLE
2599
0
0
QUALCOMM INC COM USD.0001
COMMON
747525103
84271
955622
SH
OTR
764729
190893
0
QUANEX BUILDING PRODUCTS COM USD.01
COMMON
747619104
537
31444
SH
SOLE
31444
0
0
QUANTA SERVICES INC COM USD.00001
COMMON
74762E102
10
247
SH
SOLE
247
0
0
QUDIAN INC ADR
COMMON
747798106
45
9604
SH
SOLE
9604
0
0
QUEST DIAGNOSTICS INC COM NPV
COMMON
74834L100
25
235
SH
SOLE
235
0
0
QUINSTREET INC COM USD.001
COMMON
74874Q100
2
154
SH
SOLE
154
0
0
QUOTIENT LTD ORD SHS
COMMON
G73268107
1
141
SH
SOLE
141
0
0
R1 RCM INC COM USD.01
COMMON
749397105
2
137
SH
SOLE
137
0
0
RA PHARMACEUTICALS INC COM USD.001
COMMON
74933V108
3
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SH
SOLE
65
0
0
RADIAN GROUP INC COM USD.001
COMMON
750236101
199
7941
SH
SOLE
7941
0
0
RADIANT LOGISTICS INC UNIT
COMMON
75025X100
929
167451
SH
SOLE
167451
0
0
RADNET INC COM USD.01
COMMON
750491102
4
206
SH
SOLE
206
0
0
RAFAEL HOLDINGS INC COM CL B USD0.01
COMMON
75062E106
3
147
SH
SOLE
147
0
0
RALPH LAUREN CORP CL A COM USD.01
COMMON
751212101
27
229
SH
SOLE
229
0
0
RAMBUS INC COM USD.001
COMMON
750917106
7
501
SH
SOLE
501
0
0
RANGE RESOURCES CORP COM USD.01
COMMON
75281A109
0
45
SH
SOLE
45
0
0
RAYMOND JAMES FINANCIAL CORP COM USD.01
COMMON
754730109
31
343
SH
SOLE
343
0
0
RAYONIER ADVANCED MATERIALS COM USD.01
COMMON
75508B104
4
1128
SH
SOLE
1128
0
0
RAYTHEON CO COM USD1
COMMON
755111507
105
478
SH
SOLE
478
0
0
RE/MAX HOLDINGS INC CL A COM USD.0001
COMMON
75524W108
565
14670
SH
SOLE
14670
0
0
READY CAPITAL CORP COM USD.01
COMMON
75574U101
25
1641
SH
SOLE
1641
0
0
REALOGY HOLDINGS CORP CL A COM USD.01
COMMON
75605Y106
66
6856
SH
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6856
0
0
REALTY INCOME CORP COM USD1
COMMON
756109104
4
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SH
SOLE
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0
0
REATA PHARMACEUTICALS INC CL A COM NPV
COMMON
75615P103
285
1395
SH
SOLE
1395
0
0
RECRO PHARMA INC COM USD.01
COMMON
75629F109
6
331
SH
SOLE
331
0
0
REGAL BELOIT CORP COM NPV
COMMON
758750103
7
79
SH
SOLE
79
0
0
REGENCY CENTERS CORP COM USD.01
COMMON
758849103
36449
578029
SH
OTR
450048
127981
0
REGENERON PHARMACEUTICALS COM USD.001
COMMON
75886F107
36
97
SH
SOLE
97
0
0
REGIONAL MANAGEMENT CORP COM USD.1
COMMON
75902K106
8
267
SH
SOLE
267
0
0
REGIONS FINANCIAL CORP COM USD.625
COMMON
7591EP100
52859
3082080
SH
OTR
2420965
661115
0
REINSURANCE GROUP AMER INC COM USD.01
COMMON
759351604
41
249
SH
SOLE
249
0
0
RELIANCE STEEL & ALUMINUM CO COM NPV
COMMON
759509102
2541
21215
SH
SOLE
21215
0
0
RELX PLC SP ADR
COMMON
759530108
87
3427
SH
SOLE
3427
0
0
RENAISSANCERE HOLDINGS LTD COM USD1
COMMON
G7496G103
2
10
SH
SOLE
10
0
0
RENASANT CORP COM USD5
COMMON
75970E107
449
12666
SH
SOLE
12666
0
0
RENEWABLE ENERGY GROUP INC COM USD.0001
COMMON
75972A301
16
596
SH
SOLE
596
0
0
RENT-A-CENTER INC COM USD.01
COMMON
76009N100
2370
82271
SH
SOLE
82271
0
0
REPLIGEN CORP COM USD.01
COMMON
759916109
1239
13414
SH
SOLE
13414
0
0
REPUBLIC SERVICES INC COM USD.01
COMMON
760759100
372
4151
SH
SOLE
4151
0
0
RESIDEO TECHNOLOGIES COM
COMMON
76118Y104
1
64
SH
SOLE
64
0
0
RESMED INC COM USD.004
COMMON
761152107
12
76
SH
SOLE
76
0
0
RESTAURANT BRANDS INTL INC COM USD.01
COMMON
76131D103
163
2555
SH
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2555
0
0
RETAIL PPTYS OF AMERICA INC CL A COM USD0.001
COMMON
76131V202
4
302
SH
SOLE
302
0
0
RETAIL VALUE INC COM
COMMON
76133Q102
1898
51597
SH
SOLE
51597
0
0
REX AMERICAN RESOURCES CORP COM USD.01
COMMON
761624105
755
9210
SH
SOLE
9210
0
0
RH COM USD.0001
COMMON
74967X103
64
301
SH
SOLE
301
0
0
RING ENERGY INC COM USD.001
COMMON
76680V108
1
386
SH
SOLE
386
0
0
RINGCENTRAL INC CL A COM USD.0001
COMMON
76680R206
2
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SH
SOLE
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0
0
RIO TINTO GROUP SPON ADR
COMMON
767204100
1606
27060
SH
SOLE
27060
0
0
RITCHIE BROS AUCTIONEERS INC COM NPV
COMMON
767744105
4677
109046
SH
SOLE
109046
0
0
RITE AID CORP COM USD1
COMMON
767754872
25
1643
SH
SOLE
1643
0
0
RIVERVIEW BANCORP INC COM USD1
COMMON
769397100
0
50
SH
SOLE
50
0
0
RLJ LODGING TRUST COM USD.01
COMMON
74965L101
4509
254500
SH
SOLE
254500
0
0
RMR GROUP INC CL A COM USD0.001
COMMON
74967R106
489
10711
SH
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10711
0
0
ROBERT HALF INTL INC COM USD1
COMMON
770323103
3
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SH
SOLE
49
0
0
ROCKWELL AUTOMATION COM USD1
COMMON
773903109
56241
277637
SH
OTR
212457
65180
0
ROCKY BRANDS INC COM NPV
COMMON
774515100
436
14805
SH
SOLE
14805
0
0
ROGERS COMMUNICATIONS -CL B CL B COM NPV
COMMON
775109200
2918
58782
SH
SOLE
58782
0
0
ROGERS CORP COM USD1
COMMON
775133101
1
6
SH
SOLE
6
0
0
ROKU INC CL A COM USD .0001
COMMON
77543R102
15
109
SH
SOLE
109
0
0
ROLLINS INC COM USD1
COMMON
775711104
34
1030
SH
SOLE
1030
0
0
ROPER TECHNOLOGIES INC COM USD.01
COMMON
776696106
36
103
SH
SOLE
103
0
0
ROSS STORES INC COM USD.01
COMMON
778296103
48
411
SH
SOLE
411
0
0
ROYAL BANK OF CANADA COM NPV
COMMON
780087102
173
2179
SH
SOLE
2179
0
0
ROYAL BANK OF SCOTLAND GROUP SP ADR REP SHS
COMMON
780097689
742
115204
SH
SOLE
115204
0
0
ROYAL CARIBBEAN CRUISES LTD COM USD.01
COMMON
V7780T103
16
122
SH
SOLE
122
0
0
ROYAL DUTCH SHELL PLC ADR CL A
COMMON
780259206
371
6287
SH
SOLE
6287
0
0
ROYAL DUTCH SHELL PLC ADR CL B
COMMON
780259107
104
1726
SH
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1726
0
0
ROYAL GOLD INC COM USD.01
COMMON
780287108
277
2268
SH
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2268
0
0
RPM INTERNATIONAL INC COM USD.064
COMMON
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1
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SH
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15
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0
RUBICON PROJECT INC COM USD.00001
COMMON
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0
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SH
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RUSH ENTERPRISES INC CL A COM USD.01
COMMON
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2
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SH
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0
RYDER SYSTEM INC COM USD.5
COMMON
783549108
1
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SH
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RYERSON HOLDING CORP COM USD.01
COMMON
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62698
SH
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RYMAN HOSPITALITY PPTYS INC COM USD.01
COMMON
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4
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S&P GLOBAL INC COM USD1
COMMON
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171
626
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0
0
SABRA HEALTH CARE REIT INC COM USD.01
COMMON
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24
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SABRE CORP COM USD.01
COMMON
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2
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SAFE BULKERS INC COM USD.001
COMMON
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2609
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SAGA COMMUNICATIONS -CL A CL A COM USD.01
COMMON
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94
3082
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3082
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COMMON
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247
1521
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1521
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SALISBURY BANCORP INC COM USD3.33
COMMON
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34
754
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754
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SALLY BEAUTY HOLDINGS INC COM USD.01
COMMON
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321
17609
SH
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17609
0
0
SANDERSON FARMS INC COM USD1
COMMON
800013104
15
86
SH
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0
0
SANFILIPPO JOHN B&SON COM USD.01
COMMON
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8199
89910
SH
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SANMINA CORP COM USD.01
COMMON
801056102
280
8198
SH
SOLE
8198
0
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SANOFI SPONSORED ADR
COMMON
80105N105
212
4220
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4220
0
0
SANTANDER CONSUMER USA HLDGS COM USD.01
COMMON
80283M101
19
829
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SAP SE SPON ADR
COMMON
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126
939
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0
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SAPIENS INTERNATIONAL CORP COM ANG1
COMMON
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98
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4279
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0
SAREPTA THERAPEUTICS INC COM USD.0001
COMMON
803607100
0
1
SH
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0
SASOL LTD ADR
COMMON
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1019
47161
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47161
0
0
SAUL CENTERS INC COM USD.01
COMMON
804395101
3
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SOLE
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0
SAVARA INC COM USD.001
COMMON
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936
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SBA COMMUNICATIONS CORP COM USD.01
COMMON
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1426
5916
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5916
0
0
SCHLUMBERGER LTD COM USD.01
COMMON
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93
2312
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2312
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COMMON
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347
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15999
0
0
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COMMON
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86
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0
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SCHWEITZER-MAUDUIT INTL INC COM USD.1
COMMON
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1003
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COMMON
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84
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COMMON
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0
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SEABOARD CORP COM USD1
COMMON
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98
23
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0
0
SEACOR HOLDINGS INC COM USD.01
COMMON
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8
182
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182
0
0
SEADRILL LTD COM
COMMON
G7998G106
0
1
SH
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1
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SEAGATE TECHNOLOGY PLC COM USD.00001
COMMON
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20417
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343142
0
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SEALED AIR CORP COM USD.01
COMMON
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0
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0
SEASPAN CORP COM
COMMON
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96
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0
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SECUREWORKS CORP CL A COM USD.01
COMMON
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1
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0
0
SELECT ENERGY SERVICES INC CL A COM USD0.01
COMMON
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2
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241
0
0
SELECT MEDICAL HOLDINGS CORP COM USD.001
COMMON
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147
6328
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6328
0
0
SELECT SECTOR SPDR TR TECHNOLOGY
COMMON
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25
277
SH
SOLE
277
0
0
SEMPRA ENERGY COM NPV
COMMON
816851109
54
358
SH
SOLE
358
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0
SENECA FOODS CORP CL A COM NPV
COMMON
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312
7650
SH
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0
0
SENSEONICS HLDGS INC COM USD.001
COMMON
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0
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0
SERVICE CORP INTERNATIONAL COM USD1
COMMON
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10
221
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221
0
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SERVICE PROPERTIES TRUST COM USD.01
COMMON
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36
1460
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0
0
SERVICEMASTER GLOBAL HLDGS COM USD.01
COMMON
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1
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0
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SERVICENOW INC COM USD.001
COMMON
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84
297
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297
0
0
SHENANDOAH TELECOMMUN CO COM USD10
COMMON
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207
4992
SH
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4992
0
0
SHERWIN-WILLIAMS CO COM USD1
COMMON
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309
529
SH
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529
0
0
SHINHAN FINANCIAL GROUP LTD SPON ADR
COMMON
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2
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SOLE
51
0
0
SHOE CARNIVAL INC COM USD.1
COMMON
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2055
55121
SH
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55121
0
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SHOPIFY INC CL A SUB VTG
COMMON
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1
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0
0
SIGA TECHNOLOGIES INC COM USD.0001
COMMON
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249
52122
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52122
0
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SIGNATURE BANK/NY COM
COMMON
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2
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0
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SIGNET JEWELERS LTD COM USD.18
COMMON
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2
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108
0
0
SILGAN HOLDINGS INC COM USD.01
COMMON
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234
7532
SH
SOLE
7532
0
0
SILVERBOW RESOURCES INC COM NPV
COMMON
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3
313
SH
SOLE
313
0
0
SILVERCORP METALS INC COM
COMMON
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12164
2155775
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0
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SILVERCREST ASSET MGT CL A COM USD.01
COMMON
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108
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0
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SIMMONS FIRST NATL CP -CL A CL A COM NPV
COMMON
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902
33686
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33686
0
0
SIMON PROPERTY GROUP INC COM USD.0001
COMMON
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199
1335
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1335
0
0
SIMPLY GOOD FOODS COMPANY CL A COM USD.0001
COMMON
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6
194
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194
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SIMULATIONS PLUS INC COM USD.001
COMMON
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857
29531
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29531
0
0
SINCLAIR BROADCAST GP -CL A CL A COM USD.01
COMMON
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1218
36531
SH
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36531
0
0
SINOPEC SHANGHAI PETROCHEM SPON ADR
COMMON
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754
24682
SH
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24682
0
0
SIRIUS XM HOLDINGS INC COM USD.001
COMMON
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2
260
SH
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260
0
0
SITE CENTERS CORP COM USD.1
COMMON
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1
82
SH
SOLE
82
0
0
SK TELECOM CO LTD SPON ADR
COMMON
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7
308
SH
SOLE
308
0
0
SKECHERS U S A INC CL A COM USD.001
COMMON
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1
15
SH
SOLE
15
0
0
SKYWEST INC COM NPV
COMMON
830879102
5
80
SH
SOLE
80
0
0
SKYWORKS SOLUTIONS INC COM USD.25
COMMON
83088M102
142
1175
SH
SOLE
1175
0
0
SLEEP NUMBER CORP COM USD.01
COMMON
83125X103
370
7515
SH
SOLE
7515
0
0
SLM CORP COM USD.2 VTG
COMMON
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1
60
SH
SOLE
60
0
0
SMITH & NEPHEW PLC SPON ADR
COMMON
83175M205
990
20587
SH
SOLE
20587
0
0
SMITH (A.O.) COM USD1
COMMON
831865209
1
23
SH
SOLE
23
0
0
SMUCKER (JM) CO COM NPV
COMMON
832696405
16
157
SH
SOLE
157
0
0
SNAP-ON INC COM USD1
COMMON
833034101
2
12
SH
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12
0
0
SOLAREDGE TECHNOLOGIES INC COM USD0.0001
COMMON
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3
35
SH
SOLE
35
0
0
SONOCO PRODUCTS CO COM NPV
COMMON
835495102
477
7739
SH
SOLE
7739
0
0
SONY CORP ADR
COMMON
835699307
1843
27103
SH
SOLE
27103
0
0
SOTHERLY HOTELS INC COM USD.01
COMMON
83600C103
56
8308
SH
SOLE
8308
0
0
SOUTH STATE CORP COM USD5
COMMON
840441109
7
83
SH
SOLE
83
0
0
SOUTHERN CO COM USD5
COMMON
842587107
94
1473
SH
SOLE
1473
0
0
SOUTHERN COPPER CORP COM USD.01
COMMON
84265V105
3
65
SH
SOLE
65
0
0
SOUTHWEST AIRLINES COM USD1
COMMON
844741108
10925
202480
SH
SOLE
202480
0
0
SPDR S&P 500 ETF TR TR UNIT
COMMON
78462F103
301
934
SH
SOLE
934
0
0
SPDR SERIES TRUST S&P DIVID ETF
COMMON
78464A763
3
25
SH
SOLE
25
0
0
SPECTRUM BRND HLDG INC COM USD.25
COMMON
84790A105
38
596
SH
SOLE
596
0
0
SPIRIT AEROSYSTEMS HOLDINGS CL A COM USD.01
COMMON
848574109
36577
502192
SH
OTR
385247
116945
0
SPIRIT AIRLINES INC COM USD0.0001
COMMON
848577102
1
34
SH
SOLE
34
0
0
SPIRIT REALTY CAPITAL INC COM USD.01
COMMON
84860W300
24
493
SH
SOLE
493
0
0
SPLUNK INC COM USD.001
COMMON
848637104
15
101
SH
SOLE
101
0
0
SPORTSMANS WAREHOUSE HLDGS COM USD.01
COMMON
84920Y106
286
35598
SH
SOLE
35598
0
0
SPOTIFY TECHNOLOGY SA COM
COMMON
L8681T102
2
16
SH
SOLE
16
0
0
SPRINT CORP COM USD.01
COMMON
85207U105
7
1341
SH
SOLE
1341
0
0
SPX CORP COM USD1
COMMON
784635104
688
13549
SH
SOLE
13549
0
0
SPX FLOW INC COM USD.01
COMMON
78469X107
3
52
SH
SOLE
52
0
0
SQUARE INC CL A COM USD.0000001
COMMON
852234103
2
27
SH
SOLE
27
0
0
SRC ENERGY INC COM USD0.001
COMMON
78470V108
2
574
SH
SOLE
574
0
0
SSR MINING INC COM NPV
COMMON
784730103
6695
348060
SH
SOLE
348060
0
0
ST JOE CO COM USD100
COMMON
790148100
130
6546
SH
SOLE
6546
0
0
STAMPS.COM INC COM USD.001
COMMON
852857200
6
75
SH
SOLE
75
0
0
STANDARD MOTOR PRODS CL A COM USD2
COMMON
853666105
344
6473
SH
SOLE
6473
0
0
STANLEY BLACK & DECKER INC COM USD2.5
COMMON
854502101
11
69
SH
SOLE
69
0
0
STANTEC INC COM NPV
COMMON
85472N109
46
1624
SH
SOLE
1624
0
0
STARBUCKS CORP COM NPV
COMMON
855244109
63460
722102
SH
OTR
570888
151214
0
STATE STREET CORP COM USD1
COMMON
857477103
64
810
SH
SOLE
810
0
0
STEEL DYNAMICS INC COM USD.01
COMMON
858119100
34
987
SH
SOLE
987
0
0
STEELCASE INC CL A COM NPV
COMMON
858155203
239
11675
SH
SOLE
11675
0
0
STEPAN CO COM USD1
COMMON
858586100
321
3141
SH
SOLE
3141
0
0
STERICYCLE INC COM USD.01
COMMON
858912108
18
282
SH
SOLE
282
0
0
STERIS PLC COM NPV
COMMON
G8473T100
2500
16404
SH
SOLE
16404
0
0
STERLING BANCORP COM USD.1
COMMON
85917A100
48
2265
SH
SOLE
2265
0
0
STERLING CONSTRUCTION CO INC COM NPV
COMMON
859241101
2191
155578
SH
SOLE
155578
0
0
STIFEL FINANCIAL CORP COM USD.15
COMMON
860630102
162
2671
SH
SOLE
2671
0
0
STMICROELECTRONICS NV ADR
COMMON
861012102
66
2440
SH
SOLE
2440
0
0
STONERIDGE INC COM NPV
COMMON
86183P102
4
126
SH
SOLE
126
0
0
STRATASYS LTD ORD SHR
COMMON
M85548101
1
28
SH
SOLE
28
0
0
STRATTEC SECURITY CORP COM USD.01
COMMON
863111100
89
4001
SH
SOLE
4001
0
0
STRYKER CORP COM USD10
COMMON
863667101
111
527
SH
SOLE
527
0
0
SUMITOMO MITSUI FINANCIAL GR ADR
COMMON
86562M209
399
53909
SH
SOLE
53909
0
0
SUMMIT HOTEL PROPERTIES INC COM USD.01
COMMON
866082100
4481
363189
SH
SOLE
363189
0
0
SUMMIT MATERIALS INC CL A COM USD.01
COMMON
86614U100
2
82
SH
SOLE
82
0
0
SUN COMMUNITIES INC COM USD.01
COMMON
866674104
17
114
SH
SOLE
114
0
0
SUN LIFE FINANCIAL INC COM NPV
COMMON
866796105
41031
900268
SH
SOLE
900268
0
0
SUNCOR ENERGY INC COM NPV
COMMON
867224107
14195
433285
SH
SOLE
433285
0
0
SUNPOWER CORP COM USD.001
COMMON
867652406
3
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SH
SOLE
404
0
0
SUNRUN INC COM USD0.0001
COMMON
86771W105
6
401
SH
SOLE
401
0
0
SUNSTONE HOTEL INVESTORS INC COM USD.01
COMMON
867892101
1290
92659
SH
SOLE
92659
0
0
SUPERIOR GROUP OF COS INC COM USD1
COMMON
868358102
108
7954
SH
SOLE
7954
0
0
SUPERIOR INDUSTRIES INTL COM USD.5
COMMON
868168105
4
1059
SH
SOLE
1059
0
0
SURGERY PARTNERS INC COM USD.01
COMMON
86881A100
4
269
SH
SOLE
269
0
0
SVB FINANCIAL GROUP COM NPV
COMMON
78486Q101
10
38
SH
SOLE
38
0
0
SYKES ENTERPRISES INC COM USD.01
COMMON
871237103
841
22734
SH
SOLE
22734
0
0
SYNAPTICS INC COM NPV
COMMON
87157D109
69
1044
SH
SOLE
1044
0
0
SYNCHRONY FINANCIAL COM USD.001
COMMON
87165B103
39085
1085796
SH
OTR
879807
205989
0
SYNNEX CORP COM USD.001
COMMON
87162W100
17
135
SH
SOLE
135
0
0
SYNOPSYS INC COM USD.01
COMMON
871607107
885
6356
SH
SOLE
6356
0
0
SYNOVUS FINANCIAL CORP COM USD2.5
COMMON
87161C501
8
206
SH
SOLE
206
0
0
SYSCO CORP COM USD1
COMMON
871829107
2742
32060
SH
SOLE
32060
0
0
TAIWAN SEMICONDUCTOR MFG CO SPON ADR
COMMON
874039100
952
16387
SH
SOLE
16387
0
0
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR
COMMON
874060205
126
6380
SH
SOLE
6380
0
0
TAKE-TWO INTERACTIVE SFTWR COM USD.01
COMMON
874054109
2
17
SH
SOLE
17
0
0
TANDEM DIABETES CARE INC COM USD.001
COMMON
875372203
4
61
SH
SOLE
61
0
0
TANGER FACTORY OUTLET CTRS COM USD.01
COMMON
875465106
268
18203
SH
SOLE
18203
0
0
TAPESTRY INC COM USD.01
COMMON
876030107
4
146
SH
SOLE
146
0
0
TARGA RESOURCES CORP COM USD.001
COMMON
87612G101
7
177
SH
SOLE
177
0
0
TARGET CORP COM USD1
COMMON
87612E106
8576
66910
SH
SOLE
66910
0
0
TARO PHARMACEUTICL INDS LTD ORD NIS.0001
COMMON
M8737E108
42
472
SH
SOLE
472
0
0
TATA MOTORS LTD SPONSORED ADR
COMMON
876568502
99
7677
SH
SOLE
7677
0
0
TAYLOR MORRISON HOME CORP COM USD.01
COMMON
87724P106
5
229
SH
SOLE
229
0
0
TC ENERGY CORP COM NPV
COMMON
87807B107
120
2254
SH
SOLE
2254
0
0
TCF FINANCIAL CORP COM USD.01
COMMON
872307103
336
7179
SH
SOLE
7179
0
0
TD AMERITRADE HOLDING CORP COM USD.01
COMMON
87236Y108
6
115
SH
SOLE
115
0
0
TE CONNECTIVITY LTD COM
COMMON
H84989104
18
186
SH
SOLE
186
0
0
TEAM INC COM USD.3
COMMON
878155100
3
184
SH
SOLE
184
0
0
TECH DATA CORP COM USD.0015
COMMON
878237106
34
236
SH
SOLE
236
0
0
TECK RESOURCES LTD Cl B Com Npv Svtg
COMMON
878742204
24977
1440875
SH
SOLE
1440875
0
0
TEGNA INC COM USD1
COMMON
87901J105
775
46416
SH
SOLE
46416
0
0
TELEDYNE TECHNOLOGIES INC COM USD.01
COMMON
879360105
131
377
SH
SOLE
377
0
0
TELEFLEX INC COM USD1
COMMON
879369106
235
625
SH
SOLE
625
0
0
TELEFONAKTIEBOLAGET LM ERICS CL B ADR
COMMON
294821608
37
4178
SH
SOLE
4178
0
0
TELEFONICA BRASIL SA SPONS ADR PFD
COMMON
87936R106
47
3315
SH
SOLE
3315
0
0
TELEFONICA SA ADR
COMMON
879382208
53
7533
SH
SOLE
7533
0
0
TELENAV INC COM USD.001
COMMON
879455103
26
5414
SH
SOLE
5414
0
0
TELEPHONE & DATA SYSTEMS INC COM USD1
COMMON
879433829
1
29
SH
SOLE
29
0
0
TEMPUR SEALY INTL INC COM USD.01
COMMON
88023U101
7
78
SH
SOLE
78
0
0
TENARIS SA SPONSORED ADR
COMMON
88031M109
24
1044
SH
SOLE
1044
0
0
TENET HEALTHCARE CORP COM USD.15
COMMON
88033G407
1
28
SH
SOLE
28
0
0
TENNECO INC COM USD5
COMMON
880349105
75
5710
SH
SOLE
5710
0
0
TERADATA CORP COM USD.01
COMMON
88076W103
73
2719
SH
SOLE
2719
0
0
TERADYNE INC COM USD.125
COMMON
880770102
17334
254325
SH
OTR
195283
59042
0
TEREX CORP COM USD.01
COMMON
880779103
2
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SH
SOLE
51
0
0
TERNIUM SA -ADR ADS USD
COMMON
880890108
191
8681
SH
SOLE
8681
0
0
TERRAFORM POWER INC CL A COM
COMMON
88104R209
3
221
SH
SOLE
221
0
0
TESLA INC COM USD.001
COMMON
88160R101
79
190
SH
SOLE
190
0
0
TESSCO TECHNOLOGIES INC COM USD.01
COMMON
872386107
193
17187
SH
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17187
0
0
TETRA TECH INC COM USD.01
COMMON
88162G103
1405
16329
SH
SOLE
16329
0
0
TEXAS CAPITAL BANCSHARES INC COM
COMMON
88224Q107
17
296
SH
SOLE
296
0
0
TEXAS INSTRUMENTS INC COM USD1
COMMON
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265
2069
SH
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2069
0
0
TEXTRON INC COM USD.125
COMMON
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31634
709299
SH
OTR
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181720
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THE UNILEVER GROUP ADR
COMMON
904767704
49
856
SH
SOLE
856
0
0
THE UNILEVER GROUP NY SHS USD20 ADR
COMMON
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182
3169
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3169
0
0
THERMO FISHER SCIENTIFIC INC COM USD1
COMMON
883556102
10619
32687
SH
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32687
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THOMSON-REUTERS CORP COM NPV
COMMON
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275140
SH
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275140
0
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THOR INDUSTRIES INC COM USD.01
COMMON
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37
498
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TIFFANY & CO COM USD.01
COMMON
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14
106
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0
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TIM PARTICIPACOES SA SPONS ADR
COMMON
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496
25977
SH
SOLE
25977
0
0
TIMKEN CO COM NPV
COMMON
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23
413
SH
SOLE
413
0
0
TIPTREE INC COM
COMMON
88822Q103
169
20761
SH
SOLE
20761
0
0
TITAN INTERNATIONAL INC COM NPV
COMMON
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0
1
SH
SOLE
1
0
0
TIVITY HEALTH INC COM USD.001
COMMON
88870R102
2
118
SH
SOLE
118
0
0
TJX COS INC (THE) COM USD1
COMMON
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136
2228
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2228
0
0
T-MOBILE US INC COM
COMMON
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469
5984
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5984
0
0
TOLL BROTHERS INC COM USD.01
COMMON
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34
850
SH
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0
0
TOMPKINS FINANCIAL CORP COM NPV
COMMON
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1
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0
0
TOPBUILD CORP COM USD1
COMMON
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1780
17290
SH
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17290
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TORONTO DOMINION BANK COM NPV
COMMON
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156
2773
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SOLE
2773
0
0
TOTAL SA SPON ADR
COMMON
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479
8668
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SOLE
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TOYOTA MOTOR CORP ADR
COMMON
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215
1527
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1527
0
0
TRACTOR SUPPLY CO COM USD.008
COMMON
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10
111
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111
0
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TRADE DESK INC CL A COM USD.000001
COMMON
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26
101
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TRANSALTA CORP COM NPV
COMMON
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7763
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0
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TRANSCAT INC COM USD.5
COMMON
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416
13061
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TRANSDIGM GROUP INC COM USD.01
COMMON
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92
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0
TRANSENTERIX INC COM USD.001
COMMON
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1
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TRANSOCEAN LTD COM USD.01
COMMON
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TRANSUNION COM USD0.01
COMMON
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TRAVELERS COS INC COM
COMMON
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444
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3244
0
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TRAVELZOO COM USD.01
COMMON
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115
10780
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10780
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TREDEGAR CORP COM NPV
COMMON
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SH
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0
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TREEHOUSE FOODS INC COM
COMMON
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60
1231
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TRI POINTE GROUP INC COM USD.01
COMMON
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TRIBUNE PUBLISHING CO COM USD.01
COMMON
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321
24410
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0
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TRIMBLE INC COM NPV
COMMON
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4
100
SH
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TRINSEO SA ORD NPV
COMMON
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50
1353
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COMMON
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220
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0
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TRONOX HOLDINGS PLC CL A ORD USD.01
COMMON
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13
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TRUEBLUE INC COM NPV
COMMON
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411
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TRUECAR INC COM USD.0001
COMMON
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1
248
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TRUIST FINANCIAL CORP COM USD5
COMMON
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2567
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TTEC HOLDINGS INC COM USD.01
COMMON
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310
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TTM TECHNOLOGIES INC COM NPV
COMMON
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42
2822
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TUCOWS INC CL A COM NPV
COMMON
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TURNING POINT BRANDS INC COM USD.01
COMMON
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TWITTER INC COM USD.000005
COMMON
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TYLER TECHNOLOGIES INC COM USD.01
COMMON
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TYME TECHNOLOGIES INC COM
COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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UBS GROUP AG ORD SHRS
COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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152
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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COMMON
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41
SH
SOLE
41
0
0
US CELLULAR CORP COM USD1
COMMON
911684108
160
4411
SH
SOLE
4411
0
0
US FOODS HOLDING CORP COM USD0.01
COMMON
912008109
4
105
SH
SOLE
105
0
0
USA TRUCK INC COM USD.01
COMMON
902925106
3
411
SH
SOLE
411
0
0
USANA HEALTH SCIENCES INC COM NPV
COMMON
90328M107
1
10
SH
SOLE
10
0
0
VAALCO ENERGY INC COM USD.1
COMMON
91851C201
79
35604
SH
SOLE
35604
0
0
VAIL RESORTS INC COM USD.01
COMMON
91879Q109
1
5
SH
SOLE
5
0
0
VALE SA SPONSORED ADR
COMMON
91912E105
24
1833
SH
SOLE
1833
0
0
VALERO ENERGY CORP COM USD1
COMMON
91913Y100
1156
12341
SH
SOLE
12341
0
0
VALHI INC COM USD1
COMMON
918905100
82
43606
SH
SOLE
43606
0
0
VALLEY NATIONAL BANCORP COM USD2.5
COMMON
919794107
9
813
SH
SOLE
813
0
0
VALMONT INDUSTRIES INC COM USD1
COMMON
920253101
0
2
SH
SOLE
2
0
0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF
COMMON
92203J407
14
249
SH
SOLE
249
0
0
VANGUARD INDEX FDS TOTAL STK MKT
COMMON
922908769
77
471
SH
SOLE
471
0
0
VANGUARD INDEX FDS VALUE ETF
COMMON
922908744
1
7
SH
SOLE
7
0
0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF
COMMON
922042874
27
465
SH
SOLE
465
0
0
VANGUARD SPECIALIZED FUNDS DIV APP ETF
COMMON
921908844
2
20
SH
SOLE
20
0
0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF
COMMON
921943858
11
246
SH
SOLE
246
0
0
VAREX IMAGING CORP COM USD0.01
COMMON
92214X106
2
78
SH
SOLE
78
0
0
VECTOR GROUP LTD COM USD1
COMMON
92240M108
1
107
SH
SOLE
107
0
0
VEDANTA LTD SPON ADR
COMMON
92242Y100
295
34209
SH
SOLE
34209
0
0
VEEVA SYSTEMS INC CL A COM USD.00001
COMMON
922475108
785
5583
SH
SOLE
5583
0
0
VENTAS INC COM USD.25
COMMON
92276F100
5
90
SH
SOLE
90
0
0
VEON LTD ADR
COMMON
91822M106
19
7656
SH
SOLE
7656
0
0
VERA BRADLEY INC COM NPV
COMMON
92335C106
814
69005
SH
SOLE
69005
0
0
VEREIT INC CL A COM USD.01
COMMON
92339V100
6
622
SH
SOLE
622
0
0
VERICEL CORP COM NPV
COMMON
92346J108
1
62
SH
SOLE
62
0
0
VERINT SYSTEMS INC COM USD.001
COMMON
92343X100
302
5456
SH
SOLE
5456
0
0
VERISIGN INC COM USD.01
COMMON
92343E102
8
39
SH
SOLE
39
0
0
VERISK ANALYTICS INC CL A COM USD.001
COMMON
92345Y106
938
6279
SH
SOLE
6279
0
0
VERIZON COMMUNICATIONS INC COM USD1
COMMON
92343V104
1582
25764
SH
SOLE
25764
0
0
VERSO CORP CL A COM USD.01
COMMON
92531L207
1030
57146
SH
SOLE
57146
0
0
VERTEX PHARMACEUTICALS INC COM USD.01
COMMON
92532F100
108
494
SH
SOLE
494
0
0
VF CORP COM NPV
COMMON
918204108
163
1640
SH
SOLE
1640
0
0
VIACOMCBS INC CL B COM USD.01 NVTG
COMMON
92556H206
16939
403839
SH
SOLE
403839
0
0
VICI PROPERTIES INC COM
COMMON
925652109
1000
39143
SH
SOLE
39143
0
0
VICTORY CPTL HLDGS INC COM
COMMON
92645B103
762
36398
SH
SOLE
36398
0
0
VILLAGE SUPER MARKET -CL A CL A COM NPV
COMMON
927107409
31
1315
SH
SOLE
1315
0
0
VINCE HOLDING CORP COM USD.01
COMMON
92719W207
97
5582
SH
SOLE
5582
0
0
VIPSHOP HOLDINGS LTD -ADR SPON ADR
COMMON
92763W103
0
14
SH
SOLE
14
0
0
VIRTUS INVESTMENT PTNRS INC COM USD.01
COMMON
92828Q109
12
99
SH
SOLE
99
0
0
VISA INC CL A COM USD.0001
COMMON
92826C839
7360
39172
SH
SOLE
39172
0
0
VISHAY INTERTECHNOLOGY INC COM USD.1
COMMON
928298108
357
16773
SH
SOLE
16773
0
0
VISTA OUTDOOR INC COM USD.01
COMMON
928377100
1
100
SH
SOLE
100
0
0
VISTRA ENERGY CORP COM USD.01
COMMON
92840M102
23
987
SH
SOLE
987
0
0
VMWARE INC -CL A CL A COM USD.01
COMMON
928563402
5
36
SH
SOLE
36
0
0
VODAFONE GROUP PLC SPON ADR
COMMON
92857W308
90
4666
SH
SOLE
4666
0
0
VORNADO REALTY TRUST SH BEN INT USD.04
COMMON
929042109
22678
341168
SH
OTR
263042
78126
0
VOXX INTERNATIONAL CORP CL A COM USD.01
COMMON
91829F104
123
28050
SH
SOLE
28050
0
0
VOYA FINANCIAL INC COM USD.01
COMMON
929089100
81572
1338493
SH
OTR
1073839
264654
0
VSE CORP COM USD.05
COMMON
918284100
62
1636
SH
SOLE
1636
0
0
VULCAN MATERIALS CO COM USD1
COMMON
929160109
12
84
SH
SOLE
84
0
0
W&T OFFSHORE INC COM USD.00001
COMMON
92922P106
1174
211093
SH
SOLE
211093
0
0
WABASH NATIONAL CORP COM USD.01
COMMON
929566107
597
40630
SH
SOLE
40630
0
0
WABCO HOLDINGS INC COM
COMMON
92927K102
3
20
SH
SOLE
20
0
0
WABTEC CORP COM USD.01
COMMON
929740108
0
6
SH
SOLE
6
0
0
WADDELL&REED FINL INC -CL A CL A
COMMON
930059100
814
48659
SH
SOLE
48659
0
0
WAITR HOLDINGS INC COM
COMMON
930752100
1
2685
SH
SOLE
2685
0
0
WALGREENS BOOTS ALLIANCE INC COM USD1.25
COMMON
931427108
71062
1205819
SH
OTR
952490
253329
0
WALKER & DUNLOP INC COM USD 0.01
COMMON
93148P102
82
1268
SH
SOLE
1268
0
0
WALMART INC COM USD.1
COMMON
931142103
353
2967
SH
SOLE
2967
0
0
WARRIOR MET COAL INC COM USD0.01
COMMON
93627C101
1144
54130
SH
SOLE
54130
0
0
WASHINGTON FEDERAL INC COM USD1
COMMON
938824109
20
551
SH
SOLE
551
0
0
WASTE MANAGEMENT INC COM NPV
COMMON
94106L109
1494
13109
SH
SOLE
13109
0
0
WATERS CORP COM USD.01
COMMON
941848103
63609
272378
SH
OTR
209709
62669
0
WATERSTONE FINANCIAL INC COM USD.01
COMMON
94188P101
220
11574
SH
SOLE
11574
0
0
WATTS WATER TECHNOLOGIES INC CL A COM USD.1
COMMON
942749102
33
327
SH
SOLE
327
0
0
WAYSIDE TECHNOLOGY GROUP INC COM USD.01
COMMON
946760105
8
507
SH
SOLE
507
0
0
WD-40 CO COM NPV
COMMON
929236107
12
60
SH
SOLE
60
0
0
WEC ENERGY GROUP INC COM USD10
COMMON
92939U106
86
928
SH
SOLE
928
0
0
WEIBO CORP ADR
COMMON
948596101
0
2
SH
SOLE
2
0
0
WEIS MARKETS INC COM NPV
COMMON
948849104
845
20874
SH
SOLE
20874
0
0
WELBILT INC COM USD.01
COMMON
949090104
1
40
SH
SOLE
40
0
0
WELLCARE HEALTH PLANS INC COM USD.01
COMMON
94946T106
35
106
SH
SOLE
106
0
0
WELLS FARGO & CO COM USD1.67
COMMON
949746101
105246
1957203
SH
OTR
1528305
428898
0
WELLTOWER INC COM USD1
COMMON
95040Q104
18
218
SH
SOLE
218
0
0
WENDY'S CO CL A COM USD.1
COMMON
95058W100
46
2096
SH
SOLE
2096
0
0
WERNER ENTERPRISES INC COM USD.01
COMMON
950755108
189
5202
SH
SOLE
5202
0
0
WESCO INTL INC CL A COM USD.01
COMMON
95082P105
22
375
SH
SOLE
375
0
0
WEST PHARMACEUTICAL SVSC INC COM USD.25
COMMON
955306105
363
2415
SH
SOLE
2415
0
0
WESTAMERICA BANCORPORATION COM NPV
COMMON
957090103
857
12671
SH
SOLE
12671
0
0
WESTERN DIGITAL CORP COM USD.1
COMMON
958102105
1510
23784
SH
SOLE
23784
0
0
WESTERN UNION CO COM USD.01
COMMON
959802109
77410
2892068
SH
OTR
2361899
530169
0
WESTLAKE CHEMICAL CORP COM USD.01
COMMON
960413102
4
58
SH
SOLE
58
0
0
WESTPAC BANKING SPON ADR
COMMON
961214301
58
3400
SH
SOLE
3400
0
0
WESTROCK CO COM USD.01
COMMON
96145D105
1448
33751
SH
SOLE
33751
0
0
WESTWOOD HOLDINGS GROUP INC COM USD.01
COMMON
961765104
4
124
SH
SOLE
124
0
0
WEX INC COM USD.01
COMMON
96208T104
2
10
SH
SOLE
10
0
0
WEYCO GROUP INC COM USD1
COMMON
962149100
145
5471
SH
SOLE
5471
0
0
WEYERHAEUSER CO COM USD1.875
COMMON
962166104
13
435
SH
SOLE
435
0
0
WHEATON PRECIOUS METALS CORP COM
COMMON
962879102
21
704
SH
SOLE
704
0
0
WHIRLPOOL CORP COM USD1
COMMON
963320106
20264
137434
SH
OTR
109099
28335
0
WHITE MTNS INS GROUP LTD COM USD1
COMMON
G9618E107
138
124
SH
SOLE
124
0
0
WHITESTONE REIT COM USD.001
COMMON
966084204
5
392
SH
SOLE
392
0
0
WIDEOPENWEST INC COM 0.01USD
COMMON
96758W101
4
479
SH
SOLE
479
0
0
WILLIAM LYON HOMES CL A COM USD.01
COMMON
552074700
6
288
SH
SOLE
288
0
0
WILLIAMS COS INC COM USD1
COMMON
969457100
21
904
SH
SOLE
904
0
0
WILLIAMS-SONOMA INC COM NPV
COMMON
969904101
3
43
SH
SOLE
43
0
0
WILLIS LEASE FINANCE CORP COM NPV
COMMON
970646105
80
1363
SH
SOLE
1363
0
0
WILLIS TOWERS WATSON PLC COM USD.000115
COMMON
G96629103
726
3597
SH
SOLE
3597
0
0
WINGSTOP INC COM USD.01
COMMON
974155103
181
2108
SH
SOLE
2108
0
0
WINNEBAGO INDUSTRIES COM USD.5
COMMON
974637100
502
9483
SH
SOLE
9483
0
0
WIPRO LTD SPON ADR
COMMON
97651M109
421
112398
SH
SOLE
112398
0
0
WISDOMTREE TR US SMALLCAP DIVD
COMMON
97717W604
25
888
SH
SOLE
888
0
0
WIX.COM LTD ORD ILS.01
COMMON
M98068105
4
36
SH
SOLE
36
0
0
WNS (HOLDINGS) LTD -ADR ADR USD.15
COMMON
92932M101
606
9159
SH
SOLE
9159
0
0
WOORI FINANCIAL GROUP INC ADR
COMMON
981064108
113
3739
SH
SOLE
3739
0
0
WORKDAY INC CL A COM USD.001
COMMON
98138H101
20
122
SH
SOLE
122
0
0
WORLD ACCEPTANCE CORP/DE COM NPV
COMMON
981419104
5
58
SH
SOLE
58
0
0
WORLD FUEL SERVICES CORP COM USD.01
COMMON
981475106
2318
53408
SH
SOLE
53408
0
0
WORTHINGTON INDUSTRIES COM NPV
COMMON
981811102
1456
34529
SH
SOLE
34529
0
0
WPP PLC ADR
COMMON
92937A102
2904
41318
SH
SOLE
41318
0
0
WPX ENERGY INC CL A COM USD.01
COMMON
98212B103
5
340
SH
SOLE
340
0
0
WYNDHAM DESTINATIONS INC COM USD
COMMON
98310W108
60
1162
SH
SOLE
1162
0
0
WYNDHAM HOTELS & RESRTS When Issued
COMMON
98311A105
10
165
SH
SOLE
165
0
0
WYNN RESORTS LTD COM USD.01
COMMON
983134107
1
6
SH
SOLE
6
0
0
XCEL ENERGY INC COM USD2.5
COMMON
98389B100
135
2130
SH
SOLE
2130
0
0
XENIA HOTELS & RESORTS INC COM USD.01
COMMON
984017103
6093
281979
SH
SOLE
281979
0
0
XEROX HOLDINGS CORP COM USD1
COMMON
98421M106
10596
287446
SH
SOLE
287446
0
0
XILINX INC COM USD.01
COMMON
983919101
13
130
SH
SOLE
130
0
0
XINYUAN REAL ESTATE CO -ADR ADS
COMMON
98417P105
5
1196
SH
SOLE
1196
0
0
XPERI CORP COM USD.001
COMMON
98421B100
11
618
SH
SOLE
618
0
0
XPO LOGISTICS INC COM USD.001
COMMON
983793100
29
358
SH
SOLE
358
0
0
XYLEM INC COM USD.01
COMMON
98419M100
3
35
SH
SOLE
35
0
0
YAMANA GOLD INC COM
COMMON
98462Y100
1689
426864
SH
SOLE
426864
0
0
YUM BRANDS INC COM NPV
COMMON
988498101
42184
419000
SH
OTR
329182
89818
0
YUM CHINA HOLDINGS INC COM USD.01
COMMON
98850P109
3
66
SH
SOLE
66
0
0
ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01
COMMON
989207105
2
6
SH
SOLE
6
0
0
ZENDESK INC COM USD.01
COMMON
98936J101
1
13
SH
SOLE
13
0
0
ZILLOW GROUP INC CL C CAP USD.0001
COMMON
98954M200
13
281
SH
SOLE
281
0
0
ZIMMER BIOMET HOLDINGS INC COM USD.01
COMMON
98956P102
25
168
SH
SOLE
168
0
0
ZIONS BANCORPORATION NA COM NPV
COMMON
989701107
111
2135
SH
SOLE
2135
0
0
ZIOPHARM ONCOLOGY INC COM
COMMON
98973P101
12
2583
SH
SOLE
2583
0
0
ZIX CORP COM USD.01
COMMON
98974P100
567
83825
SH
SOLE
83825
0
0
ZOETIS INC CL A COM USD.01
COMMON
98978V103
97
736
SH
SOLE
736
0
0
ZOGENIX INC COM USD.001
COMMON
98978L204
1
28
SH
SOLE
28
0
0
ZTO EXPRESS (CAYM) INC -ADR ADR
COMMON
98980A105
0
10
SH
SOLE
10
0
0
ZYNEX INC COM NPV
COMMON
98986M103
219
27865
SH
SOLE
27865
0
0