0001423442-21-000002.txt : 20210211 0001423442-21-000002.hdr.sgml : 20210211 20210211091545 ACCESSION NUMBER: 0001423442-21-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20201231 FILED AS OF DATE: 20210211 DATE AS OF CHANGE: 20210211 EFFECTIVENESS DATE: 20210211 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: 21617093 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 primary_doc.xml 13F-HR LIVE false true false 0001423442 XXXXXXXX 12-31-2020 12-31-2020 O'SHAUGHNESSY ASSET MANAGEMENT, LLC

6 SUBURBAN AVENUE STAMFORD CT 06901-2012

13F HOLDINGS REPORT 028-12966 N RAYMOND AMOROSO III ESQ. 203-975-3318 /s/ RAYMOND AMOROSO III ESQ. Stamford CT 02-11-2021 1 2019 3675842 false 1 0001409728 028-12567 Mercer Investments LLC INFORMATION TABLE 2 13F4thqtr2020final2.xml 12312020FINAL 10X GENOMICS INC COM CL A USD0.00001 COMMON 88025U109 71 499 SH SOLE 499 0 0 22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH SOLE 2 0 0 3M CO COM NPV COMMON 88579Y101 24098 137883 SH SOLE 137883 0 0 AARONS CO INC (THE) -SPN COM COMMON 00258W108 49 2560 SH SOLE 2560 0 0 ABB LTD SPONSORED ADR COMMON 000375204 426 15223 SH SOLE 15223 0 0 ABBOTT LABORATORIES COM NPV COMMON 002824100 9107 83185 SH SOLE 83185 0 0 ABBVIE INC COM USD.01 COMMON 00287Y109 2441 22783 SH SOLE 22783 0 0 ABIOMED INC COM USD.01 COMMON 003654100 6 19 SH SOLE 19 0 0 ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830304 0 4 SH SOLE 4 0 0 ACACIA COMMUNICATIONS INC COM USD.0001 COMMON 00401C108 2 25 SH SOLE 25 0 0 ACACIA RESEARCH CORP COM NPV COMMON 003881307 1 311 SH SOLE 311 0 0 ACADIA HEALTHCARE CO INC COM USD.01 COMMON 00404A109 1 23 SH SOLE 23 0 0 ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 14 261 SH SOLE 261 0 0 ACADIA REALTY TRUST SHS BEN INT USD.001 COMMON 004239109 0 28 SH SOLE 28 0 0 ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 1 7 SH SOLE 7 0 0 ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 3344 12802 SH SOLE 12802 0 0 ACCO BRANDS CORP COM COMMON 00081T108 18 2141 SH SOLE 2141 0 0 ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH SOLE 225 0 0 ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 11 1676 SH SOLE 1676 0 0 ACME UNITED CORP COM USD2.5 COMMON 004816104 183 6062 SH SOLE 6062 0 0 ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M106 0 1 SH SOLE 1 0 0 ACTIVISION BLIZZARD INC COM COMMON 00507V109 2781 29954 SH SOLE 29954 0 0 ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 27 226 SH SOLE 226 0 0 ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 755 18639 SH SOLE 18639 0 0 ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 7 309 SH SOLE 309 0 0 ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 16 140 SH SOLE 140 0 0 ADICET BIO INC COM COMMON 007002108 1 50 SH SOLE 50 0 0 ADOBE INC COM NPV COMMON 00724F101 6898 13792 SH SOLE 13792 0 0 ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 18 117 SH SOLE 117 0 0 ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 375 4482 SH SOLE 4482 0 0 ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 1 95 SH SOLE 95 0 0 ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 51 527 SH SOLE 527 0 0 ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 1014 11054 SH SOLE 11054 0 0 ADVANSIX INC COM NPV COMMON 00773T101 0 22 SH SOLE 22 0 0 AECOM CLB USD.01 COMMON 00766T100 15 303 SH SOLE 303 0 0 AEGLEA BIOTHERAPEUTICS INC COM USD.0001 COMMON 00773J103 13 1654 SH SOLE 1654 0 0 AEGON NV NY SHR ADR COMMON 007924103 1094 277084 SH SOLE 277084 0 0 AERCAP HOLDINGS NV SHS COMMON N00985106 2 33 SH SOLE 33 0 0 AERPIO PHARMACEUTICALS INC COM COMMON 00810B105 0 228 SH SOLE 228 0 0 AES CORP (THE) COM USD.01 COMMON 00130H105 39 1650 SH SOLE 1650 0 0 AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 8931 87828 SH SOLE 87828 0 0 AFFIMED NV COM EUR.01 COMMON N01045108 27 4713 SH SOLE 4713 0 0 AFLAC INC COM USD.1 COMMON 001055102 1546 34760 SH SOLE 34760 0 0 AGCO CORP COM USD.01 COMMON 001084102 478 4637 SH SOLE 4637 0 0 AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 429 3620 SH SOLE 3620 0 0 AGILYSYS INC COM NPV COMMON 00847J105 650 16940 SH SOLE 16940 0 0 AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 5 334 SH SOLE 334 0 0 AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 24 336 SH SOLE 336 0 0 AIR LEASE CORP CL A COM USD.01 COMMON 00912X302 2 45 SH SOLE 45 0 0 AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 1491 5458 SH SOLE 5458 0 0 AIRGAIN INC COM USD.0001 COMMON 00938A104 367 20638 SH SOLE 20638 0 0 AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 29 276 SH SOLE 276 0 0 AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 0 56 SH SOLE 56 0 0 ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 309 2984 SH SOLE 2984 0 0 ALASKA AIR GROUP INC COM USD1 COMMON 011659109 421 8099 SH SOLE 8099 0 0 ALBEMARLE CORP COM USD1 COMMON 012653101 34 229 SH SOLE 229 0 0 ALCON INC COM COMMON H01301128 110 1674 SH SOLE 1674 0 0 ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 29 1682 SH SOLE 1682 0 0 ALEXANDER'S INC COM USD1 COMMON 014752109 0 1 SH SOLE 1 0 0 ALEXANDRIA R E EQUITIES INC COM USD.01 COMMON 015271109 36 201 SH SOLE 201 0 0 ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 172 1098 SH SOLE 1098 0 0 ALIBABA GROUP HLDG ADR COMMON 01609W102 3282 14102 SH SOLE 14102 0 0 ALICO INC COM USD1 COMMON 016230104 318 10250 SH SOLE 10250 0 0 ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 261 488 SH SOLE 488 0 0 ALKERMES PLC ORD SHS COMMON G01767105 1 27 SH SOLE 27 0 0 ALLAKOS INC COM COMMON 01671P100 124 885 SH SOLE 885 0 0 ALLEGHANY CORP COM USD1 COMMON 017175100 128 212 SH SOLE 212 0 0 ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 3 190 SH SOLE 190 0 0 ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 1 4 SH SOLE 4 0 0 ALLEGION PLC ORD SHS COMMON G0176J109 48 410 SH SOLE 410 0 0 ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 142 1923 SH SOLE 1923 0 0 ALLIANT ENERGY CORP COM NPV COMMON 018802108 53 1036 SH SOLE 1036 0 0 ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 122 2836 SH SOLE 2836 0 0 ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 188 13051 SH SOLE 13051 0 0 ALLSTATE CORP COM USD.01 COMMON 020002101 14336 130413 SH OTR 108378 22035 0 ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 31056 870952 SH OTR 696559 174393 0 ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 17 128 SH SOLE 128 0 0 ALPHABET INC CL A COM USD.001 COMMON 02079K305 8458 4826 SH SOLE 4826 0 0 ALPHABET INC CL C COM USD.001 COMMON 02079K107 6585 3759 SH SOLE 3759 0 0 ALPINE INCOME PROPERTY TRUST COM COMMON 02083X103 116 7756 SH SOLE 7756 0 0 ALTAIR ENGINEERING INC CL A COM USD.0001 COMMON 021369103 153 2624 SH SOLE 2624 0 0 ALTERYX INC CL A COM USD0.0001 COMMON 02156B103 2 18 SH SOLE 18 0 0 ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 4225 111566 SH OTR 71662 39904 0 ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 207 16050 SH SOLE 16050 0 0 ALTRIA GROUP INC COM USD1 COMMON 02209S103 70600 1721998 SH OTR 1264555 457443 0 AMALGAMATED BK NEW YORK N Y COM COMMON 022663108 3 194 SH SOLE 194 0 0 A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 585 22812 SH SOLE 22812 0 0 AMAZON.COM INC COM USD.01 COMMON 023135106 18932 5813 SH SOLE 5813 0 0 AMBARELLA INC COM USD.00045 COMMON G037AX101 47 509 SH SOLE 509 0 0 AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 19 538 SH SOLE 538 0 0 AMCOR PLC ORD COMMON G0250X107 21651 1839480 SH OTR 1255136 584344 0 AMDOCS ORD GBP.01 COMMON G02602103 181 2552 SH SOLE 2552 0 0 AMEDISYS INC COM USD.001 COMMON 023436108 175 595 SH SOLE 595 0 0 AMERCO COM USD.25 COMMON 023586100 0 1 SH SOLE 1 0 0 AMEREN CORP COM USD5 COMMON 023608102 13 168 SH SOLE 168 0 0 AMERESCO INC CL A COM USD.0001 COMMON 02361E108 77 1474 SH SOLE 1474 0 0 AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 500 34384 SH SOLE 34384 0 0 AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 6 398 SH SOLE 398 0 0 AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 225 2698 SH SOLE 2698 0 0 AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 1137 9401 SH SOLE 9401 0 0 AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 163 1855 SH SOLE 1855 0 0 AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 10 348 SH SOLE 348 0 0 AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 90 2390 SH SOLE 2390 0 0 AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 1092 35826 SH SOLE 35826 0 0 AMERICAN RENAL ASSOCS HLDGS COM USD.01 COMMON 029227105 23 2046 SH SOLE 2046 0 0 AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 538 31322 SH SOLE 31322 0 0 AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1077 4797 SH SOLE 4797 0 0 AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 83 541 SH SOLE 541 0 0 AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 85 908 SH SOLE 908 0 0 AMERICOLD REALTY TRUST COM COMMON 03064D108 1 38 SH SOLE 38 0 0 AMERIPRISE FINANCIAL INC COM COMMON 03076C106 89327 459674 SH OTR 335476 124198 0 AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 2823 28876 SH SOLE 28876 0 0 AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 2 75 SH SOLE 75 0 0 AMETEK INC COM USD1 COMMON 031100100 105 867 SH SOLE 867 0 0 AMGEN INC COM NPV COMMON 031162100 6072 26411 SH OTR 22263 4148 0 AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 360 15605 SH SOLE 15605 0 0 AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 1765 117073 SH SOLE 117073 0 0 AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 176 2581 SH SOLE 2581 0 0 AMPHENOL CORP CL A COM USD.001 COMMON 032095101 1592 12172 SH SOLE 12172 0 0 AMPIO PHARMACEUTICALS INC COM USD.0001 COMMON 03209T109 1 525 SH SOLE 525 0 0 AMPLIFY ENERGY CORP COM COMMON 03212B103 0 280 SH SOLE 280 0 0 AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 90 14129 SH SOLE 14129 0 0 ANALOG DEVICES COM USD.16 COMMON 032654105 723 4891 SH SOLE 4891 0 0 ANAPLAN INC COM COMMON 03272L108 12 166 SH SOLE 166 0 0 ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 0 1 SH SOLE 1 0 0 ANGI HOMESERVICES INC COM COMMON 00183L102 26 1960 SH SOLE 1960 0 0 ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 150 6620 SH SOLE 6620 0 0 ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 359 5132 SH SOLE 5132 0 0 ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 0 7 SH SOLE 7 0 0 ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 30574 3618417 SH OTR 2768274 850143 0 ANSYS INC COM USD.01 COMMON 03662Q105 258 709 SH SOLE 709 0 0 ANTARES PHARMA INC COM USD.01 COMMON 036642106 345 86470 SH SOLE 86470 0 0 ANTERIX INC COM USD.0001 COMMON 03676C100 5 131 SH SOLE 131 0 0 ANTERO MIDSTREAM CORP COM COMMON 03676B102 160 20812 SH SOLE 20812 0 0 ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 2 327 SH SOLE 327 0 0 ANTHEM INC COM USD.01 COMMON 036752103 1870 5825 SH SOLE 5825 0 0 AON PLC CL A ORD COMMON G0403H108 816 3864 SH SOLE 3864 0 0 APARTMENT INCM REIT CRP -SPN COM COMMON 03750L109 4 109 SH SOLE 109 0 0 APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R747 0 77 SH SOLE 77 0 0 APOGEE ENTERPRISES INC COM USD.33 COMMON 037598109 318 10028 SH SOLE 10028 0 0 APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 1 64 SH SOLE 64 0 0 APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 757 4206 SH SOLE 4206 0 0 APPIAN CORP CL A COM COMMON 03782L101 371 2288 SH SOLE 2288 0 0 APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 162 12583 SH SOLE 12583 0 0 APPLE INC COM NPV COMMON 037833100 58880 443752 SH OTR 418576 25176 0 APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 16 205 SH SOLE 205 0 0 APPLIED MATERIALS INC COM NPV COMMON 038222105 1161 13450 SH SOLE 13450 0 0 APTARGROUP INC COM USD.01 COMMON 038336103 47 341 SH SOLE 341 0 0 APTIV PLC ORD USD.01 COMMON G6095L109 92 708 SH SOLE 708 0 0 AQUABOUNTY TECHNOLOGIES INC COM USA0.001 COMMON 03842K200 4 428 SH SOLE 428 0 0 ARAMARK COM USD.01 COMMON 03852U106 102 2663 SH SOLE 2663 0 0 ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 0 32 SH SOLE 32 0 0 ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 1 447 SH SOLE 447 0 0 ARCBEST CORP COM USD.01 COMMON 03937C105 159 3727 SH SOLE 3727 0 0 ARCELORMITTAL CL A ADR COMMON 03938L203 4 163 SH SOLE 163 0 0 ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 19 528 SH SOLE 528 0 0 ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 192 3816 SH SOLE 3816 0 0 ARCONIC CORP COM COMMON 03966V107 3 93 SH SOLE 93 0 0 ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 448 5828 SH SOLE 5828 0 0 ARGAN INC COM USD.06667 COMMON 04010E109 2 41 SH SOLE 41 0 0 ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 12 286 SH SOLE 286 0 0 ARISTA NETWORKS INC COM USD0.0001 COMMON 040413106 6 20 SH SOLE 20 0 0 ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 2 32 SH SOLE 32 0 0 ARROW ELECTRONICS INC COM USD1 COMMON 042735100 741 7616 SH SOLE 7616 0 0 ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 512 6675 SH SOLE 6675 0 0 ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 212 1714 SH SOLE 1714 0 0 ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 605 12020 SH SOLE 12020 0 0 ARVINAS INC COM COMMON 04335A105 139 1632 SH SOLE 1632 0 0 ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 0 2 SH SOLE 2 0 0 ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 18 3042 SH SOLE 3042 0 0 ASGN INC COM USD.01 COMMON 00191U102 4 43 SH SOLE 43 0 0 ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 2 30 SH SOLE 30 0 0 ASML HOLDING NV ADR NY SHS COMMON N07059210 3401 6973 SH SOLE 6973 0 0 ASPEN AEROGELS INC COM USD.00001 COMMON 04523Y105 1 58 SH SOLE 58 0 0 ASPEN GROUP INC COM USD0.001 COMMON 04530L203 0 42 SH SOLE 42 0 0 ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 12 90 SH SOLE 90 0 0 ASSERTIO HOLDINGS INC COM NPV COMMON 04546C106 0 1 SH SOLE 1 0 0 ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 276 16214 SH SOLE 16214 0 0 ASSURANT INC COM USD.01 COMMON 04621X108 134 986 SH SOLE 986 0 0 ASSURED GUARANTY LTD COM COMMON G0585R106 106 3351 SH SOLE 3351 0 0 ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 2 26 SH SOLE 26 0 0 ASTRAZENECA PLC SPON ADR COMMON 046353108 1198 23973 SH SOLE 23973 0 0 ASTRONOVA INC COM USD.05 COMMON 04638F108 0 14 SH SOLE 14 0 0 AT&T INC COM USD1 COMMON 00206R102 47369 1647102 SH OTR 1287808 359294 0 ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 89 2074 SH SOLE 2074 0 0 ATKORE INTL GROUP INC COM USD.01 COMMON 047649108 367 8931 SH SOLE 8931 0 0 ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 9 167 SH SOLE 167 0 0 ATLAS CORP COM COMMON Y0436Q109 74 6835 SH SOLE 6835 0 0 ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 13 55 SH SOLE 55 0 0 ATMOS ENERGY CORP COM NPV COMMON 049560105 7 77 SH SOLE 77 0 0 ATOMERA INC COM USD0.001 COMMON 04965B100 1 88 SH SOLE 88 0 0 ATRICURE INC COM USD.001 COMMON 04963C209 15 269 SH SOLE 269 0 0 AUDIOCODES LTD ORD NIS.01 COMMON M15342104 324 11759 SH SOLE 11759 0 0 AUTODESK INC COM NPV COMMON 052769106 3059 10017 SH SOLE 10017 0 0 AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 1732 9827 SH SOLE 9827 0 0 AUTONATION INC COM USD.01 COMMON 05329W102 675 9677 SH SOLE 9677 0 0 AUTOZONE INC COM NPV COMMON 053332102 373 315 SH SOLE 315 0 0 AVALARA INC COM COMMON 05338G106 149 901 SH SOLE 901 0 0 AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 20 123 SH SOLE 123 0 0 AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 5 113 SH SOLE 113 0 0 AVANTOR INC COM COMMON 05352A100 13 455 SH SOLE 455 0 0 AVAYA HLDGS CORP COM COMMON 05351X101 371 19381 SH SOLE 19381 0 0 AVERY DENNISON CORP COM USD1 COMMON 053611109 28 180 SH SOLE 180 0 0 AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 472 13822 SH SOLE 13822 0 0 AVID BIOSERVICES INC COM NPV COMMON 05368M106 54 4723 SH SOLE 4723 0 0 AVID TECHNOLOGY INC COM USD.01 COMMON 05367P100 1 73 SH SOLE 73 0 0 AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 369 9901 SH SOLE 9901 0 0 AVNET INC COM USD1 COMMON 053807103 370 10541 SH SOLE 10541 0 0 AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 2 55 SH SOLE 55 0 0 AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 1 21 SH SOLE 21 0 0 AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 1 12 SH SOLE 12 0 0 AXOS FINANCIAL INC COM USD.01 COMMON 05465C100 10 257 SH SOLE 257 0 0 AXT INC COM NPV COMMON 00246W103 1 129 SH SOLE 129 0 0 AZZ INC COM USD1 COMMON 002474104 20 428 SH SOLE 428 0 0 BADGER METER INC COM USD1 COMMON 056525108 616 6550 SH SOLE 6550 0 0 BAIDU INC ADR COMMON 056752108 239 1103 SH SOLE 1103 0 0 BAKER HUGHES CO COM A COMMON 05722G100 9 410 SH SOLE 410 0 0 BALL CORP COM NPV COMMON 058498106 152 1636 SH SOLE 1636 0 0 BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 1389 160751 SH SOLE 160751 0 0 BANCO SANTANDER SA ADR COMMON 05964H105 165 54033 SH SOLE 54033 0 0 BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 3 82 SH SOLE 82 0 0 BANCORP INC COM COMMON 05969A105 5 345 SH SOLE 345 0 0 BANCROFT FUND LTD COMMON 059695106 21 701 SH SOLE 701 0 0 BANDWIDTH INC CL A COM USD.001 COMMON 05988J103 176 1148 SH SOLE 1148 0 0 BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 73281 2417812 SH OTR 1900533 517279 0 BANK OF COMMERCE HOLDINGS COM NPV COMMON 06424J103 0 23 SH SOLE 23 0 0 BANK OF MONTREAL COM NPV COMMON 063671101 324 4260 SH SOLE 4260 0 0 BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 7762 182888 SH OTR 146897 35991 0 BANK OF NOVA SCOTIA COM NPV COMMON 064149107 579 10714 SH SOLE 10714 0 0 BANK OZK COM USD.01 COMMON 06417N103 13054 417522 SH SOLE 417522 0 0 BANKUNITED INC COM USD.01 COMMON 06652K103 10 298 SH SOLE 298 0 0 BANNER CORP COM USD.01 COMMON 06652V208 1 14 SH SOLE 14 0 0 BAOZUN INC ADR COMMON 06684L103 4 123 SH SOLE 123 0 0 BARCLAYS PLC ADR COMMON 06738E204 423 52998 SH SOLE 52998 0 0 BARNES GROUP INC COM USD1 COMMON 067806109 3 63 SH SOLE 63 0 0 BARRETT BUSINESS SVCS INC COM USD.01 COMMON 068463108 1 21 SH SOLE 21 0 0 BARRICK GOLD CORP COM NPV COMMON 067901108 263 11546 SH SOLE 11546 0 0 BASSETT FURNITURE INDS COM USD5 COMMON 070203104 300 14950 SH SOLE 14950 0 0 BAUDAX BIO INC COM COMMON 07160F107 0 132 SH SOLE 132 0 0 BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 2 103 SH SOLE 103 0 0 BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 191 2384 SH SOLE 2384 0 0 BBVA SPON ADR COMMON 05946K101 64 13029 SH SOLE 13029 0 0 BCB BANCORP INC COM COMMON 055298103 150 13573 SH SOLE 13573 0 0 BCE INC COM NPV COMMON 05534B760 4 83 SH SOLE 83 0 0 BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 0 9 SH SOLE 9 0 0 BECTON DICKINSON & CO COM USD1 COMMON 075887109 3692 14757 SH SOLE 14757 0 0 BED BATH & BEYOND INC COM USD.01 COMMON 075896100 259 14561 SH SOLE 14561 0 0 BEIGENE LTD ADR COMMON 07725L102 11 43 SH SOLE 43 0 0 BEL FUSE INC CL B COMMON 077347300 167 11106 SH SOLE 11106 0 0 BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 231 8554 SH SOLE 8554 0 0 BERKLEY (W R) CORP COM USD.2 COMMON 084423102 13 194 SH SOLE 194 0 0 BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 4716 20340 SH SOLE 20340 0 0 BERRY GLOBAL GROUP INC COM USD.001 COMMON 08579W103 8 136 SH SOLE 136 0 0 BEST BUY CO INC COM USD.1 COMMON 086516101 16700 167352 SH SOLE 167352 0 0 BEYOND MEAT INC COM USD 0.0001 COMMON 08862E109 2 13 SH SOLE 13 0 0 BG STAFFING INC COM COMMON 05544A109 81 6039 SH SOLE 6039 0 0 BHP GROUP LTD ADR COMMON 05545E209 9 169 SH SOLE 169 0 0 BHP GROUP LTD ADR COMMON 088606108 1727 26430 SH SOLE 26430 0 0 BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 1194 116991 SH SOLE 116991 0 0 BIG LOTS INC COM USD.01 COMMON 089302103 55 1289 SH SOLE 1289 0 0 BIGLARI HOLDINGS INC CL B COMMON 08986R309 185 1663 SH SOLE 1663 0 0 BIOANALYTICAL SYSTEMS INC COM NPV COMMON 09058M103 2 130 SH SOLE 130 0 0 BIOGEN INC COM NPV COMMON 09062X103 36740 150044 SH OTR 105048 44996 0 BIOHAVEN PHRMCUTCL HLD COM COMMON G11196105 276 3222 SH SOLE 3222 0 0 BIOLIFE SOLUTIONS INC COM USD.001 COMMON 09062W204 37 929 SH SOLE 929 0 0 BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 1 6 SH SOLE 6 0 0 BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 4821 8270 SH SOLE 8270 0 0 BIO-TECHNE CORP COM USD.01 COMMON 09073M104 358 1129 SH SOLE 1129 0 0 BIOTELEMETRY INC COM USD.001 COMMON 090672106 19 261 SH SOLE 261 0 0 BIOXCEL THERAPEUTICS COM COMMON 09075P105 40 859 SH SOLE 859 0 0 BJS WHSL CLUB HLDGS INC COM COMMON 05550J101 319 8557 SH SOLE 8557 0 0 BLACK HILLS CORP COM USD1 COMMON 092113109 15 249 SH SOLE 249 0 0 BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 1814 20535 SH SOLE 20535 0 0 BLACKBAUD INC COM COMMON 09227Q100 29 497 SH SOLE 497 0 0 BLACKLINE INC COM USD.01 COMMON 09239B109 444 3329 SH SOLE 3329 0 0 BLACKROCK INC COM USD.01 COMMON 09247X101 2405 3333 SH SOLE 3333 0 0 BLACKROCK RES & COMM STRAT T SHS COMMON 09257A108 1 91 SH SOLE 91 0 0 BLACKSTONE GROUP INC COM UNIT COMMON 09260D107 2020 31172 SH SOLE 31172 0 0 BLACKSTONE MORTGAGE TR INC CL A COM USD.01 COMMON 09257W100 1 44 SH SOLE 44 0 0 BLOCK H & R INC COM NPV COMMON 093671105 22 1393 SH SOLE 1393 0 0 BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 74 3808 SH SOLE 3808 0 0 BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 581 19848 SH SOLE 19848 0 0 BLUEPRINT MEDICINES CORP COM USD.001 COMMON 09627Y109 405 3615 SH SOLE 3615 0 0 BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 281 22146 SH SOLE 22146 0 0 BMC STOCK HOLDINGS INC COM USD.01 COMMON 05591B109 145 2707 SH SOLE 2707 0 0 BOEING CO COM USD5 COMMON 097023105 1527 7133 SH SOLE 7133 0 0 BOISE CASCADE CO COM USD.01 COMMON 09739D100 1428 29870 SH SOLE 29870 0 0 BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 17932 8051 SH OTR 6652 1399 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 148 1696 SH SOLE 1696 0 0 BORGWARNER INC COM USD.01 COMMON 099724106 2007 51948 SH SOLE 51948 0 0 BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 96 97 SH SOLE 97 0 0 BOSTON OMAHA CORP CL A COM USD0.001 COMMON 101044105 1 20 SH SOLE 20 0 0 BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 13 1559 SH SOLE 1559 0 0 BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 17785 188139 SH OTR 127236 60903 0 BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 417 11589 SH SOLE 11589 0 0 BOX INC CL A COM USD.0001 COMMON 10316T104 307 17009 SH SOLE 17009 0 0 BP PLC ADR COMMON 055622104 427 20814 SH SOLE 20814 0 0 BRADESCO BANCO SPON ADR COMMON 059460402 253 54945 SH SOLE 54945 0 0 BRAINSTORM CELL THERAPEUTICS COM USD.00005 COMMON 10501E201 1 180 SH SOLE 180 0 0 BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 326 27336 SH SOLE 27336 0 0 BRF SA SPON ADR NPV COMMON 10552T107 388 92267 SH SOLE 92267 0 0 BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 13 74 SH SOLE 74 0 0 BRIGHTHOUSE FINANL INC COM COMMON 10922N103 77 2118 SH SOLE 2118 0 0 BRIGHTSPHERE INVEST GRP INC ORD COMMON 10948W103 75 3913 SH SOLE 3913 0 0 BRINKER INTL INC COM USD.1 COMMON 109641100 367 6492 SH SOLE 6492 0 0 BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 3106 50065 SH SOLE 50065 0 0 BRISTOW GROUP INC COM COMMON 11040G103 33 1253 SH SOLE 1253 0 0 BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 1810 48277 SH SOLE 48277 0 0 BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 997 60252 SH SOLE 60252 0 0 BROADCOM INC ORD NPV COMMON 11135F101 2426 5541 SH SOLE 5541 0 0 BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 671 4380 SH SOLE 4380 0 0 BROADWIND INC COM USD.001 COMMON 11161T207 175 22050 SH SOLE 22050 0 0 BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 356 8636 SH SOLE 8636 0 0 BROOKFIELD RENEWABLE CORP COM CLA COMMON 11284V105 9 157 SH SOLE 157 0 0 BROOKFIELD RENEWABLE PRTS LP TR UNIT COMMON G16258108 0 1 SH SOLE 1 0 0 BROOKS AUTOMATION INC COM USD.01 COMMON 114340102 327 4823 SH SOLE 4823 0 0 BROWN & BROWN INC COM USD.1 COMMON 115236101 16 330 SH SOLE 330 0 0 BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 11 134 SH SOLE 134 0 0 BRP GROUP INC COM CL A COMMON 05589G102 64 2124 SH SOLE 2124 0 0 BRUKER CORP COM USD.01 COMMON 116794108 4 70 SH SOLE 70 0 0 BRUNSWICK CORP COM USD.75 COMMON 117043109 190 2494 SH SOLE 2494 0 0 BUCKLE INC COM USD.05 COMMON 118440106 45 1541 SH SOLE 1541 0 0 BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1349 33052 SH SOLE 33052 0 0 BUNGE LTD COM USD.01 COMMON G16962105 1 16 SH SOLE 16 0 0 BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 13 50 SH SOLE 50 0 0 BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 2 30 SH SOLE 30 0 0 C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 1472 15682 SH SOLE 15682 0 0 C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 135 3634 SH SOLE 3634 0 0 CABLE ONE INC COM USD.01 COMMON 12685J105 256 115 SH SOLE 115 0 0 CABOT CORP COM USD1 COMMON 127055101 201 4485 SH SOLE 4485 0 0 CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 170 10434 SH SOLE 10434 0 0 CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 0 1 SH SOLE 1 0 0 CACTUS INC COM CL A USD0.01 COMMON 127203107 2 72 SH SOLE 72 0 0 CADENCE BANCORPORATION CL A COM COMMON 12739A100 1 50 SH SOLE 50 0 0 CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 1543 11312 SH SOLE 11312 0 0 CAESARS ENTERTAINMENT INC COM USD.0001 COMMON 12769G100 440 5921 SH SOLE 5921 0 0 CALIX INC COM USD.025 COMMON 13100M509 130 4363 SH SOLE 4363 0 0 CAMBIUM NETWORKS CORP ORD USD 0.0001 COMMON G17766109 335 13371 SH SOLE 13371 0 0 CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 8 81 SH SOLE 81 0 0 CAMPBELL SOUP CO COM USD.3 COMMON 134429109 13 263 SH SOLE 263 0 0 CAMPING WORLD HOLDINGS INC CL A COM USD.01 COMMON 13462K109 176 6742 SH SOLE 6742 0 0 CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 138 1619 SH SOLE 1619 0 0 CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 970 8827 SH SOLE 8827 0 0 CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 86 3590 SH SOLE 3590 0 0 CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 283 817 SH SOLE 817 0 0 CANADIAN SOLAR INC COM NPV COMMON 136635109 1027 20047 SH SOLE 20047 0 0 CANON INC ADR COMMON 138006309 83 4282 SH SOLE 4282 0 0 CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 2479 25083 SH SOLE 25083 0 0 CAPRI HOLDINGS LTD ORD NPV COMMON G1890L107 8 202 SH SOLE 202 0 0 CARDIFF ONCOLOGY INC COM USD.0001 COMMON 14147L108 2 97 SH SOLE 97 0 0 CARDINAL HEALTH INC COM NPV COMMON 14149Y108 361 6744 SH SOLE 6744 0 0 CARDIOVASCULAR SYSTEMS INC COM NPV COMMON 141619106 5 117 SH SOLE 117 0 0 CARDLYTICS INC COM COMMON 14161W105 53 372 SH SOLE 372 0 0 CARDTRONICS PLC CL A ORD USD0.01 COMMON G1991C105 13 370 SH SOLE 370 0 0 CAREDX INC COM USD.001 COMMON 14167L103 246 3401 SH SOLE 3401 0 0 CARETRUST REIT INC COM USD.01 COMMON 14174T107 265 11969 SH SOLE 11969 0 0 CARLISLE COS INC COM NPV COMMON 142339100 265 1694 SH SOLE 1694 0 0 CARMAX INC COM NPV COMMON 143130102 41 429 SH SOLE 429 0 0 CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 4 216 SH SOLE 216 0 0 CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 5 251 SH SOLE 251 0 0 CARPARTS COM INC COM USD.001 COMMON 14427M107 3 248 SH SOLE 248 0 0 CARPENTER TECHNOLOGY CORP COM USD5 COMMON 144285103 0 10 SH SOLE 10 0 0 CARRIER GLOBAL CORP COM COMMON 14448C104 97 2559 SH SOLE 2559 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 152 1620 SH SOLE 1620 0 0 CARVANA CO CL A COM USD .001 COMMON 146869102 12 50 SH SOLE 50 0 0 CASEYS GENERAL STORES INC COM NPV COMMON 147528103 19 107 SH SOLE 107 0 0 CASSAVA SCIENCES INC COM USD.001 COMMON 14817C107 0 61 SH SOLE 61 0 0 CASTLIGHT HEALTH INC CL B COM USD.0001 COMMON 14862Q100 0 1 SH SOLE 1 0 0 CATALENT INC COM USD.01 COMMON 148806102 39 378 SH SOLE 378 0 0 CATALYST PHARMACEUTICALS INC COM USD.001 COMMON 14888U101 44 13075 SH SOLE 13075 0 0 CATCHMARK TIMBER TRUST CL A COM USD.01 COMMON 14912Y202 140 14944 SH SOLE 14944 0 0 CATERPILLAR INC COM USD1 COMMON 149123101 31563 173411 SH OTR 146863 26548 0 CATO CORP -CL A CL A COM USD.333 COMMON 149205106 3 318 SH SOLE 318 0 0 CAVCO INDUSTRIES INC COM USD.01 COMMON 149568107 3 18 SH SOLE 18 0 0 CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 110 5480 SH SOLE 5480 0 0 CBDMD INC COM USD.001 COMMON 12482W101 0 1 SH SOLE 1 0 0 CBIZ INC COM COMMON 124805102 96 3607 SH SOLE 3607 0 0 CBOE GLOBAL MARKETS INC COM USD0.01 COMMON 12503M108 23 242 SH SOLE 242 0 0 CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 260 4141 SH SOLE 4141 0 0 CDK GLOBAL INC COM USD0.01 COMMON 12508E101 8 157 SH SOLE 157 0 0 CDW CORP COM USD.01 COMMON 12514G108 946 7175 SH SOLE 7175 0 0 CECO ENVIRONMENTAL CORP COM NPV COMMON 125141101 78 11273 SH SOLE 11273 0 0 CEDAR REALTY TRUST INC COM USD.06 COMMON 150602605 114 11269 SH SOLE 11269 0 0 CELANESE CORP COM USD.01 COMMON 150870103 83104 639577 SH OTR 489507 150070 0 CELESTICA INC SUB VTG SHS COMMON 15101Q108 1956 242377 SH SOLE 242377 0 0 CELLCOM ISRAEL LTD ORD USD.01 COMMON M2196U109 16 3231 SH SOLE 3231 0 0 CELLDEX THERAPEUTICS INC COM COMMON 15117B202 1 71 SH SOLE 71 0 0 CEL-SCI CORP COM USD.001 COMMON 150837607 32 2708 SH SOLE 2708 0 0 CELSIUS HOLDINGS INC COM USD.001 COMMON 15118V207 100 1990 SH SOLE 1990 0 0 CENTENE CORP COM USD.003 COMMON 15135B101 212 3530 SH SOLE 3530 0 0 CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 6 295 SH SOLE 295 0 0 CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 906 24942 SH SOLE 24942 0 0 CENTRAL PACIFIC FINANCIAL CP COM NPV COMMON 154760409 5 247 SH SOLE 247 0 0 CENTRESPACE COM NPV COMMON 15202L107 6 82 SH SOLE 82 0 0 CENTRUS ENERGY CORP CL A COM USD.1 COMMON 15643U104 596 25760 SH SOLE 25760 0 0 CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 469 6067 SH SOLE 6067 0 0 CENTURY COMMUNITIES INC COM USD.01 COMMON 156504300 5 108 SH SOLE 108 0 0 CENTURYLINK INC COM USD1 COMMON 156700106 20556 2108313 SH OTR 1502865 605448 0 CERENCE INC COM COMMON 156727109 1 9 SH SOLE 9 0 0 CERIDIAN HCM HOLDING COM USD0.01 COMMON 15677J108 6 53 SH SOLE 53 0 0 CERNER CORP COM USD.01 COMMON 156782104 346 4407 SH SOLE 4407 0 0 CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 708 18294 SH SOLE 18294 0 0 CGI INC CL A COM NPV SVTG COMMON 12532H104 305 3841 SH SOLE 3841 0 0 CHAMPIONS ONCOLOGY INC COM USD.00001 COMMON 15870P307 0 25 SH SOLE 25 0 0 CHAMPIONX CORP COM COMMON 15872M104 0 9 SH SOLE 9 0 0 CHANNELADVISOR CORP COM USD.001 COMMON 159179100 70 4352 SH SOLE 4352 0 0 CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 203 814 SH SOLE 814 0 0 CHART INDUSTRIES INC COM USD.01 COMMON 16115Q308 1 7 SH SOLE 7 0 0 CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 29110 44004 SH OTR 31034 12970 0 CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 344 2586 SH SOLE 2586 0 0 CHECKPOINT THERAPEUTICS INC COM COMMON 162828107 0 1 SH SOLE 1 0 0 CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 3 75 SH SOLE 75 0 0 CHEETAH MOBILE INC -ADR ADR COMMON 163075104 347 193034 SH SOLE 193034 0 0 CHEFS' WAREHOUSE INC COM USD.01 COMMON 163086101 2 68 SH SOLE 68 0 0 CHEGG INC COM USD0.001 COMMON 163092109 4 49 SH SOLE 49 0 0 CHEMED CORP COM USD1 COMMON 16359R103 265 498 SH SOLE 498 0 0 CHEMOCENTRYX INC COM USD.001 COMMON 16383L106 169 2727 SH SOLE 2727 0 0 CHEMOURS CO COM USD0.01 COMMON 163851108 3352 135248 SH SOLE 135248 0 0 CHENIERE ENERGY INC COM USD.03 COMMON 16411R208 0 5 SH SOLE 5 0 0 CHEVRON CORP COM USD3 COMMON 166764100 9966 118019 SH SOLE 118019 0 0 CHEWY INC COM CL A COMMON 16679L109 13 141 SH SOLE 141 0 0 CHICKEN SOUP FOR SOUL ENTNT CL A COM COMMON 16842Q100 1 50 SH SOLE 50 0 0 CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 8 751 SH SOLE 751 0 0 CHIMERIX INC COM USD.001 COMMON 16934W106 1 288 SH SOLE 288 0 0 CHINA DISTANCE EDUCATION-ADR ADS NPV COMMON 16944W104 685 71082 SH SOLE 71082 0 0 CHINA EASTERN AIRLINES CORP SPON ADR CL H COMMON 16937R104 437 20314 SH SOLE 20314 0 0 CHINA INDEX HLD LTD -ADR ADR COMMON 16954W101 0 49 SH SOLE 49 0 0 CHINA LIFE INSURANCE (CHN) SPON ADR REP H COMMON 16939P106 28 2526 SH SOLE 2526 0 0 CHINA MOBILE LTD SPON ADR COMMON 16941M109 2375 83220 SH SOLE 83220 0 0 CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 799 17908 SH SOLE 17908 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS COMMON 169426103 1897 68858 SH SOLE 68858 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR COMMON 16945R104 1166 205202 SH SOLE 205202 0 0 CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 1092 66808 SH SOLE 66808 0 0 CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 1545 63434 SH SOLE 63434 0 0 CHIPOTLE MEXICAN GRILL INC COM USD.01 COMMON 169656105 172 124 SH SOLE 124 0 0 CHOICE HOTELS INTL INC COM USD.01 COMMON 169905106 3 32 SH SOLE 32 0 0 CHUBB LTD ORD KYD.125 COMMON H1467J104 1893 12299 SH SOLE 12299 0 0 CHUNGHWA TELECOM LTD SPON ADR COMMON 17133Q502 86 2234 SH SOLE 2234 0 0 CHURCH & DWIGHT INC COM NPV COMMON 171340102 1645 18860 SH SOLE 18860 0 0 CIENA CORP COM USD.01 COMMON 171779309 198 3743 SH SOLE 3743 0 0 CIGNA CORP COM USD1 COMMON 125523100 1181 5674 SH SOLE 5674 0 0 CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 0 1 SH SOLE 1 0 0 CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 413 4725 SH SOLE 4725 0 0 CINTAS CORP COM NPV COMMON 172908105 1618 4579 SH SOLE 4579 0 0 CIRRUS LOGIC INC COM NPV COMMON 172755100 96 1162 SH SOLE 1162 0 0 CISCO SYSTEMS INC COM NPV COMMON 17275R102 9026 201716 SH SOLE 201716 0 0 CIT GROUP INC COM USD.01 COMMON 125581801 5 146 SH SOLE 146 0 0 CITI TRENDS INC COM COMMON 17306X102 98 1965 SH SOLE 1965 0 0 CITIGROUP INC COM USD.01 COMMON 172967424 51351 832825 SH OTR 618137 214688 0 CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 2413 67475 SH OTR 60505 6970 0 CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 8075 62070 SH OTR 50817 11253 0 CLARUS CORP COM USD.0001 COMMON 18270P109 1 39 SH SOLE 39 0 0 CLEAN ENERGY FUELS CORP COM USD.0001 COMMON 184499101 53 6696 SH SOLE 6696 0 0 CLEARFIELD INC COM USD.01 COMMON 18482P103 151 6094 SH SOLE 6094 0 0 CLEARWAY ENERGY INC CL C COM NPV COMMON 18539C204 8 254 SH SOLE 254 0 0 CLEVELAND-CLIFFS INC COM USD1 COMMON 185899101 43 2979 SH SOLE 2979 0 0 CLOROX CO/DE COM USD1 COMMON 189054109 491 2433 SH SOLE 2433 0 0 CLOUDFLARE INC COM CL A COMMON 18915M107 74 980 SH SOLE 980 0 0 CME GROUP INC CL A COM USD.01 COMMON 12572Q105 432 2373 SH SOLE 2373 0 0 CMS ENERGY CORP COM USD.01 COMMON 125896100 43 706 SH SOLE 706 0 0 CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 1 20 SH SOLE 20 0 0 CNH INDUSTRIAL NV COM EUR.01 COMMON N20944109 1 94 SH SOLE 94 0 0 CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 1247 56115 SH SOLE 56115 0 0 CNOOC LTD SPONSORED ADR COMMON 126132109 1460 15927 SH SOLE 15927 0 0 CNX RESOURCES CORPORATION COM USD.01 COMMON 12653C108 1 106 SH SOLE 106 0 0 COCA COLA CONSOLIDATED INC COM USD1 COMMON 191098102 2 8 SH SOLE 8 0 0 COCA-COLA CO COM USD.5 COMMON 191216100 6551 119459 SH SOLE 119459 0 0 COCA-COLA EUROPEAN PARTNERS ORD NPV COMMON G25839104 631 12669 SH SOLE 12669 0 0 COCA-COLA FEMSA SAB DE CV SPON ADR COMMON 191241108 553 11986 SH SOLE 11986 0 0 CODEXIS INC COM USD.0001 COMMON 192005106 3 130 SH SOLE 130 0 0 COEUR MINING INC COM USD1 COMMON 192108504 0 22 SH SOLE 22 0 0 COGENT COMMUNICATIONS HLDGS COM USD.001 COMMON 19239V302 0 5 SH SOLE 5 0 0 COGNEX CORP COM USD.002 COMMON 192422103 20 253 SH SOLE 253 0 0 COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 620 7562 SH SOLE 7562 0 0 COHEN & STEERS INC COM USD.01 COMMON 19247A100 599 8066 SH SOLE 8066 0 0 COHERENT INC COM USD.22 COMMON 192479103 2 15 SH SOLE 15 0 0 COHERUS BIOSCIENCES INC COM USD.0001 COMMON 19249H103 4 227 SH SOLE 227 0 0 COHU INC COM USD1 COMMON 192576106 1 25 SH SOLE 25 0 0 COLFAX CORP COM USD.001 COMMON 194014106 21 537 SH SOLE 537 0 0 COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 13162 153939 SH SOLE 153939 0 0 COLLECTORS UNIVERSE INC COM USD.001 COMMON 19421R200 994 13187 SH SOLE 13187 0 0 COLLEGIUM PHARMACEUTICAL INC COM USD0.001 COMMON 19459J104 98 4871 SH SOLE 4871 0 0 COLONY CAPITAL INC CL A COM USD.01 COMMON 19626G108 1 107 SH SOLE 107 0 0 COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 25 290 SH SOLE 290 0 0 COLUMBUS MCKINNON CORP COM USD.01 COMMON 199333105 673 17503 SH SOLE 17503 0 0 COMCAST CORP CL A COM USD1 COMMON 20030N101 25099 479038 SH SOLE 479038 0 0 COMERICA INC COM USD5 COMMON 200340107 1134 20296 SH SOLE 20296 0 0 COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 332 6312 SH SOLE 6312 0 0 COMM SERV SELECT SECTOR SPDR COMMON 81369Y852 12 175 SH SOLE 175 0 0 COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 104 1581 SH SOLE 1581 0 0 COMMERCIAL METALS COM USD5 COMMON 201723103 690 33616 SH SOLE 33616 0 0 COMMUNICATIONS SYSTEMS INC COM USD.05 COMMON 203900105 28 6040 SH SOLE 6040 0 0 COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 0 13 SH SOLE 13 0 0 COMMUNITY HEALTHCARE TRUST COM USD0.01 COMMON 20369C106 9 198 SH SOLE 198 0 0 COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 1 35 SH SOLE 35 0 0 COMPASS MINERALS INTL INC COM COMMON 20451N101 169 2732 SH SOLE 2732 0 0 COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 39 6435 SH SOLE 6435 0 0 COMSCORE INC COM USD.001 COMMON 20564W105 4 1754 SH SOLE 1754 0 0 COMTECH TELECOMMUN COM NPV COMMON 205826209 0 24 SH SOLE 24 0 0 CONAGRA BRANDS INC COM USD5 COMMON 205887102 36 991 SH SOLE 991 0 0 CONCENTRIX CORP -SPN COM COMMON 20602D101 344 3482 SH SOLE 3482 0 0 CONCHO RESOURCES INC COM USD.001 COMMON 20605P101 6 110 SH SOLE 110 0 0 CONDUENT INC COM USD1 COMMON 206787103 0 50 SH SOLE 50 0 0 CONFORMIS INC COM USD.00001 COMMON 20717E101 0 2 SH SOLE 2 0 0 CONMED CORP COM USD.01 COMMON 207410101 957 8542 SH SOLE 8542 0 0 CONN'S INC COM USD.01 COMMON 208242107 26 2258 SH SOLE 2258 0 0 CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 7190 179812 SH OTR 156480 23332 0 CONSOL ENERGY INC COM COMMON 20854L108 1 153 SH SOLE 153 0 0 CONSOLIDATED COMM HLDGS INC CL A COM USD.01 COMMON 209034107 116 23699 SH SOLE 23699 0 0 CONSOLIDATED EDISON INC COM USD5 COMMON 209115104 4462 61754 SH SOLE 61754 0 0 CONSTELLATION BRANDS CL A COM USD.01 COMMON 21036P108 190 866 SH SOLE 866 0 0 CONSTRUCTION PRTNR INC COM COMMON 21044C107 5 169 SH SOLE 169 0 0 CONSUMER DISCRETIONARY SELT COMMON 81369Y407 10 63 SH SOLE 63 0 0 CONSUMER STAPLES SPDR COMMON 81369Y308 1 14 SH SOLE 14 0 0 CONTAINER STORE GROUP COM USD.01 COMMON 210751103 252 26389 SH SOLE 26389 0 0 CONTRAFECT CORP COM USD.0001 COMMON 212326300 0 35 SH SOLE 35 0 0 CONTROLADORA VUELA COMPANIA ADR COMMON 21240E105 337 27116 SH SOLE 27116 0 0 COOPER COS INC (THE) COM USD.1 COMMON 216648402 19 51 SH SOLE 51 0 0 COOPER TIRE & RUBBER CO COM USD1 COMMON 216831107 255 6289 SH SOLE 6289 0 0 COPA HOLDINGS SA CL A COM USD COMMON P31076105 14 184 SH SOLE 184 0 0 COPART INC COM NPV COMMON 217204106 53 416 SH SOLE 416 0 0 CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 243 9295 SH SOLE 9295 0 0 CORE MARK HOLDING CO INC COM COMMON 218681104 806 27430 SH SOLE 27430 0 0 CORE MOLDING TECHNOLOGIES COM USD.01 COMMON 218683100 274 19470 SH SOLE 19470 0 0 CORECIVIC INC COM USD.01 COMMON 21871N101 1 99 SH SOLE 99 0 0 CORESITE REALTY CORP COM USD.01 COMMON 21870Q105 0 3 SH SOLE 3 0 0 CORNING INC COM USD5 COMMON 219350105 441 12259 SH SOLE 12259 0 0 CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 17 655 SH SOLE 655 0 0 CORTEVA INC COM COMMON 22052L104 125 3222 SH SOLE 3222 0 0 CORVEL CORP COM USD.0001 COMMON 221006109 9 82 SH SOLE 82 0 0 COSAN LTD CL A COM USD.01 COMMON G25343107 159 8625 SH SOLE 8625 0 0 COSTAR GROUP INC COM USD.01 COMMON 22160N109 294 318 SH SOLE 318 0 0 COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 2305 6117 SH SOLE 6117 0 0 COTY INC CL A COM USD.01 COMMON 222070203 1 126 SH SOLE 126 0 0 COUNTY BANCORP INC COM USD.01 COMMON 221907108 112 5089 SH SOLE 5089 0 0 COUPA SOFTWARE INC COM USD.0001 COMMON 22266L106 5 15 SH SOLE 15 0 0 COUSINS PROPERTIES INC COM USD1 COMMON 222795502 345 10286 SH SOLE 10286 0 0 COWEN INC CL A COM USD0.01 COMMON 223622606 18 690 SH SOLE 690 0 0 CRANE CO COM USD6.25 COMMON 224399105 1 10 SH SOLE 10 0 0 CRAWFORD & CO CL A COM NPV COMMON 224633206 3 446 SH SOLE 446 0 0 CRAWFORD & CO CL B COM NPV COMMON 224633107 109 15176 SH SOLE 15176 0 0 CREDICORP LTD COM USD5 COMMON G2519Y108 10 58 SH SOLE 58 0 0 CREDIT SUISSE GROUP SPON ADR COMMON 225401108 484 37839 SH SOLE 37839 0 0 CREE INC COM USD.01 COMMON 225447101 13 121 SH SOLE 121 0 0 CRH MEDICAL CORP COM NPV COMMON 12626F105 112 47922 SH SOLE 47922 0 0 CRH PLC ADR COMMON 12626K203 2275 53427 SH SOLE 53427 0 0 CRITEO SA ADR COMMON 226718104 715 34884 SH SOLE 34884 0 0 CROCS INC COM USD.001 COMMON 227046109 278 4434 SH SOLE 4434 0 0 CROWDSTRIKE HOLDINGS INC COM CL A USD0.0005 COMMON 22788C105 90 426 SH SOLE 426 0 0 CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 884 5555 SH SOLE 5555 0 0 CROWN CRAFTS INC COM USD1 COMMON 228309100 158 22018 SH SOLE 22018 0 0 CROWN HOLDINGS INC COM USD5 COMMON 228368106 53 532 SH SOLE 532 0 0 CRYOPORT INC COM USD.001 COMMON 229050307 87 1994 SH SOLE 1994 0 0 CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 171 3795 SH SOLE 3795 0 0 CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 65 585 SH SOLE 585 0 0 CSX CORP COM USD1 COMMON 126408103 19785 218034 SH OTR 211528 6506 0 CTI BIOPHARMA CORP COM NPV COMMON 12648L601 2 642 SH SOLE 642 0 0 CTS CORP COM NPV COMMON 126501105 5 157 SH SOLE 157 0 0 CULLEN/FROST BANKERS INC COM USD5 COMMON 229899109 3 32 SH SOLE 32 0 0 CULP INC COM USD.05 COMMON 230215105 324 20414 SH SOLE 20414 0 0 CUMMINS INC COM USD2.5 COMMON 231021106 71384 314342 SH OTR 248625 65717 0 CUMULUS MEDIA INC COM CL A NEW COMMON 231082801 1 120 SH SOLE 120 0 0 CURO GROUP HLDGS CORP COM COMMON 23131L107 123 8602 SH SOLE 8602 0 0 CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 36 308 SH SOLE 308 0 0 CUSTOMERS BANCORP INC COM USD1 COMMON 23204G100 1 45 SH SOLE 45 0 0 CVR ENERGY INC COM USD.01 COMMON 12662P108 9 611 SH SOLE 611 0 0 CVS HEALTH CORP COM USD1 COMMON 126650100 1347 19724 SH SOLE 19724 0 0 CYBEROPTICS CORP COM NPV COMMON 232517102 353 15540 SH SOLE 15540 0 0 CYCLERION THERAPEUTICS COM COMMON 23255M105 0 1 SH SOLE 1 0 0 CYRUSONE INC COM USD.01 COMMON 23283R100 16 215 SH SOLE 215 0 0 D R HORTON INC COM USD.01 COMMON 23331A109 328 4762 SH SOLE 4762 0 0 DAKTRONICS INC COM NPV COMMON 234264109 36 7798 SH SOLE 7798 0 0 DANA INC COM USD.01 COMMON 235825205 1 29 SH SOLE 29 0 0 DANAHER CORP COM USD.01 COMMON 235851102 8878 39972 SH SOLE 39972 0 0 DARDEN RESTAURANTS INC COM NPV COMMON 237194105 15 130 SH SOLE 130 0 0 DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 2712 47020 SH SOLE 47020 0 0 DASEKE INC COM USD.0001 COMMON 23753F107 187 32205 SH SOLE 32205 0 0 DAVITA INC CL A COM NPV VTG COMMON 23918K108 16247 138398 SH SOLE 138398 0 0 DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 1337 4663 SH SOLE 4663 0 0 DEERE & CO COM USD1 COMMON 244199105 827 3072 SH SOLE 3072 0 0 DELL TECHNOLOGIES INC CL C COMMON 24703L202 4125 56289 SH SOLE 56289 0 0 DELTA AIR LINES INC COM USD.0001 COMMON 247361702 8839 219824 SH OTR 143476 76348 0 DELTA APPAREL INC COM USD.01 COMMON 247368103 9 450 SH SOLE 450 0 0 DENALI THERAPEUTCS INC COM COMMON 24823R105 661 7893 SH SOLE 7893 0 0 DENTSPLY SIRONA INC COM USD1 COMMON 24906P109 67 1286 SH SOLE 1286 0 0 DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 6 110 SH SOLE 110 0 0 DEUTSCHE BANK AG ORD COMMON D18190898 19 1709 SH SOLE 1709 0 0 DEVON ENERGY CORP COM USD.1 COMMON 25179M103 9 572 SH SOLE 572 0 0 DEXCOM INC COM USD.001 COMMON 252131107 263 712 SH SOLE 712 0 0 DHT HOLDINGS INC COM USD.01 COMMON Y2065G121 1451 277424 SH SOLE 277424 0 0 DIAGEO PLC SPON ADR COMMON 25243Q205 1169 7362 SH SOLE 7362 0 0 DIAMOND S SHIPPING INC COM COMMON Y20676105 2 354 SH SOLE 354 0 0 DIAMONDBACK ENERGY INC COM USD.01 COMMON 25278X109 572 11822 SH SOLE 11822 0 0 DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 447 54157 SH SOLE 54157 0 0 DICERNA PHARMACEUTICALS INC COM USD.0001 COMMON 253031108 390 17688 SH SOLE 17688 0 0 DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 26 463 SH SOLE 463 0 0 DIEBOLD NIXDORF INC COM USD1.25 COMMON 253651103 309 28948 SH SOLE 28948 0 0 DIGI INTERNATIONAL INC COM USD.01 COMMON 253798102 7 380 SH SOLE 380 0 0 DIGIMARC CORP COM USD.001 COMMON 25381B101 32 674 SH SOLE 674 0 0 DIGITAL REALTY TRUST INC COM USD.01 COMMON 253868103 2008 14396 SH SOLE 14396 0 0 DIGITAL TURBINE INC COM COMMON 25400W102 411 7271 SH SOLE 7271 0 0 DILLARDS INC -CL A CL A COM NPV COMMON 254067101 59 934 SH SOLE 934 0 0 DIODES INC COM USD.66 COMMON 254543101 234 3323 SH SOLE 3323 0 0 DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 131 1442 SH SOLE 1442 0 0 DISCOVERY INC CL A COM COMMON 25470F104 6731 223687 SH SOLE 223687 0 0 DISCOVERY INC CL C COM COMMON 25470F302 1 31 SH SOLE 31 0 0 DISH NETWORK CORP CL A COM USD.01 COMMON 25470M109 261 8059 SH SOLE 8059 0 0 DISNEY (WALT) CO COM NPV COMMON 254687106 5034 27785 SH SOLE 27785 0 0 DIVERSIFIED HEALTHCARE TRUST COM USD.01 COMMON 25525P107 230 55750 SH SOLE 55750 0 0 DOCUSIGN INC COM USD0.0001 COMMON 256163106 867 3900 SH SOLE 3900 0 0 DOLBY LABORATORIES INC CL A COM USD.001 COMMON 25659T107 2 23 SH SOLE 23 0 0 DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 776 3691 SH SOLE 3691 0 0 DOLLAR TREE INC COM USD.01 COMMON 256746108 29 264 SH SOLE 264 0 0 DOMINION ENERGY INC COM NPV COMMON 25746U109 6765 89967 SH SOLE 89967 0 0 DOMINO'S PIZZA INC COM USD.01 COMMON 25754A201 51 133 SH SOLE 133 0 0 DOMTAR CORP COM USD.01 COMMON 257559203 38 1201 SH SOLE 1201 0 0 DONALDSON CO INC COM USD5 COMMON 257651109 61 1096 SH SOLE 1096 0 0 DONEGAL GROUP INC CL A COMMON 257701201 445 31632 SH SOLE 31632 0 0 DONNELLEY FINANCIAL SOLTNS COM USD.01 COMMON 25787G100 368 21665 SH SOLE 21665 0 0 DORMAN PRODUCTS INC COM USD.01 COMMON 258278100 141 1626 SH SOLE 1626 0 0 DOVER CORP COM USD1 COMMON 260003108 1098 8698 SH SOLE 8698 0 0 DOW INC COM USD 0.01 COMMON 260557103 14004 252345 SH OTR 204060 48285 0 DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 2270 31841 SH SOLE 31841 0 0 DTE ENERGY CO COM USD10 COMMON 233331107 49 401 SH SOLE 401 0 0 DUKE ENERGY CORP COM NPV COMMON 26441C204 7188 78515 SH SOLE 78515 0 0 DUKE REALTY CORP COM USD.01 COMMON 264411505 21 514 SH SOLE 514 0 0 DUPONT DE NEMOURS INC COM USD2.5 COMMON 26614N102 539 7583 SH SOLE 7583 0 0 DURECT CORP COM USD.001 COMMON 266605104 7 3506 SH SOLE 3506 0 0 DXC TECHNOLOGY CO COM USD1 COMMON 23355L106 2 66 SH SOLE 66 0 0 DYADIC INTERNATIONAL INC COM USD.001 COMMON 26745T101 1 122 SH SOLE 122 0 0 DYCOM INDUSTRIES INC COM USD.33 COMMON 267475101 1426 18892 SH SOLE 18892 0 0 DYNATRACE INC COM COMMON 268150109 1 17 SH SOLE 17 0 0 DYNAVAX TECHNOLOGIES CORP COM USD.001 COMMON 268158201 3 592 SH SOLE 592 0 0 DYNEX CAPITAL INC COM USD.01 COMMON 26817Q886 103 5814 SH SOLE 5814 0 0 EAGLE BANCORP MONTANA INC COM USD.01 COMMON 26942G100 115 5417 SH SOLE 5417 0 0 EAGLE MATERIALS INC COM USD1 COMMON 26969P108 4 40 SH SOLE 40 0 0 EAST WEST BANCORP INC COM USD.001 COMMON 27579R104 0 4 SH SOLE 4 0 0 EASTGROUP PROPERTIES COM USD.0001 COMMON 277276101 15 107 SH SOLE 107 0 0 EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 5634 56184 SH SOLE 56184 0 0 EATON CORP PLC COM USD.5 COMMON G29183103 12828 106779 SH OTR 89330 17449 0 EATON VANCE CORP COM USD.125 COMMON 278265103 9 133 SH SOLE 133 0 0 EBAY INC COM USD.001 COMMON 278642103 78709 1566390 SH OTR 1192621 373769 0 EBIX INC COM USD.1 COMMON 278715206 100 2622 SH SOLE 2622 0 0 ECHO GLOBAL LOGISTICS INC COM USD.01 COMMON 27875T101 5 176 SH SOLE 176 0 0 ECHOSTAR CORP CL A COM NPV COMMON 278768106 1 50 SH SOLE 50 0 0 ECOLAB INC COM USD1 COMMON 278865100 383 1768 SH SOLE 1768 0 0 ECOPETROL SA SPON ADS NPV COMMON 279158109 1513 117205 SH SOLE 117205 0 0 EDISON INTERNATIONAL COM NPV COMMON 281020107 30 481 SH SOLE 481 0 0 EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 505 32898 SH SOLE 32898 0 0 EDWARDS LIFESCIENCES CORP COM USD1 COMMON 28176E108 802 8792 SH SOLE 8792 0 0 EGAIN CORP COM USD.001 COMMON 28225C806 340 28784 SH SOLE 28784 0 0 EHEALTH INC COM USD.001 COMMON 28238P109 8 119 SH SOLE 119 0 0 EIDOS THERAPEUTICS INC COM COMMON 28249H104 76 578 SH SOLE 578 0 0 EL POLLO LOCO HOLDINGS INC COM USD0.01 COMMON 268603107 1 67 SH SOLE 67 0 0 ELANCO ANIMAL HLTH INC COM COMMON 28414H103 2 77 SH SOLE 77 0 0 ELASTIC NV ORD COMMON N14506104 154 1053 SH SOLE 1053 0 0 ELBIT SYSTEMS LTD ORD NIS1 COMMON M3760D101 0 2 SH SOLE 2 0 0 ELECTROCORE INC COM COMMON 28531P103 0 1 SH SOLE 1 0 0 ELECTROMED INC COM USD.01 COMMON 285409108 82 8397 SH SOLE 8397 0 0 ELECTRONIC ARTS INC COM USD.01 COMMON 285512109 5502 38314 SH SOLE 38314 0 0 ELEMENT SOLUTIONS INC COM USD.01 COMMON 28618M106 8 452 SH SOLE 452 0 0 ELEVATE CREDIT INC COM USD0.001 COMMON 28621V101 174 43521 SH SOLE 43521 0 0 ELLINGTON RESIDENTIAL MTG COM USD0.01 COMMON 288578107 245 18762 SH SOLE 18762 0 0 EMAGIN CORP COM USD.01 COMMON 29076N206 0 154 SH SOLE 154 0 0 EMBOTELLADORA ANDINA SA SPON ADR B COMMON 29081P303 167 11178 SH SOLE 11178 0 0 EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 1208 13483 SH SOLE 13483 0 0 EMERSON ELECTRIC CO COM USD1 COMMON 291011104 468 5823 SH SOLE 5823 0 0 ENBRIDGE INC COM NPV COMMON 29250N105 510 15938 SH SOLE 15938 0 0 ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 1 13 SH SOLE 13 0 0 ENCORE CAPITAL GROUP INC COM USD.01 COMMON 292554102 0 4 SH SOLE 4 0 0 ENDURANCE INTL GRP HLDGS INC COM USD.0001 COMMON 29272B105 10 1074 SH SOLE 1074 0 0 ENERGOUS CORP COM USD0.00001 COMMON 29272C103 0 2 SH SOLE 2 0 0 ENI SPA SPON ADR COMMON 26874R108 338 16397 SH SOLE 16397 0 0 ENNIS INC COM USD2.5 COMMON 293389102 560 31395 SH SOLE 31395 0 0 ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 63 2562 SH SOLE 2562 0 0 ENPHASE ENERGY INC COM USD.00001 COMMON 29355A107 107 612 SH SOLE 612 0 0 ENPRO INDUSTRIES INC COM USD.01 COMMON 29355X107 0 5 SH SOLE 5 0 0 ENSIGN GROUP INC COM USD.001 COMMON 29358P101 26 352 SH SOLE 352 0 0 ENSTAR GROUP LTD ORD COMMON G3075P101 1 3 SH SOLE 3 0 0 ENTEGRIS INC COM USD.01 COMMON 29362U104 137 1421 SH SOLE 1421 0 0 ENTERGY CORP COM USD5 COMMON 29364G103 51 514 SH SOLE 514 0 0 ENTRAVISION COMMUNICATIONS CL A COM USD.0001 COMMON 29382R107 76 27545 SH SOLE 27545 0 0 ENVELA CORP COM NPV COMMON 29402E102 66 12750 SH SOLE 12750 0 0 ENZO BIOCHEM INC COM USD.01 COMMON 294100102 0 1 SH SOLE 1 0 0 EOG RESOURCES INC COM NPV COMMON 26875P101 1148 23020 SH SOLE 23020 0 0 EPAM SYSTEMS INC COM USD0.001 COMMON 29414B104 15 41 SH SOLE 41 0 0 EPLUS INC COM USD.01 COMMON 294268107 0 3 SH SOLE 3 0 0 EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 0 15 SH SOLE 15 0 0 EQUIFAX INC COM USD2.5 COMMON 294429105 104 538 SH SOLE 538 0 0 EQUINIX INC COM USD.001 COMMON 29444U700 1292 1809 SH SOLE 1809 0 0 EQUINOR ASA SPONSORED ADR COMMON 29446M102 195 11894 SH SOLE 11894 0 0 EQUITABLE HOLDINGS INC COM COMMON 29452E101 23927 935026 SH OTR 647496 287530 0 EQUITRANS MID CORP COM COMMON 294600101 1 72 SH SOLE 72 0 0 EQUITY BANCSHARES INC CL A COM USD.01 COMMON 29460X109 3 119 SH SOLE 119 0 0 EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 9 333 SH SOLE 333 0 0 EQUITY LIFESTYLE PROPERTIES COM USD.01 COMMON 29472R108 130 2048 SH SOLE 2048 0 0 EQUITY RESIDENTIAL SHS BEN INT USD.01 COMMON 29476L107 4 61 SH SOLE 61 0 0 ERIE INDEMNITY CO CL A COM NPV COMMON 29530P102 4 17 SH SOLE 17 0 0 ESCALADE INC COM USD1 COMMON 296056104 843 39836 SH SOLE 39836 0 0 ESSA BANCORP INC COM USD.01 COMMON 29667D104 78 5227 SH SOLE 5227 0 0 ESSENTIAL PPT RLTY TST COM USD0.01 COMMON 29670E107 1 38 SH SOLE 38 0 0 ESSENTIAL UTILITIES INC COM USD.5 COMMON 29670G102 10 209 SH SOLE 209 0 0 ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 29092 122535 SH OTR 89515 33020 0 ETSY INC COM USD.001 COMMON 29786A106 730 4106 SH SOLE 4106 0 0 EURONAV ORD NPV COMMON B38564108 421 52680 SH SOLE 52680 0 0 EVANS BANCORP INC COM USD.50 COMMON 29911Q208 1 34 SH SOLE 34 0 0 EVENTBRITE INC COM CL A USD 0.00001 COMMON 29975E109 62 3428 SH SOLE 3428 0 0 EVERCORE INC CL A COM USD.01 COMMON 29977A105 134 1218 SH SOLE 1218 0 0 EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 99 422 SH SOLE 422 0 0 EVERGY INC COM USD5 COMMON 30034W106 5 85 SH SOLE 85 0 0 EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 33 2355 SH SOLE 2355 0 0 EVERQUOTE INC COM Cl A COMMON 30041R108 29 782 SH SOLE 782 0 0 EVERSOURCE ENERGY COM USD5 COMMON 30040W108 111 1284 SH SOLE 1284 0 0 EVERTEC INC COM USD.01 COMMON 30040P103 1 20 SH SOLE 20 0 0 EVI INDUSTRIES INC COM USD.025 COMMON 26929N102 1 28 SH SOLE 28 0 0 EVOFEM BIOSCIENCES INC COM COMMON 30048L104 0 182 SH SOLE 182 0 0 EVOKE PHARMA INC COM USD.0001 COMMON 30049G104 1 528 SH SOLE 528 0 0 EXACT SCIENCES CORP COM USD.001 COMMON 30063P105 10 79 SH SOLE 79 0 0 EXELIXIS INC COM USD.001 COMMON 30161Q104 2 115 SH SOLE 115 0 0 EXELON CORP COM NPV COMMON 30161N101 311 7373 SH SOLE 7373 0 0 EXLSERVICE HOLDINGS INC COM USD.001 COMMON 302081104 1 8 SH SOLE 8 0 0 EXONE CO COM USD0.01 COMMON 302104104 1 93 SH SOLE 93 0 0 EXP WORLD HOLDINGS INC COM COMMON 30212W100 334 5299 SH SOLE 5299 0 0 EXPEDIA GROUP INC COM USD.001 COMMON 30212P303 11 85 SH SOLE 85 0 0 EXPEDITORS INTL WASH INC COM USD.01 COMMON 302130109 118 1241 SH SOLE 1241 0 0 EXPRESS INC COM USD.01 COMMON 30219E103 0 176 SH SOLE 176 0 0 EXTENDED STAY AMERICA INC UNIT (1 COM, 1 CL B) COMMON 30224P200 1 50 SH SOLE 50 0 0 EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 15 126 SH SOLE 126 0 0 EXXON MOBIL CORP COM NPV COMMON 30231G102 10399 252308 SH SOLE 252308 0 0 F N B CORP/FL COM USD.01 COMMON 302520101 42 4427 SH SOLE 4427 0 0 F5 NETWORKS INC COM NPV COMMON 315616102 5 29 SH SOLE 29 0 0 FABRINET ORD USD.01 COMMON G3323L100 124 1592 SH SOLE 1592 0 0 FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 8750 32033 SH SOLE 32033 0 0 FACTSET RESEARCH SYSTEMS INC COM USD.01 COMMON 303075105 347 1044 SH SOLE 1044 0 0 FAIR ISAAC CORP COM USD.01 COMMON 303250104 151 295 SH SOLE 295 0 0 FALCON MINERALS CORP CL A COM COMMON 30607B109 1 234 SH SOLE 234 0 0 FARMLAND PARTNERS INC COM USD.01 COMMON 31154R109 435 49969 SH SOLE 49969 0 0 FARO TECHNOLOGIES INC COM USD.001 COMMON 311642102 172 2430 SH SOLE 2430 0 0 FASTENAL CO COM USD.01 COMMON 311900104 121 2483 SH SOLE 2483 0 0 FASTLY INC COM CL A COMMON 31188V100 19 214 SH SOLE 214 0 0 FATE THERAPEUTICS INC COM USD0.001 COMMON 31189P102 441 4855 SH SOLE 4855 0 0 FEDERAL REALTY INVESTMENT TR COM USD.01 SBI COMMON 313747206 6 73 SH SOLE 73 0 0 FEDERAL SIGNAL CORP COM USD1 COMMON 313855108 86 2595 SH SOLE 2595 0 0 FEDERATED HERMES INC CL B COM NPV COMMON 314211103 63 2180 SH SOLE 2180 0 0 FEDEX CORP COM USD.1 COMMON 31428X106 2526 9732 SH SOLE 9732 0 0 FEDNAT HOLDING COMPANY COM USD.01 COMMON 31431B109 2 392 SH SOLE 392 0 0 FERRARI NV COM EUR.01 COMMON N3167Y103 66 287 SH SOLE 287 0 0 FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01 COMMON N31738102 1438 79502 SH SOLE 79502 0 0 FIBROGEN INC COM USD.01 COMMON 31572Q808 97 2629 SH SOLE 2629 0 0 FIDELITY MSCI INFO TECH ETF COMMON 316092808 19 186 SH SOLE 186 0 0 FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 1694 11976 SH SOLE 11976 0 0 FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 12 310 SH SOLE 310 0 0 FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 24673 894950 SH OTR 583453 311497 0 FINANCIAL INSTITUTIONS INC COM USD.01 COMMON 317585404 27 1219 SH SOLE 1219 0 0 FINVOLUTION GROUP -ADR ADR COMMON 31810T101 387 144824 SH SOLE 144824 0 0 FIREEYE INC COM USD.0001 COMMON 31816Q101 0 8 SH SOLE 8 0 0 FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 6 118 SH SOLE 118 0 0 FIRST BANCORP P R COM NPV COMMON 318672706 14 1468 SH SOLE 1468 0 0 FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 82 143 SH SOLE 143 0 0 FIRST COMMUNITY CORP/SC COM USD1. COMMON 319835104 0 23 SH SOLE 23 0 0 FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 66 5806 SH SOLE 5806 0 0 FIRST FINL BANCORP INC/OH COM NPV COMMON 320209109 40 2270 SH SOLE 2270 0 0 FIRST GUARANTY BANCSHARES COM USD1. COMMON 32043P106 0 28 SH SOLE 28 0 0 FIRST HORIZON CORP COM USD2.5 COMMON 320517105 0 17 SH SOLE 17 0 0 FIRST INDL REALTY TRUST INC COM USD.01 COMMON 32054K103 4 102 SH SOLE 102 0 0 FIRST INTERNET BANCORP COM USD1 COMMON 320557101 513 17846 SH SOLE 17846 0 0 FIRST MID BANCSHARES INC COM USD4. COMMON 320866106 16 464 SH SOLE 464 0 0 FIRST NORTHWEST BANCRP COM COMMON 335834107 1 42 SH SOLE 42 0 0 FIRST REPUBLIC BANK NEW COM USD.01 COMMON 33616C100 48 327 SH SOLE 327 0 0 FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 78 1202 SH SOLE 1202 0 0 FIRST SOLAR INC COM USD.001 COMMON 336433107 4 40 SH SOLE 40 0 0 FIRST TRUST CLOUD COMPUTING COMMON 33734X192 5 51 SH SOLE 51 0 0 FIRST TRUST DJ INTERNET IND COMMON 33733E302 291 1369 SH SOLE 1369 0 0 FIRST WSTRN FINNCIL INC COM COMMON 33751L105 186 9511 SH SOLE 9511 0 0 FIRSTENERGY CORP COM USD9 COMMON 337932107 1 19 SH SOLE 19 0 0 FIRSTSERVICE CORP COM COMMON 33767E202 183 1339 SH SOLE 1339 0 0 FISERV INC COM USD.01 COMMON 337738108 945 8299 SH SOLE 8299 0 0 FIVE BELOW INC COM USD.01 COMMON 33829M101 4 22 SH SOLE 22 0 0 FIVE PRIME THERAPEUTICS INC COM USD0.001 COMMON 33830X104 2 140 SH SOLE 140 0 0 FIVE STAR SENIOR LIVING INC COM USD.01 COMMON 33832D205 97 13997 SH SOLE 13997 0 0 FIVE9 INC COM USD.001 COMMON 338307101 97 556 SH SOLE 556 0 0 FLAGSTAR BANCORP INC COM USD.01 COMMON 337930705 0 10 SH SOLE 10 0 0 FLEETCOR TECHNOLOGIES INC COM USD.001 COMMON 339041105 105 385 SH SOLE 385 0 0 FLEXSHARES STOXX GLOBAL BROA COMMON 33939L795 230 4276 SH SOLE 4276 0 0 FLEXSTEEL INDUSTRIES INC COM USD1 COMMON 339382103 348 9948 SH SOLE 9948 0 0 FLIR SYSTEMS INC COM USD.01 COMMON 302445101 0 5 SH SOLE 5 0 0 FLOOR & DECOR HLDGS CL A COM USD.001 COMMON 339750101 76 821 SH SOLE 821 0 0 FLOTEK INDUSTRIES INC COM COMMON 343389102 0 1 SH SOLE 1 0 0 FLOWERS FOODS INC COM USD.625 COMMON 343498101 93 4119 SH SOLE 4119 0 0 FLOWSERVE CORP COM USD1.25 COMMON 34354P105 2 56 SH SOLE 56 0 0 FLUENT INC COM USD.0005 COMMON 34380C102 154 29041 SH SOLE 29041 0 0 FLUIDIGM CORP COM USD.001 COMMON 34385P108 1 156 SH SOLE 156 0 0 FLUOR CORP COM USD.625 COMMON 343412102 1 58 SH SOLE 58 0 0 FMC CORP COM USD.1 COMMON 302491303 31 273 SH SOLE 273 0 0 FOCUS FINANCL PRTNR INC COM COMMON 34417P100 22 512 SH SOLE 512 0 0 FOMENTO ECONOMICO MEXICANO SPON ADR COMMON 344419106 129 1699 SH SOLE 1699 0 0 FONAR CORP COM USD.0001 COMMON 344437405 10 563 SH SOLE 563 0 0 FOOT LOCKER INC COM USD3 COMMON 344849104 3 76 SH SOLE 76 0 0 FORD MOTOR CO COM USD1 COMMON 345370860 109 12369 SH SOLE 12369 0 0 FORESTAR GROUP INC COM USD1 COMMON 346232101 21 1048 SH SOLE 1048 0 0 FORMFACTOR INC COM USD.001 COMMON 346375108 742 17254 SH SOLE 17254 0 0 FORTERRA INC COM USD0.001 COMMON 34960W106 150 8747 SH SOLE 8747 0 0 FORTINET INC COM USD.001 COMMON 34959E109 53 354 SH SOLE 354 0 0 FORTIS INC COM NPV COMMON 349553107 66 1629 SH SOLE 1629 0 0 FORTIVE CORP COM USD.01 COMMON 34959J108 75 1061 SH SOLE 1061 0 0 FORTRESS BIOTECH INC COM USD.001 COMMON 34960Q109 6 1905 SH SOLE 1905 0 0 FORTUNE BRANDS HOME & SECUR COM USD.01 COMMON 34964C106 5125 59791 SH SOLE 59791 0 0 FOSTER (LB) CO COM USD.01 COMMON 350060109 13 890 SH SOLE 890 0 0 FOUNDATION BLDG MRL INC COM USD0.001 COMMON 350392106 20 1033 SH SOLE 1033 0 0 FOUR CORNERS PROPERTY TR INC COM USD.0001 COMMON 35086T109 0 2 SH SOLE 2 0 0 FOX CORP COM CL A COMMON 35137L105 0 8 SH SOLE 8 0 0 FOX CORP COM CL B COMMON 35137L204 0 7 SH SOLE 7 0 0 FRANCO-NEVADA CORP COM NPV COMMON 351858105 57 453 SH SOLE 453 0 0 FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 1517 21917 SH SOLE 21917 0 0 FRANKLIN FINANCIAL SVCS CORP COM NPV COMMON 353525108 86 3190 SH SOLE 3190 0 0 FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 35 1381 SH SOLE 1381 0 0 FRANKLIN STREET PROPERTIES COM COMMON 35471R106 43 9891 SH SOLE 9891 0 0 FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 386 14852 SH SOLE 14852 0 0 FRESENIUS MEDICAL CARE AG&CO SPON ADR COMMON 358029106 1160 27920 SH SOLE 27920 0 0 FRESHPET INC COM USD0.001 COMMON 358039105 381 2683 SH SOLE 2683 0 0 FS BANCORP INC COM USD.01 COMMON 30263Y104 116 2122 SH SOLE 2122 0 0 FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 2 16 SH SOLE 16 0 0 FULLER (H. B.) CO COM USD1 COMMON 359694106 7 130 SH SOLE 130 0 0 FULTON FINANCIAL CORP COM USD2.5 COMMON 360271100 76 5975 SH SOLE 5975 0 0 FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 39 3033 SH SOLE 3033 0 0 GAIA INC CL A COM USD.0001 COMMON 36269P104 1 77 SH SOLE 77 0 0 GALECTIN THERAPEUTICS INC COM USD.001 COMMON 363225202 162 72515 SH SOLE 72515 0 0 GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 3 188 SH SOLE 188 0 0 GAMESTOP CORP CL A COM USD.001 COMMON 36467W109 5 253 SH SOLE 253 0 0 GAMING & LEISURE PPTYS COM USD0.01 COMMON 36467J108 14 335 SH SOLE 335 0 0 GAP INC COM USD.05 COMMON 364760108 3 142 SH SOLE 142 0 0 GARMIN LTD COM USD.01 COMMON H2906T109 16 131 SH SOLE 131 0 0 GARTNER INC COM COMMON 366651107 36 227 SH SOLE 227 0 0 GATES INDUSTRIAL CORP PLC COM COMMON G39108108 0 21 SH SOLE 21 0 0 GATX CORP COM USD.625 COMMON 361448103 12 150 SH SOLE 150 0 0 GENASYS INC COM USD.00001 COMMON 36872P103 595 91230 SH SOLE 91230 0 0 GENCO SHIPPING & TRADING COM NPV COMMON Y2685T131 12 1617 SH SOLE 1617 0 0 GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 212 17254 SH SOLE 17254 0 0 GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 1064 4679 SH SOLE 4679 0 0 GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 281 1885 SH SOLE 1885 0 0 GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 699 64738 SH SOLE 64738 0 0 GENERAL MILLS INC COM USD.75 COMMON 370334104 877 14908 SH SOLE 14908 0 0 GENERAL MOTORS CO COM USD.01 COMMON 37045V100 442 10625 SH SOLE 10625 0 0 GENESCO INC COM USD1 COMMON 371532102 1 21 SH SOLE 21 0 0 GENMAB AS SPONSORED ADR COMMON 372303206 94 2324 SH SOLE 2324 0 0 GENPACT LTD COM USD.01 COMMON G3922B107 5 120 SH SOLE 120 0 0 GENTEX CORP COM USD.06 COMMON 371901109 351 10347 SH SOLE 10347 0 0 GENTHERM INC COM NPV COMMON 37253A103 142 2174 SH SOLE 2174 0 0 GENUINE PARTS CO COM USD1 COMMON 372460105 91 907 SH SOLE 907 0 0 GENWORTH FINANCIAL INC CL A USD.001 COMMON 37247D106 1 133 SH SOLE 133 0 0 GEO GROUP INC COM USD.01 COMMON 36162J106 1 165 SH SOLE 165 0 0 GEOPARK LTD COM USD.001 COMMON G38327105 1 64 SH SOLE 64 0 0 GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 916 12741 SH SOLE 12741 0 0 G-III APPAREL GROUP LTD COM USD.01 COMMON 36237H101 57 2401 SH SOLE 2401 0 0 GILEAD SCIENCES INC COM USD.001 COMMON 375558103 309 5307 SH SOLE 5307 0 0 GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 602 16354 SH SOLE 16354 0 0 GLOBAL BLOOD THERAPEUTICS COM USD0.001 COMMON 37890U108 0 6 SH SOLE 6 0 0 GLOBAL INDEMNITY GROUP LLC COM CL A .0001 COMMON 37959R103 0 17 SH SOLE 17 0 0 GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 444 2063 SH SOLE 2063 0 0 GLOBAL WATER RESOURCES INC COM USD.01 COMMON 379463102 1 98 SH SOLE 98 0 0 GLOBAL X FDS CHINA FINL ETF COMMON 37950E606 2 107 SH SOLE 107 0 0 GLOBANT SA COM USD.1 COMMON L44385109 13 59 SH SOLE 59 0 0 GLOBE LIFE INC COM USD1 COMMON 37959E102 378 3979 SH SOLE 3979 0 0 GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 1 16 SH SOLE 16 0 0 GMS INC COM USD.01 COMMON 36251C103 151 4939 SH SOLE 4939 0 0 GOGO INC COM USD0.0001 COMMON 38046C109 28 2893 SH SOLE 2893 0 0 GOLDMAN ACTIVEBETA US LC ETF COMMON 381430503 67 883 SH SOLE 883 0 0 GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 4409 16719 SH SOLE 16719 0 0 GOODYEAR TIRE & RUBBER CO COM NPV COMMON 382550101 0 39 SH SOLE 39 0 0 GOOSEHEAD INSURANCE COM Cl A USD0.01 COMMON 38267D109 9 70 SH SOLE 70 0 0 GOPRO INC CL A COM USD.0001 COMMON 38268T103 75 9098 SH SOLE 9098 0 0 GP STRATEGIES CORP COM USD.01 COMMON 36225V104 1 81 SH SOLE 81 0 0 GRACO INC COM USD1 COMMON 384109104 74 1027 SH SOLE 1027 0 0 GRAFTECH INTERNATIONAL LTD COM USD0.01 COMMON 384313508 878 82339 SH SOLE 82339 0 0 GRAHAM HOLDINGS CO CL B COM USD1 COMMON 384637104 6 11 SH SOLE 11 0 0 GRAINGER (W W) INC COM USD1 COMMON 384802104 33 82 SH SOLE 82 0 0 GRANITESHARES GOLD TRUST COMMON 38748G101 69 3650 SH SOLE 3650 0 0 GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 405 23920 SH SOLE 23920 0 0 GRAVITY CO LTD -ADR ADR COMMON 38911N206 1464 8098 SH SOLE 8098 0 0 GRAY TELEVISION INC CL B COM NPV COMMON 389375106 12 697 SH SOLE 697 0 0 GREAT AJAX CORP COM USD0.01 COMMON 38983D300 2 208 SH SOLE 208 0 0 GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 47 3573 SH SOLE 3573 0 0 GREEN DOT CORP CL A COM USD.001 COMMON 39304D102 0 6 SH SOLE 6 0 0 GREENHILL & CO INC COM USD.01 COMMON 395259104 137 11268 SH SOLE 11268 0 0 GREENLANE HOLDINGS INC COM CL A COMMON 395330103 118 29748 SH SOLE 29748 0 0 GREIF INC -CL A CL A COM NPV COMMON 397624107 0 3 SH SOLE 3 0 0 GRIFFIN INDUSTRIAL REALTY COM USD.01 COMMON 398231100 1 12 SH SOLE 12 0 0 GRIFOLS SA SPON ADR RP .5 CL B COMMON 398438408 1 81 SH SOLE 81 0 0 GROWGENERATION CORP COM COMMON 39986L109 103 2558 SH SOLE 2558 0 0 GRUBHUB INC COM USD.0001 COMMON 400110102 1 7 SH SOLE 7 0 0 GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 1208 23366 SH SOLE 23366 0 0 GRUPO AEROPORTUARIO DEL PACI ADR COMMON 400506101 1220 10961 SH SOLE 10961 0 0 GRUPO AEROPORTUARIO SURESTE SPON ADR COMMON 40051E202 657 3986 SH SOLE 3986 0 0 GUARDANT HEALTH INC COM COMMON 40131M109 12 93 SH SOLE 93 0 0 GUIDEWIRE SOFTWARE INC COM USD0.0001 COMMON 40171V100 8 60 SH SOLE 60 0 0 GULFPORT ENERGY CORP COM USD.01 COMMON 402635304 0 1013 SH SOLE 1013 0 0 HAEMONETICS CORP COM USD.01 COMMON 405024100 131 1107 SH SOLE 1107 0 0 HAILIANG EDUCATION GRP -ADR ADR COMMON 40522L108 65 989 SH SOLE 989 0 0 HAIN CELESTIAL GROUP INC COM USD.01 COMMON 405217100 34 845 SH SOLE 845 0 0 HALLIBURTON CO COM USD2.5 COMMON 406216101 96 5070 SH SOLE 5070 0 0 HALLMARK FINANCIAL SERVICES COM USD.03 COMMON 40624Q203 1 265 SH SOLE 265 0 0 HALOZYME THERAPEUTICS INC COM USD.001 COMMON 40637H109 366 8561 SH SOLE 8561 0 0 HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 22 1230 SH SOLE 1230 0 0 HANESBRANDS INC COM USD.01 COMMON 410345102 688 47159 SH SOLE 47159 0 0 HANGER INC COM NPV COMMON 41043F208 221 10043 SH SOLE 10043 0 0 HANNON ARMSTRONG SUST INFR COM USD0.01 COMMON 41068X100 13 209 SH SOLE 209 0 0 HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 447 3819 SH SOLE 3819 0 0 HARLEY-DAVIDSON INC COM USD.01 COMMON 412822108 10 267 SH SOLE 267 0 0 HARMONIC INC COM USD.001 COMMON 413160102 3 470 SH SOLE 470 0 0 HARPOON THERAPEUTICS COM COMMON 41358P106 11 635 SH SOLE 635 0 0 HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 3082 62920 SH SOLE 62920 0 0 HASBRO INC COM USD.5 COMMON 418056107 13 144 SH SOLE 144 0 0 HAVERTY FURNITURE COM USD1 COMMON 419596101 166 6005 SH SOLE 6005 0 0 HAWAIIAN ELECTRIC INDS COM NPV COMMON 419870100 5 149 SH SOLE 149 0 0 HAWKINS INC COM USD.1 COMMON 420261109 134 2557 SH SOLE 2557 0 0 HAWTHORN BANCSHARES INC COM USD1.0 COMMON 420476103 0 14 SH SOLE 14 0 0 HC2 HOLDINGS INC COM USD0.001 COMMON 404139107 93 28721 SH SOLE 28721 0 0 HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 7386 44914 SH SOLE 44914 0 0 HCI GROUP INC COM NPV COMMON 40416E103 362 6920 SH SOLE 6920 0 0 HDFC BANK LTD ADR COMMON 40415F101 32 445 SH SOLE 445 0 0 HEALTH CARE SELECT SECTOR COMMON 81369Y209 316 2788 SH SOLE 2788 0 0 HEALTHEQUITY INC COM USD.0001 COMMON 42226A107 270 3871 SH SOLE 3871 0 0 HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 39 1297 SH SOLE 1297 0 0 HECLA MINING CO COM USD.25 COMMON 422704106 4 684 SH SOLE 684 0 0 HEICO CORP COM USD.166 COMMON 422806109 228 1719 SH SOLE 1719 0 0 HELEN OF TROY LTD COM USD.1 COMMON G4388N106 12 55 SH SOLE 55 0 0 HELMERICH & PAYNE COM USD.1 COMMON 423452101 205 8855 SH SOLE 8855 0 0 HENNESSY ADVISORS INC COM NPV COMMON 425885100 36 4217 SH SOLE 4217 0 0 HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 920 5677 SH SOLE 5677 0 0 HENRY SCHEIN INC COM USD.01 COMMON 806407102 295 4411 SH SOLE 4411 0 0 HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 365 7589 SH SOLE 7589 0 0 HERC HOLDINGS INC COM USD.01 COMMON 42704L104 545 8212 SH SOLE 8212 0 0 HERITAGE INSURANCE HOLDINGS COM USD0.0001 COMMON 42727J102 13 1276 SH SOLE 1276 0 0 HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 COMMON 427825500 502 63585 SH SOLE 63585 0 0 HERSHEY CO COM USD1. COMMON 427866108 521 3420 SH SOLE 3420 0 0 HESS CORP COM USD1 COMMON 42809H107 4 83 SH SOLE 83 0 0 HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 516 43537 SH SOLE 43537 0 0 HIBBETT SPORTS INC COM USD.01 COMMON 428567101 280 6073 SH SOLE 6073 0 0 HIGHWOODS PROPERTIES INC COM USD.01 COMMON 431284108 621 15679 SH SOLE 15679 0 0 HILLENBRAND INC COM NPV COMMON 431571108 1 20 SH SOLE 20 0 0 HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 113 1157 SH SOLE 1157 0 0 HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 14 501 SH SOLE 501 0 0 HILTON GRAND VACATIONS COM USD.01 COMMON 43283X105 0 9 SH SOLE 9 0 0 HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 141 1267 SH SOLE 1267 0 0 HIMAX TECHNOLOGIES INC ADR USD.001 COMMON 43289P106 68 9141 SH SOLE 9141 0 0 HMS HOLDINGS CORP COM USD.01 COMMON 40425J101 18 479 SH SOLE 479 0 0 HNI CORP COM USD1 COMMON 404251100 1458 42315 SH SOLE 42315 0 0 HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 289 11197 SH SOLE 11197 0 0 HOLOGIC INC COM USD.01 COMMON 436440101 3451 47381 SH SOLE 47381 0 0 HOME BANCSHARES INC COM USD.01 COMMON 436893200 3 153 SH SOLE 153 0 0 HOME DEPOT INC COM USD.05 COMMON 437076102 4787 18024 SH SOLE 18024 0 0 HOMETRUST BANCSHARES INC COM USD.01 COMMON 437872104 5 241 SH SOLE 241 0 0 HONDA MOTOR CO LTD ADR COMMON 438128308 3598 127376 SH SOLE 127376 0 0 HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 3931 18482 SH SOLE 18482 0 0 HOOKER FURNITURE CORP COM NPV COMMON 439038100 627 19448 SH SOLE 19448 0 0 HOPE BANCORP INC COM USD3 COMMON 43940T109 84 7703 SH SOLE 7703 0 0 HORIZON BANCORP INC COM NPV COMMON 440407104 41 2612 SH SOLE 2612 0 0 HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 502 6866 SH SOLE 6866 0 0 HORMEL FOODS CORP COM USD.2344 COMMON 440452100 7 151 SH SOLE 151 0 0 HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 31849 2176972 SH OTR 1481166 695806 0 HOSTESS BRANDS INC CL A COM USD.0001 COMMON 44109J106 4 277 SH SOLE 277 0 0 HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 895 13314 SH SOLE 13314 0 0 HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 151 4599 SH SOLE 4599 0 0 HOWARD HUGHES CORP COM USD0.01 COMMON 44267D107 0 4 SH SOLE 4 0 0 HOWMET AEROSPACE INC COM USD1 COMMON 443201108 33277 1166033 SH OTR 957978 208055 0 HP INC COM USD1 COMMON 40434L105 4046 164529 SH OTR 129766 34763 0 HSBC HLDGS PLC SPON ADR COMMON 404280406 503 19416 SH SOLE 19416 0 0 HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 901 15811 SH SOLE 15811 0 0 HUBBELL INC COM NPV COMMON 443510607 105 667 SH SOLE 667 0 0 HUBSPOT INC COM USD.001 COMMON 443573100 202 509 SH SOLE 509 0 0 HUMANA INC COM NPV COMMON 444859102 2905 7080 SH SOLE 7080 0 0 HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 136 996 SH SOLE 996 0 0 HUNTINGTON BANCSHARES COM NPV COMMON 446150104 21 1643 SH SOLE 1643 0 0 HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 218 1278 SH SOLE 1278 0 0 HUNTSMAN CORP COM USD.01 COMMON 447011107 6104 242835 SH SOLE 242835 0 0 HUTTIG BUILDING PRODUCTS INC COM NPV COMMON 448451104 96 26135 SH SOLE 26135 0 0 HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 35 467 SH SOLE 467 0 0 IAA INC COM USD0.01 COMMON 449253103 21 320 SH SOLE 320 0 0 IAC/INTERACTIVECORP COM COMMON 44891N109 11 57 SH SOLE 57 0 0 IBEX LTD COM COMMON G4690M101 69 3708 SH SOLE 3708 0 0 ICAD INC COM USD.01 COMMON 44934S206 1 83 SH SOLE 83 0 0 ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 1 12 SH SOLE 12 0 0 ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 15 488 SH SOLE 488 0 0 ICICI BANK LTD SPONSORED ADR COMMON 45104G104 169 11363 SH SOLE 11363 0 0 ICL GROUP LTD ORD ILS1 COMMON M53213100 3 676 SH SOLE 676 0 0 ICU MEDICAL INC COM USD.1 COMMON 44930G107 0 1 SH SOLE 1 0 0 IDEAYA BIOSCIENCES INC COM USD0.0001 COMMON 45166A102 66 4722 SH SOLE 4722 0 0 IDENTIV INC COM USD.001 COMMON 45170X205 1 73 SH SOLE 73 0 0 IDEX CORP COM USD.01 COMMON 45167R104 164 823 SH SOLE 823 0 0 IDEXX LABS INC COM USD.1 COMMON 45168D104 3051 6104 SH SOLE 6104 0 0 IDT CORP CL B COM USD.01 COMMON 448947507 0 31 SH SOLE 31 0 0 IEC ELECTRONICS CORP COM USD.01 COMMON 44949L105 28 2032 SH SOLE 2032 0 0 IES HOLDINGS INC COM USD.01 COMMON 44951W106 1849 40164 SH SOLE 40164 0 0 IHS MARKIT LTD COM USD.01 COMMON G47567105 1980 22043 SH SOLE 22043 0 0 II-VI INC COM NPV COMMON 902104108 548 7215 SH SOLE 7215 0 0 ILLINOIS TOOL WORKS COM NPV COMMON 452308109 1023 5015 SH SOLE 5015 0 0 ILLUMINA INC COM USD.01 COMMON 452327109 482 1302 SH SOLE 1302 0 0 IMAX CORP COM NPV COMMON 45245E109 1 40 SH SOLE 40 0 0 IMMERSION CORP COM USD.001 COMMON 452521107 69 6083 SH SOLE 6083 0 0 IMMUNIC INC COM COMMON 4525EP101 0 29 SH SOLE 29 0 0 IMMUNOGEN INC COM USD.01 COMMON 45253H101 226 35017 SH SOLE 35017 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 1 45 SH SOLE 45 0 0 IMPINJ INC COM USD.001 COMMON 453204109 4 103 SH SOLE 103 0 0 INCYTE CORP COM USD.001 COMMON 45337C102 21 241 SH SOLE 241 0 0 INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 93 2262 SH SOLE 2262 0 0 INDEPENDENCE REALTY TRUST COM USD0.01 COMMON 45378A106 5 359 SH SOLE 359 0 0 INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 73 3959 SH SOLE 3959 0 0 INDEPENDENT BK GRP INC COM USD.01 COMMON 45384B106 4 71 SH SOLE 71 0 0 INDSTRL LGST PRPT TRST COM COMMON 456237106 4 170 SH SOLE 170 0 0 INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 738 16341 SH SOLE 16341 0 0 INFINITY PHARMACEUTICALS INC COM USD COMMON 45665G303 1 313 SH SOLE 313 0 0 INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 200 60857 SH SOLE 60857 0 0 INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 1099 64831 SH SOLE 64831 0 0 INFRASTRUCTR & ENRGY ALT INC COM USD.0001 COMMON 45686J104 467 28199 SH SOLE 28199 0 0 INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 136 7217 SH SOLE 7217 0 0 ING GROEP NV SPON ADR COMMON 456837103 1200 127114 SH SOLE 127114 0 0 INGERSOLL RAND INC COM COMMON 45687V106 27 585 SH SOLE 585 0 0 INGEVITY CORP COM USD.01 COMMON 45688C107 1 15 SH SOLE 15 0 0 INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 253 5921 SH SOLE 5921 0 0 INGREDION INC COM USD.01 COMMON 457187102 37 471 SH SOLE 471 0 0 INNODATA INC COM USD.01 COMMON 457642205 336 63438 SH SOLE 63438 0 0 INNOSPEC INC COM USD.01 COMMON 45768S105 423 4663 SH SOLE 4663 0 0 INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001 COMMON 45781V101 102 556 SH SOLE 556 0 0 INNOVATIVE SOLTNS & SUPP INC COM USD.001 COMMON 45769N105 1 127 SH SOLE 127 0 0 INNOVIVA INC COM USD.01 COMMON 45781M101 1123 90631 SH SOLE 90631 0 0 INOVALON HOLDINGS INC CL A COM USD.000005 COMMON 45781D101 244 13423 SH SOLE 13423 0 0 INPHI CORP COM USD.001 COMMON 45772F107 165 1030 SH SOLE 1030 0 0 INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 5 71 SH SOLE 71 0 0 INSMED INC COM USD.01 COMMON 457669307 100 2995 SH SOLE 2995 0 0 INSPIRE MEDICAL SYSTEM COM COMMON 457730109 320 1701 SH SOLE 1701 0 0 INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 14 135 SH SOLE 135 0 0 INSULET CORP COM USD.001 COMMON 45784P101 2 9 SH SOLE 9 0 0 INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 339 4174 SH SOLE 4174 0 0 INTEGRA LIFESCIENCES HOLDNGS COM USD.01 COMMON 457985208 0 5 SH SOLE 5 0 0 INTEL CORP COM NPV COMMON 458140100 12634 253625 SH SOLE 253625 0 0 INTELLIA THERAPEUTICS INC COM USD0.0001 COMMON 45826J105 164 3007 SH SOLE 3007 0 0 INTELLICHECK INC COM USD.001 COMMON 45817G201 0 21 SH SOLE 21 0 0 INTERACTIVE BROKERS GROUP CL A COM USD.01 COMMON 45841N107 5 75 SH SOLE 75 0 0 INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 1164 10096 SH SOLE 10096 0 0 INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 517 7942 SH SOLE 7942 0 0 INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 142 9152 SH SOLE 9152 0 0 INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 1581 67198 SH SOLE 67198 0 0 INTEVAC INC COM NPV COMMON 461148108 64 8890 SH SOLE 8890 0 0 INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 11834 94020 SH SOLE 94020 0 0 INTL FLAVORS & FRAGRANCES COM USD.125 COMMON 459506101 5 49 SH SOLE 49 0 0 INTL PAPER CO COM USD1 COMMON 460146103 15360 308943 SH SOLE 308943 0 0 INTRUSION INC COM NPV COMMON 46121E205 233 13310 SH SOLE 13310 0 0 INTUIT INC COM NPV COMMON 461202103 1374 3617 SH SOLE 3617 0 0 INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 1122 1372 SH SOLE 1372 0 0 INVESCO LTD COM USD.2 COMMON G491BT108 51 2901 SH SOLE 2901 0 0 INVESCO QQQ TRUST SERIES 1 COMMON 46090E103 292 930 SH SOLE 930 0 0 INVESCO S&P 500 EQUAL WEIGHT COMMON 46137V282 192 756 SH SOLE 756 0 0 INVESCO WATER RESOURCES ETF COMMON 46137V142 23 500 SH SOLE 500 0 0 INVESTORS BANCORP INC COM USD.01 COMMON 46146L101 17 1607 SH SOLE 1607 0 0 INVESTORS TITLE CO COM USD1.25 COMMON 461804106 157 1023 SH SOLE 1023 0 0 INVITAE CORP COM USD.0001 COMMON 46185L103 290 6934 SH SOLE 6934 0 0 INVITATION HOMES INC COM USD0.01 COMMON 46187W107 432 14539 SH SOLE 14539 0 0 IONIS PHARMACEUTICALS INC COM USD.001 COMMON 462222100 15 257 SH SOLE 257 0 0 IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166 COMMON 462260100 5 106 SH SOLE 106 0 0 IPG PHOTONICS CORP COM USD.0001 COMMON 44980X109 4271 19087 SH SOLE 19087 0 0 IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 125 695 SH SOLE 695 0 0 IRHYTHM TECHNOLOGIES INC COM USD.001 COMMON 450056106 454 1914 SH SOLE 1914 0 0 IRIDIUM COMMUNICATIONS INC COM COMMON 46269C102 22 572 SH SOLE 572 0 0 IROBOT CORP COM USD.001 COMMON 462726100 335 4168 SH SOLE 4168 0 0 IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 5 171 SH SOLE 171 0 0 IRONWOOD PHARMACEUTICALS INC CL A COM USD.001 COMMON 46333X108 151 13289 SH SOLE 13289 0 0 ISHARES 0-5 YR HY CORP BOND COMMON 46434V407 507 11166 SH SOLE 11166 0 0 ISHARES 1-3 YEAR TREASURY BO COMMON 464287457 3555 41158 SH SOLE 41158 0 0 ISHARES 20 plus YEAR TREASURY BO COMMON 464287432 49 311 SH SOLE 311 0 0 ISHARES 3-7 YEAR TREASURY BO COMMON 464288661 3632 27311 SH SOLE 27311 0 0 ISHARES 7-10 YEAR TREASURY B COMMON 464287440 1300 10836 SH SOLE 10836 0 0 ISHARES BROAD USD HIGH YIELD COMMON 46435U853 25 608 SH SOLE 608 0 0 ISHARES CORE MSCI EAFE ETF COMMON 46432F842 145 2095 SH SOLE 2095 0 0 ISHARES CORE S&P 500 ETF COMMON 464287200 209 558 SH SOLE 558 0 0 ISHARES CORE S&P TOTAL U.S. COMMON 464287150 259 3000 SH SOLE 3000 0 0 ISHARES CORE U.S. AGGREGATE COMMON 464287226 24650 208559 SH SOLE 208559 0 0 ISHARES EDGE MSCI USA QUALIT COMMON 46432F339 96 828 SH SOLE 828 0 0 ISHARES EXPONENTIAL TECH ETF COMMON 46434V381 153 2667 SH SOLE 2667 0 0 ISHARES GLOBAL HEALTHCARE ET COMMON 464287325 79 1033 SH SOLE 1033 0 0 ISHARES GOLD TRUST COMMON 464285105 51 2829 SH SOLE 2829 0 0 ISHARES IBOXX INVESTMENT GRA COMMON 464287242 2592 18762 SH SOLE 18762 0 0 ISHARES INC CORE MSCI EMKT COMMON 46434G103 76 1230 SH SOLE 1230 0 0 ISHARES LONG-TERM CORPORATE COMMON 464289511 24 328 SH SOLE 328 0 0 ISHARES MSCI ACWI ETF COMMON 464288257 170 1874 SH SOLE 1874 0 0 ISHARES MSCI EAFE ETF COMMON 464287465 115 1573 SH SOLE 1573 0 0 ISHARES MSCI KLD 400 SOCIAL COMMON 464288570 44 615 SH SOLE 615 0 0 ISHARES PREFERRED & INCOME S COMMON 464288687 26 686 SH SOLE 686 0 0 ISHARES RUSSELL 1000 ETF COMMON 464287622 1718 8109 SH SOLE 8109 0 0 ISHARES RUSSELL 1000 GROWTH COMMON 464287614 2673 11085 SH SOLE 11085 0 0 ISHARES RUSSELL 1000 VALUE E COMMON 464287598 1985 14516 SH SOLE 14516 0 0 ISHARES RUSSELL 2000 ETF COMMON 464287655 289 1475 SH SOLE 1475 0 0 ISHARES RUSSELL 2000 GROWTH COMMON 464287648 100 350 SH SOLE 350 0 0 ISHARES RUSSELL MID-CAP ETF COMMON 464287499 500 7293 SH SOLE 7293 0 0 ISHARES RUSSELL MID-CAP GROW COMMON 464287481 39 378 SH SOLE 378 0 0 ISHARES S&P 100 ETF COMMON 464287101 90 527 SH SOLE 527 0 0 ISHARES S&P MID-CAP 400 GROW COMMON 464287606 202 2800 SH SOLE 2800 0 0 ISHARES SHORT TREASURY BOND COMMON 464288679 3678 33277 SH SOLE 33277 0 0 ISHARES SHORT-TERM CORPORATE COMMON 464288646 9252 167696 SH SOLE 167696 0 0 ISHARES TIPS BOND ETF COMMON 464287176 48 373 SH SOLE 373 0 0 ISHARES TR CORE S&P SCP ETF COMMON 464287804 2 17 SH SOLE 17 0 0 ISHARES TR MSCI ACWI EX US COMMON 464288240 71 1339 SH SOLE 1339 0 0 ISHARES TR NASDAQ BIOTECH COMMON 464287556 42 277 SH SOLE 277 0 0 ISHARES U.S. INDUSTRIALS ETF COMMON 464287754 89 918 SH SOLE 918 0 0 ISSUER DIRECT CORP COM USD.001 COMMON 46520M204 261 14919 SH SOLE 14919 0 0 ISTAR INC COM USD.001 COMMON 45031U101 5 343 SH SOLE 343 0 0 ITAU UNIBANCO HLDG SA SP ADR REP PFD COMMON 465562106 1 133 SH SOLE 133 0 0 ITRON INC COM USD.01 COMMON 465741106 111 1156 SH SOLE 1156 0 0 ITT INC COM USD1 COMMON 45073V108 3 33 SH SOLE 33 0 0 J2 GLOBAL INC COM USD.01 COMMON 48123V102 213 2179 SH SOLE 2179 0 0 JABIL INC COM USD.001 COMMON 466313103 516 12129 SH SOLE 12129 0 0 JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 138 1262 SH SOLE 1262 0 0 JAMES HARDIE INDUSTRIES PLC SPONSORED ADR COMMON 47030M106 20 671 SH SOLE 671 0 0 JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 3 65 SH SOLE 65 0 0 JANUS HENDERSON GROUP PLC ORD COMMON G4474Y214 1 45 SH SOLE 45 0 0 JAZZ PHARMACEUTICALS PLC COM USD.0001 COMMON G50871105 318 1929 SH SOLE 1929 0 0 JBG SMITH PPTYS When Issued COMMON 46590V100 1 24 SH SOLE 24 0 0 JD.COM INC ADR COMMON 47215P106 1188 13520 SH SOLE 13520 0 0 JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 747 30368 SH SOLE 30368 0 0 JOHN BEAN TECHNOLOGIES COM USD.01 COMMON 477839104 45 394 SH SOLE 394 0 0 JOHNSON & JOHNSON COM USD1 COMMON 478160104 32511 206598 SH SOLE 206598 0 0 JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 81276 1744567 SH OTR 1309014 435553 0 JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 1705 11496 SH SOLE 11496 0 0 JOUNCE THERAPEUTICS INC COM USD0.001 COMMON 481116101 0 1 SH SOLE 1 0 0 JOYY INC -ADR ADR COMMON 46591M109 729 9112 SH SOLE 9112 0 0 JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 35000 275448 SH OTR 229329 46119 0 JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 183 8125 SH SOLE 8125 0 0 KADANT INC COM USD.01 COMMON 48282T104 161 1142 SH SOLE 1142 0 0 KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 0 3 SH SOLE 3 0 0 KAMADA LTD COM ILS1. COMMON M6240T109 403 62126 SH SOLE 62126 0 0 KANSAS CITY SOUTHERN COM NPV COMMON 485170302 70 341 SH SOLE 341 0 0 KARYOPHARM THERAPEUTICS INC COM USD.0001 COMMON 48576U106 12 753 SH SOLE 753 0 0 KB FINANCIAL GROUP SPON ADR COMMON 48241A105 6842 172766 SH SOLE 172766 0 0 KB HOME COM USD1 COMMON 48666K109 3 97 SH SOLE 97 0 0 KBR INC COM USD.001 COMMON 48242W106 5 172 SH SOLE 172 0 0 KELLOGG CO COM USD.25 COMMON 487836108 8 124 SH SOLE 124 0 0 KELLY SERVICES INC -CL A CL A COM USD1 NVTG COMMON 488152208 1 41 SH SOLE 41 0 0 KEMPER CORP/DE COM USD.1 COMMON 488401100 10 124 SH SOLE 124 0 0 KEYCORP COM USD1 COMMON 493267108 53 3214 SH SOLE 3214 0 0 KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 43 327 SH SOLE 327 0 0 KFORCE INC COM USD.01 COMMON 493732101 553 13146 SH SOLE 13146 0 0 KIMBALL INTERNATIONAL -CL B CL B COM USD.625 COMMON 494274103 0 4 SH SOLE 4 0 0 KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 668 4951 SH SOLE 4951 0 0 KIMCO REALTY CORP COM USD.01 COMMON 49446R109 6 374 SH SOLE 374 0 0 KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 1139 83302 SH SOLE 83302 0 0 KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH SOLE 19 0 0 KINROSS GOLD CORP COM NPV COMMON 496902404 6 781 SH SOLE 781 0 0 KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 266 1327 SH SOLE 1327 0 0 KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 55 1327 SH SOLE 1327 0 0 KIRKLAND'S INC COM NPV COMMON 497498105 1 55 SH SOLE 55 0 0 KITE REALTY GROUP TRUST COM USD.01 COMMON 49803T300 3 183 SH SOLE 183 0 0 KKR & CO INC COM CL A COMMON 48251W104 3 75 SH SOLE 75 0 0 KLA CORP COM USD.001 COMMON 482480100 1774 6854 SH SOLE 6854 0 0 KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01 COMMON 499049104 1 16 SH SOLE 16 0 0 KODIAK SCIENCES INC COM COMMON 50015M109 299 2035 SH SOLE 2035 0 0 KOHL'S CORP COM USD.01 COMMON 500255104 4 95 SH SOLE 95 0 0 KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 1021 18839 SH SOLE 18839 0 0 KONTOOR BRANDS INC COM COMMON 50050N103 3 77 SH SOLE 77 0 0 KORN FERRY COM NPV COMMON 500643200 1 22 SH SOLE 22 0 0 KOSMOS ENERGY LTD COM USD.01 COMMON 500688106 0 130 SH SOLE 130 0 0 KRAFT HEINZ CO COM USD.01 COMMON 500754106 29 847 SH SOLE 847 0 0 KRANESHARES CSI CHINA INTERN COMMON 500767306 3 35 SH SOLE 35 0 0 KRATON CORP COM USD.01 COMMON 50077C106 1458 52458 SH SOLE 52458 0 0 KROGER CO COM USD1 COMMON 501044101 8687 273532 SH SOLE 273532 0 0 KT CORP SPON ADR COMMON 48268K101 503 45680 SH SOLE 45680 0 0 KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 7 212 SH SOLE 212 0 0 KURA ONCOLOGY INC COM USD.0001 COMMON 50127T109 104 3178 SH SOLE 3178 0 0 L BRANDS INC COM USD.5 COMMON 501797104 2377 63919 SH SOLE 63919 0 0 L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 4416 23364 SH OTR 19131 4233 0 LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 69 341 SH SOLE 341 0 0 LADDER CAPITAL CORP CL A COM USD.001 COMMON 505743104 0 30 SH SOLE 30 0 0 LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 567 20801 SH SOLE 20801 0 0 LAM RESEARCH CORP COM NPV COMMON 512807108 12983 27490 SH OTR 17869 9621 0 LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 3 36 SH SOLE 36 0 0 LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 518 6574 SH SOLE 6574 0 0 LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 136 5945 SH SOLE 5945 0 0 LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 719 5343 SH SOLE 5343 0 0 LANNETT CO INC COM NPV COMMON 516012101 7 1125 SH SOLE 1125 0 0 LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 204 3431 SH SOLE 3431 0 0 LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 1216 26533 SH SOLE 26533 0 0 LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 731 2747 SH SOLE 2747 0 0 LAUREATE EDUCATION INC CL A COM USD0.001 COMMON 518613203 34 2352 SH SOLE 2352 0 0 LAWSON PRODUCTS COM NPV COMMON 520776105 161 3154 SH SOLE 3154 0 0 LA-Z-BOY INC COM USD1 COMMON 505336107 20 506 SH SOLE 506 0 0 LCI INDUSTRIES COM NPV COMMON 50189K103 13 97 SH SOLE 97 0 0 LEAR CORP COM NPV COMMON 521865204 16 100 SH SOLE 100 0 0 LEE ENTERPRISES INC COM USD2 COMMON 523768109 2 1706 SH SOLE 1706 0 0 LEGGETT & PLATT INC COM USD1 COMMON 524660107 2 42 SH SOLE 42 0 0 LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 1105 10508 SH SOLE 10508 0 0 LEJU HOLDINGS LTD -ADR ADR COMMON 50187J108 94 40994 SH SOLE 40994 0 0 LENNAR CORP CL A COM USD.1 COMMON 526057104 7324 96074 SH SOLE 96074 0 0 LENNAR CORP CL B COM USD.1 COMMON 526057302 3 42 SH SOLE 42 0 0 LENNOX INTERNATIONAL INC COM USD.01 COMMON 526107107 12 42 SH SOLE 42 0 0 LENSAR INC -SPN COM COMMON 52634L108 1 119 SH SOLE 119 0 0 LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 40 11797 SH SOLE 11797 0 0 LEXINGTON REALTY TRUST COM USD.0001 COMMON 529043101 4 372 SH SOLE 372 0 0 LGI HOMES INC COM USD.01 COMMON 50187T106 6 56 SH SOLE 56 0 0 LHC GROUP INC COM USD.01 COMMON 50187A107 350 1643 SH SOLE 1643 0 0 LIBERTY BROADBAND CORP SR A COM USD.01 COMMON 530307107 19 122 SH SOLE 122 0 0 LIBERTY BROADBAND CORP SR C COM USD.01 COMMON 530307305 399 2517 SH SOLE 2517 0 0 LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 47590 2012276 SH OTR 1305715 706561 0 LIBERTY MEDIA FORMULA ONE MEDIA COM SER A COMMON 531229870 0 2 SH SOLE 2 0 0 LIBERTY MEDIA FORMULA ONE MEDIA COM SER C COMMON 531229854 7 157 SH SOLE 157 0 0 LIBERTY MEDIA SIRIUSXM GROUP SR A COM USD0.01 COMMON 531229409 0 7 SH SOLE 7 0 0 LIBERTY MEDIA SIRIUSXM GROUP SR C COM USD.01 COMMON 531229607 15 351 SH SOLE 351 0 0 LIFE STORAGE INC COM USD.01 COMMON 53223X107 5 39 SH SOLE 39 0 0 LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 5 498 SH SOLE 498 0 0 LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 386 3882 SH SOLE 3882 0 0 LIGHTINTHEBOX HLDG -ADR ADR COMMON 53225G102 324 127585 SH SOLE 127585 0 0 LIGHTPATH TECHNOLOGIES INC CL A COM USD.01 COMMON 532257805 256 65418 SH SOLE 65418 0 0 LILLY (ELI) & CO COM USD.625 COMMON 532457108 37077 219601 SH OTR 158110 61491 0 LIMBACH HOLDINGS INC COM COMMON 53263P105 288 23351 SH SOLE 23351 0 0 LINCOLN EDUCATIONAL SERVICES COM NPV COMMON 533535100 140 21533 SH SOLE 21533 0 0 LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 7 59 SH SOLE 59 0 0 LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 813 16171 SH SOLE 16171 0 0 LINDE PLC COM NPV COMMON G5494J103 1918 7280 SH SOLE 7280 0 0 LINE CORP ADR COMMON 53567X101 3 63 SH SOLE 63 0 0 LINEAGE CELL THERAPEUTICS IN COM NPV COMMON 53566P109 0 1 SH SOLE 1 0 0 LIONS GATE ENTERTAINMENT CP CL A VTG COMMON 535919401 0 34 SH SOLE 34 0 0 LIONS GATE ENTERTAINMENT CP CL B NON VTG COMMON 535919500 0 36 SH SOLE 36 0 0 LIQUIDIA CORP COM COMMON 53635D202 0 1 SH SOLE 1 0 0 LITHIA MOTORS INC -CL A CL A COM NPV COMMON 536797103 249 852 SH SOLE 852 0 0 LIVENT CORP COM COMMON 53814L108 2 126 SH SOLE 126 0 0 LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 245 3347 SH SOLE 3347 0 0 LIVEXLIVE MEDIA COM USD0.001 COMMON 53839L208 0 1 SH SOLE 1 0 0 LKQ CORP COM COMMON 501889208 2218 62927 SH SOLE 62927 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 631 321852 SH SOLE 321852 0 0 LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 835 2353 SH SOLE 2353 0 0 LOEWS CORP COM USD1 COMMON 540424108 1116 24790 SH SOLE 24790 0 0 LOGITECH INTERNATIONAL SA ORD COMMON H50430232 1066 10964 SH SOLE 10964 0 0 LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 19 508 SH SOLE 508 0 0 LOWE'S COS INC COM USD.5 COMMON 548661107 2134 13298 SH SOLE 13298 0 0 LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 1125 10795 SH SOLE 10795 0 0 LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 630 73592 SH SOLE 73592 0 0 LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 219 629 SH SOLE 629 0 0 LUMENT FINANCE TRUST INC COM USD.01 COMMON 55025L108 12 3821 SH SOLE 3821 0 0 LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 6 61 SH SOLE 61 0 0 LUMINEX CORP COM USD.001 COMMON 55027E102 43 1868 SH SOLE 1868 0 0 LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 4 367 SH SOLE 367 0 0 LUTHER BURBANK CORP COM COMMON 550550107 0 27 SH SOLE 27 0 0 LYDALL INC COM USD.1 COMMON 550819106 1 33 SH SOLE 33 0 0 LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 36457 397745 SH OTR 257556 140189 0 M & T BANK CORP COM USD5 COMMON 55261F104 4487 35246 SH OTR 25535 9711 0 M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 328 5964 SH SOLE 5964 0 0 MACERICH CO COM USD.01 COMMON 554382101 0 2 SH SOLE 2 0 0 MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 142 11125 SH SOLE 11125 0 0 MACQUARIE INFRASTRUCTURE CP SHS BEN INT COMMON 55608B105 0 7 SH SOLE 7 0 0 MACROGENICS INC COM USD0.01 COMMON 556099109 1 58 SH SOLE 58 0 0 MACY'S INC COM NPV COMMON 55616P104 1 94 SH SOLE 94 0 0 MADISON SQUARE GARD ENT COM CL A COMMON 55826T102 9 85 SH SOLE 85 0 0 MADISON SQUARE GARDEN SPORTS CL A COM USD.01 COMMON 55825T103 2 10 SH SOLE 10 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM NPV UNITS COMMON 559080106 39 911 SH SOLE 911 0 0 MAGIC SOFTWARE ENTERPRISES ORD NIS.1 COMMON 559166103 718 45890 SH SOLE 45890 0 0 MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 11351 160324 SH SOLE 160324 0 0 MAGNITE INC COM USD.00001 COMMON 55955D100 127 4140 SH SOLE 4140 0 0 MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 31 500 SH SOLE 500 0 0 MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 6 55 SH SOLE 55 0 0 MANITOWOC CO COM USD2.5 COMMON 563571405 48 3604 SH SOLE 3604 0 0 MANNING & NAPIER INC CL A COM USD.01 COMMON 56382Q102 87 13894 SH SOLE 13894 0 0 MANNKIND CORP COM USD.01 COMMON 56400P706 34 10976 SH SOLE 10976 0 0 MANPOWERGROUP COM NPV COMMON 56418H100 1287 14272 SH SOLE 14272 0 0 MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 4243 238094 SH SOLE 238094 0 0 MARATHON OIL CORP COM NPV COMMON 565849106 4 580 SH SOLE 580 0 0 MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 150 3622 SH SOLE 3622 0 0 MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 122 8367 SH SOLE 8367 0 0 MARINEMAX INC COM USD.001 COMMON 567908108 9 244 SH SOLE 244 0 0 MARKEL CORP COM NPV COMMON 570535104 222 215 SH SOLE 215 0 0 MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 91 159 SH SOLE 159 0 0 MARRIOTT INTL INC CL A COM NPV COMMON 571903202 391 2962 SH SOLE 2962 0 0 MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 473 3445 SH SOLE 3445 0 0 MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH SOLE 1 0 0 MARSH & MCLENNAN COS COM USD1 COMMON 571748102 1083 9257 SH SOLE 9257 0 0 MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 291 16875 SH SOLE 16875 0 0 MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 23 80 SH SOLE 80 0 0 MARVELL TECHNOLOGY GROUP LTD COM USD.002 COMMON G5876H105 97 2049 SH SOLE 2049 0 0 MASCO CORP COM USD1 COMMON 574599106 30667 558298 SH OTR 400335 157963 0 MASIMO CORP COM USD.001 COMMON 574795100 35 129 SH SOLE 129 0 0 MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 6 59 SH SOLE 59 0 0 MASTEC INC COM USD.1 COMMON 576323109 1674 24553 SH SOLE 24553 0 0 MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 223 14037 SH SOLE 14037 0 0 MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 3747 10498 SH SOLE 10498 0 0 MATCH GROUP INC COM USD0.001 COMMON 57667L107 124 817 SH SOLE 817 0 0 MATRIX SERVICE CO COM USD.01 COMMON 576853105 10 932 SH SOLE 932 0 0 MATSON INC COM NPV COMMON 57686G105 7 121 SH SOLE 121 0 0 MATTHEWS INTL CORP -CL A CL A COM USD1 COMMON 577128101 0 11 SH SOLE 11 0 0 MAUI LAND & PINEAPPLE CO COM NPV COMMON 577345101 1 58 SH SOLE 58 0 0 MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 21 534 SH SOLE 534 0 0 MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 23 254 SH SOLE 254 0 0 MAXIMUS INC COM NPV COMMON 577933104 178 2429 SH SOLE 2429 0 0 MAYVILLE ENGNERING CMPNY INC COM COMMON 578605107 145 10776 SH SOLE 10776 0 0 MBIA INC COM USD1 COMMON 55262C100 0 40 SH SOLE 40 0 0 MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 101 1059 SH SOLE 1059 0 0 MCDONALD'S CORP COM NPV COMMON 580135101 2529 11786 SH SOLE 11786 0 0 MCKESSON CORP COM USD2 COMMON 58155Q103 79276 455837 SH OTR 340078 115759 0 MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 3 110 SH SOLE 110 0 0 MECHEL PAO ADR NPV COMMON 583840608 427 208334 SH SOLE 208334 0 0 MEDIACO HOLDING INC COM CL A COMMON 58450D104 0 6 SH SOLE 6 0 0 MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 23 1037 SH SOLE 1037 0 0 MEDIFAST INC COM USD.001 COMMON 58470H101 146 746 SH SOLE 746 0 0 MEDNAX INC COM USD.01 COMMON 58502B106 0 20 SH SOLE 20 0 0 MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 1061 7622 SH SOLE 7622 0 0 MEDTRONIC PLC COM USD.1 COMMON G5960L103 3459 29532 SH SOLE 29532 0 0 MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 1 48 SH SOLE 48 0 0 MERCADOLIBRE INC COM USD.001 COMMON 58733R102 85 51 SH SOLE 51 0 0 MERCANTILE BANK CORP COM NPV COMMON 587376104 1 30 SH SOLE 30 0 0 MERCHANTS BANCORP COM COMMON 58844R108 693 25096 SH SOLE 25096 0 0 MERCK & CO COM NPV COMMON 58933Y105 2138 26136 SH SOLE 26136 0 0 MERCURY GENERAL CORP COM NPV COMMON 589400100 94 1806 SH SOLE 1806 0 0 MEREDITH CORP COM USD1 COMMON 589433101 281 14655 SH SOLE 14655 0 0 MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 2 95 SH SOLE 95 0 0 MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 1 16 SH SOLE 16 0 0 MERITAGE HOMES CORP COM NPV COMMON 59001A102 1163 14039 SH SOLE 14039 0 0 MERITOR INC COM USD1 COMMON 59001K100 5 169 SH SOLE 169 0 0 MERRIMACK PHARMACEUTICALS COM USD0.01 COMMON 590328209 1 88 SH SOLE 88 0 0 MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 97 3663 SH SOLE 3663 0 0 META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 75 2040 SH SOLE 2040 0 0 METHANEX CORP COM NPV COMMON 59151K108 6 130 SH SOLE 130 0 0 METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 455 11876 SH SOLE 11876 0 0 METLIFE INC COM COMMON 59156R108 76407 1627470 SH OTR 1216261 411209 0 METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 1456 1278 SH SOLE 1278 0 0 MGE ENERGY INC COM USD8 COMMON 55277P104 1 21 SH SOLE 21 0 0 MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 5 159 SH SOLE 159 0 0 MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 0 23 SH SOLE 23 0 0 MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 633 4586 SH SOLE 4586 0 0 MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 5403 71880 SH SOLE 71880 0 0 MICROSOFT CORP COM USD.00000625 COMMON 594918104 26153 117585 SH SOLE 117585 0 0 MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 172 442 SH SOLE 442 0 0 MID PENN BANCORP INC COM USD1 COMMON 59540G107 159 7242 SH SOLE 7242 0 0 MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 1606 12676 SH SOLE 12676 0 0 MIDDLEBY CORP COM USD.01 COMMON 596278101 9 73 SH SOLE 73 0 0 MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 4 189 SH SOLE 189 0 0 MIDDLESEX WATER CO COM NPV COMMON 596680108 5 72 SH SOLE 72 0 0 MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 22 1249 SH SOLE 1249 0 0 MIDWESTONE FINANCIAL GROUP COM COMMON 598511103 1 31 SH SOLE 31 0 0 MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1 25 SH SOLE 25 0 0 MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 57 922 SH SOLE 922 0 0 MIRATI THERAPEUTICS INC COM USD.001 COMMON 60468T105 599 2726 SH SOLE 2726 0 0 MITEK SYSTEMS INC COM USD.001 COMMON 606710200 1036 58262 SH SOLE 58262 0 0 MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 470 106085 SH SOLE 106085 0 0 MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 119 46776 SH SOLE 46776 0 0 MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1 8 SH SOLE 8 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 613 68503 SH SOLE 68503 0 0 MODEL N INC COM USD.00015 COMMON 607525102 638 17882 SH SOLE 17882 0 0 MODERNA INC COM COMMON 60770K107 77 734 SH SOLE 734 0 0 MODINE MANUFACTURING CO COM USD1.25 COMMON 607828100 230 18288 SH SOLE 18288 0 0 MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 413 2928 SH SOLE 2928 0 0 MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 8657 40703 SH OTR 35911 4792 0 MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 13 296 SH SOLE 296 0 0 MOMO INC -ADR ADR COMMON 60879B107 1 65 SH SOLE 65 0 0 MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 883 15103 SH SOLE 15103 0 0 MONEYGRAM INTERNATIONAL INC COM USD1.5 COMMON 60935Y208 172 31468 SH SOLE 31468 0 0 MONGODB INC CL A COM COMMON 60937P106 118 329 SH SOLE 329 0 0 MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 167 455 SH SOLE 455 0 0 MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 159 1714 SH SOLE 1714 0 0 MOODY'S CORP COM USD.01 COMMON 615369105 498 1715 SH SOLE 1715 0 0 MORGAN STANLEY COM USD1 COMMON 617446448 56234 820590 SH OTR 624524 196066 0 MORNINGSTAR INC COM COMMON 617700109 177 765 SH SOLE 765 0 0 MOSAIC CO COM USD.01 COMMON 61945C103 7 296 SH SOLE 296 0 0 MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 446 2624 SH SOLE 2624 0 0 MOVADO GROUP INC COM USD.01 COMMON 624580106 1 32 SH SOLE 32 0 0 MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 119 3824 SH SOLE 3824 0 0 MRC GLOBAL INC COM USD.01 COMMON 55345K103 5 782 SH SOLE 782 0 0 MSA SAFETY INC COM NPV COMMON 553498106 0 1 SH SOLE 1 0 0 MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 1 16 SH SOLE 16 0 0 MSCI INC CL A COM USD.01 COMMON 55354G100 206 462 SH SOLE 462 0 0 MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 130 8849 SH SOLE 8849 0 0 MTBC INC COM USD.001 COMMON 55378G102 1 118 SH SOLE 118 0 0 MUELLER INDUSTRIES COM NPV COMMON 624756102 335 9551 SH SOLE 9551 0 0 MUELLER WATER PRODUCTS INC SR A COM USD.01 COMMON 624758108 5 439 SH SOLE 439 0 0 MURPHY USA INC COM USD.01 COMMON 626755102 345 2638 SH SOLE 2638 0 0 MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH SOLE 2 0 0 MVB FINANCIAL CORP COM COMMON 553810102 125 5518 SH SOLE 5518 0 0 MYR GROUP INC COM USD.01 COMMON 55405W104 863 14365 SH SOLE 14365 0 0 NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F137 0 7 SH SOLE 7 0 0 NANTKWEST INC COM USD0.0001 COMMON 63016Q102 2 154 SH SOLE 154 0 0 NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 9 343 SH SOLE 343 0 0 NASDAQ INC COM USD.01 COMMON 631103108 51 381 SH SOLE 381 0 0 NATERA INC COM USD0.0001 COMMON 632307104 453 4553 SH SOLE 4553 0 0 NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 4 73 SH SOLE 73 0 0 NATIONAL BEVERAGE CORP COM USD.01 COMMON 635017106 513 6049 SH SOLE 6049 0 0 NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 79 21263 SH SOLE 21263 0 0 NATIONAL ENERGY SERVICES REU ORD NPV COMMON G6375R107 211 21207 SH SOLE 21207 0 0 NATIONAL FUEL GAS CO COM NPV COMMON 636180101 3 66 SH SOLE 66 0 0 NATIONAL GENERAL HOLDINGS CP COM COMMON 636220303 1 37 SH SOLE 37 0 0 NATIONAL GRID SPON ADR COMMON 636274409 178 3007 SH SOLE 3007 0 0 NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 4 55 SH SOLE 55 0 0 NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 6 93 SH SOLE 93 0 0 NATIONAL INSTRUMENTS CORP COM USD.01 COMMON 636518102 1 13 SH SOLE 13 0 0 NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 2 53 SH SOLE 53 0 0 NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 3 64 SH SOLE 64 0 0 NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 6 174 SH SOLE 174 0 0 NATURA &CO HOLDING SA ADS COMMON 63884N108 0 9 SH SOLE 9 0 0 NATURAL ALTERNATIVES COM NPV COMMON 638842302 91 8665 SH SOLE 8665 0 0 NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 536 38982 SH SOLE 38982 0 0 NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 324 21689 SH SOLE 21689 0 0 NATWEST GROUP PLC SP ADR REP SHS COMMON 639057108 446 98639 SH SOLE 98639 0 0 NAUTILUS INC COM NPV COMMON 63910B102 2 111 SH SOLE 111 0 0 NAVIDEA BIOPHARMACEUTICALS COM USD.001 COMMON 63937X202 0 141 SH SOLE 141 0 0 NAVIENT CORP COM0.01 COMMON 63938C108 189 19266 SH SOLE 19266 0 0 NCR CORP COM USD5 COMMON 62886E108 21 548 SH SOLE 548 0 0 NEKTAR THERAPEUTICS COM NPV COMMON 640268108 1 40 SH SOLE 40 0 0 NELNET INC CL A COM USD.01 COMMON 64031N108 0 5 SH SOLE 5 0 0 NEOGEN CORP COM USD.16 COMMON 640491106 113 1419 SH SOLE 1419 0 0 NEOGENOMICS INC COM USD.001 COMMON 64049M209 302 5607 SH SOLE 5607 0 0 NEOPHOTONICS CORP COM USD.0025 COMMON 64051T100 4 414 SH SOLE 414 0 0 NETAPP INC COM NPV COMMON 64110D104 23302 351786 SH OTR 244028 107758 0 NETEASE INC SPONSORED ADR COMMON 64110W102 212 2212 SH SOLE 2212 0 0 NETFLIX INC COM USD.001 COMMON 64110L106 2615 4836 SH SOLE 4836 0 0 NETGEAR INC COM USD.001 COMMON 64111Q104 381 9386 SH SOLE 9386 0 0 NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 186 6798 SH SOLE 6798 0 0 NEUROBO PHARMACEUTICALS INC COM USD0.001 COMMON 64132R107 24 4563 SH SOLE 4563 0 0 NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 242 2523 SH SOLE 2523 0 0 NEURONETICS INC COM COMMON 64131A105 1 92 SH SOLE 92 0 0 NEVRO CORP COM USD0.001 COMMON 64157F103 745 4303 SH SOLE 4303 0 0 NEW HOME CO INC COM USD.01 COMMON 645370107 135 28771 SH SOLE 28771 0 0 NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 818 4401 SH SOLE 4401 0 0 NEW RESIDENTIAL INV CP COM USD0.01 COMMON 64828T201 212 21332 SH SOLE 21332 0 0 NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 2 371 SH SOLE 371 0 0 NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 112 10609 SH SOLE 10609 0 0 NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 28 544 SH SOLE 544 0 0 NEWELL BRANDS INC COM USD1 COMMON 651229106 6 260 SH SOLE 260 0 0 NEWMARK GROUP INC Cl A COMMON 65158N102 25 3437 SH SOLE 3437 0 0 NEWMARKET CORP COM USD1 COMMON 651587107 3 7 SH SOLE 7 0 0 NEWMONT CORP COM USD1.6 COMMON 651639106 2057 34343 SH SOLE 34343 0 0 NEWS CORP CL A COM USD0.01 COMMON 65249B109 17 946 SH SOLE 946 0 0 NEWS CORP CL B COM USD0.01 COMMON 65249B208 4 231 SH SOLE 231 0 0 NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 7 177 SH SOLE 177 0 0 NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 53 481 SH SOLE 481 0 0 NEXTERA ENERGY INC COM NPV COMMON 65339F101 7326 94962 SH SOLE 94962 0 0 NI HOLDINGS INC COM COMMON 65342T106 208 12639 SH SOLE 12639 0 0 NIC INC COM NPV COMMON 62914B100 613 23754 SH SOLE 23754 0 0 NICE LTD SPON ADR COMMON 653656108 33 118 SH SOLE 118 0 0 NIELSEN HOLDINGS PLC COM EUR0.07 COMMON G6518L108 1 51 SH SOLE 51 0 0 NIKE INC -CL B CL B COM NPV COMMON 654106103 3388 23947 SH SOLE 23947 0 0 NIO INC -ADR ADS COMMON 62914V106 431 8835 SH SOLE 8835 0 0 NISOURCE INC COM NPV COMMON 65473P105 24 1045 SH SOLE 1045 0 0 NOKIA CORP SPON ADR COMMON 654902204 61 15600 SH SOLE 15600 0 0 NOMAD FOODS LTD ORD COMMON G6564A105 109 4280 SH SOLE 4280 0 0 NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 2255 423163 SH SOLE 423163 0 0 NORBORD INC COM NPV COMMON 65548P403 15 343 SH SOLE 343 0 0 NORDIC AMERICAN TANKERS LTD COM USD.01 COMMON G65773106 35 11712 SH SOLE 11712 0 0 NORDSON CORP COM USD1 COMMON 655663102 265 1319 SH SOLE 1319 0 0 NORDSTROM INC COM NPV COMMON 655664100 2 64 SH SOLE 64 0 0 NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 914 3845 SH SOLE 3845 0 0 NORTHEAST BANK COM NPV COMMON 66405S100 352 15648 SH SOLE 15648 0 0 NORTHERN TECH INTL COM USD.02 COMMON 665809109 53 5064 SH SOLE 5064 0 0 NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 27 289 SH SOLE 289 0 0 NORTHRIM BANCORP INC COM USD1 COMMON 666762109 534 15743 SH SOLE 15743 0 0 NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 378 1241 SH SOLE 1241 0 0 NORTHWEST PIPE CO COM USD.01 COMMON 667746101 3 106 SH SOLE 106 0 0 NORTHWESTERN CORP COM NEW COMMON 668074305 14 247 SH SOLE 247 0 0 NORTONLIFELOCK INC COM NPV COMMON 668771108 3 123 SH SOLE 123 0 0 NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 5 208 SH SOLE 208 0 0 NOVARTIS AG SPON ADR COMMON 66987V109 2417 25591 SH SOLE 25591 0 0 NOVAVAX INC COM USD.01 COMMON 670002401 75 677 SH SOLE 677 0 0 NOVO NORDISK A/S ADR COMMON 670100205 1278 18294 SH SOLE 18294 0 0 NOVOCURE LTD ORD NPV COMMON G6674U108 229 1322 SH SOLE 1322 0 0 NRG ENERGY INC COM NEW COMMON 629377508 34 897 SH SOLE 897 0 0 NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 939 17186 SH SOLE 17186 0 0 NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 1085 24600 SH SOLE 24600 0 0 NUCOR CORP COM USD.4 COMMON 670346105 1581 29723 SH SOLE 29723 0 0 NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 1 31 SH SOLE 31 0 0 NUTRIEN LTD COM NPV COMMON 67077M108 49 1007 SH SOLE 1007 0 0 NUVASIVE INC COM USD.001 COMMON 670704105 123 2181 SH SOLE 2181 0 0 NVENT ELECTRIC PLC When issued COMMON G6700G107 3 113 SH SOLE 113 0 0 NVIDIA CORP COM USD.001 COMMON 67066G104 6271 12008 SH SOLE 12008 0 0 NVR INC COM USD.01 COMMON 62944T105 82 20 SH SOLE 20 0 0 NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 2454 15430 SH SOLE 15430 0 0 OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 2 102 SH SOLE 102 0 0 OCCIDENTAL PETROLEUM CORP WT EXP 080327 COMMON 674599162 0 54 SH SOLE 54 0 0 OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 217 16265 SH SOLE 16265 0 0 OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 0 29 SH SOLE 29 0 0 OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 84 4058 SH SOLE 4058 0 0 OCWEN FINANCIAL CORP COM USD.01 COMMON 675746606 167 5770 SH SOLE 5770 0 0 ODP CORP COM USD.01 COMMON 88337F105 572 19535 SH SOLE 19535 0 0 OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 853 37556 SH SOLE 37556 0 0 OFG BANCORP COM USD1 COMMON 67103X102 11 583 SH SOLE 583 0 0 OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 273 8002 SH SOLE 8002 0 0 OIL STATES INTL INC COM USD.01 COMMON 678026105 1 184 SH SOLE 184 0 0 OKTA INC CL A COM USD0.0001 COMMON 679295105 66 260 SH SOLE 260 0 0 OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 2019 10346 SH SOLE 10346 0 0 OLD NATIONAL BANCORP COM NPV COMMON 680033107 0 15 SH SOLE 15 0 0 OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 209 10623 SH SOLE 10623 0 0 OLIN CORP COM USD1 COMMON 680665205 33 1339 SH SOLE 1339 0 0 OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 1 11 SH SOLE 11 0 0 OLYMPIC STEEL INC COM NPV COMMON 68162K106 311 23306 SH SOLE 23306 0 0 OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 5 134 SH SOLE 134 0 0 OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH SOLE 41 0 0 OMNICELL INC COM NPV COMMON 68213N109 320 2663 SH SOLE 2663 0 0 OMNICOM GROUP COM USD.5 COMMON 681919106 3637 58317 SH SOLE 58317 0 0 ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 464 14189 SH SOLE 14189 0 0 ONE GAS INC COM COMMON 68235P108 13 170 SH SOLE 170 0 0 ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 3 760 SH SOLE 760 0 0 ONEMAIN HOLDINGS INC COM COMMON 68268W103 1 15 SH SOLE 15 0 0 ONEOK INC COM NPV COMMON 682680103 22 577 SH SOLE 577 0 0 ONEWATER MARINE INC COM CL A COMMON 68280L101 43 1480 SH SOLE 1480 0 0 ONTO INNOVATION INC COM USD.001 COMMON 683344105 5 111 SH SOLE 111 0 0 OP BANCORP COM COMMON 67109R109 177 22982 SH SOLE 22982 0 0 OPEN TEXT CORP COM NPV COMMON 683715106 10 216 SH SOLE 216 0 0 OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 293 9314 SH SOLE 9314 0 0 OPTIMIZERX CORP COM COMMON 68401U204 22 711 SH SOLE 711 0 0 OPTINOSE INC COM USD0.001 COMMON 68404V100 1 239 SH SOLE 239 0 0 ORACLE CORP COM USD.01 COMMON 68389X105 56670 876023 SH OTR 644248 231775 0 ORAMED PHARMACEUTICALS INC COM USD.001 COMMON 68403P203 1 141 SH SOLE 141 0 0 ORANGE SPON ADR COMMON 684060106 36 2998 SH SOLE 2998 0 0 O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 272 601 SH SOLE 601 0 0 ORGENESIS INC COM USD0.0001 COMMON 68619K204 1 128 SH SOLE 128 0 0 ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 748 75800 SH SOLE 75800 0 0 ORION GROUP HOLDINGS INC COM USD.01 COMMON 68628V308 63 12786 SH SOLE 12786 0 0 ORIX CORP SPONSORED ADR COMMON 686330101 2611 33768 SH SOLE 33768 0 0 ORMAT TECHNOLOGIES INC COM USD.001 COMMON 686688102 0 4 SH SOLE 4 0 0 ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 77 4676 SH SOLE 4676 0 0 ORTHOPEDIATRICS CORP COM USD0.00025 COMMON 68752L100 7 163 SH SOLE 163 0 0 OSHKOSH CORP COM USD.01 COMMON 688239201 2 20 SH SOLE 20 0 0 OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 5 1299 SH SOLE 1299 0 0 OTIS WORLDWIDE CORP COM COMMON 68902V107 81 1198 SH SOLE 1198 0 0 OVERSTOCK.COM INC COM NPV COMMON 690370101 153 3192 SH SOLE 3192 0 0 OVID THRPUTCS INC COM COMMON 690469101 4 1728 SH SOLE 1728 0 0 OVINTIV INC COM NPV COMMON 69047Q102 2 166 SH SOLE 166 0 0 OWENS & MINOR INC COM USD2 COMMON 690732102 353 13041 SH SOLE 13041 0 0 OWENS CORNING COM NEW USD.01 COMMON 690742101 177 2331 SH SOLE 2331 0 0 OXFORD INDUSTRIES INC COM USD1 COMMON 691497309 3 51 SH SOLE 51 0 0 P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 31 639 SH SOLE 639 0 0 PACCAR INC COM USD12 COMMON 693718108 198 2293 SH SOLE 2293 0 0 PACIFIC BIOSCIENCES OF CALIF COM USD.0001 COMMON 69404D108 1107 42679 SH SOLE 42679 0 0 PACIFIC ETHANOL INC COM COMMON 69423U305 5 969 SH SOLE 969 0 0 PACIFIC PREMIER BANCORP INC COM USD8 COMMON 69478X105 49 1556 SH SOLE 1556 0 0 PACIRA BIOSCIENCES INC COM USD.001 COMMON 695127100 285 4756 SH SOLE 4756 0 0 PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 2276 16501 SH SOLE 16501 0 0 PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 6 106 SH SOLE 106 0 0 PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 49 139 SH SOLE 139 0 0 PAPA JOHNS INTERNATIONAL INC COM USD.01 COMMON 698813102 252 2966 SH SOLE 2966 0 0 PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 54 860 SH SOLE 860 0 0 PARETEUM CORP COM NPV COMMON 69946T207 0 3 SH SOLE 3 0 0 PARK HOTELS & RESORTS COM USD.01 COMMON 700517105 1 43 SH SOLE 43 0 0 PARK NATIONAL CORP COM NPV COMMON 700658107 0 3 SH SOLE 3 0 0 PARK OHIO HOLDINGS CORP COM USD1 COMMON 700666100 94 3039 SH SOLE 3039 0 0 PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 162 593 SH SOLE 593 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 7 103 SH SOLE 103 0 0 PATTERSON COS INC COM USD.01 COMMON 703395103 28 942 SH SOLE 942 0 0 PAYCHEX INC COM USD.01 COMMON 704326107 1704 18295 SH SOLE 18295 0 0 PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 17 37 SH SOLE 37 0 0 PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 61 296 SH SOLE 296 0 0 PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 2965 12659 SH SOLE 12659 0 0 PC CONNECTION INC COM USD.01 COMMON 69318J100 4 87 SH SOLE 87 0 0 PCB BANCORP COM COMMON 69320M109 113 11166 SH SOLE 11166 0 0 PCTEL INC COM USD.001 COMMON 69325Q105 26 3981 SH SOLE 3981 0 0 PDF SOLUTIONS INC COM USD.00015 COMMON 693282105 36 1652 SH SOLE 1652 0 0 PDL BIOPHARMA INC COM USD.01 COMMON 69329Y104 4 1575 SH SOLE 1575 0 0 PEARSON PLC SPON ADR COMMON 705015105 0 37 SH SOLE 37 0 0 PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 370 19687 SH SOLE 19687 0 0 PEGASYSTEMS INC COM USD.01 COMMON 705573103 0 1 SH SOLE 1 0 0 PELOTON INTERACTIVE INC COM CL A USD0.000025 COMMON 70614W100 188 1239 SH SOLE 1239 0 0 PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 271 3141 SH SOLE 3141 0 0 PENN VIRGINIA CORP COM COMMON 70788V102 29 2886 SH SOLE 2886 0 0 PENNANT GROUP INC (THE) COM COMMON 70805E109 57 984 SH SOLE 984 0 0 PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 1195 18212 SH SOLE 18212 0 0 PENNYMAC MORTGAGE INVEST TR COM SHS BEN COMMON 70931T103 0 21 SH SOLE 21 0 0 PENTAIR PLC COM USD.16 COMMON G7S00T104 18 337 SH SOLE 337 0 0 PEOPLE'S UNITED FINL INC COM NPV COMMON 712704105 0 13 SH SOLE 13 0 0 PEPSICO INC COM USD.0166 COMMON 713448108 3315 22354 SH SOLE 22354 0 0 PERFICIENT INC COM USD.001 COMMON 71375U101 307 6449 SH SOLE 6449 0 0 PERION NETWORK LTD ORD USD COMMON M78673114 851 66864 SH SOLE 66864 0 0 PERKINELMER INC COM USD1 COMMON 714046109 1551 10808 SH SOLE 10808 0 0 PERMA-FIX ENVIRONMENTAL SVCS COM USD.001 COMMON 714157203 0 69 SH SOLE 69 0 0 PERRIGO CO PLC COM NPV COMMON G97822103 3 76 SH SOLE 76 0 0 PERSONALIS INC COM COMMON 71535D106 53 1451 SH SOLE 1451 0 0 PERSPECTA INC When Issued COMMON 715347100 370 15356 SH SOLE 15356 0 0 PETMED EXPRESS INC COM USD.001 COMMON 716382106 317 9876 SH SOLE 9876 0 0 PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 27 892 SH SOLE 892 0 0 PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 3 262 SH SOLE 262 0 0 PFIZER INC COM USD.1 COMMON 717081103 25095 681763 SH OTR 563070 118693 0 PFSWEB INC COM USD.001 COMMON 717098206 364 54058 SH SOLE 54058 0 0 PG&E CORP COM USD5 COMMON 69331C108 24 1892 SH SOLE 1892 0 0 PHASEBIO PHARMACEUTIC COM COMMON 717224109 0 122 SH SOLE 122 0 0 PHATHOM PHARMA INC COM COMMON 71722W107 0 14 SH SOLE 14 0 0 PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 4163 50286 SH SOLE 50286 0 0 PHILLIPS 66 COM USD0.01 COMMON 718546104 1687 24117 SH SOLE 24117 0 0 PHOTRONICS INC COM NPV COMMON 719405102 58 5234 SH SOLE 5234 0 0 PHREESIA INC COM USD0.01 COMMON 71944F106 97 1789 SH SOLE 1789 0 0 PICO HOLDINGS INC COM USD.1 COMMON 693366205 106 11327 SH SOLE 11327 0 0 PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 7 451 SH SOLE 451 0 0 PINDUODUO INC -ADR ADR COMMON 722304102 1884 10603 SH SOLE 10603 0 0 PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 12 153 SH SOLE 153 0 0 PINTEREST INC COM CL A COMMON 72352L106 94 1432 SH SOLE 1432 0 0 PIONEER NATURAL RESOURCES CO COM NPV COMMON 723787107 120 1053 SH SOLE 1053 0 0 PIPER SANDLER COS COM COMMON 724078100 0 4 SH SOLE 4 0 0 PITNEY BOWES INC COM USD2 COMMON 724479100 54 8785 SH SOLE 8785 0 0 PJT PARTNERS INC CL A COM USD0.01 COMMON 69343T107 113 1506 SH SOLE 1506 0 0 PLANET FITNESS INC CL A COM USD0.0001 COMMON 72703H101 0 2 SH SOLE 2 0 0 PLUG POWER INC COM USD.01 COMMON 72919P202 806 23765 SH SOLE 23765 0 0 PLUMAS BANCORP COM COMMON 729273102 1 30 SH SOLE 30 0 0 PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 25036 168033 SH OTR 130411 37622 0 POINTS INTERNATIONAL LTD COM COMMON 730843208 289 20163 SH SOLE 20163 0 0 POLARIS INC COM NPV COMMON 731068102 318 3336 SH SOLE 3336 0 0 POOL CORP COM USD.001 COMMON 73278L105 1398 3754 SH SOLE 3754 0 0 POPULAR INC COM USD5 COMMON 733174700 765 13588 SH SOLE 13588 0 0 PORTLAND GENERAL ELECTRIC CO COM USD COMMON 736508847 0 9 SH SOLE 9 0 0 POSCO SPON ADR COMMON 693483109 4988 80054 SH SOLE 80054 0 0 POST HOLDINGS INC COM USD.01 COMMON 737446104 13 133 SH SOLE 133 0 0 POTBELLY CORP COM USD.01 COMMON 73754Y100 44 10000 SH SOLE 10000 0 0 POTLATCHDELTIC CORP COM USD1 COMMON 737630103 15 309 SH SOLE 309 0 0 POWER INTEGRATIONS INC COM USD.001 COMMON 739276103 10 124 SH SOLE 124 0 0 POWER REIT SHS BEN INT NPV COMMON 73933H101 74 2755 SH SOLE 2755 0 0 PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 394 2734 SH SOLE 2734 0 0 PPL CORP COM NPV COMMON 69351T106 22 789 SH SOLE 789 0 0 PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 0 3 SH SOLE 3 0 0 PRECIGEN INC COM NPV COMMON 74017N105 161 15815 SH SOLE 15815 0 0 PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 139 2024 SH SOLE 2024 0 0 PRESTIGE CONSUMER HEALTHCARE COM USD.01 COMMON 74112D101 897 25736 SH SOLE 25736 0 0 PRGX GLOBAL INC COM USD.01 COMMON 69357C503 222 29099 SH SOLE 29099 0 0 PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 2330 15390 SH SOLE 15390 0 0 PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 26 534 SH SOLE 534 0 0 PROCTER & GAMBLE CO COM NPV COMMON 742718109 25309 181915 SH SOLE 181915 0 0 PRO-DEX INC/CO COM NPV COMMON 74265M205 401 12956 SH SOLE 12956 0 0 PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 0 70 SH SOLE 70 0 0 PROG HOLDINGS INC COM USD.5 COMMON 74319R101 315 5846 SH SOLE 5846 0 0 PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 2774 28058 SH SOLE 28058 0 0 PROLOGIS INC COM USD.01 COMMON 74340W103 5273 52919 SH SOLE 52919 0 0 PROSHARES TR ONLINE RTL ETF COMMON 74347B169 1 16 SH SOLE 16 0 0 PROSHARES ULTRASHORT EURO COMMON 74347W882 5 201 SH SOLE 201 0 0 PROSIGHT GLOBAL INC COM COMMON 74349J103 0 36 SH SOLE 36 0 0 PROSPERITY BANCSHARES INC COM NPV COMMON 743606105 0 3 SH SOLE 3 0 0 PROTECTIVE INSURANCE CORP CL B COM NPV COMMON 74368L203 2 114 SH SOLE 114 0 0 PROTO LABS INC COM USD0.001 COMMON 743713109 482 3143 SH SOLE 3143 0 0 PROVIDENCE SERVICE CORP CL A COM USD.001 COMMON 743815102 1481 10684 SH SOLE 10684 0 0 PROVIDENT FINANCIAL SVCS INC COM USD.01 COMMON 74386T105 4 196 SH SOLE 196 0 0 PRUDENTIAL BANCORP INC COM USD.01 COMMON 74431A101 0 17 SH SOLE 17 0 0 PRUDENTIAL FINANCIAL INC COM USD.01 COMMON 744320102 12034 154146 SH OTR 110075 44071 0 PRUDENTIAL PLC ADR COMMON 74435K204 290 7858 SH SOLE 7858 0 0 PS BUSINESS PARKS COM USD.01 COMMON 69360J107 11 81 SH SOLE 81 0 0 PSYCHEMEDICS CORP COM USD.005 COMMON 744375205 30 5845 SH SOLE 5845 0 0 PTC INC COM USD.01 COMMON 69370C100 22 180 SH SOLE 180 0 0 PUBLIC SERVICE ENTRP GRP INC COM NPV COMMON 744573106 102 1753 SH SOLE 1753 0 0 PUBLIC STORAGE COM USD.1 COMMON 74460D109 161 698 SH SOLE 698 0 0 PULTEGROUP INC COM USD.01 COMMON 745867101 1055 24475 SH SOLE 24475 0 0 PURPLE INNOVATION INC COM CL A USD.0001 COMMON 74640Y106 181 5504 SH SOLE 5504 0 0 PVH CORP COM USD1 COMMON 693656100 16411 174806 SH SOLE 174806 0 0 PZENA INVESTMENT MANAGEMENT CL A COM USD.01 COMMON 74731Q103 220 30092 SH SOLE 30092 0 0 QAD INC CL A COM NPV COMMON 74727D306 42 667 SH SOLE 667 0 0 QEP RESOURCES INC COM USD.01 COMMON 74733V100 240 100557 SH SOLE 100557 0 0 QIAGEN NV COM NLG.03 COMMON N72482123 65 1228 SH SOLE 1228 0 0 QORVO INC COM NPV COMMON 74736K101 549 3299 SH SOLE 3299 0 0 QTS REALTY TRUST INC CL A COM USD0.01 COMMON 74736A103 11 179 SH SOLE 179 0 0 QUALCOMM INC COM USD.0001 COMMON 747525103 67684 444299 SH OTR 313517 130782 0 QUALYS INC COM USD0.001 COMMON 74758T303 1223 10040 SH SOLE 10040 0 0 QUANEX BUILDING PRODUCTS COM USD.01 COMMON 747619104 1190 53666 SH SOLE 53666 0 0 QUANTA SERVICES INC COM USD.00001 COMMON 74762E102 1104 15336 SH SOLE 15336 0 0 QUEST DIAGNOSTICS INC COM NPV COMMON 74834L100 46 390 SH SOLE 390 0 0 QUIDEL CORP COM NPV COMMON 74838J101 47 260 SH SOLE 260 0 0 QUINSTREET INC COM USD.001 COMMON 74874Q100 4 176 SH SOLE 176 0 0 QUOTIENT LTD ORD SHS COMMON G73268107 1 141 SH SOLE 141 0 0 QURATE RETAIL INC INT COM SER A COMMON 74915M100 155 14162 SH SOLE 14162 0 0 R1 RCM INC COM USD.01 COMMON 749397105 172 7164 SH SOLE 7164 0 0 RADIAN GROUP INC COM USD.001 COMMON 750236101 174 8607 SH SOLE 8607 0 0 RADIANT LOGISTICS INC UNIT COMMON 75025X100 10 1754 SH SOLE 1754 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 193 1857 SH SOLE 1857 0 0 RAMBUS INC COM USD.001 COMMON 750917106 3 159 SH SOLE 159 0 0 RAPT THERAPEUTICS INC COM COMMON 75382E109 12 598 SH SOLE 598 0 0 RAYMOND JAMES FINANCIAL CORP COM USD.01 COMMON 754730109 2638 27571 SH SOLE 27571 0 0 RAYTHEON TECHNOLOGIES CORP COM USD5 COMMON 75513E101 1072 14987 SH SOLE 14987 0 0 RE/MAX HOLDINGS INC CL A COM USD.0001 COMMON 75524W108 10 286 SH SOLE 286 0 0 REALTY INCOME CORP COM USD1 COMMON 756109104 103 1660 SH SOLE 1660 0 0 REATA PHARMACEUTICALS INC CL A COM NPV COMMON 75615P103 1 10 SH SOLE 10 0 0 RECRO PHARMA INC COM USD.01 COMMON 75629F109 1 239 SH SOLE 239 0 0 RED ROCK RESORTS INC CL A COM USD.01 COMMON 75700L108 159 6348 SH SOLE 6348 0 0 RED VIOLET INC COM COMMON 75704L104 1 46 SH SOLE 46 0 0 REDFIN CORP COM 0.001USD COMMON 75737F108 144 2098 SH SOLE 2098 0 0 REGAL BELOIT CORP COM NPV COMMON 758750103 772 6288 SH SOLE 6288 0 0 REGENCY CENTERS CORP COM USD.01 COMMON 758849103 210 4613 SH SOLE 4613 0 0 REGENERON PHARMACEUTICALS COM USD.001 COMMON 75886F107 299 618 SH SOLE 618 0 0 REGIONAL MANAGEMENT CORP COM USD.1 COMMON 75902K106 135 4524 SH SOLE 4524 0 0 REGIONS FINANCIAL CORP COM USD.625 COMMON 7591EP100 35190 2183119 SH OTR 1757345 425774 0 REINSURANCE GROUP AMER INC COM USD.01 COMMON 759351604 24 211 SH SOLE 211 0 0 REKOR SYSTEMS INC COM COMMON 759419104 0 48 SH SOLE 48 0 0 RELIANCE STEEL & ALUMINUM CO COM NPV COMMON 759509102 1950 16284 SH SOLE 16284 0 0 RELX PLC SP ADR COMMON 759530108 398 16127 SH SOLE 16127 0 0 RENAISSANCERE HOLDINGS LTD COM USD1 COMMON G7496G103 25 153 SH SOLE 153 0 0 RENASANT CORP COM USD5 COMMON 75970E107 8 227 SH SOLE 227 0 0 RENESOLA LTD ADS NPV COMMON 75971T301 4 340 SH SOLE 340 0 0 RENEWABLE ENERGY GROUP INC COM USD.0001 COMMON 75972A301 1281 18093 SH SOLE 18093 0 0 RENT-A-CENTER INC COM USD.01 COMMON 76009N100 1379 36007 SH SOLE 36007 0 0 REPLIGEN CORP COM USD.01 COMMON 759916109 102 531 SH SOLE 531 0 0 REPLIMUNE GROUP INC COM COMMON 76029N106 46 1202 SH SOLE 1202 0 0 REPUBLIC BANCORP INC/KY CL A COM NPV COMMON 760281204 4 100 SH SOLE 100 0 0 REPUBLIC SERVICES INC COM USD.01 COMMON 760759100 260 2700 SH SOLE 2700 0 0 RESIDEO TECHNOLOGIES COM COMMON 76118Y104 2 89 SH SOLE 89 0 0 RESMED INC COM USD.004 COMMON 761152107 1916 9016 SH SOLE 9016 0 0 RESOLUTE FOREST PRODUCTS INC COM USD.001 COMMON 76117W109 74 11312 SH SOLE 11312 0 0 RESOURCES CONNECTION INC COM USD.01 COMMON 76122Q105 7 527 SH SOLE 527 0 0 RESTAURANT BRANDS INTL INC COM USD.01 COMMON 76131D103 488 7990 SH SOLE 7990 0 0 RETAIL OPPORTUNITY INVTS CP COM USD.0001 COMMON 76131N101 0 22 SH SOLE 22 0 0 RETAIL PPTYS OF AMERICA INC CL A COM USD0.001 COMMON 76131V202 1223 142932 SH SOLE 142932 0 0 RETAIL VALUE INC COM COMMON 76133Q102 3 199 SH SOLE 199 0 0 RETRACTABLE TECHNOLOGIES INC COM NPV COMMON 76129W105 1354 126070 SH SOLE 126070 0 0 REVOLUTION MEDICINES INC COM COMMON 76155X100 80 2010 SH SOLE 2010 0 0 RH COM USD.0001 COMMON 74967X103 1039 2321 SH SOLE 2321 0 0 RIMINI STREET INC COM USD.001 COMMON 76674Q107 0 55 SH SOLE 55 0 0 RING ENERGY INC COM USD.001 COMMON 76680V108 0 385 SH SOLE 385 0 0 RINGCENTRAL INC CL A COM USD.0001 COMMON 76680R206 100 265 SH SOLE 265 0 0 RIO TINTO GROUP SPON ADR COMMON 767204100 4624 61479 SH SOLE 61479 0 0 RITCHIE BROS AUCTIONEERS INC COM NPV COMMON 767744105 1884 27086 SH SOLE 27086 0 0 RITE AID CORP COM USD1 COMMON 767754872 8 496 SH SOLE 496 0 0 RLI CORP COM USD1 COMMON 749607107 18 170 SH SOLE 170 0 0 RLJ LODGING TRUST COM USD.01 COMMON 74965L101 882 62303 SH SOLE 62303 0 0 RMR GROUP INC CL A COM USD0.001 COMMON 74967R106 321 8321 SH SOLE 8321 0 0 ROBERT HALF INTL INC COM USD1 COMMON 770323103 115 1840 SH SOLE 1840 0 0 ROCKWELL AUTOMATION COM USD1 COMMON 773903109 246 979 SH SOLE 979 0 0 ROCKY BRANDS INC COM NPV COMMON 774515100 74 2633 SH SOLE 2633 0 0 ROGERS COMMUNICATIONS -CL B CL B COM NPV COMMON 775109200 8 163 SH SOLE 163 0 0 ROGERS CORP COM USD1 COMMON 775133101 1 9 SH SOLE 9 0 0 ROKU INC CL A COM USD .0001 COMMON 77543R102 156 470 SH SOLE 470 0 0 ROLLINS INC COM USD1 COMMON 775711104 1 16 SH SOLE 16 0 0 ROPER TECHNOLOGIES INC COM USD.01 COMMON 776696106 670 1555 SH SOLE 1555 0 0 ROSS STORES INC COM USD.01 COMMON 778296103 246 2006 SH SOLE 2006 0 0 ROYAL BANK OF CANADA COM NPV COMMON 780087102 1395 17001 SH SOLE 17001 0 0 ROYAL CARIBBEAN GROUP COM USD.01 COMMON V7780T103 11 150 SH SOLE 150 0 0 ROYAL DUTCH SHELL PLC ADR CL A COMMON 780259206 1116 31765 SH SOLE 31765 0 0 ROYAL DUTCH SHELL PLC ADR CL B COMMON 780259107 1 15 SH SOLE 15 0 0 ROYAL GOLD INC COM USD.01 COMMON 780287108 3 26 SH SOLE 26 0 0 RPM INTERNATIONAL INC COM USD.064 COMMON 749685103 15 160 SH SOLE 160 0 0 RPT REALTY SHS BEN INT USD.01 COMMON 74971D101 2 259 SH SOLE 259 0 0 RUSH ENTERPRISES INC CL A COM USD.01 COMMON 781846209 234 5651 SH SOLE 5651 0 0 RYANAIR HOLDINGS PLC SPON ADR COMMON 783513203 2 19 SH SOLE 19 0 0 RYDER SYSTEM INC COM USD.5 COMMON 783549108 16500 267188 SH SOLE 267188 0 0 RYERSON HOLDING CORP COM USD.01 COMMON 783754104 679 49768 SH SOLE 49768 0 0 RYMAN HOSPITALITY PPTYS INC COM USD.01 COMMON 78377T107 213 3147 SH SOLE 3147 0 0 S&P GLOBAL INC COM USD1 COMMON 78409V104 978 2974 SH SOLE 2974 0 0 SABRA HEALTH CARE REIT INC COM USD.01 COMMON 78573L106 6 328 SH SOLE 328 0 0 SAFE BULKERS INC COM USD.001 COMMON Y7388L103 0 2 SH SOLE 2 0 0 SAGA COMMUNICATIONS -CL A CL A COM USD.01 COMMON 786598300 21 870 SH SOLE 870 0 0 SAIA INC COM USD.001 COMMON 78709Y105 295 1634 SH SOLE 1634 0 0 SAILPOINT TECHNO HLDG COM COMMON 78781P105 906 17024 SH SOLE 17024 0 0 SALESFORCE.COM INC COM USD.001 COMMON 79466L302 2101 9442 SH SOLE 9442 0 0 SALISBURY BANCORP INC COM USD3.33 COMMON 795226109 55 1478 SH SOLE 1478 0 0 SALLY BEAUTY HOLDINGS INC COM USD.01 COMMON 79546E104 16 1207 SH SOLE 1207 0 0 SANARA MEDTECH INC COM USD.01 COMMON 79957L100 1 17 SH SOLE 17 0 0 SANDERSON FARMS INC COM USD1 COMMON 800013104 1 6 SH SOLE 6 0 0 SANDY SPRING BANCORP INC COM USD1 COMMON 800363103 9 271 SH SOLE 271 0 0 SANFILIPPO JOHN B&SON COM USD.01 COMMON 800422107 122 1553 SH SOLE 1553 0 0 SANGAMO THERAPEUTICS INC COM USD.01 COMMON 800677106 1 58 SH SOLE 58 0 0 SANMINA CORP COM USD.01 COMMON 801056102 84 2622 SH SOLE 2622 0 0 SANOFI SPONSORED ADR COMMON 80105N105 1178 24238 SH SOLE 24238 0 0 SANTANDER CONSUMER USA HLDGS COM USD.01 COMMON 80283M101 12 542 SH SOLE 542 0 0 SAP SE SPON ADR COMMON 803054204 1289 9885 SH SOLE 9885 0 0 SAPIENS INTERNATIONAL CORP COM ANG1 COMMON G7T16G103 868 28360 SH SOLE 28360 0 0 SAREPTA THERAPEUTICS INC COM USD.0001 COMMON 803607100 277 1624 SH SOLE 1624 0 0 SAVARA INC COM USD.001 COMMON 805111101 1 937 SH SOLE 937 0 0 SBA COMMUNICATIONS CORP COM USD.01 COMMON 78410G104 568 2013 SH SOLE 2013 0 0 SCANSOURCE INC COM NPV COMMON 806037107 47 1779 SH SOLE 1779 0 0 SCHLUMBERGER LTD COM USD.01 COMMON 806857108 80 3672 SH SOLE 3672 0 0 SCHNEIDER NATIONAL INC COM CL B COMMON 80689H102 764 36890 SH SOLE 36890 0 0 SCHWAB (CHARLES) CORP COM USD.01 COMMON 808513105 469 8845 SH SOLE 8845 0 0 SCHWAB INTL EQUITY ETF COMMON 808524805 39 1093 SH SOLE 1093 0 0 SCHWEITZER-MAUDUIT INTL INC COM USD.1 COMMON 808541106 130 3240 SH SOLE 3240 0 0 SCIENCE APPLICATIONS INTL CP COM USD.0001 COMMON 808625107 157 1658 SH SOLE 1658 0 0 SCIENTIFIC GAMES CORP COM USD.01 COMMON 80874P109 117 2820 SH SOLE 2820 0 0 SCIPLAY CORP COM COMMON 809087109 83 5973 SH SOLE 5973 0 0 SCOTTS MIRACLE-GRO CO CL A COM USD.01 COMMON 810186106 301 1510 SH SOLE 1510 0 0 SCPHARMACEUTICALS INC COM USD.0001 COMMON 810648105 0 21 SH SOLE 21 0 0 SEAGATE TECHNOLOGY PLC COM USD.00001 COMMON G7945M107 63042 1014185 SH OTR 722979 291206 0 SEAGEN INC COM USD.001 COMMON 81181C104 75 428 SH SOLE 428 0 0 SEALED AIR CORP COM USD.01 COMMON 81211K100 4 89 SH SOLE 89 0 0 SECURITY NATL FINL CP -CL A CL A COM NPV COMMON 814785309 228 27328 SH SOLE 27328 0 0 SEI INVESTMENTS CO COM USD.01 COMMON 784117103 1 17 SH SOLE 17 0 0 SELECT INTERIOR CONCEPTS INC COM CL A 144 COMMON 816120307 1 78 SH SOLE 78 0 0 SELECT MEDICAL HOLDINGS CORP COM USD.001 COMMON 81619Q105 1021 36928 SH SOLE 36928 0 0 SELECT SECTOR SPDR TR SBI MATERIALS COMMON 81369Y100 2 21 SH SOLE 21 0 0 SEMPRA ENERGY COM NPV COMMON 816851109 257 2018 SH SOLE 2018 0 0 SENECA FOODS CORP CL A COM NPV COMMON 817070501 166 4172 SH SOLE 4172 0 0 SENSATA TECHNOLOGES HLDG PLC ORD EUR.01 COMMON G8060N102 11 206 SH SOLE 206 0 0 SENSEONICS HLDGS INC COM USD.001 COMMON 81727U105 0 4 SH SOLE 4 0 0 SENSIENT TECHNOLOGIES CORP COM USD.1 COMMON 81725T100 54 736 SH SOLE 736 0 0 SERES THERAPEUTICS INC COM USD0.001 COMMON 81750R102 47 1910 SH SOLE 1910 0 0 SERVICE CORP INTERNATIONAL COM USD1 COMMON 817565104 9 185 SH SOLE 185 0 0 SERVICE PROPERTIES TRUST COM USD.01 COMMON 81761L102 2 147 SH SOLE 147 0 0 SERVICENOW INC COM USD.001 COMMON 81762P102 830 1508 SH SOLE 1508 0 0 SERVICESOURCE INTL INC COM USD.0001 COMMON 81763U100 1 753 SH SOLE 753 0 0 SESEN BIO INC COM USD0.001 COMMON 817763105 1 807 SH SOLE 807 0 0 SHARPS COMPLIANCE CORP COM COMMON 820017101 145 15367 SH SOLE 15367 0 0 SHENANDOAH TELECOMMUN CO COM USD10 COMMON 82312B106 194 4481 SH SOLE 4481 0 0 SHERWIN-WILLIAMS CO COM USD1 COMMON 824348106 1059 1441 SH SOLE 1441 0 0 SHINHAN FINANCIAL GROUP LTD SPON ADR COMMON 824596100 1296 43565 SH SOLE 43565 0 0 SHOCKWAVE MEDICAL INC COM COMMON 82489T104 170 1642 SH SOLE 1642 0 0 SHOE CARNIVAL INC COM USD.1 COMMON 824889109 7 189 SH SOLE 189 0 0 SHOPIFY INC CL A SUB VTG COMMON 82509L107 800 707 SH SOLE 707 0 0 SHUTTERSTOCK INC COM USD.01 COMMON 825690100 380 5299 SH SOLE 5299 0 0 SIBANYE-STILLWATER LIMITED ADR COMMON 82575P107 451 28398 SH SOLE 28398 0 0 SIGA TECHNOLOGIES INC COM USD.0001 COMMON 826917106 151 20743 SH SOLE 20743 0 0 SILK ROAD MEDICAL INC COM CL A COMMON 82710M100 107 1700 SH SOLE 1700 0 0 SILVERCORP METALS INC COM COMMON 82835P103 237 35418 SH SOLE 35418 0 0 SILVERCREST ASSET MGT CL A COM USD.01 COMMON 828359109 4 319 SH SOLE 319 0 0 SIMON PROPERTY GROUP INC COM USD.0001 COMMON 828806109 6113 71680 SH OTR 58854 12826 0 SIMPSON MANUFACTURING INC COM NPV COMMON 829073105 4 42 SH SOLE 42 0 0 SIMULATIONS PLUS INC COM USD.001 COMMON 829214105 473 6571 SH SOLE 6571 0 0 SINCLAIR BROADCAST GP -CL A CL A COM USD.01 COMMON 829226109 1 32 SH SOLE 32 0 0 SINOPEC SHANGHAI PETROCHEM SPON ADR COMMON 82935M109 437 21255 SH SOLE 21255 0 0 SIRIUS XM HOLDINGS INC COM USD.001 COMMON 82968B103 26 4052 SH SOLE 4052 0 0 SITE CENTERS CORP COM USD.1 COMMON 82981J109 0 38 SH SOLE 38 0 0 SK TELECOM CO LTD SPON ADR COMMON 78440P108 14 576 SH SOLE 576 0 0 SKECHERS U S A INC CL A COM USD.001 COMMON 830566105 1 15 SH SOLE 15 0 0 SKYWORKS SOLUTIONS INC COM USD.25 COMMON 83088M102 2797 18296 SH SOLE 18296 0 0 SL GREEN REALTY CORP COM USD.01 COMMON 78440X101 6 106 SH SOLE 106 0 0 SLEEP NUMBER CORP COM USD.01 COMMON 83125X103 183 2240 SH SOLE 2240 0 0 SLM CORP COM USD.2 VTG COMMON 78442P106 295 23797 SH SOLE 23797 0 0 SMART SAND INC COM USD.001 COMMON 83191H107 50 29252 SH SOLE 29252 0 0 SMITH & NEPHEW PLC SPON ADR COMMON 83175M205 434 10282 SH SOLE 10282 0 0 SMITH & WESSON BRANDS INC COM USD.001 COMMON 831754106 481 27077 SH SOLE 27077 0 0 SMITH (A.O.) COM USD1 COMMON 831865209 16 296 SH SOLE 296 0 0 SMTC CORP COM USD.01 COMMON 832682207 124 25064 SH SOLE 25064 0 0 SMUCKER (JM) CO COM NPV COMMON 832696405 2605 22537 SH SOLE 22537 0 0 SNAP INC CL A COM USD.00001 COMMON 83304A106 31 627 SH SOLE 627 0 0 SNAP-ON INC COM USD1 COMMON 833034101 8 46 SH SOLE 46 0 0 SOLAREDGE TECHNOLOGIES INC COM USD0.0001 COMMON 83417M104 77 241 SH SOLE 241 0 0 SOLARIS OILFIELD IF INC CL A COM USD0.01 COMMON 83418M103 134 16410 SH SOLE 16410 0 0 SOLID BIOSCIENCES INC COM 0.001 COMMON 83422E105 125 16477 SH SOLE 16477 0 0 SOLIGENIX INC COM USD.01 COMMON 834223307 0 195 SH SOLE 195 0 0 SONOCO PRODUCTS CO COM NPV COMMON 835495102 5 76 SH SOLE 76 0 0 SONOS INC COM COMMON 83570H108 120 5125 SH SOLE 5125 0 0 SONY CORP ADR COMMON 835699307 6178 61105 SH SOLE 61105 0 0 SORRENTO THERAPEUTICS INC COM USD0.0001 COMMON 83587F202 8 1164 SH SOLE 1164 0 0 SOUTHERN CO COM USD5 COMMON 842587107 591 9613 SH SOLE 9613 0 0 SOUTHERN COPPER CORP COM USD.01 COMMON 84265V105 4 65 SH SOLE 65 0 0 SOUTHWEST AIRLINES COM USD1 COMMON 844741108 2221 47656 SH SOLE 47656 0 0 SOUTHWESTERN ENERGY CO COM USD2.5 COMMON 845467109 6 1912 SH SOLE 1912 0 0 SPARTANNASH CO COM NPV COMMON 847215100 1499 86124 SH SOLE 86124 0 0 SPDR DJIA TRUST COMMON 78467X109 153 500 SH SOLE 500 0 0 SPDR PORT LNG TRM TRSRY COMMON 78464A664 0 5 SH SOLE 5 0 0 SPDR PORTFOLIO INTERMEDIATE COMMON 78464A672 1 42 SH SOLE 42 0 0 SPDR S&P 500 ETF TRUST COMMON 78462F103 8262 22099 SH SOLE 22099 0 0 SPDR SERIES TRUST S&P BIOTECH COMMON 78464A870 0 0 SH SOLE 0 0 0 SPDR SERIES TRUST S&P TRANSN ETF COMMON 78464A532 5 75 SH SOLE 75 0 0 SPECTRUM BRND HLDG INC COM USD.25 COMMON 84790A105 162 2046 SH SOLE 2046 0 0 SPIRE INC COM USD2 COMMON 84857L101 1 17 SH SOLE 17 0 0 SPIRIT REALTY CAPITAL INC COM USD.01 COMMON 84860W300 10 244 SH SOLE 244 0 0 SPLUNK INC COM USD.001 COMMON 848637104 73 432 SH SOLE 432 0 0 SPORTSMANS WAREHOUSE HLDGS COM USD.01 COMMON 84920Y106 773 44068 SH SOLE 44068 0 0 SPOTIFY TECHNOLOGY SA COM COMMON L8681T102 175 555 SH SOLE 555 0 0 SPROTT PHYSICAL GOLD & SILVE TR UNIT COMMON 85208R101 3 139 SH SOLE 139 0 0 SPROUTS FARMERS MARKET COM USD.001 COMMON 85208M102 225 11211 SH SOLE 11211 0 0 SPS COMMERCE INC COM USD.001 COMMON 78463M107 935 8611 SH SOLE 8611 0 0 SPX CORP COM USD1 COMMON 784635104 1635 29981 SH SOLE 29981 0 0 SPX FLOW INC COM USD.01 COMMON 78469X107 0 8 SH SOLE 8 0 0 SQUARE INC CL A COM USD.0000001 COMMON 852234103 988 4542 SH SOLE 4542 0 0 SS&C TECHNOLOGIES HLDGS INC COM USD.01 COMMON 78467J100 1 12 SH SOLE 12 0 0 ST JOE CO COM USD100 COMMON 790148100 35 828 SH SOLE 828 0 0 STAAR SURGICAL CO COM USD.01 COMMON 852312305 238 3010 SH SOLE 3010 0 0 STAMPS.COM INC COM USD.001 COMMON 852857200 1 3 SH SOLE 3 0 0 STANDARD MOTOR PRODS CL A COM USD2 COMMON 853666105 2 40 SH SOLE 40 0 0 STANLEY BLACK & DECKER INC COM USD2.5 COMMON 854502101 81 455 SH SOLE 455 0 0 STANTEC INC COM NPV COMMON 85472N109 1092 33621 SH SOLE 33621 0 0 STARBUCKS CORP COM NPV COMMON 855244109 21348 199554 SH OTR 150503 49051 0 STARWOOD PROPERTY TRUST INC COM USD.01 COMMON 85571B105 441 22844 SH SOLE 22844 0 0 STATE STREET CORP COM USD1 COMMON 857477103 27187 373548 SH OTR 256873 116675 0 STEEL DYNAMICS INC COM USD.01 COMMON 858119100 15 403 SH SOLE 403 0 0 STEELCASE INC CL A COM NPV COMMON 858155203 56 4165 SH SOLE 4165 0 0 STEPAN CO COM USD1 COMMON 858586100 139 1162 SH SOLE 1162 0 0 STERICYCLE INC COM USD.01 COMMON 858912108 14 196 SH SOLE 196 0 0 STERIS PLC COM NPV COMMON G8473T100 1017 5365 SH SOLE 5365 0 0 STERLING BANCORP COM USD.1 COMMON 85917A100 85 4749 SH SOLE 4749 0 0 STERLING CONSTRUCTION CO INC COM NPV COMMON 859241101 0 22 SH SOLE 22 0 0 STIFEL FINANCIAL CORP COM USD.15 COMMON 860630102 515 10200 SH SOLE 10200 0 0 STITCH FIX INC CL A COM USD.00002 COMMON 860897107 184 3130 SH SOLE 3130 0 0 STMICROELECTRONICS NV ADR COMMON 861012102 84 2261 SH SOLE 2261 0 0 STONECO LTD COM CL A COMMON G85158106 157 1868 SH SOLE 1868 0 0 STORE CAPITAL CORP COM USD.01 COMMON 862121100 2 73 SH SOLE 73 0 0 STRATEGIC EDUCATION INC COM USD.01 COMMON 86272C103 124 1306 SH SOLE 1306 0 0 STRATTEC SECURITY CORP COM USD.01 COMMON 863111100 455 9224 SH SOLE 9224 0 0 STRIDE INC COM USD.0001 COMMON 86333M108 17 821 SH SOLE 821 0 0 STRONGBRIDGE BIOPHARMA PLC ORD USD.01 COMMON G85347105 1 269 SH SOLE 269 0 0 STRYKER CORP COM USD10 COMMON 863667101 1006 4105 SH SOLE 4105 0 0 STURM RUGER & CO INC COM USD1 COMMON 864159108 336 5162 SH SOLE 5162 0 0 SUMITOMO MITSUI FINANCIAL GR ADR COMMON 86562M209 1634 264838 SH SOLE 264838 0 0 SUMMIT HOTEL PROPERTIES INC COM USD.01 COMMON 866082100 216 24015 SH SOLE 24015 0 0 SUN COMMUNITIES INC COM USD.01 COMMON 866674104 12 77 SH SOLE 77 0 0 SUN LIFE FINANCIAL INC COM NPV COMMON 866796105 2051 46142 SH SOLE 46142 0 0 SUNCOKE ENERGY INC COM USD.01 COMMON 86722A103 24 5518 SH SOLE 5518 0 0 SUNCOR ENERGY INC COM NPV COMMON 867224107 502 29900 SH SOLE 29900 0 0 SUNPOWER CORP COM USD.001 COMMON 867652406 97 3799 SH SOLE 3799 0 0 SUNRUN INC COM USD0.0001 COMMON 86771W105 606 8736 SH SOLE 8736 0 0 SUNSTONE HOTEL INVESTORS INC COM USD.01 COMMON 867892101 172 15179 SH SOLE 15179 0 0 SUPERIOR GROUP OF COS INC COM USD1 COMMON 868358102 480 20637 SH SOLE 20637 0 0 SUPERIOR INDUSTRIES INTL COM USD.5 COMMON 868168105 74 18100 SH SOLE 18100 0 0 SURFACE ONCOLOGY INC COM USD 0.0001 COMMON 86877M209 1 92 SH SOLE 92 0 0 SURGERY PARTNERS INC COM USD.01 COMMON 86881A100 173 5952 SH SOLE 5952 0 0 SVB FINANCIAL GROUP COM NPV COMMON 78486Q101 24 62 SH SOLE 62 0 0 SVMK INC COM USD 0.00001 COMMON 78489X103 339 13280 SH SOLE 13280 0 0 SYKES ENTERPRISES INC COM USD.01 COMMON 871237103 1976 52458 SH SOLE 52458 0 0 SYNAPTICS INC COM NPV COMMON 87157D109 1849 19184 SH SOLE 19184 0 0 SYNCHRONY FINANCIAL COM USD.001 COMMON 87165B103 84035 2421103 SH OTR 1823871 597232 0 SYNEOS HEALTH INC CL A COM NPV COMMON 87166B102 98 1437 SH SOLE 1437 0 0 SYNNEX CORP COM USD.001 COMMON 87162W100 1546 18979 SH SOLE 18979 0 0 SYNOPSYS INC COM USD.01 COMMON 871607107 3922 15130 SH SOLE 15130 0 0 SYNOVUS FINANCIAL CORP COM USD2.5 COMMON 87161C501 1 35 SH SOLE 35 0 0 SYSCO CORP COM USD1 COMMON 871829107 2046 27553 SH SOLE 27553 0 0 SYSTEMAX INC COM USD.01 COMMON 871851101 8 211 SH SOLE 211 0 0 TAIWAN SEMICONDUCTOR MFG CO SPON ADR COMMON 874039100 8626 79107 SH SOLE 79107 0 0 TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADR COMMON 874060205 420 23071 SH SOLE 23071 0 0 TAKE-TWO INTERACTIVE SFTWR COM USD.01 COMMON 874054109 66 316 SH SOLE 316 0 0 TAL EDUCATION GROUP ADS COMMON 874080104 72 1011 SH SOLE 1011 0 0 TANDEM DIABETES CARE INC COM USD.001 COMMON 875372203 3 33 SH SOLE 33 0 0 TANGER FACTORY OUTLET CTRS COM USD.01 COMMON 875465106 10 1034 SH SOLE 1034 0 0 TAPESTRY INC COM USD.01 COMMON 876030107 14 436 SH SOLE 436 0 0 TARGA RESOURCES CORP COM USD.001 COMMON 87612G101 0 8 SH SOLE 8 0 0 TARGET CORP COM USD1 COMMON 87612E106 35175 199278 SH SOLE 199278 0 0 TASEKO MINES LTD COM NPV COMMON 876511106 18 14009 SH SOLE 14009 0 0 TATA MOTORS LTD SPONSORED ADR COMMON 876568502 0 5 SH SOLE 5 0 0 TAYLOR MORRISON HOME CORP COM USD.01 COMMON 87724P106 1 38 SH SOLE 38 0 0 TC ENERGY CORP COM NPV COMMON 87807B107 147 3608 SH SOLE 3608 0 0 TCF FINANCIAL CORP COM USD.01 COMMON 872307103 0 6 SH SOLE 6 0 0 TE CONNECTIVITY LTD COM COMMON H84989104 57 470 SH SOLE 470 0 0 TEAM INC COM USD.3 COMMON 878155100 2 184 SH SOLE 184 0 0 TECHNOLOGY SELECT SECT SPDR COMMON 81369Y803 680 5228 SH SOLE 5228 0 0 TECHTARGET INC COM USD.001 COMMON 87874R100 90 1515 SH SOLE 1515 0 0 TECK RESOURCES LTD Cl B Com Npv Svtg COMMON 878742204 3 141 SH SOLE 141 0 0 TEEKAY TANKERS LTD COM USD.01 COMMON Y8565N300 56 5125 SH SOLE 5125 0 0 TEGNA INC COM USD1 COMMON 87901J105 2 140 SH SOLE 140 0 0 TEKLA LIFE SCIENCES INVS SH BEN INT COMMON 87911K100 6 329 SH SOLE 329 0 0 TELADOC HEALTH INC COM USD.001 COMMON 87918A105 23 113 SH SOLE 113 0 0 TELEDYNE TECHNOLOGIES INC COM USD.01 COMMON 879360105 44 113 SH SOLE 113 0 0 TELEFLEX INC COM USD1 COMMON 879369106 40 96 SH SOLE 96 0 0 TELEFONAKTIEBOLAGET LM ERICS CL B ADR COMMON 294821608 256 21449 SH SOLE 21449 0 0 TELEFONICA BRASIL SA ADS COMMON COMMON 87936R205 52 5925 SH SOLE 5925 0 0 TELEFONICA SA ADR COMMON 879382208 206 51084 SH SOLE 51084 0 0 TELEKOMUNIKASI INDONESIA SPON ADR COMMON 715684106 426 18122 SH SOLE 18122 0 0 TELEPHONE & DATA SYSTEMS INC COM USD1 COMMON 879433829 8 432 SH SOLE 432 0 0 TENABLE HOLDINGS INC COM COMMON 88025T102 219 4189 SH SOLE 4189 0 0 TENET HEALTHCARE CORP COM USD.15 COMMON 88033G407 130 3249 SH SOLE 3249 0 0 TERADYNE INC COM USD.125 COMMON 880770102 13035 108727 SH OTR 72880 35847 0 TEREX CORP COM USD.01 COMMON 880779103 1 26 SH SOLE 26 0 0 TERMINIX GLOBAL HOLDINGS INC COM USD.01 COMMON 88087E100 1 15 SH SOLE 15 0 0 TERNIUM SA -ADR ADS USD COMMON 880890108 1770 60869 SH SOLE 60869 0 0 TERRITORIAL BANCORP INC COM USD.01 COMMON 88145X108 1 31 SH SOLE 31 0 0 TESLA INC COM USD.001 COMMON 88160R101 7778 11022 SH SOLE 11022 0 0 TESSCO TECHNOLOGIES INC COM USD.01 COMMON 872386107 1 200 SH SOLE 200 0 0 TETRA TECH INC COM USD.01 COMMON 88162G103 1266 10935 SH SOLE 10935 0 0 TEVA PHARMACEUTICALS ADR COMMON 881624209 5 536 SH SOLE 536 0 0 TEXAS CAPITAL BANCSHARES INC COM COMMON 88224Q107 1 10 SH SOLE 10 0 0 TEXAS INSTRUMENTS INC COM USD1 COMMON 882508104 18817 114657 SH SOLE 114657 0 0 TEXAS ROADHOUSE INC COM USD.001 COMMON 882681109 116 1484 SH SOLE 1484 0 0 TEXTRON INC COM USD.125 COMMON 883203101 832 17215 SH SOLE 17215 0 0 TFF PHARMACEUTICALS INC COM USD0.001 COMMON 87241J104 1 40 SH SOLE 40 0 0 TFI INTERNATIONAL INC COM COMMON 87241L109 865 16771 SH SOLE 16771 0 0 THE SHYFT GROUP INC COM NPV COMMON 825698103 10 364 SH SOLE 364 0 0 THERMO FISHER SCIENTIFIC INC COM USD1 COMMON 883556102 3760 8073 SH SOLE 8073 0 0 THOMSON-REUTERS CORP COM NPV COMMON 884903709 777 9485 SH SOLE 9485 0 0 THOR INDUSTRIES INC COM USD.01 COMMON 885160101 228 2454 SH SOLE 2454 0 0 TIFFANY & CO COM USD.01 COMMON 886547108 43 325 SH SOLE 325 0 0 TIM SA ADR COMMON 88706T108 942 67649 SH SOLE 67649 0 0 TIMKEN CO COM NPV COMMON 887389104 491 6344 SH SOLE 6344 0 0 TIPTREE INC COM COMMON 88822Q103 4 889 SH SOLE 889 0 0 TITAN MACHINERY INC COM USD.00001 COMMON 88830R101 11 583 SH SOLE 583 0 0 TJX COS INC (THE) COM USD1 COMMON 872540109 1111 16276 SH SOLE 16276 0 0 T-MOBILE US INC COM COMMON 872590104 5224 38739 SH SOLE 38739 0 0 TOLL BROTHERS INC COM USD.01 COMMON 889478103 266 6115 SH SOLE 6115 0 0 TOMPKINS FINANCIAL CORP COM NPV COMMON 890110109 0 6 SH SOLE 6 0 0 TOPBUILD CORP COM USD1 COMMON 89055F103 2530 13743 SH SOLE 13743 0 0 TORM PLC COM CL A COMMON G89479102 3 393 SH SOLE 393 0 0 TORO CO COM USD1 COMMON 891092108 12 128 SH SOLE 128 0 0 TORONTO DOMINION BANK COM NPV COMMON 891160509 1210 21443 SH SOLE 21443 0 0 TOTAL SE SPON ADR COMMON 89151E109 2945 70266 SH SOLE 70266 0 0 TOWER SEMICONDUCTOR LTD ORD NIS1 COMMON M87915274 169 6545 SH SOLE 6545 0 0 TOYOTA MOTOR CORP ADR COMMON 892331307 1686 10907 SH SOLE 10907 0 0 TPI COMPOSITES INC COM USD.01 COMMON 87266J104 120 2275 SH SOLE 2275 0 0 TRACON PHARMACEUTICALS INC COM USD.001 COMMON 89237H209 1 79 SH SOLE 79 0 0 TRACTOR SUPPLY CO COM USD.008 COMMON 892356106 106 755 SH SOLE 755 0 0 TRADE DESK INC CL A COM USD.000001 COMMON 88339J105 220 275 SH SOLE 275 0 0 TRANE TECHNOLOGIES PLC COM USD2 COMMON G8994E103 230 1587 SH SOLE 1587 0 0 TRANSCAT INC COM USD.5 COMMON 893529107 53 1518 SH SOLE 1518 0 0 TRANSDIGM GROUP INC COM USD.01 COMMON 893641100 50 80 SH SOLE 80 0 0 TRANSENTERIX INC COM USD.001 COMMON 89366M300 0 1 SH SOLE 1 0 0 TRANSLATE BIO INC COM COMMON 89374L104 168 9117 SH SOLE 9117 0 0 TRANSOCEAN LTD COM USD.01 COMMON H8817H100 0 195 SH SOLE 195 0 0 TRANSUNION COM USD0.01 COMMON 89400J107 403 4062 SH SOLE 4062 0 0 TRAVELERS COS INC COM COMMON 89417E109 5936 42288 SH SOLE 42288 0 0 TRAVERE THERAPEUTICS INC COM COMMON 89422G107 677 24845 SH SOLE 24845 0 0 TREDEGAR CORP COM NPV COMMON 894650100 21 1281 SH SOLE 1281 0 0 TREEHOUSE FOODS INC COM COMMON 89469A104 10 244 SH SOLE 244 0 0 TREX CO INC COM USD.01 COMMON 89531P105 10 122 SH SOLE 122 0 0 TRI POINTE GROUP INC COM USD.01 COMMON 87265H109 200 11592 SH SOLE 11592 0 0 TRIBUNE PUBLISHING CO COM USD.01 COMMON 89609W107 375 27368 SH SOLE 27368 0 0 TRIMBLE INC COM NPV COMMON 896239100 40 606 SH SOLE 606 0 0 TRINET GROUP INC COM USD.000025 COMMON 896288107 109 1350 SH SOLE 1350 0 0 TRINSEO SA ORD NPV COMMON L9340P101 311 6081 SH SOLE 6081 0 0 TRIP COM GROUP LTD ADR COMMON 89677Q107 4 130 SH SOLE 130 0 0 TRIPLE-S MANAGEMENT CORP CL B COM USD1. COMMON 896749108 27 1254 SH SOLE 1254 0 0 TRITON INTERNATIONAL LTD COM USD0.01 COMMON G9078F107 3 54 SH SOLE 54 0 0 TRONOX HOLDINGS PLC CL A ORD USD.01 COMMON G9087Q102 1 37 SH SOLE 37 0 0 TRUEBLUE INC COM NPV COMMON 89785X101 8 420 SH SOLE 420 0 0 TRUIST FINANCIAL CORP COM USD5 COMMON 89832Q109 904 18868 SH SOLE 18868 0 0 TRUPANION INC COM USD.00001 COMMON 898202106 261 2182 SH SOLE 2182 0 0 TTEC HOLDINGS INC COM USD.01 COMMON 89854H102 131 1801 SH SOLE 1801 0 0 TTM TECHNOLOGIES INC COM NPV COMMON 87305R109 45 3246 SH SOLE 3246 0 0 TUPPERWARE BRANDS CORP COM USD.01 COMMON 899896104 23 704 SH SOLE 704 0 0 TURNING POINT BRANDS INC COM USD.01 COMMON 90041L105 35 794 SH SOLE 794 0 0 TURNING POINT THERAPE INC COM COMMON 90041T108 246 2017 SH SOLE 2017 0 0 TURTLE BEACH CORP COM USD.001 COMMON 900450206 745 34573 SH SOLE 34573 0 0 TWILIO INC CL A COM USD0.001 COMMON 90138F102 144 424 SH SOLE 424 0 0 TWIST BIOSCIENCE CORP COM COMMON 90184D100 306 2164 SH SOLE 2164 0 0 TWITTER INC COM USD.000005 COMMON 90184L102 120 2217 SH SOLE 2217 0 0 TYLER TECHNOLOGIES INC COM USD.01 COMMON 902252105 66 152 SH SOLE 152 0 0 TYME TECHNOLOGIES INC COM COMMON 90238J103 0 2 SH SOLE 2 0 0 TYSON FOODS INC -CL A CL A COM USD.1 COMMON 902494103 2879 44673 SH SOLE 44673 0 0 U S BANCORP COM USD5 COMMON 902973304 6132 131633 SH OTR 126868 4765 0 U S CONCRETE INC COM NEW USD.001 COMMON 90333L201 0 9 SH SOLE 9 0 0 U S GLOBAL INVESTORS INC CL A COM USD.05 COMMON 902952100 1 236 SH SOLE 236 0 0 U S LIME & MINERALS COM USD.1 COMMON 911922102 122 1066 SH SOLE 1066 0 0 U S PHYSICAL THERAPY INC COM USD.01 COMMON 90337L108 4 35 SH SOLE 35 0 0 UBER TECHNOLOGIES INC COM COMMON 90353T100 742 14552 SH SOLE 14552 0 0 UBIQUITI INC COM USD0.001 COMMON 90353W103 17 60 SH SOLE 60 0 0 UBS GROUP AG ORD SHRS COMMON H42097107 1195 84551 SH SOLE 84551 0 0 UDR INC COM USD.01 COMMON 902653104 0 6 SH SOLE 6 0 0 UFP INDUSTRIES INC COM NPV COMMON 90278Q108 634 11416 SH SOLE 11416 0 0 UFP TECHNOLOGIES INC COM USD.01 COMMON 902673102 316 6777 SH SOLE 6777 0 0 UGI CORP COM USD4.5 COMMON 902681105 3 99 SH SOLE 99 0 0 ULTA BEAUTY INC COM USD.0158 COMMON 90384S303 3 10 SH SOLE 10 0 0 ULTRA CLEAN HOLDINGS INC COM USD.01 COMMON 90385V107 40 1295 SH SOLE 1295 0 0 ULTRAGENYX PHARMACEUTICAL COM USD.001 COMMON 90400D108 554 4004 SH SOLE 4004 0 0 UMH PROPERTIES INC COM USD.1 COMMON 903002103 1 38 SH SOLE 38 0 0 UMPQUA HOLDINGS CORP COM USD.833 COMMON 904214103 193 12726 SH SOLE 12726 0 0 UNDER ARMOUR INC CL A COM USD.000333 COMMON 904311107 0 28 SH SOLE 28 0 0 UNDER ARMOUR INC CL C COM USD0.000333 COMMON 904311206 1 99 SH SOLE 99 0 0 UNIFIRST CORP COM USD.1 COMMON 904708104 1 5 SH SOLE 5 0 0 UNILEVER PLC ADR COMMON 904767704 1447 23975 SH SOLE 23975 0 0 UNION PACIFIC CORP COM USD2.5 COMMON 907818108 2682 12881 SH SOLE 12881 0 0 UNITED AIRLINES HOLDINGS INC COM NEW COMMON 910047109 13 308 SH SOLE 308 0 0 UNITED MICROELECTRONICS CORP SPON ADR COMMON 910873405 6393 758362 SH SOLE 758362 0 0 UNITED PARCEL SERVICE INC CL B COM USD.01 COMMON 911312106 1717 10198 SH SOLE 10198 0 0 UNITED RENTALS INC COM USD.01 COMMON 911363109 9511 41015 SH SOLE 41015 0 0 UNITED STATES STEEL CORP COM NPV COMMON 912909108 1 35 SH SOLE 35 0 0 UNITED THERAPEUTICS CORP COM USD.01 COMMON 91307C102 474 3123 SH SOLE 3123 0 0 UNITEDHEALTH GROUP INC COM USD.01 COMMON 91324P102 4670 13316 SH SOLE 13316 0 0 UNITI GROUP INC COM USD.0001 COMMON 91325V108 553 47109 SH SOLE 47109 0 0 UNIVAR SOLUTIONS INC COM USD.01 COMMON 91336L107 3 166 SH SOLE 166 0 0 UNIVERSAL CORP/VA COM NPV COMMON 913456109 6 125 SH SOLE 125 0 0 UNIVERSAL DISPLAY CORP COM USD.01 COMMON 91347P105 18 78 SH SOLE 78 0 0 UNIVERSAL ELECTRONICS INC COM USD.01 COMMON 913483103 1 18 SH SOLE 18 0 0 UNIVERSAL HEALTH RLTY INCOME COM USD.01 COMMON 91359E105 5 74 SH SOLE 74 0 0 UNIVERSAL HEALTH SVCS INC CL B COM USD.01 COMMON 913903100 236 1717 SH SOLE 1717 0 0 UNIVERSAL INSURANCE HLDGS COM USD.01 COMMON 91359V107 0 12 SH SOLE 12 0 0 UNIVERSAL LOGISTICS HLDGS COM COMMON 91388P105 397 19272 SH SOLE 19272 0 0 UNIVERSAL TECHNICAL INST COM USD.0001 COMMON 913915104 174 26978 SH SOLE 26978 0 0 UNUM GROUP COM USD.1 COMMON 91529Y106 354 15423 SH SOLE 15423 0 0 UPWORK INC COM COMMON 91688F104 214 6210 SH SOLE 6210 0 0 URBAN EDGE PROPERTIES COM USD0.01 COMMON 91704F104 11 838 SH SOLE 838 0 0 URBAN OUTFITTERS INC COM USD.0001 COMMON 917047102 2 85 SH SOLE 85 0 0 US CELLULAR CORP COM USD1 COMMON 911684108 0 7 SH SOLE 7 0 0 US FOODS HOLDING CORP COM USD0.01 COMMON 912008109 7 206 SH SOLE 206 0 0 US XPRESS ENTRPRS INC COM CL A COMMON 90338N202 0 56 SH SOLE 56 0 0 USA TECHNOLOGIES INC COM NPV COMMON 90328S500 1 106 SH SOLE 106 0 0 USA TRUCK INC COM USD.01 COMMON 902925106 218 24436 SH SOLE 24436 0 0 USANA HEALTH SCIENCES INC COM NPV COMMON 90328M107 274 3558 SH SOLE 3558 0 0 UTAH MEDICAL PRODUCTS INC COM USD.01 COMMON 917488108 193 2287 SH SOLE 2287 0 0 VAALCO ENERGY INC COM USD.1 COMMON 91851C201 42 23820 SH SOLE 23820 0 0 VAIL RESORTS INC COM USD.01 COMMON 91879Q109 6 22 SH SOLE 22 0 0 VALE SA SPONSORED ADR COMMON 91912E105 525 31309 SH SOLE 31309 0 0 VALERO ENERGY CORP COM USD1 COMMON 91913Y100 2024 35787 SH SOLE 35787 0 0 VALMONT INDUSTRIES INC COM USD1 COMMON 920253101 123 704 SH SOLE 704 0 0 VANGUARD CONSUMER STAPLE ETF COMMON 92204A207 329 1894 SH SOLE 1894 0 0 VANGUARD DIVIDEND APPREC ETF COMMON 921908844 4341 30753 SH SOLE 30753 0 0 VANGUARD FINANCIALS ETF COMMON 92204A405 1 20 SH SOLE 20 0 0 VANGUARD FTSE DEVELOPED ETF COMMON 921943858 132 2803 SH SOLE 2803 0 0 VANGUARD GROWTH ETF COMMON 922908736 241 950 SH SOLE 950 0 0 VANGUARD HEALTH CARE ETF COMMON 92204A504 188 839 SH SOLE 839 0 0 VANGUARD INFO TECH ETF COMMON 92204A702 598 1691 SH SOLE 1691 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US COMMON 922042775 77 1320 SH SOLE 1320 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF COMMON 922042858 323 6452 SH SOLE 6452 0 0 VANGUARD MID-CAP ETF COMMON 922908629 523 2528 SH SOLE 2528 0 0 VANGUARD S&P 500 ETF COMMON 922908363 607 1765 SH SOLE 1765 0 0 VANGUARD SMALL-CAP ETF COMMON 922908751 501 2575 SH SOLE 2575 0 0 VANGUARD TOTAL STOCK MKT ETF COMMON 922908769 737 3788 SH SOLE 3788 0 0 VANGUARD VALUE ETF COMMON 922908744 1718 14444 SH SOLE 14444 0 0 VAREX IMAGING CORP COM USD0.01 COMMON 92214X106 0 12 SH SOLE 12 0 0 VARIAN MEDICAL SYSTEMS INC COM USD1 COMMON 92220P105 12 68 SH SOLE 68 0 0 VARONIS SYSTEMS INC COM USD.001 COMMON 922280102 346 2114 SH SOLE 2114 0 0 VAXART INC COM USD.1 COMMON 92243A200 13 2237 SH SOLE 2237 0 0 VECTOR GROUP LTD COM USD1 COMMON 92240M108 234 20061 SH SOLE 20061 0 0 VEDANTA LTD SPON ADR COMMON 92242Y100 2928 333509 SH SOLE 333509 0 0 VEEVA SYSTEMS INC CL A COM USD.00001 COMMON 922475108 245 899 SH SOLE 899 0 0 VENTAS INC COM USD.25 COMMON 92276F100 20 404 SH SOLE 404 0 0 VEON LTD ADR COMMON 91822M106 499 330197 SH SOLE 330197 0 0 VERA BRADLEY INC COM NPV COMMON 92335C106 51 6463 SH SOLE 6463 0 0 VERACYTE INC COM USD.001 COMMON 92337F107 405 8284 SH SOLE 8284 0 0 VEREIT INC CL A COM USD.01 COMMON 92339V308 5 121 SH SOLE 121 0 0 VERICEL CORP COM NPV COMMON 92346J108 543 17595 SH SOLE 17595 0 0 VERISIGN INC COM USD.01 COMMON 92343E102 45 207 SH SOLE 207 0 0 VERISK ANALYTICS INC CL A COM USD.001 COMMON 92345Y106 347 1672 SH SOLE 1672 0 0 VERITIV CORP COM USD0.01 COMMON 923454102 177 8504 SH SOLE 8504 0 0 VERIZON COMMUNICATIONS INC COM USD1 COMMON 92343V104 22450 382171 SH SOLE 382171 0 0 VERTEX PHARMACEUTICALS INC COM USD.01 COMMON 92532F100 411 1737 SH SOLE 1737 0 0 VERU INC COM USD.01 COMMON 92536C103 2 201 SH SOLE 201 0 0 VF CORP COM NPV COMMON 918204108 177 2074 SH SOLE 2074 0 0 VIACOMCBS INC CL B COM USD.01 NVTG COMMON 92556H206 1772 47556 SH SOLE 47556 0 0 VIATRIS INC COM USD.5 COMMON 92556V106 699 37306 SH SOLE 37306 0 0 VICI PROPERTIES INC COM COMMON 925652109 43 1693 SH SOLE 1693 0 0 VIEMED HEALTHCARE COM COMMON 92663R105 132 17054 SH SOLE 17054 0 0 VILLAGE SUPER MARKET -CL A CL A COM NPV COMMON 927107409 88 3988 SH SOLE 3988 0 0 VINCE HOLDING CORP COM USD.01 COMMON 92719W207 0 6 SH SOLE 6 0 0 VIPSHOP HOLDINGS LTD SPON ADR COMMON 92763W103 38 1342 SH SOLE 1342 0 0 VIRTUS INVESTMENT PTNRS INC COM USD.01 COMMON 92828Q109 16 73 SH SOLE 73 0 0 VIRTUSA CORP COM USD.01 COMMON 92827P102 0 7 SH SOLE 7 0 0 VISA INC CL A COM USD.0001 COMMON 92826C839 6169 28205 SH SOLE 28205 0 0 VISHAY INTERTECHNOLOGY INC COM USD.1 COMMON 928298108 46 2215 SH SOLE 2215 0 0 VISTA OUTDOOR INC COM USD.01 COMMON 928377100 5 229 SH SOLE 229 0 0 VISTEON CORP COM NEW COMMON 92839U206 202 1609 SH SOLE 1609 0 0 VISTRA CORP COM USD.01 COMMON 92840M102 23 1190 SH SOLE 1190 0 0 VMWARE INC -CL A CL A COM USD.01 COMMON 928563402 13 92 SH SOLE 92 0 0 VOCERA COMMUNICATIONS INC COM USD0.0003 COMMON 92857F107 257 6196 SH SOLE 6196 0 0 VODAFONE GROUP PLC SPON ADR COMMON 92857W308 1248 75704 SH SOLE 75704 0 0 VONTIER CORP When Issued COMMON 928881101 14 412 SH SOLE 412 0 0 VORNADO REALTY TRUST SH BEN INT USD.04 COMMON 929042109 7987 213897 SH OTR 151469 62428 0 VOXX INTERNATIONAL CORP CL A COM USD.01 COMMON 91829F104 74 5815 SH SOLE 5815 0 0 VOYA FINANCIAL INC COM USD.01 COMMON 929089100 1325 22523 SH SOLE 22523 0 0 VSE CORP COM USD.05 COMMON 918284100 1 34 SH SOLE 34 0 0 VULCAN MATERIALS CO COM USD1 COMMON 929160109 603 4063 SH SOLE 4063 0 0 VUZIX CORP COM NPV COMMON 92921W300 1 125 SH SOLE 125 0 0 W P CAREY INC COM USD.001 COMMON 92936U109 2 25 SH SOLE 25 0 0 WABASH NATIONAL CORP COM USD.01 COMMON 929566107 132 7663 SH SOLE 7663 0 0 WABTEC CORP COM USD.01 COMMON 929740108 2 23 SH SOLE 23 0 0 WADDELL&REED FINL INC -CL A CL A COMMON 930059100 33 1308 SH SOLE 1308 0 0 WAITR HOLDINGS INC COM COMMON 930752100 7 2684 SH SOLE 2684 0 0 WALGREENS BOOTS ALLIANCE INC COM USD1.25 COMMON 931427108 13879 348045 SH OTR 320432 27613 0 WALKER & DUNLOP INC COM USD 0.01 COMMON 93148P102 0 3 SH SOLE 3 0 0 WALMART INC COM USD.1 COMMON 931142103 12206 84685 SH SOLE 84685 0 0 WASHINGTON REIT COM SHS INT .01 COMMON 939653101 2 82 SH SOLE 82 0 0 WASTE CONNECTIONS INC COM USD.01 COMMON 94106B101 3 25 SH SOLE 25 0 0 WASTE MANAGEMENT INC COM NPV COMMON 94106L109 555 4707 SH SOLE 4707 0 0 WATERS CORP COM USD.01 COMMON 941848103 87234 352587 SH OTR 263508 89079 0 WATSCO INC COM USD.5 COMMON 942622200 46 204 SH SOLE 204 0 0 WATTS WATER TECHNOLOGIES INC CL A COM USD.1 COMMON 942749102 21 176 SH SOLE 176 0 0 WAYFAIR INC CL A COM USD.001 COMMON 94419L101 3 14 SH SOLE 14 0 0 WAYSIDE TECHNOLOGY GROUP INC COM USD.01 COMMON 946760105 3 163 SH SOLE 163 0 0 WD-40 CO COM NPV COMMON 929236107 86 322 SH SOLE 322 0 0 WEBSTER FINANCIAL CORP COM NPV COMMON 947890109 322 7643 SH SOLE 7643 0 0 WEC ENERGY GROUP INC COM USD10 COMMON 92939U106 142 1546 SH SOLE 1546 0 0 WEIBO CORP ADR COMMON 948596101 0 2 SH SOLE 2 0 0 WEINGARTEN REALTY INVST COM SHS INT USD.03 COMMON 948741103 270 12474 SH SOLE 12474 0 0 WEIS MARKETS INC COM NPV COMMON 948849104 263 5493 SH SOLE 5493 0 0 WELBILT INC COM USD.01 COMMON 949090104 1 40 SH SOLE 40 0 0 WELLS FARGO & CO COM USD1.67 COMMON 949746101 913 30253 SH SOLE 30253 0 0 WELLTOWER INC COM USD1 COMMON 95040Q104 55 847 SH SOLE 847 0 0 WERNER ENTERPRISES INC COM USD.01 COMMON 950755108 237 6034 SH SOLE 6034 0 0 WESCO INTL INC CL A COM USD.01 COMMON 95082P105 3 32 SH SOLE 32 0 0 WEST PHARMACEUTICAL SVSC INC COM USD.25 COMMON 955306105 991 3498 SH SOLE 3498 0 0 WESTERN DIGITAL CORP COM USD.1 COMMON 958102105 6 104 SH SOLE 104 0 0 WESTERN UNION CO COM USD.01 COMMON 959802109 48772 2222997 SH OTR 1526989 696008 0 WESTPAC BANKING SPON ADR COMMON 961214301 418 28030 SH SOLE 28030 0 0 WESTROCK CO COM USD.01 COMMON 96145D105 2247 51620 SH SOLE 51620 0 0 WEX INC COM USD.01 COMMON 96208T104 69 337 SH SOLE 337 0 0 WEYCO GROUP INC COM USD1 COMMON 962149100 1 40 SH SOLE 40 0 0 WEYERHAEUSER CO COM USD1.875 COMMON 962166104 5403 161162 SH SOLE 161162 0 0 WHEATON PRECIOUS METALS CORP COM COMMON 962879102 47 1114 SH SOLE 1114 0 0 WHIRLPOOL CORP COM USD1 COMMON 963320106 16714 92614 SH SOLE 92614 0 0 WHITE MTNS INS GROUP LTD COM USD1 COMMON G9618E107 12 12 SH SOLE 12 0 0 WIDEOPENWEST INC COM 0.01USD COMMON 96758W101 202 18951 SH SOLE 18951 0 0 WIDEPOINT CORP COM USD.001 COMMON 967590209 4 425 SH SOLE 425 0 0 WILEY (JOHN) & SONS -CL A CL A COM USD1 COMMON 968223206 14 308 SH SOLE 308 0 0 WILLIAMS COS INC COM USD1 COMMON 969457100 2189 109201 SH SOLE 109201 0 0 WILLIAMS-SONOMA INC COM NPV COMMON 969904101 58 569 SH SOLE 569 0 0 WILLIS LEASE FINANCE CORP COM NPV COMMON 970646105 2 50 SH SOLE 50 0 0 WILLIS TOWERS WATSON PLC COM USD.000115 COMMON G96629103 62 294 SH SOLE 294 0 0 WILLSCOT MOBILE MINI HOLDING COM USD.01 COMMON 971378104 0 19 SH SOLE 19 0 0 WINGSTOP INC COM USD.01 COMMON 974155103 189 1428 SH SOLE 1428 0 0 WINMARK CORP COM NPV COMMON 974250102 4 22 SH SOLE 22 0 0 WINNEBAGO INDUSTRIES COM USD.5 COMMON 974637100 535 8923 SH SOLE 8923 0 0 WIPRO LTD SPON ADR COMMON 97651M109 1782 315433 SH SOLE 315433 0 0 WISDOMTREE TR EM MKTS QTLY DIV COMMON 97717W323 4 134 SH SOLE 134 0 0 WISDOMTREE TR EMG MKTS SMCAP COMMON 97717W281 4 83 SH SOLE 83 0 0 WISDOMTREE TR INTL SMCAP DIV COMMON 97717W760 63 928 SH SOLE 928 0 0 WISDOMTREE TR US SMALLCAP DIVD COMMON 97717W604 44 1671 SH SOLE 1671 0 0 WISDOMTREE TR US SMALLCP ERNGS COMMON 97717W562 77 1970 SH SOLE 1970 0 0 WISDOMTREE U.S. QUALITY DIVI COMMON 97717X669 41 755 SH SOLE 755 0 0 WISDOMTREE US HIGH DIVIDEND COMMON 97717W208 42 606 SH SOLE 606 0 0 WIX.COM LTD ORD ILS.01 COMMON M98068105 4 16 SH SOLE 16 0 0 WNS (HOLDINGS) LTD -ADR ADR USD.15 COMMON 92932M101 1448 20092 SH SOLE 20092 0 0 WOODWARD INC COM USD.0625 COMMON 980745103 0 2 SH SOLE 2 0 0 WOORI FINANCIAL GROUP INC ADR COMMON 981064108 3 112 SH SOLE 112 0 0 WORKDAY INC CL A COM USD.001 COMMON 98138H101 277 1156 SH SOLE 1156 0 0 WORKIVA INC CL A COM USD.001 COMMON 98139A105 237 2589 SH SOLE 2589 0 0 WORLD ACCEPTANCE CORP/DE COM NPV COMMON 981419104 150 1470 SH SOLE 1470 0 0 WORLD FUEL SERVICES CORP COM USD.01 COMMON 981475106 173 5558 SH SOLE 5558 0 0 WORTHINGTON INDUSTRIES COM NPV COMMON 981811102 167 3249 SH SOLE 3249 0 0 WPP PLC ADR COMMON 92937A102 1782 32952 SH SOLE 32952 0 0 WYNDHAM DESTINATIONS INC COM USD COMMON 98310W108 504 11235 SH SOLE 11235 0 0 WYNDHAM HOTELS & RESRTS When Issued COMMON 98311A105 10 174 SH SOLE 174 0 0 WYNN RESORTS LTD COM USD.01 COMMON 983134107 4 33 SH SOLE 33 0 0 XCEL ENERGY INC COM USD2.5 COMMON 98389B100 226 3394 SH SOLE 3394 0 0 XENIA HOTELS & RESORTS INC COM USD.01 COMMON 984017103 293 19256 SH SOLE 19256 0 0 XEROX HOLDINGS CORP COM USD1 COMMON 98421M106 569 24539 SH SOLE 24539 0 0 XILINX INC COM USD.01 COMMON 983919101 671 4731 SH SOLE 4731 0 0 XOMA CORP COM USD.0005 COMMON 98419J206 1 33 SH SOLE 33 0 0 XPEL INC COM COMMON 98379L100 44 859 SH SOLE 859 0 0 XPERI HOLDING CORP COM USD.001 COMMON 98390M103 2 91 SH SOLE 91 0 0 XPO LOGISTICS INC COM USD.001 COMMON 983793100 65 545 SH SOLE 545 0 0 XYLEM INC COM USD.01 COMMON 98419M100 41 399 SH SOLE 399 0 0 YANDEX N.V. CL A COM EUR0.01 COMMON N97284108 108 1557 SH SOLE 1557 0 0 YETI HOLDINGS INC COM USD0.01 COMMON 98585X104 409 5978 SH SOLE 5978 0 0 YOUNGEVITY INTERNATIONAL INC COM ACCRED INVS COMMON 987537206 0 1 SH SOLE 1 0 0 YRC WORLDWIDE INC COM USD1 COMMON 984249607 385 86997 SH SOLE 86997 0 0 YUM BRANDS INC COM NPV COMMON 988498101 139 1285 SH SOLE 1285 0 0 YUM CHINA HOLDINGS INC COM USD.01 COMMON 98850P109 193 3387 SH SOLE 3387 0 0 ZEBRA TECHNOLOGIES CP -CL A CL A COM USD.01 COMMON 989207105 1047 2723 SH SOLE 2723 0 0 ZENDESK INC COM USD.01 COMMON 98936J101 172 1204 SH SOLE 1204 0 0 ZILLOW GROUP INC CL A COM USD0.0001 COMMON 98954M101 13 98 SH SOLE 98 0 0 ZILLOW GROUP INC CL C CAP USD.0001 COMMON 98954M200 1873 14433 SH SOLE 14433 0 0 ZIMMER BIOMET HOLDINGS INC COM USD.01 COMMON 98956P102 266 1724 SH SOLE 1724 0 0 ZIONS BANCORPORATION NA COM NPV COMMON 989701107 665 15316 SH SOLE 15316 0 0 ZIOPHARM ONCOLOGY INC COM COMMON 98973P101 7 2583 SH SOLE 2583 0 0 ZIX CORP COM USD.01 COMMON 98974P100 4 510 SH SOLE 510 0 0 ZOETIS INC CL A COM USD.01 COMMON 98978V103 1673 10108 SH SOLE 10108 0 0 ZOOM VIDEO COMUNICATIONS INC COM CL A COMMON 98980L101 303 898 SH SOLE 898 0 0 ZSCALER INC COM COMMON 98980G102 138 693 SH SOLE 693 0 0 ZTO EXPRESS CAYMAN INC ADR COMMON 98980A105 35 1203 SH SOLE 1203 0 0 ZYNGA INC COM CL A COMMON 98986T108 5 526 SH SOLE 526 0 0