The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
10X GENOMICS INC COM CL A USD0.00001 COMMON 88025U109 84 467 SH   SOLE   467 0 0
1LIFE HEALTHCARE INC COM COMMON 68269G107 70 1,804 SH   SOLE   1,804 0 0
22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH   SOLE   2 0 0
3M CO COM NPV COMMON 88579Y101 29,096 151,091 SH   SOLE   151,091 0 0
8X8 INC COM USD.001 COMMON 282914100 182 5,612 SH   SOLE   5,612 0 0
AARONS CO INC (THE) -SPN COM COMMON 00258W108 422 16,431 SH   SOLE   16,431 0 0
ABB LTD SPONSORED ADR COMMON 000375204 680 22,329 SH   SOLE   22,329 0 0
ABBOTT LABORATORIES COM NPV COMMON 002824100 10,680 89,150 SH   SOLE   89,150 0 0
ABBVIE INC COM USD.01 COMMON 00287Y109 2,913 26,918 SH   SOLE   26,918 0 0
ABIOMED INC COM USD.01 COMMON 003654100 6 19 SH   SOLE   19 0 0
ABM INDUSTRIES INC COM NPV COMMON 000957100 23 446 SH   SOLE   446 0 0
ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830304 0 4 SH   SOLE   4 0 0
ABSOLUTE SOFTWARE CORP COM NPV COMMON 00386B109 1 82 SH   SOLE   82 0 0
ACACIA RESEARCH CORP COM NPV COMMON 003881307 2 341 SH   SOLE   341 0 0
ACADIA HEALTHCARE CO INC COM USD.01 COMMON 00404A109 1,839 32,199 SH   SOLE   32,199 0 0
ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 7 261 SH   SOLE   261 0 0
ACADIA REALTY TRUST SHS BEN INT USD.001 COMMON 004239109 1 28 SH   SOLE   28 0 0
ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 2 17 SH   SOLE   17 0 0
ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 4,710 17,050 SH   SOLE   17,050 0 0
ACCO BRANDS CORP COM COMMON 00081T108 21 2,472 SH   SOLE   2,472 0 0
ACCURAY INC COM USD.001 COMMON 004397105 115 23,182 SH   SOLE   23,182 0 0
ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH   SOLE   225 0 0
ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 1 14 SH   SOLE   14 0 0
ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 43 1,714 SH   SOLE   1,714 0 0
ACME UNITED CORP COM USD2.5 COMMON 004816104 34 873 SH   SOLE   873 0 0
ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M601 0 1 SH   SOLE   1 0 0
ACTIVISION BLIZZARD INC COM COMMON 00507V109 3,057 32,870 SH   SOLE   32,870 0 0
ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 39 237 SH   SOLE   237 0 0
ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 707 17,120 SH   SOLE   17,120 0 0
ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 2 71 SH   SOLE   71 0 0
ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 14 138 SH   SOLE   138 0 0
ADECOAGRO SA COM USD1.5 COMMON L00849106 56 7,187 SH   SOLE   7,187 0 0
ADICET BIO INC COM COMMON 007002108 1 50 SH   SOLE   50 0 0
ADOBE INC COM NPV COMMON 00724F101 6,722 14,141 SH   SOLE   14,141 0 0
ADTALEM GLOBAL EDUCATION INC COM USD.01 COMMON 00737L103 28 699 SH   SOLE   699 0 0
ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 34 186 SH   SOLE   186 0 0
ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 507 4,905 SH   SOLE   4,905 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 58 527 SH   SOLE   527 0 0
ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 849 10,813 SH   SOLE   10,813 0 0
ADVANSIX INC COM NPV COMMON 00773T101 1 21 SH   SOLE   21 0 0
AECOM CLB USD.01 COMMON 00766T100 18 273 SH   SOLE   273 0 0
AEGLEA BIOTHERAPEUTICS INC COM USD.0001 COMMON 00773J103 13 1,654 SH   SOLE   1,654 0 0
AEGON NV NY SHR ADR COMMON 007924103 1,579 333,772 SH   SOLE   333,772 0 0
AERCAP HOLDINGS NV SHS COMMON N00985106 6 107 SH   SOLE   107 0 0
AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 43 906 SH   SOLE   906 0 0
AERPIO PHARMACEUTICALS INC COM COMMON 00810B105 0 363 SH   SOLE   363 0 0
AES CORP (THE) COM USD.01 COMMON 00130H105 58 2,181 SH   SOLE   2,181 0 0
AEVA TECHNOLOGIES INC COM COMMON 00835Q103 2 200 SH   SOLE   200 0 0
AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 17,602 118,179 SH   SOLE   118,179 0 0
AFFIMED NV COM EUR.01 COMMON N01045108 37 4,713 SH   SOLE   4,713 0 0
AFLAC INC COM USD.1 COMMON 001055102 1,995 38,991 SH   SOLE   38,991 0 0
AGCO CORP COM USD.01 COMMON 001084102 939 6,538 SH   SOLE   6,538 0 0
AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 494 3,888 SH   SOLE   3,888 0 0
AGILYSYS INC COM NPV COMMON 00847J105 750 15,656 SH   SOLE   15,656 0 0
AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 7 404 SH   SOLE   404 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 666 11,537 SH   SOLE   11,537 0 0
AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 2 40 SH   SOLE   40 0 0
AIR LEASE CORP CL A COM USD.01 COMMON 00912X302 2 45 SH   SOLE   45 0 0
AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 1,734 6,162 SH   SOLE   6,162 0 0
AIRBNB INC COM CL A COMMON 009066101 17 91 SH   SOLE   91 0 0
AIRGAIN INC COM USD.0001 COMMON 00938A104 288 13,598 SH   SOLE   13,598 0 0
AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 37 368 SH   SOLE   368 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 258 2,988 SH   SOLE   2,988 0 0
ALASKA AIR GROUP INC COM USD1 COMMON 011659109 596 8,618 SH   SOLE   8,618 0 0
ALBEMARLE CORP COM USD1 COMMON 012653101 50 339 SH   SOLE   339 0 0
ALCOA CORP COM USD.01 COMMON 013872106 18 559 SH   SOLE   559 0 0
ALCON INC COM COMMON H01301128 198 2,825 SH   SOLE   2,825 0 0
ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 29 1,741 SH   SOLE   1,741 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 43 259 SH   SOLE   259 0 0
ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 161 1,052 SH   SOLE   1,052 0 0
ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 2,676 169,038 SH   SOLE   169,038 0 0
ALIBABA GROUP HLDG ADR COMMON 01609W102 4,193 18,494 SH   SOLE   18,494 0 0
ALICO INC COM USD1 COMMON 016230104 88 2,932 SH   SOLE   2,932 0 0
ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 277 511 SH   SOLE   511 0 0
ALLAKOS INC COM COMMON 01671P100 174 1,515 SH   SOLE   1,515 0 0
ALLEGHANY CORP COM USD1 COMMON 017175100 161 257 SH   SOLE   257 0 0
ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 4 190 SH   SOLE   190 0 0
ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 1 4 SH   SOLE   4 0 0
ALLEGION PLC ORD SHS COMMON G0176J109 52 412 SH   SOLE   412 0 0
ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 609 5,429 SH   SOLE   5,429 0 0
ALLIANT ENERGY CORP COM NPV COMMON 018802108 56 1,036 SH   SOLE   1,036 0 0
ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 125 3,073 SH   SOLE   3,073 0 0
ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 939 62,520 SH   SOLE   62,520 0 0
ALLSTATE CORP COM USD.01 COMMON 020002101 29,536 257,064 SH   OTR   189,740 67,324 0
ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 19,739 436,685 SH   OTR   346,155 90,530 0
ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 18 128 SH   SOLE   128 0 0
ALPHA AND OMEGA SEMICONDUCTO COM USD.002 COMMON G6331P104 2 70 SH   SOLE   70 0 0
ALPHABET INC CL A COM USD.001 COMMON 02079K305 11,601 5,626 SH   SOLE   5,626 0 0
ALPHABET INC CL C COM USD.001 COMMON 02079K107 8,473 4,096 SH   SOLE   4,096 0 0
ALPHATEC HOLDINGS INC COM USD.00001 COMMON 02081G201 118 7,507 SH   SOLE   7,507 0 0
ALPINE INCOME PROPERTY TRUST COM COMMON 02083X103 97 5,587 SH   SOLE   5,587 0 0
ALTAIR ENGINEERING INC CL A COM USD.0001 COMMON 021369103 164 2,624 SH   SOLE   2,624 0 0
ALTERYX INC CL A COM USD0.0001 COMMON 02156B103 1 18 SH   SOLE   18 0 0
ALTICE USA INC COM CL A 0.01USD COMMON 02156K103 10,588 325,498 SH   OTR   216,017 109,481 0
ALTISOURCE PORTFOLIO SOLTNS COM USD1 COMMON L0175J104 19 2,120 SH   SOLE   2,120 0 0
ALTO INGREDIENTS INC COM COMMON 021513106 0 87 SH   SOLE   87 0 0
ALTRIA GROUP INC COM USD1 COMMON 02209S103 88,886 1,737,623 SH   OTR   1,280,180 457,443 0
AMALGAMATED FINANCIAL CORP COM COMMON 022671101 4 244 SH   SOLE   244 0 0
A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 796 22,101 SH   SOLE   22,101 0 0
AMAZON.COM INC COM USD.01 COMMON 023135106 19,031 6,151 SH   SOLE   6,151 0 0
AMBARELLA INC COM USD.00045 COMMON G037AX101 58 582 SH   SOLE   582 0 0
AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 0 2 SH   SOLE   2 0 0
AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 95 1,789 SH   SOLE   1,789 0 0
AMCOR PLC ORD COMMON G0250X107 39,485 3,380,610 SH   OTR   2,229,388 1,151,222 0
AMDOCS ORD GBP.01 COMMON G02602103 130 1,853 SH   SOLE   1,853 0 0
AMEDISYS INC COM USD.001 COMMON 023436108 157 595 SH   SOLE   595 0 0
AMERCO COM USD.25 COMMON 023586100 1 2 SH   SOLE   2 0 0
AMEREN CORP COM USD5 COMMON 023608102 13 161 SH   SOLE   161 0 0
AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 522 38,403 SH   SOLE   38,403 0 0
AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 17 726 SH   SOLE   726 0 0
AMERICAN CAMPUS COMMUNITIES COM USD.01 COMMON 024835100 1 18 SH   SOLE   18 0 0
AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 235 2,777 SH   SOLE   2,777 0 0
AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 1,689 11,944 SH   SOLE   11,944 0 0
AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 292 2,561 SH   SOLE   2,561 0 0
AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 12 367 SH   SOLE   367 0 0
AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 181 3,917 SH   SOLE   3,917 0 0
AMERICAN NATL BANKSHARES COM USD1.0 COMMON 027745108 4 113 SH   SOLE   113 0 0
AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 302 8,478 SH   SOLE   8,478 0 0
AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 644 31,125 SH   SOLE   31,125 0 0
AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1,167 4,883 SH   SOLE   4,883 0 0
AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 54 361 SH   SOLE   361 0 0
AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 89 907 SH   SOLE   907 0 0
AMERICOLD REALTY TRUST COM COMMON 03064D108 2 64 SH   SOLE   64 0 0
AMERIPRISE FINANCIAL INC COM COMMON 03076C106 90,346 388,709 SH   OTR   290,279 98,430 0
AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 1,607 13,612 SH   SOLE   13,612 0 0
AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 2 75 SH   SOLE   75 0 0
AMETEK INC COM USD1 COMMON 031100100 138 1,079 SH   SOLE   1,079 0 0
AMGEN INC COM NPV COMMON 031162100 8,162 32,804 SH   OTR   26,292 6,512 0
AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 154 15,605 SH   SOLE   15,605 0 0
AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 3,327 140,311 SH   SOLE   140,311 0 0
AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 190 2,583 SH   SOLE   2,583 0 0
AMPCO-PITTSBURGH CORP COM USD1 COMMON 032037103 113 16,731 SH   SOLE   16,731 0 0
AMPHENOL CORP CL A COM USD.001 COMMON 032095101 787 11,935 SH   SOLE   11,935 0 0
AMPIO PHARMACEUTICALS INC COM USD.0001 COMMON 03209T109 1 393 SH   SOLE   393 0 0
AMPLIFY ENERGY CORP COM COMMON 03212B103 1 280 SH   SOLE   280 0 0
AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 66 5,594 SH   SOLE   5,594 0 0
ANALOG DEVICES COM USD.16 COMMON 032654105 784 5,056 SH   SOLE   5,056 0 0
ANAPLAN INC COM COMMON 03272L108 0 9 SH   SOLE   9 0 0
ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 117 7,800 SH   SOLE   7,800 0 0
ANGI INC COM COMMON 00183L102 21 1,606 SH   SOLE   1,606 0 0
ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 140 6,365 SH   SOLE   6,365 0 0
ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 481 7,657 SH   SOLE   7,657 0 0
ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 21,269 2,473,136 SH   OTR   1,622,993 850,143 0
ANSYS INC COM USD.01 COMMON 03662Q105 168 494 SH   SOLE   494 0 0
ANTARES PHARMA INC COM USD.01 COMMON 036642106 147 35,870 SH   SOLE   35,870 0 0
ANTERIX INC COM USD.0001 COMMON 03676C100 6 131 SH   SOLE   131 0 0
ANTERO MIDSTREAM CORP COM COMMON 03676B102 188 20,812 SH   SOLE   20,812 0 0
ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 3 327 SH   SOLE   327 0 0
ANTHEM INC COM USD.01 COMMON 036752103 2,240 6,241 SH   SOLE   6,241 0 0
AON PLC CL A ORD COMMON G0403H108 995 4,322 SH   SOLE   4,322 0 0
APA CORP COM USD1.25 COMMON 03743Q108 461 25,767 SH   SOLE   25,767 0 0
APARTMENT INCM REIT CRP -SPN COM COMMON 03750L109 2 55 SH   SOLE   55 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 872 21,330 SH   SOLE   21,330 0 0
APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 1 64 SH   SOLE   64 0 0
APOLLO MEDICAL HOLDING INC COM USD.001 COMMON 03763A207 106 3,913 SH   SOLE   3,913 0 0
APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 151 1,071 SH   SOLE   1,071 0 0
APPIAN CORP CL A COM COMMON 03782L101 301 2,264 SH   SOLE   2,264 0 0
APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 165 11,355 SH   SOLE   11,355 0 0
APPLE INC COM NPV COMMON 037833100 45,284 370,769 SH   SOLE   370,769 0 0
APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 16 173 SH   SOLE   173 0 0
APPLIED MATERIALS INC COM NPV COMMON 038222105 2,364 17,697 SH   SOLE   17,697 0 0
APTARGROUP INC COM USD.01 COMMON 038336103 42 299 SH   SOLE   299 0 0
APTIV PLC ORD USD.01 COMMON G6095L109 1,329 9,640 SH   SOLE   9,640 0 0
AQUA METALS INC COM USD.001 COMMON 03837J101 1 209 SH   SOLE   209 0 0
AQUABOUNTY TECHNOLOGIES INC COM USA0.001 COMMON 03842K200 3 483 SH   SOLE   483 0 0
ARAMARK COM USD.01 COMMON 03852U106 104 2,754 SH   SOLE   2,754 0 0
ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 1 32 SH   SOLE   32 0 0
ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 347 164,390 SH   SOLE   164,390 0 0
ARCBEST CORP COM USD.01 COMMON 03937C105 1,449 20,605 SH   SOLE   20,605 0 0
ARCELORMITTAL CL A ADR COMMON 03938L203 14 487 SH   SOLE   487 0 0
ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 20 528 SH   SOLE   528 0 0
ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 321 5,631 SH   SOLE   5,631 0 0
ARCONIC CORP COM COMMON 03966V107 3 110 SH   SOLE   110 0 0
ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 315 4,547 SH   SOLE   4,547 0 0
ARES CAPITAL CORP COM COMMON 04010L103 24 1,294 SH   SOLE   1,294 0 0
ARES MANAGEMENT CORP COM COMMON 03990B101 1 13 SH   SOLE   13 0 0
ARGAN INC COM USD.06667 COMMON 04010E109 2 40 SH   SOLE   40 0 0
ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 14 286 SH   SOLE   286 0 0
ARISTA NETWORKS INC COM USD0.0001 COMMON 040413106 8 27 SH   SOLE   27 0 0
ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 3 37 SH   SOLE   37 0 0
ARROW ELECTRONICS INC COM USD1 COMMON 042735100 931 8,398 SH   SOLE   8,398 0 0
ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 435 6,572 SH   SOLE   6,572 0 0
ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 303 2,429 SH   SOLE   2,429 0 0
ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 598 11,468 SH   SOLE   11,468 0 0
ARVINAS INC COM COMMON 04335A105 108 1,632 SH   SOLE   1,632 0 0
ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 0 2 SH   SOLE   2 0 0
ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 54 6,968 SH   SOLE   6,968 0 0
ASENSUS SURGICAL INC COM USD.001 COMMON 04367G103 0 1 SH   SOLE   1 0 0
ASGN INC COM USD.01 COMMON 00191U102 179 1,876 SH   SOLE   1,876 0 0
ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 3 37 SH   SOLE   37 0 0
ASML HOLDING NV ADR NY SHS COMMON N07059210 5,391 8,732 SH   SOLE   8,732 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 14 99 SH   SOLE   99 0 0
ASSERTIO HOLDINGS INC COM NPV COMMON 04546C106 0 1 SH   SOLE   1 0 0
ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 431 20,177 SH   SOLE   20,177 0 0
ASSURANT INC COM USD.01 COMMON 04621X108 147 1,037 SH   SOLE   1,037 0 0
ASSURED GUARANTY LTD COM COMMON G0585R106 142 3,351 SH   SOLE   3,351 0 0
ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 2 26 SH   SOLE   26 0 0
ASTRAZENECA PLC SPON ADR COMMON 046353108 1,757 35,337 SH   SOLE   35,337 0 0
ASTRONOVA INC COM USD.05 COMMON 04638F108 0 14 SH   SOLE   14 0 0
AT&T INC COM USD1 COMMON 00206R102 46,557 1,538,240 SH   OTR   1,178,946 359,294 0
ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 105 2,074 SH   SOLE   2,074 0 0
ATKORE INC COM USD.01 COMMON 047649108 955 13,284 SH   SOLE   13,284 0 0
ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 10 167 SH   SOLE   167 0 0
ATLAS CORP COM COMMON Y0436Q109 56 4,116 SH   SOLE   4,116 0 0
ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 13 60 SH   SOLE   60 0 0
ATMOS ENERGY CORP COM NPV COMMON 049560105 6 60 SH   SOLE   60 0 0
ATOMERA INC COM USD0.001 COMMON 04965B100 2 80 SH   SOLE   80 0 0
ATRICURE INC COM USD.001 COMMON 04963C209 18 269 SH   SOLE   269 0 0
AUDIOCODES LTD ORD NIS.01 COMMON M15342104 256 9,480 SH   SOLE   9,480 0 0
AUTODESK INC COM NPV COMMON 052769106 2,784 10,047 SH   SOLE   10,047 0 0
AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 2,208 11,713 SH   SOLE   11,713 0 0
AUTONATION INC COM USD.01 COMMON 05329W102 1,156 12,401 SH   SOLE   12,401 0 0
AUTOZONE INC COM NPV COMMON 053332102 718 511 SH   SOLE   511 0 0
AVALARA INC COM COMMON 05338G106 110 824 SH   SOLE   824 0 0
AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 25 135 SH   SOLE   135 0 0
AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 5 113 SH   SOLE   113 0 0
AVANTOR INC COM COMMON 05352A100 24 825 SH   SOLE   825 0 0
AVAYA HLDGS CORP COM COMMON 05351X101 718 25,625 SH   SOLE   25,625 0 0
AVERY DENNISON CORP COM USD1 COMMON 053611109 41 222 SH   SOLE   222 0 0
AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 790 11,117 SH   SOLE   11,117 0 0
AVID BIOSERVICES INC COM NPV COMMON 05368M106 308 16,895 SH   SOLE   16,895 0 0
AVID TECHNOLOGY INC COM USD.01 COMMON 05367P100 84 3,982 SH   SOLE   3,982 0 0
AVIENT CORP COM USD.1 COMMON 05368V106 1 12 SH   SOLE   12 0 0
AVINGER INC COM USD.001 COMMON 053734604 1 926 SH   SOLE   926 0 0
AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 429 5,914 SH   SOLE   5,914 0 0
AVNET INC COM USD1 COMMON 053807103 402 9,685 SH   SOLE   9,685 0 0
AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 2 73 SH   SOLE   73 0 0
AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 2 31 SH   SOLE   31 0 0
AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 73 513 SH   SOLE   513 0 0
AXOS FINANCIAL INC COM USD.01 COMMON 05465C100 12 257 SH   SOLE   257 0 0
AXT INC COM NPV COMMON 00246W103 2 129 SH   SOLE   129 0 0
AZZ INC COM USD1 COMMON 002474104 26 510 SH   SOLE   510 0 0
B&G FOODS INC CL A COM.01 COMMON 05508R106 3 100 SH   SOLE   100 0 0
B2GOLD CORP COM NPV COMMON 11777Q209 1,212 281,700 SH   SOLE   281,700 0 0
BADGER METER INC COM USD1 COMMON 056525108 626 6,734 SH   SOLE   6,734 0 0
BAIDU INC ADR COMMON 056752108 320 1,469 SH   SOLE   1,469 0 0
BAKER HUGHES CO COM A COMMON 05722G100 19 862 SH   SOLE   862 0 0
BALL CORP COM NPV COMMON 058498106 122 1,437 SH   SOLE   1,437 0 0
BALLARD POWER SYSTEMS INC COM NPV COMMON 058586108 778 31,932 SH   SOLE   31,932 0 0
BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 1,365 193,659 SH   SOLE   193,659 0 0
BANCO SANTANDER SA ADR COMMON 05964H105 434 126,388 SH   SOLE   126,388 0 0
BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 3 82 SH   SOLE   82 0 0
BANCORP INC COM COMMON 05969A105 7 345 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 41 326 SH   SOLE   326 0 0
BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 83,841 2,167,491 SH   OTR   1,730,970 436,521 0
BANK OF MONTREAL COM NPV COMMON 063671101 26,538 298,003 SH   SOLE   298,003 0 0
BANK OF MONTREAL COM NPV COMMON 063671101 518 5,809 SH   SOLE   5,809 0 0
BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 1,742 36,859 SH   SOLE   36,859 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 14,899 238,388 SH   SOLE   238,388 0 0
BANK OF NOVA SCOTIA COM NPV COMMON 064149107 885 14,150 SH   SOLE   14,150 0 0
BANK OZK COM USD.01 COMMON 06417N103 16,304 399,338 SH   SOLE   399,338 0 0
BANKUNITED INC COM USD.01 COMMON 06652K103 13 287 SH   SOLE   287 0 0
BANNER CORP COM USD.01 COMMON 06652V208 1 14 SH   SOLE   14 0 0
BAOZUN INC ADR COMMON 06684L103 5 123 SH   SOLE   123 0 0
BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 5 165 SH   SOLE   165 0 0
BARCLAYS PLC ADR COMMON 06738E204 1,196 116,905 SH   SOLE   116,905 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 9,403 474,455 SH   SOLE   474,455 0 0
BARRICK GOLD CORP COM NPV COMMON 067901108 326 16,469 SH   SOLE   16,469 0 0
BASSETT FURNITURE INDS COM USD5 COMMON 070203104 369 15,188 SH   SOLE   15,188 0 0
BAUDAX BIO INC COM COMMON 07160F107 0 132 SH   SOLE   132 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 2,734 86,253 SH   SOLE   86,253 0 0
BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 3 103 SH   SOLE   103 0 0
BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 202 2,392 SH   SOLE   2,392 0 0
BBVA SPON ADR COMMON 05946K101 118 22,688 SH   SOLE   22,688 0 0
BCB BANCORP INC COM COMMON 055298103 103 7,441 SH   SOLE   7,441 0 0
BCE INC COM NPV COMMON 05534B760 2 49 SH   SOLE   49 0 0
BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 0 9 SH   SOLE   9 0 0
BEAM THERAPEUTICS INC COM COMMON 07373V105 193 2,416 SH   SOLE   2,416 0 0
BECTON DICKINSON & CO COM USD1 COMMON 075887109 3,621 14,900 SH   SOLE   14,900 0 0
BED BATH & BEYOND INC COM USD.01 COMMON 075896100 278 9,559 SH   SOLE   9,559 0 0
BEIGENE LTD ADR COMMON 07725L102 8 22 SH   SOLE   22 0 0
BEL FUSE INC CL B COMMON 077347300 238 11,971 SH   SOLE   11,971 0 0
BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 175 5,649 SH   SOLE   5,649 0 0
BERKLEY (W R) CORP COM USD.2 COMMON 084423102 19 257 SH   SOLE   257 0 0
BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 6,973 27,296 SH   SOLE   27,296 0 0
BERRY GLOBAL GROUP INC COM USD.001 COMMON 08579W103 2 29 SH   SOLE   29 0 0
BEST BUY CO INC COM USD.1 COMMON 086516101 17,712 154,270 SH   SOLE   154,270 0 0
BEYOND MEAT INC COM USD 0.0001 COMMON 08862E109 1 9 SH   SOLE   9 0 0
BGSF INC COM COMMON 05601C105 138 9,840 SH   SOLE   9,840 0 0
BHP GROUP LTD ADR COMMON 05545E209 23 404 SH   SOLE   404 0 0
BHP GROUP LTD ADR COMMON 088606108 2,436 35,112 SH   SOLE   35,112 0 0
BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 948 60,399 SH   SOLE   60,399 0 0
BIG LOTS INC COM USD.01 COMMON 089302103 106 1,558 SH   SOLE   1,558 0 0
BIGLARI HOLDINGS INC CL B COMMON 08986R309 89 667 SH   SOLE   667 0 0
BILL.COM HOLDINGS INC COM COMMON 090043100 44 303 SH   SOLE   303 0 0
BIOCRYST PHARMACEUTICALS INC COM USD.01 COMMON 09058V103 88 8,663 SH   SOLE   8,663 0 0
BIOGEN INC COM NPV COMMON 09062X103 37,216 133,037 SH   OTR   98,136 34,901 0
BIOHAVEN PHRMCUTCL HLD COM COMMON G11196105 180 2,638 SH   SOLE   2,638 0 0
BIOLIFE SOLUTIONS INC COM USD.001 COMMON 09062W204 33 929 SH   SOLE   929 0 0
BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 0 6 SH   SOLE   6 0 0
BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 4,542 7,954 SH   SOLE   7,954 0 0
BIO-TECHNE CORP COM USD.01 COMMON 09073M104 1,225 3,209 SH   SOLE   3,209 0 0
BJS WHSL CLUB HLDGS INC COM COMMON 05550J101 381 8,503 SH   SOLE   8,503 0 0
BLACK HILLS CORP COM USD1 COMMON 092113109 17 249 SH   SOLE   249 0 0
BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 1,560 21,081 SH   SOLE   21,081 0 0
BLACKBAUD INC COM COMMON 09227Q100 35 497 SH   SOLE   497 0 0
BLACKBERRY LTD COM NPV COMMON 09228F103 1,198 142,996 SH   SOLE   142,996 0 0
BLACKLINE INC COM USD.01 COMMON 09239B109 361 3,331 SH   SOLE   3,331 0 0
BLACKROCK INC COM USD.01 COMMON 09247X101 2,811 3,729 SH   SOLE   3,729 0 0
BLACKROCK MULTI-SECTOR INCOM COMMON 09258A107 0 5 SH   SOLE   5 0 0
BLACKROCK RES & COMM STRAT T SHS COMMON 09257A108 1 91 SH   SOLE   91 0 0
BLACKSTONE GROUP INC COM USD.00001 COMMON 09260D107 562 7,542 SH   SOLE   7,542 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 538 24,690 SH   SOLE   24,690 0 0
BLOOM ENERGY CORP COM COMMON 093712107 36 1,322 SH   SOLE   1,322 0 0
BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 100 3,698 SH   SOLE   3,698 0 0
BLUE BIRD CORP COM USD0.0001 COMMON 095306106 2 99 SH   SOLE   99 0 0
BLUELINX HOLDINGS INC COM USD.01 COMMON 09624H208 1,018 25,982 SH   SOLE   25,982 0 0
BLUEPRINT MEDICINES CORP COM USD.001 COMMON 09627Y109 346 3,562 SH   SOLE   3,562 0 0
BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 186 18,363 SH   SOLE   18,363 0 0
BOEING CO COM USD5 COMMON 097023105 2,263 8,882 SH   SOLE   8,882 0 0
BOISE CASCADE CO COM USD.01 COMMON 09739D100 1,637 27,367 SH   SOLE   27,367 0 0
BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 15,659 6,721 SH   OTR   5,400 1,321 0
BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 203 3,254 SH   SOLE   3,254 0 0
BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 123 1,528 SH   SOLE   1,528 0 0
BORGWARNER INC COM USD.01 COMMON 099724106 2,531 54,586 SH   SOLE   54,586 0 0
BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 118 98 SH   SOLE   98 0 0
BOSTON OMAHA CORP CL A COM USD0.001 COMMON 101044105 0 12 SH   SOLE   12 0 0
BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 4 296 SH   SOLE   296 0 0
BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 19,001 187,651 SH   OTR   126,748 60,903 0
BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 483 12,490 SH   SOLE   12,490 0 0
BOX INC CL A COM USD.0001 COMMON 10316T104 207 9,017 SH   SOLE   9,017 0 0
BOYD GAMING CORP COM USD.01 COMMON 103304101 1 10 SH   SOLE   10 0 0
BP PLC ADR COMMON 055622104 832 34,164 SH   SOLE   34,164 0 0
BRADESCO BANCO SPON ADR COMMON 059460402 192 46,863 SH   SOLE   46,863 0 0
BRADESCO BANCO SPONS ADR PFD COMMON 059460303 10 2,202 SH   SOLE   2,202 0 0
BRAINSTORM CELL THERAPEUTICS COM USD.00005 COMMON 10501E201 1 133 SH   SOLE   133 0 0
BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 384 29,768 SH   SOLE   29,768 0 0
BRF SA SPON ADR NPV COMMON 10552T107 716 159,561 SH   SOLE   159,561 0 0
BRIDGEBIO PHARMA INC COM COMMON 10806X102 278 4,512 SH   SOLE   4,512 0 0
BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 13 76 SH   SOLE   76 0 0
BRIGHTCOVE INC COM USD0.001 COMMON 10921T101 125 6,218 SH   SOLE   6,218 0 0
BRIGHTHOUSE FINANL INC COM COMMON 10922N103 94 2,118 SH   SOLE   2,118 0 0
BRIGHTSPHERE INVEST GRP INC ORD COMMON 10948W103 85 4,177 SH   SOLE   4,177 0 0
BRINKER INTL INC COM USD.1 COMMON 109641100 461 6,492 SH   SOLE   6,492 0 0
BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 1,740 27,562 SH   SOLE   27,562 0 0
BRISTOW GROUP INC COM COMMON 11040G103 32 1,232 SH   SOLE   1,232 0 0
BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 2,995 77,318 SH   SOLE   77,318 0 0
BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 1,369 67,691 SH   SOLE   67,691 0 0
BROADCOM INC ORD NPV COMMON 11135F101 2,990 6,449 SH   SOLE   6,449 0 0
BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 830 5,420 SH   SOLE   5,420 0 0
BROADWIND INC COM USD.001 COMMON 11161T207 83 12,600 SH   SOLE   12,600 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 16,669 375,090 SH   SOLE   375,090 0 0
BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 562 12,639 SH   SOLE   12,639 0 0
BROOKFIELD RENEWABLE CORP COM CLA COMMON 11284V105 8 180 SH   SOLE   180 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 395 4,837 SH   SOLE   4,837 0 0
BROWN & BROWN INC COM USD.1 COMMON 115236101 13 284 SH   SOLE   284 0 0
BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 13 189 SH   SOLE   189 0 0
BRP GROUP INC COM CL A COMMON 05589G102 58 2,124 SH   SOLE   2,124 0 0
BRP INC SUB VTG NPV COMMON 05577W200 1,206 13,920 SH   SOLE   13,920 0 0
BRUKER CORP COM USD.01 COMMON 116794108 5 83 SH   SOLE   83 0 0
BRUNSWICK CORP COM USD.75 COMMON 117043109 302 3,167 SH   SOLE   3,167 0 0
BUCKLE INC COM USD.05 COMMON 118440106 427 10,875 SH   SOLE   10,875 0 0
BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1,112 23,979 SH   SOLE   23,979 0 0
BUNGE LTD COM USD.01 COMMON G16962105 3 34 SH   SOLE   34 0 0
BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 16 52 SH   SOLE   52 0 0
BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 2 32 SH   SOLE   32 0 0
C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 1,300 13,627 SH   SOLE   13,627 0 0
C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 141 3,180 SH   SOLE   3,180 0 0
C3.AI INC CL A COMMON 12468P104 3 50 SH   SOLE   50 0 0
C4 THERAPEUTICS INC COM COMMON 12529R107 38 1,037 SH   SOLE   1,037 0 0
CABLE ONE INC COM USD.01 COMMON 12685J105 199 109 SH   SOLE   109 0 0
CABOT CORP COM USD1 COMMON 127055101 170 3,250 SH   SOLE   3,250 0 0
CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 197 10,507 SH   SOLE   10,507 0 0
CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 1 4 SH   SOLE   4 0 0
CACTUS INC COM CL A USD0.01 COMMON 127203107 41 1,330 SH   SOLE   1,330 0 0
CADENCE BANCORPORATION CL A COM COMMON 12739A100 1 50 SH   SOLE   50 0 0
CADENCE DESIGN SYSTEMS INC COM USD.01 COMMON 127387108 1,575 11,498 SH   SOLE   11,498 0 0
CAESARS ENTERTAINMENT INC COM USD.0001 COMMON 12769G100 520 5,953 SH   SOLE   5,953 0 0
CALERES INC COM USD3.75 COMMON 129500104 87 4,000 SH   SOLE   4,000 0 0
CALIX INC COM USD.025 COMMON 13100M509 151 4,363 SH   SOLE   4,363 0 0
CAMBIUM NETWORKS CORP ORD USD 0.0001 COMMON G17766109 1,287 27,548 SH   SOLE   27,548 0 0
CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 9 81 SH   SOLE   81 0 0
CAMECO CORP COM NPV COMMON 13321L108 1 38 SH   SOLE   38 0 0
CAMPBELL SOUP CO COM USD.3 COMMON 134429109 7 136 SH   SOLE   136 0 0
CAMPING WORLD HOLDINGS INC CL A COM USD.01 COMMON 13462K109 64 1,760 SH   SOLE   1,760 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 10,648 108,849 SH   SOLE   108,849 0 0
CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 233 2,384 SH   SOLE   2,384 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 18,843 162,523 SH   SOLE   162,523 0 0
CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 1,136 9,799 SH   SOLE   9,799 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 11,874 384,453 SH   SOLE   384,453 0 0
CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 172 5,582 SH   SOLE   5,582 0 0
CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 368 970 SH   SOLE   970 0 0
CANADIAN SOLAR INC COM NPV COMMON 136635109 885 17,834 SH   SOLE   17,834 0 0
CANON INC ADR COMMON 138006309 443 19,475 SH   SOLE   19,475 0 0
CANTEL MEDICAL CORP COM COMMON 138098108 71 896 SH   SOLE   896 0 0
CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 2,978 23,410 SH   SOLE   23,410 0 0
CAPITAL SENIOR LIVING CORP COM USD.01 COMMON 140475203 1 22 SH   SOLE   22 0 0
CAPRI HOLDINGS LTD ORD NPV COMMON G1890L107 29 572 SH   SOLE   572 0 0
CARDIFF ONCOLOGY INC COM USD.0001 COMMON 14147L108 10 1,078 SH   SOLE   1,078 0 0
CARDINAL HEALTH INC COM NPV COMMON 14149Y108 471 7,756 SH   SOLE   7,756 0 0
CARDIOVASCULAR SYSTEMS INC COM NPV COMMON 141619106 4 117 SH   SOLE   117 0 0
CARDLYTICS INC COM COMMON 14161W105 94 856 SH   SOLE   856 0 0
CARDTRONICS PLC CL A ORD USD0.01 COMMON G1991C105 198 5,100 SH   SOLE   5,100 0 0
CAREDX INC COM USD.001 COMMON 14167L103 326 4,790 SH   SOLE   4,790 0 0
CARETRUST REIT INC COM USD.01 COMMON 14174T107 277 11,915 SH   SOLE   11,915 0 0
CARLISLE COS INC COM NPV COMMON 142339100 201 1,220 SH   SOLE   1,220 0 0
CARLYLE GROUP INC COM COMMON 14316J108 1 15 SH   SOLE   15 0 0
CARMAX INC COM NPV COMMON 143130102 61 461 SH   SOLE   461 0 0
CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 5 216 SH   SOLE   216 0 0
CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 40 1,506 SH   SOLE   1,506 0 0
CARPARTS COM INC COM USD.001 COMMON 14427M107 1 67 SH   SOLE   67 0 0
CARPENTER TECHNOLOGY CORP COM USD5 COMMON 144285103 0 10 SH   SOLE   10 0 0
CARRIER GLOBAL CORP COM COMMON 14448C104 122 2,878 SH   SOLE   2,878 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 133 1,493 SH   SOLE   1,493 0 0
CARVANA CO CL A COM USD .001 COMMON 146869102 13 50 SH   SOLE   50 0 0
CASEYS GENERAL STORES INC COM NPV COMMON 147528103 24 112 SH   SOLE   112 0 0
CASSAVA SCIENCES INC COM USD.001 COMMON 14817C107 27 608 SH   SOLE   608 0 0
CASTLE BIOSCIENCES INC COM COMMON 14843C105 41 606 SH   SOLE   606 0 0
CASTLIGHT HEALTH INC CL B COM USD.0001 COMMON 14862Q100 0 1 SH   SOLE   1 0 0
CATALENT INC COM USD.01 COMMON 148806102 42 403 SH   SOLE   403 0 0
CATALYST PHARMACEUTICALS INC COM USD.001 COMMON 14888U101 422 91,628 SH   SOLE   91,628 0 0
CATCHMARK TIMBER TRUST CL A COM USD.01 COMMON 14912Y202 151 14,865 SH   SOLE   14,865 0 0
CATERPILLAR INC COM USD1 COMMON 149123101 21,546 92,974 SH   SOLE   92,974 0 0
CATO CORP -CL A CL A COM USD.333 COMMON 149205106 4 318 SH   SOLE   318 0 0
CAVCO INDUSTRIES INC COM USD.01 COMMON 149568107 4 18 SH   SOLE   18 0 0
CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 23 1,056 SH   SOLE   1,056 0 0
CBDMD INC COM USD.001 COMMON 12482W101 0 1 SH   SOLE   1 0 0
CBIZ INC COM COMMON 124805102 118 3,607 SH   SOLE   3,607 0 0
CBOE GLOBAL MARKETS INC COM USD0.01 COMMON 12503M108 24 242 SH   SOLE   242 0 0
CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 498 6,297 SH   SOLE   6,297 0 0
CDK GLOBAL INC COM USD0.01 COMMON 12508E101 10 184 SH   SOLE   184 0 0
CDW CORP COM USD.01 COMMON 12514G108 908 5,476 SH   SOLE   5,476 0 0
CECO ENVIRONMENTAL CORP COM NPV COMMON 125141101 62 7,823 SH   SOLE   7,823 0 0
CEDAR REALTY TRUST INC COM USD.06 COMMON 150602605 470 31,513 SH   SOLE   31,513 0 0
CELANESE CORP COM USD.01 COMMON 150870103 91,708 612,268 SH   OTR   464,030 148,238 0
CELCUITY INC COM COMMON 15102K100 1 74 SH   SOLE   74 0 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 2,087 249,337 SH   SOLE   249,337 0 0
CELESTICA INC SUB VTG SHS COMMON 15101Q108 307 36,722 SH   SOLE   36,722 0 0
CELLCOM ISRAEL LTD ORD USD.01 COMMON M2196U109 9 2,340 SH   SOLE   2,340 0 0
CELLDEX THERAPEUTICS INC COM COMMON 15117B202 1 65 SH   SOLE   65 0 0
CEL-SCI CORP COM USD.001 COMMON 150837607 41 2,708 SH   SOLE   2,708 0 0
CELSIUS HOLDINGS INC COM USD.001 COMMON 15118V207 96 1,990 SH   SOLE   1,990 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 525 70,009 SH   SOLE   70,009 0 0
CENOVUS ENERGY INC COM NPV COMMON 15135U109 1 191 SH   SOLE   191 0 0
CENTENE CORP COM USD.003 COMMON 15135B101 234 3,661 SH   SOLE   3,661 0 0
CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 22 989 SH   SOLE   989 0 0
CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 730 14,069 SH   SOLE   14,069 0 0
CENTRAL PACIFIC FINANCIAL CP COM NPV COMMON 154760409 14 529 SH   SOLE   529 0 0
CENTRESPACE COM NPV COMMON 15202L107 5 71 SH   SOLE   71 0 0
CENTRUS ENERGY CORP CL A COM USD.1 COMMON 15643U104 528 22,249 SH   SOLE   22,249 0 0
CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 566 6,067 SH   SOLE   6,067 0 0
CENTURY COMMUNITIES INC COM USD.01 COMMON 156504300 7 108 SH   SOLE   108 0 0
CERENCE INC COM COMMON 156727109 1 9 SH   SOLE   9 0 0
CERIDIAN HCM HOLDING COM USD0.01 COMMON 15677J108 3 31 SH   SOLE   31 0 0
CERNER CORP COM USD.01 COMMON 156782104 44 617 SH   SOLE   617 0 0
CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 855 18,842 SH   SOLE   18,842 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 10,587 127,219 SH   SOLE   127,219 0 0
CGI INC CL A COM NPV SVTG COMMON 12532H104 336 4,041 SH   SOLE   4,041 0 0
CHAMPIONS ONCOLOGY INC COM USD.00001 COMMON 15870P307 0 25 SH   SOLE   25 0 0
CHAMPIONX CORP COM COMMON 15872M104 1 32 SH   SOLE   32 0 0
CHANGE HEALTHCARE INC COM COMMON 15912K100 1 25 SH   SOLE   25 0 0
CHANNELADVISOR CORP COM USD.001 COMMON 159179100 87 3,701 SH   SOLE   3,701 0 0
CHARLES & COLVARD LTD COM NPV COMMON 159765106 1 475 SH   SOLE   475 0 0
CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 233 804 SH   SOLE   804 0 0
CHART INDUSTRIES INC COM USD.01 COMMON 16115Q308 1 9 SH   SOLE   9 0 0
CHARTER COMMUNICATIONS INC CL A NEW COMMON 16119P108 40,830 66,177 SH   OTR   45,952 20,225 0
CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 175 1,561 SH   SOLE   1,561 0 0
CHECKPOINT THERAPEUTICS INC COM COMMON 162828107 0 1 SH   SOLE   1 0 0
CHEESECAKE FACTORY INC COM USD.01 COMMON 163072101 4 75 SH   SOLE   75 0 0
CHEETAH MOBILE INC -ADR ADR COMMON 163075104 252 112,181 SH   SOLE   112,181 0 0
CHEFS' WAREHOUSE INC COM USD.01 COMMON 163086101 2 68 SH   SOLE   68 0 0
CHEGG INC COM USD0.001 COMMON 163092109 6 66 SH   SOLE   66 0 0
CHEMED CORP COM USD1 COMMON 16359R103 229 498 SH   SOLE   498 0 0
CHEMOCENTRYX INC COM USD.001 COMMON 16383L106 139 2,708 SH   SOLE   2,708 0 0
CHEMOURS CO COM USD0.01 COMMON 163851108 3,686 132,155 SH   SOLE   132,155 0 0
CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 1 30 SH   SOLE   30 0 0
CHENIERE ENERGY INC COM USD.03 COMMON 16411R208 0 5 SH   SOLE   5 0 0
CHEVRON CORP COM USD3 COMMON 166764100 23,827 227,432 SH   OTR   191,178 36,254 0
CHEWY INC COM CL A COMMON 16679L109 12 141 SH   SOLE   141 0 0
CHICKEN SOUP FOR SOUL ENTNT CL A COM COMMON 16842Q100 1 56 SH   SOLE   56 0 0
CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 10 751 SH   SOLE   751 0 0
CHIMERIX INC COM USD.001 COMMON 16934W106 4 364 SH   SOLE   364 0 0
CHINA EASTERN AIRLINES CORP SPON ADR CL H COMMON 16937R104 707 30,205 SH   SOLE   30,205 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 25 2,435 SH   SOLE   2,435 0 0
CHINA MOBILE LTD SPON ADR COMMON 16941M109 11 409 SH   SOLE   409 0 0
CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 1,113 21,100 SH   SOLE   21,100 0 0
CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 2,121 67,139 SH   SOLE   67,139 0 0
CHIPOTLE MEXICAN GRILL INC COM USD.01 COMMON 169656105 215 151 SH   SOLE   151 0 0
CHROMADEX CORP COM USD.001 COMMON 171077407 66 7,019 SH   SOLE   7,019 0 0
CHUBB LTD ORD KYD.125 COMMON H1467J104 7,666 48,551 SH   SOLE   48,551 0 0
CHUNGHWA TELECOM LTD SPON ADR COMMON 17133Q502 86 2,201 SH   SOLE   2,201 0 0
CHURCH & DWIGHT INC COM NPV COMMON 171340102 1,709 19,560 SH   SOLE   19,560 0 0
CHURCHILL CAPI CORP IV COM CL A COMMON 171439102 2 100 SH   SOLE   100 0 0
CHURCHILL DOWNS INC COM NPV COMMON 171484108 196 861 SH   SOLE   861 0 0
CI FINANCIAL CORP COM COMMON 125491100 784 54,327 SH   SOLE   54,327 0 0
CIENA CORP COM USD.01 COMMON 171779309 134 2,449 SH   SOLE   2,449 0 0
CIGNA CORP COM USD1 COMMON 125523100 4,619 19,116 SH   SOLE   19,116 0 0
CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 0 1 SH   SOLE   1 0 0
CIMAREX ENERGY CO COM USD.01 COMMON 171798101 0 6 SH   SOLE   6 0 0
CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 490 4,756 SH   SOLE   4,756 0 0
CINTAS CORP COM NPV COMMON 172908105 1,145 3,356 SH   SOLE   3,356 0 0
CIRRUS LOGIC INC COM NPV COMMON 172755100 100 1,184 SH   SOLE   1,184 0 0
CISCO SYSTEMS INC COM NPV COMMON 17275R102 9,157 177,156 SH   SOLE   177,156 0 0
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KB HOME COM USD1 COMMON 48666K109 5 97 SH   SOLE   97 0 0
KBR INC COM USD.001 COMMON 48242W106 7 190 SH   SOLE   190 0 0
KELLOGG CO COM USD.25 COMMON 487836108 10 157 SH   SOLE   157 0 0
KELLY SERVICES INC -CL A CL A COM USD1 NVTG COMMON 488152208 1 25 SH   SOLE   25 0 0
KEMPER CORP/DE COM USD.1 COMMON 488401100 11 136 SH   SOLE   136 0 0
KEURIG DR PEPPER INC COM COMMON 49271V100 2 64 SH   SOLE   64 0 0
KEYCORP COM USD1 COMMON 493267108 546 27,347 SH   SOLE   27,347 0 0
KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 50 348 SH   SOLE   348 0 0
KFORCE INC COM USD.01 COMMON 493732101 1,241 23,166 SH   SOLE   23,166 0 0
KILROY REALTY CORP COM USD.01 COMMON 49427F108 2 23 SH   SOLE   23 0 0
KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 35 1,361 SH   SOLE   1,361 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 779 5,604 SH   SOLE   5,604 0 0
KIMCO REALTY CORP COM USD.01 COMMON 49446R109 85 4,522 SH   SOLE   4,522 0 0
KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 4,902 294,443 SH   OTR   197,873 96,570 0
KINGSWAY FINANCIAL SVCS INC COM NPV COMMON 496904202 1 127 SH   SOLE   127 0 0
KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH   SOLE   19 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 2,262 339,904 SH   SOLE   339,904 0 0
KINROSS GOLD CORP COM NPV COMMON 496902404 16 2,434 SH   SOLE   2,434 0 0
KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 219 1,327 SH   SOLE   1,327 0 0
KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 29 872 SH   SOLE   872 0 0
KIRKLAND'S INC COM NPV COMMON 497498105 2 55 SH   SOLE   55 0 0
KITE REALTY GROUP TRUST COM USD.01 COMMON 49803T300 3 169 SH   SOLE   169 0 0
KKR & CO INC COM CL A COMMON 48251W104 5 110 SH   SOLE   110 0 0
KLA CORP COM USD.001 COMMON 482480100 2,319 7,025 SH   SOLE   7,025 0 0
KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01 COMMON 499049104 2 50 SH   SOLE   50 0 0
KODIAK SCIENCES INC COM COMMON 50015M109 166 1,462 SH   SOLE   1,462 0 0
KOHL'S CORP COM USD.01 COMMON 500255104 29 486 SH   SOLE   486 0 0
KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 1,277 22,392 SH   SOLE   22,392 0 0
KONTOOR BRANDS INC COM COMMON 50050N103 14 284 SH   SOLE   284 0 0
KOPPERS HOLDINGS INC COM USD.01 COMMON 50060P106 97 2,791 SH   SOLE   2,791 0 0
KORN FERRY COM NPV COMMON 500643200 17 276 SH   SOLE   276 0 0
KOSMOS ENERGY LTD COM USD.01 COMMON 500688106 0 130 SH   SOLE   130 0 0
KOSS CORP COM USD.01 COMMON 500692108 1 32 SH   SOLE   32 0 0
KRAFT HEINZ CO COM USD.01 COMMON 500754106 431 10,784 SH   SOLE   10,784 0 0
KRANESHARES CSI CHINA INTERN COMMON 500767306 3 35 SH   SOLE   35 0 0
KRATON CORP COM USD.01 COMMON 50077C106 1,596 43,649 SH   SOLE   43,649 0 0
KROGER CO COM USD1 COMMON 501044101 28,143 782,011 SH   OTR   622,209 159,802 0
KT CORP SPON ADR COMMON 48268K101 363 29,153 SH   SOLE   29,153 0 0
KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 10 212 SH   SOLE   212 0 0
KURA ONCOLOGY INC COM USD.0001 COMMON 50127T109 90 3,178 SH   SOLE   3,178 0 0
L BRANDS INC COM USD.5 COMMON 501797104 18,267 295,461 SH   SOLE   295,461 0 0
L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 23,723 117,051 SH   OTR   82,028 35,023 0
LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 100 393 SH   SOLE   393 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 440 15,780 SH   SOLE   15,780 0 0
LAM RESEARCH CORP COM NPV COMMON 512807108 15,796 26,537 SH   OTR   18,715 7,822 0
LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 2 20 SH   SOLE   20 0 0
LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 377 4,866 SH   SOLE   4,866 0 0
LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 105 3,959 SH   SOLE   3,959 0 0
LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 813 4,925 SH   SOLE   4,925 0 0
LANNETT CO INC COM NPV COMMON 516012101 6 1,125 SH   SOLE   1,125 0 0
LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 255 4,205 SH   SOLE   4,205 0 0
LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 917 20,396 SH   SOLE   20,396 0 0
LAUDER (ESTEE) COS INC -CL A CL A COM USD.01 COMMON 518439104 946 3,251 SH   SOLE   3,251 0 0
LAUREATE EDUCATION INC CL A COM USD0.001 COMMON 518613203 37 2,709 SH   SOLE   2,709 0 0
LAWSON PRODUCTS COM NPV COMMON 520776105 112 2,162 SH   SOLE   2,162 0 0
LA-Z-BOY INC COM USD1 COMMON 505336107 45 1,063 SH   SOLE   1,063 0 0
LCI INDUSTRIES COM NPV COMMON 50189K103 13 97 SH   SOLE   97 0 0
LEAR CORP COM NPV COMMON 521865204 21 118 SH   SOLE   118 0 0
LEE ENTERPRISES INC COM USD2 COMMON 523768406 262 10,192 SH   SOLE   10,192 0 0
LEGGETT & PLATT INC COM USD1 COMMON 524660107 7 157 SH   SOLE   157 0 0
LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 731 7,592 SH   SOLE   7,592 0 0
LEJU HOLDINGS LTD -ADR ADR COMMON 50187J108 240 97,110 SH   SOLE   97,110 0 0
LEMONADE INC COM COMMON 52567D107 6 62 SH   SOLE   62 0 0
LENDINGCLUB CORP COM USD0.01 COMMON 52603A208 18 1,093 SH   SOLE   1,093 0 0
LENNAR CORP CL A COM USD.1 COMMON 526057104 10,976 108,432 SH   SOLE   108,432 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 29 93 SH   SOLE   93 0 0
LENSAR INC -SPN COM COMMON 52634L108 1 119 SH   SOLE   119 0 0
LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 188 32,022 SH   SOLE   32,022 0 0
LEXINGTON REALTY TRUST COM USD.0001 COMMON 529043101 1 123 SH   SOLE   123 0 0
LGI HOMES INC COM USD.01 COMMON 50187T106 8 56 SH   SOLE   56 0 0
LHC GROUP INC COM USD.01 COMMON 50187A107 300 1,571 SH   SOLE   1,571 0 0
LIBERTY BROADBAND CORP SR A COM USD.01 COMMON 530307107 18 122 SH   SOLE   122 0 0
LIBERTY BROADBAND CORP SR C COM USD.01 COMMON 530307305 376 2,505 SH   SOLE   2,505 0 0
LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 52,673 2,062,359 SH   OTR   1,353,824 708,535 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 7 165 SH   SOLE   165 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 4 93 SH   SOLE   93 0 0
LIFE STORAGE INC COM USD.01 COMMON 53223X107 6 66 SH   SOLE   66 0 0
LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 20 2,087 SH   SOLE   2,087 0 0
LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 530 3,480 SH   SOLE   3,480 0 0
LIGHTINTHEBOX HLDG -ADR ADR COMMON 53225G102 478 174,296 SH   SOLE   174,296 0 0
LIGHTPATH TECHNOLOGIES INC CL A COM USD.01 COMMON 532257805 136 43,743 SH   SOLE   43,743 0 0
LILLY (ELI) & CO COM USD.625 COMMON 532457108 4,978 26,649 SH   SOLE   26,649 0 0
LIMBACH HOLDINGS INC COM COMMON 53263P105 272 25,793 SH   SOLE   25,793 0 0
LINCOLN EDUCATIONAL SERVICES COM NPV COMMON 533535100 84 13,140 SH   SOLE   13,140 0 0
LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 9 71 SH   SOLE   71 0 0
LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 10,321 165,835 SH   SOLE   165,835 0 0
LINDE PLC COM NPV COMMON G5494J103 2,255 8,050 SH   SOLE   8,050 0 0
LINDSAY CORP COM USD1 COMMON 535555106 89 532 SH   SOLE   532 0 0
LINEAGE CELL THERAPEUTICS IN COM NPV COMMON 53566P109 1 540 SH   SOLE   540 0 0
LIONS GATE ENTERTAINMENT CP CL A VTG COMMON 535919401 61 4,066 SH   SOLE   4,066 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
LIQUIDITY SERVICES INC COM USD.001 COMMON 53635B107 1 71 SH   SOLE   71 0 0
LITHIA MOTORS INC -CL A CL A COM NPV COMMON 536797103 330 847 SH   SOLE   847 0 0
LIVANOVA PLC ORD GBP1 COMMON G5509L101 163 2,207 SH   SOLE   2,207 0 0
LIVE NATION ENTERTAINMENT COM USD COMMON 538034109 8 98 SH   SOLE   98 0 0
LIVENT CORP COM COMMON 53814L108 2 126 SH   SOLE   126 0 0
LIVEPERSON INC COM USD.001 COMMON 538146101 162 3,073 SH   SOLE   3,073 0 0
LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 173 3,347 SH   SOLE   3,347 0 0
LIVEXLIVE MEDIA COM USD0.001 COMMON 53839L208 0 1 SH   SOLE   1 0 0
LKQ CORP COM COMMON 501889208 3,619 85,483 SH   SOLE   85,483 0 0
LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 959 413,423 SH   SOLE   413,423 0 0
LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 1,150 3,112 SH   SOLE   3,112 0 0
LOEWS CORP COM USD1 COMMON 540424108 1,085 21,164 SH   SOLE   21,164 0 0
LOGITECH INTERNATIONAL SA ORD COMMON H50430232 1,371 13,117 SH   SOLE   13,117 0 0
LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 672 12,122 SH   SOLE   12,122 0 0
LOWE'S COS INC COM USD.5 COMMON 548661107 3,021 15,888 SH   SOLE   15,888 0 0
LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 1,379 9,701 SH   SOLE   9,701 0 0
LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 388 45,493 SH   SOLE   45,493 0 0
LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 222 725 SH   SOLE   725 0 0
LUMEN TECHNOLOGIES INC COM USD1 COMMON 550241103 30,264 2,267,077 SH   OTR   1,700,343 566,734 0
LUMENT FINANCE TRUST INC COM USD.01 COMMON 55025L108 4 1,137 SH   SOLE   1,137 0 0
LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 8 87 SH   SOLE   87 0 0
LUMINAR TECHNOLOGIES INC COM CL A COMMON 550424105 1 50 SH   SOLE   50 0 0
LUMINEX CORP COM USD.001 COMMON 55027E102 1 16 SH   SOLE   16 0 0
LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 3 295 SH   SOLE   295 0 0
LUTHER BURBANK CORP COM COMMON 550550107 1 54 SH   SOLE   54 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 40,561 389,826 SH   OTR   255,181 134,645 0
M & T BANK CORP COM USD5 COMMON 55261F104 5,065 33,409 SH   OTR   23,698 9,711 0
M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 385 6,641 SH   SOLE   6,641 0 0
MACERICH CO COM USD.01 COMMON 554382101 0 2 SH   SOLE   2 0 0
MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 81 5,800 SH   SOLE   5,800 0 0
MACQUARIE INFRASTRUCTURE CP SHS BEN INT COMMON 55608B105 0 7 SH   SOLE   7 0 0
MACROGENICS INC COM USD0.01 COMMON 556099109 2 58 SH   SOLE   58 0 0
MACY'S INC COM NPV COMMON 55616P104 17 1,026 SH   SOLE   1,026 0 0
MADISON SQUARE GARD ENT COM CL A COMMON 55826T102 7 85 SH   SOLE   85 0 0
MADISON SQUARE GARDEN SPORTS CL A COM USD.01 COMMON 55825T103 2 10 SH   SOLE   10 0 0
MAGIC SOFTWARE ENTERPRISES ORD NIS.1 COMMON 559166103 764 50,204 SH   SOLE   50,204 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 8,224 93,469 SH   SOLE   93,469 0 0
MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 12,167 138,201 SH   SOLE   138,201 0 0
MAGNITE INC COM USD.00001 COMMON 55955D100 170 4,096 SH   SOLE   4,096 0 0
MAGNOLIA OIL & GAS CORP CL A COMMON 559663109 72 6,295 SH   SOLE   6,295 0 0
MAINSTREET BANCSHARES INC COM COMMON 56064Y100 6 269 SH   SOLE   269 0 0
MAKEMYTRIP LTD ORD USD0.0005 COMMON V5633W109 6 181 SH   SOLE   181 0 0
MALIBU BOATS INC CL A COM USD.01 COMMON 56117J100 38 472 SH   SOLE   472 0 0
MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 2 286 SH   SOLE   286 0 0
MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 7 63 SH   SOLE   63 0 0
MANITEX INTERNATIONAL INC COM NPV COMMON 563420108 38 4,760 SH   SOLE   4,760 0 0
MANITOWOC CO COM USD2.5 COMMON 563571405 77 3,752 SH   SOLE   3,752 0 0
MANNING & NAPIER INC CL A COM USD.01 COMMON 56382Q102 63 9,788 SH   SOLE   9,788 0 0
MANNKIND CORP COM USD.01 COMMON 56400P706 83 21,223 SH   SOLE   21,223 0 0
MANPOWERGROUP COM NPV COMMON 56418H100 1,467 14,833 SH   SOLE   14,833 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 23,988 1,116,327 SH   SOLE   1,116,327 0 0
MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 3,849 179,045 SH   SOLE   179,045 0 0
MARATHON OIL CORP COM NPV COMMON 565849106 962 90,082 SH   SOLE   90,082 0 0
MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 190 3,553 SH   SOLE   3,553 0 0
MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 94 5,765 SH   SOLE   5,765 0 0
MARINEMAX INC COM USD.001 COMMON 567908108 14 288 SH   SOLE   288 0 0
MARKEL CORP COM NPV COMMON 570535104 231 203 SH   SOLE   203 0 0
MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 122 245 SH   SOLE   245 0 0
MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 33 2,413 SH   SOLE   2,413 0 0
MARRIOTT INTL INC CL A COM NPV COMMON 571903202 479 3,237 SH   SOLE   3,237 0 0
MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 536 3,077 SH   SOLE   3,077 0 0
MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH   SOLE   1 0 0
MARSH & MCLENNAN COS COM USD1 COMMON 571748102 1,529 12,552 SH   SOLE   12,552 0 0
MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 281 16,568 SH   SOLE   16,568 0 0
MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 41 121 SH   SOLE   121 0 0
MASCO CORP COM USD1 COMMON 574599106 34,027 568,080 SH   OTR   406,731 161,349 0
MASIMO CORP COM USD.001 COMMON 574795100 30 129 SH   SOLE   129 0 0
MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 7 59 SH   SOLE   59 0 0
MASTEC INC COM USD.1 COMMON 576323109 1,732 18,488 SH   SOLE   18,488 0 0
MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 130 7,384 SH   SOLE   7,384 0 0
MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 4,439 12,468 SH   SOLE   12,468 0 0
MATCH GROUP INC COM USD0.001 COMMON 57667L107 81 586 SH   SOLE   586 0 0
MATRIX SERVICE CO COM USD.01 COMMON 576853105 7 561 SH   SOLE   561 0 0
MATSON INC COM NPV COMMON 57686G105 20 301 SH   SOLE   301 0 0
MATTEL INC COM USD1 COMMON 577081102 40 2,011 SH   SOLE   2,011 0 0
MATTHEWS INTL CORP -CL A CL A COM USD1 COMMON 577128101 1 33 SH   SOLE   33 0 0
MAUI LAND & PINEAPPLE CO COM NPV COMMON 577345101 1 68 SH   SOLE   68 0 0
MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 20 534 SH   SOLE   534 0 0
MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 25 271 SH   SOLE   271 0 0
MAXIMUS INC COM NPV COMMON 577933104 137 1,542 SH   SOLE   1,542 0 0
MAYVILLE ENGNERING CMPNY INC COM COMMON 578605107 243 16,867 SH   SOLE   16,867 0 0
MBIA INC COM USD1 COMMON 55262C100 0 40 SH   SOLE   40 0 0
MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 96 1,078 SH   SOLE   1,078 0 0
MCDONALD'S CORP COM NPV COMMON 580135101 3,292 14,687 SH   SOLE   14,687 0 0
MCKESSON CORP COM USD2 COMMON 58155Q103 85,898 440,475 SH   OTR   325,086 115,389 0
MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 3 110 SH   SOLE   110 0 0
MECHEL PAO ADR NPV COMMON 583840608 201 116,181 SH   SOLE   116,181 0 0
MEDIACO HOLDING INC COM CL A COMMON 58450D104 0 1 SH   SOLE   1 0 0
MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 24 1,149 SH   SOLE   1,149 0 0
MEDIFAST INC COM USD.001 COMMON 58470H101 250 1,181 SH   SOLE   1,181 0 0
MEDNAX INC COM USD.01 COMMON 58502B106 1 20 SH   SOLE   20 0 0
MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 909 5,545 SH   SOLE   5,545 0 0
MEDTRONIC PLC COM USD.1 COMMON G5960L103 2,868 24,281 SH   SOLE   24,281 0 0
MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 4 220 SH   SOLE   220 0 0
MERCADOLIBRE INC COM USD.001 COMMON 58733R102 52 35 SH   SOLE   35 0 0
MERCANTILE BANK CORP COM NPV COMMON 587376104 6 179 SH   SOLE   179 0 0
MERCHANTS BANCORP COM COMMON 58844R108 742 17,693 SH   SOLE   17,693 0 0
MERCK & CO COM NPV COMMON 58933Y105 1,676 21,741 SH   SOLE   21,741 0 0
MERCURY GENERAL CORP COM NPV COMMON 589400100 150 2,462 SH   SOLE   2,462 0 0
MEREDITH CORP COM USD1 COMMON 589433101 547 18,398 SH   SOLE   18,398 0 0
MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 2 87 SH   SOLE   87 0 0
MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 1 14 SH   SOLE   14 0 0
MERITAGE HOMES CORP COM NPV COMMON 59001A102 882 9,600 SH   SOLE   9,600 0 0
MERITOR INC COM USD1 COMMON 59001K100 5 169 SH   SOLE   169 0 0
MERRIMACK PHARMACEUTICALS COM USD0.01 COMMON 590328209 1 141 SH   SOLE   141 0 0
MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 59 3,663 SH   SOLE   3,663 0 0
MESA AIR GROUP COM NEW COMMON 590479135 201 14,916 SH   SOLE   14,916 0 0
META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 119 2,624 SH   SOLE   2,624 0 0
METHANEX CORP COM NPV COMMON 59151K108 821 22,277 SH   SOLE   22,277 0 0
METHANEX CORP COM NPV COMMON 59151K108 5 130 SH   SOLE   130 0 0
METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 496 11,818 SH   SOLE   11,818 0 0
METLIFE INC COM COMMON 59156R108 66,834 1,099,581 SH   OTR   813,928 285,653 0
METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 1,703 1,475 SH   SOLE   1,475 0 0
MGE ENERGY INC COM USD8 COMMON 55277P104 1 21 SH   SOLE   21 0 0
MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 10 261 SH   SOLE   261 0 0
MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 0 21 SH   SOLE   21 0 0
MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 265 1,705 SH   SOLE   1,705 0 0
MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 6,726 76,279 SH   SOLE   76,279 0 0
MICROSOFT CORP COM USD.00000625 COMMON 594918104 31,098 131,908 SH   SOLE   131,908 0 0
MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 587 865 SH   SOLE   865 0 0
MID PENN BANCORP INC COM USD1 COMMON 59540G107 58 2,170 SH   SOLE   2,170 0 0
MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 1,850 12,813 SH   SOLE   12,813 0 0
MIDDLEBY CORP COM USD.01 COMMON 596278101 14 84 SH   SOLE   84 0 0
MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 4 189 SH   SOLE   189 0 0
MIDDLESEX WATER CO COM NPV COMMON 596680108 6 72 SH   SOLE   72 0 0
MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 41 1,462 SH   SOLE   1,462 0 0
MILESTONE SCIENTIFIC INC COM USD.001 COMMON 59935P209 1 186 SH   SOLE   186 0 0
MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1 25 SH   SOLE   25 0 0
MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 83 1,103 SH   SOLE   1,103 0 0
MIRATI THERAPEUTICS INC COM USD.001 COMMON 60468T105 361 2,111 SH   SOLE   2,111 0 0
MITEK SYSTEMS INC COM USD.001 COMMON 606710200 443 30,397 SH   SOLE   30,397 0 0
MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 733 136,161 SH   SOLE   136,161 0 0
MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 187 64,283 SH   SOLE   64,283 0 0
MKS INSTRUMENTS INC COM NPV COMMON 55306N104 1 8 SH   SOLE   8 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 454 54,438 SH   SOLE   54,438 0 0
MODEL N INC COM USD.00015 COMMON 607525102 268 7,618 SH   SOLE   7,618 0 0
MODERNA INC COM COMMON 60770K107 133 1,013 SH   SOLE   1,013 0 0
MODINE MANUFACTURING CO COM USD1.25 COMMON 607828100 1,461 98,987 SH   SOLE   98,987 0 0
MODIVCARE INC CL A COM USD.001 COMMON 60783X104 1,015 6,859 SH   SOLE   6,859 0 0
MOELIS & CO CL A COM USD.01 COMMON 60786M105 162 2,960 SH   SOLE   2,960 0 0
MOGO INC COM NPV COMMON 60800C109 138 16,262 SH   SOLE   16,262 0 0
MOGO INC COM NPV COMMON 60800C109 1 91 SH   SOLE   91 0 0
MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 1,591 8,271 SH   SOLE   8,271 0 0
MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 25,067 107,233 SH   OTR   75,699 31,534 0
MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 13,400 262,120 SH   SOLE   262,120 0 0
MOMO INC -ADR ADR COMMON 60879B107 85 5,779 SH   SOLE   5,779 0 0
MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 946 16,155 SH   SOLE   16,155 0 0
MONEYGRAM INTERNATIONAL INC COM USD1.5 COMMON 60935Y208 247 37,628 SH   SOLE   37,628 0 0
MONGODB INC CL A COM COMMON 60937P106 130 485 SH   SOLE   485 0 0
MONMOUTH RE INVESTMENT CP COM USD.01 COMMON 609720107 48 2,725 SH   SOLE   2,725 0 0
MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 159 450 SH   SOLE   450 0 0
MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 168 1,841 SH   SOLE   1,841 0 0
MOODY'S CORP COM USD.01 COMMON 615369105 544 1,823 SH   SOLE   1,823 0 0
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MORNINGSTAR INC COM COMMON 617700109 173 768 SH   SOLE   768 0 0
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NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 574 28,794 SH   SOLE   28,794 0 0
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NELNET INC CL A COM USD.01 COMMON 64031N108 0 5 SH   SOLE   5 0 0
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NETAPP INC COM NPV COMMON 64110D104 25,296 348,102 SH   OTR   248,616 99,486 0
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NETFLIX INC COM USD.001 COMMON 64110L106 2,933 5,623 SH   SOLE   5,623 0 0
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NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 141 35,958 SH   SOLE   35,958 0 0
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NEVRO CORP COM USD0.001 COMMON 64157F103 283 2,030 SH   SOLE   2,030 0 0
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NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 88 6,966 SH   SOLE   6,966 0 0
NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 28 563 SH   SOLE   563 0 0
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NEWMONT CORP COM USD1.6 COMMON 651639106 1,956 32,448 SH   SOLE   32,448 0 0
NEWS CORP CL A COM USD0.01 COMMON 65249B109 61 2,413 SH   SOLE   2,413 0 0
NEWS CORP CL B COM USD0.01 COMMON 65249B208 8 325 SH   SOLE   325 0 0
NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 8 177 SH   SOLE   177 0 0
NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 68 486 SH   SOLE   486 0 0
NEXTERA ENERGY INC COM NPV COMMON 65339F101 7,317 96,801 SH   SOLE   96,801 0 0
NI HOLDINGS INC COM COMMON 65342T106 164 8,886 SH   SOLE   8,886 0 0
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NICE LTD SPON ADR COMMON 653656108 34 157 SH   SOLE   157 0 0
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NIKE INC -CL B CL B COM NPV COMMON 654106103 3,190 24,004 SH   SOLE   24,004 0 0
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NISOURCE INC COM NPV COMMON 65473P105 25 1,045 SH   SOLE   1,045 0 0
NL INDUSTRIES COM USD1.25 COMMON 629156407 27 3,645 SH   SOLE   3,645 0 0
NOKIA CORP SPON ADR COMMON 654902204 67 16,953 SH   SOLE   16,953 0 0
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NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 2,829 527,737 SH   SOLE   527,737 0 0
NORDSON CORP COM USD1 COMMON 655663102 145 728 SH   SOLE   728 0 0
NORDSTROM INC COM NPV COMMON 655664100 329 8,705 SH   SOLE   8,705 0 0
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NORTHEAST BANK COM NPV COMMON 66405S100 488 18,483 SH   SOLE   18,483 0 0
NORTHERN TECH INTL COM USD.02 COMMON 665809109 141 9,248 SH   SOLE   9,248 0 0
NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 41 388 SH   SOLE   388 0 0
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NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 481 1,487 SH   SOLE   1,487 0 0
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NORTHWESTERN CORP COM NEW COMMON 668074305 16 247 SH   SOLE   247 0 0
NORTONLIFELOCK INC COM NPV COMMON 668771108 46 2,151 SH   SOLE   2,151 0 0
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NOVO NORDISK A/S ADR COMMON 670100205 1,775 26,332 SH   SOLE   26,332 0 0
NOVOCURE LTD ORD NPV COMMON G6674U108 632 4,783 SH   SOLE   4,783 0 0
NRG ENERGY INC COM NEW COMMON 629377508 37 991 SH   SOLE   991 0 0
NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 862 16,291 SH   SOLE   16,291 0 0
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NUCOR CORP COM USD.4 COMMON 670346105 2,415 30,083 SH   SOLE   30,083 0 0
NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 1 31 SH   SOLE   31 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 74 1,370 SH   SOLE   1,370 0 0
NUTRIEN LTD COM NPV COMMON 67077M108 8,247 153,239 SH   SOLE   153,239 0 0
NUVASIVE INC COM USD.001 COMMON 670704105 9 131 SH   SOLE   131 0 0
NUVEEN MUNI HIGH INC OPP FD COMMON 670682103 164 11,377 SH   SOLE   11,377 0 0
NV5 GLOBAL INC COM USD.01 COMMON 62945V109 70 725 SH   SOLE   725 0 0
NVENT ELECTRIC PLC When issued COMMON G6700G107 3 125 SH   SOLE   125 0 0
NVIDIA CORP COM USD.001 COMMON 67066G104 5,297 9,922 SH   SOLE   9,922 0 0
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NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 2,985 14,824 SH   SOLE   14,824 0 0
OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 28 1,051 SH   SOLE   1,051 0 0
OCCIDENTAL PETROLEUM CORP WT EXP 080327 COMMON 674599162 1 72 SH   SOLE   72 0 0
OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 110 9,182 SH   SOLE   9,182 0 0
OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 0 29 SH   SOLE   29 0 0
OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 67 4,058 SH   SOLE   4,058 0 0
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ODP CORP COM USD.01 COMMON 88337F105 264 6,093 SH   SOLE   6,093 0 0
OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 872 31,692 SH   SOLE   31,692 0 0
OFG BANCORP COM USD1 COMMON 67103X102 13 583 SH   SOLE   583 0 0
OGE ENERGY CORP COM USD2.5 COMMON 670837103 1 40 SH   SOLE   40 0 0
O-I GLASS INC COM USD.01 COMMON 67098H104 132 8,964 SH   SOLE   8,964 0 0
OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 185 5,371 SH   SOLE   5,371 0 0
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OKTA INC CL A COM USD0.0001 COMMON 679295105 73 330 SH   SOLE   330 0 0
OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 2,529 10,518 SH   SOLE   10,518 0 0
OLD NATIONAL BANCORP COM NPV COMMON 680033107 0 15 SH   SOLE   15 0 0
OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 325 14,895 SH   SOLE   14,895 0 0
OLIN CORP COM USD1 COMMON 680665205 34 893 SH   SOLE   893 0 0
OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 1 11 SH   SOLE   11 0 0
OLYMPIC STEEL INC COM NPV COMMON 68162K106 463 15,713 SH   SOLE   15,713 0 0
OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 6 158 SH   SOLE   158 0 0
OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH   SOLE   41 0 0
OMNICELL INC COM NPV COMMON 68213N109 346 2,665 SH   SOLE   2,665 0 0
OMNICOM GROUP COM USD.5 COMMON 681919106 10,843 146,252 SH   OTR   145,978 274 0
ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1,378 33,117 SH   SOLE   33,117 0 0
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ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 4 596 SH   SOLE   596 0 0
ONE STOP SYSTEMS INC COM COMMON 68247W109 41 6,542 SH   SOLE   6,542 0 0
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ONEOK INC COM NPV COMMON 682680103 39 767 SH   SOLE   767 0 0
ONEWATER MARINE INC COM CL A COMMON 68280L101 120 2,997 SH   SOLE   2,997 0 0
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OP BANCORP COM COMMON 67109R109 125 11,939 SH   SOLE   11,939 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 204 4,278 SH   SOLE   4,278 0 0
OPEN TEXT CORP COM NPV COMMON 683715106 16 342 SH   SOLE   342 0 0
OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 287 7,168 SH   SOLE   7,168 0 0
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OPTINOSE INC COM USD0.001 COMMON 68404V100 1 239 SH   SOLE   239 0 0
ORACLE CORP COM USD.01 COMMON 68389X105 68,748 979,744 SH   OTR   736,507 243,237 0
ORANGE SPON ADR COMMON 684060106 261 21,131 SH   SOLE   21,131 0 0
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O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 4,061 8,006 SH   OTR   6,165 1,841 0
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ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 300 43,073 SH   SOLE   43,073 0 0
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ORIX CORP SPONSORED ADR COMMON 686330101 3,724 43,925 SH   SOLE   43,925 0 0
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ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 205 9,196 SH   SOLE   9,196 0 0
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OSHKOSH CORP COM USD.01 COMMON 688239201 4 33 SH   SOLE   33 0 0
OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 4 1,299 SH   SOLE   1,299 0 0
OTIS WORLDWIDE CORP COM COMMON 68902V107 85 1,243 SH   SOLE   1,243 0 0
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OVID THRPUTCS INC COM COMMON 690469101 7 1,728 SH   SOLE   1,728 0 0
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OWENS & MINOR INC COM USD2 COMMON 690732102 622 16,553 SH   SOLE   16,553 0 0
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P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 48 772 SH   SOLE   772 0 0
PACCAR INC COM USD12 COMMON 693718108 215 2,317 SH   SOLE   2,317 0 0
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PACIFIC PREMIER BANCORP INC COM USD8 COMMON 69478X105 50 1,159 SH   SOLE   1,159 0 0
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PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1,068 7,939 SH   SOLE   7,939 0 0
PACWEST BANCORP COM NPV COMMON 695263103 1 15 SH   SOLE   15 0 0
PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 18 388 SH   SOLE   388 0 0
PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 925 2,873 SH   SOLE   2,873 0 0
PAN AMERICAN SILVER CORP COM NPV COMMON 697900108 362 12,072 SH   SOLE   12,072 0 0
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PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 66 1,012 SH   SOLE   1,012 0 0
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PARK NATIONAL CORP COM NPV COMMON 700658107 0 3 SH   SOLE   3 0 0
PARK OHIO HOLDINGS CORP COM USD1 COMMON 700666100 121 3,830 SH   SOLE   3,830 0 0
PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 495 1,571 SH   SOLE   1,571 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 9 103 SH   SOLE   103 0 0
PATTERSON COS INC COM USD.01 COMMON 703395103 29 906 SH   SOLE   906 0 0
PATTERSON-UTI ENERGY INC COM USD.01 COMMON 703481101 8 1,133 SH   SOLE   1,133 0 0
PAYCHEX INC COM USD.01 COMMON 704326107 1,818 18,560 SH   SOLE   18,560 0 0
PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 13 35 SH   SOLE   35 0 0
PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 54 299 SH   SOLE   299 0 0
PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 3,836 15,799 SH   SOLE   15,799 0 0
PC CONNECTION INC COM USD.01 COMMON 69318J100 4 87 SH   SOLE   87 0 0
PCB BANCORP COM COMMON 69320M109 124 8,287 SH   SOLE   8,287 0 0
PCTEL INC COM USD.001 COMMON 69325Q105 21 3,085 SH   SOLE   3,085 0 0
PDF SOLUTIONS INC COM USD.00015 COMMON 693282105 0 3 SH   SOLE   3 0 0
PEARSON PLC SPON ADR COMMON 705015105 3 255 SH   SOLE   255 0 0
PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 563 23,189 SH   SOLE   23,189 0 0
PEGASYSTEMS INC COM USD.01 COMMON 705573103 1 6 SH   SOLE   6 0 0
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PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 487 4,652 SH   SOLE   4,652 0 0
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PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 781 11,678 SH   SOLE   11,678 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 27 437 SH   SOLE   437 0 0
PENUMBRA INC COM USD.001 COMMON 70975L107 1 4 SH   SOLE   4 0 0
PEOPLE'S UNITED FINL INC COM NPV COMMON 712704105 26 1,440 SH   SOLE   1,440 0 0
PEPSICO INC COM USD.0166 COMMON 713448108 2,917 20,617 SH   SOLE   20,617 0 0
PERFICIENT INC COM USD.001 COMMON 71375U101 378 6,442 SH   SOLE   6,442 0 0
PERFORMANCE FOOD GROUP CO COM USD.01 COMMON 71377A103 1 25 SH   SOLE   25 0 0
PERKINELMER INC COM USD1 COMMON 714046109 1,552 12,101 SH   SOLE   12,101 0 0
PERRIGO CO PLC COM NPV COMMON G97822103 1 15 SH   SOLE   15 0 0
PERSHING SQ TN HOL LTD COM CL A COMMON 71531R109 48 2,000 SH   SOLE   2,000 0 0
PERSONALIS INC COM COMMON 71535D106 36 1,451 SH   SOLE   1,451 0 0
PERSPECTA INC When Issued COMMON 715347100 446 15,380 SH   SOLE   15,380 0 0
PETIQ INC COM CL A COMMON 71639T106 32 900 SH   SOLE   900 0 0
PETMED EXPRESS INC COM USD.001 COMMON 716382106 300 8,521 SH   SOLE   8,521 0 0
PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 30 833 SH   SOLE   833 0 0
PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 1 152 SH   SOLE   152 0 0
PFIZER INC COM USD.1 COMMON 717081103 10,878 300,382 SH   SOLE   300,382 0 0
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PG&E CORP COM USD5 COMMON 69331C108 8 721 SH   SOLE   721 0 0
PHASEBIO PHARMACEUTIC COM COMMON 717224109 0 122 SH   SOLE   122 0 0
PHATHOM PHARMA INC COM COMMON 71722W107 1 14 SH   SOLE   14 0 0
PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 32,881 370,625 SH   OTR   305,712 64,913 0
PHILLIPS 66 COM USD0.01 COMMON 718546104 1,920 23,564 SH   SOLE   23,564 0 0
PHOTRONICS INC COM NPV COMMON 719405102 25 1,923 SH   SOLE   1,923 0 0
PHREESIA INC COM USD0.01 COMMON 71944F106 93 1,789 SH   SOLE   1,789 0 0
PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 7 425 SH   SOLE   425 0 0
PINDUODUO INC -ADR ADR COMMON 722304102 1,596 11,921 SH   SOLE   11,921 0 0
PINNACLE FINL PARTNERS INC COM USD1. COMMON 72346Q104 1 15 SH   SOLE   15 0 0
PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 14 177 SH   SOLE   177 0 0
PINTEREST INC COM CL A COMMON 72352L106 150 2,029 SH   SOLE   2,029 0 0
PIONEER NATURAL RESOURCES CO COM NPV COMMON 723787107 116 732 SH   SOLE   732 0 0
PIPER SANDLER COS COM COMMON 724078100 0 4 SH   SOLE   4 0 0
PITNEY BOWES INC COM USD2 COMMON 724479100 86 10,488 SH   SOLE   10,488 0 0
PJT PARTNERS INC CL A COM USD0.01 COMMON 69343T107 102 1,506 SH   SOLE   1,506 0 0
PLANET FITNESS INC CL A COM USD0.0001 COMMON 72703H101 1 19 SH   SOLE   19 0 0
PLANTRONICS INC COM USD.01 COMMON 727493108 65 1,671 SH   SOLE   1,671 0 0
PLUG POWER INC COM USD.01 COMMON 72919P202 880 24,570 SH   SOLE   24,570 0 0
PLUMAS BANCORP COM COMMON 729273102 1 22 SH   SOLE   22 0 0
PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 25,612 146,016 SH   OTR   108,394 37,622 0
POINTS INTERNATIONAL LTD COM COMMON 730843208 209 13,747 SH   SOLE   13,747 0 0
POLARIS INC COM NPV COMMON 731068102 2,416 18,108 SH   SOLE   18,108 0 0
POOL CORP COM USD.001 COMMON 73278L105 1,370 3,969 SH   SOLE   3,969 0 0
POPULAR INC COM USD5 COMMON 733174700 1,233 17,538 SH   SOLE   17,538 0 0
PORTLAND GENERAL ELECTRIC CO COM USD COMMON 736508847 0 9 SH   SOLE   9 0 0
PORTMAN RIDGE FINANCE CORP COM USD.01 COMMON 73688F102 1 398 SH   SOLE   398 0 0
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