0001423442-21-000006.txt : 20210809 0001423442-21-000006.hdr.sgml : 20210809 20210809163425 ACCESSION NUMBER: 0001423442-21-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210809 DATE AS OF CHANGE: 20210809 EFFECTIVENESS DATE: 20210809 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: 211157006 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 06-30-2021 06-30-2021 O'SHAUGHNESSY ASSET MANAGEMENT, LLC

6 SUBURBAN AVENUE STAMFORD CT 06901-2012

13F HOLDINGS REPORT 028-12966 N RAYMOND AMOROSO III ESQ. 2039753318 RAYMOND AMOROSO Stamford CT 08-09-2021 1 2713 5025812 false 1 0001409728 028-12567 Mercer Investments LLC INFORMATION TABLE 2 13F2ndqtr2021.xml 6302021FINAL 10X GENOMICS INC COM CL A USD0.00001 COMMON 88025U109 78 398 SH SOLE 398 0 0 1LIFE HEALTHCARE INC COM COMMON 68269G107 66 2000 SH SOLE 2000 0 0 22ND CENTURY GROUP INC COM COMMON 90137F103 0 2 SH SOLE 2 0 0 360 DIGITECH INC -ADR ADS COMMON 88557W101 2 48 SH SOLE 48 0 0 3M CO COM NPV COMMON 88579Y101 31891 160612 SH SOLE 160612 0 0 8X8 INC COM USD.001 COMMON 282914100 156 5612 SH SOLE 5612 0 0 A10 NETWORKS INC COM USD0.00001 COMMON 002121101 93 8243 SH SOLE 8243 0 0 AAON INC COM USD.001 COMMON 000360206 6 92 SH SOLE 92 0 0 AARONS CO INC (THE) COM COMMON 00258W108 552 17258 SH SOLE 17258 0 0 ABB LTD SPONSORED ADR COMMON 000375204 828 24357 SH SOLE 24357 0 0 ABBOTT LABORATORIES COM NPV COMMON 002824100 9285 80107 SH SOLE 80107 0 0 ABBVIE INC COM USD.01 COMMON 00287Y109 3050 27077 SH SOLE 27077 0 0 ABIOMED INC COM USD.01 COMMON 003654100 6 19 SH SOLE 19 0 0 ABM INDUSTRIES INC COM NPV COMMON 000957100 1032 23270 SH SOLE 23270 0 0 ABRAXAS PETROLEUM CORP/NV COM USD.01 COMMON 003830304 0 4 SH SOLE 4 0 0 ABSOLUTE SOFTWARE CORP COM NPV COMMON 00386B109 1 82 SH SOLE 82 0 0 ACACIA RESEARCH CORP COM NPV COMMON 003881307 2 280 SH SOLE 280 0 0 ACADIA HEALTHCARE CO INC COM USD.01 COMMON 00404A109 2045 32606 SH SOLE 32606 0 0 ACADIA PHARMACEUTICALS INC COM USD.001 COMMON 004225108 6 261 SH SOLE 261 0 0 ACADIA REALTY TRUST SHS BEN INT USD.001 COMMON 004239109 1 28 SH SOLE 28 0 0 ACCELERON PHARMA INC COM USD.001 COMMON 00434H108 24 190 SH SOLE 190 0 0 ACCENTURE PLC CLA USD.0000225 COMMON G1151C101 5625 19082 SH SOLE 19082 0 0 ACCO BRANDS CORP COM COMMON 00081T108 9 1047 SH SOLE 1047 0 0 ACCURAY INC COM USD.001 COMMON 004397105 105 23182 SH SOLE 23182 0 0 ACER THERAPEUTICS INC COM COMMON 00444P108 1 225 SH SOLE 225 0 0 ACI WORLDWIDE INC CL A COM USD.005 COMMON 004498101 1 14 SH SOLE 14 0 0 ACLARIS THERAPEUTICS INC COM USD.00001 COMMON 00461U105 6 323 SH SOLE 323 0 0 ACME UNITED CORP COM USD2.5 COMMON 004816104 32 728 SH SOLE 728 0 0 ACORDA THERAPEUTICS INC COM USD.001 COMMON 00484M601 0 1 SH SOLE 1 0 0 ACRES COMMERCIAL REALTY CORP COM USD.001 COMMON 00489Q102 211 13135 SH SOLE 13135 0 0 ACTIVISION BLIZZARD INC COM COMMON 00507V109 2658 27847 SH SOLE 27847 0 0 ACUITY BRANDS INC COM USD.01 COMMON 00508Y102 449 2399 SH SOLE 2399 0 0 ACUITYADS HOLDINGS INC COM NPV COMMON 00510L106 2 188 SH SOLE 188 0 0 ACUSHNET HOLDINGS CORP COM USD.001 COMMON 005098108 839 16991 SH SOLE 16991 0 0 ADAMS RESOURCES & ENERGY INC COM USD.1 COMMON 006351308 1 53 SH SOLE 53 0 0 ADDUS HOMECARE CORP COM USD.001 COMMON 006739106 12 138 SH SOLE 138 0 0 ADECOAGRO SA COM USD1.5 COMMON L00849106 211 21029 SH SOLE 21029 0 0 ADICET BIO INC COM COMMON 007002108 1 50 SH SOLE 50 0 0 ADIENT PLC ORD GBP.01 COMMON G0084W101 1 21 SH SOLE 21 0 0 ADOBE INC COM NPV COMMON 00724F101 8630 14737 SH SOLE 14737 0 0 ADTALEM GLOBAL EDUCATION INC COM USD.01 COMMON 00737L103 72 2031 SH SOLE 2031 0 0 ADVANCE AUTO PARTS INC COM USD.0001 COMMON 00751Y106 7067 34453 SH OTR 25957 8496 0 ADVANCED DRAINAGE SYSTEMS COM USD0.01 COMMON 00790R104 587 5036 SH SOLE 5036 0 0 ADVANCED EMISSIONS SOLUTIONS COM NPV COMMON 00770C101 95 12872 SH SOLE 12872 0 0 ADVANCED ENERGY INDS INC COM USD.001 COMMON 007973100 59 527 SH SOLE 527 0 0 ADVANCED MICRO DEVICES COM USD.01 COMMON 007903107 1211 12888 SH SOLE 12888 0 0 ADVANSIX INC COM NPV COMMON 00773T101 25 853 SH SOLE 853 0 0 AECOM CLB USD.01 COMMON 00766T100 579 9143 SH SOLE 9143 0 0 AEGLEA BIOTHERAPEUTICS INC COM USD.0001 COMMON 00773J103 12 1654 SH SOLE 1654 0 0 AEGON NV NY SHR ADR COMMON 007924103 862 208820 SH SOLE 208820 0 0 AERCAP HOLDINGS NV SHS COMMON N00985106 1 28 SH SOLE 28 0 0 AEROJET ROCKETDYNE HOLDINGS COM USD.1 COMMON 007800105 76 1576 SH SOLE 1576 0 0 AERPIO PHARMACEUTICALS INC COM COMMON 00810B105 0 228 SH SOLE 228 0 0 AES CORP (THE) COM USD.01 COMMON 00130H105 54 2084 SH SOLE 2084 0 0 AFFILIATED MANAGERS GRP INC COM USD.01 COMMON 008252108 18678 121161 SH SOLE 121161 0 0 AFFIMED NV COM EUR.01 COMMON N01045108 40 4713 SH SOLE 4713 0 0 AFLAC INC COM USD.1 COMMON 001055102 2779 51799 SH SOLE 51799 0 0 AGCO CORP COM USD.01 COMMON 001084102 984 7546 SH SOLE 7546 0 0 AGILENT TECHNOLOGIES INC COM USD.01 COMMON 00846U101 649 4392 SH SOLE 4392 0 0 AGILYSYS INC COM NPV COMMON 00847J105 480 8452 SH SOLE 8452 0 0 AGNC INVESTMENT CORP COM USD.01 COMMON 00123Q104 106 6290 SH SOLE 6290 0 0 AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 698 11537 SH SOLE 11537 0 0 AGNICO EAGLE MINES LTD COM NPV COMMON 008474108 3 42 SH SOLE 42 0 0 AGREE REALTY CORP COM USD.0001 COMMON 008492100 1 14 SH SOLE 14 0 0 AIR LEASE CORP CL A COM USD.01 COMMON 00912X302 2 45 SH SOLE 45 0 0 AIR PRODUCTS & CHEMICALS INC COM USD1 COMMON 009158106 1776 6173 SH SOLE 6173 0 0 AIR TRANSPORT SERVICES GROUP COM COMMON 00922R105 4 184 SH SOLE 184 0 0 AIRBNB INC COM CL A COMMON 009066101 25 165 SH SOLE 165 0 0 AIRGAIN INC COM USD.0001 COMMON 00938A104 275 13329 SH SOLE 13329 0 0 AKAMAI TECHNOLOGIES INC COM USD.01 COMMON 00971T101 59 509 SH SOLE 509 0 0 AKEBIA THERAPEUTICS INC COM USD0.00001 COMMON 00972D105 56 14693 SH SOLE 14693 0 0 ALARM.COM HOLDINGS INC COM USD.01 COMMON 011642105 253 2984 SH SOLE 2984 0 0 ALASKA AIR GROUP INC COM USD1 COMMON 011659109 420 6964 SH SOLE 6964 0 0 ALBANY INTL CORP -CL A CL A COM USD.001 COMMON 012348108 147 1644 SH SOLE 1644 0 0 ALBEMARLE CORP COM USD1 COMMON 012653101 79 467 SH SOLE 467 0 0 ALCOA CORP COM USD.01 COMMON 013872106 219 5958 SH SOLE 5958 0 0 ALCON INC COM COMMON H01301128 147 2087 SH SOLE 2087 0 0 ALEXANDER & BALDWIN INC COM NPV COMMON 014491104 32 1764 SH SOLE 1764 0 0 ALEXANDER'S INC COM USD1 COMMON 014752109 0 1 SH SOLE 1 0 0 ALEXANDRIA R E EQUITIES INC COM USD.01 COMMON 015271109 113 621 SH SOLE 621 0 0 ALEXION PHARMACEUTICALS INC COM USD.0001 COMMON 015351109 163 886 SH SOLE 886 0 0 ALGONQUIN POWER & UTIL CORP COM COMMON 015857105 2520 169038 SH SOLE 169038 0 0 ALIBABA GROUP HLDG ADR COMMON 01609W102 4286 18899 SH SOLE 18899 0 0 ALICO INC COM USD1 COMMON 016230104 11 300 SH SOLE 300 0 0 ALIGN TECHNOLOGY INC COM USD.001 COMMON 016255101 502 821 SH SOLE 821 0 0 ALKERMES PLC ORD SHS COMMON G01767105 1 27 SH SOLE 27 0 0 ALLAKOS INC COM COMMON 01671P100 119 1394 SH SOLE 1394 0 0 ALLEGHANY CORP COM USD1 COMMON 017175100 169 254 SH SOLE 254 0 0 ALLEGHENY TECHNOLOGIES INC COM USD1 COMMON 01741R102 4 190 SH SOLE 190 0 0 ALLEGIANT TRAVEL CO COM USD.001 COMMON 01748X102 1 4 SH SOLE 4 0 0 ALLEGION PLC ORD SHS COMMON G0176J109 94 672 SH SOLE 672 0 0 ALLIANCE DATA SYSTEMS CORP COM USD.01 COMMON 018581108 1157 11104 SH SOLE 11104 0 0 ALLIANT ENERGY CORP COM NPV COMMON 018802108 58 1036 SH SOLE 1036 0 0 ALLISON TRANSMISSION HLDGS COM USD.01 COMMON 01973R101 69 1746 SH SOLE 1746 0 0 ALLSCRIPTS HEALTHCARE SOLTNS COM COMMON 01988P108 1315 71037 SH SOLE 71037 0 0 ALLSTATE CORP COM USD.01 COMMON 020002101 49077 376244 SH OTR 280463 95781 0 ALLY FINANCIAL INC COM USD.01 COMMON 02005N100 3067 61546 SH SOLE 61546 0 0 ALNYLAM PHARMACEUTICALS INC COM USD.0001 COMMON 02043Q107 22 128 SH SOLE 128 0 0 ALPHA AND OMEGA SEMICONDUCTO COM USD.002 COMMON G6331P104 1 36 SH SOLE 36 0 0 ALPHABET INC CL A COM USD.001 COMMON 02079K305 15550 6369 SH SOLE 6369 0 0 ALPHABET INC CL C COM USD.001 COMMON 02079K107 12873 5136 SH SOLE 5136 0 0 ALPHATEC HOLDINGS INC COM USD.00001 COMMON 02081G201 147 9569 SH SOLE 9569 0 0 ALPINE INCOME PROPERTY TRUST COM COMMON 02083X103 348 18286 SH SOLE 18286 0 0 ALTABANCORP COM USD0.01 COMMON 021347109 0 7 SH SOLE 7 0 0 ALTAIR ENGINEERING INC CL A COM USD.0001 COMMON 021369103 181 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 11441 335111 SH OTR 225630 109481 0 ALTO INGREDIENTS INC COM COMMON 021513106 1 87 SH SOLE 87 0 0 ALTRIA GROUP INC COM USD1 COMMON 02209S103 77780 1631442 SH OTR 1216108 415334 0 ALX ONCOLOGY HOLDI INC COM USD0.001 COMMON 00166B105 74 1362 SH SOLE 1362 0 0 AMALGAMATED FINANCIAL CORP COM COMMON 022671101 2 113 SH SOLE 113 0 0 A-MARK PRECIOUS METALS INC COM USD.01 COMMON 00181T107 692 14886 SH SOLE 14886 0 0 AMAZON.COM INC COM USD.01 COMMON 023135106 22829 6636 SH SOLE 6636 0 0 AMBARELLA INC COM USD.00045 COMMON G037AX101 62 582 SH SOLE 582 0 0 AMBEV SA SPON ADR COM COMMON 02319V103 0 75 SH SOLE 75 0 0 AMC ENTERTAINMENT HOLDINGS CL A COM USD.01 COMMON 00165C104 48 844 SH SOLE 844 0 0 AMC NETWORKS INC CL A COM USD0.1 COMMON 00164V103 413 6190 SH SOLE 6190 0 0 AMCOR PLC ORD COMMON G0250X107 43931 3833485 SH OTR 2643864 1189621 0 AMDOCS ORD GBP.01 COMMON G02602103 142 1836 SH SOLE 1836 0 0 AMEDISYS INC COM USD.001 COMMON 023436108 147 602 SH SOLE 602 0 0 AMERCO COM USD.25 COMMON 023586100 1 2 SH SOLE 2 0 0 AMEREN CORP COM USD5 COMMON 023608102 18 219 SH SOLE 219 0 0 AMERICA MOVIL SA DE CV SPON ADR L SHS COMMON 02364W105 1275 85029 SH SOLE 85029 0 0 AMERICAN AIRLINES GROUP INC COM USD.01 COMMON 02376R102 29 1351 SH SOLE 1351 0 0 AMERICAN CAMPUS COMMUNITIES COM USD.01 COMMON 024835100 1 31 SH SOLE 31 0 0 AMERICAN ELECTRIC POWER CO COM USD6.5 COMMON 025537101 3106 36734 SH SOLE 36734 0 0 AMERICAN EXPRESS CO COM USD.6 COMMON 025816109 2588 15666 SH SOLE 15666 0 0 AMERICAN FINANCIAL GROUP INC COM USD1 COMMON 025932104 244 1959 SH SOLE 1959 0 0 AMERICAN HOMES 4 RENT CL A COM USD.01 COMMON 02665T306 46 1175 SH SOLE 1175 0 0 AMERICAN INTERNATIONAL GROUP COM USD.01 COMMON 026874784 210 4417 SH SOLE 4417 0 0 AMERICAN PUBLIC EDUCATION COM USD.01 COMMON 02913V103 112 3941 SH SOLE 3941 0 0 AMERICAN SOFTWARE -CL A CL A COM USD.1 COMMON 029683109 688 31362 SH SOLE 31362 0 0 AMERICAN TOWER CORP COM USD0.01 COMMON 03027X100 1610 5959 SH SOLE 5959 0 0 AMERICAN WATER WORKS CO INC COM USD.01 COMMON 030420103 72 469 SH SOLE 469 0 0 AMERICAN WOODMARK CORP COM USD.1 COMMON 030506109 74 903 SH SOLE 903 0 0 AMERICOLD REALTY TRUST COM COMMON 03064D108 3 92 SH SOLE 92 0 0 AMERIPRISE FINANCIAL INC COM COMMON 03076C106 75441 303127 SH OTR 217191 85936 0 AMERISOURCEBERGEN CORP COM USD.01 COMMON 03073E105 1445 12621 SH SOLE 12621 0 0 AMERN EAGLE OUTFITTERS INC COM NPV COMMON 02553E106 3 75 SH SOLE 75 0 0 AMETEK INC COM USD1 COMMON 031100100 184 1375 SH SOLE 1375 0 0 AMGEN INC COM NPV COMMON 031162100 24491 100475 SH OTR 76437 24038 0 AMICUS THERAPEUTICS INC COM USD.01 COMMON 03152W109 150 15605 SH SOLE 15605 0 0 AMKOR TECHNOLOGY INC COM USD.001 COMMON 031652100 3356 141789 SH SOLE 141789 0 0 AMN HEALTHCARE SERVICES INC COM USD.01 COMMON 001744101 289 2983 SH SOLE 2983 0 0 AMNEAL PHARMACEUTICALS INC CL A COM COMMON 03168L105 0 61 SH SOLE 61 0 0 AMPCO-PITTSBURGH CORP COM USD1 COMMON 032037103 99 16229 SH SOLE 16229 0 0 AMPHENOL CORP CL A COM USD.001 COMMON 032095101 335 4898 SH SOLE 4898 0 0 AMPIO PHARMACEUTICALS INC COM USD.0001 COMMON 03209T109 0 267 SH SOLE 267 0 0 AMPLIFY ENERGY CORP COM COMMON 03212B103 1 169 SH SOLE 169 0 0 AMREP CORP COM USD.1 COMMON 032159105 56 4777 SH SOLE 4777 0 0 AMTECH SYSTEMS INC COM USD.01 COMMON 032332504 46 4723 SH SOLE 4723 0 0 ANALOG DEVICES COM USD.16 COMMON 032654105 920 5344 SH SOLE 5344 0 0 ANAPLAN INC COM COMMON 03272L108 2 33 SH SOLE 33 0 0 ANAVEX LIFE SCIENCES CORP COM USD.001 COMMON 032797300 178 7800 SH SOLE 7800 0 0 ANGI INC COM COMMON 00183L102 14 1061 SH SOLE 1061 0 0 ANGIODYNAMICS INC COM USD.01 COMMON 03475V101 23 842 SH SOLE 842 0 0 ANGLOGOLD ASHANTI LTD SPON ADR COMMON 035128206 101 5445 SH SOLE 5445 0 0 ANHEUSER-BUSCH INBEV SPON ADR COMMON 03524A108 404 5610 SH SOLE 5610 0 0 ANIKA THERAPEUTICS INC COM USD.01 COMMON 035255108 0 10 SH SOLE 10 0 0 ANNALY CAPITAL MANAGEMENT COM USD.01 COMMON 035710409 28388 3196902 SH OTR 2226463 970439 0 ANNEXON INC COM COMMON 03589W102 51 2267 SH SOLE 2267 0 0 ANNOVIS BIO INC COM COMMON 03615A108 3 32 SH SOLE 32 0 0 ANSYS INC COM USD.01 COMMON 03662Q105 163 469 SH SOLE 469 0 0 ANTARES PHARMA INC COM USD.01 COMMON 036642106 43 9792 SH SOLE 9792 0 0 ANTERIX INC COM USD.0001 COMMON 03676C100 8 131 SH SOLE 131 0 0 ANTERO MIDSTREAM CORP COM COMMON 03676B102 186 17881 SH SOLE 17881 0 0 ANTERO RESOURCES CORP COM USD1. COMMON 03674X106 5 327 SH SOLE 327 0 0 ANTHEM INC COM USD.01 COMMON 036752103 4774 12506 SH SOLE 12506 0 0 AON PLC CL A ORD COMMON G0403H108 1384 5796 SH SOLE 5796 0 0 APA CORP COM USD1.25 COMMON 03743Q108 11826 546933 SH SOLE 546933 0 0 APARTMENT INCM REIT CRP -SPN COM COMMON 03750L109 3 67 SH SOLE 67 0 0 APARTMENT INVST & MGMT CO CL A COM USD.01 COMMON 03748R747 1 77 SH SOLE 77 0 0 APELLIS PHARMACEUTICALS COM USD.0001 COMMON 03753U106 156 2469 SH SOLE 2469 0 0 APOGEE ENTERPRISES INC COM USD.33 COMMON 037598109 1055 25892 SH SOLE 25892 0 0 APOLLO COMMERCIAL RE FIN INC COM USD.01 COMMON 03762U105 1 64 SH SOLE 64 0 0 APOLLO MEDICAL HOLDING INC COM USD.001 COMMON 03763A207 262 4170 SH SOLE 4170 0 0 APPFOLIO INC CL A COM USD.0001 COMMON 03783C100 163 1152 SH SOLE 1152 0 0 APPIAN CORP CL A COM COMMON 03782L101 312 2264 SH SOLE 2264 0 0 APPLE HOSPITALITY REIT INC COM NPV COMMON 03784Y200 139 9087 SH SOLE 9087 0 0 APPLE INC COM NPV COMMON 037833100 55712 406804 SH SOLE 406804 0 0 APPLIED INDUSTRIAL TECH INC COM NPV COMMON 03820C105 105 1155 SH SOLE 1155 0 0 APPLIED MATERIALS INC COM NPV COMMON 038222105 3030 21278 SH SOLE 21278 0 0 APTARGROUP INC COM USD.01 COMMON 038336103 44 310 SH SOLE 310 0 0 APTIV PLC ORD USD.01 COMMON G6095L109 1766 11225 SH SOLE 11225 0 0 AQUA METALS INC COM USD.001 COMMON 03837J101 1 222 SH SOLE 222 0 0 AQUABOUNTY TECHNOLOGIES INC COM USA0.001 COMMON 03842K200 3 483 SH SOLE 483 0 0 ARAMARK COM USD.01 COMMON 03852U106 104 2782 SH SOLE 2782 0 0 ARBOR REALTY TRUST INC COM USD.01 COMMON 038923108 1 32 SH SOLE 32 0 0 ARC DOCUMENT SOLUTIONS INC COM USD.001 COMMON 00191G103 375 174496 SH SOLE 174496 0 0 ARCBEST CORP COM USD.01 COMMON 03937C105 557 9571 SH SOLE 9571 0 0 ARCELORMITTAL CL A ADR COMMON 03938L203 10 327 SH SOLE 327 0 0 ARCH CAPITAL GROUP LTD COM USD.01 COMMON G0450A105 14812 380521 SH SOLE 380521 0 0 ARCHER-DANIELS-MIDLAND CO COM NPV COMMON 039483102 354 5840 SH SOLE 5840 0 0 ARCONIC CORP COM COMMON 03966V107 4 101 SH SOLE 101 0 0 ARENA PHARMACEUTICALS INC COM USD.0001 COMMON 040047607 222 3259 SH SOLE 3259 0 0 ARES CAPITAL CORP COM COMMON 04010L103 25 1294 SH SOLE 1294 0 0 ARES MANAGEMENT CORP COM COMMON 03990B101 1 13 SH SOLE 13 0 0 ARGAN INC COM USD.06667 COMMON 04010E109 2 40 SH SOLE 40 0 0 ARGO GROUP INTL HOLDINGS LTD COM USD.1 COMMON G0464B107 15 286 SH SOLE 286 0 0 ARISTA NETWORKS INC COM USD0.0001 COMMON 040413106 12 34 SH SOLE 34 0 0 ARMADA HOFFLER PROPERTIES COM USD.01 COMMON 04208T108 1 95 SH SOLE 95 0 0 ARMSTRONG WORLD INDUSTRIES COM COMMON 04247X102 20 183 SH SOLE 183 0 0 ARROW ELECTRONICS INC COM USD1 COMMON 042735100 1168 10261 SH SOLE 10261 0 0 ARROW FINANCIAL CORP COM NPV COMMON 042744102 0 9 SH SOLE 9 0 0 ARROWHEAD PHARMACEUTICALS COM USD.001 COMMON 04280A100 544 6572 SH SOLE 6572 0 0 ARTHUR J GALLAGHER & CO COM USD1 COMMON 363576109 493 3516 SH SOLE 3516 0 0 ARTISAN PARTNERS ASSET MGMT CL A COM USD.01 COMMON 04316A108 452 8897 SH SOLE 8897 0 0 ARVINAS INC COM COMMON 04335A105 88 1139 SH SOLE 1139 0 0 ASBURY AUTOMOTIVE GROUP INC COM USD.01 COMMON 043436104 81 470 SH SOLE 470 0 0 ASE TECHNOLOGY HLDNG CO SPONSORED ADR COMMON 00215W100 47 5844 SH SOLE 5844 0 0 ASENSUS SURGICAL INC COM USD.001 COMMON 04367G103 0 1 SH SOLE 1 0 0 ASGN INC COM USD.01 COMMON 00191U102 182 1876 SH SOLE 1876 0 0 ASHLAND GLOBAL HOLDINGS INC COM USD1 COMMON 044186104 4 42 SH SOLE 42 0 0 ASML HOLDING NV ADR NY SHS COMMON N07059210 5635 8156 SH SOLE 8156 0 0 ASPEN TECHNOLOGY INC COM USD.1 COMMON 045327103 30 221 SH SOLE 221 0 0 ASSOCIATED BANC-CORP COM USD.1 COMMON 045487105 423 20657 SH SOLE 20657 0 0 ASSURANT INC COM USD.01 COMMON 04621X108 196 1256 SH SOLE 1256 0 0 ASSURED GUARANTY LTD COM COMMON G0585R106 560 11794 SH SOLE 11794 0 0 ASTEC INDUSTRIES INC COM USD.2 COMMON 046224101 2 26 SH SOLE 26 0 0 ASTRAZENECA PLC SPON ADR COMMON 046353108 1897 31672 SH SOLE 31672 0 0 ASTRONOVA INC COM USD.05 COMMON 04638F108 215 15421 SH SOLE 15421 0 0 AT&T INC COM USD1 COMMON 00206R102 48474 1684410 SH OTR 1303710 380700 0 ATHENE HOLDING LTD COM CL A USD.001 COMMON G0684D107 141 2095 SH SOLE 2095 0 0 ATKORE INC COM USD.01 COMMON 047649108 1433 20186 SH SOLE 20186 0 0 ATLAS AIR WORLDWIDE HLDG INC COM NEW COMMON 049164205 11 167 SH SOLE 167 0 0 ATLAS CORP COM COMMON Y0436Q109 55 3837 SH SOLE 3837 0 0 ATLASSIAN CORP PLC CL A ORD USD.1 COMMON G06242104 315 1227 SH SOLE 1227 0 0 ATMOS ENERGY CORP COM NPV COMMON 049560105 6 60 SH SOLE 60 0 0 ATN INTERNATIONAL INC COM USD.01 COMMON 00215F107 27 600 SH SOLE 600 0 0 ATOMERA INC COM USD0.001 COMMON 04965B100 1 38 SH SOLE 38 0 0 ATRICURE INC COM USD.001 COMMON 04963C209 250 3148 SH SOLE 3148 0 0 ATRION CORP COM USD1 COMMON 049904105 4 7 SH SOLE 7 0 0 AUDIOCODES LTD ORD NIS.01 COMMON M15342104 297 8990 SH SOLE 8990 0 0 AUTODESK INC COM NPV COMMON 052769106 2648 9073 SH SOLE 9073 0 0 AUTOMATIC DATA PROCESSING COM NPV COMMON 053015103 2725 13717 SH SOLE 13717 0 0 AUTONATION INC COM USD.01 COMMON 05329W102 1383 14584 SH SOLE 14584 0 0 AUTOZONE INC COM NPV COMMON 053332102 15498 10386 SH OTR 7240 3146 0 AVALARA INC COM COMMON 05338G106 163 1006 SH SOLE 1006 0 0 AVALONBAY COMMUNITIES INC COM USD.01 COMMON 053484101 32 155 SH SOLE 155 0 0 AVANOS MEDICAL INC COM USD.01 COMMON 05350V106 4 113 SH SOLE 113 0 0 AVANTOR INC COM COMMON 05352A100 160 4513 SH SOLE 4513 0 0 AVAYA HLDGS CORP COM COMMON 05351X101 593 22046 SH SOLE 22046 0 0 AVERY DENNISON CORP COM USD1 COMMON 053611109 141 671 SH SOLE 671 0 0 AVIAT NETWORKS INC COM USD.01 COMMON 05366Y201 644 19639 SH SOLE 19639 0 0 AVID BIOSERVICES INC COM NPV COMMON 05368M106 451 17588 SH SOLE 17588 0 0 AVID TECHNOLOGY INC COM USD.01 COMMON 05367P100 174 4457 SH SOLE 4457 0 0 AVIENT CORP COM USD.1 COMMON 05368V106 1 12 SH SOLE 12 0 0 AVINGER INC COM USD.001 COMMON 053734604 1 1007 SH SOLE 1007 0 0 AVIS BUDGET GROUP INC COM USD.01 COMMON 053774105 426 5472 SH SOLE 5472 0 0 AVNET INC COM USD1 COMMON 053807103 312 7787 SH SOLE 7787 0 0 AXALTA COATING SYSTEMS LTD COM USD1 COMMON G0750C108 1 31 SH SOLE 31 0 0 AXIS CAPITAL HOLDINGS LTD COM USD.1 COMMON G0692U109 2 31 SH SOLE 31 0 0 AXON ENTERPRISE INC COM USD.00001 COMMON 05464C101 95 535 SH SOLE 535 0 0 AXOS FINANCIAL INC COM USD.01 COMMON 05465C100 12 257 SH SOLE 257 0 0 AXSOME THERAPEUTICS INC COM USD.0001 COMMON 05464T104 90 1336 SH SOLE 1336 0 0 AZEK COMPANY INC (THE) COM CL A COMMON 05478C105 1 22 SH SOLE 22 0 0 AZIYO BIOLOGICS INC COM CL A COMMON 05479K106 28 2871 SH SOLE 2871 0 0 B2GOLD CORP COM NPV COMMON 11777Q209 1182 281610 SH SOLE 281610 0 0 BADGER METER INC COM USD1 COMMON 056525108 673 6863 SH SOLE 6863 0 0 BAIDU INC ADR COMMON 056752108 457 2242 SH SOLE 2242 0 0 BAKER HUGHES CO COM A COMMON 05722G100 20 862 SH SOLE 862 0 0 BALCHEM CORP -CL B CL B COM USD.06 COMMON 057665200 11 87 SH SOLE 87 0 0 BALL CORP COM NPV COMMON 058498106 77 955 SH SOLE 955 0 0 BALLANTYNE STRONG INC COM USD.01 COMMON 058516105 1 204 SH SOLE 204 0 0 BANCO SANTANDER BRASIL -ADR ADR COMMON 05967A107 2294 279692 SH SOLE 279692 0 0 BANCO SANTANDER SA ADR COMMON 05964H105 413 105747 SH SOLE 105747 0 0 BANCOLOMBIA SA SPON ADR 4PREF COMMON 05968L102 2 82 SH SOLE 82 0 0 BANCORP INC COM COMMON 05969A105 8 345 SH SOLE 345 0 0 BANCROFT FUND LTD COMMON 059695106 22 701 SH SOLE 701 0 0 BANDWIDTH INC CL A COM USD.001 COMMON 05988J103 45 326 SH SOLE 326 0 0 BANK OF AMERICA CORP COM USD2.5 COMMON 060505104 65937 1599574 SH OTR 1449682 149892 0 BANK OF MONTREAL COM NPV COMMON 063671101 17014 165898 SH SOLE 165898 0 0 BANK OF MONTREAL COM NPV COMMON 063671101 841 8199 SH SOLE 8199 0 0 BANK OF NEW YORK MELLON CORP COM USD7.5 COMMON 064058100 1948 38044 SH SOLE 38044 0 0 BANK OF NOVA SCOTIA COM NPV COMMON 064149107 15033 231029 SH SOLE 231029 0 0 BANK OF NOVA SCOTIA COM NPV COMMON 064149107 1216 18695 SH SOLE 18695 0 0 BANK OZK COM USD.01 COMMON 06417N103 17324 411064 SH SOLE 411064 0 0 BANNER CORP COM USD.01 COMMON 06652V208 2 44 SH SOLE 44 0 0 BAR HARBOR BANKSHARES COM USD2 COMMON 066849100 27 946 SH SOLE 946 0 0 BARCLAYS BK PLC DJUBS CMDT ETN36 COMMON 06738C778 3 122 SH SOLE 122 0 0 BARCLAYS PLC ADR COMMON 06738E204 1370 141969 SH SOLE 141969 0 0 BARNES GROUP INC COM USD1 COMMON 067806109 4 69 SH SOLE 69 0 0 BARRETT BUSINESS SVCS INC COM USD.01 COMMON 068463108 2 21 SH SOLE 21 0 0 BARRICK GOLD CORP COM NPV COMMON 067901108 12323 595445 SH SOLE 595445 0 0 BARRICK GOLD CORP COM NPV COMMON 067901108 390 18840 SH SOLE 18840 0 0 BASSETT FURNITURE INDS COM USD5 COMMON 070203104 372 15263 SH SOLE 15263 0 0 BAUDAX BIO INC COM COMMON 07160F107 0 132 SH SOLE 132 0 0 BAUSCH HEALTH COMPANIES INC COM NPV COMMON 071734107 3 103 SH SOLE 103 0 0 BAXTER INTERNATIONAL INC COM USD1 COMMON 071813109 275 3416 SH SOLE 3416 0 0 BAYCOM CORP COM COMMON 07272M107 174 9678 SH SOLE 9678 0 0 BBQ HOLDINGS INC COM USD.01 COMMON 05551A109 1 69 SH SOLE 69 0 0 BBVA SPON ADR COMMON 05946K101 118 19062 SH SOLE 19062 0 0 BCB BANCORP INC COM COMMON 055298103 8 588 SH SOLE 588 0 0 BCE INC COM NPV COMMON 05534B760 30 609 SH SOLE 609 0 0 BEACON ROOFING SUPPLY INC COM USD.01 COMMON 073685109 11 199 SH SOLE 199 0 0 BEAM THERAPEUTICS INC COM COMMON 07373V105 311 2416 SH SOLE 2416 0 0 BECTON DICKINSON & CO COM USD1 COMMON 075887109 3490 14356 SH SOLE 14356 0 0 BED BATH & BEYOND INC COM USD.01 COMMON 075896100 1 28 SH SOLE 28 0 0 BEIGENE LTD ADR COMMON 07725L102 8 23 SH SOLE 23 0 0 BEL FUSE INC CL B COMMON 077347300 232 16122 SH SOLE 16122 0 0 BENCHMARK ELECTRONICS INC COM USD.01 COMMON 08160H101 160 5625 SH SOLE 5625 0 0 BERKLEY (W R) CORP COM USD.2 COMMON 084423102 50 669 SH SOLE 669 0 0 BERKSHIRE HATHAWAY CL B COM USD.0033 COMMON 084670702 33333 119974 SH SOLE 119974 0 0 BERRY GLOBAL GROUP INC COM USD.001 COMMON 08579W103 3 39 SH SOLE 39 0 0 BEST BUY CO INC COM USD.1 COMMON 086516101 15460 134463 SH SOLE 134463 0 0 BEYOND MEAT INC COM USD 0.0001 COMMON 08862E109 0 2 SH SOLE 2 0 0 BGSF INC COM COMMON 05601C105 73 5942 SH SOLE 5942 0 0 BHP GROUP LTD ADR COMMON 05545E209 24 404 SH SOLE 404 0 0 BHP GROUP LTD ADR COMMON 088606108 3959 54356 SH SOLE 54356 0 0 BIG 5 SPORTING GOODS CORP COM USD.01 COMMON 08915P101 1719 66926 SH SOLE 66926 0 0 BIG LOTS INC COM USD.01 COMMON 089302103 61 917 SH SOLE 917 0 0 BIGCOMMERCE HOLDIN INC COM USD0.0001 COMMON 08975P108 9 145 SH SOLE 145 0 0 BIGLARI HOLDINGS INC CL B COMMON 08986R309 138 864 SH SOLE 864 0 0 BILIBILI INC ADS COMMON 090040106 9 71 SH SOLE 71 0 0 BILL.COM HOLDINGS INC COM COMMON 090043100 75 411 SH SOLE 411 0 0 BIOCRYST PHARMACEUTICALS INC COM USD.01 COMMON 09058V103 137 8663 SH SOLE 8663 0 0 BIOGEN INC COM NPV COMMON 09062X103 32407 93592 SH OTR 70972 22620 0 BIOHAVEN PHRMCUTCL HLD COM COMMON G11196105 256 2643 SH SOLE 2643 0 0 BIOLIFE SOLUTIONS INC COM USD.001 COMMON 09062W204 41 929 SH SOLE 929 0 0 BIOMARIN PHARMACEUTICAL INC COM USD.001 COMMON 09061G101 1 6 SH SOLE 6 0 0 BIO-RAD LABORATORIES INC CL A COM USD1 COMMON 090572207 3342 5187 SH SOLE 5187 0 0 BIO-TECHNE CORP COM USD.01 COMMON 09073M104 1753 3893 SH SOLE 3893 0 0 BJS WHSL CLUB HLDGS INC COM COMMON 05550J101 409 8608 SH SOLE 8608 0 0 BLACK HILLS CORP COM USD1 COMMON 092113109 16 249 SH SOLE 249 0 0 BLACK KNIGHT INC CL A COM USD.0001 COMMON 09215C105 1667 21377 SH SOLE 21377 0 0 BLACKBAUD INC COM COMMON 09227Q100 38 497 SH SOLE 497 0 0 BLACKBERRY LTD COM NPV COMMON 09228F103 1634 133617 SH SOLE 133617 0 0 BLACKLINE INC COM USD.01 COMMON 09239B109 371 3332 SH SOLE 3332 0 0 BLACKROCK ENH CAP AND INC COMMON 09256A109 22 1090 SH SOLE 1090 0 0 BLACKROCK ENHANCED EQT DIV T COM COMMON 09251A104 44 4326 SH SOLE 4326 0 0 BLACKROCK INC COM USD.01 COMMON 09247X101 3882 4437 SH SOLE 4437 0 0 BLACKROCK MULTI-SECTOR INCOM COMMON 09258A107 9 505 SH SOLE 505 0 0 BLACKROCK RES & COMM STRAT T SHS COMMON 09257A108 1 91 SH SOLE 91 0 0 BLACKSTONE GROUP INC COM USD.00001 COMMON 09260D107 1938 19953 SH SOLE 19953 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 7784 331617 SH SOLE 331617 0 0 BLOOM ENERGY CORP COM COMMON 093712107 36 1322 SH SOLE 1322 0 0 BLOOMIN' BRANDS INC COM USD.01 COMMON 094235108 153 5630 SH SOLE 5630 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 1326 26372 SH SOLE 26372 0 0 BLUEPRINT MEDICINES CORP COM USD.001 COMMON 09627Y109 310 3527 SH SOLE 3527 0 0 BLUEROCK RESIDENTIAL GROWTH CL A COM USD.01 COMMON 09627J102 185 18175 SH SOLE 18175 0 0 BOEING CO COM USD5 COMMON 097023105 2423 10113 SH SOLE 10113 0 0 BOISE CASCADE CO COM USD.01 COMMON 09739D100 1410 24174 SH SOLE 24174 0 0 BONANZA CREEK ENERGY INC COM USD0.001 COMMON 097793400 26 557 SH SOLE 557 0 0 BOOKING HOLDINGS INC COM USD.008 COMMON 09857L108 2958 1352 SH SOLE 1352 0 0 BOOT BARN HOLDINGS INC COM USD.001 COMMON 099406100 273 3254 SH SOLE 3254 0 0 BOOZ ALLEN HAMILTON HLDG CP CL A COM USD.01 COMMON 099502106 172 2022 SH SOLE 2022 0 0 BORGWARNER INC COM USD.01 COMMON 099724106 2697 55567 SH SOLE 55567 0 0 BOSTON BEER INC -CL A CL A COM USD.01 COMMON 100557107 100 98 SH SOLE 98 0 0 BOSTON PRIVATE FINL HOLDINGS COM USD1 COMMON 101119105 4 296 SH SOLE 296 0 0 BOSTON PROPERTIES INC COM USD.01 COMMON 101121101 18676 162988 SH OTR 122188 40800 0 BOSTON SCIENTIFIC CORP COM USD.01 COMMON 101137107 616 14399 SH SOLE 14399 0 0 BOX INC CL A COM USD.0001 COMMON 10316T104 252 9856 SH SOLE 9856 0 0 BOYD GAMING CORP COM USD.01 COMMON 103304101 1 10 SH SOLE 10 0 0 BP PLC ADR COMMON 055622104 726 27474 SH SOLE 27474 0 0 BRADESCO BANCO SPON ADR COMMON 059460402 409 93764 SH SOLE 93764 0 0 BRADESCO BANCO SPONS ADR PFD COMMON 059460303 12 2422 SH SOLE 2422 0 0 BRADY CORP CL A COM USD.01 COMMON 104674106 12 221 SH SOLE 221 0 0 BRAEMAR HOTELS & RESORTS INC COM COMMON 10482B101 8 1209 SH SOLE 1209 0 0 BRANDYWINE REALTY TRUST SHS BEN INT USD.01 COMMON 105368203 510 37179 SH SOLE 37179 0 0 BRF SA SPON ADR NPV COMMON 10552T107 1287 235269 SH SOLE 235269 0 0 BRIDGEBIO PHARMA INC COM COMMON 10806X102 275 4512 SH SOLE 4512 0 0 BRIGHT HORIZONS FAMILY SOLTN COM USD.001 COMMON 109194100 5 35 SH SOLE 35 0 0 BRIGHTCOVE INC COM USD0.001 COMMON 10921T101 89 6218 SH SOLE 6218 0 0 BRIGHTHOUSE FINANL INC COM COMMON 10922N103 96 2118 SH SOLE 2118 0 0 BRIGHTSPHERE INVEST GRP INC ORD COMMON 10948W103 234 9968 SH SOLE 9968 0 0 BRINKER INTL INC COM USD.1 COMMON 109641100 409 6609 SH SOLE 6609 0 0 BRISTOL-MYERS SQUIBB CO COM USD.1 COMMON 110122108 16356 244779 SH OTR 182330 62449 0 BRISTOW GROUP INC COM COMMON 11040G103 71 2761 SH SOLE 2761 0 0 BRITISH AMER TOBACCO PLC SPON ADR COMMON 110448107 2984 75903 SH SOLE 75903 0 0 BRIXMOR PROPERTY GROUP INC COM USD.01 COMMON 11120U105 1868 81594 SH SOLE 81594 0 0 BROADCOM INC ORD NPV COMMON 11135F101 3422 7176 SH SOLE 7176 0 0 BROADRIDGE FINANCIAL SOLUTNS COM USD.01 COMMON 11133T103 747 4624 SH SOLE 4624 0 0 BROADWIND INC COM USD.001 COMMON 11161T207 51 11167 SH SOLE 11167 0 0 BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 706 13852 SH SOLE 13852 0 0 BROOKFIELD ASSET MANAGEMENT CL A COM NPV COMMON 112585104 18246 357455 SH SOLE 357455 0 0 BROOKFIELD ASST MGM REI PRTN ORD CL A COMMON G16169107 2 38 SH SOLE 38 0 0 BROOKFIELD RENEWABLE CORP COM CLA COMMON 11284V105 8 185 SH SOLE 185 0 0 BROOKFIELD RENEWABLE PRTS LP TR UNIT COMMON G16258108 0 1 SH SOLE 1 0 0 BROOKS AUTOMATION INC COM USD.01 COMMON 114340102 464 4875 SH SOLE 4875 0 0 BROWN & BROWN INC COM USD.1 COMMON 115236101 77 1452 SH SOLE 1452 0 0 BROWN FORMAN CORP CL B COM USD.15 COMMON 115637209 21 284 SH SOLE 284 0 0 BRP GROUP INC COM CL A COMMON 05589G102 57 2124 SH SOLE 2124 0 0 BRP INC SUB VTG NPV COMMON 05577W200 841 10747 SH SOLE 10747 0 0 BRUKER CORP COM USD.01 COMMON 116794108 31 410 SH SOLE 410 0 0 BRUNSWICK CORP COM USD.75 COMMON 117043109 455 4571 SH SOLE 4571 0 0 BUCKLE INC COM USD.05 COMMON 118440106 908 18256 SH SOLE 18256 0 0 BUILD-A-BEAR WORKSHOP INC COM USD.001 COMMON 120076104 2 101 SH SOLE 101 0 0 BUILDERS FIRSTSOURCE COM USD.01 COMMON 12008R107 1019 23885 SH SOLE 23885 0 0 BUNGE LTD COM USD.01 COMMON G16962105 11 145 SH SOLE 145 0 0 BURLINGTON STORES INC COM USD0.0001 COMMON 122017106 36 111 SH SOLE 111 0 0 BWX TECHNOLOGIES INC COM USD.01 COMMON 05605H100 2 32 SH SOLE 32 0 0 C H ROBINSON WORLDWIDE INC COM USD.1 COMMON 12541W209 1155 12328 SH SOLE 12328 0 0 C&F FINANCIAL CORP COM USD1 COMMON 12466Q104 236 4622 SH SOLE 4622 0 0 C4 THERAPEUTICS INC COM COMMON 12529R107 39 1037 SH SOLE 1037 0 0 CABLE ONE INC COM USD.01 COMMON 12685J105 275 144 SH SOLE 144 0 0 CABOT CORP COM USD1 COMMON 127055101 178 3118 SH SOLE 3118 0 0 CABOT OIL & GAS CORP COM USD.1 COMMON 127097103 165 9463 SH SOLE 9463 0 0 CACI INTL INC -CL A CL A COM USD.1 COMMON 127190304 234 919 SH SOLE 919 0 0 CACTUS INC COM CL A USD0.01 COMMON 127203107 45 1231 SH SOLE 1231 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 1606 11738 SH SOLE 11738 0 0 CAESARS ENTERTAINMENT INC COM USD.0001 COMMON 12769G100 629 6062 SH SOLE 6062 0 0 CALERES INC COM USD3.75 COMMON 129500104 109 4000 SH SOLE 4000 0 0 CALIX INC COM USD.025 COMMON 13100M509 207 4363 SH SOLE 4363 0 0 CAMBIUM NETWORKS CORP ORD USD 0.0001 COMMON G17766109 1556 32176 SH SOLE 32176 0 0 CAMDEN PROPERTY TRUST COM USD.01 SBI COMMON 133131102 25 189 SH SOLE 189 0 0 CAMECO CORP COM NPV COMMON 13321L108 1966 102517 SH SOLE 102517 0 0 CAMPBELL SOUP CO COM USD.3 COMMON 134429109 3 60 SH SOLE 60 0 0 CAMPING WORLD HOLDINGS INC CL A COM USD.01 COMMON 13462K109 72 1760 SH SOLE 1760 0 0 CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 23163 203371 SH SOLE 203371 0 0 CANADIAN IMPERIAL BANK COM NPV COMMON 136069101 406 3563 SH SOLE 3563 0 0 CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 1015 9615 SH SOLE 9615 0 0 CANADIAN NATIONAL RAILWAY CO COM NPV COMMON 136375102 16235 153787 SH SOLE 153787 0 0 CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 15971 439711 SH SOLE 439711 0 0 CANADIAN NATURAL RESOURCES COM NPV COMMON 136385101 376 10376 SH SOLE 10376 0 0 CANADIAN PACIFIC RAILWAY LTD COM CAD5 COMMON 13645T100 467 6077 SH SOLE 6077 0 0 CANADIAN SOLAR INC COM NPV COMMON 136635109 700 15622 SH SOLE 15622 0 0 CANON INC ADR COMMON 138006309 820 36243 SH SOLE 36243 0 0 CANOPY GROWTH CORP COM COMMON 138035100 0 2 SH SOLE 2 0 0 CANTALOUPE INC COM NPV COMMON 138103106 1 106 SH SOLE 106 0 0 CAPITAL BANCORP INC COM COMMON 139737100 1 54 SH SOLE 54 0 0 CAPITAL ONE FINANCIAL CORP COM USD.01 COMMON 14040H105 3634 23494 SH SOLE 23494 0 0 CAPITAL SENIOR LIVING CORP COM USD.01 COMMON 140475203 2 32 SH SOLE 32 0 0 CAPITALA FINANCE CORP COM COMMON 14054R502 90 3663 SH SOLE 3663 0 0 CAPRI HOLDINGS LTD ORD NPV COMMON G1890L107 10 168 SH SOLE 168 0 0 CARA THERAPEUTICS INC COM USD.001 COMMON 140755109 37 2620 SH SOLE 2620 0 0 CARDIFF ONCOLOGY INC COM USD.0001 COMMON 14147L108 7 1014 SH SOLE 1014 0 0 CARDINAL HEALTH INC COM NPV COMMON 14149Y108 500 8752 SH SOLE 8752 0 0 CARDIOVASCULAR SYSTEMS INC COM NPV COMMON 141619106 5 117 SH SOLE 117 0 0 CARDLYTICS INC COM COMMON 14161W105 109 856 SH SOLE 856 0 0 CARECLOUD INC COM USD.001 COMMON 14167R100 1 137 SH SOLE 137 0 0 CAREDX INC COM USD.001 COMMON 14167L103 439 4801 SH SOLE 4801 0 0 CARETRUST REIT INC COM USD.01 COMMON 14174T107 3 144 SH SOLE 144 0 0 CARLISLE COS INC COM NPV COMMON 142339100 741 3871 SH SOLE 3871 0 0 CARLYLE GROUP INC COM COMMON 14316J108 1 15 SH SOLE 15 0 0 CARMAX INC COM NPV COMMON 143130102 59 460 SH SOLE 460 0 0 CARNIVAL CORPORATION & PLC ADR COMMON 14365C103 4 182 SH SOLE 182 0 0 CARNIVAL CORPORATION & PLC COM USD.01 COMMON 143658300 40 1506 SH SOLE 1506 0 0 CARPENTER TECHNOLOGY CORP COM USD5 COMMON 144285103 0 10 SH SOLE 10 0 0 CARRIER GLOBAL CORP COM COMMON 14448C104 344 7080 SH SOLE 7080 0 0 CARS.COM INC COM USD.01 COMMON 14575E105 186 12969 SH SOLE 12969 0 0 CARTER'S INC COM USD.01 COMMON 146229109 159 1538 SH SOLE 1538 0 0 CARVANA CO CL A COM USD .001 COMMON 146869102 21 70 SH SOLE 70 0 0 CASEYS GENERAL STORES INC COM NPV COMMON 147528103 25 129 SH SOLE 129 0 0 CASS INFORMATION SYSTEMS INC COM USD2.5 COMMON 14808P109 28 688 SH SOLE 688 0 0 CASTLE BIOSCIENCES INC COM COMMON 14843C105 44 606 SH SOLE 606 0 0 CASTLIGHT HEALTH INC CL B COM USD.0001 COMMON 14862Q100 0 1 SH SOLE 1 0 0 CATALENT INC COM USD.01 COMMON 148806102 134 1235 SH SOLE 1235 0 0 CATALYST PHARMACEUTICALS INC COM USD.001 COMMON 14888U101 592 103042 SH SOLE 103042 0 0 CATCHMARK TIMBER TRUST CL A COM USD.01 COMMON 14912Y202 174 14865 SH SOLE 14865 0 0 CATERPILLAR INC COM USD1 COMMON 149123101 20146 92600 SH SOLE 92600 0 0 CATHAY GENERAL BANCORP COM USD.01 COMMON 149150104 12 309 SH SOLE 309 0 0 CATO CORP -CL A CL A COM USD.333 COMMON 149205106 5 318 SH SOLE 318 0 0 CAVCO INDUSTRIES INC COM USD.01 COMMON 149568107 4 18 SH SOLE 18 0 0 CB FINANCIAL SERVICES INC COM USD0.4167 COMMON 12479G101 11 491 SH SOLE 491 0 0 CBDMD INC COM USD.001 COMMON 12482W101 0 1 SH SOLE 1 0 0 CBIZ INC COM COMMON 124805102 127 3884 SH SOLE 3884 0 0 CBOE GLOBAL MARKETS INC COM USD0.01 COMMON 12503M108 31 262 SH SOLE 262 0 0 CBRE GROUP INC CL A COM USD.01 COMMON 12504L109 16407 191443 SH SOLE 191443 0 0 CDK GLOBAL INC COM USD0.01 COMMON 12508E101 8 169 SH SOLE 169 0 0 CDW CORP COM USD.01 COMMON 12514G108 982 5625 SH SOLE 5625 0 0 CECO ENVIRONMENTAL CORP COM NPV COMMON 125141101 54 7562 SH SOLE 7562 0 0 CEDAR REALTY TRUST INC COM USD.06 COMMON 150602605 580 34418 SH SOLE 34418 0 0 CELANESE CORP COM USD.01 COMMON 150870103 87165 575031 SH OTR 441331 133700 0 CELCUITY INC COM COMMON 15102K100 1 59 SH SOLE 59 0 0 CELESTICA INC SUB VTG SHS COMMON 15101Q108 288 36722 SH SOLE 36722 0 0 CELESTICA INC SUB VTG SHS COMMON 15101Q108 1732 220667 SH SOLE 220667 0 0 CELLDEX THERAPEUTICS INC COM COMMON 15117B202 2 65 SH SOLE 65 0 0 CEL-SCI CORP COM USD.001 COMMON 150837607 14 1592 SH SOLE 1592 0 0 CELSIUS HOLDINGS INC COM USD.001 COMMON 15118V207 151 1990 SH SOLE 1990 0 0 CEMEX SAB DE CV SPON ADR 5 ORD COMMON 151290889 6 723 SH SOLE 723 0 0 CENOVUS ENERGY INC COM NPV COMMON 15135U109 3020 315494 SH SOLE 315494 0 0 CENOVUS ENERGY INC COM NPV COMMON 15135U109 2 191 SH SOLE 191 0 0 CENTENE CORP COM USD.003 COMMON 15135B101 334 4578 SH SOLE 4578 0 0 CENTERPOINT ENERGY INC COM NPV COMMON 15189T107 24 989 SH SOLE 989 0 0 CENTERRA GOLD INC COM COMMON 152006102 423 55663 SH SOLE 55663 0 0 CENTRAL GARDEN & PET CO CL A COM USD.01 COMMON 153527205 656 13596 SH SOLE 13596 0 0 CENTRAL PACIFIC FINANCIAL CP COM NPV COMMON 154760409 11 438 SH SOLE 438 0 0 CENTRESPACE COM NPV COMMON 15202L107 0 5 SH SOLE 5 0 0 CENTRUS ENERGY CORP CL A COM USD.1 COMMON 15643U104 550 21690 SH SOLE 21690 0 0 CENTURY BANCORP INC/MA CL A COM NPV COMMON 156432106 155 1364 SH SOLE 1364 0 0 CENTURY COMMUNITIES INC COM USD.01 COMMON 156504300 14 212 SH SOLE 212 0 0 CERENCE INC COM COMMON 156727109 2 18 SH SOLE 18 0 0 CERIDIAN HCM HOLDING COM USD0.01 COMMON 15677J108 36 377 SH SOLE 377 0 0 CERNER CORP COM USD.01 COMMON 156782104 46 584 SH SOLE 584 0 0 CF INDUSTRIES HOLDINGS INC COM USD.01 COMMON 125269100 1061 20634 SH SOLE 20634 0 0 CGI INC CL A COM NPV SVTG COMMON 12532H104 380 4194 SH SOLE 4194 0 0 CGI INC CL A COM NPV SVTG COMMON 12532H104 11451 126234 SH SOLE 126234 0 0 CHAMPIONX CORP COM COMMON 15872M104 0 1 SH SOLE 1 0 0 CHANGE HEALTHCARE INC COM COMMON 15912K100 26 1132 SH SOLE 1132 0 0 CHANNELADVISOR CORP COM USD.001 COMMON 159179100 61 2477 SH SOLE 2477 0 0 CHARLES & COLVARD LTD COM NPV COMMON 159765106 102 34072 SH SOLE 34072 0 0 CHARLES RIVER LABS INTL INC COM USD.01 COMMON 159864107 514 1391 SH SOLE 1391 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 45128 62552 SH OTR 42327 20225 0 CHECK POINT SOFTWARE TECHN ORD NIS.01 COMMON M22465104 360 3104 SH SOLE 3104 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 204 86165 SH SOLE 86165 0 0 CHEFS' WAREHOUSE INC COM USD.01 COMMON 163086101 2 68 SH SOLE 68 0 0 CHEGG INC COM USD0.001 COMMON 163092109 26 307 SH SOLE 307 0 0 CHEMED CORP COM USD1 COMMON 16359R103 238 502 SH SOLE 502 0 0 CHEMOCENTRYX INC COM USD.001 COMMON 16383L106 36 2708 SH SOLE 2708 0 0 CHEMOURS CO COM USD0.01 COMMON 163851108 105 3028 SH SOLE 3028 0 0 CHEMUNG FINANCIAL CORP COM USD.01 COMMON 164024101 73 1658 SH SOLE 1658 0 0 CHENIERE ENERGY INC COM USD.03 COMMON 16411R208 23 260 SH SOLE 260 0 0 CHEVRON CORP COM USD3 COMMON 166764100 25318 241756 SH OTR 205502 36254 0 CHICKEN SOUP FOR SOUL ENTNT CL A COM COMMON 16842Q100 2 56 SH SOLE 56 0 0 CHIMERA INVESTMENT CORP COM USD.01 COMMON 16934Q208 10 680 SH SOLE 680 0 0 CHIMERIX INC COM USD.001 COMMON 16934W106 2 288 SH SOLE 288 0 0 CHINA EASTERN AIRLINES CORP SPON ADR CL H COMMON 16937R104 548 25991 SH SOLE 25991 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 26 2569 SH SOLE 2569 0 0 CHINA PETROLEUM & CHEM CORP SPON ADR COMMON 16941R108 1550 30380 SH SOLE 30380 0 0 CHINA YUCHAI INTERNATIONAL COM USD.1 COMMON G21082105 1531 95462 SH SOLE 95462 0 0 CHIPMOS TECHNOLOGIES INC ADR COMMON 16965P202 2302 67742 SH SOLE 67742 0 0 CHIPOTLE MEXICAN GRILL INC COM USD.01 COMMON 169656105 264 170 SH SOLE 170 0 0 CHROMADEX CORP COM USD.001 COMMON 171077407 69 7019 SH SOLE 7019 0 0 CHUBB LTD ORD KYD.125 COMMON H1467J104 11377 71607 SH SOLE 71607 0 0 CHUNGHWA TELECOM LTD SPON ADR COMMON 17133Q502 86 2115 SH SOLE 2115 0 0 CHURCH & DWIGHT INC COM NPV COMMON 171340102 1637 19211 SH SOLE 19211 0 0 CHURCHILL DOWNS INC COM NPV COMMON 171484108 170 859 SH SOLE 859 0 0 CI FINANCIAL CORP COM COMMON 125491100 998 54327 SH SOLE 54327 0 0 CIENA CORP COM USD.01 COMMON 171779309 121 2126 SH SOLE 2126 0 0 CIGNA CORP COM USD1 COMMON 125523100 17870 75402 SH SOLE 75402 0 0 CIM COMMERICAL TRUST DHD BEN INT USD.001 COMMON 125525584 48 5354 SH SOLE 5354 0 0 CIMAREX ENERGY CO COM USD.01 COMMON 171798101 2 22 SH SOLE 22 0 0 CINCINNATI FINANCIAL CORP COM USD2 COMMON 172062101 6148 52731 SH SOLE 52731 0 0 CINTAS CORP COM NPV COMMON 172908105 1596 4178 SH SOLE 4178 0 0 CIRRUS LOGIC INC COM NPV COMMON 172755100 99 1160 SH SOLE 1160 0 0 CISCO SYSTEMS INC COM NPV COMMON 17275R102 8333 157263 SH SOLE 157263 0 0 CIT GROUP INC COM USD.01 COMMON 125581801 8 159 SH SOLE 159 0 0 CITI TRENDS INC COM COMMON 17306X102 56 645 SH SOLE 645 0 0 CITIGROUP INC COM USD.01 COMMON 172967424 34123 482344 SH OTR 411883 70461 0 CITIZENS COMMUNITY BANCORP COM COMMON 174903104 220 16092 SH SOLE 16092 0 0 CITIZENS FINANCIAL GROUP INC COM USD.01 COMMON 174610105 3428 74734 SH OTR 67764 6970 0 CITRIX SYSTEMS INC COM USD.001 COMMON 177376100 8049 68640 SH OTR 52567 16073 0 CITY OFFICE REIT INC COM USD.01 COMMON 178587101 114 9189 SH SOLE 9189 0 0 CIVISTA BANCSHARES INC COM NPV COMMON 178867107 23 1063 SH SOLE 1063 0 0 CLARIVATE PLC COM COMMON G21810109 13 462 SH SOLE 462 0 0 CLARUS CORP COM USD.0001 COMMON 18270P109 1 39 SH SOLE 39 0 0 CLEAN ENERGY FUELS CORP COM USD.0001 COMMON 184499101 107 10539 SH SOLE 10539 0 0 CLEAN HARBORS INC COM USD.01 COMMON 184496107 1 11 SH SOLE 11 0 0 CLEARFIELD INC COM USD.01 COMMON 18482P103 146 3910 SH SOLE 3910 0 0 CLEARWAY ENERGY INC CL C COM NPV COMMON 18539C204 7 254 SH SOLE 254 0 0 CLEVELAND-CLIFFS INC COM USD1 COMMON 185899101 66 3077 SH SOLE 3077 0 0 CLOROX CO/DE COM USD1 COMMON 189054109 395 2196 SH SOLE 2196 0 0 CLOUDERA INC COM USD .00005 COMMON 18914U100 13 800 SH SOLE 800 0 0 CLOUDFLARE INC COM CL A COMMON 18915M107 212 2007 SH SOLE 2007 0 0 CMC MATERIALS INC COM USD.001 COMMON 12571T100 14 94 SH SOLE 94 0 0 CME GROUP INC CL A COM USD.01 COMMON 12572Q105 841 3954 SH SOLE 3954 0 0 CMS ENERGY CORP COM USD.01 COMMON 125896100 53 899 SH SOLE 899 0 0 CNA FINANCIAL CORP COM USD2.5 COMMON 126117100 5 119 SH SOLE 119 0 0 CNH INDUSTRIAL NV COM EUR.01 COMMON N20944109 2 122 SH SOLE 122 0 0 CNO FINANCIAL GROUP INC COM NEW COMMON 12621E103 1315 55664 SH SOLE 55664 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 434 1079 SH SOLE 1079 0 0 COCA-COLA CO COM USD.5 COMMON 191216100 6721 124226 SH SOLE 124226 0 0 COCA-COLA EUROPACIFIC PARTNE ORD NPV COMMON G25839104 961 16194 SH SOLE 16194 0 0 COCA-COLA FEMSA SAB DE CV SPON ADR COMMON 191241108 2956 55854 SH SOLE 55854 0 0 CODEXIS INC COM USD.0001 COMMON 192005106 78 3433 SH SOLE 3433 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 61 722 SH SOLE 722 0 0 COGNIZANT TECH SOLUTIONS CL A COM USD.01 COMMON 192446102 490 7075 SH SOLE 7075 0 0 COGNYTE SOFTWARE LTD -SPN COM USD0.001 COMMON M25133105 0 1 SH SOLE 1 0 0 COHEN & STEERS INC COM USD.01 COMMON 19247A100 660 8044 SH SOLE 8044 0 0 COHEN & STEERS TOT RET RLTY COMMON 19247R103 36 2216 SH SOLE 2216 0 0 COHERENT INC COM USD.22 COMMON 192479103 47 177 SH SOLE 177 0 0 COHERUS BIOSCIENCES INC COM USD.0001 COMMON 19249H103 19 1354 SH SOLE 1354 0 0 COHU INC COM USD1 COMMON 192576106 1 25 SH SOLE 25 0 0 COLFAX CORP COM USD.001 COMMON 194014106 353 7709 SH SOLE 7709 0 0 COLGATE-PALMOLIVE CO COM USD1 COMMON 194162103 1380 16962 SH SOLE 16962 0 0 COLLEGIUM PHARMACEUTICAL INC COM USD0.001 COMMON 19459J104 39 1652 SH SOLE 1652 0 0 COLUMBIA SPORTSWEAR CO COM NPV COMMON 198516106 33 335 SH SOLE 335 0 0 COLUMBUS MCKINNON CORP COM USD.01 COMMON 199333105 4 77 SH SOLE 77 0 0 COMCAST CORP CL A COM USD1 COMMON 20030N101 31211 547545 SH SOLE 547545 0 0 COMERICA INC COM USD5 COMMON 200340107 1322 18535 SH SOLE 18535 0 0 COMFORT SYSTEMS USA INC COM USD.01 COMMON 199908104 547 6946 SH SOLE 6946 0 0 COMM SERV SELECT SECTOR SPDR COMMON 81369Y852 14 175 SH SOLE 175 0 0 COMMERCE BANCSHARES INC COM USD5 COMMON 200525103 118 1588 SH SOLE 1588 0 0 COMMERCIAL METALS COM USD5 COMMON 201723103 405 13195 SH SOLE 13195 0 0 COMMUNICATIONS SYSTEMS INC COM USD.05 COMMON 203900105 3 398 SH SOLE 398 0 0 COMMUNITY BANK SYSTEM INC COM NPV COMMON 203607106 12 165 SH SOLE 165 0 0 COMMUNITY BANKERS TRUST CORP COM USD.01 COMMON 203612106 1 119 SH SOLE 119 0 0 COMMUNITY FINANCIAL CORP COM USD0.01 COMMON 20368X101 2 52 SH SOLE 52 0 0 COMMUNITY HEALTH SYSTEMS INC COM USD.01 COMMON 203668108 1 48 SH SOLE 48 0 0 COMMUNITY HEALTHCARE TRUST COM USD0.01 COMMON 20369C106 9 198 SH SOLE 198 0 0 COMMVAULT SYSTEMS INC COM USD.01 COMMON 204166102 194 2488 SH SOLE 2488 0 0 COMPANHIA BRASILEIRA DE DIST SPON ADR COMMON 20440T300 4 469 SH SOLE 469 0 0 COMPANIA CERVECERIAS UNIDAS SPON ADR COMMON 204429104 0 7 SH SOLE 7 0 0 COMPASS MINERALS INTL INC COM COMMON 20451N101 129 2175 SH SOLE 2175 0 0 COMPUTER TASK GROUP INC COM USD.01 COMMON 205477102 298 30840 SH SOLE 30840 0 0 COMSCORE INC COM USD.001 COMMON 20564W105 9 1754 SH SOLE 1754 0 0 COMSTOCK MINING INC COM USD.000666 COMMON 205750300 1 188 SH SOLE 188 0 0 COMTECH TELECOMMUN COM NPV COMMON 205826209 1 24 SH SOLE 24 0 0 CONAGRA BRANDS INC COM USD5 COMMON 205887102 15242 418968 SH OTR 284948 134020 0 CONCENTRIX CORP -SPN COM COMMON 20602D101 399 2482 SH SOLE 2482 0 0 CONCRETE PUMPING HOLDINGS COM CL A USD0.0001 COMMON 206704108 3 349 SH SOLE 349 0 0 CONDUENT INC COM USD1 COMMON 206787103 13 1667 SH SOLE 1667 0 0 CONFORMIS INC COM USD.00001 COMMON 20717E101 0 2 SH SOLE 2 0 0 CONMED CORP COM USD.01 COMMON 207410101 1239 9019 SH SOLE 9019 0 0 CONN'S INC COM USD.01 COMMON 208242107 14 535 SH SOLE 535 0 0 CONOCOPHILLIPS COM USD1.25 COMMON 20825C104 33701 553395 SH OTR 416137 137258 0 CONSOL ENERGY INC COM COMMON 20854L108 4 221 SH SOLE 221 0 0 CONSOLIDATED COMM HLDGS INC CL A COM USD.01 COMMON 209034107 122 13897 SH SOLE 13897 0 0 CONSOLIDATED EDISON INC COM USD5 COMMON 209115104 3498 48794 SH SOLE 48794 0 0 CONSTELLATION BRANDS CL A COM USD.01 COMMON 21036P108 318 1358 SH SOLE 1358 0 0 CONSTELLATION PHARMCTCL COM COMMON 210373106 53 1582 SH SOLE 1582 0 0 CONSTRUCTION PRTNR INC COM COMMON 21044C107 4 117 SH SOLE 117 0 0 CONSUMER DISCRETIONARY SELT COMMON 81369Y407 101 563 SH SOLE 563 0 0 CONSUMER STAPLES SPDR COMMON 81369Y308 1 14 SH SOLE 14 0 0 CONTAINER STORE GROUP COM USD.01 COMMON 210751103 354 27174 SH SOLE 27174 0 0 CONTINENTAL RESOURCES INC COM USD.01 COMMON 212015101 4323 113724 SH SOLE 113724 0 0 CONTROLADORA VUELA COMPANIA ADR COMMON 21240E105 734 38234 SH SOLE 38234 0 0 COOPER COS INC (THE) COM USD.1 COMMON 216648402 20 51 SH SOLE 51 0 0 COPA HOLDINGS SA CL A COM USD COMMON P31076105 5 64 SH SOLE 64 0 0 COPART INC COM NPV COMMON 217204106 116 882 SH SOLE 882 0 0 CORBUS PHARMACEUTICALS HLDGS COM COMMON 21833P103 0 100 SH SOLE 100 0 0 CORCEPT THERAPEUTICS INC COM USD.00001 COMMON 218352102 200 9109 SH SOLE 9109 0 0 CORE MARK HOLDING CO INC COM COMMON 218681104 488 10850 SH SOLE 10850 0 0 CORE MOLDING TECHNOLOGIES COM USD.01 COMMON 218683100 263 17074 SH SOLE 17074 0 0 CORESITE REALTY CORP COM USD.01 COMMON 21870Q105 3 21 SH SOLE 21 0 0 CORNING INC COM USD5 COMMON 219350105 181 4417 SH SOLE 4417 0 0 CORPORATE OFFICE PROPERT COM USD.01 COMMON 22002T108 17 622 SH SOLE 622 0 0 CORSAIR GAMING INC COM COMMON 22041X102 74 2229 SH SOLE 2229 0 0 CORTEVA INC COM COMMON 22052L104 148 3337 SH SOLE 3337 0 0 CORTEXYME INC COM COMMON 22053A107 136 2565 SH SOLE 2565 0 0 CORVEL CORP COM USD.0001 COMMON 221006109 54 400 SH SOLE 400 0 0 COSAN SA ADS COMMON 22113B103 209 10974 SH SOLE 10974 0 0 COSTAR GROUP INC COM USD.01 COMMON 22160N109 262 3160 SH SOLE 3160 0 0 COSTCO WHOLESALE CORP COM USD.1 COMMON 22160K105 2589 6543 SH SOLE 6543 0 0 COTY INC CL A COM USD.01 COMMON 222070203 0 37 SH SOLE 37 0 0 COUNTY BANCORP INC COM USD.01 COMMON 221907108 25 746 SH SOLE 746 0 0 COUPA SOFTWARE INC COM USD.0001 COMMON 22266L106 1 3 SH SOLE 3 0 0 COUSINS PROPERTIES INC COM USD1 COMMON 222795502 413 11227 SH SOLE 11227 0 0 COWEN INC CL A COM USD0.01 COMMON 223622606 72 1750 SH SOLE 1750 0 0 CRA INTERNATIONAL INC COM NPV COMMON 12618T105 221 2578 SH SOLE 2578 0 0 CRANE CO COM USD6.25 COMMON 224399105 1 10 SH SOLE 10 0 0 CRAWFORD & CO CL A COM NPV COMMON 224633206 62 6875 SH SOLE 6875 0 0 CRAWFORD & CO CL B COM NPV COMMON 224633107 173 20140 SH SOLE 20140 0 0 CREDIT SUISSE GROUP SPON ADR COMMON 225401108 210 19989 SH SOLE 19989 0 0 CREE INC COM USD.01 COMMON 225447101 13 137 SH SOLE 137 0 0 CRESCENT POINT ENERGY CORP COM COMMON 22576C101 928 205001 SH SOLE 205001 0 0 CRESUD SACIFYA SPON ADR COMMON 226406106 1138 190398 SH SOLE 190398 0 0 CRH PLC ADR COMMON 12626K203 3238 63696 SH SOLE 63696 0 0 CRITEO SA ADR COMMON 226718104 1546 34176 SH SOLE 34176 0 0 CROCS INC COM USD.001 COMMON 227046109 514 4414 SH SOLE 4414 0 0 CROSS COUNTRY HEALTHCARE INC COM USD.01 COMMON 227483104 168 10183 SH SOLE 10183 0 0 CROWDSTRIKE HOLDINGS INC COM CL A USD0.0005 COMMON 22788C105 473 1881 SH SOLE 1881 0 0 CROWN CASTLE INTL CORP COM USD.01 COMMON 22822V101 1622 8313 SH SOLE 8313 0 0 CROWN CRAFTS INC COM USD1 COMMON 228309100 180 24074 SH SOLE 24074 0 0 CROWN HOLDINGS INC COM USD5 COMMON 228368106 85 836 SH SOLE 836 0 0 CRYOPORT INC COM USD.001 COMMON 229050307 116 1842 SH SOLE 1842 0 0 CSG SYSTEMS INTL INC COM USD.01 COMMON 126349109 192 4072 SH SOLE 4072 0 0 CSW INDUSTRIALS INC COM USD.01 COMMON 126402106 78 660 SH SOLE 660 0 0 CSX CORP COM USD1 COMMON 126408103 8447 263398 SH SOLE 263398 0 0 CTI BIOPHARMA CORP COM NPV COMMON 12648L601 1 406 SH SOLE 406 0 0 CTO REALTY GROWTH INC COM USD1 COMMON 22948Q101 1 12 SH SOLE 12 0 0 CTS CORP COM NPV COMMON 126501105 5 141 SH SOLE 141 0 0 CUBESMART COM USD.01 COMMON 229663109 6 138 SH SOLE 138 0 0 CULLEN/FROST BANKERS INC COM USD5 COMMON 229899109 4 36 SH SOLE 36 0 0 CULLINAN ONCOLOGY INC COM COMMON 230031106 75 2912 SH SOLE 2912 0 0 CULP INC COM USD.05 COMMON 230215105 183 11242 SH SOLE 11242 0 0 CUMMINS INC COM USD2.5 COMMON 231021106 68871 282504 SH OTR 216800 65704 0 CUMULUS MEDIA INC COM CL A NEW COMMON 231082801 2 120 SH SOLE 120 0 0 CURO GROUP HLDGS CORP COM COMMON 23131L107 232 13622 SH SOLE 13622 0 0 CURTISS-WRIGHT CORP COM USD1 COMMON 231561101 31 262 SH SOLE 262 0 0 CUSHMAN & WAKEFIELD COM COMMON G2717B108 65 3706 SH SOLE 3706 0 0 CUSTOM TRUCK ONE SOURCE INC COM COMMON 23204X103 1 99 SH SOLE 99 0 0 CUSTOMERS BANCORP INC COM USD1 COMMON 23204G100 2 45 SH SOLE 45 0 0 CUTERA INC COM USD.001 COMMON 232109108 44 902 SH SOLE 902 0 0 CVB FINANCIAL CORP COM NPV COMMON 126600105 10 471 SH SOLE 471 0 0 CVR ENERGY INC COM USD.01 COMMON 12662P108 2 132 SH SOLE 132 0 0 CVS HEALTH CORP COM USD1 COMMON 126650100 2062 24714 SH SOLE 24714 0 0 CYBEROPTICS CORP COM NPV COMMON 232517102 85 2072 SH SOLE 2072 0 0 CYCLERION THERAPEUTICS COM COMMON 23255M105 0 1 SH SOLE 1 0 0 CYRUSONE INC COM USD.01 COMMON 23283R100 28 386 SH SOLE 386 0 0 D R HORTON INC COM USD.01 COMMON 23331A109 532 5890 SH SOLE 5890 0 0 DAKTRONICS INC COM NPV COMMON 234264109 135 20479 SH SOLE 20479 0 0 DANA INC COM USD.01 COMMON 235825205 1 29 SH SOLE 29 0 0 DANAHER CORP COM USD.01 COMMON 235851102 8700 32428 SH SOLE 32428 0 0 DANAOS CORP COM USD.01 COMMON Y1968P121 3 34 SH SOLE 34 0 0 DAQO NEW ENERGY CORP ADR COMMON 23703Q203 2 24 SH SOLE 24 0 0 DARDEN RESTAURANTS INC COM NPV COMMON 237194105 65 446 SH SOLE 446 0 0 DARLING INGREDIENTS INC COM USD.01 COMMON 237266101 3618 53595 SH SOLE 53595 0 0 DASEKE INC COM USD.0001 COMMON 23753F107 117 18101 SH SOLE 18101 0 0 DATA I/O CORP COM NPV COMMON 237690102 1 90 SH SOLE 90 0 0 DAVITA INC CL A COM NPV VTG COMMON 23918K108 10309 85623 SH SOLE 85623 0 0 DECIBEL THERAPEUTICS INC COM COMMON 24343R106 110 12821 SH SOLE 12821 0 0 DECKERS OUTDOOR CORP COM USD.01 COMMON 243537107 1706 4444 SH SOLE 4444 0 0 DEERE & CO COM USD1 COMMON 244199105 1365 3872 SH SOLE 3872 0 0 DELEK US HOLDINGS INC COM USD.01 COMMON 24665A103 0 12 SH SOLE 12 0 0 DELL TECHNOLOGIES INC CL C COMMON 24703L202 10795 108305 SH SOLE 108305 0 0 DELTA AIR LINES INC COM USD.0001 COMMON 247361702 298 6895 SH SOLE 6895 0 0 DELTA APPAREL INC COM USD.01 COMMON 247368103 157 5309 SH SOLE 5309 0 0 DELUXE CORP COM USD1 COMMON 248019101 4 85 SH SOLE 85 0 0 DENALI THERAPEUTCS INC COM COMMON 24823R105 553 7055 SH SOLE 7055 0 0 DENTSPLY SIRONA INC COM USD1 COMMON 24906P109 78 1230 SH SOLE 1230 0 0 DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 3186 46048 SH SOLE 46048 0 0 DESCARTES SYSTEMS GROUP INC COM NPV COMMON 249906108 8 110 SH SOLE 110 0 0 DEUTSCHE BANK AG ORD COMMON D18190898 42 3235 SH SOLE 3235 0 0 DEVON ENERGY CORP COM USD.1 COMMON 25179M103 240 8237 SH SOLE 8237 0 0 DEXCOM INC COM USD.001 COMMON 252131107 409 957 SH SOLE 957 0 0 DHT HOLDINGS INC COM USD.01 COMMON Y2065G121 2020 311196 SH SOLE 311196 0 0 DIAGEO PLC SPON ADR COMMON 25243Q205 2030 10588 SH SOLE 10588 0 0 DIAMEDICA THERAPEUTICS INC COM NPV COMMON 25253X207 0 45 SH SOLE 45 0 0 DIAMOND HILL INVESTMENT GRP CL A COM NPV COMMON 25264R207 5 28 SH SOLE 28 0 0 DIAMOND S SHIPPING INC COM COMMON Y20676105 10 990 SH SOLE 990 0 0 DIAMONDBACK ENERGY INC COM USD.01 COMMON 25278X109 205 2181 SH SOLE 2181 0 0 DIAMONDROCK HOSPITALITY CO COM USD.01 COMMON 252784301 369 38038 SH SOLE 38038 0 0 DICERNA PHARMACEUTICALS INC COM USD.0001 COMMON 253031108 173 4650 SH SOLE 4650 0 0 DICKS SPORTING GOODS INC COM USD.01 COMMON 253393102 93 931 SH SOLE 931 0 0 DIEBOLD NIXDORF INC COM USD1.25 COMMON 253651103 145 11269 SH SOLE 11269 0 0 DIGI INTERNATIONAL INC COM USD.01 COMMON 253798102 6 323 SH SOLE 323 0 0 DIGITAL REALTY TRUST INC COM USD.01 COMMON 253868103 1922 12781 SH SOLE 12781 0 0 DIGITAL TURBINE INC COM COMMON 25400W102 402 5289 SH SOLE 5289 0 0 DIGITALBRIDGE GROUP INC CL A COM USD.01 COMMON 25401T108 5 574 SH SOLE 574 0 0 DILLARDS INC -CL A CL A COM NPV COMMON 254067101 427 2358 SH SOLE 2358 0 0 DIMENSIONAL ETF TRUST US CORE EQUITY 2 COMMON 25434V708 286 10593 SH SOLE 10593 0 0 DIMENSIONAL ETF TRUST US TARGETED VLU COMMON 25434V609 3221 71883 SH SOLE 71883 0 0 DIODES INC COM USD.66 COMMON 254543101 154 1928 SH SOLE 1928 0 0 DISCOVER FINANCIAL SVCS COM USD.01 COMMON 254709108 285 2411 SH SOLE 2411 0 0 DISCOVERY INC CL A COM COMMON 25470F104 13345 434996 SH OTR 357014 77982 0 DISCOVERY INC CL C COM COMMON 25470F302 5 163 SH SOLE 163 0 0 DISH NETWORK CORP CL A COM USD.01 COMMON 25470M109 397 9505 SH SOLE 9505 0 0 DISNEY (WALT) CO COM NPV COMMON 254687106 5853 33300 SH SOLE 33300 0 0 DIVERSIFIED HEALTHCARE TRUST COM USD.01 COMMON 25525P107 332 79384 SH SOLE 79384 0 0 DLH HOLDINGS CORP COM USD.001 COMMON 23335Q100 41 3531 SH SOLE 3531 0 0 DMC GLOBAL INC COM USD.05 COMMON 23291C103 219 3892 SH SOLE 3892 0 0 DOCUSIGN INC COM USD0.0001 COMMON 256163106 1023 3660 SH SOLE 3660 0 0 DOLBY LABORATORIES INC CL A COM USD.001 COMMON 25659T107 4 38 SH SOLE 38 0 0 DOLLAR GENERAL CORP COM USD.875 COMMON 256677105 7476 34551 SH OTR 26501 8050 0 DOLLAR TREE INC COM USD.01 COMMON 256746108 43 430 SH SOLE 430 0 0 DOMINION ENERGY INC COM NPV COMMON 25746U109 6044 82183 SH SOLE 82183 0 0 DOMINO'S PIZZA INC COM USD.01 COMMON 25754A201 238 511 SH SOLE 511 0 0 DOMO INC COM COMMON 257554105 191 2361 SH SOLE 2361 0 0 DOMTAR CORP COM USD.01 COMMON 257559203 31 561 SH SOLE 561 0 0 DONALDSON CO INC COM USD5 COMMON 257651109 64 1013 SH SOLE 1013 0 0 DONEGAL GROUP INC CL A COMMON 257701201 97 6652 SH SOLE 6652 0 0 DONNELLEY (R R) & SONS CO COM USD1.25 COMMON 257867200 2 383 SH SOLE 383 0 0 DONNELLEY FINANCIAL SOLTNS COM USD.01 COMMON 25787G100 771 23378 SH SOLE 23378 0 0 DORMAN PRODUCTS INC COM USD.01 COMMON 258278100 166 1600 SH SOLE 1600 0 0 DOUGLAS EMMETT INC COM USD.01 COMMON 25960P109 1 38 SH SOLE 38 0 0 DOVER CORP COM USD1 COMMON 260003108 857 5691 SH SOLE 5691 0 0 DOW INC COM USD 0.01 COMMON 260557103 3801 60081 SH SOLE 60081 0 0 DR REDDY'S LABORATORIES LTD ADR COMMON 256135203 2825 38433 SH SOLE 38433 0 0 DRAFTKINGS INC COM CL A COMMON 26142R104 9 175 SH SOLE 175 0 0 DTE ENERGY CO COM USD10 COMMON 233331107 66 507 SH SOLE 507 0 0 DUKE ENERGY CORP COM NPV COMMON 26441C204 6532 66186 SH SOLE 66186 0 0 DUKE REALTY CORP COM USD.01 COMMON 264411505 29 610 SH SOLE 610 0 0 DULUTH HOLDINGS INC CL B COM NPV COMMON 26443V101 68 3306 SH SOLE 3306 0 0 DUPONT DE NEMOURS INC COM USD2.5 COMMON 26614N102 2494 32227 SH SOLE 32227 0 0 DURECT CORP COM USD.001 COMMON 266605104 6 3506 SH SOLE 3506 0 0 DXC TECHNOLOGY CO COM USD1 COMMON 23355L106 94 2407 SH SOLE 2407 0 0 DYCOM INDUSTRIES INC COM USD.33 COMMON 267475101 1089 14625 SH SOLE 14625 0 0 DYNATRACE INC COM COMMON 268150109 77 1313 SH SOLE 1313 0 0 DYNAVAX TECHNOLOGIES CORP COM USD.001 COMMON 268158201 76 7747 SH SOLE 7747 0 0 DYNEX CAPITAL INC COM USD.01 COMMON 26817Q886 189 10151 SH SOLE 10151 0 0 EAGLE BANCORP INC/MD COM USD.01 COMMON 268948106 4 72 SH SOLE 72 0 0 EAGLE BANCORP MONTANA INC COM USD.01 COMMON 26942G100 83 3616 SH SOLE 3616 0 0 EAGLE MATERIALS INC COM USD1 COMMON 26969P108 17 119 SH SOLE 119 0 0 EAGLE PHARMACEUTICALS INC COM USD.001 COMMON 269796108 269 6282 SH SOLE 6282 0 0 EARTHSTONE ENERGY INC COM USD.1 COMMON 27032D304 302 27258 SH SOLE 27258 0 0 EAST WEST BANCORP INC COM USD.001 COMMON 27579R104 10 142 SH SOLE 142 0 0 EASTGROUP PROPERTIES COM USD.0001 COMMON 277276101 1 5 SH SOLE 5 0 0 EASTMAN CHEMICAL CO COM USD.01 COMMON 277432100 8105 69418 SH SOLE 69418 0 0 EATON CORP PLC COM USD.5 COMMON G29183103 28364 191424 SH OTR 167914 23510 0 EATON VANCE T/M BUY-WRITE OP COMMON 27828Y108 9 552 SH SOLE 552 0 0 EATON VANCE TAX-MANAGED DIVE COMMON 27828N102 9 638 SH SOLE 638 0 0 EBAY INC COM USD.001 COMMON 278642103 63085 898516 SH OTR 657230 241286 0 EBIX INC COM USD.1 COMMON 278715206 47 1396 SH SOLE 1396 0 0 ECHO GLOBAL LOGISTICS INC COM USD.01 COMMON 27875T101 2 81 SH SOLE 81 0 0 ECOLAB INC COM USD1 COMMON 278865100 683 3314 SH SOLE 3314 0 0 ECOPETROL SA SPON ADS NPV COMMON 279158109 2174 148711 SH SOLE 148711 0 0 EDISON INTERNATIONAL COM NPV COMMON 281020107 20 338 SH SOLE 338 0 0 EDITAS MEDICINE INC COM USD.0001 COMMON 28106W103 221 3900 SH SOLE 3900 0 0 EDUCATIONAL DEVELOPMENT CORP COM USD.2 COMMON 281479105 257 20660 SH SOLE 20660 0 0 EDWARDS LIFESCIENCES CORP COM USD1 COMMON 28176E108 1020 9849 SH SOLE 9849 0 0 EGAIN CORP COM USD.001 COMMON 28225C806 1 63 SH SOLE 63 0 0 EHEALTH INC COM USD.001 COMMON 28238P109 7 119 SH SOLE 119 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 3 77 SH SOLE 77 0 0 ELASTIC NV ORD COMMON N14506104 132 909 SH SOLE 909 0 0 ELECTROCORE INC COM COMMON 28531P103 0 1 SH SOLE 1 0 0 ELECTROMED INC COM USD.01 COMMON 285409108 7 659 SH SOLE 659 0 0 ELECTRONIC ARTS INC COM USD.01 COMMON 285512109 3714 25820 SH SOLE 25820 0 0 ELEMENT SOLUTIONS INC COM USD.01 COMMON 28618M106 11 471 SH SOLE 471 0 0 ELEVATE CREDIT INC COM USD0.001 COMMON 28621V101 136 38021 SH SOLE 38021 0 0 ELLINGTON FINANCIAL INC COM NPV COMMON 28852N109 0 21 SH SOLE 21 0 0 ELLINGTON RESIDENTIAL MTG COM USD0.01 COMMON 288578107 123 10484 SH SOLE 10484 0 0 EMAGIN CORP COM USD.01 COMMON 29076N206 1 154 SH SOLE 154 0 0 EMBOTELLADORA ANDINA SA SPON ADR B COMMON 29081P303 610 42087 SH SOLE 42087 0 0 EMCOR GROUP INC COM USD.1 COMMON 29084Q100 1094 8889 SH SOLE 8889 0 0 EMERGENT BIOSOLUTIONS INC COM USD.01 COMMON 29089Q105 182 2898 SH SOLE 2898 0 0 EMERSON ELECTRIC CO COM USD1 COMMON 291011104 1581 16426 SH SOLE 16426 0 0 EMPIRE STATE REALTY TR INC CL A COM USD.01 COMMON 292104106 20 1675 SH SOLE 1675 0 0 EMPLOYERS HOLDINGS INC COM USD.01 COMMON 292218104 4 96 SH SOLE 96 0 0 ENBRIDGE INC COM NPV COMMON 29250N105 24925 622221 SH SOLE 622221 0 0 ENBRIDGE INC COM NPV COMMON 29250N105 1111 27743 SH SOLE 27743 0 0 ENCOMPASS HEALTH CORP COM USD.01 COMMON 29261A100 2 32 SH SOLE 32 0 0 ENCORE CAPITAL GROUP INC COM USD.01 COMMON 292554102 0 4 SH SOLE 4 0 0 ENDO INTERNATIONAL PLC COM USD.01 COMMON G30401106 313 66794 SH SOLE 66794 0 0 ENDRA LIFE SCIENCES INC COM USD.0001 COMMON 29273B104 1 329 SH SOLE 329 0 0 ENERGOUS CORP COM USD0.00001 COMMON 29272C103 0 2 SH SOLE 2 0 0 ENERGY RECOVERY INC COM USD.001 COMMON 29270J100 55 2402 SH SOLE 2402 0 0 ENERPLUS CORP COM NPV COMMON 292766102 507 70434 SH SOLE 70434 0 0 ENGLOBAL CORP COM USD.001 COMMON 293306106 49 16255 SH SOLE 16255 0 0 ENI SPA SPON ADR COMMON 26874R108 523 21437 SH SOLE 21437 0 0 ENNIS INC COM USD2.5 COMMON 293389102 157 7281 SH SOLE 7281 0 0 ENOVA INTERNATIONAL INC COM USD0.00001 COMMON 29357K103 50 1463 SH SOLE 1463 0 0 ENPHASE ENERGY INC COM USD.00001 COMMON 29355A107 243 1326 SH SOLE 1326 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 564 6508 SH SOLE 6508 0 0 ENSTAR GROUP LTD ORD COMMON G3075P101 1 3 SH SOLE 3 0 0 ENTEGRIS INC COM USD.01 COMMON 29362U104 253 2060 SH SOLE 2060 0 0 ENTERGY CORP COM USD5 COMMON 29364G103 54 539 SH SOLE 539 0 0 ENTRAVISION COMMUNICATIONS CL A COM USD.0001 COMMON 29382R107 26 3910 SH SOLE 3910 0 0 ENVELA CORP COM NPV COMMON 29402E102 5 957 SH SOLE 957 0 0 ENVISTA HOLDINGS CORP COM COMMON 29415F104 1 21 SH SOLE 21 0 0 ENZO BIOCHEM INC COM USD.01 COMMON 294100102 0 1 SH SOLE 1 0 0 EOG RESOURCES INC COM NPV COMMON 26875P101 2484 29770 SH SOLE 29770 0 0 EPAM SYSTEMS INC COM USD0.001 COMMON 29414B104 707 1383 SH SOLE 1383 0 0 EPLUS INC COM USD.01 COMMON 294268107 0 3 SH SOLE 3 0 0 EPR PROPERTIES COM USD.01 SBI COMMON 26884U109 1 18 SH SOLE 18 0 0 EPSILON ENERGY LTD COM COMMON 294375209 62 12383 SH SOLE 12383 0 0 EQT CORP COM NPV COMMON 26884L109 1 43 SH SOLE 43 0 0 EQUIFAX INC COM USD2.5 COMMON 294429105 222 926 SH SOLE 926 0 0 EQUINIX INC COM USD.001 COMMON 29444U700 1410 1757 SH SOLE 1757 0 0 EQUINOR ASA SPONSORED ADR COMMON 29446M102 90 4229 SH SOLE 4229 0 0 EQUINOX GOLD CORP COM CL A COMMON 29446Y502 272 39095 SH SOLE 39095 0 0 EQUITABLE HOLDINGS INC COM COMMON 29452E101 21355 701327 SH OTR 540430 160897 0 EQUITRANS MID CORP COM COMMON 294600101 1 72 SH SOLE 72 0 0 EQUITY COMMONWEALTH COM USD.01 COMMON 294628102 3 128 SH SOLE 128 0 0 EQUITY LIFESTYLE PROPERTIES COM USD.01 COMMON 29472R108 201 2708 SH SOLE 2708 0 0 EQUITY RESIDENTIAL SHS BEN INT USD.01 COMMON 29476L107 31 407 SH SOLE 407 0 0 ERIE INDEMNITY CO CL A COM NPV COMMON 29530P102 15 80 SH SOLE 80 0 0 ESCALADE INC COM USD1 COMMON 296056104 335 14592 SH SOLE 14592 0 0 ESSA BANCORP INC COM USD.01 COMMON 29667D104 14 844 SH SOLE 844 0 0 ESSENT GROUP LTD COM USD.01 COMMON G3198U102 1 22 SH SOLE 22 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 29 634 SH SOLE 634 0 0 ESSEX PROPERTY TRUST COM USD.0001 COMMON 297178105 60489 201623 SH OTR 141861 59762 0 ESTABLISHMNT LBS HLDNG COM COMMON G31249108 212 2430 SH SOLE 2430 0 0 ESTEE LAUDER COMPANIES INC CL A COM USD.01 COMMON 518439104 1486 4672 SH SOLE 4672 0 0 ETHAN ALLEN INTERIORS INC CL A COM USD.01 COMMON 297602104 283 10256 SH SOLE 10256 0 0 ETSY INC COM USD.001 COMMON 29786A106 1081 5252 SH SOLE 5252 0 0 EURONAV ORD NPV COMMON B38564108 801 85952 SH SOLE 85952 0 0 EURONET WORLDWIDE INC COM USD.02 COMMON 298736109 2 13 SH SOLE 13 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 65 3428 SH SOLE 3428 0 0 EVERBRIDGE INC COM USD.001 COMMON 29978A104 10 70 SH SOLE 70 0 0 EVERCORE INC CL A COM USD.01 COMMON 29977A105 440 3127 SH SOLE 3127 0 0 EVEREST RE GROUP LTD COM USD.01 COMMON G3223R108 113 450 SH SOLE 450 0 0 EVERGY INC COM USD5 COMMON 30034W106 5 85 SH SOLE 85 0 0 EVERI HOLDINGS INC COM USD.001 COMMON 30034T103 85 3407 SH SOLE 3407 0 0 EVERSOURCE ENERGY COM USD5 COMMON 30040W108 89 1112 SH SOLE 1112 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 23 SH SOLE 23 0 0 EVOFEM BIOSCIENCES INC COM COMMON 30048L104 0 182 SH SOLE 182 0 0 EVOLENT HEALTH INC CL A COM USD.01 COMMON 30050B101 12 592 SH SOLE 592 0 0 EVOLUS INC COM COMMON 30052C107 69 5444 SH SOLE 5444 0 0 EXACT SCIENCES CORP COM USD.001 COMMON 30063P105 9 75 SH SOLE 75 0 0 EXELIXIS INC COM USD.001 COMMON 30161Q104 2 97 SH SOLE 97 0 0 EXELON CORP COM NPV COMMON 30161N101 455 10264 SH SOLE 10264 0 0 EXLSERVICE HOLDINGS INC COM USD.001 COMMON 302081104 400 3765 SH SOLE 3765 0 0 EXONE CO COM USD0.01 COMMON 302104104 1 44 SH SOLE 44 0 0 EXP WORLD HOLDINGS INC COM COMMON 30212W100 183 4729 SH SOLE 4729 0 0 EXPEDIA GROUP INC COM USD.001 COMMON 30212P303 75 457 SH SOLE 457 0 0 EXPEDITORS INTL WASH INC COM USD.01 COMMON 302130109 216 1706 SH SOLE 1706 0 0 EXPONENT INC COM USD.001 COMMON 30214U102 13 147 SH SOLE 147 0 0 EXPRESS INC COM USD.01 COMMON 30219E103 1 176 SH SOLE 176 0 0 EXTRA SPACE STORAGE INC COM USD.01 COMMON 30225T102 49 301 SH SOLE 301 0 0 EXTREME NETWORKS INC COM USD.001 COMMON 30226D106 193 17261 SH SOLE 17261 0 0 EXXON MOBIL CORP COM NPV COMMON 30231G102 19104 302931 SH SOLE 302931 0 0 EYENOVIA INC COM 0.0001 COMMON 30234E104 0 59 SH SOLE 59 0 0 F N B CORP/FL COM USD.01 COMMON 302520101 42 3433 SH SOLE 3433 0 0 F5 NETWORKS INC COM NPV COMMON 315616102 44 237 SH SOLE 237 0 0 FABRINET ORD USD.01 COMMON G3323L100 190 1984 SH SOLE 1984 0 0 FACEBOOK INC CL A COM USD.000006 COMMON 30303M102 13621 39174 SH SOLE 39174 0 0 FACTSET RESEARCH SYSTEMS INC COM USD.01 COMMON 303075105 414 1235 SH SOLE 1235 0 0 FAIR ISAAC CORP COM USD.01 COMMON 303250104 243 484 SH SOLE 484 0 0 FALCON MINERALS CORP CL A COM COMMON 30607B109 55 10772 SH SOLE 10772 0 0 FARMER BROTHERS CO COM USD1 COMMON 307675108 1 84 SH SOLE 84 0 0 FARMLAND PARTNERS INC COM USD.01 COMMON 31154R109 323 26813 SH SOLE 26813 0 0 FARO TECHNOLOGIES INC COM USD.001 COMMON 311642102 189 2430 SH SOLE 2430 0 0 FASTENAL CO COM USD.01 COMMON 311900104 295 5676 SH SOLE 5676 0 0 FATE THERAPEUTICS INC COM USD0.001 COMMON 31189P102 419 4830 SH SOLE 4830 0 0 FEDERAL REALTY INVESTMENT TR COM USD.01 SBI COMMON 313747206 13 111 SH SOLE 111 0 0 FEDERAL SIGNAL CORP COM USD1 COMMON 313855108 225 5602 SH SOLE 5602 0 0 FEDERATED HERMES INC CL B COM NPV COMMON 314211103 208 6147 SH SOLE 6147 0 0 FEDEX CORP COM USD.1 COMMON 31428X106 746 2501 SH SOLE 2501 0 0 FERGUSON PLC COM COMMON G3421J106 828 5932 SH SOLE 5932 0 0 FERRARI NV COM EUR.01 COMMON N3167Y103 78 376 SH SOLE 376 0 0 FERRO CORP COM USD1 COMMON 315405100 82 3781 SH SOLE 3781 0 0 FIBROGEN INC COM USD.01 COMMON 31572Q808 117 4385 SH SOLE 4385 0 0 FIDELITY MSCI INFO TECH ETF COMMON 316092808 22 186 SH SOLE 186 0 0 FIDELITY NASDAQ COMP INDX TS COMMON 315912808 135 2390 SH SOLE 2390 0 0 FIDELITY NATIONAL INFO SVCS COM COMMON 31620M106 1774 12526 SH SOLE 12526 0 0 FIDELITY NATL FINL FNF GROUP COM USD.0001 COMMON 31620R303 13 310 SH SOLE 310 0 0 FIFTH THIRD BANCORP COM USD6.67 COMMON 316773100 27775 726543 SH OTR 499165 227378 0 FINANCIAL INSTITUTIONS INC COM USD.01 COMMON 317585404 77 2581 SH SOLE 2581 0 0 FINANCIAL SELECT SECTOR SPDR COMMON 81369Y605 191 5206 SH SOLE 5206 0 0 FINVOLUTION GROUP -ADR ADR COMMON 31810T101 1971 207024 SH SOLE 207024 0 0 FIREEYE INC COM USD.0001 COMMON 31816Q101 1 53 SH SOLE 53 0 0 FIRST AMERICAN FINANCIAL CP COM USD.00001 COMMON 31847R102 8 122 SH SOLE 122 0 0 FIRST BANCORP P R COM NPV COMMON 318672706 17 1468 SH SOLE 1468 0 0 FIRST CITIZENS BANCSH -CL A CL A COM USD1 COMMON 31946M103 172 207 SH SOLE 207 0 0 FIRST EAGLE ALTERNATIVE CAPI COM USD.001 COMMON 26943B100 22 4932 SH SOLE 4932 0 0 FIRST FINANCIAL NORTHWEST COM USD.01 COMMON 32022K102 62 4064 SH SOLE 4064 0 0 FIRST FINL BANCORP INC/OH COM NPV COMMON 320209109 97 4105 SH SOLE 4105 0 0 FIRST FINL BANKSHARES INC COM USD10 COMMON 32020R109 384 7813 SH SOLE 7813 0 0 FIRST HORIZON CORP COM USD2.5 COMMON 320517105 22 1244 SH SOLE 1244 0 0 FIRST INDL REALTY TRUST INC COM USD.01 COMMON 32054K103 6 108 SH SOLE 108 0 0 FIRST INTERNET BANCORP COM USD1 COMMON 320557101 293 9444 SH SOLE 9444 0 0 FIRST INTERSTATE BANCSYSTEM CL A COM NPV COMMON 32055Y201 11 261 SH SOLE 261 0 0 FIRST NORTHWEST BANCRP COM COMMON 335834107 1 42 SH SOLE 42 0 0 FIRST REPUBLIC BANK NEW COM USD.01 COMMON 33616C100 177 947 SH SOLE 947 0 0 FIRST SAVINGS FINANCIAL GP COM USD.01 COMMON 33621E109 201 2750 SH SOLE 2750 0 0 FIRST SOLAR INC COM USD.001 COMMON 336433107 6 63 SH SOLE 63 0 0 FIRST TRUST CLOUD COMPUTING COMMON 33734X192 27 251 SH SOLE 251 0 0 FIRST TRUST DJ INTERNET IND COMMON 33733E302 335 1369 SH SOLE 1369 0 0 FIRST TRUST FINANCIAL ALPHAD COMMON 33734X135 75 1728 SH SOLE 1728 0 0 FIRST TRUST VALUE LINE DVD COMMON 33734H106 72 1809 SH SOLE 1809 0 0 FIRST WSTRN FINNCIL INC COM COMMON 33751L105 186 7187 SH SOLE 7187 0 0 FIRSTCASH INC COM USD.01 COMMON 33767D105 37 486 SH SOLE 486 0 0 FIRSTENERGY CORP COM USD9 COMMON 337932107 2 66 SH SOLE 66 0 0 FIRSTSERVICE CORP COM COMMON 33767E202 1741 10144 SH SOLE 10144 0 0 FIRSTSERVICE CORP COM COMMON 33767E202 743 4340 SH SOLE 4340 0 0 FISERV INC COM USD.01 COMMON 337738108 886 8292 SH SOLE 8292 0 0 FIVE BELOW INC COM USD.01 COMMON 33829M101 21 108 SH SOLE 108 0 0 FIVE STAR SENIOR LIVING INC COM USD.01 COMMON 33832D205 147 25476 SH SOLE 25476 0 0 FIVE9 INC COM USD.001 COMMON 338307101 135 738 SH SOLE 738 0 0 FIVERR INTERNATIONAL LTD COM COMMON M4R82T106 3 11 SH SOLE 11 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 95 372 SH SOLE 372 0 0 FLEX LTD ORD USD.01 COMMON Y2573F102 4 245 SH SOLE 245 0 0 FLEXSHARES STOXX GLOBAL BROA COMMON 33939L795 246 4276 SH SOLE 4276 0 0 FLEXSTEEL INDUSTRIES INC COM USD1 COMMON 339382103 280 6930 SH SOLE 6930 0 0 FLOOR & DECOR HLDGS CL A COM USD.001 COMMON 339750101 84 798 SH SOLE 798 0 0 FLOTEK INDUSTRIES INC COM COMMON 343389102 0 1 SH SOLE 1 0 0 FLOWERS FOODS INC COM USD.625 COMMON 343498101 21 862 SH SOLE 862 0 0 FLOWSERVE CORP COM USD1.25 COMMON 34354P105 5036 124939 SH SOLE 124939 0 0 FLUENT INC COM USD.0005 COMMON 34380C102 3 1107 SH SOLE 1107 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 FLUSHING FINANCIAL CORP COM USD.01 COMMON 343873105 64 3000 SH SOLE 3000 0 0 FMC CORP COM USD.1 COMMON 302491303 32 292 SH SOLE 292 0 0 FOCUS FINANCL PRTNR INC COM COMMON 34417P100 25 512 SH SOLE 512 0 0 FOLEY TRASIME ACQ CORP UNIT COMMON 34431F203 235 22428 SH SOLE 22428 0 0 FOMENTO ECONOMICO MEXICANO SPON ADR COMMON 344419106 238 2822 SH SOLE 2822 0 0 FONAR CORP COM USD.0001 COMMON 344437405 20 1135 SH SOLE 1135 0 0 FOOT LOCKER INC COM USD3 COMMON 344849104 1439 23362 SH SOLE 23362 0 0 FORD MOTOR CO COM USD1 COMMON 345370860 655 44111 SH SOLE 44111 0 0 FORESTAR GROUP INC COM USD1 COMMON 346232101 20 958 SH SOLE 958 0 0 FORMFACTOR INC COM USD.001 COMMON 346375108 471 12917 SH SOLE 12917 0 0 FORTERRA INC COM USD0.001 COMMON 34960W106 282 12004 SH SOLE 12004 0 0 FORTINET INC COM USD.001 COMMON 34959E109 5791 24314 SH SOLE 24314 0 0 FORTIS INC COM NPV COMMON 349553107 97 2184 SH SOLE 2184 0 0 FORTIVE CORP COM USD.01 COMMON 34959J108 91 1309 SH SOLE 1309 0 0 FORTRESS BIOTECH INC COM USD.001 COMMON 34960Q109 7 1905 SH SOLE 1905 0 0 FORTUNA SILVER MINES INC COM NPV COMMON 349915108 0 40 SH SOLE 40 0 0 FORTUNE BRANDS HOME & SECUR COM USD.01 COMMON 34964C106 1704 17104 SH SOLE 17104 0 0 FORWARD AIR CORP COM USD.01 COMMON 349853101 94 1047 SH SOLE 1047 0 0 FOSTER (LB) CO COM USD.01 COMMON 350060109 77 4115 SH SOLE 4115 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 423 11388 SH SOLE 11388 0 0 FOX CORP COM CL B COMMON 35137L204 8 226 SH SOLE 226 0 0 FOX FACTORY HOLDING CP COM USD.001 COMMON 35138V102 173 1114 SH SOLE 1114 0 0 FRANCO-NEVADA CORP COM NPV COMMON 351858105 3921 27003 SH SOLE 27003 0 0 FRANCO-NEVADA CORP COM NPV COMMON 351858105 249 1714 SH SOLE 1714 0 0 FRANKLIN COVEY CO COM USD.05 COMMON 353469109 91 2818 SH SOLE 2818 0 0 FRANKLIN ELECTRIC CO INC COM USD.1 COMMON 353514102 1662 20623 SH SOLE 20623 0 0 FRANKLIN FINANCIAL SVCS CORP COM NPV COMMON 353525108 16 515 SH SOLE 515 0 0 FRANKLIN RESOURCES INC COM USD.1 COMMON 354613101 44 1375 SH SOLE 1375 0 0 FRANKLIN STREET PROPERTIES COM COMMON 35471R106 689 131046 SH SOLE 131046 0 0 FRANKLIN TEMPLETON ETF TR FTSE SOUTH KOREA COMMON 35473P710 10 300 SH SOLE 300 0 0 FRANKLIN WIRELESS CORP COM NPV COMMON 355184102 21 2273 SH SOLE 2273 0 0 FREEPORT-MCMORAN INC COM NPV COMMON 35671D857 1950 52555 SH SOLE 52555 0 0 FRESENIUS MEDICAL CARE AG&CO SPON ADR COMMON 358029106 1682 40462 SH SOLE 40462 0 0 FRESHPET INC COM USD0.001 COMMON 358039105 386 2371 SH SOLE 2371 0 0 FRONTDOOR INC COM COMMON 35905A109 1 19 SH SOLE 19 0 0 FS BANCORP INC COM USD.01 COMMON 30263Y104 111 1553 SH SOLE 1553 0 0 FS KKR CAPITAL CORP COM USD0.001 COMMON 302635206 6 275 SH SOLE 275 0 0 FTI CONSULTING INC CL A COM USD.01 COMMON 302941109 2 16 SH SOLE 16 0 0 FUEL TECH INC COM USD.01 COMMON 359523107 0 116 SH SOLE 116 0 0 FUELCELL ENERGY INC COM NPV COMMON 35952H601 60 6703 SH SOLE 6703 0 0 FULGENT GENETICS INC COM USD0.0001 COMMON 359664109 57 623 SH SOLE 623 0 0 FULLER (H. B.) CO COM USD1 COMMON 359694106 146 2291 SH SOLE 2291 0 0 FULTON FINANCIAL CORP COM USD2.5 COMMON 360271100 58 3651 SH SOLE 3651 0 0 FUNKO INC CL A COM USD.0001 COMMON 361008105 1 62 SH SOLE 62 0 0 FUTU HOLDINGS LTD -ADR ADS COMMON 36118L106 9 49 SH SOLE 49 0 0 FUTUREFUEL CORP COM USD.0001 COMMON 36116M106 4 415 SH SOLE 415 0 0 G1 THERAPEUTICS INC COM USD.0001 COMMON 3621LQ109 30 1347 SH SOLE 1347 0 0 GABELLI DIVIDEND & INCOME TR COMMON 36242H104 77 2914 SH SOLE 2914 0 0 GAIA INC CL A COM USD.0001 COMMON 36269P104 0 40 SH SOLE 40 0 0 GALECTIN THERAPEUTICS INC COM USD.001 COMMON 363225202 18 5655 SH SOLE 5655 0 0 GAMCO INVESTORS INC CL A COM USD.001 COMMON 361438104 251 9994 SH SOLE 9994 0 0 GAMING & LEISURE PPTYS COM USD0.01 COMMON 36467J108 16 349 SH SOLE 349 0 0 GAP INC COM USD.05 COMMON 364760108 362 10752 SH SOLE 10752 0 0 GARMIN LTD COM USD.01 COMMON H2906T109 63 438 SH SOLE 438 0 0 GARRETT MOTION INC COM COMMON 366505105 2 223 SH SOLE 223 0 0 GARTNER INC COM COMMON 366651107 3277 13530 SH SOLE 13530 0 0 GATES INDUSTRIAL CORP PLC COM COMMON G39108108 0 21 SH SOLE 21 0 0 GATX CORP COM USD.625 COMMON 361448103 13 150 SH SOLE 150 0 0 GENASYS INC COM USD.00001 COMMON 36872P103 118 21578 SH SOLE 21578 0 0 GENCO SHIPPING & TRADING COM NPV COMMON Y2685T131 17 881 SH SOLE 881 0 0 GENCOR INDUSTRIES INC COM USD.1 COMMON 368678108 25 2033 SH SOLE 2033 0 0 GENERAC HOLDINGS INC COM USD0.01 COMMON 368736104 4184 10079 SH SOLE 10079 0 0 GENERAL DYNAMICS CORP COM USD1 COMMON 369550108 463 2460 SH SOLE 2460 0 0 GENERAL ELECTRIC CO COM USD.63 COMMON 369604103 4155 308786 SH SOLE 308786 0 0 GENERAL MILLS INC COM USD.75 COMMON 370334104 462 7586 SH SOLE 7586 0 0 GENERAL MOTORS CO COM USD.01 COMMON 37045V100 943 15941 SH SOLE 15941 0 0 GENESCO INC COM USD1 COMMON 371532102 1 21 SH SOLE 21 0 0 GENMAB AS SPONSORED ADR COMMON 372303206 108 2642 SH SOLE 2642 0 0 GENPACT LTD COM USD.01 COMMON G3922B107 13 283 SH SOLE 283 0 0 GENTEX CORP COM USD.06 COMMON 371901109 349 10534 SH SOLE 10534 0 0 GENTHERM INC COM NPV COMMON 37253A103 154 2169 SH SOLE 2169 0 0 GENUINE PARTS CO COM USD1 COMMON 372460105 7585 59994 SH SOLE 59994 0 0 GENWORTH FINANCIAL INC CL A USD.001 COMMON 37247D106 1 133 SH SOLE 133 0 0 GEOPARK LTD COM USD.001 COMMON G38327105 1 64 SH SOLE 64 0 0 GEOSPACE TECHNOLOGIES CORP COM USD.01 COMMON 37364X109 1 69 SH SOLE 69 0 0 GEVO INC COM USD.01 COMMON 374396406 12 1700 SH SOLE 1700 0 0 GIBRALTAR INDUSTRIES INC COM USD.01 COMMON 374689107 62 819 SH SOLE 819 0 0 G-III APPAREL GROUP LTD COM USD.01 COMMON 36237H101 122 3706 SH SOLE 3706 0 0 GILAT SATELLITE NETWORKS LTD ORD NIS.01 COMMON M51474118 423 41511 SH SOLE 41511 0 0 GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 620 16787 SH SOLE 16787 0 0 GILDAN ACTIVEWEAR INC CL A SUBVTG NPV COMMON 375916103 145 3919 SH SOLE 3919 0 0 GILEAD SCIENCES INC COM USD.001 COMMON 375558103 4861 70588 SH OTR 60196 10392 0 GLACIER BANCORP INC COM USD.01 COMMON 37637Q105 38 688 SH SOLE 688 0 0 GLAUKOS CORP COM USD0.001 COMMON 377322102 221 2603 SH SOLE 2603 0 0 GLAXOSMITHKLINE PLC SPON ADR COMMON 37733W105 2088 52426 SH SOLE 52426 0 0 GLOBAL BLOOD THERAPEUTICS COM USD0.001 COMMON 37890U108 0 6 SH SOLE 6 0 0 GLOBAL PAYMENTS INC COM NPV COMMON 37940X102 385 2055 SH SOLE 2055 0 0 GLOBAL WATER RESOURCES INC COM USD.01 COMMON 379463102 2 98 SH SOLE 98 0 0 GLOBAL X FDS CHINA FINL ETF COMMON 37950E606 2 107 SH SOLE 107 0 0 GLOBAL X FDS CLOUD COMPUTNG COMMON 37954Y442 13 463 SH SOLE 463 0 0 GLOBAL X FDS US INFR DEV ETF COMMON 37954Y673 83 3220 SH SOLE 3220 0 0 GLOBANT SA COM USD.1 COMMON L44385109 253 1153 SH SOLE 1153 0 0 GLOBE LIFE INC COM USD1 COMMON 37959E102 307 3218 SH SOLE 3218 0 0 GLOBUS MEDICAL INC CL A COM USD.001 COMMON 379577208 2 26 SH SOLE 26 0 0 GMS INC COM USD.01 COMMON 36251C103 170 3535 SH SOLE 3535 0 0 GODADDY INC CL A COM USD.001 COMMON 380237107 14 163 SH SOLE 163 0 0 GOGO INC COM USD0.0001 COMMON 38046C109 1 119 SH SOLE 119 0 0 GOLDEN ENTERTAINMENT INC COM USD.01 COMMON 381013101 88 1967 SH SOLE 1967 0 0 GOLDMAN ACTIVEBETA US LC ETF COMMON 381430503 73 849 SH SOLE 849 0 0 GOLDMAN SACHS GROUP INC COM USD.01 COMMON 38141G104 4611 12149 SH SOLE 12149 0 0 GOOD TIMES RESTAURANTS INC COM USD.001 COMMON 382140879 67 16343 SH SOLE 16343 0 0 GOODYEAR TIRE & RUBBER CO COM NPV COMMON 382550101 19 1114 SH SOLE 1114 0 0 GOPRO INC CL A COM USD.0001 COMMON 38268T103 106 9098 SH SOLE 9098 0 0 GORMAN-RUPP CO COM NPV COMMON 383082104 4 106 SH SOLE 106 0 0 GP STRATEGIES CORP COM USD.01 COMMON 36225V104 21 1310 SH SOLE 1310 0 0 GRACO INC COM USD1 COMMON 384109104 67 888 SH SOLE 888 0 0 GRAFTECH INTERNATIONAL LTD COM USD0.01 COMMON 384313508 357 30756 SH SOLE 30756 0 0 GRAHAM HOLDINGS CO CL B COM USD1 COMMON 384637104 565 891 SH SOLE 891 0 0 GRAINGER (W W) INC COM USD1 COMMON 384802104 119 271 SH SOLE 271 0 0 GRAND CANYON EDUCATION INC COM USD.01 COMMON 38526M106 1 6 SH SOLE 6 0 0 GRAPHIC PACKAGING HOLDING CO COM COMMON 388689101 431 23783 SH SOLE 23783 0 0 GRAVITY CO LTD -ADR ADR COMMON 38911N206 536 4944 SH SOLE 4944 0 0 GRAY TELEVISION INC CL B COM NPV COMMON 389375106 16 697 SH SOLE 697 0 0 GREAT AJAX CORP COM USD0.01 COMMON 38983D300 1 80 SH SOLE 80 0 0 GREAT LAKES DREDGE & DOCK CP COM USD.01 COMMON 390607109 52 3573 SH SOLE 3573 0 0 GREEN BRICK PARTNERS INC COM NPV COMMON 392709101 2 92 SH SOLE 92 0 0 GREEN DOT CORP CL A COM USD.001 COMMON 39304D102 0 6 SH SOLE 6 0 0 GREENHILL & CO INC COM USD.01 COMMON 395259104 194 12441 SH SOLE 12441 0 0 GREENLANE HOLDINGS INC COM CL A COMMON 395330103 81 18180 SH SOLE 18180 0 0 GREIF INC -CL A CL A COM NPV COMMON 397624107 65 1068 SH SOLE 1068 0 0 GRID DYNAMICS HOLDGS INC COM COMMON 39813G109 22 1471 SH SOLE 1471 0 0 GROUP 1 AUTOMOTIVE INC COM USD.01 COMMON 398905109 250 1622 SH SOLE 1622 0 0 GRUPO AEROPORTUARIO DEL CENT ADR NPV COMMON 400501102 895 17133 SH SOLE 17133 0 0 GRUPO AEROPORTUARIO DEL PACI ADR COMMON 400506101 808 7563 SH SOLE 7563 0 0 GRUPO AEROPORTUARIO SURESTE SPON ADR COMMON 40051E202 512 2771 SH SOLE 2771 0 0 GUARDANT HEALTH INC COM COMMON 40131M109 8 62 SH SOLE 62 0 0 GUIDEWIRE SOFTWARE INC COM USD0.0001 COMMON 40171V100 4 33 SH SOLE 33 0 0 HAEMONETICS CORP COM USD.01 COMMON 405024100 26 385 SH SOLE 385 0 0 HAILIANG EDUCATION GRP -ADR ADR COMMON 40522L108 9 219 SH SOLE 219 0 0 HAIN CELESTIAL GROUP INC COM USD.01 COMMON 405217100 32 804 SH SOLE 804 0 0 HALLADOR ENERGY CO COM NPV COMMON 40609P105 440 163414 SH SOLE 163414 0 0 HALLIBURTON CO COM USD2.5 COMMON 406216101 498 21534 SH SOLE 21534 0 0 HALOZYME THERAPEUTICS INC COM USD.001 COMMON 40637H109 386 8503 SH SOLE 8503 0 0 HAMILTON BEACH BND HDNG CL A COM USD.01 COMMON 40701T104 34 1533 SH SOLE 1533 0 0 HANESBRANDS INC COM USD.01 COMMON 410345102 841 45045 SH SOLE 45045 0 0 HANGER INC COM NPV COMMON 41043F208 253 10023 SH SOLE 10023 0 0 HANMI FINANCIAL CORP COM NPV COMMON 410495204 2 87 SH SOLE 87 0 0 HANNON ARMSTRONG SUST INFR COM USD0.01 COMMON 41068X100 12 209 SH SOLE 209 0 0 HANOVER INSURANCE GROUP INC COM USD.01 COMMON 410867105 471 3475 SH SOLE 3475 0 0 HARLEY-DAVIDSON INC COM USD.01 COMMON 412822108 39 855 SH SOLE 855 0 0 HARMONIC INC COM USD.001 COMMON 413160102 4 470 SH SOLE 470 0 0 HARPOON THERAPEUTICS COM COMMON 41358P106 9 624 SH SOLE 624 0 0 HARTFORD FINANCIAL SERVICES COM NPV COMMON 416515104 2940 47451 SH SOLE 47451 0 0 HARVARD BIOSCIENCE INC COM USD.01 COMMON 416906105 2 211 SH SOLE 211 0 0 HASBRO INC COM USD.5 COMMON 418056107 16 165 SH SOLE 165 0 0 HAVERTY FURNITURE COM USD1 COMMON 419596101 181 4233 SH SOLE 4233 0 0 HAWAIIAN ELECTRIC INDS COM NPV COMMON 419870100 1600 37855 SH SOLE 37855 0 0 HAWKINS INC COM USD.1 COMMON 420261109 61 1867 SH SOLE 1867 0 0 HBT FINANCIAL INC COM COMMON 404111106 0 18 SH SOLE 18 0 0 HC2 HOLDINGS INC COM USD0.001 COMMON 404139107 32 8005 SH SOLE 8005 0 0 HCA HEALTHCARE INC COM USD0.01 COMMON 40412C101 12711 61485 SH SOLE 61485 0 0 HCI GROUP INC COM NPV COMMON 40416E103 16 162 SH SOLE 162 0 0 HDFC BANK LTD ADR COMMON 40415F101 82 1123 SH SOLE 1123 0 0 HEADHUNTER GROUP PLC -ADR ADR COMMON 42207L106 154 3635 SH SOLE 3635 0 0 HEALTH CARE SELECT SECTOR COMMON 81369Y209 331 2630 SH SOLE 2630 0 0 HEALTH CATALYST INC COM COMMON 42225T107 110 1989 SH SOLE 1989 0 0 HEALTHCARE SERVICES GROUP COM USD1 COMMON 421906108 127 4014 SH SOLE 4014 0 0 HEALTHCARE TRUST OF AMERICA CL A COM USD0.01 COMMON 42225P501 1 50 SH SOLE 50 0 0 HEALTHEQUITY INC COM USD.0001 COMMON 42226A107 477 5932 SH SOLE 5932 0 0 HEALTHPEAK PROPERTIES INC COM USD1 COMMON 42250P103 66 1988 SH SOLE 1988 0 0 HECLA MINING CO COM USD.25 COMMON 422704106 4 547 SH SOLE 547 0 0 HEICO CORP COM USD.166 COMMON 422806109 243 1741 SH SOLE 1741 0 0 HEIDRICK & STRUGGLES INTL COM USD.01 COMMON 422819102 456 10228 SH SOLE 10228 0 0 HELEN OF TROY LTD COM USD.1 COMMON G4388N106 29 129 SH SOLE 129 0 0 HELIOS TECHNOLOGIES INC COM USD.001 COMMON 42328H109 53 679 SH SOLE 679 0 0 HELIX ENERGY SOLUTIONS GROUP COM NPV COMMON 42330P107 46 8084 SH SOLE 8084 0 0 HELMERICH & PAYNE COM USD.1 COMMON 423452101 289 8855 SH SOLE 8855 0 0 HENNESSY ADVISORS INC COM NPV COMMON 425885100 3 291 SH SOLE 291 0 0 HENRY (JACK) & ASSOCIATES COM USD.01 COMMON 426281101 5868 35888 SH OTR 24879 11009 0 HENRY SCHEIN INC COM USD.01 COMMON 806407102 174 2349 SH SOLE 2349 0 0 HERBALIFE NUTRITION LTD COM USD.001 COMMON G4412G101 151 2857 SH SOLE 2857 0 0 HERC HOLDINGS INC COM USD.01 COMMON 42704L104 577 5155 SH SOLE 5155 0 0 HERITAGE INSURANCE HOLDINGS COM USD0.0001 COMMON 42727J102 1 100 SH SOLE 100 0 0 HERSHA HOSPITALITY TRUST SHS BEN INT USD.01 COMMON 427825500 97 9043 SH SOLE 9043 0 0 HERSHEY CO COM USD1. COMMON 427866108 1908 10955 SH SOLE 10955 0 0 HESS CORP COM USD1 COMMON 42809H107 84 967 SH SOLE 967 0 0 HEWLETT PACKARD ENTERPRISE COM USD.01 COMMON 42824C109 202 13840 SH SOLE 13840 0 0 HEXCEL CORP COM NPV COMMON 428291108 1 19 SH SOLE 19 0 0 HIBBETT INC COM USD.01 COMMON 428567101 179 1997 SH SOLE 1997 0 0 HIGHWOODS PROPERTIES INC COM USD.01 COMMON 431284108 993 21983 SH SOLE 21983 0 0 HILL INTERNATIONAL INC COM USD COMMON 431466101 142 56867 SH SOLE 56867 0 0 HILLENBRAND INC COM NPV COMMON 431571108 52 1190 SH SOLE 1190 0 0 HILL-ROM HOLDINGS INC COM NPV COMMON 431475102 144 1270 SH SOLE 1270 0 0 HILLTOP HOLDINGS INC COM USD.01 COMMON 432748101 40 1088 SH SOLE 1088 0 0 HILTON GRAND VACATIONS COM USD.01 COMMON 43283X105 221 5348 SH SOLE 5348 0 0 HILTON WORLDWIDE HOLDINGS COM USD.01 COMMON 43300A203 268 2223 SH SOLE 2223 0 0 HIMAX TECHNOLOGIES INC ADR USD.001 COMMON 43289P106 700 42039 SH SOLE 42039 0 0 HIREQUEST INC COM USD.001 COMMON 433535101 244 13168 SH SOLE 13168 0 0 HNI CORP COM USD1 COMMON 404251100 1529 34779 SH SOLE 34779 0 0 HOLLYFRONTIER CORP COM USD.01 COMMON 436106108 30 921 SH SOLE 921 0 0 HOLLYSYS AUTOMATION TECH LTD COM COMMON G45667105 5 317 SH SOLE 317 0 0 HOLOGIC INC COM USD.01 COMMON 436440101 3101 46478 SH SOLE 46478 0 0 HOME BANCORP INC COM USD.01 COMMON 43689E107 17 452 SH SOLE 452 0 0 HOME BANCSHARES INC COM USD.01 COMMON 436893200 5 200 SH SOLE 200 0 0 HOME DEPOT INC COM USD.05 COMMON 437076102 8475 26577 SH SOLE 26577 0 0 HOMESTREET INC COM NPV COMMON 43785V102 60 1461 SH SOLE 1461 0 0 HOMETRUST BANCSHARES INC COM USD.01 COMMON 437872104 4 145 SH SOLE 145 0 0 HONDA MOTOR CO LTD ADR COMMON 438128308 7212 224127 SH SOLE 224127 0 0 HONEYWELL INTERNATIONAL INC COM USD1 COMMON 438516106 4909 22378 SH SOLE 22378 0 0 HOOKER FURNITURE CORP COM NPV COMMON 439038100 536 15486 SH SOLE 15486 0 0 HOPE BANCORP INC COM USD3 COMMON 43940T109 115 8106 SH SOLE 8106 0 0 HORIZON BANCORP INC COM NPV COMMON 440407104 3 190 SH SOLE 190 0 0 HORIZON THERAPEUTICS PUB LTD ORD USD.01 COMMON G46188101 251 2682 SH SOLE 2682 0 0 HORMEL FOODS CORP COM USD.2344 COMMON 440452100 45 943 SH SOLE 943 0 0 HOST HOTELS & RESORTS INC COM USD1 COMMON 44107P104 2837 165983 SH SOLE 165983 0 0 HOSTESS BRANDS INC CL A COM USD.0001 COMMON 44109J106 4 277 SH SOLE 277 0 0 HOULIHAN LOKEY INC CL A COM USD.001 COMMON 441593100 950 11615 SH SOLE 11615 0 0 HOVNANIAN ENTRPRS INC -CL A CL A COM USD.01 COMMON 442487401 488 4594 SH SOLE 4594 0 0 HOWARD HUGHES CORP COM USD0.01 COMMON 44267D107 0 4 SH SOLE 4 0 0 HOWMET AEROSPACE INC COM USD1 COMMON 443201108 374 10853 SH SOLE 10853 0 0 HP INC COM USD1 COMMON 40434L105 11952 395922 SH OTR 353109 42813 0 HSBC HLDGS PLC SPON ADR COMMON 404280406 874 30281 SH SOLE 30281 0 0 HUB GROUP INC -CL A CL A COM USD.01 COMMON 443320106 42 630 SH SOLE 630 0 0 HUBBELL INC COM NPV COMMON 443510607 142 758 SH SOLE 758 0 0 HUBSPOT INC COM USD.001 COMMON 443573100 486 835 SH SOLE 835 0 0 HUDBAY MINERALS INC COM NPV COMMON 443628102 507 76072 SH SOLE 76072 0 0 HUDSON PACIFIC PPTYS INC COM USD.01 COMMON 444097109 0 1 SH SOLE 1 0 0 HUMANA INC COM NPV COMMON 444859102 2753 6218 SH SOLE 6218 0 0 HUNT (JB) TRANSPRT SVCS INC COM USD.01 COMMON 445658107 271 1661 SH SOLE 1661 0 0 HUNTINGTON BANCSHARES COM NPV COMMON 446150104 4526 317251 SH SOLE 317251 0 0 HUNTINGTON INGALLS IND INC COM USD1 COMMON 446413106 152 720 SH SOLE 720 0 0 HUNTSMAN CORP COM USD.01 COMMON 447011107 312 11773 SH SOLE 11773 0 0 HUTTIG BUILDING PRODUCTS INC COM NPV COMMON 448451104 338 58423 SH SOLE 58423 0 0 HYATT HOTELS CORP CL A COM USD0.01 COMMON 448579102 30 386 SH SOLE 386 0 0 HYSTER-YALE MATERIALS HNDLNG CL A COM USD0.01 COMMON 449172105 2 21 SH SOLE 21 0 0 IAA INC COM USD0.01 COMMON 449253103 18 338 SH SOLE 338 0 0 IAC/INTERACTIVECORP COM COMMON 44891N208 9 57 SH SOLE 57 0 0 IBEX LTD COM COMMON G4690M101 73 3743 SH SOLE 3743 0 0 ICF INTERNATIONAL INC COM USD.001 COMMON 44925C103 150 1703 SH SOLE 1703 0 0 ICHOR HOLDINGS LTD COM USD.0001 COMMON G4740B105 124 2305 SH SOLE 2305 0 0 ICICI BANK LTD SPONSORED ADR COMMON 45104G104 734 42909 SH SOLE 42909 0 0 ICL GROUP LTD ORD ILS1 COMMON M53213100 5 756 SH SOLE 756 0 0 ICON PLC COM EUR.06 COMMON G4705A100 5 22 SH SOLE 22 0 0 ICU MEDICAL INC COM USD.1 COMMON 44930G107 0 1 SH SOLE 1 0 0 IDEAYA BIOSCIENCES INC COM USD0.0001 COMMON 45166A102 99 4722 SH SOLE 4722 0 0 IDENTIV INC COM USD.001 COMMON 45170X205 1 57 SH SOLE 57 0 0 IDEX CORP COM USD.01 COMMON 45167R104 212 963 SH SOLE 963 0 0 IDEXX LABS INC COM USD.1 COMMON 45168D104 5651 8948 SH SOLE 8948 0 0 IDT CORP CL B COM USD.01 COMMON 448947507 67 1821 SH SOLE 1821 0 0 IEC ELECTRONICS CORP COM USD.01 COMMON 44949L105 61 5826 SH SOLE 5826 0 0 IES HOLDINGS INC COM USD.01 COMMON 44951W106 958 18660 SH SOLE 18660 0 0 IHEARTMEDIA INC CL A COM COMMON 45174J509 1 26 SH SOLE 26 0 0 IHS MARKIT LTD COM USD.01 COMMON G47567105 1993 17690 SH SOLE 17690 0 0 II-VI INC COM NPV COMMON 902104108 644 8880 SH SOLE 8880 0 0 ILLINOIS TOOL WORKS COM NPV COMMON 452308109 1733 7752 SH SOLE 7752 0 0 ILLUMINA INC COM USD.01 COMMON 452327109 759 1604 SH SOLE 1604 0 0 IMAX CORP COM NPV COMMON 45245E109 1 40 SH SOLE 40 0 0 IMMERSION CORP COM USD.001 COMMON 452521107 27 3043 SH SOLE 3043 0 0 IMMUCELL CORP COM USD.1 COMMON 452525306 15 1565 SH SOLE 1565 0 0 IMMUNIC INC COM COMMON 4525EP101 0 24 SH SOLE 24 0 0 IMMUNITYBIO INC COM COMMON 45256X103 20 1396 SH SOLE 1396 0 0 IMMUNOGEN INC COM USD.01 COMMON 45253H101 106 16052 SH SOLE 16052 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 6118 200642 SH SOLE 200642 0 0 IMPERIAL OIL LTD COM NPV COMMON 453038408 1 45 SH SOLE 45 0 0 IMPINJ INC COM USD.001 COMMON 453204109 55 1069 SH SOLE 1069 0 0 INCYTE CORP COM USD.001 COMMON 45337C102 15 173 SH SOLE 173 0 0 INDEPENDENCE HOLDING CO COM USD1 COMMON 453440307 48 1045 SH SOLE 1045 0 0 INDEPENDENCE REALTY TRUST COM USD0.01 COMMON 45378A106 7 359 SH SOLE 359 0 0 INDEPENDENT BANK CORP/MA COM NPV COMMON 453836108 4 58 SH SOLE 58 0 0 INDEPENDENT BANK CORP/MI COM NPV COMMON 453838609 188 8651 SH SOLE 8651 0 0 INDEPENDENT BK GRP INC COM USD.01 COMMON 45384B106 11 147 SH SOLE 147 0 0 INDSTRL LGST PRPT TRST COM COMMON 456237106 3 121 SH SOLE 121 0 0 INDUS REALTY TRUST INC COM USD.01 COMMON 45580R103 1 15 SH SOLE 15 0 0 INDUSTRIAL SELECT SECT SPDR COMMON 81369Y704 143 1401 SH SOLE 1401 0 0 INDUSTRIAS BACHOCO SAB DE CV SPON ADR COMMON 456463108 1631 35222 SH SOLE 35222 0 0 INFINITY PHARMACEUTICALS INC COM USD COMMON 45665G303 2 797 SH SOLE 797 0 0 INFORMATION SERVICES GROUP COM USD.001 COMMON 45675Y104 552 94280 SH SOLE 94280 0 0 INFOSYS LTD SPN ADR 1/4 SH COMMON 456788108 2460 116107 SH SOLE 116107 0 0 INFRASTRUCTR & ENRGY ALT INC COM USD.0001 COMMON 45686J104 220 17130 SH SOLE 17130 0 0 INFUSYSTEM HOLDINGS INC COM USD0.0001 COMMON 45685K102 164 7874 SH SOLE 7874 0 0 ING GROEP NV SPON ADR COMMON 456837103 1523 115028 SH SOLE 115028 0 0 INGERSOLL RAND INC COM COMMON 45687V106 35 709 SH SOLE 709 0 0 INGEVITY CORP COM USD.01 COMMON 45688C107 2 25 SH SOLE 25 0 0 INGLES MARKETS INC -CL A CL A COM USD.05 COMMON 457030104 801 13752 SH SOLE 13752 0 0 INGREDION INC COM USD.01 COMMON 457187102 111 1231 SH SOLE 1231 0 0 INMODE LTD COM USD0.01 COMMON M5425M103 6 59 SH SOLE 59 0 0 INNODATA INC COM USD.01 COMMON 457642205 422 60324 SH SOLE 60324 0 0 INNOSPEC INC COM USD.01 COMMON 45768S105 433 4783 SH SOLE 4783 0 0 INNOVATIVE INDUSTRIAL PPTYS CL A COM USD.001 COMMON 45781V101 104 545 SH SOLE 545 0 0 INNOVATIVE SOLTNS & SUPP INC COM USD.001 COMMON 45769N105 1 141 SH SOLE 141 0 0 INNOVIVA INC COM USD.01 COMMON 45781M101 1560 116324 SH SOLE 116324 0 0 INOGEN INC COM USD.001 COMMON 45780L104 70 1074 SH SOLE 1074 0 0 INOTIV INC COM NPV COMMON 45783Q100 218 8174 SH SOLE 8174 0 0 INOVALON HOLDINGS INC CL A COM USD.000005 COMMON 45781D101 447 13112 SH SOLE 13112 0 0 INSEEGO CORP COM USD.001 COMMON 45782B104 101 10000 SH SOLE 10000 0 0 INSIGHT ENTERPRISES INC COM NPV COMMON 45765U103 1227 12267 SH SOLE 12267 0 0 INSMED INC COM USD.01 COMMON 457669307 85 2995 SH SOLE 2995 0 0 INSPERITY INC COM USD.01 COMMON 45778Q107 4 48 SH SOLE 48 0 0 INSPIRE MEDICAL SYSTEM COM COMMON 457730109 326 1688 SH SOLE 1688 0 0 INSPIRED ENTERTAINMENT COM COMMON 45782N108 145 11365 SH SOLE 11365 0 0 INSTALLED BLDG PRODUCTS INC COM USD0.01 COMMON 45780R101 21 173 SH SOLE 173 0 0 INSULET CORP COM USD.001 COMMON 45784P101 2 9 SH SOLE 9 0 0 INTEGER HOLDINGS CORP COM USD.001 COMMON 45826H109 388 4118 SH SOLE 4118 0 0 INTEGRA LIFESCIENCES HOLDNGS COM USD.01 COMMON 457985208 1 14 SH SOLE 14 0 0 INTEL CORP COM NPV COMMON 458140100 36705 653891 SH OTR 578050 75841 0 INTELLIA THERAPEUTICS INC COM USD0.0001 COMMON 45826J105 456 2817 SH SOLE 2817 0 0 INTER PARFUMS INC COM NPV COMMON 458334109 82 1138 SH SOLE 1138 0 0 INTERACTIVE BROKERS GROUP CL A COM USD.01 COMMON 45841N107 5 77 SH SOLE 77 0 0 INTERCONTINENTAL EXCHANGE COM USD.01 COMMON 45866F104 1144 9642 SH SOLE 9642 0 0 INTERCONTINENTAL HOTELS GRP SPON ADR COMMON 45857P806 539 8082 SH SOLE 8082 0 0 INTERDIGITAL INC COM USD.01 COMMON 45867G101 45 621 SH SOLE 621 0 0 INTERNATIONAL MONEY EXPR INC COM COMMON 46005L101 74 4995 SH SOLE 4995 0 0 INTERPUBLIC GROUP OF COS COM USD.1 COMMON 460690100 1617 49780 SH SOLE 49780 0 0 INTEST CORP COM USD.01 COMMON 461147100 709 42304 SH SOLE 42304 0 0 INTEVAC INC COM NPV COMMON 461148108 6 838 SH SOLE 838 0 0 INTL BANCSHARES CORP COM USD1 COMMON 459044103 1 27 SH SOLE 27 0 0 INTL BUSINESS MACHINES CORP COM USD.2 COMMON 459200101 27037 184493 SH SOLE 184493 0 0 INTL FLAVORS & FRAGRANCES COM USD.125 COMMON 459506101 28 189 SH SOLE 189 0 0 INTL PAPER CO COM USD1 COMMON 460146103 17021 277671 SH SOLE 277671 0 0 INTRUSION INC COM NPV COMMON 46121E205 138 8960 SH SOLE 8960 0 0 INTUIT INC COM NPV COMMON 461202103 2352 4799 SH SOLE 4799 0 0 INTUITIVE SURGICAL INC COM USD.001 COMMON 46120E602 1583 1721 SH SOLE 1721 0 0 INVESCO EXCHANGE TRADED FD T BUYBACK ACHIEV COMMON 46137V308 36 402 SH SOLE 402 0 0 INVESCO EXCHANGE TRADED FD T DYNMC PHRMCTLS COMMON 46137V662 73 909 SH SOLE 909 0 0 INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500 COMMON 46137V597 187 1003 SH SOLE 1003 0 0 Invesco FTSE RAFI Emerging Market COMMON 46138E727 10 412 SH SOLE 412 0 0 INVESCO FTSE RAFI US 1000 ET COMMON 46137V613 252 1573 SH SOLE 1573 0 0 INVESCO LTD COM USD.2 COMMON G491BT108 331 12373 SH SOLE 12373 0 0 INVESCO QQQ TRUST SERIES 1 COMMON 46090E103 1009 2847 SH SOLE 2847 0 0 INVESCO S&P 500 EQUAL WEIGHT COMMON 46137V282 219 756 SH SOLE 756 0 0 INVESCO S&P SMALLCAP LOW VOL COMMON 46138G102 17 355 SH SOLE 355 0 0 INVESCO WATER RESOURCES ETF COMMON 46137V142 27 500 SH SOLE 500 0 0 INVESTORS BANCORP INC COM USD.01 COMMON 46146L101 97 6818 SH SOLE 6818 0 0 INVESTORS TITLE CO COM USD1.25 COMMON 461804106 212 1211 SH SOLE 1211 0 0 INVITAE CORP COM USD.0001 COMMON 46185L103 234 6934 SH SOLE 6934 0 0 INVITATION HOMES INC COM USD0.01 COMMON 46187W107 555 14890 SH SOLE 14890 0 0 IONIS PHARMACEUTICALS INC COM USD.001 COMMON 462222100 11 285 SH SOLE 285 0 0 IOVANCE BIOTHERAPEUTICS INC COM USD0.00004166 COMMON 462260100 3 106 SH SOLE 106 0 0 IPG PHOTONICS CORP COM USD.0001 COMMON 44980X109 110 521 SH SOLE 521 0 0 IQVIA HOLDINGS INC COM USD.01 COMMON 46266C105 979 4040 SH SOLE 4040 0 0 IRHYTHM TECHNOLOGIES INC COM USD.001 COMMON 450056106 125 1892 SH SOLE 1892 0 0 IRIDEX CORP COM USD.01 COMMON 462684101 3 400 SH SOLE 400 0 0 IRIDIUM COMMUNICATIONS INC COM COMMON 46269C102 222 5545 SH SOLE 5545 0 0 IROBOT CORP COM USD.001 COMMON 462726100 191 2044 SH SOLE 2044 0 0 IRON MOUNTAIN INC COM USD.01 COMMON 46284V101 132 3120 SH SOLE 3120 0 0 IRONWOOD PHARMACEUTICALS INC CL A COM USD.001 COMMON 46333X108 171 13289 SH SOLE 13289 0 0 ISHARES 0-5 YR HY CORP BOND COMMON 46434V407 832 18064 SH SOLE 18064 0 0 ISHARES 1-3 YEAR TREASURY BO COMMON 464287457 10303 119577 SH SOLE 119577 0 0 ISHARES 20 plus YEAR TREASURY BO COMMON 464287432 127 879 SH SOLE 879 0 0 ISHARES 3-7 YEAR TREASURY BO COMMON 464288661 7166 54900 SH SOLE 54900 0 0 ISHARES 7-10 YEAR TREASURY B COMMON 464287440 2566 22219 SH SOLE 22219 0 0 ISHARES BROAD USD HIGH YIELD COMMON 46435U853 36 864 SH SOLE 864 0 0 ISHARES CORE MSCI EAFE ETF COMMON 46432F842 404 5391 SH SOLE 5391 0 0 ISHARES CORE MSCI EUROPE COMMON 46434V738 17 305 SH SOLE 305 0 0 ISHARES CORE S&P 500 ETF COMMON 464287200 334 776 SH SOLE 776 0 0 ISHARES CORE S&P TOTAL U.S. COMMON 464287150 1150 11641 SH SOLE 11641 0 0 ISHARES CORE U.S. AGGREGATE COMMON 464287226 49222 426791 SH SOLE 426791 0 0 ISHARES CORE US REIT ETF COMMON 464288521 41 696 SH SOLE 696 0 0 ISHARES EDGE MSCI USA MOMENT COMMON 46432F396 32 185 SH SOLE 185 0 0 ISHARES EDGE MSCI USA QUALIT COMMON 46432F339 16 121 SH SOLE 121 0 0 ISHARES EXPONENTIAL TECH ETF COMMON 46434V381 169 2667 SH SOLE 2667 0 0 ISHARES IBOXX INVESTMENT GRA COMMON 464287242 6217 46268 SH SOLE 46268 0 0 ISHARES INC CORE MSCI EMKT COMMON 46434G103 504 7516 SH SOLE 7516 0 0 ISHARES INC MSCI STH KOR ETF COMMON 464286772 0 0 SH SOLE 0 0 0 ISHARES INTERNATIONAL TREASU COMMON 464288117 1 18 SH SOLE 18 0 0 ISHARES JP MORGAN USD EMERGI COMMON 464288281 4 37 SH SOLE 37 0 0 ISHARES LONG-TERM CORPORATE COMMON 464289511 57 815 SH SOLE 815 0 0 ISHARES MSCI ACWI ETF COMMON 464288257 19 184 SH SOLE 184 0 0 ISHARES MSCI EAFE ETF COMMON 464287465 144 1828 SH SOLE 1828 0 0 ISHARES PREFERRED & INCOME S COMMON 464288687 27 686 SH SOLE 686 0 0 ISHARES RUSSELL 1000 ETF COMMON 464287622 2084 8608 SH SOLE 8608 0 0 ISHARES RUSSELL 1000 GROWTH COMMON 464287614 4787 17632 SH SOLE 17632 0 0 ISHARES RUSSELL 1000 VALUE E COMMON 464287598 250 1578 SH SOLE 1578 0 0 ISHARES RUSSELL 2000 ETF COMMON 464287655 461 2009 SH SOLE 2009 0 0 ISHARES RUSSELL 2000 GROWTH COMMON 464287648 89 286 SH SOLE 286 0 0 ISHARES RUSSELL MID-CAP ETF COMMON 464287499 578 7293 SH SOLE 7293 0 0 ISHARES RUSSELL MID-CAP GROW COMMON 464287481 43 378 SH SOLE 378 0 0 ISHARES RUSSELL MID-CAP VALU COMMON 464287473 15 133 SH SOLE 133 0 0 ISHARES S&P 100 ETF COMMON 464287101 103 527 SH SOLE 527 0 0 ISHARES S&P 500 GROWTH ETF COMMON 464287309 91 1252 SH SOLE 1252 0 0 ISHARES S&P 500 VALUE ETF COMMON 464287408 24 165 SH SOLE 165 0 0 ISHARES S&P MID-CAP 400 GROW COMMON 464287606 264 3260 SH SOLE 3260 0 0 ISHARES S&P SMALL-CAP 600 GR COMMON 464287887 37 276 SH SOLE 276 0 0 ISHARES SELECT DIVIDEND ETF COMMON 464287168 277 2374 SH SOLE 2374 0 0 ISHARES SHORT TREASURY BOND COMMON 464288679 4328 39173 SH SOLE 39173 0 0 ISHARES SHORT-TERM CORPORATE COMMON 464288646 17553 320253 SH SOLE 320253 0 0 ISHARES SHORT-TERM NATIONAL COMMON 464288158 2092 19400 SH SOLE 19400 0 0 ISHARES SILVER TRUST COMMON 46428Q109 6 253 SH SOLE 253 0 0 ISHARES TIPS BOND ETF COMMON 464287176 55 432 SH SOLE 432 0 0 ISHARES TR CORE HIGH DV ETF COMMON 46429B663 114 1179 SH SOLE 1179 0 0 ISHARES TR CORE S&P SCP ETF COMMON 464287804 34 304 SH SOLE 304 0 0 ISHARES TR EAFE SML CP ETF COMMON 464288273 64 868 SH SOLE 868 0 0 ISHARES TR MRNING SM CP ETF COMMON 464288703 16 270 SH SOLE 270 0 0 ISHARES TR NASDAQ BIOTECH COMMON 464287556 45 277 SH SOLE 277 0 0 ISHARES TR PHLX SEMICND ETF COMMON 464287523 16 35 SH SOLE 35 0 0 ISHARES TR ROBOTICS ARTIF COMMON 46435U556 0 0 SH SOLE 0 0 0 ISHARES TR RUS 2000 VAL ETF COMMON 464287630 25 150 SH SOLE 150 0 0 ISHARES TR S&P MC 400VL ETF COMMON 464287705 8 74 SH SOLE 74 0 0 ISHARES TR SP SMCP600VL ETF COMMON 464287879 316 3000 SH SOLE 3000 0 0 ISHARES U.S. INDUSTRIALS ETF COMMON 464287754 102 918 SH SOLE 918 0 0 ISHARES US REAL ESTATE ETF COMMON 464287739 21 202 SH SOLE 202 0 0 ISSUER DIRECT CORP COM USD.001 COMMON 46520M204 276 10191 SH SOLE 10191 0 0 ISTAR INC COM USD.001 COMMON 45031U101 7 343 SH SOLE 343 0 0 ITAMAR MEDICAL LTD ADR COMMON 465437101 13 550 SH SOLE 550 0 0 ITAU CORPBANCA SP ADR REG S COMMON 45033E105 205 48347 SH SOLE 48347 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 194 1940 SH SOLE 1940 0 0 ITT INC COM USD1 COMMON 45073V108 5 50 SH SOLE 50 0 0 IZEA WORLDWIDE INC COM USD0.0001 COMMON 46604H105 0 108 SH SOLE 108 0 0 J & J SNACK FOODS CORP COM NPV COMMON 466032109 108 618 SH SOLE 618 0 0 J2 GLOBAL INC COM USD.01 COMMON 48123V102 1528 11112 SH SOLE 11112 0 0 JABIL INC COM USD.001 COMMON 466313103 644 11089 SH SOLE 11089 0 0 JACK IN THE BOX INC COM USD.01 VTG COMMON 466367109 2 14 SH SOLE 14 0 0 JACOBS ENGINEERING GROUP INC COM NPV COMMON 469814107 185 1385 SH SOLE 1385 0 0 JAMES HARDIE INDUSTRIES PLC SPONSORED ADR COMMON 47030M106 45 1323 SH SOLE 1323 0 0 JAMES RIVER GROUP HLDGS LTD COM USD0.0002 COMMON G5005R107 2 65 SH SOLE 65 0 0 JANUS HENDERSON GROUP PLC ORD COMMON G4474Y214 122 3147 SH SOLE 3147 0 0 JAZZ PHARMACEUTICALS PLC COM USD.0001 COMMON G50871105 316 1781 SH SOLE 1781 0 0 JBG SMITH PPTYS When Issued COMMON 46590V100 1 20 SH SOLE 20 0 0 JD.COM INC ADR COMMON 47215P106 1342 16817 SH SOLE 16817 0 0 JEFFERIES FINANCIAL GRP INC COM USD1 COMMON 47233W109 1355 39640 SH SOLE 39640 0 0 JETBLUE AIRWAYS CORP COM USD.01 COMMON 477143101 2 120 SH SOLE 120 0 0 JOHN BEAN TECHNOLOGIES COM USD.01 COMMON 477839104 236 1658 SH SOLE 1658 0 0 JOHN HANCOCK T/A DVD INCOME COMMON 41013V100 56 2263 SH SOLE 2263 0 0 JOHNSON & JOHNSON COM USD1 COMMON 478160104 36010 218651 SH SOLE 218651 0 0 JOHNSON CONTROLS INTL PLC COM USD16 COMMON G51502105 79887 1164185 SH OTR 927382 236803 0 JOHNSON OUTDOORS INC -CL A CL A COM USD.05 COMMON 479167108 5 41 SH SOLE 41 0 0 JOINT CORP (THE) COM USD.001 COMMON 47973J102 137 1633 SH SOLE 1633 0 0 JONES LANG LASALLE INC COM USD.01 COMMON 48020Q107 1216 6223 SH SOLE 6223 0 0 JOUNCE THERAPEUTICS INC COM USD0.001 COMMON 481116101 0 1 SH SOLE 1 0 0 JOYY INC -ADR ADR COMMON 46591M109 348 5279 SH SOLE 5279 0 0 JPM DIVERSIFIED RET INTL EQ COMMON 46641Q209 32 511 SH SOLE 511 0 0 JPMORGAN CHASE & CO COM USD12 COMMON 46625H100 30620 196880 SH OTR 161789 35091 0 JPMORGAN DIV RET US EQ ETF COMMON 46641Q407 58 597 SH SOLE 597 0 0 JUNIPER NETWORKS INC COM USD.00001 COMMON 48203R104 142 5207 SH SOLE 5207 0 0 KADANT INC COM USD.01 COMMON 48282T104 216 1230 SH SOLE 1230 0 0 KAISER ALUMINUM CORP COM PAR $0.01 COMMON 483007704 0 3 SH SOLE 3 0 0 KAMADA LTD COM ILS1. COMMON M6240T109 172 29609 SH SOLE 29609 0 0 KANSAS CITY SOUTHERN COM NPV COMMON 485170302 1191 4205 SH SOLE 4205 0 0 KARUNA THERPEUTICS INC COM COMMON 48576A100 62 546 SH SOLE 546 0 0 KARYOPHARM THERAPEUTICS INC COM USD.0001 COMMON 48576U106 8 753 SH SOLE 753 0 0 KASPIEN HOLDINGS INC COM USD.01 COMMON 485837108 1 30 SH SOLE 30 0 0 KB FINANCIAL GROUP SPON ADR COMMON 48241A105 10266 208239 SH SOLE 208239 0 0 KB HOME COM USD1 COMMON 48666K109 24 601 SH SOLE 601 0 0 KBR INC COM USD.001 COMMON 48242W106 51 1345 SH SOLE 1345 0 0 KELLOGG CO COM USD.25 COMMON 487836108 3857 59961 SH OTR 42498 17463 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 9 124 SH SOLE 124 0 0 KEURIG DR PEPPER INC COM COMMON 49271V100 10 273 SH SOLE 273 0 0 KEYCORP COM USD1 COMMON 493267108 2219 107455 SH SOLE 107455 0 0 KEYSIGHT TECHNOLOGIES INC COM USD.01 COMMON 49338L103 78 503 SH SOLE 503 0 0 KFORCE INC COM USD.01 COMMON 493732101 1581 25123 SH SOLE 25123 0 0 KILROY REALTY CORP COM USD.01 COMMON 49427F108 1 16 SH SOLE 16 0 0 KIMBALL ELECTRONICS INC COM NPV COMMON 49428J109 59 2710 SH SOLE 2710 0 0 KIMBERLY-CLARK CORP COM USD1.25 COMMON 494368103 6459 48282 SH OTR 35096 13186 0 KIMCO REALTY CORP COM USD.01 COMMON 49446R109 2733 131093 SH SOLE 131093 0 0 KINDER MORGAN INC CL P COM USD.01 COMMON 49456B101 33702 1848766 SH OTR 1287048 561718 0 KINGSTONE COS INC COM USD1 COMMON 496719105 33 4190 SH SOLE 4190 0 0 KINGSWAY FINANCIAL SVCS INC COM NPV COMMON 496904202 1 117 SH SOLE 117 0 0 KINIKSA PHRMCETCLS LTD COM CL A COMMON G5269C101 0 19 SH SOLE 19 0 0 KINROSS GOLD CORP COM NPV COMMON 496902404 2156 339830 SH SOLE 339830 0 0 KINROSS GOLD CORP COM NPV COMMON 496902404 29 4614 SH SOLE 4614 0 0 KINSALE CAPITAL GROUP INC COM USD0.01 COMMON 49714P108 219 1327 SH SOLE 1327 0 0 KIRKLAND LAKE GOLD LTD COM COMMON 49741E100 34 872 SH SOLE 872 0 0 KIRKLAND'S INC COM NPV COMMON 497498105 1 51 SH SOLE 51 0 0 KITE REALTY GROUP TRUST COM USD.01 COMMON 49803T300 4 175 SH SOLE 175 0 0 KKR & CO INC COM CL A COMMON 48251W104 47 797 SH SOLE 797 0 0 KLA CORP COM USD.001 COMMON 482480100 2794 8620 SH SOLE 8620 0 0 KNIGHT-SWIFT TRPTN HLDGS INC COM USD.01 COMMON 499049104 2 34 SH SOLE 34 0 0 KODIAK SCIENCES INC COM COMMON 50015M109 122 1309 SH SOLE 1309 0 0 KOHL'S CORP COM USD.01 COMMON 500255104 53 968 SH SOLE 968 0 0 KONINKLIJKE PHILIPS NV NY SHS ADR COMMON 500472303 890 17907 SH SOLE 17907 0 0 KONTOOR BRANDS INC COM COMMON 50050N103 60 1061 SH SOLE 1061 0 0 KOPPERS HOLDINGS INC COM USD.01 COMMON 50060P106 67 2065 SH SOLE 2065 0 0 KORN FERRY COM NPV COMMON 500643200 38 527 SH SOLE 527 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 34 SH SOLE 34 0 0 KRAFT HEINZ CO COM USD.01 COMMON 500754106 494 12130 SH SOLE 12130 0 0 KRANESHARES CSI CHINA INTERN COMMON 500767306 2 35 SH SOLE 35 0 0 KRATON CORP COM USD.01 COMMON 50077C106 945 29287 SH SOLE 29287 0 0 KROGER CO COM USD1 COMMON 501044101 52902 1380924 SH OTR 1024404 356520 0 KT CORP SPON ADR COMMON 48268K101 407 29153 SH SOLE 29153 0 0 KULICKE & SOFFA INDUSTRIES COM NPV COMMON 501242101 13 212 SH SOLE 212 0 0 KURA ONCOLOGY INC COM USD.0001 COMMON 50127T109 66 3178 SH SOLE 3178 0 0 L BRANDS INC COM USD.5 COMMON 501797104 21543 299051 SH SOLE 299051 0 0 L3HARRIS TECHNOLOGIES INC COM USD1 COMMON 502431109 59758 276468 SH OTR 195278 81190 0 LABORATORY CP OF AMER HLDGS COM USD.01 COMMON 50540R409 782 2834 SH SOLE 2834 0 0 LADDER CAPITAL CORP CL A COM USD.001 COMMON 505743104 0 30 SH SOLE 30 0 0 LAKELAND FINANCIAL CORP COM USD.5 COMMON 511656100 5 74 SH SOLE 74 0 0 LAKELAND INDUSTRIES INC COM USD1 COMMON 511795106 127 5678 SH SOLE 5678 0 0 LAM RESEARCH CORP COM NPV COMMON 512807108 3821 5873 SH SOLE 5873 0 0 LAMAR ADVERTISING CO -CL A CL A COM NPV COMMON 512816109 229 2191 SH SOLE 2191 0 0 LAMB WESTON HOLDINGS INC COM USD1 COMMON 513272104 399 4946 SH SOLE 4946 0 0 LANCASTER COLONY CORP COM USD1 COMMON 513847103 53 272 SH SOLE 272 0 0 LANDMARK BANCORP INC/KS COM USD.1 COMMON 51504L107 47 1725 SH SOLE 1725 0 0 LANDSTAR SYSTEM INC COM USD.01 COMMON 515098101 816 5167 SH SOLE 5167 0 0 LANTHEUS HOLDINGS INC COM USD0.01 COMMON 516544103 116 4190 SH SOLE 4190 0 0 LAS VEGAS SANDS CORP COM USD.001 COMMON 517834107 124 2350 SH SOLE 2350 0 0 LATTICE SEMICONDUCTOR CORP COM USD.01 COMMON 518415104 874 15572 SH SOLE 15572 0 0 LAUREATE EDUCATION INC CL A COM USD0.001 COMMON 518613203 15 1036 SH SOLE 1036 0 0 LAWSON PRODUCTS COM NPV COMMON 520776105 80 1495 SH SOLE 1495 0 0 LA-Z-BOY INC COM USD1 COMMON 505336107 54 1447 SH SOLE 1447 0 0 LCI INDUSTRIES COM NPV COMMON 50189K103 30 228 SH SOLE 228 0 0 LEAR CORP COM NPV COMMON 521865204 28 157 SH SOLE 157 0 0 LEE ENTERPRISES INC COM USD2 COMMON 523768406 674 23820 SH SOLE 23820 0 0 LEGGETT & PLATT INC COM USD1 COMMON 524660107 3620 69898 SH SOLE 69898 0 0 LEIDOS HOLDINGS INC COM USD.01 COMMON 525327102 745 7367 SH SOLE 7367 0 0 LEJU HOLDINGS LTD -ADR ADR COMMON 50187J108 102 51038 SH SOLE 51038 0 0 LEMAITRE VASCULAR INC COM USD COMMON 525558201 9 144 SH SOLE 144 0 0 LEMONADE INC COM COMMON 52567D107 7 62 SH SOLE 62 0 0 LENDINGCLUB CORP COM USD0.01 COMMON 52603A208 18 996 SH SOLE 996 0 0 LENNAR CORP CL A COM USD.1 COMMON 526057104 9363 94249 SH SOLE 94249 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 117 334 SH SOLE 334 0 0 LENSAR INC COM COMMON 52634L108 1 119 SH SOLE 119 0 0 LEVEL ONE BANCORP INC COM COMMON 52730D208 21 769 SH SOLE 769 0 0 LEXICON PHARMACEUTICALS INC COM USD.001 COMMON 528872302 30 6547 SH SOLE 6547 0 0 LEXINGTON REALTY TRUST COM USD.0001 COMMON 529043101 1 96 SH SOLE 96 0 0 LG DISPLAY CO LTD ADR USD COMMON 50186V102 60 5598 SH SOLE 5598 0 0 LGI HOMES INC COM USD.01 COMMON 50187T106 234 1445 SH SOLE 1445 0 0 LHC GROUP INC COM USD.01 COMMON 50187A107 313 1565 SH SOLE 1565 0 0 LIBERTY BROADBAND CORP SR A COM USD.01 COMMON 530307107 21 122 SH SOLE 122 0 0 LIBERTY BROADBAND CORP SR C COM USD.01 COMMON 530307305 463 2668 SH SOLE 2668 0 0 LIBERTY GLOBAL PLC SR C COM USD .01 COMMON G5480U120 51548 1906361 SH OTR 1256857 649504 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 13 265 SH SOLE 265 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 5 45 SH SOLE 45 0 0 LIFEVANTAGE CORP COM USD0.001 COMMON 53222K205 18 2429 SH SOLE 2429 0 0 LIGAND PHARMACEUTICAL INC COM USD.001 COMMON 53220K504 489 3729 SH SOLE 3729 0 0 LIGHTINTHEBOX HLDG -ADR ADR COMMON 53225G102 342 172765 SH SOLE 172765 0 0 LIGHTPATH TECHNOLOGIES INC CL A COM USD.01 COMMON 532257805 15 5830 SH SOLE 5830 0 0 LILLY (ELI) & CO COM USD.625 COMMON 532457108 5410 23573 SH SOLE 23573 0 0 LIMBACH HOLDINGS INC COM COMMON 53263P105 170 18397 SH SOLE 18397 0 0 LINCOLN EDUCATIONAL SERVICES COM NPV COMMON 533535100 103 13181 SH SOLE 13181 0 0 LINCOLN ELECTRIC HLDGS INC COM NPV COMMON 533900106 8 59 SH SOLE 59 0 0 LINCOLN NATIONAL CORP COM USD1.25 COMMON 534187109 6700 106663 SH SOLE 106663 0 0 LINDE PLC COM NPV COMMON G5494J103 2417 8359 SH SOLE 8359 0 0 LINDSAY CORP COM USD1 COMMON 535555106 92 557 SH SOLE 557 0 0 LINEAGE CELL THERAPEUTICS IN COM NPV COMMON 53566P109 2 540 SH SOLE 540 0 0 LIONS GATE ENTERTAINMENT CP CL A VTG COMMON 535919401 434 20950 SH SOLE 20950 0 0 LIONS GATE ENTERTAINMENT CP CL B NON VTG COMMON 535919500 1 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 54 SH SOLE 54 0 0 LITHIA MOTORS INC -CL A CL A COM NPV COMMON 536797103 291 847 SH SOLE 847 0 0 LITTELFUSE INC COM USD.01 COMMON 537008104 1 5 SH SOLE 5 0 0 LIVANOVA PLC ORD GBP1 COMMON G5509L101 186 2207 SH SOLE 2207 0 0 LIVE NATION ENTERTAINMENT COM USD COMMON 538034109 17 196 SH SOLE 196 0 0 LIVENT CORP COM COMMON 53814L108 2 126 SH SOLE 126 0 0 LIVEPERSON INC COM USD.001 COMMON 538146101 194 3073 SH SOLE 3073 0 0 LIVERAMP HOLDINGS INC COM USD.1 COMMON 53815P108 157 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 5048 102563 SH SOLE 102563 0 0 LLOYDS BANKING GROUP PLC SPONSORED ADR COMMON 539439109 818 320852 SH SOLE 320852 0 0 LOCKHEED MARTIN CORP COM USD1 COMMON 539830109 1281 3385 SH SOLE 3385 0 0 LOEWS CORP COM USD1 COMMON 540424108 1534 28085 SH SOLE 28085 0 0 LOGITECH INTERNATIONAL SA ORD COMMON H50430232 2119 17524 SH SOLE 17524 0 0 LOUISIANA-PACIFIC CORP COM USD1 COMMON 546347105 1638 27179 SH SOLE 27179 0 0 LOVESAC CO (THE) COM COMMON 54738L109 42 532 SH SOLE 532 0 0 LOWE'S COS INC COM USD.5 COMMON 548661107 18027 92939 SH OTR 69762 23177 0 LPL FINANCIAL HOLDINGS INC COM USD.01 COMMON 50212V100 3024 22401 SH SOLE 22401 0 0 LSB INDUSTRIES INC COM USD.1 COMMON 502160104 1 123 SH SOLE 123 0 0 LSI INDUSTRIES INC COM USD.01 COMMON 50216C108 217 27061 SH SOLE 27061 0 0 LULULEMON ATHLETICA INC COM USD.01 COMMON 550021109 309 846 SH SOLE 846 0 0 LUMEN TECHNOLOGIES INC COM USD1 COMMON 550241103 49976 3677464 SH OTR 2692408 985056 0 LUMENT FINANCE TRUST INC COM USD.01 COMMON 55025L108 315 74754 SH SOLE 74754 0 0 LUMENTUM HOLDINGS INC COM USD.001 COMMON 55024U109 5 58 SH SOLE 58 0 0 LUNA INNOVATIONS INC COM USD.001 COMMON 550351100 3 256 SH SOLE 256 0 0 LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 COMMON N53745100 39253 381582 SH OTR 252455 129127 0 M & T BANK CORP COM USD5 COMMON 55261F104 16 112 SH SOLE 112 0 0 M/ACOM TECHNOLOGY SOLUTIONS COM USD0.001 COMMON 55405Y100 346 5406 SH SOLE 5406 0 0 M/I HOMES INC COM USD.01 COMMON 55305B101 8 138 SH SOLE 138 0 0 MACERICH CO COM USD.01 COMMON 554382101 0 2 SH SOLE 2 0 0 MACKINAC FINANCIAL CORP COM NPV COMMON 554571109 8 386 SH SOLE 386 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 20 1069 SH SOLE 1069 0 0 MADDEN STEVEN LTD COM USD.0001 COMMON 556269108 100 2289 SH SOLE 2289 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 931 57358 SH SOLE 57358 0 0 MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 9971 107636 SH SOLE 107636 0 0 MAGNA INTERNATIONAL INC COM NPV COMMON 559222401 10222 110337 SH SOLE 110337 0 0 MAGNITE INC COM USD.00001 COMMON 55955D100 138 4083 SH SOLE 4083 0 0 MAGNOLIA OIL & GAS CORP CL A COMMON 559663109 107 6839 SH SOLE 6839 0 0 MAINSTREET BANCSHARES INC COM COMMON 56064Y100 222 9850 SH SOLE 9850 0 0 MAMMOTH ENERGY SERVICES INC COM USD0.01 COMMON 56155L108 1 286 SH SOLE 286 0 0 MANHATTAN ASSOCIATES INC COM USD.01 COMMON 562750109 78 538 SH SOLE 538 0 0 MANITEX INTERNATIONAL INC COM NPV COMMON 563420108 70 9537 SH SOLE 9537 0 0 MANITOWOC CO COM USD2.5 COMMON 563571405 83 3390 SH SOLE 3390 0 0 MANNING & NAPIER INC CL A COM USD.01 COMMON 56382Q102 153 19502 SH SOLE 19502 0 0 MANNKIND CORP COM USD.01 COMMON 56400P706 96 17571 SH SOLE 17571 0 0 MANPOWERGROUP COM NPV COMMON 56418H100 1888 15879 SH SOLE 15879 0 0 MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 18272 927768 SH SOLE 927768 0 0 MANULIFE FINANCIAL CORP COM NPV COMMON 56501R106 2945 149480 SH SOLE 149480 0 0 MARATHON OIL CORP COM NPV COMMON 565849106 1521 111704 SH SOLE 111704 0 0 MARATHON PETROLEUM CORP COM USD0.01 COMMON 56585A102 292 4825 SH SOLE 4825 0 0 MARINE PRODUCTS CORP COM USD.10 COMMON 568427108 27 1759 SH SOLE 1759 0 0 MARINEMAX INC COM USD.001 COMMON 567908108 11 216 SH SOLE 216 0 0 MARKEL CORP COM NPV COMMON 570535104 230 194 SH SOLE 194 0 0 MARKETAXESS HOLDINGS INC COM USD.001 COMMON 57060D108 58 126 SH SOLE 126 0 0 MARLIN BUSINESS SERVICES INC COM USD.01 COMMON 571157106 7 286 SH SOLE 286 0 0 MARRIOTT INTL INC CL A COM NPV COMMON 571903202 495 3623 SH SOLE 3623 0 0 MARRIOTT VACATIONS WORLDWIDE COM USD.01 COMMON 57164Y107 1008 6334 SH SOLE 6334 0 0 MARRONE BIO INNOVTIONS COM USD0.00001 COMMON 57165B106 0 1 SH SOLE 1 0 0 MARSH & MCLENNAN COS COM USD1 COMMON 571748102 2240 15921 SH SOLE 15921 0 0 MARTEN TRANSPORT LTD COM USD.01 COMMON 573075108 274 16614 SH SOLE 16614 0 0 MARTIN MARIETTA MATERIALS COM USD.01 COMMON 573284106 93 263 SH SOLE 263 0 0 MARVELL TECHNOLOGY INC COM USD.002 COMMON 573874104 153 2619 SH SOLE 2619 0 0 MASCO CORP COM USD1 COMMON 574599106 33828 574232 SH OTR 412883 161349 0 MASIMO CORP COM USD.001 COMMON 574795100 31 129 SH SOLE 129 0 0 MASONITE INTERNATIONAL CORP COM NPV COMMON 575385109 8 74 SH SOLE 74 0 0 MASTEC INC COM USD.1 COMMON 576323109 1918 18076 SH SOLE 18076 0 0 MASTECH DIGITAL INC COM USD.01 COMMON 57633B100 54 3583 SH SOLE 3583 0 0 MASTERCARD INC CL A COM USD.0001 COMMON 57636Q104 4965 13599 SH SOLE 13599 0 0 MATCH GROUP INC COM USD0.001 COMMON 57667L107 88 543 SH SOLE 543 0 0 MATRIX SERVICE CO COM USD.01 COMMON 576853105 4 392 SH SOLE 392 0 0 MATSON INC COM NPV COMMON 57686G105 34 527 SH SOLE 527 0 0 MATTEL INC COM USD1 COMMON 577081102 40 2011 SH SOLE 2011 0 0 MATTHEWS INTL CORP -CL A CL A COM USD1 COMMON 577128101 187 5214 SH SOLE 5214 0 0 MAXAR TECHNOLOGIES INC COM NPV COMMON 57778K105 21 534 SH SOLE 534 0 0 MAXIM INTEGRATED PRODUCTS COM USD.001 COMMON 57772K101 44 416 SH SOLE 416 0 0 MAXIMUS INC COM NPV COMMON 577933104 140 1586 SH SOLE 1586 0 0 MAYVILLE ENGNERING CMPNY INC COM COMMON 578605107 395 19661 SH SOLE 19661 0 0 MBIA INC COM USD1 COMMON 55262C100 0 40 SH SOLE 40 0 0 MCCORMICK & CO INC COM NPV NVTG COMMON 579780206 92 1042 SH SOLE 1042 0 0 MCDONALD'S CORP COM NPV COMMON 580135101 3976 17211 SH SOLE 17211 0 0 MCGRATH RENTCORP COM NPV COMMON 580589109 9 112 SH SOLE 112 0 0 MCKESSON CORP COM USD2 COMMON 58155Q103 77403 404763 SH OTR 291294 113469 0 MDC HOLDINGS INC COM USD.01 COMMON 552676108 26 523 SH SOLE 523 0 0 MDU RESOURCES GROUP INC COM USD5 COMMON 552690109 5 153 SH SOLE 153 0 0 MECHEL PAO ADR NPV COMMON 583840608 165 81049 SH SOLE 81049 0 0 MEDALLION FINANCIAL CORP COM USD.01 COMMON 583928106 1 118 SH SOLE 118 0 0 MEDIAALPHA INC COM CL A USD.01 COMMON 58450V104 54 1281 SH SOLE 1281 0 0 MEDIACO HOLDING INC COM CL A COMMON 58450D104 0 1 SH SOLE 1 0 0 MEDICAL PROPERTIES TRUST COM USD.001 COMMON 58463J304 43 2126 SH SOLE 2126 0 0 MEDIFAST INC COM USD.001 COMMON 58470H101 334 1181 SH SOLE 1181 0 0 MEDNAX INC COM USD.01 COMMON 58502B106 1 20 SH SOLE 20 0 0 MEDPACE HOLDINGS INC COM USD.01 COMMON 58506Q109 770 4359 SH SOLE 4359 0 0 MEDTRONIC PLC COM USD.1 COMMON G5960L103 3197 25756 SH SOLE 25756 0 0 MELCO RESORTS & ENTERTAINMEN ADR NPV COMMON 585464100 4 218 SH SOLE 218 0 0 MERCADOLIBRE INC COM USD.001 COMMON 58733R102 56 36 SH SOLE 36 0 0 MERCANTILE BANK CORP COM NPV COMMON 587376104 5 149 SH SOLE 149 0 0 MERCHANTS BANCORP COM COMMON 58844R108 284 7229 SH SOLE 7229 0 0 MERCK & CO COM NPV COMMON 58933Y105 1953 25108 SH SOLE 25108 0 0 MERCURY GENERAL CORP COM NPV COMMON 589400100 344 5298 SH SOLE 5298 0 0 MEREDITH CORP COM USD1 COMMON 589433101 415 9548 SH SOLE 9548 0 0 MERIDIAN BIOSCIENCE INC COM NPV COMMON 589584101 1 61 SH SOLE 61 0 0 MERIT MEDICAL SYSTEMS INC COM NPV COMMON 589889104 169 2611 SH SOLE 2611 0 0 MERITAGE HOMES CORP COM NPV COMMON 59001A102 641 6809 SH SOLE 6809 0 0 MERITOR INC COM USD1 COMMON 59001K100 4 169 SH SOLE 169 0 0 MERRIMACK PHARMACEUTICALS COM USD0.01 COMMON 590328209 1 141 SH SOLE 141 0 0 MERSANA THRPEUTIC INC COM 0.0001USD COMMON 59045L106 9 651 SH SOLE 651 0 0 MESA AIR GROUP COM NEW COMMON 590479135 8 812 SH SOLE 812 0 0 META FINANCIAL GROUP INC COM USD.01 COMMON 59100U108 119 2342 SH SOLE 2342 0 0 META MATERIALS INC COM COMMON 59134N104 3 391 SH SOLE 391 0 0 METHANEX CORP COM NPV COMMON 59151K108 4 130 SH SOLE 130 0 0 METHANEX CORP COM NPV COMMON 59151K108 739 22277 SH SOLE 22277 0 0 METHODE ELECTRONICS INC COM USD.5 COMMON 591520200 556 11313 SH SOLE 11313 0 0 METLIFE INC COM COMMON 59156R108 34828 581932 SH OTR 390135 191797 0 METTLER-TOLEDO INTL INC COM USD.01 COMMON 592688105 2081 1503 SH SOLE 1503 0 0 MGE ENERGY INC COM USD8 COMMON 55277P104 2 21 SH SOLE 21 0 0 MGIC INVESTMENT CORP/WI COM USD1 COMMON 552848103 1 75 SH SOLE 75 0 0 MGM RESORTS INTERNATIONAL COM USD1 COMMON 552953101 12 277 SH SOLE 277 0 0 MGP INGREDIENTS INC COM NPV COMMON 55303J106 45 659 SH SOLE 659 0 0 MICRO FOCUS INTL PLC SPON ADR NEW COMMON 594837403 0 21 SH SOLE 21 0 0 MICROCHIP TECHNOLOGY INC COM USD.001 COMMON 595017104 291 1941 SH SOLE 1941 0 0 MICRON TECHNOLOGY INC COM USD.1 COMMON 595112103 1593 18751 SH SOLE 18751 0 0 MICROSOFT CORP COM USD.00000625 COMMON 594918104 39317 145137 SH SOLE 145137 0 0 MICROSTRATEGY INC CL A COM USD.001 COMMON 594972408 363 547 SH SOLE 547 0 0 MID PENN BANCORP INC COM USD1 COMMON 59540G107 24 876 SH SOLE 876 0 0 MID-AMERICA APT CMNTYS INC COM USD.01 COMMON 59522J103 626 3718 SH SOLE 3718 0 0 MIDDLEBY CORP COM USD.01 COMMON 596278101 16 90 SH SOLE 90 0 0 MIDDLEFIELD BANC CORP COM NPV COMMON 596304204 4 189 SH SOLE 189 0 0 MIDDLESEX WATER CO COM NPV COMMON 596680108 6 72 SH SOLE 72 0 0 MIDLAND STATES BANCORP COM USD.01 COMMON 597742105 6 245 SH SOLE 245 0 0 MILESTONE SCIENTIFIC INC COM USD.001 COMMON 59935P209 0 134 SH SOLE 134 0 0 MILLER (HERMAN) INC COM USD.2 COMMON 600544100 1 25 SH SOLE 25 0 0 MIND CTI LTD ORD NIS.01 COMMON M70240102 8 2722 SH SOLE 2722 0 0 MINERALS TECHNOLOGIES INC COM USD1 COMMON 603158106 84 1069 SH SOLE 1069 0 0 MIRATI THERAPEUTICS INC COM USD.001 COMMON 60468T105 341 2115 SH SOLE 2115 0 0 MISTRAS GROUP INC COM USD.01 COMMON 60649T107 140 14237 SH SOLE 14237 0 0 MITEK SYSTEMS INC COM USD.001 COMMON 606710200 513 26632 SH SOLE 26632 0 0 MITSUBISHI UFJ FINANCIAL GRP ADR COMMON 606822104 1137 209770 SH SOLE 209770 0 0 MIZUHO FINANCIAL GROUP INC ADR COMMON 60687Y109 1006 352936 SH SOLE 352936 0 0 MKS INSTRUMENTS INC COM NPV COMMON 55306N104 6 32 SH SOLE 32 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR COMMON 607409109 1745 188470 SH SOLE 188470 0 0 MODEL N INC COM USD.00015 COMMON 607525102 70 2033 SH SOLE 2033 0 0 MODERNA INC COM COMMON 60770K107 413 1759 SH SOLE 1759 0 0 MODINE MANUFACTURING CO COM USD1.25 COMMON 607828100 1710 103095 SH SOLE 103095 0 0 MODIVCARE INC CL A COM USD.001 COMMON 60783X104 857 5044 SH SOLE 5044 0 0 MOELIS & CO CL A COM USD.01 COMMON 60786M105 168 2960 SH SOLE 2960 0 0 MOGO INC COM NPV COMMON 60800C109 2 209 SH SOLE 209 0 0 MOGO INC COM NPV COMMON 60800C109 94 11911 SH SOLE 11911 0 0 MOHAWK INDUSTRIES INC COM USD.01 COMMON 608190104 3459 17999 SH SOLE 17999 0 0 MOLINA HEALTHCARE INC COM USD.001 COMMON 60855R100 27783 109787 SH OTR 78253 31534 0 MOLSON COORS BEVERAGE CO CL B COM NPV NVTG COMMON 60871R209 15219 283569 SH SOLE 283569 0 0 MOMENTIVE GLOBAL INC COM USD 0.00001 COMMON 60878Y108 268 12743 SH SOLE 12743 0 0 MOMO INC -ADR ADR COMMON 60879B107 575 37535 SH SOLE 37535 0 0 MONARCH CASINO & RESORT INC COM USD.01 COMMON 609027107 42 637 SH SOLE 637 0 0 MONDELEZ INTERNATIONAL INC CL A COM NPV COMMON 609207105 1422 22781 SH SOLE 22781 0 0 MONEYGRAM INTERNATIONAL INC COM USD1.5 COMMON 60935Y208 216 21462 SH SOLE 21462 0 0 MONGODB INC CL A COM COMMON 60937P106 309 855 SH SOLE 855 0 0 MONMOUTH RE INVESTMENT CP COM USD.01 COMMON 609720107 51 2725 SH SOLE 2725 0 0 MONOLITHIC POWER SYSTEMS INC COM USD.001 COMMON 609839105 240 643 SH SOLE 643 0 0 MONSTER BEVERAGE CORP COM USD.005 COMMON 61174X109 171 1867 SH SOLE 1867 0 0 MOODY'S CORP COM USD.01 COMMON 615369105 1149 3172 SH SOLE 3172 0 0 MORGAN STANLEY COM USD1 COMMON 617446448 26426 288213 SH OTR 230648 57565 0 MORNINGSTAR INC COM COMMON 617700109 197 766 SH SOLE 766 0 0 MORPHIC HOLDING INC COM COMMON 61775R105 77 1349 SH SOLE 1349 0 0 MOSAIC CO COM USD.01 COMMON 61945C103 64 2007 SH SOLE 2007 0 0 MOSYS INC COM USD.01 COMMON 619718307 1 82 SH SOLE 82 0 0 MOTOROLA SOLUTIONS INC COM USD.01 COMMON 620076307 915 4220 SH SOLE 4220 0 0 MOVADO GROUP INC COM USD.01 COMMON 624580106 495 15717 SH SOLE 15717 0 0 MR COOPER GROUP INC COM USD.00001 COMMON 62482R107 353 10666 SH SOLE 10666 0 0 MRC GLOBAL INC COM USD.01 COMMON 55345K103 5 491 SH SOLE 491 0 0 MSA SAFETY INC COM NPV COMMON 553498106 2 11 SH SOLE 11 0 0 MSC INDUSTRIAL DIRECT -CL A CL A COM USD.001 COMMON 553530106 1 16 SH SOLE 16 0 0 MSCI INC CL A COM USD.01 COMMON 55354G100 511 959 SH SOLE 959 0 0 MSG NETWORKS INC CL A COM USD.01 COMMON 553573106 26 1808 SH SOLE 1808 0 0 MUELLER INDUSTRIES COM NPV COMMON 624756102 500 11538 SH SOLE 11538 0 0 MUELLER WATER PRODUCTS INC SR A COM USD.01 COMMON 624758108 15 1008 SH SOLE 1008 0 0 MURPHY OIL CORP COM USD1 COMMON 626717102 2 100 SH SOLE 100 0 0 MURPHY USA INC COM USD.01 COMMON 626755102 277 2077 SH SOLE 2077 0 0 MUSTANG BIO INC COM COMMON 62818Q104 0 2 SH SOLE 2 0 0 MVB FINANCIAL CORP COM COMMON 553810102 128 3009 SH SOLE 3009 0 0 MYERS INDUSTRIES INC COM NPV COMMON 628464109 8 368 SH SOLE 368 0 0 MYOMO INC COM COMMON 62857J201 1 77 SH SOLE 77 0 0 MYR GROUP INC COM USD.01 COMMON 55405W104 1716 18872 SH SOLE 18872 0 0 NABORS INDUSTRIES LTD COM USD.1 COMMON G6359F137 7 58 SH SOLE 58 0 0 NANOSTRING TECHNOLOGIES INC COM USD0.0001 COMMON 63009R109 19 301 SH SOLE 301 0 0 NAPCO SECURITY TECH INC COM USD.01 COMMON 630402105 12 343 SH SOLE 343 0 0 NASDAQ INC COM USD.01 COMMON 631103108 355 2021 SH SOLE 2021 0 0 NATERA INC COM USD0.0001 COMMON 632307104 512 4516 SH SOLE 4516 0 0 NATHAN'S FAMOUS INC COM USD.01 COMMON 632347100 5 77 SH SOLE 77 0 0 NATIONAL BANK HLDGS CORP CL A COM USD.01 COMMON 633707104 4 114 SH SOLE 114 0 0 NATIONAL BEVERAGE CORP COM USD.01 COMMON 635017106 438 9278 SH SOLE 9278 0 0 NATIONAL CINEMEDIA INC COM USD.01 COMMON 635309107 66 12984 SH SOLE 12984 0 0 NATIONAL ENERGY SERVICES REU ORD NPV COMMON G6375R107 256 17935 SH SOLE 17935 0 0 NATIONAL FUEL GAS CO COM NPV COMMON 636180101 3 66 SH SOLE 66 0 0 NATIONAL GRID SPON ADR COMMON 636274409 258 4029 SH SOLE 4029 0 0 NATIONAL HEALTH INVESTORS COM USD.01 COMMON 63633D104 2 36 SH SOLE 36 0 0 NATIONAL HEALTHCARE CORP COM USD.01 COMMON 635906100 78 1121 SH SOLE 1121 0 0 NATIONAL INSTRUMENTS CORP COM USD.01 COMMON 636518102 2 42 SH SOLE 42 0 0 NATIONAL PRESTO INDS INC COM USD1 COMMON 637215104 5 54 SH SOLE 54 0 0 NATIONAL RESEARCH CORP COM USD.001 COMMON 637372202 2 53 SH SOLE 53 0 0 NATIONAL RETAIL PROPERTIES COM USD.01 COMMON 637417106 5 111 SH SOLE 111 0 0 NATIONAL STORAGE AFFILIATES COM USD0.01 COMMON 637870106 31 607 SH SOLE 607 0 0 NATURA &CO HOLDING SA ADS COMMON 63884N108 0 9 SH SOLE 9 0 0 NATURAL ALTERNATIVES COM NPV COMMON 638842302 162 9607 SH SOLE 9607 0 0 NATURAL GROCERS VITAMIN CTGE COM USD.001 COMMON 63888U108 259 24122 SH SOLE 24122 0 0 NATURAL HEALTH TRENDS CORP COM USD.001 COMMON 63888P406 82 11687 SH SOLE 11687 0 0 NATURES SUNSHINE PRODS INC COM NPV COMMON 639027101 690 39731 SH SOLE 39731 0 0 NATWEST GROUP PLC SP ADR REP SHS COMMON 639057108 518 91757 SH SOLE 91757 0 0 NAVIENT CORP COM0.01 COMMON 63938C108 317 16422 SH SOLE 16422 0 0 NCR CORP COM USD5 COMMON 62886E108 127 2784 SH SOLE 2784 0 0 NEKTAR THERAPEUTICS COM NPV COMMON 640268108 1 35 SH SOLE 35 0 0 NELNET INC CL A COM USD.01 COMMON 64031N108 0 5 SH SOLE 5 0 0 NEOGEN CORP COM USD.16 COMMON 640491106 201 4370 SH SOLE 4370 0 0 NEOGENOMICS INC COM USD.001 COMMON 64049M209 254 5631 SH SOLE 5631 0 0 NEOPHOTONICS CORP COM USD.0025 COMMON 64051T100 100 9792 SH SOLE 9792 0 0 NETAPP INC COM NPV COMMON 64110D104 16458 201153 SH OTR 150658 50495 0 NETEASE INC SPONSORED ADR COMMON 64110W102 714 6197 SH SOLE 6197 0 0 NETFLIX INC COM USD.001 COMMON 64110L106 2816 5331 SH SOLE 5331 0 0 NETGEAR INC COM USD.001 COMMON 64111Q104 689 17976 SH SOLE 17976 0 0 NETSCOUT SYSTEMS INC COM USD.001 COMMON 64115T104 81 2849 SH SOLE 2849 0 0 NETSOL TECHNOLOGIES INC COM USD.001 COMMON 64115A402 177 37602 SH SOLE 37602 0 0 NEUROCRINE BIOSCIENCES INC COM USD.01 COMMON 64125C109 224 2301 SH SOLE 2301 0 0 NEURONETICS INC COM COMMON 64131A105 2 124 SH SOLE 124 0 0 NEVRO CORP COM USD0.001 COMMON 64157F103 418 2525 SH SOLE 2525 0 0 NEW HOME CO INC COM USD.01 COMMON 645370107 14 2300 SH SOLE 2300 0 0 NEW ORIENTAL ED & TECH ADR USD COMMON 647581107 115 14002 SH SOLE 14002 0 0 NEW RESIDENTIAL INV CP COM USD0.01 COMMON 64828T201 226 21386 SH SOLE 21386 0 0 NEW SENIOR INVESTMENT GROUP COM USD.01 COMMON 648691103 6 736 SH SOLE 736 0 0 NEW YORK CMNTY BANCORP INC COM USD.01 COMMON 649445103 1 103 SH SOLE 103 0 0 NEW YORK MORTGAGE TRUST INC COM USD.01 COMMON 649604501 33 7345 SH SOLE 7345 0 0 NEW YORK TIMES CO -CL A CL A COM USD.1 COMMON 650111107 2 57 SH SOLE 57 0 0 NEWELL BRANDS INC COM USD1 COMMON 651229106 59 2147 SH SOLE 2147 0 0 NEWMARK GROUP INC Cl A COMMON 65158N102 20 1681 SH SOLE 1681 0 0 NEWMONT CORP COM USD1.6 COMMON 651639106 824 12993 SH SOLE 12993 0 0 NEWS CORP CL A COM USD0.01 COMMON 65249B109 963 37356 SH SOLE 37356 0 0 NEWS CORP CL B COM USD0.01 COMMON 65249B208 8 325 SH SOLE 325 0 0 NEXGEN ENERGY LTD COM COMMON 65340P106 486 117972 SH SOLE 117972 0 0 NEXPOINT REAL EST FIN COM COMMON 65342V101 354 16945 SH SOLE 16945 0 0 NEXPOINT RESIDENTIAL TR INC COM USD.01 COMMON 65341D102 10 177 SH SOLE 177 0 0 NEXSTAR MEDIA GROUP CL A COM USD.01 COMMON 65336K103 107 724 SH SOLE 724 0 0 NEXTERA ENERGY INC COM NPV COMMON 65339F101 6923 94486 SH SOLE 94486 0 0 NEXTERA ENERGY PARTNERS LP COM LP UNIT COMMON 65341B106 16 203 SH SOLE 203 0 0 NI HOLDINGS INC COM COMMON 65342T106 139 7289 SH SOLE 7289 0 0 NICE LTD SPON ADR COMMON 653656108 21 86 SH SOLE 86 0 0 NIELSEN HOLDINGS PLC COM EUR0.07 COMMON G6518L108 3 133 SH SOLE 133 0 0 NIKE INC -CL B CL B COM NPV COMMON 654106103 3610 23368 SH SOLE 23368 0 0 NIO INC -ADR ADS COMMON 62914V106 478 8987 SH SOLE 8987 0 0 NISOURCE INC COM NPV COMMON 65473P105 31 1278 SH SOLE 1278 0 0 NL INDUSTRIES COM USD1.25 COMMON 629156407 114 17535 SH SOLE 17535 0 0 NOKIA CORP SPON ADR COMMON 654902204 94 17599 SH SOLE 17599 0 0 NOMAD FOODS LTD ORD COMMON G6564A105 199 7034 SH SOLE 7034 0 0 NOMURA HOLDINGS INC SPONSORED ADR COMMON 65535H208 2890 567845 SH SOLE 567845 0 0 NORDSON CORP COM USD1 COMMON 655663102 223 1014 SH SOLE 1014 0 0 NORDSTROM INC COM NPV COMMON 655664100 2 60 SH SOLE 60 0 0 NORFOLK SOUTHERN CORP COM USD1 COMMON 655844108 1292 4868 SH SOLE 4868 0 0 NORTHEAST BANK COM NPV COMMON 66405S100 610 20433 SH SOLE 20433 0 0 NORTHERN TECH INTL COM USD.02 COMMON 665809109 369 21305 SH SOLE 21305 0 0 NORTHERN TRUST CORP COM USD3.17 COMMON 665859104 45 393 SH SOLE 393 0 0 NORTHRIM BANCORP INC COM USD1 COMMON 666762109 512 11982 SH SOLE 11982 0 0 NORTHROP GRUMMAN CORP COM NPV COMMON 666807102 12121 33352 SH OTR 25423 7929 0 NORTHWEST PIPE CO COM USD.01 COMMON 667746101 3 106 SH SOLE 106 0 0 NORTHWESTERN CORP COM NEW COMMON 668074305 15 247 SH SOLE 247 0 0 NORTONLIFELOCK INC COM NPV COMMON 668771108 59 2151 SH SOLE 2151 0 0 NORWEGIAN CRUISE LINE HLDGS COM USD.001 COMMON G66721104 535 18193 SH SOLE 18193 0 0 NOV INC COM USD.01 COMMON 62955J103 1 82 SH SOLE 82 0 0 NOVANTA INC COM NPV COMMON 67000B104 139 1029 SH SOLE 1029 0 0 NOVARTIS AG SPON ADR COMMON 66987V109 2866 31416 SH SOLE 31416 0 0 NOVAVAX INC COM USD.01 COMMON 670002401 136 640 SH SOLE 640 0 0 NOVO NORDISK A/S ADR COMMON 670100205 2042 24374 SH SOLE 24374 0 0 NOVOCURE LTD ORD NPV COMMON G6674U108 1159 5224 SH SOLE 5224 0 0 NRG ENERGY INC COM NEW COMMON 629377508 39 976 SH SOLE 976 0 0 NU SKIN ENTERPRISES -CL A CL A COM USD.001 COMMON 67018T105 839 14804 SH SOLE 14804 0 0 NUANCE COMMUNICATIONS INC COM USD.001 COMMON 67020Y100 882 16210 SH SOLE 16210 0 0 NUCOR CORP COM USD.4 COMMON 670346105 1868 19476 SH SOLE 19476 0 0 NUTANIX INC CL A COM USD0.000025 COMMON 67059N108 46 1216 SH SOLE 1216 0 0 NUTRIEN LTD COM NPV COMMON 67077M108 9158 151054 SH SOLE 151054 0 0 NUTRIEN LTD COM NPV COMMON 67077M108 107 1758 SH SOLE 1758 0 0 NUVASIVE INC COM USD.001 COMMON 670704105 9 131 SH SOLE 131 0 0 NUVEEN MUNI HIGH INC OPP FD COMMON 670682103 177 11525 SH SOLE 11525 0 0 NV5 GLOBAL INC COM USD.01 COMMON 62945V109 68 725 SH SOLE 725 0 0 NVENT ELECTRIC PLC When issued COMMON G6700G107 8 242 SH SOLE 242 0 0 NVIDIA CORP COM USD.001 COMMON 67066G104 8352 10438 SH SOLE 10438 0 0 NVR INC COM USD.01 COMMON 62944T105 229 46 SH SOLE 46 0 0 NXP SEMICONDUCTORS NV COM EUR.01 COMMON N6596X109 3025 14705 SH SOLE 14705 0 0 OCCIDENTAL PETROLEUM CORP COM USD.2 COMMON 674599105 33 1055 SH SOLE 1055 0 0 OCCIDENTAL PETROLEUM CORP WT EXP 080327 COMMON 674599162 1 100 SH SOLE 100 0 0 OCEAN BIO-CHEM INC COM USD.01 COMMON 674631106 9 736 SH SOLE 736 0 0 OCEANEERING INTERNATIONAL COM USD.25 COMMON 675232102 0 29 SH SOLE 29 0 0 OCULAR THERAPEUTIX INC COM USD0.0001 COMMON 67576A100 58 4058 SH SOLE 4058 0 0 OCWEN FINANCIAL CORP COM USD.01 COMMON 675746606 95 3051 SH SOLE 3051 0 0 ODP CORP COM USD.01 COMMON 88337F105 286 5955 SH SOLE 5955 0 0 OFFICE PROPERTIES INCOME TR COM USD.01 SBI COMMON 67623C109 670 22864 SH SOLE 22864 0 0 OFG BANCORP COM USD1 COMMON 67103X102 13 583 SH SOLE 583 0 0 OFS CAPITAL CORP COM USD0.01 COMMON 67103B100 232 23256 SH SOLE 23256 0 0 OHIO VALLEY BANC CORP COM NPV COMMON 677719106 1 52 SH SOLE 52 0 0 O-I GLASS INC COM USD.01 COMMON 67098H104 382 23420 SH SOLE 23420 0 0 OIL DRI CORP AMERICA COM USD.1 COMMON 677864100 112 3278 SH SOLE 3278 0 0 OIL STATES INTL INC COM USD.01 COMMON 678026105 1 184 SH SOLE 184 0 0 OKTA INC CL A COM USD0.0001 COMMON 679295105 96 392 SH SOLE 392 0 0 OLD DOMINION FREIGHT COM USD.1 COMMON 679580100 1654 6519 SH SOLE 6519 0 0 OLD NATIONAL BANCORP COM NPV COMMON 680033107 0 15 SH SOLE 15 0 0 OLD REPUBLIC INTL CORP COM USD1 COMMON 680223104 627 25173 SH SOLE 25173 0 0 OLIN CORP COM USD1 COMMON 680665205 41 893 SH SOLE 893 0 0 OLLIE'S BARGAIN OUTLET HLDGS COM USD.001 COMMON 681116109 1 11 SH SOLE 11 0 0 OLYMPIC STEEL INC COM NPV COMMON 68162K106 508 17296 SH SOLE 17296 0 0 OMEGA HEALTHCARE INVS INC COM USD0.1 COMMON 681936100 11 312 SH SOLE 312 0 0 OMEROS CORP COM USD.01 COMMON 682143102 1 41 SH SOLE 41 0 0 OMNICELL INC COM NPV COMMON 68213N109 406 2679 SH SOLE 2679 0 0 OMNICOM GROUP COM USD.5 COMMON 681919106 25986 324917 SH OTR 302716 22201 0 ON SEMICONDUCTOR CORP COM USD.01 COMMON 682189105 1645 42979 SH SOLE 42979 0 0 ONE GAS INC COM COMMON 68235P108 13 178 SH SOLE 178 0 0 ONE GP HOSPITALITY (THE) COM USD.0001 COMMON 88338K103 8 730 SH SOLE 730 0 0 ONE LIBERTY PROPERTIES INC COM USD1 COMMON 682406103 1 28 SH SOLE 28 0 0 ONE STOP SYSTEMS INC COM COMMON 68247W109 66 11331 SH SOLE 11331 0 0 ONEMAIN HOLDINGS INC COM COMMON 68268W103 3 56 SH SOLE 56 0 0 ONEOK INC COM NPV COMMON 682680103 59 1057 SH SOLE 1057 0 0 ONEWATER MARINE INC COM CL A COMMON 68280L101 126 2997 SH SOLE 2997 0 0 ONTO INNOVATION INC COM USD.001 COMMON 683344105 68 935 SH SOLE 935 0 0 OP BANCORP COM COMMON 67109R109 112 11116 SH SOLE 11116 0 0 OPEN TEXT CORP COM NPV COMMON 683715106 217 4278 SH SOLE 4278 0 0 OPEN TEXT CORP COM NPV COMMON 683715106 28 550 SH SOLE 550 0 0 OPPENHEIMER HOLDINGS INC CL A COM NPV COMMON 683797104 99 1939 SH SOLE 1939 0 0 OPTIMIZERX CORP COM COMMON 68401U204 44 711 SH SOLE 711 0 0 OPTINOSE INC COM USD0.001 COMMON 68404V100 1 239 SH SOLE 239 0 0 OPTION CARE HEALTH INC COM COMMON 68404L201 205 9362 SH SOLE 9362 0 0 ORACLE CORP COM USD.01 COMMON 68389X105 74570 957999 SH OTR 722414 235585 0 ORANGE SPON ADR COMMON 684060106 384 33544 SH SOLE 33544 0 0 ORBCOMM INC COM USD.001 COMMON 68555P100 328 29239 SH SOLE 29239 0 0 O'REILLY AUTOMOTIVE INC COM USD.01 COMMON 67103H107 18417 32526 SH OTR 22141 10385 0 ORGANOGENESIS HOLDINGS INC COM COMMON 68621F102 23 1412 SH SOLE 1412 0 0 ORGANON & CO COMMON STOCK COMMON 68622V106 56 1856 SH SOLE 1856 0 0 ORGENESIS INC COM USD0.0001 COMMON 68619K204 0 62 SH SOLE 62 0 0 ORIC PHARMACEUTICALS COM COMMON 68622P109 27 1544 SH SOLE 1544 0 0 ORION ENERGY SYSTEMS INC COM NPV COMMON 686275108 39 6828 SH SOLE 6828 0 0 ORION GROUP HOLDINGS INC COM USD.01 COMMON 68628V308 497 86480 SH SOLE 86480 0 0 ORIX CORP SPONSORED ADR COMMON 686330101 4212 49757 SH SOLE 49757 0 0 ORMAT TECHNOLOGIES INC COM USD.001 COMMON 686688102 0 4 SH SOLE 4 0 0 ORRSTOWN FINANCIAL SVCS INC COM USD1.25 COMMON 687380105 246 10666 SH SOLE 10666 0 0 ORTHO CLINICAL DIAG HLDG PLC COM COMMON G6829J107 58 2714 SH SOLE 2714 0 0 ORTHOPEDIATRICS CORP COM USD0.00025 COMMON 68752L100 10 163 SH SOLE 163 0 0 OSHKOSH CORP COM USD.01 COMMON 688239201 9 72 SH SOLE 72 0 0 OSMOTICA PHARMACEUTIC COM COMMON G6S41R101 4 1299 SH SOLE 1299 0 0 OTIS WORLDWIDE CORP COM COMMON 68902V107 141 1721 SH SOLE 1721 0 0 OVERSTOCK.COM INC COM NPV COMMON 690370101 114 1240 SH SOLE 1240 0 0 OVID THRPUTCS INC COM COMMON 690469101 7 1728 SH SOLE 1728 0 0 OVINTIV INC COM NPV COMMON 69047Q102 7 223 SH SOLE 223 0 0 OWENS & MINOR INC COM USD2 COMMON 690732102 776 18336 SH SOLE 18336 0 0 OWENS CORNING COM NEW USD.01 COMMON 690742101 601 6139 SH SOLE 6139 0 0 P.A.M. TRANSPORTATION SVCS COM USD.01 COMMON 693149106 41 772 SH SOLE 772 0 0 PACCAR INC COM USD12 COMMON 693718108 211 2361 SH SOLE 2361 0 0 PACIFIC BIOSCIENCES OF CALIF COM USD.0001 COMMON 69404D108 390 11145 SH SOLE 11145 0 0 PACIFIC MERCANTILE BANCORP COM NPV COMMON 694552100 1 123 SH SOLE 123 0 0 PACIRA BIOSCIENCES INC COM USD.001 COMMON 695127100 286 4710 SH SOLE 4710 0 0 PACKAGING CORP OF AMERICA COM USD.01 COMMON 695156109 1058 7812 SH SOLE 7812 0 0 PACWEST BANCORP COM NPV COMMON 695263103 1 15 SH SOLE 15 0 0 PAGSEGURO DIGITAL LTD CL A COM NPV COMMON G68707101 22 388 SH SOLE 388 0 0 PALO ALTO NETWORKS INC COM USD.0001 COMMON 697435105 1210 3262 SH SOLE 3262 0 0 PAN AMERICAN SILVER CORP COM NPV COMMON 697900108 1 29 SH SOLE 29 0 0 PAPA JOHNS INTERNATIONAL INC COM USD.01 COMMON 698813102 125 1198 SH SOLE 1198 0 0 PAR TECHNOLOGY CORP COM USD.02 COMMON 698884103 71 1012 SH SOLE 1012 0 0 PARK HOTELS & RESORTS COM USD.01 COMMON 700517105 1 61 SH SOLE 61 0 0 PARK NATIONAL CORP COM NPV COMMON 700658107 5 43 SH SOLE 43 0 0 PARK OHIO HOLDINGS CORP COM USD1 COMMON 700666100 44 1365 SH SOLE 1365 0 0 PARKER-HANNIFIN CORP COM USD.5 COMMON 701094104 582 1895 SH SOLE 1895 0 0 PARTY CITY HOLDCO INC COM USD.01 COMMON 702149105 0 1 SH SOLE 1 0 0 PATRICK INDUSTRIES INC COM NPV COMMON 703343103 8 103 SH SOLE 103 0 0 PATTERSON COS INC COM USD.01 COMMON 703395103 24 779 SH SOLE 779 0 0 PATTERSON-UTI ENERGY INC COM USD.01 COMMON 703481101 23 2349 SH SOLE 2349 0 0 PAYCHEX INC COM USD.01 COMMON 704326107 2195 20465 SH SOLE 20465 0 0 PAYCOM SOFTWARE INC COM USD0.01 COMMON 70432V102 8 22 SH SOLE 22 0 0 PAYLOCITY HOLDING CORP COM USD0.001 COMMON 70438V106 58 305 SH SOLE 305 0 0 PAYPAL HOLDINGS INC COM USD.0001 COMMON 70450Y103 5397 18516 SH SOLE 18516 0 0 PC CONNECTION INC COM USD.01 COMMON 69318J100 4 87 SH SOLE 87 0 0 PCB BANCORP COM COMMON 69320M109 135 8415 SH SOLE 8415 0 0 PCTEL INC COM USD.001 COMMON 69325Q105 37 5612 SH SOLE 5612 0 0 PDC ENERGY INC COM USD.01 COMMON 69327R101 13 284 SH SOLE 284 0 0 PDF SOLUTIONS INC COM USD.00015 COMMON 693282105 0 3 SH SOLE 3 0 0 PEARSON PLC SPON ADR COMMON 705015105 2 180 SH SOLE 180 0 0 PEBBLEBROOK HOTEL TRUST SHS BEN INT USD.01 COMMON 70509V100 460 19521 SH SOLE 19521 0 0 PEGASYSTEMS INC COM USD.01 COMMON 705573103 1 6 SH SOLE 6 0 0 PELOTON INTERACTIVE INC COM CL A USD0.000025 COMMON 70614W100 177 1426 SH SOLE 1426 0 0 PEMBINA PIPELINE CORP COM COMMON 706327103 6 176 SH SOLE 176 0 0 PEMBINA PIPELINE CORP COM COMMON 706327103 26 824 SH SOLE 824 0 0 PENN NATIONAL GAMING INC COM USD.01 COMMON 707569109 388 5081 SH SOLE 5081 0 0 PENN VIRGINIA CORP COM COMMON 70788V102 122 5150 SH SOLE 5150 0 0 PENNANT GROUP INC (THE) COM COMMON 70805E109 50 1213 SH SOLE 1213 0 0 PENNYMAC FINANCIAL SERVICES CL A COM USD.0001 COMMON 70932M107 1034 16752 SH SOLE 16752 0 0 PENNYMAC MORTGAGE INVEST TR COM SHS BEN COMMON 70931T103 0 21 SH SOLE 21 0 0 PENSKE AUTOMOTIVE GROUP INC COM USD.0001 VTG COMMON 70959W103 4 50 SH SOLE 50 0 0 PENTAIR PLC COM USD.16 COMMON G7S00T104 48 711 SH SOLE 711 0 0 PENUMBRA INC COM USD.001 COMMON 70975L107 22 81 SH SOLE 81 0 0 PEOPLES FINANCIAL SERVICES COM COMMON 711040105 1 28 SH SOLE 28 0 0 PEOPLE'S UNITED FINL INC COM NPV COMMON 712704105 21 1242 SH SOLE 1242 0 0 PEPSICO INC COM USD.0166 COMMON 713448108 3117 21036 SH SOLE 21036 0 0 PERFICIENT INC COM USD.001 COMMON 71375U101 542 6738 SH SOLE 6738 0 0 PERFORMANCE FOOD GROUP CO COM USD.01 COMMON 71377A103 0 9 SH SOLE 9 0 0 PERION NETWORK LTD ORD USD COMMON M78673114 1030 48080 SH SOLE 48080 0 0 PERKINELMER INC COM USD1 COMMON 714046109 2015 13050 SH SOLE 13050 0 0 PERRIGO CO PLC COM NPV COMMON G97822103 9 206 SH SOLE 206 0 0 PERSHING SQ TN HOL LTD COM CL A COMMON 71531R109 46 2000 SH SOLE 2000 0 0 PERSONALIS INC COM COMMON 71535D106 1 59 SH SOLE 59 0 0 PETIQ INC COM CL A COMMON 71639T106 35 900 SH SOLE 900 0 0 PETMED EXPRESS INC COM USD.001 COMMON 716382106 240 7530 SH SOLE 7530 0 0 PETROCHINA CO LTD SPONSORED ADR COMMON 71646E100 2050 41804 SH SOLE 41804 0 0 PETROLEO BRASILEIRO SA- PETR SPONSORED ADR COMMON 71654V408 285 23293 SH SOLE 23293 0 0 PFIZER INC COM USD.1 COMMON 717081103 13476 344223 SH SOLE 344223 0 0 PFSWEB INC COM USD.001 COMMON 717098206 46 6259 SH SOLE 6259 0 0 PG&E CORP COM USD5 COMMON 69331C108 6 544 SH SOLE 544 0 0 PHASEBIO PHARMACEUTIC COM COMMON 717224109 0 122 SH SOLE 122 0 0 PHATHOM PHARMA INC COM COMMON 71722W107 0 14 SH SOLE 14 0 0 PHENIXFIN CORP COM USD0.001 COMMON 71742W103 74 1828 SH SOLE 1828 0 0 PHIBRO ANIMAL HEALTH CORP CL A COM USD0.0001 COMMON 71742Q106 49 1682 SH SOLE 1682 0 0 PHILIP MORRIS INTERNATIONAL COM NPV COMMON 718172109 37376 377174 SH OTR 312261 64913 0 PHILLIPS 66 COM USD0.01 COMMON 718546104 2104 24524 SH SOLE 24524 0 0 PHOTRONICS INC COM NPV COMMON 719405102 25 1923 SH SOLE 1923 0 0 PHREESIA INC COM USD0.01 COMMON 71944F106 110 1789 SH SOLE 1789 0 0 PIEDMONT OFFICE REALTY TRUST CL A COM USD.01 COMMON 720190206 146 7890 SH SOLE 7890 0 0 PINDUODUO INC -ADR ADR COMMON 722304102 1839 14479 SH SOLE 14479 0 0 PINNACLE FINL PARTNERS INC COM USD1. COMMON 72346Q104 2 17 SH SOLE 17 0 0 PINNACLE WEST CAPITAL CORP COM USD2.5 COMMON 723484101 23 280 SH SOLE 280 0 0 PINTEREST INC COM CL A COMMON 72352L106 132 1679 SH SOLE 1679 0 0 PIONEER NATURAL RESOURCES CO COM NPV COMMON 723787107 160 986 SH SOLE 986 0 0 PIPER SANDLER COS COM COMMON 724078100 1 4 SH SOLE 4 0 0 PITNEY BOWES INC COM USD2 COMMON 724479100 92 10488 SH SOLE 10488 0 0 PJT PARTNERS INC CL A COM USD0.01 COMMON 69343T107 107 1506 SH SOLE 1506 0 0 PLANET FITNESS INC CL A COM USD0.0001 COMMON 72703H101 8 106 SH SOLE 106 0 0 PLANTRONICS INC COM USD.01 COMMON 727493108 70 1671 SH SOLE 1671 0 0 PLUG POWER INC COM USD.01 COMMON 72919P202 672 19670 SH SOLE 19670 0 0 PNC FINANCIAL SVCS GROUP INC COM USD5 COMMON 693475105 21071 110459 SH OTR 78998 31461 0 PNM RESOURCES INC COM USD5 COMMON 69349H107 11 225 SH SOLE 225 0 0 POINTS INTERNATIONAL LTD COM COMMON 730843208 227 13049 SH SOLE 13049 0 0 POLARIS INC COM NPV COMMON 731068102 2501 18268 SH SOLE 18268 0 0 POOL CORP COM USD.001 COMMON 73278L105 1912 4168 SH SOLE 4168 0 0 POPULAR INC COM USD5 COMMON 733174700 2126 28329 SH SOLE 28329 0 0 PORTLAND GENERAL ELECTRIC CO COM USD COMMON 736508847 0 9 SH SOLE 9 0 0 PORTMAN RIDGE FINANCE CORP COM USD.01 COMMON 73688F102 1 371 SH SOLE 371 0 0 POSCO SPON ADR COMMON 693483109 5351 69705 SH SOLE 69705 0 0 POST HOLDINGS INC COM USD.01 COMMON 737446104 229 2113 SH SOLE 2113 0 0 POTLATCHDELTIC CORP COM USD1 COMMON 737630103 519 9766 SH SOLE 9766 0 0 POWER INTEGRATIONS INC COM USD.001 COMMON 739276103 306 3734 SH SOLE 3734 0 0 POWER REIT SHS BEN INT NPV COMMON 73933H101 251 6253 SH SOLE 6253 0 0 PPD INC COM COMMON 69355F102 59 1274 SH SOLE 1274 0 0 PPG INDUSTRIES INC COM USD1.666 COMMON 693506107 664 3911 SH SOLE 3911 0 0 PPL CORP COM NPV COMMON 69351T106 53 1891 SH SOLE 1891 0 0 PRA HEALTH SCIENCES INC COM USD.01 COMMON 69354M108 174 1056 SH SOLE 1056 0 0 PRAXIS PRECIS MEDI INC COM USD.0001 COMMON 74006W108 18 1004 SH SOLE 1004 0 0 PRECIGEN INC COM NPV COMMON 74017N105 31 4777 SH SOLE 4777 0 0 PRECISION DRILLING CORP COM NPV COMMON 74022D407 1 25 SH SOLE 25 0 0 PREFORMED LINE PRODUCTS CO CAP USD2 COMMON 740444104 35 465 SH SOLE 465 0 0 PRESTIGE CONSUMER HEALTHCARE COM USD.01 COMMON 74112D101 358 6866 SH SOLE 6866 0 0 PRICE (T. ROWE) GROUP COM USD.2 COMMON 74144T108 12431 62799 SH SOLE 62799 0 0 PRICESMART INC COM USD.0001 COMMON 741511109 7 76 SH SOLE 76 0 0 PRIMERICA INC COM USD.01 COMMON 74164M108 6 36 SH SOLE 36 0 0 PRIMORIS SERVICES CORP COM USD.0001 COMMON 74164F103 85 2885 SH SOLE 2885 0 0 PRINCIPAL FINANCIAL GRP INC COM USD.01 COMMON 74251V102 44 697 SH SOLE 697 0 0 PRIORITY TECHNLGY HLDNGS INC COM COMMON 74275G107 315 41304 SH SOLE 41304 0 0 PROCTER & GAMBLE CO COM NPV COMMON 742718109 25362 188018 SH SOLE 188018 0 0 PRO-DEX INC/CO COM NPV COMMON 74265M205 179 5861 SH SOLE 5861 0 0 PROFIRE ENERGY INC COM USD.001 COMMON 74316X101 0 70 SH SOLE 70 0 0 PROG HOLDINGS INC COM USD.5 COMMON 74319R101 319 6620 SH SOLE 6620 0 0 PROGRESS SOFTWARE CORP COM USD.01 COMMON 743312100 7 149 SH SOLE 149 0 0 PROGRESSIVE CORP-OHIO COM USD1 COMMON 743315103 16370 166687 SH OTR 136185 30502 0 PROGYNY INC COM COMMON 74340E103 118 2006 SH SOLE 2006 0 0 PROLOGIS INC COM USD.01 COMMON 74340W103 6117 51185 SH SOLE 51185 0 0 PROOFPOINT INC COM USD.0001 COMMON 743424103 98 565 SH SOLE 565 0 0 PROSHARES TR ONLINE RTL ETF COMMON 74347B169 1 16 SH SOLE 16 0 0 PROSHARES TR PET CARE ETF COMMON 74348A145 24 300 SH SOLE 300 0 0 PROSHARES ULTRASHORT EURO COMMON 74347W882 5 201 SH SOLE 201 0 0 PROSPERITY BANCSHARES INC COM NPV COMMON 743606105 7 92 SH SOLE 92 0 0 PROTAGONIST THERAPEUTICS INC COM USD.00001 COMMON 74366E102 108 2403 SH SOLE 2403 0 0 PROTO LABS INC COM USD0.001 COMMON 743713109 151 1644 SH SOLE 1644 0 0 PROVIDENT FINANCIAL SVCS INC COM USD.01 COMMON 74386T105 4