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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 13,589 57,735 SH   SOLE 2 57,735 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 121,783 517,410 SH   SOLE 3 517,410 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 30,927 131,398 SH   SOLE 7 131,398 0 0
3M COMPANY COMMON STOCK USD0.01 COM 88579Y101 8,485 36,050 SH   SOLE 9 36,050 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 6,639 109,100 SH   SOLE 2 109,100 0 0
51JOBS INCORPORATED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 316827104 37,283 612,700 SH   SOLE 3 612,700 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 2,862 50,143 SH   SOLE 3 50,143 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 1,367 23,951 SH   SOLE 7 23,951 0 0
ABBOTT LABORATORIES COMMON STOCK NPV COM 002824100 146 2,560 SH   SOLE 9 2,560 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 19,210 198,639 SH   SOLE 2 198,639 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 176,403 1,824,036 SH   SOLE 3 1,824,036 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 1,805 18,661 SH   SOLE 7 18,661 0 0
ABBVIE INCORPORATED COMMON STOCK USD0.01 COM 00287Y109 248 2,560 SH   SOLE 9 2,560 0 0
ABERCROMBIE AND FITCH COMPANY CLASS A COMMON STOCK USD0.01 COM 002896207 6,278 360,184 SH   SOLE 3 360,184 0 0
ABIOMED INCORPORATED COMMON STOCK USD0.01 COM 003654100 2,036 10,865 SH   SOLE 3 10,865 0 0
ACACIA COMMUNICATIONS INC COM 00401C108 11,088 306,047 SH   SOLE 1 306,047 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 4,402 28,752 SH   SOLE 2 28,752 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 44,861 293,040 SH   SOLE 3 293,040 0 0
ACCENTURE PLC CLASS A NEW COMMON STOCK USD0.0000225 COM G1151C101 84 550 SH   SOLE 7 550 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 16,651 262,958 SH   SOLE 2 262,958 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 146,704 2,316,872 SH   SOLE 3 2,316,872 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 4,346 68,637 SH   SOLE 4 68,637 0 0
ACTIVISION BLIZZARD INCORPORATED COMMON STOCK USD0.000001 COM 00507V109 682 10,774 SH   SOLE 7 10,774 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 651 3,700 SH   SOLE 2 3,700 0 0
ACUITY BRANDS INCORPORATED COMMON STOCK USD0.01 COM 00508Y102 9,163 52,063 SH   SOLE 3 52,063 0 0
ACXIOM CORPORATION COMMON STOCK USD0.10 COM 005125109 15,333 556,340 SH   SOLE 1 556,340 0 0
ADIENT PLC USD0.001 COM G0084W101 462 5,874 SH   SOLE 3 5,874 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 4,416 25,200 SH   SOLE 2 25,200 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 115,435 658,725 SH   SOLE 3 658,725 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 4,450 25,395 SH   SOLE 4 25,395 0 0
ADOBE SYSTEMS INCORPORATED NPV COM 00724F101 333 1,899 SH   SOLE 7 1,899 0 0
ADTALEM GLOBAL EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 00737L103 6,802 161,767 SH   SOLE 3 161,767 0 0
ADVANCE AUTO PARTS INCORPORATED COMMON STOCK USD0.0001 COM 00751Y106 142,208 1,426,504 SH   SOLE 1 1,426,504 0 0
ADVANCED DISPOSAL SERVICES INCORPORATED COMMON STOCK USD0.01 COM 00790X101 21,422 894,818 SH   SOLE 1 894,818 0 0
ADVANCED SEMICONDUCTOR ENGINEERING INCORPORATED ADS (EACH REPRESENTING 5 TWD10 SHARES) ADR 00756M404 12,865 1,985,279 SH   SOLE 2 1,985,279 0 0
ADVANCED SEMICONDUCTOR ENGINEERING INCORPORATED ADS (EACH REPRESENTING 5 TWD10 SHARES) ADR 00756M404 15,242 2,352,157 SH   SOLE 3 2,352,157 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 1,507 279,000 SH   SOLE 2 279,000 0 0
ADVANTAGE OIL AND GAS LIMITED COMMON NPV COM 00765F101 293 54,200 SH   SOLE 3 54,200 0 0
AERCAP HOLDINGS NV EUR0.01 COM N00985106 9,151 173,948 SH   SOLE 3 173,948 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 901 83,200 SH   SOLE 2 83,200 0 0
AES CORPORATION COMMON STOCK USD0.01 COM 00130H105 12,097 1,117,017 SH   SOLE 3 1,117,017 0 0
AETNA INCORPORATED COMMON STOCK NPV COM 00817Y108 8,749 48,500 SH   SOLE 3 48,500 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 69,289 337,584 SH   SOLE 1 337,584 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 7,184 35,000 SH   SOLE 2 35,000 0 0
AFFILIATED MANAGERS GROUP INCORPORATED COMMON STOCK NPV COM 008252108 91,952 448,000 SH   SOLE 3 448,000 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 13,648 155,475 SH   SOLE 2 155,475 0 0
AFLAC INCORPORATED COMMON STOCK USD0.10 COM 001055102 138,390 1,576,559 SH   SOLE 3 1,576,559 0 0
AG MORTGAGE INVESTMENT TRUST INCORPORATED REIT USD0.01 REIT 001228105 49 2,600 SH   SOLE 3 2,600 0 0
AGCO CORP COMMON STOCK USD0.01 COM 001084102 82,090 1,149,232 SH   SOLE 1 1,149,232 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,933 43,792 SH   SOLE 3 43,792 0 0
AGNC INVESTMENT CORPORATION REIT USD0.01 REIT 00123Q104 955 47,323 SH   SOLE 3 47,323 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV COM 008474108 44 750 SH   SOLE 9 750 0 0
AGNICO EAGLE MINES LIMITED COMMON NPV (US LISTING) COM 008474108 4,365 94,530 SH   SOLE 3 94,530 0 0
AGREE REALTY CORPORATION REIT USD0.0001 REIT 008492100 193 3,744 SH   SOLE 3 3,744 0 0
AGRIUM INCORPORATED COMMON NPV (CANADIAN LISTING) COM 008916108 593 4,100 SH   SOLE 2 4,100 0 0
AIMMUNE THERAPEUTICS INC COMMON STOCK USD0.0001 COM 00900T107 624 16,511 SH   SOLE 3 16,511 0 0
AIR LEASE CORP COMMON STOCK USD0.01 COM 00912X302 1,138 23,671 SH   SOLE 3 23,671 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 303 1,849 SH   SOLE 3 1,849 0 0
AIR PRODUCTS & CHEMICALS INC COM STK US$1 COM 009158106 49 300 SH   SOLE 7 300 0 0
AKORN INC NPV USD COMMON STOCK COM 009728106 28,231 875,930 SH   SOLE 1 875,930 0 0
ALAMOS GOLD INCORPORATED CLASS A COMMON NPV COM 011532108 1,376 168,000 SH   SOLE 3 168,000 0 0
ALAMOS GOLD INCORPORATED COMMON NPV (US LISTING) COM 011532108 609 93,500 SH   SOLE 3 93,500 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 1,669 22,700 SH   SOLE 2 22,700 0 0
ALASKA AIRGROUP INC COMMON STOCK USD1 COM 011659109 9,708 132,062 SH   SOLE 3 132,062 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 13,207 245,168 SH   SOLE 2 245,168 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 59,227 1,099,452 SH   SOLE 3 1,099,452 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 220 4,090 SH   SOLE 4 4,090 0 0
ALCOA CORPORATION COMMON STOCK NPV COM 013872106 898 16,667 SH   SOLE 7 16,667 0 0
ALDER BIOPHARMACEUTICALS INC COMMON STOCK USD0.0001 COM 014339105 6,721 586,979 SH   SOLE 1 586,979 0 0
ALEXANDER AND BALDWIN INCORPORATED REIT NPV REIT 014491104 158 5,697 SH   SOLE 3 5,697 0 0
ALEXANDER'S INCORPORATED REIT USD1 REIT 014752109 194 489 SH   SOLE 3 489 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 45,577 349,010 SH   SOLE 1 349,010 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 14,119 108,120 SH   SOLE 3 108,120 0 0
ALEXANDRIA REAL ESTATE EQUITIES INCORPORATED REIT USD0.01 REIT 015271109 32,216 246,698 SH   SOLE 10 246,698 0 0
ALEXION PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 015351109 4,059 33,939 SH   SOLE 3 33,939 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,060,918 6,152,747 SH   SOLE 2 6,152,747 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 1,264,182 7,331,567 SH   SOLE 3 7,331,567 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 758,866 4,401,009 SH   SOLE 4 4,401,009 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 888,455 5,152,554 SH   SOLE 6 5,152,554 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 28,100 162,963 SH   SOLE 7 162,963 0 0
ALIBABA GROUP HOLDING LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARES USD0.000025) ADR 01609W102 4,994 28,962 SH   SOLE 9 28,962 0 0
ALIGN TECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 016255101 2,897 13,039 SH   SOLE 3 13,039 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 34,557 223,306 SH   SOLE 1 223,306 0 0
ALLEGIANT TRAVEL CO COMMON STOCK USD0.01 COM 01748X102 840 5,425 SH   SOLE 3 5,425 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 1,130 14,200 SH   SOLE 2 14,200 0 0
ALLEGION PLC COMMON STOCK USD0.01 COM G0176J109 11,122 139,800 SH   SOLE 3 139,800 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 47,288 289,082 SH   SOLE 3 289,082 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 2,791 17,063 SH   SOLE 4 17,063 0 0
ALLERGAN PLC COMMON STOCK USD0.0001 COM G0177J108 176 1,075 SH   SOLE 7 1,075 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 760 3,000 SH   SOLE 2 3,000 0 0
ALLIANCE DATA SYSTEMS CORPORATION COMMON STOCK USD0.01 COM 018581108 9,258 36,524 SH   SOLE 3 36,524 0 0
ALLIANCE RESOURCE PARTNERS LP NPV PART 01877R108 167 8,500 SH   SOLE 3 8,500 0 0
ALLIANCEBERNSTEIN HOLDING LP UNITS LIMITED PARTNERSHIP PART 01881G106 270 10,789 SH   SOLE 3 10,789 0 0
ALLIANT ENERGY CORPORATION COMMON STOCK USD0.01 COM 018802108 71,692 1,682,521 SH   SOLE 1 1,682,521 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 88,471 2,054,129 SH   SOLE 1 2,054,129 0 0
ALLISON TRANSMISSION HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 01973R101 1,189 27,600 SH   SOLE 3 27,600 0 0
ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10 COM 02005N100 257 8,800 SH   SOLE 2 8,800 0 0
ALLY FINANCIAL INCORPORATED COMMON STOCK USD0.10 COM 02005N100 4,371 149,900 SH   SOLE 3 149,900 0 0
ALNYLAM PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01 COM 02043Q107 409 3,216 SH   SOLE 3 3,216 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 64,906 61,616 SH   SOLE 2 61,616 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 583,967 554,364 SH   SOLE 3 554,364 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 9,195 8,729 SH   SOLE 4 8,729 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 4,466 4,240 SH   SOLE 7 4,240 0 0
ALPHABET INCORPORATED CL A NPV COM 02079K305 757 719 SH   SOLE 9 719 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 25,903 24,754 SH   SOLE 2 24,754 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 154,986 148,114 SH   SOLE 3 148,114 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 21,361 20,414 SH   SOLE 7 20,414 0 0
ALPHABET INCORPORATED-CL C NPV COM 02079K107 4,166 3,981 SH   SOLE 9 3,981 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 16,074 225,100 SH   SOLE 2 225,100 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 166,333 2,329,269 SH   SOLE 3 2,329,269 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 3,038 42,542 SH   SOLE 7 42,542 0 0
ALTRIA GROUP INCORPORATED COMMON STOCK USD0.3333 COM 02209S103 2,364 33,110 SH   SOLE 9 33,110 0 0
AMAZON COMMUNICATIONS INCORPORATED USD0.01 COM 023135106 55,805 47,718 SH   SOLE 2 47,718 0 0
AMAZON COMMUNICATIONS INCORPORATED USD0.01 COM 023135106 432,475 369,804 SH   SOLE 3 369,804 0 0
AMAZON COMMUNICATIONS INCORPORATED USD0.01 COM 023135106 8,033 6,869 SH   SOLE 4 6,869 0 0
AMAZON COMMUNICATIONS INCORPORATED USD0.01 COM 023135106 9,073 7,758 SH   SOLE 7 7,758 0 0
AMAZON COMMUNICATIONS INCORPORATED USD0.01 COM 023135106 643 550 SH   SOLE 9 550 0 0
AMBEV SA SPONSORED ADR (EACH REPRESENTS 1 COMMON NPV) ADR 02319V103 14,734 2,280,837 SH   SOLE 3 2,280,837 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 5,192 96,000 SH   SOLE 2 96,000 0 0
AMC NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 00164V103 60,493 1,118,590 SH   SOLE 3 1,118,590 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 1,357 20,726 SH   SOLE 2 20,726 0 0
AMDOCS LIMITED ORDINARY 1P (US LISTING) COM G02602103 12,989 198,367 SH   SOLE 3 198,367 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 171 2,900 SH   SOLE 2 2,900 0 0
AMEREN CORPORATION COMMON STOCK USD0.01 COM 023608102 1,162 19,704 SH   SOLE 3 19,704 0 0
AMERICA MOVIL SAB DE CV ADR (EACH REPRESENTS 20 SERIES 'L' SHARES) ADR 02364W105 11,138 649,454 SH   SOLE 3 649,454 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 13,350 256,586 SH   SOLE 3 256,586 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 80 1,543 SH   SOLE 4 1,543 0 0
AMERICAN AIRLINES GROUP INCORPORATED COMMON STOCK USD1 COM 02376R102 264 5,066 SH   SOLE 7 5,066 0 0
AMERICAN ASSETS TRUST INCORPORATED REIT USD0.01 REIT 024013104 180 4,718 SH   SOLE 3 4,718 0 0
AMERICAN CAMPUS COMMUNITIES INCORPORATED REIT USD0.01 REIT 024835100 672 16,387 SH   SOLE 3 16,387 0 0
AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01 COM 02553E106 857 45,600 SH   SOLE 2 45,600 0 0
AMERICAN EAGLE OUTFITTERS INCORPORATED COMMON STOCK USD0.01 COM 02553E106 7,730 411,182 SH   SOLE 3 411,182 0 0
AMERICAN ELECTRIC POWER COINC COMMON STOCK USD6.50 COM 025537101 1,908 25,933 SH   SOLE 3 25,933 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 2,293 74,632 SH   SOLE 2 74,632 0 0
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY COMMON STOCK USD1 COM 025676206 23,713 771,657 SH   SOLE 3 771,657 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 17,034 171,527 SH   SOLE 2 171,527 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 188,533 1,898,431 SH   SOLE 3 1,898,431 0 0
AMERICAN EXPRESS COMPANY COMMON STOCK USD0.20 COM 025816109 100 1,006 SH   SOLE 7 1,006 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 4,233 39,000 SH   SOLE 2 39,000 0 0
AMERICAN FINANCIAL GROUP INCORPORATED COMMON STOCK NPV COM 025932104 64,468 593,957 SH   SOLE 3 593,957 0 0
AMERICAN HOMES 4 RENT CLASS A REIT USD0.01 REIT 02665T306 604 27,667 SH   SOLE 3 27,667 0 0
AMERICAN INTERNATIONAL GROUP INCORPORATED COMMON STOCK USD2.50 COM 026874784 202,179 3,393,397 SH   SOLE 3 3,393,397 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 479 3,735 SH   SOLE 2 3,735 0 0
AMERICAN NATIONAL INSURANCE COMPANY COMMON STOCK USD1 COM 028591105 6,043 47,122 SH   SOLE 3 47,122 0 0
AMERICAN RENAL ASSOCIATES HO COM 029227105 531 30,519 SH   SOLE 3 30,519 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 709 4,967 SH   SOLE 3 4,967 0 0
AMERICAN TOWER CORPORATION REIT USD0.01 REIT 03027X100 358 2,509 SH   SOLE 7 2,509 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 5,542 32,700 SH   SOLE 2 32,700 0 0
AMERIPRISE FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 03076C106 4,872 28,749 SH   SOLE 3 28,749 0 0
AMERISAFE INCORPORATED COMMON STOCK USD0.01 COM 03071H100 24,725 401,385 SH   SOLE 1 401,385 0 0
AMERISOURCE BERGEN CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 03073E105 2,663 29,000 SH   SOLE 2 29,000 0 0
AMERISOURCE BERGEN CORPORATION CLASS 'A' COMMON STOCK USD0.01 COM 03073E105 22,579 245,900 SH   SOLE 3 245,900 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 2,363 32,600 SH   SOLE 2 32,600 0 0
AMETEK INC COMMON STOCK USD0.01 COM 031100100 4,950 68,306 SH   SOLE 3 68,306 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 37,864 217,737 SH   SOLE 2 217,737 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 403,732 2,321,632 SH   SOLE 3 2,321,632 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 3,572 20,540 SH   SOLE 4 20,540 0 0
AMGEN INCORPORATED COMMON STOCK USD0.0001 COM 031162100 834 4,794 SH   SOLE 7 4,794 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 948 10,800 SH   SOLE 2 10,800 0 0
AMPHENOL CORPORATION CLASS A COMMON STOCK USD0.001 COM 032095101 13,165 149,944 SH   SOLE 3 149,944 0 0
AMTRUST FINANCIAL SERVICES INCORPORATED COMMON STOCK USD0.01 COM 032359309 134 13,300 SH   SOLE 2 13,300 0 0
AMTRUST FINANCIAL SERVICES INCORPORATED COMMON STOCK USD0.01 COM 032359309 1,953 193,900 SH   SOLE 3 193,900 0 0
ANADARKO PETROLEUM CORPORATION COMMON STOCK USD0.10 COM 032511107 8,848 164,947 SH   SOLE 3 164,947 0 0
ANALOG DEVICES INCORPORATED COMMON STOCK USD0.166 COM 032654105 2,469 27,737 SH   SOLE 3 27,737 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY) ADR 035128206 802 78,707 SH   SOLE 2 78,707 0 0
ANGLOGOLD ASHANTI LIMITED SPONSORED ADR (EACH REPRESENTING 1 ORDINARY LEVEL 1) (BNY) ADR 035128206 6,632 650,802 SH   SOLE 3 650,802 0 0
ANNALY CAPITAL MANAGEMENT INCORPORATED REIT USD0.01 REIT 035710409 1,073 90,267 SH   SOLE 3 90,267 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 1,417 9,600 SH   SOLE 2 9,600 0 0
ANSYS INCORPORATED COMMON STOCK USD0.01 COM 03662Q105 12,944 87,700 SH   SOLE 3 87,700 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 2,846 149,800 SH   SOLE 2 149,800 0 0
ANTERO RESOURCES CORPORATION COMMON STOCK USD0.01 COM 03674X106 26,225 1,380,267 SH   SOLE 3 1,380,267 0 0
ANTHEM INCORPORATED COMMON STOCK USD0.01 COM 036752103 2,651 11,782 SH   SOLE 3 11,782 0 0
AON PUBLIC LIMITED COMPANY COMMON STOCK USD1 COM G0408V102 442 3,295 SH   SOLE 3 3,295 0 0
APACHE CORPORATION COMMON STOCK USD0.625 COM 037411105 8,315 196,955 SH   SOLE 3 196,955 0 0
APARTMENT INVESTMENT & MANAGEMENT COMPANY CLASS 'A' REIT USD0.01 REIT 03748R101 1,108 25,355 SH   SOLE 3 25,355 0 0
APPLE HOSPITALITY REIT INCORPORATED NPV REIT 03784Y200 733 37,359 SH   SOLE 3 37,359 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 95,514 564,405 SH   SOLE 2 564,405 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 919,470 5,433,258 SH   SOLE 3 5,433,258 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 9,812 57,983 SH   SOLE 4 57,983 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 4,906 28,990 SH   SOLE 7 28,990 0 0
APPLE INCORPORATED COMMON STOCK NPV COM 037833100 1,777 10,503 SH   SOLE 9 10,503 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 3,635 71,100 SH   SOLE 2 71,100 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 36,867 721,195 SH   SOLE 3 721,195 0 0
APPLIED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 038222105 46 900 SH   SOLE 7 900 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 161 54,300 SH   SOLE 2 54,300 0 0
APPROACH RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 03834A103 64 21,700 SH   SOLE 3 21,700 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 3,529 41,600 SH   SOLE 2 41,600 0 0
APTIV PLC COMMON STOCK USD0.01 (US LISTING) COM G27823106 25,545 301,136 SH   SOLE 3 301,136 0 0
ARAMARK COMMON STOCK USD0.01 COM 03852U106 128,230 3,000,234 SH   SOLE 1 3,000,234 0 0
ARCHER-DANIELS-MIDLAND CO COM STK NPV COM 039483102 10,577 263,900 SH   SOLE 2 263,900 0 0
ARCHER-DANIELS-MIDLAND CO COM STK NPV COM 039483102 116,844 2,915,278 SH   SOLE 3 2,915,278 0 0
ARDAGH FINANCE HOLDINGS SA EUR0.01 COM L0223L101 22,026 1,043,891 SH   SOLE 1 1,043,891 0 0
ARES CAPITAL CORPORATION COMMON STOCK USD0.001 COM 04010L103 25,623 1,629,951 SH   SOLE 1 1,629,951 0 0
ARGAN INCORPORATED COMMON STOCK USD0.15 COM 04010E109 338 7,500 SH   SOLE 2 7,500 0 0
ARGAN INCORPORATED COMMON STOCK USD0.15 COM 04010E109 5,089 113,080 SH   SOLE 3 113,080 0 0
ARMADA HOFFLER PROPERTIES IN REIT USD0.01 REIT 04208T108 90 5,811 SH   SOLE 3 5,811 0 0
ARROW ELECTRONICS INCORPORATED COMMON STOCK USD1 COM 042735100 81,510 1,013,677 SH   SOLE 1 1,013,677 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 999 25,300 SH   SOLE 2 25,300 0 0
ARTISAN PARTNERS ASSET MA -A COMMON STOCK USD0.01 COM 04316A108 3,800 96,200 SH   SOLE 3 96,200 0 0
ASBURY AUTOMOTIVE GROUP INCORPORATED COMMON STOCK USD0.01 COM 043436104 19,860 310,308 SH   SOLE 1 310,308 0 0
ASHFORD HOSPITALITY PRIME IN REIT USD0.01 REIT 044102101 109 11,200 SH   SOLE 3 11,200 0 0
ASHFORD HOSPITALITY TRUST INCORPORATED REIT USD0.01 REIT 044103109 156 23,168 SH   SOLE 3 23,168 0 0
ASHLAND GLOBAL HOLDINGS INCORPORATED COMMON STOCK NPV COM 044186104 103,152 1,448,768 SH   SOLE 1 1,448,768 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 2,493 73,600 SH   SOLE 2 73,600 0 0
ASSURED GUARANTY LIMITED COMMON STOCK USD0.01 COM G0585R106 30,809 909,626 SH   SOLE 3 909,626 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 22,450 577,411 SH   SOLE 2 577,411 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 253,296 6,514,826 SH   SOLE 3 6,514,826 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 78 2,000 SH   SOLE 7 2,000 0 0
AT AND T INCORPORATED COMMON STOCK USD1 COM 00206R102 1,089 27,997 SH   SOLE 9 27,997 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 5,388 104,200 SH   SOLE 2 104,200 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 117,432 2,270,980 SH   SOLE 3 2,270,980 0 0
ATHENE HOLDING LTD-CLASS A COMMON STOCK USD0.001 COM G0684D107 894 17,283 SH   SOLE 4 17,283 0 0
ATRION CORPORATION COMMON STOCK USD0.10 COM 049904105 547 867 SH   SOLE 3 867 0 0
AU OPTRONICS CORPORATION ADR (EACH REPRESENTS 10 ORDINARY SHARES) ADR 002255107 729 175,181 SH   SOLE 3 175,181 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 4,971 76,860 SH   SOLE 2 76,860 0 0
AUTOHOME INCORPORATED ADR (EACH REPRESENTS 1 CLASS A SHARE) ADR 05278C107 29,090 449,819 SH   SOLE 3 449,819 0 0
AUTOLIV INCORPORATED COMMON STOCK USD1 COM 052800109 17,809 140,141 SH   SOLE 3 140,141 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 2,988 25,500 SH   SOLE 2 25,500 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 44,613 380,688 SH   SOLE 3 380,688 0 0
AUTOMATIC DATA PROCESSING INCORPORATED COMMON STOCK USD0.10 COM 053015103 35 300 SH   SOLE 7 300 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 640 900 SH   SOLE 2 900 0 0
AUTOZONE INCORPORATED COMMON STOCK USD0.01 COM 053332102 3,635 5,110 SH   SOLE 3 5,110 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 1,481 8,300 SH   SOLE 2 8,300 0 0
AVALONBAY COMMUNITIES INCORPORATED REIT USD0.01 REIT 053484101 4,969 27,849 SH   SOLE 3 27,849 0 0
AVERY DENNISON CORPORATION COMMON STOCK USD1 COM 053611109 598 5,205 SH   SOLE 3 5,205 0 0
AVIS BUDGET GROUP INCORPORATED COMMON STOCK USD0.01 COM 053774105 848 19,331 SH   SOLE 3 19,331 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 362 7,197 SH   SOLE 2 7,197 0 0
AXIS CAPITAL HOLDINGS LIMITED COMMON STOCK USD0.0125 COM G0692U109 3,398 67,601 SH   SOLE 3 67,601 0 0
B2GOLD CORPORATION COMMON NPV COM 11777Q209 1,339 345,110 SH   SOLE 3 345,110 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 33,765 144,165 SH   SOLE 3 144,165 0 0
BAIDU INCORPORATED SPONSORED ADR (EACH REPRESENTS 0.10 CLASS A SHARES) ADR 056752108 92,962 396,919 SH   SOLE 4 396,919 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 7,732 204,293 SH   SOLE 2 204,293 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 65,295 1,725,094 SH   SOLE 3 1,725,094 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 2,235 59,061 SH   SOLE 4 59,061 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 6,054 159,945 SH   SOLE 7 159,945 0 0
BALL CORPORATION COMMON STOCK NPV COM 058498106 813 21,485 SH   SOLE 9 21,485 0 0
BANCO BILBAO VIZCAYA ARGENTARIA SA SPONSORED ADR (EACH REPRESENTS 1 ORDINARY EUR0.49) ADR 05946K101 29 3,356 SH   SOLE 2 3,356 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 147,474 14,401,741 SH   SOLE 2 14,401,741 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 281,960 27,535,108 SH   SOLE 3 27,535,108 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 7,494 731,808 SH   SOLE 7 731,808 0 0
BANCO BRADESCO SA SPONSORED ADR (EACH REPRESENTING 1 PREFERENCE SHARE NPV) ADR 059460303 1,980 193,391 SH   SOLE 9 193,391 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 3,027 26,122 SH   SOLE 2 26,122 0 0
BANCO MACRO SA ADR (REPRESENTS 10 CLASS 'B' SHARES ARS1) ADR 05961W105 74,060 639,113 SH   SOLE 3 639,113 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 29,975 958,592 SH   SOLE 2 958,592 0 0
BANCO SANTANDER-CHILE SA ADR (EACH 1 REPRESENTS 400 COMMON SHARES) ADR 05965X109 52,666 1,684,237 SH   SOLE 3 1,684,237 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 27,085 917,526 SH   SOLE 2 917,526 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 341,023 11,552,258 SH   SOLE 3 11,552,258 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 2,749 93,121 SH   SOLE 4 93,121 0 0
BANK OF AMERICA CORPORATION COMMON STOCK USD0.01 COM 060505104 178 6,030 SH   SOLE 7 6,030 0 0
BANK OF HAWAII CORPORATION COMMON STOCK USD0.01 COM 062540109 771 9,001 SH   SOLE 3 9,001 0 0
BANK OF MONTREAL COMMON NPV COM 063671101 14,398 143,138 SH   SOLE 3 143,138 0 0
BANK OF NEW YORK MELLON CORPORATION (THE) COMMON STOCK USD0.01 COM 064058100 4,643 86,206 SH   SOLE 3 86,206 0 0
BANK OF NOVA SCOTIA CAPITAL STOCK COM 064149107 23,431 288,846 SH   SOLE 3 288,846 0 0
BARRICK GOLD CORPORATION COMMON NPV (US LISTING) COM 067901108 10,284 710,727 SH   SOLE 3 710,727 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 83 1,277 SH   SOLE 7 1,277 0 0
BAXTER INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 071813109 78 1,204 SH   SOLE 9 1,204 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 853 226,300 SH   SOLE 2 226,300 0 0
BAYTEX ENERGY CORPORATION COMMON NPV COM 07317Q105 7,081 1,878,200 SH   SOLE 3 1,878,200 0 0
BB&T CORPORATION COMMON STOCK USD5 COM 054937107 4,343 87,358 SH   SOLE 3 87,358 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 62,250 2,470,220 SH   SOLE 2 2,470,220 0 0
BBVA BANCO FRANCES SA ADR ADR 07329M100 111,920 4,441,264 SH   SOLE 3 4,441,264 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 26,127 432,711 SH   SOLE 2 432,711 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 126,987 2,103,134 SH   SOLE 3 2,103,134 0 0
BCE INCORPORATED COMMON NPV COM 05534B760 1,932 32,000 SH   SOLE 7 32,000 0 0
BECTON DICKINSON & COMPANY COMMON STOCK USD1 COM 075887109 8,874 41,456 SH   SOLE 3 41,456 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 3,478 158,142 SH   SOLE 2 158,142 0 0
BED BATH AND BEYOND COMMON STOCK USD0.01 COM 075896100 40,344 1,834,673 SH   SOLE 3 1,834,673 0 0
BELLATRIX EXPLORATION LIMITED COMMON NPV COM 078314507 2,794 1,299,411 SH   SOLE 3 1,299,411 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 15,640 78,900 SH   SOLE 2 78,900 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 26,327 132,815 SH   SOLE 3 132,815 0 0
BERKSHIRE HATHAWAY INCORPORATED CLASS B COMMON STOCK USD0.0033 COM 084670702 639 3,224 SH   SOLE 7 3,224 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 1,190 4 SH   SOLE 3 4 0 0
BERKSHIRE HATHAWAY INCORPORATED CONVERTIBLE CLASS 'A' COMMON STOCK USD5 COM 084670108 3,571 12 SH   SOLE 7 12 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 4,381 63,977 SH   SOLE 2 63,977 0 0
BEST BUY COMPANY INCORPORATED COMMON STOCK USD0.10 COM 086516101 43,026 628,393 SH   SOLE 3 628,393 0 0
BGC PARTNERS INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 05541T101 9,518 629,900 SH   SOLE 3 629,900 0 0
BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV) ADR 088606108 22 474 SH   SOLE 2 474 0 0
BHP BILLITON LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY NPV) ADR 088606108 1,426 31,000 SH   SOLE 7 31,000 0 0
BIG LOTS INCORPORATED COMMON STOCK USD0.01 COM 089302103 1,948 34,700 SH   SOLE 2 34,700 0 0
BIG LOTS INCORPORATED COMMON STOCK USD0.01 COM 089302103 17,895 318,700 SH   SOLE 3 318,700 0 0
BILL BARRETT CORPORATION COMMON STOCK USD0.001 COM 06846N104 583 113,700 SH   SOLE 2 113,700 0 0
BILL BARRETT CORPORATION COMMON STOCK USD0.001 COM 06846N104 3,168 617,600 SH   SOLE 3 617,600 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 13,400 42,062 SH   SOLE 2 42,062 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 237,516 745,569 SH   SOLE 3 745,569 0 0
BIOGEN INCORPORATED COMMON STOCK USD0.0005 COM 09062X103 2,656 8,338 SH   SOLE 4 8,338 0 0
BIO-RAD LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.0001 COM 090572207 1,090 4,566 SH   SOLE 3 4,566 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 23,243 179,411 SH   SOLE 1 179,411 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 259 2,000 SH   SOLE 2 2,000 0 0
BIO-TECHNE CORPORATION COMMON STOCK USD0.01 COM 09073M104 11,702 90,329 SH   SOLE 3 90,329 0 0
BIOVERATIV INCORPORATED COMMON STOCK USD0.001 COM 09075E100 40 750 SH   SOLE 3 750 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 100,540 195,713 SH   SOLE 3 195,713 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 2,200 4,282 SH   SOLE 4 4,282 0 0
BLACKROCK INCORPORATED COMMON STOCK USD0.01 COM 09247X101 557 1,085 SH   SOLE 7 1,085 0 0
BLACKSTONE MORTGAGE TRUST INCORPORATED REIT CLASS A USD0.01 REIT 09257W100 1,520 47,246 SH   SOLE 3 47,246 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 6,715 256,100 SH   SOLE 2 256,100 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 113,733 4,337,645 SH   SOLE 3 4,337,645 0 0
BLOCK(H & R) INC COM STK NPV COM 093671105 24 933 SH   SOLE 7 933 0 0
BLOOMIN' BRANDS INCORPORATED COMMON STOCK USD0.01 COM 094235108 855 40,088 SH   SOLE 3 40,088 0 0
BLUEROCK RESIDENTIAL GROWTH REIT USD0.01 REIT 09627J102 49 4,821 SH   SOLE 3 4,821 0 0
BOARDWALK PIPELINE PARTNERS LIMITED PARTNERSHIP USD0.01 PART 096627104 500 38,700 SH   SOLE 2 38,700 0 0
BOARDWALK PIPELINE PARTNERS LIMITED PARTNERSHIP USD0.01 PART 096627104 26,176 2,027,600 SH   SOLE 3 2,027,600 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 11,885 40,300 SH   SOLE 2 40,300 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 72,686 246,470 SH   SOLE 3 246,470 0 0
BOEING COMPANY (THE) COMMON STOCK USD5 COM 097023105 649 2,200 SH   SOLE 7 2,200 0 0
BORGWARNER INCORPORATED COMMON STOCK USD0.01 COM 099724106 85,862 1,680,603 SH   SOLE 1 1,680,603 0 0
BOSTON BEER COMPANY INC CLASS 'A' COMMON STOCK USD0.01 COM 100557107 440 2,300 SH   SOLE 2 2,300 0 0
BOSTON PROPERTIES INCORPORATED REIT USD0.01 REIT 101121101 4,438 34,131 SH   SOLE 3 34,131 0 0
BOSTON SCIENTIFIC CORPORATION COMMON STOCK USD0.01 COM 101137107 4,138 166,922 SH   SOLE 3 166,922 0 0
BOX INC COMMON STOCK USD0.0001 COM 10316T104 13 612 SH   SOLE 7 612 0 0
BRANDYWINE REALTY TRUST REIT USD0.01 REIT 105368203 397 21,815 SH   SOLE 3 21,815 0 0
BRASIL FOODS SA SPONSORED ADR (EACH REPRESENTS 1 SHARE) ADR 10552T107 2,482 220,401 SH   SOLE 3 220,401 0 0
BRIDGEPOINT EDUCATION INCORPORATED COMMON STOCK USD0.01 COM 10807M105 26,529 3,196,285 SH   SOLE 3 3,196,285 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 160 2,736 SH   SOLE 2 2,736 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 110 1,878 SH   SOLE 3 1,878 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 21 352 SH   SOLE 7 352 0 0
BRIGHTHOUSE FINANCIAL INCORPRATED COMMON USD0.01 COM 10922N103 46 787 SH   SOLE 9 787 0 0
BRINKER INTERNATIONAL INC COM 109641100 2,121 54,600 SH   SOLE 2 54,600 0 0
BRINKER INTERNATIONAL INC COM 109641100 37,406 963,087 SH   SOLE 3 963,087 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 4,294 70,071 SH   SOLE 2 70,071 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 33,344 544,129 SH   SOLE 3 544,129 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 2,076 33,881 SH   SOLE 7 33,881 0 0
BRISTOL-MYERS SQUIBB COMPANY COMMON STOCK USD0.10 COM 110122108 369 6,020 SH   SOLE 9 6,020 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 245 18,200 SH   SOLE 2 18,200 0 0
BRISTOW GROUP INCORPORATED COMMON STOCK USD0.01 COM 110394103 354 26,300 SH   SOLE 3 26,300 0 0
BRITISH AMERICAN TOBACCO ADR (EACH REPRESENTS 1 ORDINARY SHARES) ADR 110448107 137 2,051 SH   SOLE 7 2,051 0 0
BRIXMOR PROPERTY GROUP INCORPORATED REIT USD0.01 REIT 11120U105 3,149 168,774 SH   SOLE 3 168,774 0 0
BROADCOM LIMITED COMMON STOCK NPV COM Y09827109 2,852 11,100 SH   SOLE 2 11,100 0 0
BROADCOM LIMITED COMMON STOCK NPV COM Y09827109 8,795 34,236 SH   SOLE 3 34,236 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 842 9,300 SH   SOLE 2 9,300 0 0
BROADRIDGE FINANCIAL SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 11133T103 7,237 79,900 SH   SOLE 3 79,900 0 0
BROWN & BROWN INCORPORATED COMMON STOCK USD0.10 COM 115236101 80,996 1,573,967 SH   SOLE 1 1,573,967 0 0
BROWN-FORMAN CORP COM STK CLASS 'B' USD0.15 COM 115637209 378 5,500 SH   SOLE 3 5,500 0 0
BRUNSWICK CORPORATION COMMON STOCK USD0.75 COM 117043109 99,981 1,810,603 SH   SOLE 1 1,810,603 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 3,154 132,805 SH   SOLE 2 132,805 0 0
BUCKLE INCORPORATED (THE) COMMON STOCK USD0.01 COM 118440106 65,978 2,778,030 SH   SOLE 3 2,778,030 0 0
BUNGE LIMITED COMMON STOCK USD0.01 COM G16962105 138 2,060 SH   SOLE 3 2,060 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 38,166 310,217 SH   SOLE 3 310,217 0 0
BURLINGTON STORES INC COMMON STOCK USD0.0001 COM 122017106 2,097 17,047 SH   SOLE 4 17,047 0 0
BWX TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 05605H100 1,048 17,323 SH   SOLE 3 17,323 0 0
C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10 COM 12541W209 107 1,200 SH   SOLE 2 1,200 0 0
C.H. ROBINSON WORLDWIDE INCORPORATED COMMON STOCK USD0.10 COM 12541W209 5,052 56,707 SH   SOLE 3 56,707 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 4,442 133,473 SH   SOLE 2 133,473 0 0
CA INCORPORATED COMMON STOCK USD0.10 COM 12673P105 55,824 1,677,416 SH   SOLE 3 1,677,416 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 16,809 23,899 SH   SOLE 1 23,899 0 0
CABLE ONE INCORPORATED COMMON STOCK NPV COM 12685J105 70 100 SH   SOLE 3 100 0 0
CABOT CORPORATION COMMON STOCK USD1 COM 127055101 923 14,981 SH   SOLE 3 14,981 0 0
CABOT MICROELECTRONICS CORPORATION COMMON STOCK USD0.001 COM 12709P103 198 2,100 SH   SOLE 3 2,100 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 12,080 422,392 SH   SOLE 2 422,392 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 82,293 2,877,391 SH   SOLE 3 2,877,391 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 2,270 79,383 SH   SOLE 4 79,383 0 0
CABOT OIL & GAS CORPORATION COMMON STOCK USD0.10 COM 127097103 268 9,369 SH   SOLE 7 9,369 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 64,610 1,544,944 SH   SOLE 1 1,544,944 0 0
CADENCE DESIGN SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 127387108 4,631 110,735 SH   SOLE 3 110,735 0 0
CALERES INC USD0.01 COM 129500104 10,935 326,622 SH   SOLE 1 326,622 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 1,809 148,858 SH   SOLE 2 148,858 0 0
CALLON PETROLEUM COMPANY COMMON STOCK USD0.01 COM 13123X102 21,793 1,793,675 SH   SOLE 3 1,793,675 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 7,977 86,649 SH   SOLE 3 86,649 0 0
CAMDEN PROPERTY TRUST REIT USD0.01 REIT 133131102 14,271 155,023 SH   SOLE 10 155,023 0 0
CAMECO CORPORATION COMMON NPV COM 13321L108 178 15,300 SH   SOLE 3 15,300 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 12,184 253,248 SH   SOLE 2 253,248 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 209,859 4,362,072 SH   SOLE 3 4,362,072 0 0
CAMPBELL SOUP COMPANY CAPITAL STOCK USD0.0375 COM 134429109 195 4,060 SH   SOLE 7 4,060 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 51,514 420,386 SH   SOLE 3 420,386 0 0
CANADIAN IMPERIAL BANK OF COMMERCE COMMON NPV COM 136069101 735 6,000 SH   SOLE 7 6,000 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 6,758 65,200 SH   SOLE 2 65,200 0 0
CANADIAN NATIONAL RAILWAY COMMON STOCK NPV COM 136375102 108,878 1,050,435 SH   SOLE 3 1,050,435 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 665 14,800 SH   SOLE 3 14,800 0 0
CANADIAN NATURAL RESOURCES LIMITED COMMON NPV COM 136385101 898 20,000 SH   SOLE 7 20,000 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 27,700 120,611 SH   SOLE 3 120,611 0 0
CANADIAN PACIFIC RAILWAY LTD COM 13645T100 310 1,350 SH   SOLE 7 1,350 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 8,833 88,700 SH   SOLE 2 88,700 0 0
CAPITAL ONE FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 14040H105 74,727 750,417 SH   SOLE 3 750,417 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 543 53,300 SH   SOLE 2 53,300 0 0
CARBO CERAMICS INCORPORATED COMMON STOCK USD0.01 COM 140781105 7,591 745,677 SH   SOLE 3 745,677 0 0
CARBONITE INC COMMON STOCK USD0.01 COM 141337105 15,833 630,811 SH   SOLE 1 630,811 0 0
CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV COM 14149Y108 429 7,000 SH   SOLE 2 7,000 0 0
CARDINAL HEALTH CORPORATION INCORPORATED COMMON STOCK NPV COM 14149Y108 4,346 70,933 SH   SOLE 3 70,933 0 0
CARDTRONICS PLC ORDINARY USD0.01 CLASS A COM G1991C105 74 4,000 SH   SOLE 2 4,000 0 0
CARDTRONICS PLC ORDINARY USD0.01 CLASS A COM G1991C105 3,810 205,700 SH   SOLE 3 205,700 0 0
CARETRUST REIT INC COMMON STOCK USD0.01 REIT 14174T107 172 10,255 SH   SOLE 3 10,255 0 0
CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1 COM 142339100 91,286 803,219 SH   SOLE 1 803,219 0 0
CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1 COM 142339100 5,182 45,600 SH   SOLE 2 45,600 0 0
CARLISLE COMPANIES INCORPORATED COMMON STOCK USD1 COM 142339100 50,301 442,600 SH   SOLE 3 442,600 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 67,926 1,023,437 SH   SOLE 3 1,023,437 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 1,390 20,938 SH   SOLE 4 20,938 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 9,302 140,147 SH   SOLE 7 140,147 0 0
CARNIVAL CORPORATION COMMON STOCK USD0.01 (PAIRED STOCK) COM 143658300 3,798 57,227 SH   SOLE 9 57,227 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 2,761 23,500 SH   SOLE 2 23,500 0 0
CARTER HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 146229109 26,236 223,300 SH   SOLE 3 223,300 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 149,627 3,642,332 SH   SOLE 1 3,642,332 0 0
CATALENT INCORPORATED COMMON STOCK USD0.01 COM 148806102 2,869 69,837 SH   SOLE 3 69,837 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 114,760 728,266 SH   SOLE 3 728,266 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 5,236 33,230 SH   SOLE 4 33,230 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 1,386 8,798 SH   SOLE 7 8,798 0 0
CATERPILLAR INCORPORATED COMMON STOCK USD1 COM 149123101 29 186 SH   SOLE 9 186 0 0
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333 COM 149205106 333 20,900 SH   SOLE 2 20,900 0 0
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333 COM 149205106 3,135 196,893 SH   SOLE 3 196,893 0 0
CAVCO INDUSTRIES INC COMMON STOCK USD0.01 COM 149568107 26,799 175,619 SH   SOLE 1 175,619 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 1,134 200,342 SH   SOLE 2 200,342 0 0
CBL & ASSOCIATES PROPERTIES INCORPORATED REIT USD0.01 REIT 124830100 20,236 3,575,320 SH   SOLE 3 3,575,320 0 0
CBS CORPORATION CLASS B COMMON STOCK USD0.001 COM 124857202 76 1,280 SH   SOLE 7 1,280 0 0
CDK GLOBAL INCORPORATED COMMON STOCK USD0.001 COM 12508E101 984 13,800 SH   SOLE 2 13,800 0 0
CDK GLOBAL INCORPORATED COMMON STOCK USD0.001 COM 12508E101 21,968 308,200 SH   SOLE 3 308,200 0 0
CEDAR REALTY TRUST INCORPORATED REIT USD0.06 REIT 150602209 81 13,398 SH   SOLE 3 13,398 0 0
CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING) COM 150870103 1,135 10,600 SH   SOLE 2 10,600 0 0
CELANESE CORPORATION CLASS A COMMON STOCK USD0.0001 (US LISTING) COM 150870103 1,092 10,200 SH   SOLE 3 10,200 0 0
CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV COM 15101Q108 2,814 213,500 SH   SOLE 2 213,500 0 0
CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPV COM 15101Q108 1,036 78,600 SH   SOLE 3 78,600 0 0
CELGENE CORPORATION COMMON STOCK USD0.01 COM 151020104 4,122 39,500 SH   SOLE 2 39,500 0 0
CELGENE CORPORATION COMMON STOCK USD0.01 COM 151020104 20,639 197,768 SH   SOLE 3 197,768 0 0
CELGENE CORPORATION COMMON STOCK USD0.01 COM 151020104 992 9,505 SH   SOLE 4 9,505 0 0
CEMEX SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 CPO) ADR 151290889 53,654 7,153,806 SH   SOLE 2 7,153,806 0 0
CEMEX SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 CPO) ADR 151290889 99,022 13,202,923 SH   SOLE 3 13,202,923 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 8,089 704,600 SH   SOLE 2 704,600 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 1,104 120,955 SH   SOLE 2 120,955 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 55,104 4,799,957 SH   SOLE 3 4,799,957 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 2,744 300,580 SH   SOLE 3 300,580 0 0
CENOVUS ENERGY INCORPORATED COMMON NPV COM 15135U109 42 3,692 SH   SOLE 7 3,692 0 0
CENTENE CORPORATION COMMON STOCK USD0.001 COM 15135B101 375 3,714 SH   SOLE 2 3,714 0 0
CENTENE CORPORATION COMMON STOCK USD0.001 COM 15135B101 8,629 85,538 SH   SOLE 3 85,538 0 0
CENTENNIAL RESOURCE DEVELOPMENT INCORPORATED COMMON STOCK NPV COM 15136A102 14,867 750,883 SH   SOLE 1 750,883 0 0
CENTERPOINT ENERGY INCORPORATED COMMON STOCK NPV COM 15189T107 14,045 495,225 SH   SOLE 3 495,225 0 0
CENTERSTATE BANK CORPORATION COMMON STOCK USD0.01 COM 15201P109 22,561 876,843 SH   SOLE 1 876,843 0 0
CENTRAL FUND OF CANADA CLASS 'A' COMMON NPV UTEC 153501101 31 1,850 SH   SOLE 9 1,850 0 0
CERNER CORPORATION COMMON STOCK USD0.01 COM 156782104 3,376 50,100 SH   SOLE 2 50,100 0 0
CERNER CORPORATION COMMON STOCK USD0.01 COM 156782104 27,464 407,538 SH   SOLE 3 407,538 0 0
CF INDUSTRIES HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 125269100 56 1,328 SH   SOLE 3 1,328 0 0
CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV COM 39945C109 6,841 100,161 SH   SOLE 2 100,161 0 0
CGI GROUP INCORPORATED CLASS 'A' SUB VOTING NPV COM 39945C109 86,379 1,264,699 SH   SOLE 3 1,264,699 0 0
CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES) ADR 15911M107 5,911 162,246 SH   SOLE 2 162,246 0 0
CHANGYOU.COM LIMITED ADR (EACH REPRESENTS 2 CLASS A SHARES) ADR 15911M107 20,943 574,876 SH   SOLE 3 574,876 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 159864107 613 5,600 SH   SOLE 2 5,600 0 0
CHARLES RIVER LABORATORIES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 159864107 6,094 55,682 SH   SOLE 3 55,682 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 27,623 82,222 SH   SOLE 3 82,222 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 244 725 SH   SOLE 4 725 0 0
CHARTER COMMUNICATIONS INCORPORATED COMMON STOCK USD0.001 COM 16119P108 861 2,564 SH   SOLE 7 2,564 0 0
CHASE CORPORATION COMMON STOCK USD0.10 COM 16150R104 370 3,074 SH   SOLE 2 3,074 0 0
CHASE CORPORATION COMMON STOCK USD0.10 COM 16150R104 3,684 30,574 SH   SOLE 3 30,574 0 0
CHATHAM LODGING TRUST REIT NPV REIT 16208T102 129 5,678 SH   SOLE 3 5,678 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 265,530 2,562,536 SH   SOLE 2 2,562,536 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 115,727 1,116,842 SH   SOLE 3 1,116,842 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 138 1,335 SH   SOLE 4 1,335 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 30,454 293,900 SH   SOLE 7 293,900 0 0
CHECK POINT SOFTWARE TECHNOLOGIES LIMITED ILS1 COM M22465104 7,846 75,715 SH   SOLE 9 75,715 0 0
CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01 COM 163072101 29,115 604,293 SH   SOLE 1 604,293 0 0
CHEESECAKE FACTORY INCORPORATED (THE) COMMON STOCK USD0.01 COM 163072101 1,384 28,729 SH   SOLE 3 28,729 0 0
CHEMED CORPORATION COMMON STOCK USD1 COM 16359R103 1,489 6,127 SH   SOLE 3 6,127 0 0
CHEMICAL FINANCIAL CORPORATION COMMON STOCK USD1 COM 163731102 105,931 1,981,132 SH   SOLE 1 1,981,132 0 0
CHESAPEAKE LODGING TRUST REIT USD0.01 REIT 165240102 706 26,054 SH   SOLE 2 26,054 0 0
CHESAPEAKE LODGING TRUST REIT USD0.01 REIT 165240102 899 33,201 SH   SOLE 3 33,201 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 13,058 104,304 SH   SOLE 2 104,304 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 163,247 1,303,990 SH   SOLE 3 1,303,990 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 3,148 25,145 SH   SOLE 4 25,145 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 2,141 17,100 SH   SOLE 7 17,100 0 0
CHEVRON CORPORATION COMMON STOCK USD0.75 COM 166764100 198 1,585 SH   SOLE 9 1,585 0 0
CHICO'S FAS INCORPORATED COMMON STOCK USD0.01 COM 168615102 838 95,000 SH   SOLE 2 95,000 0 0
CHICO'S FAS INCORPORATED COMMON STOCK USD0.01 COM 168615102 11,641 1,319,800 SH   SOLE 3 1,319,800 0 0
CHILDRENS PLACE INCORPORATED (THE) COMMON STOCK USD0.10 COM 168905107 901 6,200 SH   SOLE 3 6,200 0 0
CHINA BIOLOGIC PRODUCTS HOLDINGS INCORPORATED COMMON STOCK NPV COM G21515104 861 10,930 SH   SOLE 3 10,930 0 0
CHINA BIOLOGIC PRODUCTS HOLDINGS INCORPORATED COMMON STOCK NPV COM G21515104 14,099 178,990 SH   SOLE 4 178,990 0 0
CHINA LODGING GROUP LIMITED SPONSORED ADS (EACH REPRESENTS 4 SHARES) ADR 16949N109 46 318 SH   SOLE 2 318 0 0
CHINA LODGING GROUP LIMITED SPONSORED ADS (EACH REPRESENTS 4 SHARES) ADR 16949N109 47,287 327,402 SH   SOLE 3 327,402 0 0
CHINA LODGING GROUP LIMITED SPONSORED ADS (EACH REPRESENTS 4 SHARES) ADR 16949N109 92,093 637,633 SH   SOLE 4 637,633 0 0
CHINA LODGING GROUP LIMITED SPONSORED ADS (EACH REPRESENTS 4 SHARES) ADR 16949N109 359,417 2,488,521 SH   SOLE 6 2,488,521 0 0
CHINA MOBILE LIMITED SPONSORED ADR (REPRESENTING 5 ORDINARY HKD0.10) ADR 16941M109 294 5,825 SH   SOLE 2 5,825 0 0
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10 COM G21082105 965 40,200 SH   SOLE 2 40,200 0 0
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10 COM G21082105 945 39,390 SH   SOLE 3 39,390 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 1,520 10,400 SH   SOLE 2 10,400 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 65,571 448,715 SH   SOLE 3 448,715 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 1,268 8,675 SH   SOLE 4 8,675 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 29,797 203,905 SH   SOLE 7 203,905 0 0
CHUBB LIMITED COMMON STOCK CHF24.77 COM H1467J104 9,953 68,113 SH   SOLE 9 68,113 0 0
CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10) ADR 17133Q502 13,670 385,716 SH   SOLE 2 385,716 0 0
CHUNGHWA TELECOM COMPANY LIMITED ADR (EACH REPRESENTS 10 ORDINARY TWD10) ADR 17133Q502 15,774 445,104 SH   SOLE 3 445,104 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 1,575 31,400 SH   SOLE 2 31,400 0 0
CHURCH & DWIGHT COMPANY INCORPORATED COMMON STOCK USD1 COM 171340102 17,576 350,319 SH   SOLE 3 350,319 0 0
CIA PARANAENSE ENER-SP ADR P ADR 20441B407 309 40,500 SH   SOLE 2 40,500 0 0
CIENA CORPORATION COMMON STOCK USD0.01 COM 171779309 76,213 3,641,332 SH   SOLE 1 3,641,332 0 0
CIGNA CORPORATION COMMON STOCK USD0.25 COM 125509109 345 1,700 SH   SOLE 2 1,700 0 0
CIGNA CORPORATION COMMON STOCK USD0.25 COM 125509109 590 2,907 SH   SOLE 3 2,907 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 16,339 133,913 SH   SOLE 2 133,913 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 29,916 245,193 SH   SOLE 3 245,193 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 158 1,296 SH   SOLE 4 1,296 0 0
CIMAREX ENERGY COMPANY COMMON STOCK USD0.01 COM 171798101 504 4,128 SH   SOLE 7 4,128 0 0
CINTAS CORPORATION COMMON STOCK NPV COM 172908105 265 1,700 SH   SOLE 3 1,700 0 0
CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001 COM 172755100 1,557 30,020 SH   SOLE 2 30,020 0 0
CIRRUS LOGIC INCORPORATED COMMON STOCK USD0.001 COM 172755100 24,218 466,983 SH   SOLE 3 466,983 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 16,694 435,874 SH   SOLE 2 435,874 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 668,434 17,452,588 SH   SOLE 3 17,452,588 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 28,545 745,298 SH   SOLE 7 745,298 0 0
CISCO SYSTEMS INCORPORATED USD0.001 (US LISTING) COM 17275R102 10,855 283,419 SH   SOLE 9 283,419 0 0
CIT GROUP INCORPORATED COMMON STOCK USD0.01 COM 125581801 6,765 137,413 SH   SOLE 3 137,413 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 62,549 840,600 SH   SOLE 2 840,600 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 428,987 5,765,178 SH   SOLE 3 5,765,178 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 2,977 40,008 SH   SOLE 4 40,008 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 3,890 52,278 SH   SOLE 7 52,278 0 0
CITIGROUP INCORPORATED COMMON STOCK USD0.01 COM 172967424 1,523 20,463 SH   SOLE 9 20,463 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 63,415 1,510,601 SH   SOLE 3 1,510,601 0 0
CITIZENS FINANCIAL GROUP INCORPORATED COMMON STOCK USD0.01 COM 174610105 1,611 38,369 SH   SOLE 4 38,369 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 7,330 83,300 SH   SOLE 2 83,300 0 0
CITRIX SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 177376100 97,171 1,104,213 SH   SOLE 3 1,104,213 0 0
CITY HOLDING COMPANY COMMON STOCK USD2.50 COM 177835105 516 7,651 SH   SOLE 3 7,651 0 0
CITY OFFICE REIT INC REIT 178587101 188 14,469 SH   SOLE 3 14,469 0 0
CLEAN DIESEL TECHNOLOGIES COM 18449C500 2 1,466 SH   SOLE 7 1,466 0 0
CLIPPER REALTY INCORPORATED REIT USD0.01 REIT 18885T306 35 3,550 SH   SOLE 3 3,550 0 0
CLOROX COMPANY COMMON STOCK USD1 COM 189054109 4,685 31,500 SH   SOLE 2 31,500 0 0
CLOROX COMPANY COMMON STOCK USD1 COM 189054109 64,012 430,361 SH   SOLE 3 430,361 0 0
CME GROUP INCORPORATED COMMON STOCK USD0.01 COM 12572Q105 8,800 60,251 SH   SOLE 3 60,251 0 0
CMS ENERGY CORPORATION COMMON STOCK USD0.01 COM 125896100 53,400 1,128,972 SH   SOLE 3 1,128,972 0 0
CMS ENERGY CORPORATION COMMON STOCK USD0.01 COM 125896100 2,266 47,905 SH   SOLE 4 47,905 0 0
CNA FINANCIAL CORPORATION COMMON STOCK USD2.50 COM 126117100 674 12,700 SH   SOLE 2 12,700 0 0
CNA FINANCIAL CORPORATION COMMON STOCK USD2.50 COM 126117100 5,097 96,080 SH   SOLE 3 96,080 0 0
CNH INDUSTRIAL NV EUR0.01 (ITALIAN LISTING) COM N20944109 15,332 1,372,613 SH   SOLE 3 1,372,613 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 15,572 339,416 SH   SOLE 2 339,416 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 108,794 2,371,270 SH   SOLE 3 2,371,270 0 0
COCA-COLA COMPANY (THE) COMMON STOCK USD0.25 COM 191216100 810 17,650 SH   SOLE 7 17,650 0 0
COCA-COLA FEMSA SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 SERIES L NPV) ADR 191241108 202 2,900 SH   SOLE 2 2,900 0 0
COCA-COLA FEMSA SAB DE CV SPONSORED ADR (EACH REPRESENTS 10 SERIES L NPV) ADR 191241108 863 12,400 SH   SOLE 3 12,400 0 0
COGNEX CORPORATION COMMON STOCK USD0.002 COM 192422103 98 1,600 SH   SOLE 2 1,600 0 0
COGNEX CORPORATION COMMON STOCK USD0.002 COM 192422103 14,178 231,813 SH   SOLE 3 231,813 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 10,299 145,016 SH   SOLE 2 145,016 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 86,604 1,219,429 SH   SOLE 3 1,219,429 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 1,557 21,920 SH   SOLE 4 21,920 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 169,584 2,387,836 SH   SOLE 6 2,387,836 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION CLASS A COMMON STOCK USD0.01 COM 192446102 83 1,167 SH   SOLE 7 1,167 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 18,359 243,321 SH   SOLE 2 243,321 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 110,046 1,458,523 SH   SOLE 3 1,458,523 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 88 1,165 SH   SOLE 4 1,165 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 2,573 34,097 SH   SOLE 7 34,097 0 0
COLGATE-PALMOLIVE COMPANY COMMON STOCK USD1 COM 194162103 34 450 SH   SOLE 9 450 0 0
COLLIERS INTERNATIONAL GROUP INCORPORATED SUB VOTING COMMON NPV COM 194693107 623 8,205 SH   SOLE 3 8,205 0 0
COLONY NORTHSTAR INCORPORATED A REIT USD0.01 REIT 19625W104 868 76,044 SH   SOLE 3 76,044 0 0
COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 198287203 12,580 548,149 SH   SOLE 1 548,149 0 0
COLUMBIA PROPERTY TRUST INCORPORATED REIT USD0.01 REIT 198287203 340 14,817 SH   SOLE 3 14,817 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 37,823 944,392 SH   SOLE 2 944,392 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 135,731 3,389,046 SH   SOLE 3 3,389,046 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 289 7,208 SH   SOLE 4 7,208 0 0
COMCAST CORPORATION CLASS A COMMON STOCK USD1 COM 20030N101 1,727 43,129 SH   SOLE 7 43,129 0 0
COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5 COM 200525103 70,017 1,253,894 SH   SOLE 1 1,253,894 0 0
COMMERCE BANCSHARES INCORPORATED COMMON STOCK USD5 COM 200525103 685 12,260 SH   SOLE 3 12,260 0 0
COMMERCEHUB INCORPORATED SERIES C COMMON STOCK USD0.01 COM 20084V306 563 27,353 SH   SOLE 3 27,353 0 0
COMMERCIAL METALS COMPANY COMMON STOCK USD5 COM 201723103 814 38,171 SH   SOLE 3 38,171 0 0
COMMUNITY HEALTHCARE TRUST INCORPORATED I REIT USD0.01 REIT 20369C106 1,752 62,331 SH   SOLE 3 62,331 0 0
COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE) ADR 20441A102 7,645 731,596 SH   SOLE 2 731,596 0 0
COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SPONSORED ADR (EACH REPRESENTS 1 COMMON SHARE) ADR 20441A102 24,698 2,363,400 SH   SOLE 3 2,363,400 0 0
COMPANIA DE MINAS BUENAVENTURA SA SPONSORED ADR (EACH REPRESENTING 1 COMMON PEN4 LEVEL 1) ADR 204448104 5,707 405,320 SH   SOLE 3 405,320 0 0
COMPASS DIVERSIFIED HOLDINGS LP NPV PART 20451Q104 18,031 1,063,800 SH   SOLE 1 1,063,800 0 0
CONAGRA BRANDS INCORPORATED COMMON STOCK USD5 COM 205887102 2,072 55,008 SH   SOLE 3 55,008 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 19,466 354,628 SH   SOLE 3 354,628 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 10,042 182,948 SH   SOLE 7 182,948 0 0
CONOCOPHILLIPS INCORPORATED COMMON STOCK USD0.01 COM 20825C104 4,128 75,202 SH   SOLE 9 75,202 0 0
CONSOLIDATED COMMUNICATIONS HLDGS INC COMMON STOCK USD0.01 COM 209034107 492 40,341 SH   SOLE 3 40,341 0 0
CONSOLIDATED EDISON INCORPORATED COMMON STOCK USD0.10 COM 209115104 1,897 22,327 SH   SOLE 3 22,327 0 0
CONSTELLATION BRANDS INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 21036P108 423 1,849 SH   SOLE 3 1,849 0 0
CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04 COM 21075N204 8 1,700 SH   SOLE 2 1,700 0 0
CONTANGO OIL AND GAS COMPANY COMMON STOCK USD0.04 COM 21075N204 23 4,820 SH   SOLE 3 4,820 0 0
CONVERGYS CORPORATION COMMON STOCK NPV COM 212485106 214 9,100 SH   SOLE 2 9,100 0 0
CONVERGYS CORPORATION COMMON STOCK NPV COM 212485106 371 15,800 SH   SOLE 3 15,800 0 0
COOPER COMPANIES INCORPORATED (THE) COMMON STOCK USD0.10 COM 216648402 90,339 414,626 SH   SOLE 1 414,626 0 0
COOPER TIRE & RUBBER COMPANY COMMON STOCK USD1 COM 216831107 120 3,400 SH   SOLE 2 3,400 0 0
COOPER TIRE & RUBBER COMPANY COMMON STOCK USD1 COM 216831107 4,869 137,748 SH   SOLE 3 137,748 0 0
COOPER-STANDARD HOLDING COMMON STOCK USD0.001 COM 21676P103 1,017 8,300 SH   SOLE 2 8,300 0 0
COOPER-STANDARD HOLDING COMMON STOCK USD0.001 COM 21676P103 11,674 95,300 SH   SOLE 3 95,300 0 0
COPART INCORPORATED COMMON STOCK NPV COM 217204106 380 8,800 SH   SOLE 2 8,800 0 0
COPART INCORPORATED COMMON STOCK NPV COM 217204106 10,956 253,674 SH   SOLE 3 253,674 0 0
CORCEPT THERAPEUTICS INC COMMON STOCK USD0.001 COM 218352102 496 27,488 SH   SOLE 3 27,488 0 0
CORE LABORATORIES NV EUR0.02 COM N22717107 29,522 269,482 SH   SOLE 1 269,482 0 0
CORECIVIC INCORPORATED REIT USD0.01 REIT 21871N101 480 21,354 SH   SOLE 3 21,354 0 0
CORELOGIC INCORPORATED COMMON STOCK USD1 COM 21871D103 101,256 2,191,221 SH   SOLE 1 2,191,221 0 0
CORESITE REALTY CORPORATION REIT USD0.01 REIT 21870Q105 330 2,900 SH   SOLE 2 2,900 0 0
CORESITE REALTY CORPORATION REIT USD0.01 REIT 21870Q105 103 900 SH   SOLE 3 900 0 0
CORNING INCORPORATED COMMON STOCK USD0.50 COM 219350105 22 700 SH   SOLE 3 700 0 0
CORPORATE OFFICE PROPERTIES REIT USD0.01 REIT 22002T108 358 12,270 SH   SOLE 3 12,270 0 0
COSTAMARE INCORPORATED COMMON STOCK USD0.0001 COM Y1771G102 2,872 497,700 SH   SOLE 2 497,700 0 0
COSTAMARE INCORPORATED COMMON STOCK USD0.0001 COM Y1771G102 193 33,500 SH   SOLE 3 33,500 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 44,674 240,028 SH   SOLE 3 240,028 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 149 798 SH   SOLE 4 798 0 0
COSTCO WHOLESALE CORPORATION COMMON STOCK USD0.01 COM 22160K105 578 3,105 SH   SOLE 7 3,105 0 0
COUSINS PROPERTIES INC REIT USD1 REIT 222795106 470 50,762 SH   SOLE 3 50,762 0 0
COVANTA HOLDING CORPORATION COMMON STOCK USD0.10 COM 22282E102 2,520 149,087 SH   SOLE 1 149,087 0 0
CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01 COM 22410J106 1,659 10,442 SH   SOLE 2 10,442 0 0
CRACKER BARREL OLD COUNTRY STORE INCORPORATED COMMON STOCK USD0.01 COM 22410J106 27,612 173,778 SH   SOLE 3 173,778 0 0
CRANE COMPANY COMMON STOCK USD1 COM 224399105 625 7,000 SH   SOLE 2 7,000 0 0
CRANE COMPANY COMMON STOCK USD1 COM 224399105 4,345 48,700 SH   SOLE 3 48,700 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 81,393 392,386 SH   SOLE 2 392,386 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 171,291 825,778 SH   SOLE 3 825,778 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 75 363 SH   SOLE 4 363 0 0
CREDICORP LIMITED COMMON STOCK USD5 (US LISTING) COM G2519Y108 411 1,983 SH   SOLE 7 1,983 0 0
CREDIT ACCEPTANCE CORPORATION COMMON STOCK USD0.01 COM 225310101 5,790 17,900 SH   SOLE 2 17,900 0 0
CREDIT ACCEPTANCE CORPORATION COMMON STOCK USD0.01 COM 225310101 61,041 188,700 SH   SOLE 3 188,700 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 4,354 454,500 SH   SOLE 2 454,500 0 0
CRESCENT POINT ENERGY CORPORATION COMMON NPV COM 22576C101 20,089 2,097,009 SH   SOLE 3 2,097,009 0 0
CROWN CASTLE INTERNATIONAL CORPORATION REIT USD0.01 REIT 22822V101 101 909 SH   SOLE 3 909 0 0
CROWN HOLDINGS INCORPORATED COMMON STOCK USD5 COM 228368106 129 2,294 SH   SOLE 7 2,294 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 20,459 466,880 SH   SOLE 1 466,880 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 105 2,400 SH   SOLE 2 2,400 0 0
CSG SYSTEMS INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 126349109 9,493 216,645 SH   SOLE 3 216,645 0 0
CSRA INC COMMON STOCK USD 0.001 COM 12650T104 326 10,900 SH   SOLE 2 10,900 0 0
CSRA INC COMMON STOCK USD 0.001 COM 12650T104 1,418 47,403 SH   SOLE 3 47,403 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 3,779 68,700 SH   SOLE 2 68,700 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 2,824 51,342 SH   SOLE 3 51,342 0 0
CSX CORPORATION COMMON STOCK USD1 COM 126408103 140 2,541 SH   SOLE 7 2,541 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 1,289 29,237 SH   SOLE 2 29,237 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 15,824 358,810 SH   SOLE 4 358,810 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 90,468 2,051,422 SH   SOLE 6 2,051,422 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 8,080 183,219 SH   SOLE 7 183,219 0 0
CTRIP.COM INTERNATIONAL LIMITED ADR (EACH REPRESENTS 0.125 ORDINARY USD0.01) ADR 22943F100 1,942 44,028 SH   SOLE 9 44,028 0 0
CUBESMART REIT USD0.01 REIT 229663109 9,613 332,415 SH   SOLE 3 332,415 0 0
CUBESMART REIT USD0.01 REIT 229663109 19,541 675,694 SH   SOLE 10 675,694 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 5,105 28,900 SH   SOLE 2 28,900 0 0
CUMMINS INCORPORATED COMMON STOCK USD2.50 COM 231021106 126,959 718,746 SH   SOLE 3 718,746 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 1,438 11,800 SH   SOLE 2 11,800 0 0
CURTISS-WRIGHT CORPORATION COMMON STOCK USD1 COM 231561101 6,702 55,000 SH   SOLE 3 55,000 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 12,261 169,117 SH   SOLE 2 169,117 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 155,597 2,146,159 SH   SOLE 3 2,146,159 0 0
CVS HEALTH CORPORATION COMMON STOCK USD0.01 COM 126650100 69 950 SH   SOLE 7 950 0 0
CYRUSONE INC REIT USD0.01 REIT 23283R100 675 11,335 SH   SOLE 3 11,335 0 0
CYTOMX THERAPEUTICS INCORPORATED COMMON STOCK USD0.00001 COM 23284F105 1,677 79,437 SH   SOLE 3 79,437 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 13,269 142,953 SH   SOLE 2 142,953 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 80,666 869,063 SH   SOLE 3 869,063 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 79 853 SH   SOLE 4 853 0 0
DANAHER CORPORATION COMMON STOCK USD0.01 COM 235851102 604 6,502 SH   SOLE 7 6,502 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 1,882 19,600 SH   SOLE 2 19,600 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 16,016 166,801 SH   SOLE 3 166,801 0 0
DARDEN RESTAURANTS INC COM STK USD0.01 COM 237194105 68 710 SH   SOLE 7 710 0 0
DARLING INGREDIENTS INCORPORATED COMMON STOCK USD0.01 COM 237266101 17,471 963,655 SH   SOLE 1 963,655 0 0
DAVITA INCORPORATED COM 23918K108 2,168 30,000 SH   SOLE 2 30,000 0 0
DAVITA INCORPORATED COM 23918K108 10,627 147,086 SH   SOLE 3 147,086 0 0
DCP MIDSTREAM LP NPV PART 23311P100 5,148 141,700 SH   SOLE 3 141,700 0 0
DCT INDUSTRIAL TRUST INCORPORATED REIT USD0.01 REIT 233153204 691 11,750 SH   SOLE 3 11,750 0 0
DDR CORPORATION REIT USD0.10 REIT 23317H102 1,614 180,189 SH   SOLE 3 180,189 0 0
DEAN FOODS COMPANY COMMON STOCK USD0.01 COM 242370203 590 50,995 SH   SOLE 3 50,995 0 0
DEERE & COMPANY COMMON STOCK USD1 COM 244199105 5,206 33,265 SH   SOLE 3 33,265 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 1,471 28,032 SH   SOLE 2 28,032 0 0
DELPHI TECHNOLOGIES PLC COMMON STOCK USD0.01 COM G2709G107 6,942 132,306 SH   SOLE 3 132,306 0 0
DELTA AIR LINES INCORPORATED COMMON STOCK USD0.0001 COM 247361702 662 11,827 SH   SOLE 3 11,827 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 6,004 78,135 SH   SOLE 2 78,135 0 0
DELUXE CORPORATION COMMON STOCK USD1 COM 248019101 89,494 1,164,684 SH   SOLE 3 1,164,684 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 129,046 1,960,299 SH   SOLE 1 1,960,299 0 0
DENTSPLY INTERNATIONAL INCORPORATED COMMON STOCK USD 0.01 COM 24906P109 4,503 68,401 SH   SOLE 3 68,401 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 9,684 609,989 SH   SOLE 2 609,989 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 59,353 3,738,770 SH   SOLE 3 3,738,770 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 142 8,948 SH   SOLE 7 8,948 0 0
DEUTSCHE BANK AG NPV (REGISTERED) COM D18190898 32 1,990 SH   SOLE 9 1,990 0 0
DEVON ENERGY CORPORATION COMMON STOCK USD0.10 COM 25179M103 13,789 333,065 SH   SOLE 3 333,065 0 0
DEXCOM INCORPORATED COMMON STOCK USD0.001 COM 252131107 47,849 833,752 SH   SOLE 1 833,752 0 0
DHI GROUP INCORPORATED COMMON STOCK USD.01 COM 23331S100 6 3,000 SH   SOLE 7 3,000 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 45 311 SH   SOLE 2 311 0 0
DIAGEO PLC SPONSORED ADR (EACH REPRESENTING 4 ORDINARY GBP0.28) ADR 25243Q205 55 374 SH   SOLE 7 374 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 2,543 136,800 SH   SOLE 2 136,800 0 0
DIAMOND OFFSHORE DRILLING COMMON STOCK USD0.01 COM 25271C102 28,894 1,554,300 SH   SOLE 3 1,554,300 0 0
DIAMONDBACK ENERGY INCORPORATED COMMON STOCK USD0.01 COM 25278X109 10,002 79,225 SH   SOLE 3 79,225 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 5,291 468,628 SH   SOLE 3 468,628 0 0
DIAMONDROCK HOSPITALITY COMPANY REIT USD0.01 REIT 252784301 8,963 793,911 SH   SOLE 10 793,911 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 2,541 88,400 SH   SOLE 2 88,400 0 0
DICK'S SPORTING GOODS INCORPORATED COMMON STOCK USD0.001 COM 253393102 31,824 1,107,300 SH   SOLE 3 1,107,300 0 0
DIGITAL REALTY TRUST INCORPORATED REIT USD0.01 REIT 253868103 2,789 24,485 SH   SOLE 3 24,485 0 0
DILLARDS INCORPORATED CLASS A COMMON STOCK NPV COM 254067101 43,926 731,498 SH   SOLE 3 731,498 0 0
DIME COMMUNITY BANCSHARES INCORPORATED COMMON STOCK USD0.01 COM 253922108 423 20,197 SH   SOLE 3 20,197 0 0
DINEEQUITY INCORPORATED COMMON STOCK USD0.01 COM 254423106 218 4,300 SH   SOLE 3 4,300 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 12,286 159,718 SH   SOLE 2 159,718 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 172,863 2,247,310 SH   SOLE 3 2,247,310 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 127 1,655 SH   SOLE 4 1,655 0 0
DISCOVER FINANCIAL SERVICES COMMON STOCK USD0.01 COM 254709108 409 5,314 SH   SOLE 7 5,314 0 0
DISCOVERY COMMUNICATIONS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 1,495 66,800 SH   SOLE 2 66,800 0 0
DISCOVERY COMMUNICATIONS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 25470F104 18,179 812,300 SH   SOLE 3 812,300 0 0
DOLBY LABORATORIES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 25659T107 51,935 837,657 SH   SOLE 1 837,657 0 0
DOMINION ENERGY INCORPORATED (VIRGINIA) COMMON STOCK NPV COM 25746U109 2,615 32,255 SH   SOLE 3 32,255 0 0
DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01 COM 25754A201 378 2,000 SH   SOLE 2 2,000 0 0
DOMINO'S PIZZA INCORPORATED COMMON STOCK USD0.01 COM 25754A201 113 600 SH   SOLE 3 600 0 0
DOMTAR CORPORATION COMMON STOCK USD0.01 COM 257559203 1,479 29,861 SH   SOLE 3 29,861 0 0
DONALDSON COMPANY INC COMMON STOCK USD5 COM 257651109 1,043 21,300 SH   SOLE 2 21,300 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 73,688 1,794,653 SH   SOLE 1 1,794,653 0 0
DOUGLAS EMMETT INCORPORATED REIT USD0.01 REIT 25960P109 1,887 45,955 SH   SOLE 3 45,955 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 232 2,300 SH   SOLE 2 2,300 0 0
DOVER CORPORATION COMMON STOCK USD1 COM 260003108 607 6,011 SH   SOLE 3 6,011 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 34,157 479,605 SH   SOLE 2 479,605 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 176,859 2,483,276 SH   SOLE 3 2,483,276 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 3,995 56,087 SH   SOLE 4 56,087 0 0
DOWDUPONT INCORPORATED COMMON STOCK USD0.01 COM 26078J100 1,335 18,738 SH   SOLE 7 18,738 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 7,648 78,800 SH   SOLE 2 78,800 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 124,917 1,287,013 SH   SOLE 3 1,287,013 0 0
DR PEPPER SNAPPLE GROUP INCORPORATED COMMON STOCK USD0.01 COM 26138E109 686 7,072 SH   SOLE 7 7,072 0 0
DR REDDY'S LABORATORIES LIMITED ADR (EACH REPRESENTING 1 ORDINARY SHARE) ADR 256135203 578 15,394 SH   SOLE 4 15,394 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 725 15,200 SH   SOLE 2 15,200 0 0
DRIL-QUIP COMMON STOCK USD0.01 COM 262037104 12,626 264,700 SH   SOLE 3 264,700 0 0
DST SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 233326107 719 11,583 SH   SOLE 3 11,583 0 0
DSW INCORPORATED CLASS 'A' COMMON STOCK NPV COM 23334L102 2,347 109,600 SH   SOLE 2 109,600 0 0
DSW INCORPORATED CLASS 'A' COMMON STOCK NPV COM 23334L102 30,732 1,435,400 SH   SOLE 3 1,435,400 0 0
DTE ENERGY COMPANY NPV COM 233331107 705 6,441 SH   SOLE 3 6,441 0 0
DUKE ENERGY CORPORATION COMMON STOCK USD0.001 COM 26441C204 25,043 297,745 SH   SOLE 3 297,745 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 10,798 396,849 SH   SOLE 3 396,849 0 0
DUKE REALTY CORPORATION REIT USD0.01 REIT 264411505 22,194 815,640 SH   SOLE 10 815,640 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 5,159 43,565 SH   SOLE 2 43,565 0 0
DUN & BRADSTREET CORPORATION COMMON STOCK USD0.01(SEPTEMBER 2000 NEW) COM 26483E100 73,789 623,162 SH   SOLE 3 623,162 0 0
DUNKIN' BRANDS GROUP INCORPORATED COMMON STOCK USD0.01 COM 265504100 316 4,900 SH   SOLE 3 4,900 0 0
DYCOM INDUSTRIES INCORPORATED COMMON STOCK USD0.333 COM 267475101 55,277 496,073 SH   SOLE 1 496,073 0 0
EAGLE MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 26969P108 1,881 16,600 SH   SOLE 2 16,600 0 0
EAGLE MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 26969P108 11,851 104,600 SH   SOLE 3 104,600 0 0
EAST WEST BANCORP INCORPORATED COMMON STOCK USD0.001 COM 27579R104 31,676 520,734 SH   SOLE 1 520,734 0 0
EASTERLY GOVERNMENT PROPERTIES INCORPORATED REIT USD0.01 REIT 27616P103 119 5,563 SH   SOLE 3 5,563 0 0
EASTGROUP PROPERTIES INCORPORATED REIT USD0.0001 REIT 277276101 401 4,540 SH   SOLE 3 4,540 0 0
EASTMAN CHEMICAL COMPANY COMMON STOCK USD0.01 COM 277432100 3,114 33,615 SH   SOLE 3 33,615 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 2,094 26,500 SH   SOLE 2 26,500 0 0
EATON CORPORATION PLC COMMON STOCK USD0.50 COM G29183103 114,028 1,443,209 SH   SOLE 3 1,443,209 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 310 5,500 SH   SOLE 2 5,500 0 0
EATON VANCE CORPORATION COMMON STOCK USD0.00781 COM 278265103 9,843 174,548 SH   SOLE 3 174,548 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 8,778 232,600 SH   SOLE 2 232,600 0 0
EBAY INCORPORATED COMMON STOCK USD0.001 COM 278642103 87,836 2,327,390 SH   SOLE 3 2,327,390 0 0
ECOLAB INC COMMON STOCK USD1 COM 278865100 11,051 82,359 SH   SOLE 3 82,359 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 4,775 80,400 SH   SOLE 2 80,400 0 0
EDGEWELL PERSONAL CARE COMPANY COMMON STOCK USD0.01 COM 28035Q102 47,744 803,900 SH   SOLE 3 803,900 0 0
EDISON INTERNATIONAL COMMON STOCK NPV COM 281020107 338 5,349 SH   SOLE 3 5,349 0 0
EDUCATION REALTY TRUST INCORPORATED REIT USD0.01 REIT 28140H203 313 8,959 SH   SOLE 3 8,959 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 2,311 20,500 SH   SOLE 2 20,500 0 0
EDWARDS LIFESCIENCES CORPORATION COMMON STOCK USD1 COM 28176E108 15,611 138,504 SH   SOLE 3 138,504 0 0
ELDORADO GOLD CORPORATION COMMON NPV (US LISTING) COM 284902103 1,468 1,026,715 SH   SOLE 3 1,026,715 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 1,320 725,227 SH   SOLE 2 725,227 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 4,930 2,708,700 SH   SOLE 3 2,708,700 0 0
ELDORADO GOLD CORPORATION LIMITED COMMON NPV COM 284902103 1 542 SH   SOLE 9 542 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 229 2,175 SH   SOLE 3 2,175 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 16,609 158,095 SH   SOLE 7 158,095 0 0
ELECTRONIC ARTS INCORPORATED COMMON STOCK USD0.01 COM 285512109 4,229 40,251 SH   SOLE 9 40,251 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 10,225 121,061 SH   SOLE 2 121,061 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 140,471 1,663,171 SH   SOLE 3 1,663,171 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 2,418 28,633 SH   SOLE 4 28,633 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 31,569 373,773 SH   SOLE 7 373,773 0 0
ELI LILLY AND COMPANY COMMON STOCK NPV COM 532457108 9,632 114,037 SH   SOLE 9 114,037 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 8,005 114,871 SH   SOLE 2 114,871 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 87,113 1,250,003 SH   SOLE 3 1,250,003 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,342 47,952 SH   SOLE 7 47,952 0 0
EMERSON ELECTRIC COMPANY COMMON STOCK USD1 COM 291011104 3,800 54,534 SH   SOLE 9 54,534 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 8,849 431,025 SH   SOLE 3 431,025 0 0
EMPIRE STATE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 292104106 24,193 1,178,421 SH   SOLE 10 1,178,421 0 0
ENCANA CORPORATION COMMON NPV (CANADIAN LISTING) COM 292505104 62 3,692 SH   SOLE 7 3,692 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001 COM G30401106 145 18,700 SH   SOLE 2 18,700 0 0
ENDO INTERNATIONAL PLC COMMON STOCK USD0.0001 COM G30401106 372 48,000 SH   SOLE 3 48,000 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 79,953 7,157,813 SH   SOLE 2 7,157,813 0 0
ENEL AMERICAS SA SPONSORED ADR (EACH REPRESENTS 50 COMMON SHARES NPV) ADR 29274F104 153,906 13,778,500 SH   SOLE 3 13,778,500 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 5,098 897,552 SH   SOLE 2 897,552 0 0
ENEL CHILE SA SPONSORED ADR (EACH REPRESENTS 50 ORDINARY SHARES) ADR 29278D105 27,767 4,888,469 SH   SOLE 3 4,888,469 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 1,982 41,300 SH   SOLE 2 41,300 0 0
ENERGIZER HOLDINGS INCORPORATED COMMON STOCK NPV COM 29272W109 14,791 308,273 SH   SOLE 3 308,273 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 77 3,700 SH   SOLE 2 3,700 0 0
ENNIS INCORPORATED COMMON STOCK USD2.50 COM 293389102 944 45,480 SH   SOLE 3 45,480 0 0
ENSCO PLC CLASS A COMMON STOCK USD0.10 COM G3157S106 1,433 242,500 SH   SOLE 2 242,500 0 0
ENSCO PLC CLASS A COMMON STOCK USD0.10 COM G3157S106 21,098 3,569,900 SH   SOLE 3 3,569,900 0 0
ENTEGRIS INCORPORATED COMMON STOCK USD0.01 COM 29362U104 36,194 1,188,643 SH   SOLE 1 1,188,643 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 155 1,900 SH   SOLE 2 1,900 0 0
ENTERGY CORPORATION COMMON STOCK USD0.01 COM 29364G103 5,789 71,121 SH   SOLE 3 71,121 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 301 8,700 SH   SOLE 2 8,700 0 0
ENVISION HEALTHCARE CORPORATION COMMON STOCK NPV COM 29414D100 373 10,800 SH   SOLE 3 10,800 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 1,064 9,862 SH   SOLE 3 9,862 0 0
EOG RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 26875P101 64 589 SH   SOLE 7 589 0 0
EPAM SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 29414B104 28,105 261,611 SH   SOLE 1 261,611 0 0
EPR PROPERTIES REIT USD0.01 REIT 26884U109 2,488 38,002 SH   SOLE 3 38,002 0 0
EQT MIDSTREAM PARTNERS LP COMMON STOCK NPV PART 26885B100 614 8,400 SH   SOLE 2 8,400 0 0
EQT MIDSTREAM PARTNERS LP COMMON STOCK NPV PART 26885B100 8,187 112,000 SH   SOLE 3 112,000 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 2,064 17,500 SH   SOLE 2 17,500 0 0
EQUIFAX INC COMMON STOCK USD2.50 COM 294429105 29,232 247,900 SH   SOLE 3 247,900 0 0
EQUITY COMMONWEALTH REIT USD0.01 REIT 294628102 449 14,707 SH   SOLE 3 14,707 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 93,176 1,046,683 SH   SOLE 1 1,046,683 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 6,105 68,578 SH   SOLE 3 68,578 0 0
EQUITY LIFESTYLE PROPERTIES INCORPORATED REIT USD0.01 REIT 29472R108 9,610 107,954 SH   SOLE 10 107,954 0 0
EQUITY RESIDENTIAL SBI REIT USD0.01 REIT 29476L107 3,976 62,355 SH   SOLE 3 62,355 0 0
ERIE INDEMNITY COMPANY CLASS 'A' COMMON STOCK NPV COM 29530P102 580 4,763 SH   SOLE 3 4,763 0 0
ESCO TECHNOLOGIES INCORPORATED COMMON STOCK USD0.01 COM 296315104 17,104 283,888 SH   SOLE 1 283,888 0 0
ESSENDANT INCORPORATED COMMON STOCK USD0.10 COM 296689102 462 49,825 SH   SOLE 3 49,825 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 772 3,200 SH   SOLE 2 3,200 0 0
ESSEX PROPERTY TRUST INCORPORATED REIT NPV REIT 297178105 3,084 12,779 SH   SOLE 3 12,779 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 25,555 200,840 SH   SOLE 2 200,840 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 164,787 1,295,090 SH   SOLE 3 1,295,090 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 4,705 36,980 SH   SOLE 4 36,980 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 30,156 237,001 SH   SOLE 7 237,001 0 0
ESTEE LAUDER COMPANIES INC CLASS'A'COM STK USD0.01 COM 518439104 5,627 44,224 SH   SOLE 9 44,224 0 0
EURONAV SA NPV COM B38564108 1,182 153,880 SH   SOLE 3 153,880 0 0
EURONAV SA NPV COM B38564108 682 88,741 SH   SOLE 8 88,741 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 3,906 43,400 SH   SOLE 2 43,400 0 0
EVERCORE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 29977A105 12,789 142,100 SH   SOLE 3 142,100 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 7,402 33,454 SH   SOLE 2 33,454 0 0
EVEREST RE GROUP LIMITED COMMON STOCK USD0.01 COM G3223R108 76,461 345,569 SH   SOLE 3 345,569 0 0
EVERSOURCE ENERGY COMMON STOCK USD5 COM 30040W108 672 10,640 SH   SOLE 3 10,640 0 0
EVERTEC INCORPORATION COMMON STOCK USD 0.01 COM 30040P103 1,453 106,470 SH   SOLE 3 106,470 0 0
EVOLENT HEALTH INC NPV COMMON STOCK USD 0.01 COM 30050B101 670 54,501 SH   SOLE 3 54,501 0 0
EXELIXIS INCORPORATED COMMON STOCK USD0.001 COM 30161Q104 640 21,048 SH   SOLE 3 21,048 0 0
EXELON CORPORATION COMMON STOCK NPV COM 30161N101 4,359 110,598 SH   SOLE 3 110,598 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 71 1,100 SH   SOLE 2 1,100 0 0
EXPEDITORS INTERNATIONAL OF WASHINGTON I NCORPORATED COMMON STOCK USD0.01 COM 302130109 10,785 166,716 SH   SOLE 3 166,716 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 16,579 222,124 SH   SOLE 2 222,124 0 0
EXPRESS SCRIPTS HOLDING COMPANY COMMON STOCK USD0.01 COM 30219G108 203,732 2,729,529 SH   SOLE 3 2,729,529 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 6,051 69,194 SH   SOLE 3 69,194 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 63 722 SH   SOLE 4 722 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 313 3,579 SH   SOLE 7 3,579 0 0
EXTRA SPACE STORAGE INCORPORATED REIT USD0.01 REIT 30225T102 8,089 92,497 SH   SOLE 10 92,497 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 35,630 425,990 SH   SOLE 2 425,990 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 288,480 3,449,063 SH   SOLE 3 3,449,063 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 826 9,870 SH   SOLE 7 9,870 0 0
EXXON MOBIL CORPORATION COMMON STOCK NPV COM 30231G102 1,631 19,500 SH   SOLE 9 19,500 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 2,047 15,600 SH   SOLE 2 15,600 0 0
F5 NETWORKS INCORPORATED COMMON STOCK NPV COM 315616102 29,600 225,579 SH   SOLE 3 225,579 0 0
FABRINET COMMON STOCK USD0.01 COM G3323L100 28,710 1,000,333 SH   SOLE 1 1,000,333 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 48,465 274,654 SH   SOLE 2 274,654 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 386,299 2,189,160 SH   SOLE 3 2,189,160 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 7,022 39,794 SH   SOLE 4 39,794 0 0
FACEBOOK INCORPORATED CLASS A COMMON STOCK USD0.000006 COM 30303M102 1,527 8,651 SH   SOLE 7 8,651 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 1,985 10,300 SH   SOLE 2 10,300 0 0
FACTSET RESEARCH SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 303075105 35,766 185,547 SH   SOLE 3 185,547 0 0
FAIR ISAAC CORPORATION COMMON STOCK USD0.01 COM 303250104 904 5,900 SH   SOLE 3 5,900 0 0
FARMLAND PARTNERS INCORPORATED REIT USD0.01 REIT 31154R109 63 7,292 SH   SOLE 3 7,292 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 219 4,000 SH   SOLE 2 4,000 0 0
FASTENAL COMPANY USD 0.01 COM 311900104 7,425 135,766 SH   SOLE 3 135,766 0 0
FBL FINANCIAL GROUP INC COMMON STOCK NPV COM 30239F106 704 10,107 SH   SOLE 2 10,107 0 0
FBL FINANCIAL GROUP INC COMMON STOCK NPV COM 30239F106 871 12,503 SH   SOLE 3 12,503 0 0
FCB FINANCIAL HOLDINGS-CL A COMMON STOCK USD0.001 COM 30255G103 24,508 482,434 SH   SOLE 1 482,434 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 10,080 75,900 SH   SOLE 3 75,900 0 0
FEDERAL REALTY INVESTMENT TRUST REIT USD0.01 REIT 313747206 22,745 171,256 SH   SOLE 10 171,256 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 4,253 117,875 SH   SOLE 2 117,875 0 0
FEDERATED INVESTORS INCORPORATED CLASS 'B' COMMON STOCK NPV COM 314211103 77,753 2,155,011 SH   SOLE 3 2,155,011 0 0
FEDERATED NATIONAL HOLDING COMPANY COMMON STOCK USD0.01 COM 31422T101 66 4,000 SH   SOLE 3 4,000 0 0
FEDEX CORPORATION COMMON STOCK USD0.10 COM 31428X106 426 1,707 SH   SOLE 3 1,707 0 0
FERRARI NV EUR0.01 COM N3167Y103 10,395 118,863 SH   SOLE 3 118,863 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 220 14,735 SH   SOLE 2 14,735 0 0
FIAT CHRYSLER AUTOMOBILES NV EUR0.01 (ITALIAN LISTING) COM N31738102 17,570 1,178,395 SH   SOLE 3 1,178,395 0 0
FIDELITY NATIONAL INFORMATION INCORPORATED COMMON STOCK USD0.01 COM 31620M106 336 3,569 SH   SOLE 3 3,569 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 17,340 571,515 SH   SOLE 3 571,515 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 186 6,143 SH   SOLE 4 6,143 0 0
FIFTH THIRD BANCORP COM STK NPV COM 316773100 533 17,574 SH   SOLE 7 17,574 0 0
FINANCIAL INSTITUTIONS INCORPORATED COMMON STOCK USD0.01 COM 317585404 341 10,949 SH   SOLE 3 10,949 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 49,873 1,786,920 SH   SOLE 3 1,786,920 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 64,253 2,302,137 SH   SOLE 4 2,302,137 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 13,227 473,926 SH   SOLE 6 473,926 0 0
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 43,455 1,556,971 SH   SOLE 11 1,556,971 0 0
FINISH LINE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 317923100 20 1,400 SH   SOLE 2 1,400 0 0
FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001 COM 31847R102 2,147 38,316 SH   SOLE 2 38,316 0 0
FIRST AMERICAN FINANCIAL CORPORATION COMMON STOCK USD0.00001 COM 31847R102 13,605 242,780 SH   SOLE 3 242,780 0 0
FIRST CITIZENS BANCSHARES INCORPORATED CLASS A COMMON STOCK USD1 COM 31946M103 29,122 72,264 SH   SOLE 1 72,264 0 0
FIRST HORIZON NATIONAL CORPORATION COMMON STOCK USD0.625 COM 320517105 108,540 5,429,696 SH   SOLE 1 5,429,696 0 0
FIRST MERCHANTS CORPORATION COMMON STOCK NPV COM 320817109 14,569 346,394 SH   SOLE 1 346,394 0 0
FIRST MIDWEST BANCORP INCORPORATED COMMON STOCK USD0.01 COM 320867104 38,492 1,603,174 SH   SOLE 1 1,603,174 0 0
FIRST REPUBLIC BANK/SAN FRANCISCO CA COMMON STOCK USD0.01 COM 33616C100 41,938 484,049 SH   SOLE 1 484,049 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 19,296 285,783 SH   SOLE 3 285,783 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 80 1,185 SH   SOLE 4 1,185 0 0
FIRST SOLAR INCORPORATED COMMON STOCK USD0.001 COM 336433107 165 2,451 SH   SOLE 7 2,451 0 0
FIRST TRUST CLOUD COMPUTING ETF 33734X192 44 950 SH   SOLE 7 950 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 89 3,840 SH   SOLE 7 3,840 0 0
FIRST TRUST NASDAQ CYBERSECU ETF 33734X846 35 1,500 SH   SOLE 9 1,500 0 0
FIRSTENERGY CORPORATION COMMON STOCK USD0.10 COM 337932107 5,049 164,897 SH   SOLE 3 164,897 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 944 7,200 SH   SOLE 2 7,200 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 16,375 124,873 SH   SOLE 3 124,873 0 0
FISERV INCORPORATED COMMON STOCK USD0.01 COM 337738108 118 900 SH   SOLE 7 900 0 0
FIVE PRIME THERAPEUTICS INC COMMON STOCK USD0.001 COM 33830X104 555 25,305 SH   SOLE 3 25,305 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 135 700 SH   SOLE 2 700 0 0
FLEETCOR TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 339041105 12,123 63,000 SH   SOLE 3 63,000 0 0
Flexion Therapeutics Inc COMMON STOCKUSD0.001000 COM 33938J106 12,945 516,981 SH   SOLE 1 516,981 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 70 1,500 SH   SOLE 2 1,500 0 0
FLIR SYSTEMS INCORPORATED COMMON STOCK USD0.01 COM 302445101 2,584 55,426 SH   SOLE 3 55,426 0 0
FLUOR CORPORATION COMMON STOCK USD0.01 COM 343412102 248 4,798 SH   SOLE 3 4,798 0 0
FLUSHING FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 343873105 331 12,021 SH   SOLE 3 12,021 0 0
FNF GROUP COMMON STOCK USD0.0001 COM 31620R303 7,830 199,553 SH   SOLE 3 199,553 0 0
FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT) ADR 344419106 19,528 207,964 SH   SOLE 3 207,964 0 0
FOMENTO ECONOMICO MEXICANO ADR REPR. 10 UNITS (1'B'&2'D-B'&2'D-L')(CIT) ADR 344419106 130 1,387 SH   SOLE 7 1,387 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 1,852 39,500 SH   SOLE 2 39,500 0 0
FOOT LOCKER INCORPORATED COMMON STOCK USD0.01 COM 344849104 24,013 512,223 SH   SOLE 3 512,223 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 1,705 136,500 SH   SOLE 2 136,500 0 0
FORD MOTOR COMPANY COMMON STOCK USD0.01 COM 345370860 22,093 1,768,878 SH   SOLE 3 1,768,878 0 0
FOREST CITY REALTY TRUST- A REIT USD0.01 REIT 345605109 774 32,116 SH   SOLE 3 32,116 0 0
FORTINET INCORPORATED COMMON STOCK USD0.001 COM 34959E109 16,207 370,958 SH   SOLE 1 370,958 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 21,045 290,877 SH   SOLE 2 290,877 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 77,063 1,065,141 SH   SOLE 3 1,065,141 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 96 1,321 SH   SOLE 4 1,321 0 0
FORTIVE CORPORATION COMMON STOCK USD0.01 COM 34959J108 502 6,941 SH   SOLE 7 6,941 0 0
FORTUNE BRANDS HOME AND SECURITY INCORPORATED COMMON STOCK USD0.01 COM 34964C106 95,472 1,394,973 SH   SOLE 1 1,394,973 0 0
FOSSIL GROUP INCORPORATED COMMON STOCK USD0.01 COM 34988V106 39 5,000 SH   SOLE 3 5,000 0 0
FOUR CORNERS PROPERTY TRUST INC REIT USD0.0001 REIT 35086T109 207 8,066 SH   SOLE 3 8,066 0 0
FOUR SEASONS EDUCATION CAYMAN INCORPORATED ADR NPV (EACH REPRESENTS 0.5 ORDINARY SHARES) ADR 35101A101 15,459 1,717,616 SH   SOLE 4 1,717,616 0 0
FOX FACTORY HOLDING CORPORATION COMMON STOCK USD0.001 COM 35138V102 280 7,200 SH   SOLE 2 7,200 0 0
FOX FACTORY HOLDING CORPORATION COMMON STOCK USD0.001 COM 35138V102 152 3,900 SH   SOLE 3 3,900 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD0.01 COM 351793104 5 700 SH   SOLE 2 700 0 0
FRANCESCAS HOLDINGS CORP COMMON STOCK USD0.01 COM 351793104 188 25,700 SH   SOLE 3 25,700 0 0
FRANKLIN ELECTRIC COMPANY INCORPORATED COMMON STOCK USD0.10 COM 353514102 37,797 823,465 SH   SOLE 1 823,465 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 4,142 95,600 SH   SOLE 2 95,600 0 0
FRANKLIN RESOURCES INCORPORATED COMMON STOCK USD0.10 COM 354613101 65,267 1,506,288 SH   SOLE 3 1,506,288 0 0
FRANKLIN STREET PROPERTIES CORPORATION REIT USD0.0001 REIT 35471R106 158 14,700 SH   SOLE 3 14,700 0 0
FREEPORT-MCMORAN NCORPORATED COMMON STOCK USD0.10 COM 35671D857 300 15,833 SH   SOLE 3 15,833 0 0
FUTUREFUEL CORPORATION COMMON STOCK USD0.0001 COM 36116M106 30 2,100 SH   SOLE 3 2,100 0 0
GALLAGHER (ARTHUR J.) & COMPANY COMMON STOCK USD1 COM 363576109 93,089 1,471,065 SH   SOLE 1 1,471,065 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 2,827 157,500 SH   SOLE 2 157,500 0 0
GAMESTOP CORPORATION CLASS'A' COMMON STOCK USD0.001 COM 36467W109 41,685 2,322,260 SH   SOLE 3 2,322,260 0 0
GAMING AND LEISURE PROPERTIES INC REIT NPV REIT 36467J108 4,964 134,166 SH   SOLE 3 134,166 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 1,761 151,924 SH   SOLE 2 151,924 0 0
GANNETT COMPANY INCORPORATED COMMON STOCK NPV COM 36473H104 18,544 1,600,037 SH   SOLE 3 1,600,037 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 3,794 111,400 SH   SOLE 2 111,400 0 0
GAP INCORPORATED (THE) COMMON STOCK USD0.05 COM 364760108 206,651 6,067,278 SH   SOLE 3 6,067,278 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 5,296 88,900 SH   SOLE 2 88,900 0 0
GARMIN LIMITED COMMON STOCK USD0.005 COM H2906T109 81,704 1,371,565 SH   SOLE 3 1,371,565 0 0
GARTNER INCORPORATED COMMON STOCK USD0.0005 COM 366651107 62,657 508,783 SH   SOLE 1 508,783 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 3,073 136,413 SH   SOLE 3 136,413 0 0
GDS HOLDINGS LIMITED ADR (EACH REPRESENTS 8 ORDINARY SHARES) ADR 36165L108 6,383 283,296 SH   SOLE 10 283,296 0 0
GENER8 MARITIME INC USD0.01 COM Y26889108 252 38,100 SH   SOLE 2 38,100 0 0
GENER8 MARITIME INC USD0.01 COM Y26889108 3,117 470,798 SH   SOLE 3 470,798 0 0
GENERAC HOLDINGS INCORPORATION COMMON STOCK USD0.01 COM 368736104 28,871 583,010 SH   SOLE 1 583,010 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 6,571 32,300 SH   SOLE 2 32,300 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 34,609 170,112 SH   SOLE 3 170,112 0 0
GENERAL DYNAMICS CORPORATION COMMON STOCK USD1 COM 369550108 468 2,300 SH   SOLE 7 2,300 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 2,923 167,489 SH   SOLE 2 167,489 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 17,485 1,002,033 SH   SOLE 3 1,002,033 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 1,530 87,706 SH   SOLE 4 87,706 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 17,227 987,220 SH   SOLE 7 987,220 0 0
GENERAL ELECTRIC COMPANY COMMON STOCK USD0.06 COM 369604103 1,401 80,269 SH   SOLE 9 80,269 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 13,269 223,800 SH   SOLE 2 223,800 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 174,861 2,949,246 SH   SOLE 3 2,949,246 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 18,391 310,195 SH   SOLE 7 310,195 0 0
GENERAL MILLS INC COMMON STOCK USD0.10 COM 370334104 7,201 121,461 SH   SOLE 9 121,461 0 0
GENERAL MOTORS COMPANY COMMON STOCK USD0.01 COM 37045V100 17,382 424,047 SH   SOLE 3 424,047 0 0
GENESIS ENERGY LP NPV PART 371927104 273 12,200 SH   SOLE 3 12,200 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 31,160 981,715 SH   SOLE 1 981,715 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 2,428 76,500 SH   SOLE 2 76,500 0 0
GENPACT LIMITED COMMON STOCK USD0.01 COM G3922B107 13,762 433,600 SH   SOLE 3 433,600 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 6,780 323,628 SH   SOLE 2 323,628 0 0
GENTEX CORPORATION COMMON STOCK USD0.06 COM 371901109 98,669 4,709,759 SH   SOLE 3 4,709,759 0 0
GENTHERM INCORPORATED COMMON STOCK NPV COM 37253A103 15,729 495,415 SH   SOLE 1 495,415 0 0
GENUINE PARTS CO COM STK US$1 COM 372460105 86 900 SH   SOLE 2 900 0 0
GENUINE PARTS CO COM STK US$1 COM 372460105 7,658 80,600 SH   SOLE 3 80,600 0 0
GEO GROUP INCORPORATED/THE REIT USD0.01 REIT 36162J106 370 15,684 SH   SOLE 3 15,684 0 0
GETTY REALTY CORPORATION REIT USD0.01 REIT 374297109 215 7,900 SH   SOLE 2 7,900 0 0
GETTY REALTY CORPORATION REIT USD0.01 REIT 374297109 229 8,415 SH   SOLE 3 8,415 0 0
GGP INCORPORATED REIT USD0.01 REIT 36174X101 2,426 103,731 SH   SOLE 3 103,731 0 0
GILDAN ACTIVEWEAR INCORPORATED COMMON NPV COM 375916103 483 11,900 SH   SOLE 3 11,900 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 16,327 227,904 SH   SOLE 2 227,904 0 0
GILEAD SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 375558103 208,821 2,914,863 SH   SOLE 3 2,914,863 0 0
GLADSTONE COMMERCIAL CORPORATION REIT USD0.001 REIT 376536108 78 3,717 SH   SOLE 3 3,717 0 0
GLADSTONE LAND CORPORATION REIT USD0.001 REIT 376549101 47 3,535 SH   SOLE 3 3,535 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR (EACH CONVERT INTO 2 ORDINARY 25P) ADR 37733W105 128 3,600 SH   SOLE 7 3,600 0 0
GLOBAL NET LEASE INC REIT USD0.01 REIT 379378201 181 8,779 SH   SOLE 3 8,779 0 0
GLOBUS MEDICAL INC - A COMMON STOCK USD0.001 COM 379577208 70 1,700 SH   SOLE 2 1,700 0 0
GLOBUS MEDICAL INC - A COMMON STOCK USD0.001 COM 379577208 5,968 145,200 SH   SOLE 3 145,200 0 0
GNC HOLDINGS INCORPORATED CLASS A COMMON STOCK USD0.001 COM 36191G107 34 9,300 SH   SOLE 3 9,300 0 0
GOLD FIELDS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY) ADR 38059T106 2,061 479,240 SH   SOLE 3 479,240 0 0
GOLD RESOURCE CORPORATION COMMON STOCK USD0.001 COM 38068T105 44 10,000 SH   SOLE 9 10,000 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 3,439 214,507 SH   SOLE 2 214,507 0 0
GOLDCORP INCORPORATED COMMON NPV (CANADIAN LISTING) COM 380956409 19,294 1,203,615 SH   SOLE 3 1,203,615 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 1,089 85,249 SH   SOLE 2 85,249 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 13,264 1,038,672 SH   SOLE 3 1,038,672 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 10 750 SH   SOLE 7 750 0 0
GOLDCORP INCORPORATED COMMON NPV (US LISTING) COM 380956409 184 14,375 SH   SOLE 9 14,375 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 18,123 71,138 SH   SOLE 2 71,138 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 193,147 758,151 SH   SOLE 3 758,151 0 0
GOLDMAN SACHS GROUP INCORPORATED COMMON STOCK USD0.01 COM 38141G104 97 382 SH   SOLE 7 382 0 0
GOLUB CAPITAL BDC INCORPORATED COMMON STOCK USD0.001 COM 38173M102 21,270 1,168,663 SH   SOLE 1 1,168,663 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 8,460 261,825 SH   SOLE 3 261,825 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 111 3,437 SH   SOLE 4 3,437 0 0
GOODYEAR TIRE AND RUBBER COMPANY (THE) COMMON STOCK NPV COM 382550101 185 5,723 SH   SOLE 7 5,723 0 0
GOVERNMENT PROPERTIES INCOME TRUST REIT USD0.01 REIT 38376A103 235 12,676 SH   SOLE 3 12,676 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 2,795 61,800 SH   SOLE 2 61,800 0 0
GRACO INCORPORATED COMMON STOCK USD1 COM 384109104 27,213 601,800 SH   SOLE 3 601,800 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 57,163 102,378 SH   SOLE 1 102,378 0 0
GRAHAM HOLDINGS COMPANY COMMON STOCK USD1 COM 384637104 42,901 76,835 SH   SOLE 3 76,835 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 709 3,000 SH   SOLE 2 3,000 0 0
GRAINGER(W.W.) INC COMMON STOCK USD0.50 COM 384802104 29,243 123,778 SH   SOLE 3 123,778 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 62,364 2,339,242 SH   SOLE 1 2,339,242 0 0
GRAMERCY PROPERTY TRUST REIT USD0.01 REIT 385002308 2,085 78,215 SH   SOLE 3 78,215 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.001 COM 38500T101 264 97,900 SH   SOLE 2 97,900 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.001 COM 38500T101 4,279 1,584,700 SH   SOLE 3 1,584,700 0 0
GRAN TIERRA ENERGY INCORPORATED COMMON STOCK USD0.01 (CANADIAN LISTING) COM 38500T101 18,476 5,418,244 SH   SOLE 3 5,418,244 0 0
GRANITE REAL ESTATE INVESTMENT TRUST REIT NPV (STAPLED UNIT) REIT 387437114 360 7,300 SH   SOLE 2 7,300 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 63,444 4,106,383 SH   SOLE 1 4,106,383 0 0
GRAPHIC PACKAGING HOLDING COMPANY COMMON STOCK USD0.01 COM 388689101 1,033 66,862 SH   SOLE 3 66,862 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 531 31,700 SH   SOLE 2 31,700 0 0
GRAY TELEVISION INCORPORATED COMMON STOCK NPV COM 389375106 5,435 324,500 SH   SOLE 3 324,500 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 2,052 38,500 SH   SOLE 2 38,500 0 0
GREENBRIER COMPANIES INCORPORATED COMMON STOCK NPV COM 393657101 25,594 480,192 SH   SOLE 3 480,192 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 1,973 19,200 SH   SOLE 2 19,200 0 0
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES) ADR 400506101 18,636 181,358 SH   SOLE 3 181,358 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 7,041 38,577 SH   SOLE 2 38,577 0 0
GRUPO AEROPORTUARIO DEL SURESTE SAB DE CV ADS EACH REPRESENTING 10 SERIES 'B' NPV ADR 40051E202 12,228 67,001 SH   SOLE 3 67,001 0 0
GRUPO AVAL ACCIONES Y VALORE SA SUBARU CORPORATION ADR (EACH PREFERRED 20 ORDINARY SHARES) ADR 40053W101 11,240 1,322,394 SH   SOLE 3 1,322,394 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 2,938 44,610 SH   SOLE 2 44,610 0 0
GRUPO FINANCIERO GALICIA-ADR ADR 399909100 75,862 1,152,046 SH   SOLE 3 1,152,046 0 0
GRUPO FINANCIERO SANTANDER MEXICO SAB DE CV SPONSORED ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 40053C105 10,246 1,401,700 SH   SOLE 2 1,401,700 0 0
GRUPO FINANCIERO SANTANDER MEXICO SAB DE CV SPONSORED ADR (EACH REPRESENTS 5 ORDINARY SERIES B) ADR 40053C105 20,026 2,739,500 SH   SOLE 3 2,739,500 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 493 16,817 SH   SOLE 2 16,817 0 0
GRUPO SUPERVIELLE SA-SP ADR (EACH REPRESENTS 5 ORDINARY SHARES) ADR 40054A108 15,933 543,414 SH   SOLE 3 543,414 0 0
GRUPO TELEVISA SAB SPONS ADR (REPRESENTING 5 ORDINARY PTG CERTS) ADR 40049J206 869 46,562 SH   SOLE 3 46,562 0 0
GULF ISLAND FABRICATION INCORPORATED COMMON STOCK NPV COM 402307102 26 1,900 SH   SOLE 3 1,900 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 50,556 3,962,062 SH   SOLE 1 3,962,062 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 1,230 96,400 SH   SOLE 2 96,400 0 0
GULFPORT ENERGY CORPORATION COMMON STOCK USD0.01 COM 402635304 2,808 220,100 SH   SOLE 3 220,100 0 0
HAEMONETICS CORPORATION COMMON STOCK USD0.01 COM 405024100 1,212 20,869 SH   SOLE 3 20,869 0 0
HAIN CELESTIAL GROUP INCORPORATED (THE) COMMON STOCK USD0.01 COM 405217100 77,755 1,834,284 SH   SOLE 1 1,834,284 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 17,674 361,655 SH   SOLE 3 361,655 0 0
HALLIBURTON COMPANY COMMON STOCK USD2.50 COM 406216101 198 4,050 SH   SOLE 7 4,050 0 0
HALOZYME THERAPEUTICS INCORPORATED COMMON STOCK USD0.001 COM 40637H109 1,980 97,707 SH   SOLE 3 97,707 0 0
HANESBRANDS INCORPORATED COMMON STOCK USD0.01 COM 410345102 757 36,200 SH   SOLE 3 36,200 0 0
HANESBRANDS INCORPORATED COMMON STOCK USD0.01 COM 410345102 64 3,048 SH   SOLE 7 3,048 0 0
HARLEY DAVIDSON INCORPORATED COMMON STOCK USD0.01 COM 412822108 461 9,054 SH   SOLE 3 9,054 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 2,385 1,275,600 SH   SOLE 2 1,275,600 0 0
HARMONY GOLD MINING COMPANY LIMITED SPONSORED ADR (EACH REPRESENTING 1 ZAR0.50 (BNY)) ADR 413216300 9,079 4,854,859 SH   SOLE 3 4,854,859 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 6,317 69,500 SH   SOLE 2 69,500 0 0
HASBRO INC COMMON STOCK USD0.50 COM 418056107 90,101 991,323 SH   SOLE 3 991,323 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 6,834 77,800 SH   SOLE 2 77,800 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 99,410 1,131,715 SH   SOLE 3 1,131,715 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 51 577 SH   SOLE 4 577 0 0
HCA HEALTHCARE INCORPORATED COMMON STOCK USD0.01 COM 40412C101 277 3,148 SH   SOLE 7 3,148 0 0
HCI GROUP INCORPORATED COMMON STOCK NPV COM 40416E103 56 1,867 SH   SOLE 2 1,867 0 0
HCI GROUP INCORPORATED COMMON STOCK NPV COM 40416E103 901 30,132 SH   SOLE 3 30,132 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 12,581 482,385 SH   SOLE 3 482,385 0 0
HCP INCORPORATED REIT USD1 REIT 40414L109 21,146 810,797 SH   SOLE 10 810,797 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 116,702 1,147,847 SH   SOLE 2 1,147,847 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 289,919 2,851,568 SH   SOLE 3 2,851,568 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 3,664 36,036 SH   SOLE 4 36,036 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 20,676 203,360 SH   SOLE 6 203,360 0 0
HDFC BANK LIMITED ADR (EACH REPRESENTING 3 ORDINARY) ADR 40415F101 1,020 10,033 SH   SOLE 7 10,033 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 11,198 348,638 SH   SOLE 3 348,638 0 0
HEALTHCARE REALTY TRUST INCORPORATED REIT USD0.01 REIT 421946104 25,487 793,491 SH   SOLE 10 793,491 0 0
HEALTHCARE TRUST OF AMERICA INCORPORATED REIT CLASS A USD0.01 REIT 42225P501 731 24,341 SH   SOLE 3 24,341 0 0
HEICO CORPORATION COMMON STOCK USD0.01 COM 422806109 3,049 32,321 SH   SOLE 3 32,321 0 0
HELEN OF TROY LIMITED COMMON STOCK USD0.10 COM G4388N106 9,476 98,348 SH   SOLE 1 98,348 0 0
HELMERICH & PAYNE INCORPORATED COMMON STOCK USD0.10 COM 423452101 5,730 88,651 SH   SOLE 3 88,651 0 0
HEMISPHERE MEDIA GROUP INCORPORATED COMMON STOCK USD0.0001 COM 42365Q103 8,511 736,853 SH   SOLE 1 736,853 0 0
HENRY SCHEIN CORP COMMON STOCK NPV COM 806407102 66,377 949,877 SH   SOLE 1 949,877 0 0
HERITAGE FINANCIAL CORP COMMON STOCK NPV COM 42722X106 19,628 637,262 SH   SOLE 1 637,262 0 0
HERSHA HOSPITALITY TRUST REIT USD0.01 REIT 427825500 2,203 126,600 SH   SOLE 3 126,600 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 2,781 24,500 SH   SOLE 2 24,500 0 0
HERSHEY COMPANY (THE) COMMON STOCK USD1 COM 427866108 51,065 449,870 SH   SOLE 3 449,870 0 0
HESS CORPORATION COMMON STOCK USD1 COM 42809H107 2,081 43,839 SH   SOLE 2 43,839 0 0
HESS CORPORATION COMMON STOCK USD1 COM 42809H107 40,821 859,923 SH   SOLE 3 859,923 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 22,134 1,541,365 SH   SOLE 2 1,541,365 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 205,531 14,312,738 SH   SOLE 3 14,312,738 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 2,801 195,072 SH   SOLE 4 195,072 0 0
HEWLETT PACKARD ENTERPRISE COMMON STOCK USD0.01 COM 42824C109 380 26,481 SH   SOLE 7 26,481 0 0
HEXCEL CORPORATION COMMON STOCK USD0.01 COM 428291108 133,713 2,161,886 SH   SOLE 1 2,161,886 0 0
HEXCEL CORPORATION COMMON STOCK USD0.01 COM 428291108 4,719 76,292 SH   SOLE 3 76,292 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 9,072 186,507 SH   SOLE 1 186,507 0 0
HFF INCORPORATED CLASS A COMMON STOCK USD0.01 COM 40418F108 1,035 21,279 SH   SOLE 3 21,279 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 241 11,800 SH   SOLE 2 11,800 0 0
HIBBETT SPORTS INCORPORATED COMMON STOCK USD0.01 COM 428567101 5,430 266,200 SH   SOLE 3 266,200 0 0
HIGHWOODS PROPERTIES INCORPORATED REIT USD0.01 REIT 431284108 630 12,380 SH   SOLE 3 12,380 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 1,861 41,625 SH   SOLE 2 41,625 0 0
HILLENBRAND INCORPORATED COMMON STOCK NPV COM 431571108 15,543 347,712 SH   SOLE 3 347,712 0 0
HILL-ROM HOLDINGS INCORPORATED COMMON STOCK NPV COM 431475102 3,491 41,415 SH   SOLE 3 41,415 0 0
HILTON GRAND VACATIONS INCORPORATED COMMON STOCK USD0.01 COM 43283X105 789 18,800 SH   SOLE 3 18,800 0 0
HOLLYFRONTIER CORPORATION COMMON STOCK USD0.01 COM 436106108 203,789 3,978,708 SH   SOLE 3 3,978,708 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 1,509 67,778 SH   SOLE 2 67,778 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 4,097 183,953 SH   SOLE 3 183,953 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 17,130 769,216 SH   SOLE 4 769,216 0 0
HOLLYSYS AUTOMATION TECHNOLOGIES LIMITED USD0.0001 COM G45667105 23,333 1,047,725 SH   SOLE 6 1,047,725 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 10,821 57,093 SH   SOLE 2 57,093 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 217,133 1,145,639 SH   SOLE 3 1,145,639 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 6,991 36,886 SH   SOLE 4 36,886 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 9,895 52,207 SH   SOLE 7 52,207 0 0
HOME DEPOT INCORPORATED (THE) COMMON STOCK USD0.05 COM 437076102 1,300 6,858 SH   SOLE 9 6,858 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 7,851 51,191 SH   SOLE 2 51,191 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 105,418 687,388 SH   SOLE 3 687,388 0 0
HONEYWELL INTERNATIONAL INCORPORATED COMMON STOCK USD1 COM 438516106 3,410 22,237 SH   SOLE 4 22,237 0 0
HORMEL FOODS CORPORATION COMMON STOCK USD0.0293 COM 440452100 3,155 86,688 SH   SOLE 3 86,688 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 133 42,700 SH   SOLE 2 42,700 0 0
HORNBECK OFFSHORE SERVICES INCORPORATED COMMON STOCK USD0.01 COM 440543106 95 30,421 SH   SOLE 3 30,421 0 0
HOSPITALITY PROPERTIES TRUST REIT USD0.01 REIT 44106M102 561 18,800 SH   SOLE 2 18,800 0 0
HOSPITALITY PROPERTIES TRUST REIT USD0.01 REIT 44106M102 843 28,236 SH   SOLE 3 28,236 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 2,330 117,400 SH   SOLE 2 117,400 0 0
HOST HOTELS & RESORTS INCORPORATED REIT USD0.01 REIT 44107P104 27,794 1,400,214 SH   SOLE 3 1,400,214 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 109 2,400 SH   SOLE 2 2,400 0 0
HOULIHAN LOKEY INC COMMON STOCK USD0.001 COM 441593100 6,751 148,613 SH   SOLE 3 148,613 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 10,149 77,313 SH   SOLE 3 77,313 0 0
HOWARD HUGHES CORPORATION (THE) COMMON STOCK USD0.01 COM 44267D107 25,134 191,470 SH   SOLE 10 191,470 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 13,482 641,700 SH   SOLE 2 641,700 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 320,404 15,250,070 SH   SOLE 3 15,250,070 0 0
HP INCORPORATED COMMON STOCK USD0.01 COM 40434L105 678 32,293 SH   SOLE 7 32,293 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 2,842 21,000 SH   SOLE 2 21,000 0 0
HUBBELL INCORPORATED COMMON STOCK USD0.01 COM 443510607 37,381 276,200 SH   SOLE 3 276,200 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 1,251 112,400 SH   SOLE 2 112,400 0 0
HUDBAY MINERALS INCORPORATED COMMON NPV COM 443628102 4,069 365,600 SH   SOLE 3 365,600 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 8,291 242,073 SH   SOLE 3 242,073 0 0
HUDSON PACIFIC PROPERTIES INCORPORATED REIT USD0.01 REIT 444097109 18,931 552,728 SH   SOLE 10 552,728 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 1,340 5,400 SH   SOLE 2 5,400 0 0
HUMANA INC COMMON STOCK USD0.166 COM 444859102 21,791 87,843 SH   SOLE 3 87,843 0 0
HUNTINGTON BANCSHARES INCORPORATED COMMON STOCK NPV COM 446150104 333 22,882 SH   SOLE 3 22,882 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 3,253 13,800 SH   SOLE 2 13,800 0 0
HUNTINGTON INGALLS INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 446413106 2,263 9,600 SH   SOLE 3 9,600 0 0
HUNTSMAN CORPORATION COMMON STOCK USD0.01 COM 447011107 840 25,229 SH   SOLE 3 25,229 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 2,512 63,722 SH   SOLE 4 63,722 0 0
HUTCHISON CHINA MEDITECH LIMITED ADR (EACH REPRESENTS 0.50 ORDINARY) ADR 44842L103 42,985 1,090,442 SH   SOLE 6 1,090,442 0 0
IAM GOLD CORP COMMON STOCK NPV COM 450913108 914 124,710 SH   SOLE 3 124,710 0 0
IAMGOLD CORPORATION COMMON NPV COM 450913108 621 106,500 SH   SOLE 3 106,500 0 0
ICICI BANK LIMITED SPONSORED ADR (EACH REPRESENTS 2 ORDINARY INR10) ADR 45104G104 1,018 104,580 SH   SOLE 3 104,580 0 0
ICL-ISRAEL CHEMICAL LIMITED ILS1 COM M5920A109 789 56,430 SH   SOLE 2 56,430 0 0
ICON PLC EUR0.06 (US LISTING) COM G4705A100 14 123 SH   SOLE 3 123 0 0
IDACORP INCORPORATED COMMON STOCK NPV COM 451107106 100,110 1,095,779 SH   SOLE 1 1,095,779 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 105,397 798,641 SH   SOLE 1 798,641 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 2,873 21,772 SH   SOLE 2 21,772 0 0
IDEX CORPORATION COMMON STOCK USD0.01 COM 45167R104 27,400 207,620 SH   SOLE 3 207,620 0 0
IDEXX LABORATORIES CORP COM 45168D104 7,789 49,808 SH   SOLE 3 49,808 0 0
ILG INCORPORATED COMMON STOCK USD0.01 COM 44967H101 17,026 597,837 SH   SOLE 1 597,837 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 4,739 28,400 SH   SOLE 2 28,400 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 45,277 271,363 SH   SOLE 3 271,363 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 26,541 159,069 SH   SOLE 7 159,069 0 0
ILLINOIS TOOL WORKS INC COMMON STOCK NPV COM 452308109 6,993 41,913 SH   SOLE 9 41,913 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 6,499 165,674 SH   SOLE 2 165,674 0 0
IMPERIAL OIL COMMON STOCK NPV COM 453038408 58,821 1,499,400 SH   SOLE 3 1,499,400 0 0
INC RESEARCH HOLDINGS INCORPORATED A COMMON STOCK USD0.01 COM 45329R109 23,392 536,520 SH   SOLE 1 536,520 0 0
INCYTE GENOMICS INCORPORATED COMMON STOCK USD0.001 COM 45337C102 1,464 15,456 SH   SOLE 3 15,456 0 0
INDUSTRIAL SELECT SECTOR SPDR FUND ETF 81369Y704 813 10,750 SH   SOLE 7 10,750 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 54,871 3,382,893 SH   SOLE 2 3,382,893 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 214,982 13,254,136 SH   SOLE 3 13,254,136 0 0
INFOSYS LIMITED SPONSORED ADR (EACH REPRESENTS 1 ORDINARY INR5) ADR 456788108 1,899 117,081 SH   SOLE 4 117,081 0 0
INGERSOLL-RAND PLC COMMON STOCK USD1 COM G47791101 642 7,200 SH   SOLE 2 7,200 0 0
INGERSOLL-RAND PLC COMMON STOCK USD1 COM G47791101 259 2,900 SH   SOLE 3 2,900 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 169 2,400 SH   SOLE 2 2,400 0 0
INGEVITY CORPORATION COMMON STOCK USD0.01 COM 45688C107 578 8,206 SH   SOLE 3 8,206 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 1,314 9,400 SH   SOLE 2 9,400 0 0
INGREDION INCORPORATED COMMON STOCK USD0.01 COM 457187102 864 6,178 SH   SOLE 3 6,178 0 0
INNOPHOS HOLDINGS INCORPORATED COMMON STOCK USD0.001 COM 45774N108 686 14,682 SH   SOLE 3 14,682 0 0
INNOVIVA INCORPORATED COMMON STOCK USD0.01 COM 45781M101 912 64,297 SH   SOLE 3 64,297 0 0
INSPERITY INCORPORATED COMMON STOCK USD0.01 COM 45778Q107 979 17,064 SH   SOLE 3 17,064 0 0
INTEGRATED DEVICE TECHNOLOGY INCORPORATE D COMMON STOCK USD0.001 COM 458118106 67,953 2,285,667 SH   SOLE 1 2,285,667 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 28,679 621,287 SH   SOLE 2 621,287 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 813,340 17,620,009 SH   SOLE 3 17,620,009 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 3,226 69,885 SH   SOLE 4 69,885 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 36,959 800,677 SH   SOLE 7 800,677 0 0
INTEL CORPORATION COMMON STOCK USD0.001 COM 458140100 10,211 221,210 SH   SOLE 9 221,210 0 0
INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01 COM 45866F104 254 3,600 SH   SOLE 2 3,600 0 0
INTERCONTINENTAL EXCHANGE INCORPORATED COMMON STOCK USD0.01 COM 45866F104 10,358 146,800 SH   SOLE 3 146,800 0 0
INTERDIGITAL INCORPORATED COMMON STOCK USD0.01 COM 45867G101 624 8,200 SH   SOLE 2 8,200 0 0
INTERDIGITAL INCORPORATED COMMON STOCK USD0.01 COM 45867G101 1,154 15,160 SH   SOLE 3 15,160 0 0
INTERNATIONAL FLAVORS & FRAGRANCES INCORPORATED COMMON STOCK USD0.125 COM 459506101 458 3,000 SH   SOLE 3 3,000 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 24,546 423,644 SH   SOLE 3 423,644 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 90 1,559 SH   SOLE 4 1,559 0 0
INTERNATIONAL PAPER COMPANY COMMON STOCK USD1 COM 460146103 278 4,803 SH   SOLE 7 4,803 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 508 27,500 SH   SOLE 2 27,500 0 0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPV COM Y41053102 4,929 267,016 SH   SOLE 3 267,016 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 17,707 115,418 SH   SOLE 2 115,418 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 407,817 2,658,176 SH   SOLE 3 2,658,176 0 0
INTL BUSINESS MACHINES CORPORATION COMMON STOCK USD0.20 COM 459200101 489 3,185 SH   SOLE 7 3,185 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 4,039 25,600 SH   SOLE 2 25,600 0 0
INTUIT INC COMMON STOCK USD0.01 COM 461202103 51,820 328,435 SH   SOLE 3 328,435 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 730 2,000 SH   SOLE 2 2,000 0 0
INTUITIVE SURGICAL COMMON STOCK USD0.001 COM 46120E602 8,008 21,942 SH   SOLE 3 21,942 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 301 8,245 SH   SOLE 3 8,245 0 0
INVESCO LIMITED ORDINARY USD0.10 COM G491BT108 849 23,245 SH   SOLE 7 23,245 0 0
INVESCO MORTGAGE CAPITAL INCORPORATED REIT USD0.01 REIT 46131B100 177 9,932 SH   SOLE 3 9,932 0 0
INVESTORS REAL ESTATE TRUST REIT NPV REIT 461730103 95 16,638 SH   SOLE 3 16,638 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 6,228 264,222 SH   SOLE 3 264,222 0 0
INVITATION HOMES INCORPORATED REIT USD0.01 REIT 46187W107 14,198 602,393 SH   SOLE 10 602,393 0 0
IQVIA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 46266C105 1,014 10,355 SH   SOLE 7 10,355 0 0
IRON MOUNTAIN INCORPORATED REIT USD0.01 REIT 46284V101 1,334 35,352 SH   SOLE 3 35,352 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 150 4,485 SH   SOLE 7 4,485 0 0
ISHA CURR HEDGED MSCI JAPAN ETF 46434V886 759 22,770 SH   SOLE 9 22,770 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 44,926 789,560 SH   SOLE 4 789,560 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 2,199 38,654 SH   SOLE 6 38,654 0 0
ISHARES CORE MSCI EMERGING ETF ETF 46434G103 13 235 SH   SOLE 9 235 0 0
ISHARES CORE US AGGREGATE BOND ETF ETF 464287226 110,984 1,015,132 SH   SOLE 11 1,015,132 0 0
ISHARES EXPONENTIAL TECH ETF ETF 46434V381 64 1,800 SH   SOLE 7 1,800 0 0
ISHARES GLOBAL INFRASTRUCTURE ETF ETF 464288372 149 3,300 SH   SOLE 7 3,300 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 233 1,515 SH   SOLE 7 1,515 0 0
ISHARES GLOBAL TECH ETF ETF 464287291 51 330 SH   SOLE 9 330 0 0
ISHARES GLOBAL TELECOM ETF ETF 464287275 24 390 SH   SOLE 7 390 0 0
ISHARES INCORPORATED MSCI FRANCE ETF ETF 464286707 3,502 112,186 SH   SOLE 7 112,186 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 9,501 158,543 SH   SOLE 2 158,543 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 149 2,490 SH   SOLE 7 2,490 0 0
ISHARES INCORPORATED MSCI JAPAN ETF ETF 46434G822 1,291 21,537 SH   SOLE 9 21,537 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 273 5,705 SH   SOLE 7 5,705 0 0
ISHARES INCORPORATED MSCI PACIFIC EX JAPAN ETF ETF 464286665 386 8,075 SH   SOLE 9 8,075 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 11,282 234,070 SH   SOLE 2 234,070 0 0
ISHARES JP MORGAN EM LOCAL CURRENCY ETF ETF 464286517 401 8,313 SH   SOLE 4 8,313 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 160 1,010 SH   SOLE 7 1,010 0 0
ISHARES MORNINGSTAR LARGE-CA ETF 464287127 99 625 SH   SOLE 9 625 0 0
ISHARES MSCI ACWI ETF ETF 464288257 30 420 SH   SOLE 7 420 0 0
ISHARES MSCI ACWI ETF ETF 464288257 4,195 58,190 SH   SOLE 9 58,190 0 0
ISHARES MSCI GLOBAL GOLD MINERS ETF ETF 46434G855 94 5,000 SH   SOLE 9 5,000 0 0
ISHARES MSCI INDIA ETF ETF 46429B598 6,608 183,212 SH   SOLE 2 183,212 0 0
ISHARES MSCI SINGAPORE ETF ETF 46434G780 20,690 797,922 SH   SOLE 11 797,922 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 3,196 42,649 SH   SOLE 2 42,649 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 16,439 219,393 SH   SOLE 4 219,393 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 33,839 451,611 SH   SOLE 6 451,611 0 0
ISHARES MSCI SOUTH KOREA ETF ETF 464286772 5,022 67,028 SH   SOLE 11 67,028 0 0
ISHARES MSCI TAIWAN ETF ETF 46434G772 2,828 78,107 SH   SOLE 2 78,107 0 0
ISHARES MSCI UNITED KINGDOM ETF 46429B416 43 990 SH   SOLE 7 990 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 1,511 42,189 SH   SOLE 7 42,189 0 0
ISHARES MSCI UNITED KINGDOM ETF ETF 46435G334 1,775 49,547 SH   SOLE 9 49,547 0 0
ISHARES S&P 100 ETF ETF 464287101 130 1,095 SH   SOLE 7 1,095 0 0
ISHARES TRUST CORE MSCI EUROPE ETF 46434V738 6,724 134,024 SH   SOLE 2 134,024 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 84,246 313,357 SH   SOLE 2 313,357 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 114,257 424,983 SH   SOLE 3 424,983 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 3,724 13,853 SH   SOLE 7 13,853 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 8,620 32,061 SH   SOLE 8 32,061 0 0
ISHARES TRUST CORE S&P 500 ETF ETF 464287200 12,489 46,452 SH   SOLE 9 46,452 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 3,454 18,200 SH   SOLE 7 18,200 0 0
ISHARES TRUST CORE S&P MID-CAP ETF ETF 464287507 4,094 21,570 SH   SOLE 9 21,570 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 1,329 17,300 SH   SOLE 9 17,300 0 0
ISHARES TRUST CORE S&P SMALL-CAP ETF ETF 464287804 2,567 33,426 SH   SOLE 11 33,426 0 0
ISHARES TRUST EUROPE ETF ETF 464287861 16 340 SH   SOLE 7 340 0 0
ISHARES TRUST GLOBAL ENERGY ETF ETF 464287341 21 600 SH   SOLE 7 600 0 0
ISHARES TRUST GLOBAL ENERGY ETF ETF 464287341 31,645 890,149 SH   SOLE 11 890,149 0 0
ISHARES TRUST GLOBAL HEALTHCARE ETF ETF 464287325 51 450 SH   SOLE 7 450 0 0
ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 14,969 171,541 SH   SOLE 2 171,541 0 0
ISHARES TRUST IBOXX HIGH YIELD CORPORATE BOND ETF ETF 464288513 489 5,599 SH   SOLE 4 5,599 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 184,407 1,517,006 SH   SOLE 2 1,517,006 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 2,235 18,387 SH   SOLE 3 18,387 0 0
ISHARES TRUST IBOXX INVESTMENT GRADE CORPORATE BOND ETF ETF 464287242 521 4,284 SH   SOLE 4 4,284 0 0
ISHARES TRUST JP MORGAN USD EMERGING MARKETS BOND ETF ETF 464288281 3,392 29,212 SH   SOLE 2 29,212 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 283 3,705 SH   SOLE 7 3,705 0 0
ISHARES TRUST MSCI ALL COUNTRY ASIA EX-JAPAN ETF ETF 464288182 942 12,345 SH   SOLE 9 12,345 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 70,310 1,000,000 SH   SOLE 2 1,000,000 0 0
ISHARES TRUST MSCI EAFE ETF ETF 464287465 2,143 30,478 SH   SOLE 3 30,478 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 4,466 94,775 SH   SOLE 3 94,775 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 312 6,625 SH   SOLE 7 6,625 0 0
ISHARES TRUST MSCI EMERGING MARKETS ETF ETF 464287234 1,482 31,460 SH   SOLE 9 31,460 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 665 15,335 SH   SOLE 7 15,335 0 0
ISHARES TRUST MSCI EUROZONE ETF ETF 464286608 779 17,955 SH   SOLE 9 17,955 0 0
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ISHARES TRUST RUSSELL 1000 VALUE ETF ETF 464287598 18,930 152,240 SH   SOLE 9 152,240 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 24,893 163,273 SH   SOLE 1 163,273 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 58,915 386,432 SH   SOLE 4 386,432 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 16,974 111,334 SH   SOLE 6 111,334 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 194 1,270 SH   SOLE 7 1,270 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 1,787 11,720 SH   SOLE 8 11,720 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 289 1,895 SH   SOLE 9 1,895 0 0
ISHARES TRUST RUSSELL 2000 ETF ETF 464287655 40,513 265,730 SH   SOLE 11 265,730 0 0
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ISTAR INCORPORATED REIT USD0.001 REIT 45031U101 111 9,780 SH   SOLE 3 9,780 0 0
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ITAU UNIBANCO HOLDING SA ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 465562106 2,028 156,000 SH   SOLE 7 156,000 0 0
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MCKESSON HBOC INCORPORATED COMMON STOCK USD0.01 COM 58155Q103 117,915 756,106 SH   SOLE 3 756,106 0 0
MDC PARTNERS INCORPORATED - A COMMON STOCK NPV COM 552697104 20,197 2,071,488 SH   SOLE 1 2,071,488 0 0
MEDALLION FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 583928106 223 62,705 SH   SOLE 3 62,705 0 0
MEDEQUITIES REALTY TRUST INCORPORATED REIT REIT 58409L306 61 5,424 SH   SOLE 3 5,424 0 0
MEDICAL PROPERTIES TRUST INCORPORATED REIT USD0.001 REIT 58463J304 3,435 249,264 SH   SOLE 3 249,264 0 0
MEDIDATA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 58471A105 626 9,880 SH   SOLE 3 9,880 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 579 8,300 SH   SOLE 2 8,300 0 0
MEDIFAST INCORPORATED COMMON STOCK USD0.001 COM 58470H101 314 4,500 SH   SOLE 3 4,500 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 3,447 64,511 SH   SOLE 2 64,511 0 0
MEDNAX INCORPORATED COMMON STOCK USD0.01 COM 58502B106 56,290 1,053,335 SH   SOLE 3 1,053,335 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 13,916 172,333 SH   SOLE 2 172,333 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 113,428 1,404,685 SH   SOLE 3 1,404,685 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 3,418 42,332 SH   SOLE 4 42,332 0 0
MEDTRONIC PLC USD0.10 COM G5960L103 451 5,591 SH   SOLE 7 5,591 0 0
MERCADOLIBRE INCORPORATED COMMON STOCK USD0.001 COM 58733R102 4,925 15,652 SH   SOLE 3 15,652 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 23,054 409,707 SH   SOLE 2 409,707 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 349,170 6,205,263 SH   SOLE 3 6,205,263 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 58 1,037 SH   SOLE 4 1,037 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 2,436 43,283 SH   SOLE 7 43,283 0 0
MERCK AND COMPANY INCORPORATED NEW COMMON STOCK USD0.01 COM 58933Y105 272 4,841 SH   SOLE 9 4,841 0 0
MEREDITH CORP COM STK US$1 COM 589433101 1,585 24,000 SH   SOLE 2 24,000 0 0
MEREDITH CORP COM STK US$1 COM 589433101 8,428 127,600 SH   SOLE 3 127,600 0 0
MERIDIAN BIOSCIENCE INCORPORATED COMMON STOCK NPV COM 589584101 685 48,947 SH   SOLE 3 48,947 0 0
MERITOR INCORPORATED COMMON STOCK USD1 COM 59001K100 136 5,800 SH   SOLE 3 5,800 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 7,250 143,403 SH   SOLE 3 143,403 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 3,480 68,827 SH   SOLE 7 68,827 0 0
METLIFE INCORPORATED COMMON STOCK USD0.01 COM 59156R108 2,269 44,877 SH   SOLE 9 44,877 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 558 900 SH   SOLE 2 900 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 5,530 8,926 SH   SOLE 3 8,926 0 0
METTLER-TOLEDO INTERNATIONAL COMMON STOCK USD0.01 COM 592688105 2,367 3,820 SH   SOLE 7 3,820 0 0
MGM GROWTH PROPERTIES LLC REITS NPV REIT 55303A105 1,708 58,585 SH   SOLE 3 58,585 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD0.01 COM 552953101 11,344 339,751 SH   SOLE 2 339,751 0 0
MGM RESORTS INTERNATIONAL COMMON STOCK USD0.01 COM 552953101 14,971 448,358 SH   SOLE 3 448,358 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 3,374 53,600 SH   SOLE 2 53,600 0 0
MICHAEL KORS HOLDINGS LIMITED COMMON STOCK NPV COM G60754101 87,550 1,390,784 SH   SOLE 3 1,390,784 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 2,535 104,800 SH   SOLE 2 104,800 0 0
MICHAELS COS INC/THE COMMON STOCK USD0.06775 COM 59408Q106 22,397 925,887 SH   SOLE 3 925,887 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 34,312 390,442 SH   SOLE 1 390,442 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 1,437 16,355 SH   SOLE 3 16,355 0 0
MICROCHIP TECHNOLOGY INCORPORATED COMMON STOCK USD0.001 COM 595017104 37 419 SH   SOLE 7 419 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 4,733 115,100 SH   SOLE 2 115,100 0 0
MICRON TECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 595112103 57,877 1,407,520 SH   SOLE 3 1,407,520 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 53,108 620,850 SH   SOLE 2 620,850 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 517,591 6,050,870 SH   SOLE 3 6,050,870 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 4,280 50,030 SH   SOLE 4 50,030 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 28,778 336,422 SH   SOLE 7 336,422 0 0
MICROSOFT CORPORATION COMMON STOCK USD0.0000125 COM 594918104 7,534 88,079 SH   SOLE 9 88,079 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 80,894 804,438 SH   SOLE 1 804,438 0 0
MID-AMERICA APARTMENT COMMUNITIES INCORPORATED REIT USD0.01 REIT 59522J103 1,364 13,562 SH   SOLE 3 13,562 0 0
MIDDLEBY CORPORATION COMMON STOCK USD0.01 COM 596278101 864 6,400 SH   SOLE 2 6,400 0 0
MIDDLEBY CORPORATION COMMON STOCK USD0.01 COM 596278101 7,247 53,700 SH   SOLE 3 53,700 0 0
MILLER (HERMAN) INCORPORATED COMMON STOCK USD0.20 COM 600544100 276 6,900 SH   SOLE 3 6,900 0 0
MIMEDX GROUP INC COMMON STOCK USD0.001 COM 602496101 650 51,575 SH   SOLE 3 51,575 0 0
MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV COM 55306N104 151 1,600 SH   SOLE 2 1,600 0 0
MKS INSTRUMENTS INCORPORATED COMMON STOCK NPV COM 55306N104 8,760 92,700 SH   SOLE 3 92,700 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 10,530 1,033,331 SH   SOLE 2 1,033,331 0 0
MOBILE TELESYSTEMS OJSC ADR (EACH REPRESENTS 2 COMMON SHARES) ADR 607409109 36,754 3,606,851 SH   SOLE 3 3,606,851 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 330 6,800 SH   SOLE 2 6,800 0 0
MOELIS AND COMPANY CLASS A COMMON STOCK USD0.01 COM 60786M105 5,219 107,600 SH   SOLE 3 107,600 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 17,018 61,680 SH   SOLE 3 61,680 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 146 529 SH   SOLE 4 529 0 0
MOHAWK INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 608190104 435 1,575 SH   SOLE 7 1,575 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 959 12,500 SH   SOLE 2 12,500 0 0
MOLINA HEALTHCARE INCORPORATED COMMON STOCK USD0.001 COM 60855R100 1,189 15,500 SH   SOLE 3 15,500 0 0
MOMENTA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001 COM 60877T100 998 71,510 SH   SOLE 3 71,510 0 0
MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES) ADR 60879B107 676 27,600 SH   SOLE 2 27,600 0 0
MOMO INCORPORATED-SPONSORED ADR(EACH REPRESENTS 2 ORDINARY SHARES) ADR 60879B107 11,712 478,447 SH   SOLE 3 478,447 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 2,329 54,423 SH   SOLE 3 54,423 0 0
MONDELEZ INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 609207105 355 8,289 SH   SOLE 7 8,289 0 0
MONMOUTH REAL ESTATE INVESTMENT CORPORATION CLASS 'A' REIT USD0.01 REIT 609720107 200 11,244 SH   SOLE 3 11,244 0 0
MONOLITHIC POWER SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 609839105 482 4,289 SH   SOLE 3 4,289 0 0
MONSANTO COMPANY COMMON STOCK USD0.01 COM 61166W101 18,642 159,635 SH   SOLE 3 159,635 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 570 9,000 SH   SOLE 2 9,000 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 61,177 966,614 SH   SOLE 3 966,614 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 2,539 40,113 SH   SOLE 4 40,113 0 0
MONSTER BEVERAGE CORPORATION COMMON STOCK USD0.005 COM 61174X109 260 4,104 SH   SOLE 7 4,104 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 3,100 21,000 SH   SOLE 2 21,000 0 0
MOODY'S CORPORATION COMMON STOCK USD0.01 COM 615369105 22,437 152,000 SH   SOLE 3 152,000 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 8,694 165,700 SH   SOLE 2 165,700 0 0
MORGAN STANLEY COMMON STOCK USD0.01 COM 617446448 67,608 1,288,504 SH   SOLE 3 1,288,504 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 3,441 134,100 SH   SOLE 2 134,100 0 0
MOSAIC COMPANY (THE) COMMON STOCK USD0.01 COM 61945C103 22,573 879,700 SH   SOLE 3 879,700 0 0
MOTOROLA SOLUTIONS INCORPORATED COMMON STOCK USD0.01 COM 620076307 8,001 88,563 SH   SOLE 3 88,563 0 0
MOVADO GROUP INCORPORATED COMMON STOCK USD0.01 COM 624580106 217 6,730 SH   SOLE 3 6,730 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 100,770 1,042,522 SH   SOLE 1 1,042,522 0 0
MSC INDUSTRIAL DIRECT COMPANY INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 553530106 561 5,800 SH   SOLE 3 5,800 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 898 7,100 SH   SOLE 2 7,100 0 0
MSCI INCORPORATED COMMON STOCK USD0.01 COM 55354G100 18,484 146,070 SH   SOLE 3 146,070 0 0
MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 553573106 136 6,700 SH   SOLE 2 6,700 0 0
MSG NETWORKS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 553573106 255 12,600 SH   SOLE 3 12,600 0 0
MTS SYSTEMS CORPORATION COMMON STOCK USD0.25 COM 553777103 573 10,667 SH   SOLE 3 10,667 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 1,903 61,300 SH   SOLE 2 61,300 0 0
MURPHY OIL CORPORATION COMMON STOCK USD1 COM 626717102 27,260 877,934 SH   SOLE 3 877,934 0 0
MYLAN NV EUR0.01 COM N59465109 8,111 191,700 SH   SOLE 2 191,700 0 0
MYLAN NV EUR0.01 COM N59465109 90,903 2,148,500 SH   SOLE 3 2,148,500 0 0
MYLAN NV EUR0.01 COM N59465109 45 1,072 SH   SOLE 7 1,072 0 0
NABORS INDUSTRIES LIMITED COMMON STOCK USD0.001 COM G6359F103 6,983 1,022,400 SH   SOLE 3 1,022,400 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 11,849 154,218 SH   SOLE 3 154,218 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 80 1,045 SH   SOLE 4 1,045 0 0
NASDAQ INCORPORATED COMMON STOCK USD0.01 COM 631103108 209 2,717 SH   SOLE 7 2,717 0 0
NATIONAL CINEMEDIA INCORPORATED COMMON STOCK USD0.01 COM 635309107 659 96,033 SH   SOLE 3 96,033 0 0
NATIONAL GENERAL HOLDINGS COMMON STOCK USD0.01 COM 636220303 29,603 1,507,289 SH   SOLE 1 1,507,289 0 0
NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01 REIT 63633D104 724 9,600 SH   SOLE 2 9,600 0 0
NATIONAL HEALTH INVESTORS INCORPORATED REIT USD0.01 REIT 63633D104 603 7,995 SH   SOLE 3 7,995 0 0
NATIONAL PRESTO INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 637215104 119 1,200 SH   SOLE 3 1,200 0 0
NATIONAL RETAIL PROPERTIES REIT USD0.01 REIT 637417106 890 20,634 SH   SOLE 3 20,634 0 0
NATIONAL STORAGE AFFILIATES TRUST REIT USD0.01 REIT 637870106 167 6,123 SH   SOLE 3 6,123 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 1,158 3,499 SH   SOLE 2 3,499 0 0
NATIONAL WESTERN LIFE GROUP INCORPORATED CLASS A COMMON STOCK USD0.01 COM 638517102 19,551 59,062 SH   SOLE 3 59,062 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 108 3,000 SH   SOLE 2 3,000 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 7,074 196,402 SH   SOLE 3 196,402 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 46 1,267 SH   SOLE 4 1,267 0 0
NATIONAL-OILWELL VARCO INCORPORATED COMMON STOCK USD0.01 COM 637071101 236 6,540 SH   SOLE 7 6,540 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 14 900 SH   SOLE 2 900 0 0
NATURAL HEALTH TRENDS CORP COMMON STOCK USD0.001 COM 63888P406 777 51,149 SH   SOLE 3 51,149 0 0
NAVIENT CORPORATION COMMON STOCK USD0.01 COM 63938C108 130 9,752 SH   SOLE 3 9,752 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 901 26,500 SH   SOLE 2 26,500 0 0
NCR CORPORATION COMMON STOCK USD0.01 COM 62886E108 12,413 365,200 SH   SOLE 3 365,200 0 0
NEKTAR THERAPEUTICS COMMON STOCK USD0.0001 COM 640268108 399 6,675 SH   SOLE 3 6,675 0 0
NEKTAR THERAPEUTICS COMMON STOCK USD0.0001 COM 640268108 438 7,341 SH   SOLE 7 7,341 0 0
NET 1 UEPS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001 COM 64107N206 558 46,900 SH   SOLE 3 46,900 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 6,838 123,616 SH   SOLE 2 123,616 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 144,063 2,604,178 SH   SOLE 3 2,604,178 0 0
NETAPP INCORPORATED COMMON STOCK USD0.001 COM 64110D104 2,594 46,897 SH   SOLE 4 46,897 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 7,188 20,830 SH   SOLE 2 20,830 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 57,049 165,326 SH   SOLE 3 165,326 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 17,111 49,587 SH   SOLE 4 49,587 0 0
NETEASE INCORPORATED ADR (EACH REPRESENTS 25 SHARES USD0.0001) ADR 64110W102 172,063 498,633 SH   SOLE 6 498,633 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 346 1,800 SH   SOLE 2 1,800 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 49,576 258,264 SH   SOLE 3 258,264 0 0
NETFLIX INCORPORATED COMMON STOCK USD0.001 COM 64110L106 2,535 13,208 SH   SOLE 4 13,208 0 0
NEUROCRINE BIOSCIENCES INCORPORATED COMMON STOCK USD0.001 COM 64125C109 2,248 28,976 SH   SOLE 3 28,976 0 0
NEVSUN RESOURCES LIMITED COMMON NPV COM 64156L101 2,176 711,261 SH   SOLE 2 711,261 0 0
NEVSUN RESOURCES LIMITED COMMON NPV COM 64156L101 4,783 1,563,038 SH   SOLE 3 1,563,038 0 0
NEW GOLD INCORPORATED COMMON NPV COM 644535106 234 56,700 SH   SOLE 3 56,700 0 0
NEW GOLD INCORPORATED COMMON NPV (US LISTING) COM 644535106 1,665 506,146 SH   SOLE 3 506,146 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 223,969 2,382,645 SH   SOLE 2 2,382,645 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 371,496 3,952,084 SH   SOLE 3 3,952,084 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 141,211 1,502,247 SH   SOLE 4 1,502,247 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 309,361 3,291,076 SH   SOLE 6 3,291,076 0 0
NEW ORIENTAL EDUCATION & TECHNOLOGY GROUP INCORPORATED SPONSORED ADR USD0.01 (EACH REPRESENTS 1 ORDINARY SHARES) ADR 647581107 2,421 25,750 SH   SOLE 7 25,750 0 0
NEW SENIOR INVESTMENT GROUP INC REIT NPV REIT 648691103 85 11,281 SH   SOLE 3 11,281 0 0
NEW YORK COMMUNITY BANCORP INCORPORATED COMMON STOCK USD0.01 COM 649445103 5,206 399,875 SH   SOLE 3 399,875 0 0
NEWELL BRANDS INCORPORATED COMMON STOCK USD1 COM 651229106 675 21,837 SH   SOLE 4 21,837 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 57,837 1,834,341 SH   SOLE 1 1,834,341 0 0
NEWFIELD EXPLORATION COMPANY COMMON STOCK USD0.01 COM 651290108 8,418 266,989 SH   SOLE 3 266,989 0 0
NEWMARKET CORPORATION COMMON STOCK NPV COM 651587107 1,033 2,599 SH   SOLE 3 2,599 0 0
NEWMONT MINING CORPORATION COMMON STOCK USD1.60 COM 651639106 11,006 293,350 SH   SOLE 3 293,350 0 0
NEXPOINT RESIDENTIAL TRUST INC REIT USD0.01 REIT 65341D102 86 3,088 SH   SOLE 3 3,088 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 4,873 31,200 SH   SOLE 2 31,200 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 86,013 550,695 SH   SOLE 3 550,695 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 3,262 20,886 SH   SOLE 4 20,886 0 0
NEXTERA ENERGY INCORPORATED COMMON STOCK USD0.01 COM 65339F101 491 3,143 SH   SOLE 7 3,143 0 0
NEXTERA ENERGY PARTNERS LP NPV PART 65341B106 371 8,596 SH   SOLE 3 8,596 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 43 2,600 SH   SOLE 2 2,600 0 0
NIC INCORPORATED COMMON STOCK NPV COM 62914B100 3,562 214,551 SH   SOLE 3 214,551 0 0
NIELSEN HOLDINGS PUBLIC LIMITED COMPANY ORDINARY EUR0.07 COM G6518L108 834 22,900 SH   SOLE 2 22,900 0 0
NIELSEN HOLDINGS PUBLIC LIMITED COMPANY ORDINARY EUR0.07 COM G6518L108 1,099 30,200 SH   SOLE 3 30,200 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 3,040 48,600 SH   SOLE 2 48,600 0 0
NIKE INCORPORATED CLASS B COMMON STOCK NPV COM 654106103 17,560 280,743 SH   SOLE 3 280,743 0 0
NISOURCE INC COM 65473P105 60,181 2,344,411 SH   SOLE 1 2,344,411 0 0
NOAH HOLDINGS LIMITED ADR (2 REPRESENTS 1 ORDINARY SHARE) ADR 65487X102 444 9,600 SH   SOLE 2 9,600 0 0
NOAH HOLDINGS LIMITED ADR (2 REPRESENTS 1 ORDINARY SHARE) ADR 65487X102 2,471 53,400 SH   SOLE 3 53,400 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 1,468 324,800 SH   SOLE 2 324,800 0 0
NOBLE CORPORATION PLC COMMON STOCK CHF3.15 COM G65431101 18,666 4,129,646 SH   SOLE 3 4,129,646 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 1,087 37,287 SH   SOLE 2 37,287 0 0
NOBLE ENERGY INCORPORATED COMMON STOCK USD0.01 COM 655044105 25,243 866,279 SH   SOLE 3 866,279 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 60 1,400 SH   SOLE 2 1,400 0 0
NORBORD INCORPORATED COMMON NPV COM 65548P403 5,861 137,751 SH   SOLE 3 137,751 0 0
NORDIC AMERICAN TANKERS LIMITED COMMON STOCK USD0.01 COM G65773106 3 1,340 SH   SOLE 7 1,340 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 67,646 462,065 SH   SOLE 1 462,065 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 1,698 11,600 SH   SOLE 2 11,600 0 0
NORDSON CORPORATION COMMON STOCK NPV COM 655663102 1,566 10,700 SH   SOLE 3 10,700 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 31,901 673,299 SH   SOLE 1 673,299 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 1,109 23,400 SH   SOLE 2 23,400 0 0
NORDSTROM INCORPORATED COMMON STOCK NPV COM 655664100 16,092 339,642 SH   SOLE 3 339,642 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 2,710 18,700 SH   SOLE 2 18,700 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 1,174 8,100 SH   SOLE 3 8,100 0 0
NORFOLK SOUTHERN CORP COMMON STOCK USD1 COM 655844108 1,143 7,890 SH   SOLE 9 7,890 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 2,026 6,600 SH   SOLE 2 6,600 0 0
NORTHROP GRUMMAN CORPORATION COMMON STOCK USD1 COM 666807102 38,343 124,932 SH   SOLE 3 124,932 0 0
NORTHSTAR REALTY EUROPE CORPORATIOIN REIT USD0.01 REIT 66706L101 108 8,013 SH   SOLE 3 8,013 0 0
NORTHWEST NATURAL GAS COMPANY COMMON STOCK USD3.167 COM 667655104 173 2,900 SH   SOLE 3 2,900 0 0
NORTHWEST PIPE CO COMMON STOCK USD0.01 COM 667746101 239 12,500 SH   SOLE 3 12,500 0 0
NOVANTA INCORPORATED COMMON STOCK NPV COM 67000B104 8,261 165,226 SH   SOLE 1 165,226 0 0
NOVARTIS AG ADR (EACH REPRESENTING 1 CHF0.5)(REGISTERED) ADR 66987V109 105 1,250 SH   SOLE 7 1,250 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 355 5,200 SH   SOLE 2 5,200 0 0
NU SKIN ENTERPRISES INCORPORATED CLASS 'A' COMMON STOCK USD0.001 COM 67018T105 6,014 88,145 SH   SOLE 3 88,145 0 0
NVE CORPORATION COMMON STOCK USD0.01 COM 629445206 129 1,500 SH   SOLE 3 1,500 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 4,644 24,000 SH   SOLE 2 24,000 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 69,319 358,239 SH   SOLE 3 358,239 0 0
NVIDIA CORPORATION COMMON STOCK USD0.001 COM 67066G104 2,019 10,433 SH   SOLE 4 10,433 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 561 160 SH   SOLE 2 160 0 0
NVR INCORPORATED COMMON STOCK USD0.01 COM 62944T105 5,575 1,589 SH   SOLE 3 1,589 0 0
OBSIDIAN ENERGY LIMITED COMMON NPV COM 674482104 166 106,600 SH   SOLE 2 106,600 0 0
OBSIDIAN ENERGY LIMITED COMMON NPV COM 674482104 3,808 2,441,100 SH   SOLE 3 2,441,100 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 17,131 232,573 SH   SOLE 2 232,573 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 160,450 2,178,258 SH   SOLE 3 2,178,258 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 2,620 35,571 SH   SOLE 4 35,571 0 0
OCCIDENTAL PETROLEUM CORP COMMON STOCK USD0.20 COM 674599105 1,003 13,619 SH   SOLE 7 13,619 0 0
OCEANEERING INTERNATIONAL INCORPORATED COMMON STOCK USD0.25 COM 675232102 8,965 424,092 SH   SOLE 3 424,092 0 0
OFFICE DEPOT INCORPORATED COMMON STOCK USD0.01 COM 676220106 47 13,300 SH   SOLE 3 13,300 0 0
OGE ENERGY CORPORATION COMMON STOCK USD0.01 COM 670837103 303 9,204 SH   SOLE 3 9,204 0 0
OIL STATES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 678026105 51 1,800 SH   SOLE 2 1,800 0 0
OIL STATES INTERNATIONAL INCORPORATED COMMON STOCK USD0.01 COM 678026105 3,897 137,700 SH   SOLE 3 137,700 0 0
OM ASSET MANAGEMENT PLC COMMON STOCK USD0.001 COM G67506108 1,984 118,459 SH   SOLE 3 118,459 0 0
OMEGA HEALTHCARE INVESTORS INCORPORATED REIT USD0.10 REIT 681936100 920 33,391 SH   SOLE 3 33,391 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 8,375 115,000 SH   SOLE 2 115,000 0 0
OMNICOM GROUP INC COMMON STOCK USD0.15 COM 681919106 173,614 2,383,819 SH   SOLE 3 2,383,819 0 0
ON ASSIGNMENT COMMON STOCK USD0.01 COM 682159108 19,232 299,239 SH   SOLE 1 299,239 0 0
ON SEMICONDUCTOR CORPORATION COMMON STOCK USD0.01 COM 682189105 109,515 5,229,960 SH   SOLE 1 5,229,960 0 0
ONE LIBERTY PROPERTIES INCORPORATED REIT USD1 REIT 682406103 53 2,052 SH   SOLE 3 2,052 0 0
ONEOK INCORPORATED COMMON STOCK USD0.01 COM 682680103 2,037 38,110 SH   SOLE 3 38,110 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 17,162 362,981 SH   SOLE 2 362,981 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 264,075 5,585,349 SH   SOLE 3 5,585,349 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 3,111 65,807 SH   SOLE 4 65,807 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 25,916 548,134 SH   SOLE 7 548,134 0 0
ORACLE CORPORATION COMMON STOCK USD0.01 COM 68389X105 8,742 184,903 SH   SOLE 9 184,903 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 818 3,400 SH   SOLE 2 3,400 0 0
O'REILLY AUTOMOTIVE INCORPORATED COMMON STOCK USD0.01 COM 67103H107 9,299 38,659 SH   SOLE 3 38,659 0 0
ORITANI FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 68633D103 403 24,602 SH   SOLE 3 24,602 0 0
ORIX CORPORATION SPONSORED ADR (EACH REPRESENTING 1/2 ORDINARY JPY50) (CIT) ADR 686330101 22 260 SH   SOLE 2 260 0 0
OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPV COM 69036R863 273 99,550 SH   SOLE 3 99,550 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 53,261 579,306 SH   SOLE 1 579,306 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 15,374 167,218 SH   SOLE 2 167,218 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 26,956 293,196 SH   SOLE 3 293,196 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 51 557 SH   SOLE 4 557 0 0
OWENS CORNING INCORPORATED COMMON STOCK USD0.01 COM 690742101 225 2,450 SH   SOLE 7 2,450 0 0
OXFORD INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 691497309 30,743 408,867 SH   SOLE 1 408,867 0 0
PACCAR INCORPORATED COMMON STOCK USD1 COM 693718108 6,213 87,413 SH   SOLE 3 87,413 0 0
PACIRA PHARMACEUTICALS INCORPORATED COMMON STOCK NPV COM 695127100 44,746 980,206 SH   SOLE 1 980,206 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 2,211 18,343 SH   SOLE 2 18,343 0 0
PACKAGING CORPORATION OF AMERICA COMMON STOCK USD0.01 COM 695156109 34,193 283,638 SH   SOLE 3 283,638 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 2,377 35,324 SH   SOLE 2 35,324 0 0
PAMPA ENERGIA SA SPONSORED ADR (EACH REPRESENTS 25 ORDINARY SHARES ARS1) ADR 697660207 53,593 796,567 SH   SOLE 3 796,567 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING) COM 697900108 1,915 123,070 SH   SOLE 2 123,070 0 0
PAN AMERICAN SILVER CORPORATION COMMON NPV (US LISTING) COM 697900108 6,622 425,607 SH   SOLE 3 425,607 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 3,600 125,200 SH   SOLE 2 125,200 0 0
PARK HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 700517105 33,227 1,155,710 SH   SOLE 3 1,155,710 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 2,614 13,100 SH   SOLE 2 13,100 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 19,520 97,803 SH   SOLE 3 97,803 0 0
PARKER-HANNIFIN CORPORATION COMMON STOCK USD0.5 COM 701094104 1,796 9,000 SH   SOLE 7 9,000 0 0
PARSLEY ENERGY INC-CLASS A COMMON STOCK USD0.01 COM 701877102 45,526 1,546,408 SH   SOLE 1 1,546,408 0 0
PATTERSON COMPANIES INCORPORATED COMMON STOCK USD0.01 COM 703395103 12,646 350,015 SH   SOLE 1 350,015 0 0
PATTERSON-UTI ENERGY INCORPORATED COMMON STOCK USD0.01 COM 703481101 219 9,500 SH   SOLE 3 9,500 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 3,343 49,100 SH   SOLE 2 49,100 0 0
PAYCHEX INCORPORATED COMMON STOCK USD0.01 COM 704326107 48,153 707,295 SH   SOLE 3 707,295 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 3,475 47,200 SH   SOLE 2 47,200 0 0
PAYPAL HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 70450Y103 19,308 262,262 SH   SOLE 3 262,262 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 814 21,900 SH   SOLE 2 21,900 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 4,672 125,696 SH   SOLE 3 125,696 0 0
PEBBLEBROOK HOTEL TRUST REIT USD0.01 REIT 70509V100 8,193 220,427 SH   SOLE 10 220,427 0 0
PEMBINA PIPELINE CORPORATION COMMON NPV COM 706327103 6,974 153,238 SH   SOLE 3 153,238 0 0
PENGROWTH ENERGY CORPORATION COMMON NPV COM 70706P104 435 435,000 SH   SOLE 2 435,000 0 0
PENGROWTH ENERGY CORPORATION COMMON NPV COM 70706P104 1,535 1,535,200 SH   SOLE 3 1,535,200 0 0
PEOPLE'S UNITED FINANCIAL INC COMMON STOCK USD0.01 COM 712704105 3,270 174,852 SH   SOLE 3 174,852 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 13,182 109,924 SH   SOLE 2 109,924 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 66,751 556,633 SH   SOLE 3 556,633 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 2,794 23,300 SH   SOLE 7 23,300 0 0
PEPSICO INCORPORATED CAPITAL STOCK USD0.016666 COM 713448108 585 4,882 SH   SOLE 9 4,882 0 0
PERFORMANCE FOOD GROUP CO COMMON STOCK USD0.010000 COM 71377A103 106,002 3,202,492 SH   SOLE 1 3,202,492 0 0
PERKINELMER INC COM 714046109 46,386 634,385 SH   SOLE 1 634,385 0 0
PERKINELMER INC COM 714046109 4,988 68,213 SH   SOLE 3 68,213 0 0
PETMED EXPRESS INC COMMON STOCK USD0.001 COM 716382106 764 16,800 SH   SOLE 2 16,800 0 0
PETMED EXPRESS INC COMMON STOCK USD0.001 COM 716382106 319 7,011 SH   SOLE 3 7,011 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 44,900 4,567,635 SH   SOLE 2 4,567,635 0 0
PETROL BRASILEIRO-PETROBRAS SA SPONSORED ADR (EACH REPRESENTS 2 PREFERENCE SHARE NPV) ADR 71654V101 91,871 9,346,012 SH   SOLE 3 9,346,012 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 43,449 4,222,414 SH   SOLE 2 4,222,414 0 0
PETROLEO BRASILEIRO - PETROBRAS ADS (EACH REPRESENTING 2 COMMON SHARES) ADR 71654V408 88,927 8,642,060 SH   SOLE 3 8,642,060 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 43,684 1,206,073 SH   SOLE 2 1,206,073 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 415,187 11,462,913 SH   SOLE 3 11,462,913 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 113 3,131 SH   SOLE 4 3,131 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 22,760 628,393 SH   SOLE 7 628,393 0 0
PFIZER INCORPORATED COMMON STOCK USD0.05 COM 717081103 7,286 201,167 SH   SOLE 9 201,167 0 0
PG & E CORPORATION COMMON STOCK USD5 COM 69331C108 2,997 66,862 SH   SOLE 3 66,862 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 111,502 1,055,390 SH   SOLE 2 1,055,390 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 177,468 1,679,773 SH   SOLE 3 1,679,773 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 4,281 40,518 SH   SOLE 7 40,518 0 0
PHILIP MORRIS INTERNATIONAL INCORPORATED COMMON STOCK NPV COM 718172109 4,077 38,594 SH   SOLE 9 38,594 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 6,174 61,043 SH   SOLE 3 61,043 0 0
PHILLIPS 66 COMMON STOCK USD0.01 COM 718546104 126 1,250 SH   SOLE 7 1,250 0 0
PIEDMONT OFFICE REALTY TRUST INCORPORATED CLASS A REIT USD0.01 REIT 720190206 349 17,812 SH   SOLE 3 17,812 0 0
PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01 COM 72147K108 773 24,900 SH   SOLE 2 24,900 0 0
PILGRIM'S PRIDE CORPORATION COMMON STOCK USD0.01 COM 72147K108 14,570 469,100 SH   SOLE 3 469,100 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 4,193 49,231 SH   SOLE 3 49,231 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 91 1,066 SH   SOLE 4 1,066 0 0
PINNACLE WEST CAPITAL CORPORATION COMMON STOCK USD2.50 COM 723484101 203 2,380 SH   SOLE 7 2,380 0 0
PIONEER NATURAL RESOURCES COMPANY USD0.01 COM 723787107 341 1,973 SH   SOLE 3 1,973 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 5,182 463,496 SH   SOLE 2 463,496 0 0
PITNEY BOWES INCORPORATED COMMON STOCK USD2 COM 724479100 57,872 5,176,412 SH   SOLE 3 5,176,412 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 1,443 10,000 SH   SOLE 2 10,000 0 0
PNC FINANCIAL SERVICES GROUP COMMON STOCK USD5 COM 693475105 14,631 101,400 SH   SOLE 3 101,400 0 0
PORTLAND GENERAL ELECTRIC COMPANY COMMON STOCK NPV COM 736508847 12,021 263,743 SH   SOLE 1 263,743 0 0
POTASH CORPORATION OF SASKATCHEWAN COMMON NPV (US LISTING) COM 73755L107 24 1,178 SH   SOLE 2 1,178 0 0
PPG INDUSTRIES INC COMMON STOCK USD1.666 COM 693506107 1,018 8,711 SH   SOLE 3 8,711 0 0
PPL CORPORATION COMMON STOCK USD0.01 COM 69351T106 5,284 170,737 SH   SOLE 3 170,737 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 1,531 9,900 SH   SOLE 2 9,900 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 109,094 705,287 SH   SOLE 3 705,287 0 0
PRAXAIR INCORPORATED COMMON STOCK USD0.01 COM 74005P104 4,370 28,254 SH   SOLE 4 28,254 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 2,301 603,900 SH   SOLE 2 603,900 0 0
PRECISION DRILLING CORPORATION COMMON NPV COM 74022D308 5,283 1,386,600 SH   SOLE 3 1,386,600 0 0
PREFERRED APARTMENT COMMUN-A REIT USD0.01 REIT 74039L103 244 12,042 SH   SOLE 3 12,042 0 0
PREMIER INCORPORATED COMMON STOCK USD0.01 COM 74051N102 3,173 108,688 SH   SOLE 3 108,688 0 0
PRETIUM RESOURCES INC COMMON STOCK USD0.01 COM 74139C102 6,043 529,637 SH   SOLE 1 529,637 0 0
PRETIUM RESOURCES INCORPORATED COMMON NPV COM 74139C102 1,776 123,850 SH   SOLE 3 123,850 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 1,175 11,200 SH   SOLE 2 11,200 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 10,473 99,812 SH   SOLE 3 99,812 0 0
PRICE T.ROWE GROUP INCORPORATED COMMON STOCK USD0.20 COM 74144T108 84 800 SH   SOLE 7 800 0 0
PRICELINE GROUP INCORPORATED (THE) COMMON STOCK USD0.008 COM 741503403 147,277 84,752 SH   SOLE 2 84,752 0 0
PRICELINE GROUP INCORPORATED (THE) COMMON STOCK USD0.008 COM 741503403 33,921 19,520 SH   SOLE 3 19,520 0 0
PRICELINE GROUP INCORPORATED (THE) COMMON STOCK USD0.008 COM 741503403 103 59 SH   SOLE 4 59 0 0
PRICELINE GROUP INCORPORATED (THE) COMMON STOCK USD0.008 COM 741503403 346 199 SH   SOLE 7 199 0 0
PRIMERICA INCORPORATED COMMON STOCK USD0.01 COM 74164M108 792 7,800 SH   SOLE 2 7,800 0 0
PRIMERICA INCORPORATED COMMON STOCK USD0.01 COM 74164M108 15,568 153,300 SH   SOLE 3 153,300 0 0
PRIMERO MINING CORPORATION COMMON NPV COM 74164W106 5 56,000 SH   SOLE 3 56,000 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 6,962 98,666 SH   SOLE 2 98,666 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 80,916 1,146,767 SH   SOLE 3 1,146,767 0 0
PRINCIPAL FINANCIAL GROUP COMMON STOCK USD0.01 COM 74251V102 93 1,317 SH   SOLE 7 1,317 0 0
PROASSURANCE CORPORATION COMMON STOCK USD0.01 COM 74267C106 62,568 1,094,808 SH   SOLE 1 1,094,808 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 47,231 514,050 SH   SOLE 2 514,050 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 289,113 3,146,638 SH   SOLE 3 3,146,638 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 185 2,013 SH   SOLE 4 2,013 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 6,394 69,592 SH   SOLE 7 69,592 0 0
PROCTER AND GAMBLE COMPANY (THE) COMMON STOCK NPV COM 742718109 1,100 11,968 SH   SOLE 9 11,968 0 0
PROGRESSIVE CORPORATION (OHIO) COMMON STOCK USD1 COM 743315103 9,221 163,733 SH   SOLE 3 163,733 0 0
PROGRESSIVE WASTE SOLUTIONS LIMITED COMMON NPV COM 94106B101 294 3,300 SH   SOLE 2 3,300 0 0
PROGRESSIVE WASTE SOLUTIONS LIMITED COMMON NPV COM 94106B101 361 4,050 SH   SOLE 3 4,050 0 0
PROLOGIS INCORPORATED REIT USD0.01 REIT 74340W103 4,472 69,319 SH   SOLE 3 69,319 0 0
PROOFPOINT INCORPORATED COMMON STOCK USD0.0001 COM 743424103 719 8,096 SH   SOLE 3 8,096 0 0
PROPETRO HOLDING CORPORATION COMMON STOCK NPV COM 74347M108 22,878 1,134,817 SH   SOLE 1 1,134,817 0 0
PROTO LABS INC COMMON STOCK USD0.001 COM 743713109 7,351 71,372 SH   SOLE 1 71,372 0 0
PRUDENTIAL FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 744320102 5,910 51,401 SH   SOLE 3 51,401 0 0
PS BUSINESS PARKS INCORPORATED CLASS A REIT USD0.01 REIT 69360J107 626 5,008 SH   SOLE 3 5,008 0 0
PTC INCORPORATED COMMON STOCK USD0.01 COM 69370C100 74,985 1,233,913 SH   SOLE 1 1,233,913 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 2,212 42,944 SH   SOLE 3 42,944 0 0
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED COMMON STOCK NPV COM 744573106 62 1,200 SH   SOLE 7 1,200 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 2,278 10,900 SH   SOLE 2 10,900 0 0
PUBLIC STORAGE REIT USD0.10 REIT 74460D109 20,870 99,857 SH   SOLE 3 99,857 0 0
PUMA BIOTECHNOLOGY INCORPORATED COMMON STOCK USD0.0001 COM 74587V107 33,786 341,790 SH   SOLE 1 341,790 0 0
PVH CORPORATION COMMON STOCK USD1 COM 693656100 58,295 424,860 SH   SOLE 1 424,860 0 0
PVH CORPORATION COMMON STOCK USD1 COM 693656100 82 600 SH   SOLE 3 600 0 0
QEP RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 74733V100 932 97,400 SH   SOLE 2 97,400 0 0
QEP RESOURCES INCORPORATED COMMON STOCK USD0.01 COM 74733V100 10,136 1,059,179 SH   SOLE 3 1,059,179 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 10,888 201,041 SH   SOLE 3 201,041 0 0
QTS REALTY TRUST INC-CL A REIT USD0.01 REIT 74736A103 26,529 489,819 SH   SOLE 10 489,819 0 0
QUAD GRAPHICS INCORPORATED COMMON STOCK USD0.025 COM 747301109 59 2,600 SH   SOLE 3 2,600 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 7,086 110,677 SH   SOLE 2 110,677 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 123,465 1,928,539 SH   SOLE 3 1,928,539 0 0
QUALCOMM INCORPORATED COMMON STOCK USD0.0001 COM 747525103 45 700 SH   SOLE 7 700 0 0
QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01 REIT 747545101 822 59,540 SH   SOLE 2 59,540 0 0
QUALITY CARE PROPERTIES INCORPORATED REIT USD0.01 REIT 747545101 11,709 847,870 SH   SOLE 3 847,870 0 0
QUANTA SERVICES INCORPORATED COMMON STOCK USD0.00001 COM 74762E102 4,673 119,475 SH   SOLE 3 119,475 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 3,401 34,534 SH   SOLE 2 34,534 0 0
QUEST DIAGNOSTICS INCORPORATED COMMON STOCK USD0.01 COM 74834L100 49,348 501,048 SH   SOLE 3 501,048 0 0
RADIAN GROUP INC COM 750236101 829 40,219 SH   SOLE 3 40,219 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 892 8,600 SH   SOLE 2 8,600 0 0
RALPH LAUREN CORPORATION CLASS A COMMON STOCK USD0.01 COM 751212101 10,151 97,895 SH   SOLE 3 97,895 0 0
RAMCO-GERSHENSON PROPERTIES TRUST REIT USD0.01 REIT 751452202 2,120 143,913 SH   SOLE 3 143,913 0 0
RANDGOLD RESOURCES LIMITED ADR (EACH REPR 1 ORD USD0.05) ADR 752344309 1,835 18,555 SH   SOLE 3 18,555 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 1,833 107,458 SH   SOLE 2 107,458 0 0
RANGE RESOURCES CORPORATION COMMON STOCK USD0.01 COM 75281A109 22,925 1,343,765 SH   SOLE 3 1,343,765 0 0
RAVEN INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 754212108 113 3,300 SH   SOLE 2 3,300 0 0
RAYMOND JAMES FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 754730109 61,447 688,094 SH   SOLE 1 688,094 0 0
RAYONIER ADVANCED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 75508B104 575 28,100 SH   SOLE 2 28,100 0 0
RAYONIER ADVANCED MATERIALS INCORPORATED COMMON STOCK USD0.01 COM 75508B104 4,284 209,484 SH   SOLE 3 209,484 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 17,396 92,606 SH   SOLE 2 92,606 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 69,076 367,720 SH   SOLE 3 367,720 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 2,960 15,759 SH   SOLE 4 15,759 0 0
RAYTHEON COMPANY COMMON STOCK USD0.01 COM 755111507 164 875 SH   SOLE 7 875 0 0
REALOGY HOLDINGS CORP COMMON STOCK USD0.01 COM 75605Y106 987 37,240 SH   SOLE 3 37,240 0 0
REALTY INCOME CORPORATION REIT USD1 REIT 756109104 2,368 41,529 SH   SOLE 3 41,529 0 0
RED HAT INCORPORATED COMMON STOCK USD0.0001 COM 756577102 5,694 47,414 SH   SOLE 3 47,414 0 0
RED ROCK RESORTS INCORPORATED CLASS A COMMON STOCK USD0.01 COM 75700L108 21,336 632,369 SH   SOLE 1 632,369 0 0
REGAL ENTERTAINMENT GROUP CLASS 'A' COMMON STOCK USD0.001 COM 758766109 48 2,100 SH   SOLE 3 2,100 0 0
REGENCY CENTERS CORPORATION REIT USD0.01 REIT 758849103 1,234 17,842 SH   SOLE 3 17,842 0 0
REGENERON PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.001 COM 75886F107 4,939 13,138 SH   SOLE 3 13,138 0 0
REGIONS FINANCIAL CORPORATION COMMON STOCK USD0.01 COM 7591EP100 419 24,273 SH   SOLE 3 24,273 0 0
REINSURANCE GROUP OF AMERICA INCORPORATED COMMON STOCK USD0.01 COM 759351604 127,247 816,055 SH   SOLE 1 816,055 0 0
RELIANCE STEEL & ALUMINUM COMPANY COMMON STOCK NPV COM 759509102 41,634 485,301 SH   SOLE 1 485,301 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 29,997 238,845 SH   SOLE 1 238,845 0 0
RENAISSANCE HOLDINGS COMMON STOCK NPV COM G7496G103 239 1,900 SH   SOLE 3 1,900 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 97 8,200 SH   SOLE 2 8,200 0 0
RENEWABLE ENERGY GROUP INCORPORATED COMMON STOCK USD0.0001 COM 75972A301 1,313 111,300 SH   SOLE 3 111,300 0 0
REPLIGEN CORPORATION COMMON STOCK USD0.01 COM 759916109 17,351 478,243 SH   SOLE 1 478,243 0 0
REPUBLIC SERVICES INCORORATED COMMON STOCK USD0.01 COM 760759100 210 3,104 SH   SOLE 3 3,104 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 779 9,200 SH   SOLE 2 9,200 0 0
RESMED INCORPORATED COMMON STOCK USD0.004 COM 761152107 11,941 141,000 SH   SOLE 3 141,000 0 0
RESTAURANT BRANDS INTERNATIONAL INCORPORATED COMMON NPV COM 76131D103 920 11,900 SH   SOLE 2 11,900 0 0
RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001 REIT 76131N101 8,274 414,717 SH   SOLE 3 414,717 0 0
RETAIL OPPORTUNITY INVESTMENTS CORPORATION REIT USD0.0001 REIT 76131N101 18,322 918,407 SH   SOLE 10 918,407 0 0
RETAIL PROPERTIES OF AMERICA INCORPORATED REIT USD0.001 REIT 76131V202 385 28,671 SH   SOLE 3 28,671 0 0
REV GROUP INCORPORATED COMMON STOCK USD0.001 COM 749527107 21,148 650,109 SH   SOLE 1 650,109 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 9,674 331,767 SH   SOLE 3 331,767 0 0
REXFORD INDUSTRIAL REALTY IN REIT USD0.01 REIT 76169C100 23,439 803,810 SH   SOLE 10 803,810 0 0
RH HOLDINGS INCORPORATED COMMON STOCK USD0.0001 COM 74967X103 38 435 SH   SOLE 7 435 0 0
RIO TINTO PLC SPONSORED ADR (EACH REPRESENTS 1 ORDINARY SHARE) (BNY) ADR 767204100 76 1,440 SH   SOLE 9 1,440 0 0
RLJ LODGING TRUST REIT NPV REIT 74965L101 591 26,900 SH   SOLE 2 26,900 0 0
RLJ LODGING TRUST REIT NPV REIT 74965L101 760 34,572 SH   SOLE 3 34,572 0 0
RMR GROUP INCORPORATED (THE) A NPV COM 74967R106 348 5,865 SH   SOLE 3 5,865 0 0
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ROBO GLOBAL ROBOTICS AND AUT ETF 301505707 33 800 SH   SOLE 7 800 0 0
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TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 338,642 8,540,773 SH   SOLE 3 8,540,773 0 0
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TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 14,001 353,120 SH   SOLE 6 353,120 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 29,164 735,529 SH   SOLE 7 735,529 0 0
TAIWAN SEMICONDUCTOR MANUFACTURING COMPANY LIMITED ADS REPRESENTING 5 COMMON SHARES ADR 874039100 8,322 209,885 SH   SOLE 9 209,885 0 0
TANGER FACTORY OUTLET CENTER REIT REIT 875465106 323 12,177 SH   SOLE 3 12,177 0 0
TAPESTRY INCORPORATED COMMON STOCK USD0.01 COM 876030107 551 12,452 SH   SOLE 3 12,452 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 8,367 558,188 SH   SOLE 2 558,188 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 4,049 270,108 SH   SOLE 3 270,108 0 0
TARENA INTERNATIONAL INCORPORATION-ADR USD0.001 ADR 876108101 13,422 895,399 SH   SOLE 6 895,399 0 0
TARGA RESOURCES CORPORATION COMMON STOCK USD0.001 COM 87612G101 13,116 270,871 SH   SOLE 3 270,871 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 5,435 83,300 SH   SOLE 2 83,300 0 0
TARGET CORPORATION COMMON STOCK USD0.167 COM 87612E106 82,344 1,261,977 SH   SOLE 3 1,261,977 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 7,125 68,044 SH   SOLE 2 68,044 0 0
TARO PHARMACEUTICAL INDUSTRIES LIMITED ILS0.0001 COM M8737E108 37,529 358,411 SH   SOLE 3 358,411 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 1,314 39,727 SH   SOLE 2 39,727 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 484 14,622 SH   SOLE 3 14,622 0 0
TATA MOTORS LIMITED SPONSORED ADR (EACH REPRESENTS 5 ORDINARY INR2) ADR 876568502 2,437 73,700 SH   SOLE 4 73,700 0 0
TAUBMAN CENTERS INCORPORATED REIT USD0.01 REIT 876664103 499 7,633 SH   SOLE 3 7,633 0 0
TAYLOR MORRISON HOME CORPORATION COMMON STOCK USD0.00001 COM 87724P106 931 38,049 SH   SOLE 3 38,049 0 0
TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01 COM 87236Y108 1,048 20,500 SH   SOLE 2 20,500 0 0
TD AMERITRADE HOLDING CORPORATION COMMON STOCK USD0.01 COM 87236Y108 138 2,700 SH   SOLE 3 2,700 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 114 1,200 SH   SOLE 2 1,200 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 8,122 85,455 SH   SOLE 3 85,455 0 0
TE CONNECTIVITY LIMITED CHF0.77 (US LISTING) COM H84989104 21 217 SH   SOLE 7 217 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 1,254 12,800 SH   SOLE 2 12,800 0 0
TECH DATA CORPORATION COMMON STOCK USD0.0015 COM 878237106 17,821 181,900 SH   SOLE 3 181,900 0 0
TECHNIPFMC LTD USD1 COM G87110105 1,798 69,570 SH   SOLE 8 69,570 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 18,823 572,636 SH   SOLE 2 572,636 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 62,824 1,911,277 SH   SOLE 3 1,911,277 0 0
TECK RESOURCES LIMITED CLASS 'B' SUBORDINATED VOTING COMMON NPV COM 878742204 11 329 SH   SOLE 7 329 0 0
TEEKAY TANKERS LIMITED CLASS 'A' COMMON STOCK USD0.01 COM Y8565N102 146 104,000 SH   SOLE 2 104,000 0 0
TEEKAY TANKERS LIMITED CLASS 'A' COMMON STOCK USD0.01 COM Y8565N102 1,699 1,213,500 SH   SOLE 3 1,213,500 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 75,479 5,360,725 SH   SOLE 1 5,360,725 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 1,888 134,100 SH   SOLE 2 134,100 0 0
TEGNA INCORPORATED COMMON STOCK USD1 COM 87901J105 32,494 2,307,800 SH   SOLE 3 2,307,800 0 0
TELADOC INC COMMON STOCK USD0.001 COM 87918A105 6,756 193,850 SH   SOLE 1 193,850 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 880 24,030 SH   SOLE 2 24,030 0 0
TELECOM ARGENTINA SA-SP ADR ADR 879273209 27,500 750,760 SH   SOLE 3 750,760 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 66,057 4,454,292 SH   SOLE 2 4,454,292 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 106,586 7,187,175 SH   SOLE 3 7,187,175 0 0
TELEF BRASIL SA SPONSORED ADR (EACH REPRESENTS 1 PREFERENCE SHARE) ADR 87936R106 501 33,809 SH   SOLE 7 33,809 0 0
TELEKOMUNIKASI INDONESIA TBK PT ADR (EACH REPRESENTS 40 SERIES 'B' IDR50) ADR 715684106 1,921 59,611 SH   SOLE 3 59,611 0 0
TENARIS SA ADR (EACH REPRESENTING 2 ORDINARY SHARES) ADR 88031M109 18 563 SH   SOLE 2 563 0 0
TENET HEALTHCARE CORPORATION COMMON STOCK USD0.05 COM 88033G407 459 30,265 SH   SOLE 3 30,265 0 0
TENNECO INCORPORATED COMMON STOCK USD0.01 COM 880349105 503 8,600 SH   SOLE 2 8,600 0 0
TERADATA CORPORATION COMMON STOCK USD0.01 COM 88076W103 847 22,022 SH   SOLE 3 22,022 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 43,827 1,387,381 SH   SOLE 2 1,387,381 0 0
TERNIUM SA ADR (EACH REPRESENTS 10 ORDINARY NPV) ADR 880890108 58,469 1,850,867 SH   SOLE 3 1,850,867 0 0
TERRA NITROGEN COMPANY LP NPV PART 881005201 594 7,438 SH   SOLE 2 7,438 0 0
TERRA NITROGEN COMPANY LP NPV PART 881005201 6,450 80,819 SH   SOLE 3 80,819 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 34,367 980,242 SH   SOLE 1 980,242 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 6,277 179,049 SH   SOLE 3 179,049 0 0
TERRENO REALTY CORPORATION REIT USD0.01 REIT 88146M101 13,960 398,178 SH   SOLE 10 398,178 0 0
TESLA INCORPORATED COMMON STOCK USD0.001 COM 88160R101 352 1,132 SH   SOLE 7 1,132 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 18,924 998,633 SH   SOLE 2 998,633 0 0
TEVA PHARMACEUTICAL INDUSTRIES LIMITED SPONSORED ADR (EACH CONVERT INTO 1 ORDINARY ILS0.10) ADR 881624209 64,418 3,399,378 SH   SOLE 3 3,399,378 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 20,146 192,894 SH   SOLE 2 192,894 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 183,498 1,756,969 SH   SOLE 3 1,756,969 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 4,655 44,572 SH   SOLE 4 44,572 0 0
TEXAS INSTRUMENTS INCORPORATED COMMON STOCK USD1 COM 882508104 792 7,579 SH   SOLE 7 7,579 0 0
TEXAS ROADHOUSE INCORPORATED COMMON STOCK USD0.001 COM 882681109 1,712 32,500 SH   SOLE 3 32,500 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 22,055 116,153 SH   SOLE 2 116,153 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 180,361 949,866 SH   SOLE 3 949,866 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 5,620 29,598 SH   SOLE 4 29,598 0 0
THERMO FISHER SCIENTIFIC INCORPORATED COMMON STOCK USD1 COM 883556102 1,532 8,068 SH   SOLE 7 8,068 0 0
THOMSON REUTERS CORPORATION COMMON NPV (CANADIAN LISTING) COM 884903105 237 4,324 SH   SOLE 7 4,324 0 0
THOMSON REUTERS CORPORATION COMMON NPV (US LISTING) COM 884903105 216 4,950 SH   SOLE 7 4,950 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 3,609 177,016 SH   SOLE 3 177,016 0 0
TIER REIT INCORPORATED REIT USD 0.0001 REIT 88650V208 8,673 425,333 SH   SOLE 10 425,333 0 0
TIME INCORPORATED COMMON STOCK USD0.01 COM 887228104 78,479 4,253,596 SH   SOLE 3 4,253,596 0 0
TIME INCORPORATED COMMON STOCK USD0.01 COM 887228104 3 154 SH   SOLE 7 154 0 0
TIME WARNER INCORPORATED COMMON STOCK USD0.01 COM 887317303 327 3,578 SH   SOLE 3 3,578 0 0
TIME WARNER INCORPORATED COMMON STOCK USD0.01 COM 887317303 75 816 SH   SOLE 7 816 0 0
TITAN MACHINERY INCORPORATED COMMON STOCK USD0.00001 COM 88830R101 567 26,786 SH   SOLE 3 26,786 0 0
TIVO CORPORATION COMMON STOCK USD0.001 COM 88870P106 267 17,100 SH   SOLE 2 17,100 0 0
TIVO CORPORATION COMMON STOCK USD0.001 COM 88870P106 4,267 273,500 SH   SOLE 3 273,500 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 4,442 58,100 SH   SOLE 2 58,100 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 46,666 610,329 SH   SOLE 3 610,329 0 0
TJX COS INCORPORATED COMMON STOCK USD1 COM 872540109 26 341 SH   SOLE 7 341 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 22,055 347,261 SH   SOLE 2 347,261 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 93,147 1,466,651 SH   SOLE 3 1,466,651 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 1,153 18,155 SH   SOLE 4 18,155 0 0
T-MOBILE US INCORPORATED COMMON STOCK USD0.0001 COM 872590104 309 4,859 SH   SOLE 7 4,859 0 0
TOLL BROTHERS INCORPORATED COMMON STOCK USD0.01 COM 889478103 382 7,956 SH   SOLE 3 7,956 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 63,475 699,758 SH   SOLE 1 699,758 0 0
TORCHMARK CORPORATION COMMON STOCK USD1 COM 891027104 243 2,674 SH   SOLE 3 2,674 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 2,323 35,615 SH   SOLE 2 35,615 0 0
TORO COMPANY COMMON STOCK USD1 COM 891092108 28,549 437,665 SH   SOLE 3 437,665 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 515,078 6,993,596 SH   SOLE 2 6,993,596 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 82,813 1,124,411 SH   SOLE 3 1,124,411 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 242 3,285 SH   SOLE 4 3,285 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV COM 891160509 1,171 15,905 SH   SOLE 7 15,905 0 0
TORONTO-DOMINION BANK (THE) COMMON NPV (US LISTING) COM 891160509 28 471 SH   SOLE 2 471 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 2,199 27,800 SH   SOLE 2 27,800 0 0
TOTAL SYSTEM SERVICES INCORPORATED COMMON STOCK USD0.10 COM 891906109 43,721 552,800 SH   SOLE 3 552,800 0 0
TOYOTA MOTOR CORPORATION ADR (EACH REPRESENTS 2 ORDINARY NPV LEVEL III) ADR 892331307 20 161 SH   SOLE 2 161 0 0
TRANSATLANTIC PETROLEUM LIMITED COMMON NPV COM G89982113 4,652 2,704,847 SH   SOLE 3 2,704,847 0 0
TRANSATLANTIC PETROLEUM LIMITED COMMON NPV (US LISTING) COM G89982113 92 66,473 SH   SOLE 3 66,473 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 2,319 217,100 SH   SOLE 2 217,100 0 0
TRANSOCEAN LIMITED CHF15 (US LISTING) (REGISTERED) COM H8817H100 27,616 2,585,751 SH   SOLE 3 2,585,751 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 700 31,484 SH   SOLE 2 31,484 0 0
TRANSPORTADORA DE GAS DEL SUR SPONSERED ADR(REPRESENTING 5 CLASS 'B' ARS1) ADR 893870204 19,046 856,760 SH   SOLE 3 856,760 0 0
TRAVELERS COMPANIES INCORPORATED (THE) COMMON STOCK NPV COM 89417E109 251 1,849 SH   SOLE 3 1,849 0 0
TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025 COM G9019D104 281 21,500 SH   SOLE 2 21,500 0 0
TRAVELPORT WORLDWIDE LIMITED COMMON STOCK USD0.0025 COM G9019D104 6,481 495,885 SH   SOLE 3 495,885 0 0
TRINITY INDUSTRIES INCORPORATED COMMON STOCK USD0.01 COM 896522109 931 24,860 SH   SOLE 3 24,860 0 0
TRINSEO SA COMMON STOCK USD0.01 COM L9340P101 731 10,064 SH   SOLE 3 10,064 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 186 7,500 SH   SOLE 2 7,500 0 0
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1 COM 896749108 3,606 145,112 SH   SOLE 3 145,112 0 0
TRIUMPH GROUP INCORPORATED COMMON STOCK USD0.001 COM 896818101 647 23,800 SH   SOLE 2 23,800 0 0
TRIUMPH GROUP INCORPORATED COMMON STOCK USD0.001 COM 896818101 9,039 332,300 SH   SOLE 3 332,300 0 0
TRUEBLUE INCORPORATED COMMON STOCK NPV COM 89785X101 149 5,400 SH   SOLE 3 5,400 0 0
TRUECAR INCORPORATED COMMON STOCK USD0.0001 COM 89785L107 1,961 175,090 SH   SOLE 3 175,090 0 0
TTM TECHNOLOGIES COM 87305R109 60 3,800 SH   SOLE 2 3,800 0 0
TTM TECHNOLOGIES COM 87305R109 2,998 191,300 SH   SOLE 3 191,300 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 3,714 59,240 SH   SOLE 2 59,240 0 0
TUPPERWARE BRANDS CORPORATION COMMON STOCK USD0.01 COM 899896104 58,074 926,220 SH   SOLE 3 926,220 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 654 152,500 SH   SOLE 2 152,500 0 0
TURQUOISE HILL RESOURCES LIMITED COMMON NPV COM 900435108 1,539 358,793 SH   SOLE 3 358,793 0 0
TWENTY FIRST CENTURY FOX INCORPORATED CLASS A COMMON STOCK USD0.01 COM 90130A101 1,201 34,768 SH   SOLE 3 34,768 0 0
TWENTY-FIRST CENTURY FOX INCORPORATED CLASS B USD0.01 COM 90130A200 1,493 43,771 SH   SOLE 3 43,771 0 0
TYSON FOODS INCORPORATED CLASS A COMMON STOCK USD0.10 COM 902494103 3,813 47,034 SH   SOLE 3 47,034 0 0
UBIQUITI NETWORKS INCORPORATED COMMON STOCK USD0.001 COM 90347A100 533 7,500 SH   SOLE 2 7,500 0 0
UBIQUITI NETWORKS INCORPORATED COMMON STOCK USD0.001 COM 90347A100 4,148 58,400 SH   SOLE 3 58,400 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 363,568 20,265,777 SH   SOLE 2 20,265,777 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 317,337 17,688,777 SH   SOLE 3 17,688,777 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 2,208 123,080 SH   SOLE 4 123,080 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 306 17,045 SH   SOLE 7 17,045 0 0
UBS GROUP AG CHF0.10 (REGISTERED) COM H42097107 46,447 2,589,000 SH   SOLE 8 2,589,000 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 7,935 205,999 SH   SOLE 3 205,999 0 0
UDR INCORPORATED REIT USD0.01 REIT 902653104 16,204 420,675 SH   SOLE 10 420,675 0 0
UGI CORPORATION COMMON STOCK NPV COM 902681105 1,033 22,000 SH   SOLE 2 22,000 0 0
UGI CORPORATION COMMON STOCK NPV COM 902681105 779 16,600 SH   SOLE 3 16,600 0 0
ULTIMATE SOFTWARE GROUP INC COMMON STOCK USD0.01 COM 90385D107 903 4,136 SH   SOLE 3 4,136 0 0
UMH PROPERTIES INC REIT USD0.1 REIT 903002103 73 4,880 SH   SOLE 3 4,880 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 40,561 302,467 SH   SOLE 2 302,467 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 271,934 2,027,848 SH   SOLE 3 2,027,848 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 4,096 30,543 SH   SOLE 4 30,543 0 0
UNION PACIFIC CORPORATION COMMON STOCK USD2.50 COM 907818108 1,336 9,963 SH   SOLE 7 9,963 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 81 3,700 SH   SOLE 2 3,700 0 0
UNIT CORPORATION COMMON STOCK USD0.20 COM 909218109 2,447 111,217 SH   SOLE 3 111,217 0 0
UNITED COMMUNITY BANKS INCORPORATED COMMON STOCK USD1 COM 90984P303 68,412 2,431,114 SH   SOLE 1 2,431,114 0 0
UNITED CONTINENTAL HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 910047109 139 2,067 SH   SOLE 3 2,067 0 0
UNITED MICROELECTRONICS CORPORATION ADR (EACH REPRESENTS 5 ORDINARY TWD10) ADR 910873405 514 215,083 SH   SOLE 3 215,083 0 0
UNITED PARCELS SERVICE CLASS B COMMON STOCK USD0.01 COM 911312106 2,370 19,890 SH   SOLE 3 19,890 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 7,343 42,712 SH   SOLE 3 42,712 0 0
UNITED RENTALS INCORPORATED COMMON STOCK USD0.01 COM 911363109 99 575 SH   SOLE 7 575 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 6,289 49,295 SH   SOLE 2 49,295 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 64,908 508,805 SH   SOLE 3 508,805 0 0
UNITED TECHNOLOGIES CORPORATION COMMON STOCK USD1 COM 913017109 86 671 SH   SOLE 7 671 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 9,141 61,783 SH   SOLE 2 61,783 0 0
UNITED THERAPEUTICS CORPORATION COMMON STOCK USD0.01 COM 91307C102 117,829 796,412 SH   SOLE 3 796,412 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 47,917 217,351 SH   SOLE 2 217,351 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 386,117 1,751,413 SH   SOLE 3 1,751,413 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 5,782 26,225 SH   SOLE 4 26,225 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 14,090 63,913 SH   SOLE 7 63,913 0 0
UNITEDHEALTH GROUP INCORPORATED COMMON STOCK USD0.01 COM 91324P102 2,631 11,933 SH   SOLE 9 11,933 0 0
UNITI GROUP INCORPORATED REIT USD0.0001 REIT 91325V108 2,197 123,479 SH   SOLE 3 123,479 0 0
UNITIL CORPORATION COMMON STOCK NPV COM 913259107 357 7,821 SH   SOLE 3 7,821 0 0
UNIVAR INC COMMON STOCK USD0.01 COM 91336L107 13,696 442,365 SH   SOLE 1 442,365 0 0
UNIVAR INC COMMON STOCK USD0.01 COM 91336L107 712 22,993 SH   SOLE 3 22,993 0 0
UNIVERSAL CORPORATION COMMON STOCK NPV COM 913456109 1,759 33,500 SH   SOLE 2 33,500 0 0
UNIVERSAL CORPORATION COMMON STOCK NPV COM 913456109 20,222 385,186 SH   SOLE 3 385,186 0 0
UNIVERSAL DISPLAY CORPORATION COMMON STOCK USD0.01 COM 91347P105 39,710 230,000 SH   SOLE 3 230,000 0 0
UNIVERSAL ELECTRS INC USD0.01 COM 913483103 69 1,467 SH   SOLE 7 1,467 0 0
UNIVERSAL HEALTH REALTY INCOME TRUST REIT USD0.01 REIT 91359E105 128 1,699 SH   SOLE 3 1,699 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 39,270 346,448 SH   SOLE 1 346,448 0 0
UNIVERSAL HEALTH SERVICES INCORPORATED CLASS 'B' COMMON STOCK USD0.01 COM 913903100 181 1,600 SH   SOLE 3 1,600 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 1,653 60,436 SH   SOLE 2 60,436 0 0
UNIVERSAL INSURANCE HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 91359V107 29,383 1,074,331 SH   SOLE 3 1,074,331 0 0
UNIVEST CORPORATION OF PENNSYLVANIA COMMON STOCK USD5 COM 915271100 8,666 308,962 SH   SOLE 1 308,962 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 8,301 325,648 SH   SOLE 3 325,648 0 0
URBAN EDGE PROPERTIES REIT USD0.01 REIT 91704F104 19,907 780,984 SH   SOLE 10 780,984 0 0
URBAN OUTFITTERS INC COM 917047102 1,704 48,600 SH   SOLE 2 48,600 0 0
URBAN OUTFITTERS INC COM 917047102 7,608 217,000 SH   SOLE 3 217,000 0 0
URSTADT BIDDLE PROPERTIES CLASS 'A' REIT USD0.01 REIT 917286205 505 23,234 SH   SOLE 3 23,234 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 25,757 480,717 SH   SOLE 2 480,717 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 71,317 1,331,032 SH   SOLE 3 1,331,032 0 0
US BANCORP COMMON STOCK USD0.01 COM 902973304 466 8,698 SH   SOLE 7 8,698 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 2,717 36,686 SH   SOLE 2 36,686 0 0
USANA HEALTH SCIENCES INCORPORATED COMMON STOCK USD0.001 COM 90328M107 33,981 458,890 SH   SOLE 3 458,890 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 105,064 8,590,709 SH   SOLE 2 8,590,709 0 0
VALE DO RIO DOCE (CIA) SPONSORED ADR (REPRESENTING 1 ORDINARY NPV) ADR 91912E105 209,406 17,122,344 SH   SOLE 3 17,122,344 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING) COM 91911K102 7,370 281,300 SH   SOLE 2 281,300 0 0
VALEANT PHARMACEUTICALS INTERNATIONAL INCORPORATED COMMON NPV (CANADIAN LISTING) COM 91911K102 21,812 832,500 SH   SOLE 3 832,500 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 4,733 51,500 SH   SOLE 2 51,500 0 0
VALERO ENERGY CORPORATION COMMON STOCK USD0.01 COM 91913Y100 73,543 800,166 SH   SOLE 3 800,166 0 0
VALIDUS HOLDINGS LIMITED USD0.175 COM G9319H102 3,585 76,400 SH   SOLE 2 76,400 0 0
VALIDUS HOLDINGS LIMITED USD0.175 COM G9319H102 21,689 462,259 SH   SOLE 3 462,259 0 0
VALMONT INDUSTRIES INCORPORATED COMMON STOCK USD1 COM 920253101 115,909 698,881 SH   SOLE 1 698,881 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 104,794 4,181,736 SH   SOLE 1 4,181,736 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 100 4,000 SH   SOLE 2 4,000 0 0
VALVOLINE INCORPORATED COMMON STOCK USD0.01 COM 92047W101 6,861 273,800 SH   SOLE 3 273,800 0 0
VANECK VECTORS JUNIOR GOLD M ETF 92189F791 26 760 SH   SOLE 9 760 0 0
VANECK VECTORS VIETNAM ETF ETF 92189F817 23 1,300 SH   SOLE 9 1,300 0 0
VANGUARD FTSE ALL-WORLD EX-U ETF 922042775 3,601 65,800 SH   SOLE 7 65,800 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 147 2,478 SH   SOLE 7 2,478 0 0
VANGUARD FTSE EUROPE ETF ETF 922042874 751 12,700 SH   SOLE 9 12,700 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 236 3,236 SH   SOLE 7 3,236 0 0
VANGUARD FTSE PACIFIC ETF ETF 922042866 356 4,890 SH   SOLE 9 4,890 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 57 660 SH   SOLE 7 660 0 0
VANGUARD HIGH DVD YIELD ETF ETF 921946406 239 2,790 SH   SOLE 9 2,790 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 37,521 152,966 SH   SOLE 2 152,966 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 166,090 677,117 SH   SOLE 3 677,117 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 8,294 33,811 SH   SOLE 4 33,811 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 773 3,151 SH   SOLE 7 3,151 0 0
VANGUARD INDEX FUNDS S&P 500 ETF ETF 922908363 5,702 23,245 SH   SOLE 9 23,245 0 0
VANGUARD INDEX FUNDS VANGUARD REIT ETF ETF 922908553 761 9,175 SH   SOLE 6 9,175 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 5,011 109,152 SH   SOLE 3 109,152 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 20,217 440,368 SH   SOLE 7 440,368 0 0
VANGUARD INTERNATIONAL EQUITY INDEX FUNDS FTSE EMERGING MARKETS ETF ETF 922042858 420 9,150 SH   SOLE 9 9,150 0 0
VANGUARD MORTGAGE-BACKED SECURITIES ETF ETF 92206C771 360 6,863 SH   SOLE 4 6,863 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 233 1,905 SH   SOLE 7 1,905 0 0
VANGUARD RUSSELL 2000 ETF ETF 92206C664 1,274 10,415 SH   SOLE 9 10,415 0 0
VANGUARD SPECIALISED PORTFOLIOS VANGUARD DIVIDEND APPRECIATION INDEX FUND ETF ETF 921908844 282 2,765 SH   SOLE 9 2,765 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 626 8,432 SH   SOLE 4 8,432 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 776 10,444 SH   SOLE 7 10,444 0 0
VANGUARD TOTAL WORLD STOCK ETF ETF 922042742 6,572 88,500 SH   SOLE 9 88,500 0 0
VANTIV INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 92210H105 85,162 1,157,879 SH   SOLE 1 1,157,879 0 0
VANTIV INCORPORATED CLASS A COMMON STOCK USD0.00001 COM 92210H105 507 6,900 SH   SOLE 3 6,900 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 911 8,200 SH   SOLE 2 8,200 0 0
VARIAN MEDICAL SYSTEMS INCORPORATED COMMON STOCK USD1 COM 92220P105 16,833 151,441 SH   SOLE 3 151,441 0 0
VECTREN CORPORATION COMMON STOCK NPV COM 92240G101 15,992 245,957 SH   SOLE 1 245,957 0 0
VECTRUS INCORPORATED COMMON STOCK USD0.01 COM 92242T101 12 400 SH   SOLE 2 400 0 0
VECTRUS INCORPORATED COMMON STOCK USD0.01 COM 92242T101 760 24,625 SH   SOLE 3 24,625 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 1,487 71,400 SH   SOLE 2 71,400 0 0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES) ADR 92242Y100 3,066 147,209 SH   SOLE 3 147,209 0 0
VENTAS INCORPORATED REIT USD0.25 REIT 92276F100 5,935 98,905 SH   SOLE 3 98,905 0 0
VEREIT INCORPORATED REIT USD0.01 REIT 92339V100 3,203 411,142 SH   SOLE 3 411,142 0 0
VERINT SYSTEMS INCORPORATED COMMON STOCK USD0.001 COM 92343X100 7,229 172,736 SH   SOLE 1 172,736 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 81,288 710,309 SH   SOLE 1 710,309 0 0
VERISIGN INCORPORATED COMMON STOCK USD0.001 COM 92343E102 8,893 77,709 SH   SOLE 3 77,709 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 37,300 388,546 SH   SOLE 1 388,546 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 605 6,300 SH   SOLE 2 6,300 0 0
VERISK ANALYTICS INC COMMON STOCK USD0.001 COM 92345Y106 730 7,600 SH   SOLE 3 7,600 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 18,675 352,823 SH   SOLE 2 352,823 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 124,983 2,361,281 SH   SOLE 3 2,361,281 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 1,815 34,292 SH   SOLE 7 34,292 0 0
VERIZON COMMUNICATIONS INCORPORATED COMMON STOCK USD0.10 COM 92343V104 255 4,822 SH   SOLE 9 4,822 0 0
VERSUM MATERIALS INCORPORATED COMMON STOCK USD1 COM 92532W103 14,085 372,131 SH   SOLE 1 372,131 0 0
VERSUM MATERIALS INCORPORATED COMMON STOCK USD1 COM 92532W103 13 350 SH   SOLE 2 350 0 0
VERSUM MATERIALS INCORPORATED COMMON STOCK USD1 COM 92532W103 615 16,250 SH   SOLE 3 16,250 0 0
VERTEX PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.01 COM 92532F100 3,621 24,160 SH   SOLE 3 24,160 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 1,243 16,800 SH   SOLE 2 16,800 0 0
VF CORPORATION COMMON STOCK USD1 COM 918204108 1,852 25,023 SH   SOLE 3 25,023 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 5,570 180,800 SH   SOLE 2 180,800 0 0
VIACOM INCORPORATED NEW CLASS 'B' NON VOTING COMMON STOCK USD0.001 COM 92553P201 70,746 2,296,188 SH   SOLE 3 2,296,188 0 0
VIAVI SOLUTIONS INCORPORATED COMMON STOCK USD0.001 COM 925550105 6,780 775,737 SH   SOLE 1 775,737 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 11,062 943,893 SH   SOLE 2 943,893 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 129,209 11,024,684 SH   SOLE 4 11,024,684 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADR (EACH REPRESENTS 0.2 ORDINARY SHARES USD0.0001) ADR 92763W103 21,147 1,804,345 SH   SOLE 6 1,804,345 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 45,563 399,608 SH   SOLE 2 399,608 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 305,651 2,680,675 SH   SOLE 3 2,680,675 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 3,063 26,863 SH   SOLE 4 26,863 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 19,203 168,422 SH   SOLE 7 168,422 0 0
VISA INCORPORATED CLASS A COMMON STOCK USD0.0001 COM 92826C839 2,732 23,960 SH   SOLE 9 23,960 0 0
VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 928298108 917 44,200 SH   SOLE 2 44,200 0 0
VISHAY INTERTECHNOLOGY INCORPORATED COMMON STOCK USD0.10 COM 928298108 136,468 6,576,750 SH   SOLE 3 6,576,750 0 0
VISTA OUTDOOR INC COMMON STOCK USD0.01 COM 928377100 125 8,600 SH   SOLE 2 8,600 0 0
VISTA OUTDOOR INC COMMON STOCK USD0.01 COM 928377100 152 10,400 SH   SOLE 3 10,400 0 0
VISTEON CORP COMMON STOCK USD0.01 COM 92839U206 3,712 29,661 SH   SOLE 3 29,661 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 3,747 29,900 SH   SOLE 2 29,900 0 0
VMWARE INCORPORATED CLASS 'A' COMMON STOCK USD0.01 COM 928563402 36,882 294,300 SH   SOLE 3 294,300 0 0
VODAFONE GROUP PLC SPONSORED ADR (EACH REPRESENTS 10 ORDINARY USD0.2095238) ADR 92857W308 40 1,253 SH   SOLE 2 1,253 0 0
VODAFONE GROUP PLC SPONSORED ADR (EACH REPRESENTS 10 ORDINARY USD0.2095238) ADR 92857W308 1,180 37,000 SH   SOLE 7 37,000 0 0
VORNADO REALTY TRUST REIT USD0.04 REIT 929042109 8,743 111,827 SH   SOLE 3 111,827 0 0
VORNADO REALTY TRUST REIT USD0.04 REIT 929042109 14,692 187,920 SH   SOLE 10 187,920 0 0
VOYA FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 929089100 1,247 25,200 SH   SOLE 2 25,200 0 0
VOYA FINANCIAL INCORPORATED COMMON STOCK USD0.01 COM 929089100 1,420 28,700 SH   SOLE 3 28,700 0 0
VULCAN MATERIALS CO COM STK US$1 COM 929160109 255 1,989 SH   SOLE 3 1,989 0 0
WADDELL & REED FINANCIAL-A COM 930059100 3,744 167,600 SH   SOLE 2 167,600 0 0
WADDELL & REED FINANCIAL-A COM 930059100 42,639 1,908,633 SH   SOLE 3 1,908,633 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 13,519 186,157 SH   SOLE 2 186,157 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 75,218 1,035,774 SH   SOLE 3 1,035,774 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 56 768 SH   SOLE 4 768 0 0
WALGREENS BOOTS ALLIANCE INCORPORATED COMMON STOCK USD0.01 COM 931427108 1,375 18,939 SH   SOLE 7 18,939 0 0
WALKER AND DUNLOP INC COMMON STOCK NPV COM 93148P102 777 16,358 SH   SOLE 3 16,358 0 0
WAL-MART STORES INCORPORATED COMMON STOCK USD0.10 COM 931142103 4,584 46,423 SH   SOLE 2 46,423 0 0
WAL-MART STORES INCORPORATED COMMON STOCK USD0.10 COM 931142103 149,609 1,515,027 SH   SOLE 3 1,515,027 0 0
WAL-MART STORES INCORPORATED COMMON STOCK USD0.10 COM 931142103 5,479 55,488 SH   SOLE 4 55,488 0 0
WAL-MART STORES INCORPORATED COMMON STOCK USD0.10 COM 931142103 917 9,286 SH   SOLE 7 9,286 0 0
WAL-MART STORES INCORPORATED COMMON STOCK USD0.10 COM 931142103 1,592 16,119 SH   SOLE 9 16,119 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 21,923 203,914 SH   SOLE 2 203,914 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 110,644 1,029,152 SH   SOLE 3 1,029,152 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 97 904 SH   SOLE 4 904 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 1,859 17,291 SH   SOLE 7 17,291 0 0
WALT DISNEY COMPANY (THE) COMMON STOCK USD0.01 COM 254687106 49 455 SH   SOLE 9 455 0 0
WASHINGTON PRIME GROUP INCORPORATED REIT USD0.0001 REIT 93964W108 2,768 388,816 SH   SOLE 3 388,816 0 0
WASHINGTON REIT USD0.01 REIT 939653101 279 8,960 SH   SOLE 3 8,960 0 0
WASTE CONNECTIONS INCORPORATED NPV COM 94106B101 55,884 787,759 SH   SOLE 1 787,759 0 0
WASTE MANAGEMENT INCORPORATED COMMON STOCK USD0.01 COM 94106L109 9,684 112,209 SH   SOLE 3 112,209 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 3,556 18,408 SH   SOLE 2 18,408 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 35,211 182,262 SH   SOLE 3 182,262 0 0
WATERS CORPORATION COMMON STOCK USD0.01 COM 941848103 2,705 14,000 SH   SOLE 7 14,000 0 0
WATTS WATER TECHNOLOGIES INCORPORATED CLASS 'A' COMMON STOCK USD0.10 COM 942749102 6,789 89,389 SH   SOLE 3 89,389 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 35 300 SH   SOLE 2 300 0 0
WD-40 COMPANY COMMON STOCK USD0.001 COM 929236107 3,210 27,200 SH   SOLE 3 27,200 0 0
WEB.COM GROUP INC COMMON STOCK USD0.001 COM 94733A104 181 8,300 SH   SOLE 2 8,300 0 0
WEB.COM GROUP INC COMMON STOCK USD0.001 COM 94733A104 5,130 235,300 SH   SOLE 3 235,300 0 0
WEBSTER FINANCIAL CORP COM STK US$0.01 COM 947890109 41,655 741,715 SH   SOLE 1 741,715 0 0
WEC ENERGY GROUP INCORPORATED COMMON STOCK USD0.01 COM 92939U106 2,595 39,066 SH   SOLE 3 39,066 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 2,809 27,150 SH   SOLE 2 27,150 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 70,666 683,027 SH   SOLE 3 683,027 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 127,007 1,227,594 SH   SOLE 4 1,227,594 0 0
WEIBO CORPORATION SPONSERED ADR(EACH REPRESENTS 1 ORDINARY SHARE) ADR 948596101 1,819 17,582 SH   SOLE 6 17,582 0 0
WEINGARTEN REALTY INVESTORS REIT USD0.03 REIT 948741103 489 14,888 SH   SOLE 3 14,888 0 0
WELLCARE HEALTH PLANS INCORPORATED COMMON STOCK USD0.01 COM 94946T106 933 4,638 SH   SOLE 3 4,638 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 27,640 455,572 SH   SOLE 2 455,572 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 346,237 5,706,894 SH   SOLE 3 5,706,894 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 24,243 399,591 SH   SOLE 7 399,591 0 0
WELLS FARGO AND COMPANY COMMON STOCK USD1.6667 COM 949746101 7,251 119,509 SH   SOLE 9 119,509 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 612 9,600 SH   SOLE 2 9,600 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 10,281 161,219 SH   SOLE 3 161,219 0 0
WELLTOWER INCORPORATED REIT USD1 REIT 95040Q104 11,462 179,739 SH   SOLE 10 179,739 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 69,796 707,370 SH   SOLE 1 707,370 0 0
WEST PHARMACEUTICAL SERVICES INCORPORATED COMMON STOCK USD0.25 COM 955306105 10,513 106,548 SH   SOLE 3 106,548 0 0
WESTAMERICA BANCORP COM STK NPV COM 957090103 53,704 901,832 SH   SOLE 1 901,832 0 0
WESTAR ENERGY INCORPORATED COMMON STOCK USD5 COM 95709T100 42,852 811,595 SH   SOLE 1 811,595 0 0
WESTERN ALLIANCE BANCORP COMMON STOCK USD0.0001 COM 957638109 120,053 2,120,326 SH   SOLE 1 2,120,326 0 0
WESTERN COPPER AND GOLD CORP COM 95805V108 231 183,510 SH   SOLE 9 183,510 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 9,241 116,200 SH   SOLE 2 116,200 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 79,671 1,001,774 SH   SOLE 3 1,001,774 0 0
WESTERN DIGITAL CORPORATION COMMON STOCK USD0.01 COM 958102105 90 1,131 SH   SOLE 7 1,131 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 2,182 114,769 SH   SOLE 2 114,769 0 0
WESTERN UNION COMPANY (THE) COMMON STOCK USD0.01 COM 959802109 22,423 1,179,551 SH   SOLE 3 1,179,551 0 0
WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01 COM 961765104 20 300 SH   SOLE 2 300 0 0
WESTWOOD HOLDINGS GROUP INCORPORATED COMMON STOCK USD0.01 COM 961765104 285 4,300 SH   SOLE 3 4,300 0 0
WEYERHAEUSER COMPANY REIT USD1.25 REIT 962166104 7,874 223,309 SH   SOLE 3 223,309 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV COM 962879102 305 10,975 SH   SOLE 3 10,975 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING) COM 962879102 1,931 87,245 SH   SOLE 3 87,245 0 0
WHEATON PRECIOUS METALS CORPORATION COMMON NPV (US LISTING) COM 962879102 127 5,725 SH   SOLE 9 5,725 0 0
WHEELER REIT INCORPORATED US0.01(POST REV SPILT) REIT 963025705 30 3,020 SH   SOLE 3 3,020 0 0
WHIRLPOOL CORPORATION COMMON STOCK USD1 COM 963320106 3,241 19,219 SH   SOLE 3 19,219 0 0
WHITESTONE REIT COMMON STOCK USD0.001 REIT 966084204 90 6,217 SH   SOLE 3 6,217 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 939 35,449 SH   SOLE 2 35,449 0 0
WHITING PETROLEUM CORPORATION COMMON STOCK USD0.001 COM 966387409 7,885 297,760 SH   SOLE 3 297,760 0 0
WIDEOPENWEST INCORPORATED COMMON STOCK USD0.01 COM 96758W101 12,204 1,154,591 SH   SOLE 1 1,154,591 0 0
WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1 COM 968223206 1,411 21,456 SH   SOLE 2 21,456 0 0
WILEY (JOHN) AND SONS INCORPORATED CLASS A COMMON STOCK USD1 COM 968223206 14,731 224,049 SH   SOLE 3 224,049 0 0
WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01 COM 969904101 2,849 55,100 SH   SOLE 2 55,100 0 0
WILLIAMS-SONOMA INCORPORATED COMMON STOCK USD0.01 COM 969904101 29,117 563,196 SH   SOLE 3 563,196 0 0
WILLIS TOWERS WATSON PUBLIC LIMITED COMPANY ORDINARY USD0.0003 COM G96629103 41 275 SH   SOLE 7 275 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 1,040 190,200 SH   SOLE 2 190,200 0 0
WIPRO LIMITED ADR (EACH REPRESENTING 1 ORDINARY INR2) ADR 97651M109 7,564 1,382,869 SH   SOLE 3 1,382,869 0 0
WISDOMTREE JAPAN HEDGED SMAL ETF 97717W521 23 500 SH   SOLE 7 500 0 0
WISDOMTREE TRUST JAPAN HEDGED EQUITY FUND ETF ETF 97717W851 9,607 161,933 SH   SOLE 2 161,933 0 0
WNS HOLDINGS LIMITED ADR (EACH REPRESENTS 1 ORDINARY) ADR 92932M101 17,305 431,225 SH   SOLE 1 431,225 0 0
WORLD FUEL SERVICES CORPORATION COMMON STOCK USD0.01 COM 981475106 10,097 358,812 SH   SOLE 1 358,812 0 0
WP CAREY INCORPORATED REIT USD0.001 REIT 92936U109 1,143 16,591 SH   SOLE 3 16,591 0 0
WPX ENERGY INCORPORATED COMMON STOCK USD1 COM 98212B103 15,604 1,109,046 SH   SOLE 3 1,109,046 0 0
WYNDHAM WORLDWIDE CORPORATION COMMON STOCK USD0.01 COM 98310W108 348 3,000 SH   SOLE 2 3,000 0 0
WYNDHAM WORLDWIDE CORPORATION COMMON STOCK USD0.01 COM 98310W108 11,761 101,500 SH   SOLE 3 101,500 0 0
XCEL ENERGY INCORPORATED COMMON STOCK USD2.50 COM 98389B100 636 13,218 SH   SOLE 3 13,218 0 0
XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 984017103 354 16,400 SH   SOLE 2 16,400 0 0
XENIA HOTELS AND RESORTS INCORPORATED REIT USD0.01 REIT 984017103 660 30,554 SH   SOLE 3 30,554 0 0
XEROX CORPORATION COMMON STOCK USD1(POST REV SPLIT) COM 984121608 2,677 91,825 SH   SOLE 2 91,825 0 0
XEROX CORPORATION COMMON STOCK USD1(POST REV SPLIT) COM 984121608 25,807 885,325 SH   SOLE 3 885,325 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 1,868 27,700 SH   SOLE 2 27,700 0 0
XILINX INCORPORATED COMMON STOCK USD0.01 COM 983919101 27,080 401,656 SH   SOLE 3 401,656 0 0
XL GROUP LIMITED COMMON STOCK USD0.01 COM G98294104 6 164 SH   SOLE 7 164 0 0
XPERI CORPORATION COMMON STOCK USD0.001 COM 98421B100 695 28,465 SH   SOLE 3 28,465 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 89 1,300 SH   SOLE 2 1,300 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 21,726 318,566 SH   SOLE 3 318,566 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 59 864 SH   SOLE 4 864 0 0
XYLEM INCORPORATED COMMON STOCK NPV COM 98419M100 166 2,439 SH   SOLE 7 2,439 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 383 97,800 SH   SOLE 2 97,800 0 0
YAMANA GOLD INCORPORATED COMMON NPV COM 98462Y100 7,659 1,953,700 SH   SOLE 3 1,953,700 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 4,659 1,493,176 SH   SOLE 3 1,493,176 0 0
YAMANA GOLD INCORPORATED COMMON NPV (US LISTING) COM 98462Y100 1 249 SH   SOLE 7 249 0 0
YELP INCORPORATED COMMON STOCK USD0.000001 COM 985817105 12,877 306,892 SH   SOLE 1 306,892 0 0
YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 98585L100 8,486 193,000 SH   SOLE 2 193,000 0 0
YIRENDAI LIMITED ADR (EACH REPRESENTS 2 ORDINARY USD0.0001) ADR 98585L100 21,437 487,534 SH   SOLE 3 487,534 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 3,557 155,268 SH   SOLE 2 155,268 0 0
YPF SA SPONSORED ADR (EACH CONVERT INTO 1 CLASS 'D') ADR 984245100 88,004 3,841,277 SH   SOLE 3 3,841,277 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 3,699 92,438 SH   SOLE 3 92,438 0 0
YUM CHINA HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98850P109 15,094 377,168 SH   SOLE 4 377,168 0 0
YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES) ADR 98426T106 5,868 51,900 SH   SOLE 2 51,900 0 0
YY INCORPORATED ADR (EACH REPRESENTS 20 ORDINARY CLASS A SHARES) ADR 98426T106 37,158 328,660 SH   SOLE 3 328,660 0 0
ZIMMER BIOMET HOLDINGS INCORPORATED COMMON STOCK USD0.01 COM 98956P102 7,530 62,401 SH   SOLE 3 62,401 0 0
ZIONS BANCORPORATION COMMON STOCK NPV COM 989701107 53,939 1,061,173 SH   SOLE 1 1,061,173 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 1,664 23,100 SH   SOLE 2 23,100 0 0
ZOETIS INCORPORATED COMMON STOCK USD0.01 COM 98978V103 8,836 122,654 SH   SOLE 3 122,654 0 0